Browsing ECO Working Papers by Subject "E43"

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Browsing ECO Working Papers by Subject "E43"

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    Title: Financial intermediation, house prices, and the distributive effects of the U.S. great recession  Author(s): MENNO, Dominik; OLIVIERO, Tommaso Date: 2013 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper quantifies the effects of credit spread and income shocks on aggregate house prices and households’ welfare. We address this issue within a stochastic dynamic general equilibrium model with heterogeneous households ...
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    Title: Forecasting Government Bond Yields with Large Bayesian VARs  Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the information contained in a large panel of yields. In particular, we use a large Bayesian Vector ...