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  Title:The natural rate of interest and the output gap in the Euro Area : a joint estimation  Author(s):GARNIER, Julien; WILHELMSEN, Bjørn-RogerDate:2009Citation:Empirical economics, 2009, Vol. 36, No. 2, pp. 297-319Type:ArticleAbstract:The notion of a natural real rate of interest, due to Wicksell (Interest and prices. Macmillan, London Translation of 1898 edition, 1936), is widely used in current central bank research. The idea is that there exists a ...
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  Title:How much is the Euro Area common cycle affected by the UK?  Author(s):GARNIER, JulienDate:2009Citation:National institute economic review, 2009, Vol. 208, No. 1, pp. 109-117Type:ArticleAbstract:To what extent is the Euro Area common business cycle affected by the inclusion of the UK into this group? To answer this question, a semi-structural model estimated by the Kalman filter, which is robust to outliers and ...
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  Title:Monetary policy in Germany : a cointegration analysis on the relevance of interest rate rules  Author(s):ELEFTHERIOU, MariaDate:2009Citation:Economic modelling, 2009, Vol. 26, No. 5, pp. 946-960Version:Published part of EUI PhD thesis, 2006Type:ArticleAbstract:The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank adjusted its short-term rate with respect to various objectives. By building on a careful exploration of the properties of ...
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  Title:A dynamic model of vaccine compliance : how fake news undermined the Danish HPV vaccine program  Author(s):HANSEN, Peter Reinhard; SCHMIDTBLAICHER, MatthiasDate:2019Citation:Journal of business & economic statistics, 2019, OnlineFirstType:ArticleAbstract:Increased vaccine hesitancy presents challenges to public health and undermines efforts to eradicate diseases such as measles, rubella, and polio. The decline is partly attributed to misconceptions that are shared on social ...
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  Title:Sovereign credit risk co-movements in the Eurozone : simple interdependence or contagion?  Author(s):BUCHHOLZ, Manuel; TONZER, LenaDate:2016Citation:International finance, 2016, Vol. 19, No. 3, pp. 246-268Version:Is based on author's EUI PhD thesis, 2014Type:ArticleAbstract:We investigate credit risk co-movements and contagion in the sovereign debt markets of 17 industrialized countries during the period 2008–2012. We use dynamic conditional correlations of sovereign credit default swap spreads ...

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