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From debt crises to financial crashes (and back) : a stock-flow consistent model for stock price bubbles

Grasselli, Matheus R.; Nguyen-Huu, Adrien - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643379

The macroeconomics of stablecoins

Hofmann, Boris; Kaldorf, Matthias; Rottner, Matthias - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668417

A macro-model of the Northern Ireland economy

Bergin, Adele; Low, Hailey; Millard, Stephen; Verma, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015209825

Is the 2 percent inflation target sufficient? The wealth preference approach

Hara, Naoko; Ono, Yoshiyasu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015532117

Das house kapital : a long-run theory of house prices and housing wealth

Grossmann, Volker; Larin, Benjamin; Steger, Thomas M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371064

Estimating macroeconomic models of financial crises : an endogenous regime-switching approach

Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - 2025

We develop a new model of cycles and crises in emerging markets, featuring an occasionally binding borrowing constraint and stochastic volatility, and estimate it with quarterly data for Mexico since 1981. We propose an endogenous regime‐switching formulation of the occasionally binding...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190160

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Estimating macroeconomic models of financial crises: an endogenous regime-switching approach

Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - 2020

Book / Working Paper

Estimating macroeconomic models of financial crises : an endogenous regime-switching approach

Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - 2020

Book / Working Paper

Estimating macroeconomic models of financial crises : an endogenous regime-switching approach

Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - 2020

Book / Working Paper

A macro-model of the Northern Ireland economy

Bergin, Adele; Low, Hailey; Millard, Stephen; Verma, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015198519

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A macro-model of the Northern Ireland economy

Bergin, Adele; Low, Hailey; Millard, Stephen; Verma, … - 2025

Book / Working Paper

Micro vs macro labor supply elasticities : the role of dynamic returns to effort

Kleven, Henrik Jacobsen; Kreiner, Claus Thustrup; … - 2025

We investigate long-run earnings responses to taxes in the presence of dynamic returns to effort. First, we develop a theoretical model of earnings determination with dynamic returns to effort. In this model, earnings responses are delayed and mediated by job switches. Second, using...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329862

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Micro vs Macro Labor Supply Elasticities : The Role of Dynamic Returns to Effort

Kleven, Henrik Jacobsen; Kreiner, Claus Thustrup; … - 2023

Book / Working Paper

Looking-forward to net zero : how agent's expectations and policy choices drive economic outcomes in climate scenarios

Cornforth, Ed; De Greef, Léa; Sánchez Juanino, Patricia - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015423570

Granular sentiments

Jamilov, Rustam; Kohlhas, Alexandre; Talavera, Oleksandr; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617279

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Granular sentiments

Jamilov, Rustam; Kohlhas, Alexandre; Talavera, Oleksandr; … - 2025

Book / Working Paper

Granular sentiments

Jamilov, Rustam; Kohlhas, Alexandre; Talavera, Oleksandr; … - 2024

Book / Working Paper

Granular sentiments

Jamilov, Rustam; Kohlhas, Alexandre; Talavera, Oleksandr; … - 2024

Book / Working Paper

Is the 2 percent inflation target sufficient? : the wealth preference approach

Hara, Naoko; Ono, Yoshiyasu - 2025

We construct a macroeconomic model based on household wealth preferences to identify the theoretical conditions under which full-employment and/or stagnation steady states hold. The theoretical conditions also specify the minimum level of inflation target that shifts the economy from stagnation...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459097

Some problems of causal inference in agent-based macroeconomics

Henschen, Tobias - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550280

Effectiveness of the inflation-targeting framework in the Egyptian economy

Al-Amary, Omar Mahmoud - 2025

The primary goal of the present study was to assess the efficacy of the inflation-targeting framework (ITF) within the Egyptian economy. This was achieved by scrutinizing the monetary policy framework (MPF) from 2005 to 2022 and measuring its effectiveness in realizing monetary policy objectives...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553012

