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Do tax incentives for saving in pension accounts cause debt accumulation? : evidence from Danish register data

Andersen, Henrik Yde - 2015

access to comprehensive information on all mortgage loans in Denmark. Exploiting the exogenous shock to pension taxation, we …

Persistent link: https://www.econbiz.de/10011439657

Geographical job mobility and wage flexibility in Denmark

Strøm Kristoffersen, Mark - 2016

found that the incidence of downward wage rigidity is low in Denmark when compared to other countries. Wage flexibility is …, but this rigidity declines during the downturn. The analyses employ matched employer-employee data from Denmark. …

Persistent link: https://www.econbiz.de/10011439949

Systemic risk in Danish banks: Implementing SRISK in a Danish context

Grinderslev, Oliver Juhler; Kristiansen, Kristian Loft - 2016

The market-based SRISK measure introduced in Brownlees and Engle (2015) is used to measure the level of systemic risk in Danish banks for the period 2005-15. We find that SRISK was a very good predictor of which banks that needed public capital injections during the financial crisis of 2007-09....

Persistent link: https://www.econbiz.de/10011439967

Modelling Danish government bond yields in a low-rate environment

Christensen, Nicolaj H.; Nysteen, Anders; Pedersen, … - 2016

negative territory as has been the case in Denmark in recent years. Despite the challenges, we still prefer a shadow rate model …

Persistent link: https://www.econbiz.de/10011440059

The short-term Danish interbank market before, during and after the financial crisis

Abildgren, Kim; Albrechtsen, Nicolaj; Strøm … - 2015

The short-term Danish interbank market before, during and after the financial crisis The paper studies the microstructure of the short-term uncollateralised Danish interbank market before, during and after the financial crisis. The financial crisis in 2008 was followed by a slowdown in trading...

Persistent link: https://www.econbiz.de/10011390531

An estimated DSGE model for Denmark with housing, banking, and financial frictions

Pedersen, Jesper - 2016

An Estimated DSGE model for Denmark with Housing, Banking, and Financial Friktions The financial crisis has moved …

Persistent link: https://www.econbiz.de/10011614062

Revisiting potential output in Denmark

Danielsen, Troels Kromand; Jørgensen, Casper Winther Nguyen - 2017

This paper provides a detailed description of Danmarks Nationalbank's current methodology for estimating potential output and output gaps in the Danish economy. Although the general framework is similar to the previous production function approach in Andersen and Rasmussen (2011), each of the...

Persistent link: https://www.econbiz.de/10011614079

The Danish natural real rate of interest and secular stagnation

Pedersen, Jesper - 2015

long period of low growth - secular stagnation. Denmark as a fixed exchange rate regime vís-a-vís the euro and consequently … very low and perhaps negative levels of the natural real rate for Denmark and stronger evidence for a negative trend. It is …

Persistent link: https://www.econbiz.de/10010513261

Estimates of the national wealth of Denmark 1845 - 2013

Abildgren, Kim - 2015

In Denmark, there is a long-standing tradition for estimating the stock of national wealth. However, the most recent … earlier estimates and present new annual time series estimates on the stock of national wealth in Denmark 1845-2013 based on a … other European countries and earlier estimates of the national wealth in Denmark. We find that the wealth-toincome ratio in …

Persistent link: https://www.econbiz.de/10010462534

What are the effects of changes in taxation and new types of mortgages on the real economy? - the case of Denmark during the 00's

Pedersen, Jesper - 2017

What are the effects of changes in taxation and new types of mortgages on the real economy? - The case of Denmark … housing wealth can explain around 1/3 of the real house price gap in Denmark during the period 2004-06 and 15-40 per cent of …

Persistent link: https://www.econbiz.de/10011696533