Browsing Max Weber Programme (MWP) by Subject "E32"

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Browsing Max Weber Programme (MWP) by Subject "E32"

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    Title: An Empirical Study of Credit Shock Transmission in a Small Open Economy  Author(s): BEDOCK, Nathan; STEVANOVIC, Dalibor Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: In this paper we identify and measure the effects of credit shocks in a small open economy. To incorporate information from a large number of economic and financial indicators we use the structural factor-augmented VARMA ...
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    Title: Self-fulfilling Beliefs and Bounded Bubbles in the U.S. Housing Market  Author(s): KASHIWAGI, Masanori Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper provides an equilibrium framework to organize the following empirical observations on the U.S. housing market from 1975 to 2007: (i) housing tenure and vacancies were approximately constant, (ii) rents were ...
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    Title: The Role of Curvature in the Transformation Frontier for Measuring Technology Shocks  Author(s): MENNUNI, Alessandro Date: 2010-10-28 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: In the usual version of the neoclassical growth model used to identify neutral (N-Shock) and investment shocks (I-Shock), a linear transformation frontier between consumption and investment goods is assumed. This paper ...
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    Title: The Great Moderation, the Great Panic and the Great Contraction  Author(s): BEAN, Charles Date: 2010 Type of Publication: Technical Report Series/Report no.: EUI MWP LS Abstract: This lecture examines the causes of the recent financial crisis and subsequent recession. On the macroeconomic side, the Great Moderation encouraged an overly optimistic assessment of risk. Combined with low interest rates, ...
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    Title: Nested Models and Model Uncertainty  Author(s): KRIWOLUZKY, Alexander; STOLTENBERG, Christian A. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Uncertainty about the appropriate choice among nested models is a central concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space ...
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    Title: Nested Models and Model Uncertainty  Author(s): KRIWOLUZKY, Alexander; STOLTENBERG, Christian A. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: Uncertainty about the appropriate choice among nested models is a central concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space ...