Analytical insights on a behavioral macroeconomic model

Schmitt, Noemi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626866

Impacts of global warming on regional energy and economy : uneven consequences arising from global warming-induced heating and cooling demand of households

Ma, Lin; Wei, Taoyuan; Nordling, Kalle; Aaheim, Hans … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014575112

Présentation du module mésange vert

Boullot, Mathieu; Girard, Pierre-Louis; Tokay, Nicholas - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014575180

Financial cycles with heterogeneous intermediaries

Coimbra, Nuno; Rey, Hélène - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014528670

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Financial cycles with heterogeneous intermediaries

Coimbra, Nuno; Rey, Hélène - 2017

Book / Working Paper

Financial cycles with heterogeneous intermediaries

Coimbra, Nuno; Rey, Hélène - 2017

Book / Working Paper

Financial cycles with heterogeneous intermediaries

Coimbra, Nuno; Rey, Hélène - 2017

Book / Working Paper

Financial Cycles with Heterogeneous Intermediaries

Coimbra, Nuno - 2017

Book / Working Paper

Financial Cycles with Heterogeneous Intermediaries

Coimbra, Nuno - 2017

Book / Working Paper

Modelling Canadian mortgage debt and payments in a semi-structural model

Bounajm, Fares; McWhirter, Austin - 2024 - Last updated: January 8, 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014464158

Flotación sucia, precio de materias primas y fluctuaciones macroeconómicas: un modelo para el Perú

Mendoza Bellido, Waldo; Vilca Romero, Rafael - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015156942

A long-run macroeconomic model of the Austrian economy (A-LMM 2.0) : new results (2024)

Kaniovski, Serguei; Url, Thomas; Hofer, Helmut; Ertl, Martin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189738

Evaluación comparada de modelos macroeconómicos del Banco Central de Uruguay

Carballo, Patricia; Cuitiño, María Fernanda; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329446

CBDC and banks : disintermediating fast and slow

Bidder, Rhys; Jackson, Timothy P.; Rottner, Matthias - 2024

We examine the impact of central bank digital currency (CBDC) on banks and the broader economy - drawing on novel survey evidence and using a structural macroeconomic model with endogenous bank runs. A substantial share of German respondents would include CBDCs in their portfolio in normal times...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558876

International macroeconomics : dynamic and multi-sectoral models

Pasula, Kit P. M. - 2026

"A foundational text, this book explores the key components of international macroeconomics at the undergraduate level. In fifteen chapters and five broad sections, the topics covered include the exchange rate, interest rates, and expectations; the intertemporal approach to net exports and the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551401

DYNIMO - Version III : a DSGE model of the Icelandic economy

Stefán Thórarinsson - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012440245

Transformation to a renewable electricity system in Austria: Insights from an integrated model analysis

Kettner, Claudia; Böheim, Michael; Sommer, Mark; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278436

Transformation to a renewable electricity system in Austria : insights from an integrated model analysis

Kettner, Claudia; Böheim, Michael; Sommer, Mark; … - 2023

We analyse the (techno- and macro-)economic and distributive effects of a transformation to a renewable electricity system in Austria by 2030, as stipulated by the Austrian government. For the analysis, the macroeconomic model DYNK and ATLANTIS, a partial model of the electricity market, were...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013490760

Slovene quarterly macroeconomic model: overview and properties

Damjanović, Milan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249529

Understanding Post-Pandemic Inflation Dynamics with a Behavioral Macroeconomic Model of the Canadian Economy

Grazzini, Jakob; Hommes, Cars H.; Poledna, Sebastian; … - 2023

This paper analyses the post-pandemic inflation dynamics in Canada using a behavioral macroeconomic model of the Bank of Canada. Two crucial behavioral assumptions in line with empirical evidence characterize the model: firms make price-quantity decisions according to a simple heuristic rule and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014256410

Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR

Ganiko, Gustavo; Jiménez, Alvaro - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014495128

