Search
Now showing items 1-8 of 8
Title:Liquidity, government bonds and sovereign debt crises Author(s):MOLTENI, Francesco
Date:2019Type:Working PaperSeries/Number:EUI MWP; 2019/02Abstract:This paper analyzes the Eurozone financial crisis through the lens of sovereign bond liquidity. Using novel data, I show that following the emergence of sovereign risk, repo haircuts on peripheral government bonds sharply ...
Date:2019Type:Working PaperSeries/Number:EUI MWP; 2019/02Abstract:This paper analyzes the Eurozone financial crisis through the lens of sovereign bond liquidity. Using novel data, I show that following the emergence of sovereign risk, repo haircuts on peripheral government bonds sharply ...
Title:Sources of borrowing and fiscal multipliers Author(s):PRIFTIS, Romanos; ZIMIC, SreckoDate:2017Type:Working PaperSeries/Number:EUI ECO; 2017/01Abstract:We find that debt-financed government spending multipliers vary considerably depending on the location of the debt holder. In a sample of 59 countries we find that government spending multipliers are larger when government ...
; ZIMIC, SreckoDate:2017Type:Working PaperSeries/Number:EUI ECO; 2017/01Abstract:We find that debt-financed government spending multipliers vary considerably depending on the location of the debt holder. In a sample of 59 countries we find that government spending multipliers are larger when government ...
Title:Macro-financial linkages and the role of unconventional monetary and macroprudential policy Author(s):BLUWSTEIN, KristinaDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates the relationship between the macroeconomy and the financial sector. As shown by the Financial Crisis, large shocks in the financial system can have a significant impact on the real economy. In ...
Date:2017Citation:
Title:Fiscal policy in the Great Recession Author(s):PRIFTIS, RomanosDate:2015Citation:
- Florence : European University Institute, 2015
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates three questions on fiscal policy that have gained importance in the recent turbulent times of general economic decline, labelled as the Great Recession. The first chapter examines how government ...
Date:2015Citation:
Title:Vector autoregressive models Author(s):LUETKEPOHL, HelmutDate:2011Type:Working PaperSeries/Number:EUI ECO; 2011/30Abstract:Multivariate simultaneous equations models were used extensively for macroeconometric analysis when Sims (1980) advocated vector autoregressive (VAR) models as alternatives. At that time longer and more frequently observed ...
Date:2011Type:Working PaperSeries/Number:EUI ECO; 2011/30Abstract:Multivariate simultaneous equations models were used extensively for macroeconometric analysis when Sims (1980) advocated vector autoregressive (VAR) models as alternatives. At that time longer and more frequently observed ...