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Title:Three Essays in Macroeconomics Author(s):UUSKULA, LennoDate:2011Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Chapter 1: Traditional models of monetary transmission such as sticky price and limited partic- ipation abstract from firm creation and destruction. Only a few papers look at the empirical effects of the monetary shock on ...
Title:Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI MWP; 2009/27Abstract:This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
Title:Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s):KRIWOLUZKY, AlexanderDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/29Abstract:This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
Title:Deep Habits and the Dynamic Effects of Monetary Policy Shocks Author(s):RAVN, Morten O.; SCHMITT-GROHE, Stephanie; URIBE, Martin; UUSKULA, LennoDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/40Abstract:This paper introduces deep habits into a sticky-price sticky-wage economy and asks whether the countercyclical markup movements induced by deep habits is helpful for accounting for the dynamic effects of monetary policy ...
Title:Incomplete Cost Pass-Through Under Deep Habits Author(s):RAVN, Morten O.; SCHMITT-GROHE, Stephanie; URIBE, MartinDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/06Abstract:A number of empirical studies document that marginal cost shocks are not fully
passed through to prices at the firm level and that prices are substantially less volatile
than costs. We show that in the relative-deep-habits ...
Title:Essays on international macroeconomics Author(s):PRADES, ElviraDate:2008Citation:
- Florence : European University Institute, 2008
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis deals with different topics on international macroeconomics, in particular on business cycles in small open economies, the motives for net foreign asset accumulation and the transmission of shocks in an ...
Title:Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States Author(s):RAVN, Morten O.; SIMONELLI, SaverioDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/13Abstract:We use a 12-dimensional VAR to examine the dynamic effects on the labor market of four struc-
tural technology and policy shocks. For each shock, we examine the dynamic effects on the labor
market, the importance of the ...
Title:Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate Author(s):RAVN, Morten O.; SCHMITT-GROHE, Stephanie; URIBE, MartinDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/23Abstract:Using panel structural VAR analysis and quarterly data from four industrialized countries,
we document that an increase in government purchases leads to an expansion in output and
private consumption, a deterioration in ...
Title:Increasing returns to scale, (in)determinacy and welfare : investigating the role of economic policy Author(s):SAIDI, AurélienDate:2007Citation:
- Florence : European University Institute, 2007
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:no abstract available
Title:Pricing to Habits and the Law of One Price Author(s):RAVN, Morten O.; SCHMITT-GROHE, Stephanie; URIBE, MartinDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/40Abstract:This paper proposes a novel international transmission mechanism based on the
assumption of deep habits. The term deep habits stands for a preference specification
according to which consumers form habits on a good-by-good ...