Inegalites de revenus et de patrimoines: modeles, donnees et perspectives croisees

Auray, Stéphane; Eyquem, Aurélien; Garbinti, Bertrand; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448126

Makroökonomische Analyse von Lohn-Preis-Spiralen : Risiken von Zweitrundeneffekten in der gegenwärtigen Hochinflationsphase

Obst, Thomas; Stockhausen, Maximilian - 2023

Gegenstand der vorliegenden Analyse ist die Frage, wie Lohn-Preis-Spiralen die makroökonomische Stabilität und Inflationsentwicklung in Deutschland beeinflussen und in welcher Form sie auftreten können. Im Jahr 2023 wird die Inflation von binnenwirtschaftlichen Preistreibern verursacht....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448263

The economic and social impacts of lifting work restrictions on people seeking asylum

Aleynikova, Ekaterina; Mosley, Max - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014316698

Determinants of Saudi Arabia's international competitiveness : historical analysis and policy simulations

Hasanov, Fakhri J.; Razek, Noha H. A. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331766

CORTAX 2019 updated calibration and baseline results

Bratta, Barbara; Pycroft, Jonathan; Stoehlker, Daniel - 2023

CORTAX is a macroeconomic model that focuses on corporate taxation and is used extensively for European Commission policy assessments. As a macroeconomic model, it simulates variables such as GDP, investment and employment, while being especially notable for its focus on corporate income...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014336526

Low rates and bank loan supply : theory and evidence from Japan

Balloch, Cynthia; Koby, Yann - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326895

Energy Efficiency Policies in an Agent-Based Macroeconomic Model

Amendola, Marco; Lamperti, Francesco; Roventini, Andrea; … - 2023

Energy efficiency can help facing the climate crises. Yet the energy intensity has decreased more slowly than it is required to achieve climate goals. Based on this premise, we build an agent-based model to study the effects of different policies on energy efficiency. Policies analysed range...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014358830

Austrian agriculture 2030 - 2040 - 2050 : scenarios and sensitivity analyses on land use, crop and livestock production

Sinabell, Franz; Falkner, Katharina; Streicher, Gerhard; … - 2023

Although the agricultural sector plays a minor economic role in the national economy, macroeconomic impacts are relevant for the achievement of climate goals due to forward and backward linkages with sectors in the food value chain. Agricultural land use also has some positive external effects...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015418968

Klimafolgen und Anpassung - 2023 : aus den Arbeiten zur Basisprojektion des INFORGE-Modells

Wolter, Marc Ingo; Bernardt, Florian; Daßler, Jannik; … - 2023

Die Folgen und daraus resultierenden Kosten des Klimawandels sind inzwischen unvermeidbar. In makroökonomischen Modellen wie INFORGE, welche Abschätzungen zur Zukunft bis 2050 liefern, müssen die Folgen des Klimawandels in der Projektion daher berücksichtigt werden. Ziel dieses Beitrags ist...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014301302

Limited Risk Transfer Between Investors : A New Benchmark for Macro-Finance Models

Gabaix, Xavier; Koijen, Ralph S. J.; Mainardi, Federico; … - 2025

We define risk transfer as the percent change in the market risk exposure for a group of investors over a given period. We estimate risk transfer using novel data on U.S. investors' portfolio holdings, flows, and returns at the security level with comprehensive coverage across asset classes and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194981

Wealth Inequality, Labor Market Arrangements and the Secular Decline in the Real Interest Rate

Donaldson, John B.; Kim, Hyung Seok; Mehra, Rajnish - 2025

We develop a dynamic macroeconomic model in which the secular decline in real interest rates arises endogenously from rising wealth inequality. Challenging the standard "safe asset shortage" hypothesis, the model shows how falling real rates can coexist with a stable safe asset ratio--closely...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438241

Learning integrated inflation forecasts in a simple multi-agent macroeconomic model

LeBaron, Blake Dean; Smith, Karen - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556459

Workbook for macroeconomic theory : fluctuations, inflation and growth in closed and open economies

Barbosa, Fernando de Holanda; Lima Júnior, Luiz Antônio - 2025 - Second edition

This book presents the answers to the exercises in Macroeconomic Theory, Fluctuations, Inflation and Growth in Closed and Open Economies, 2nd Edition, by Fernando de Holanda Barbosa (Cham, Switzerland: Springer, 2024), hereafter referred as Macro Theory. Altogether, there are 170 exercises in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373594

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Workbook for macroeconomic theory : fluctuations, inflation and growth in closed and open economies

Barbosa, Fernando de Holanda; Lima Júnior, Luiz Antônio - 2021

Book / Working Paper

Workbook for macroeconomic theory : fluctuations, inflation and growth in closed and open economies

Barbosa, Fernando de Holanda; Lima Júnior, Luiz Antônio - 2020

Book / Working Paper

Monetary policy and macroprudential regulation with financial frictions

Agénor, Pierre-Richard - 2025 - Second edition

This book comprehensively studies the critical role that financial frictions, and credit market imperfections in particular, play in macroeconomic models, and how they affect the effectiveness of monetary and macroprudential policies. To that effect, the book offers numerous insights into the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557149

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Monetary policy and macroprudential regulation with financial frictions

Agénor, Pierre-Richard - 2020

Book / Working Paper

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014462197

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Existence and uniqueness of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2022

Book / Working Paper

Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints

Holden, Tom D. - 2022

Book / Working Paper

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints

Holden, Tom D. - 2019

Book / Working Paper

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2017 - This version: 23 August 2017

Edition: This version: 23 August 2017

Book / Working Paper

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 30 July 2016

Edition: This version: 30 July 2016

Book / Working Paper

Das Problem des subjektiven Werturteils : zu den Berechnungen der Kosten eines russischen Gasembargos

Hüther, Michael - 2022

In der politischen Debatte um die richtige Reaktion des Westens auf den russischen Angriffskrieg auf die Ukraine steht neben den bereits beschlossenen Sanktionen ein sofortiges Gasembargo als Mittel im Raum, um den wirtschaftspolitischen Druck auf Russland zu erhöhen. Hier ist insbesondere...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013177453

Leaning Against Persistent Financial Cycles with Occasional Crises

Mimir, Yasin; Kockerols, Thore; Kravik, Erling Motzfeldt - 2022

We provide a theory of persistent financial cycles based on partly backward looking house price beliefs, endogenous crises and conditions under which leaning against the wind (LAW)-type monetary policy is advisable to address risks to financial stability. Under empirically plausible financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013310192

Belief-Driven Dynamics in a Behavioral SEIRD Macroeconomic Model With Sceptics

Makarewicz, Tomasz; Proano, Christian - 2022

The reluctance of a significant number of individuals in the current COVID-19 pandemic to adhere to social distancing measures -- and even to get vaccinated -- seems to be one of the major obstacles for the long-term success of public health policies around the world. Against this background we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014077375

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Belief-Driven Dynamics in a Behavioral SEIRD Macroeconomic Model with Sceptics

Makarewicz, Tomasz; Proano, Christian - 2022

Book / Working Paper

MARTIN gets a bank account : adding a banking sector to the RBA's macroeconometric model

Brassil, Anthony; Major, Mike; Rickards, Peter - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013263335

Endogenous labour supply and negative economic shocks in a large scale spatial CGE model of the European Union

Christensen, Martin Aarøe; Persyn, Damiaan - 2022

We introduce endogenous labour supply decisions with an extensive and intensive margin in a spatial computational general equilibrium model. We show that endogenising labour supply generates an additional economic loss from a negative economic shock compared to a model with fixed labour supply....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013472916

The macroeconomic implications of financing investments with climate-related fiscal revenues

Van Hummelen, Stijn; Alexandri, Eva; Kiss-Dobronyi, Bence; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013549702