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DP17472 Uncertainty Shocks, Capital Flows, and International Risk Spillovers 智库出版物
2022
作者:  Ozge Akinci Emekli;  Sebnem Kalemli-Ozcan;  Albert Queralto
收藏  |  浏览/下载：7/0  |  提交时间：2022/09/22
Financial frictions  Risk premia  Time-varying uncertainty  Intermediary asset pricing  Financial spillovers  Global financial cycle  
DP16262 The Power of Open-Mouth Policies 智库出版物
2021
作者:  Vadym Lepetyuk;  Serguei Maliar;  John Taylor
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
News shocks  Turnpike theorem  Time-dependent models  Nonstationary models  Unbalanced growth  Time-varying parameters  Regime switches  Monetary policies  Price-level targeting  Average inflation targeting  
DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 智库出版物
2019
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
State space models  Time-varying parameters  Score-driven models  Equity premium  Present-value models  
DP13856 Stock Market Wealth and the Real Economy: A Local Labor Market Approach 智库出版物
2019
作者:  Gabriel Chodorow-Reich;  Plamen T. Nenov;  Alp Simsek
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Stock prices  Consumption wealth effect  Marginal propensity to consume  Employment  Wages  Regional heterogeneity  Time-varying risk premium  Nominal rigidities  monetary policy  
DP13815 A Risk-centric Model of Demand Recessions and Speculation 智库出版物
2019
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Asset prices  Aggregate demand  Time-varying risk premium  Interest rate rigidity  Booms and recessions  Belief disagreements  Speculation  Monetary and macroprudential policy  Uncertainty shocks  Extrapolation  
DP13450 The Origins and Effects of Macroeconomic Uncertainty 智库出版物
2019
作者:  Francesco Bianchi;  Howard Kung;  Mikhail Tirskikh
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Uncertainty shocks  Business cycles  Term structure of interest rates  Time-varying risk premia  
DP13369 Beyond Okun's Law: Output Growth and Labor Market Flows 智库出版物
2018
作者:  Guay Lim;  Robert Dixon;  Jan C. van Ours
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Labor flows  Time-varying okun  Asymmetry  
DP13205 Risk-Adjusted Capital Allocation and Misallocation 智库出版物
2018
作者:  Lukas Schmid;  Joel David
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Misallocation  Costs of business cycles  Cross-section of returns  Time-varying risk premia  
DP12691 On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint 智库出版物
2018
作者:  Davide Debortoli;  Jordi Gali;  Luca Gambetti
收藏  |  浏览/下载：5/0  |  提交时间：2022/09/22
Regime changes  Liquidity trap  Unconventional monetary policies  Time-varying structural vector-autoregressive models  
DP12261 Measuring Productivity and Absorptive Capacity Evolution in OECD Economies 智库出版物
2017
作者:  Markus Eberhardt
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Total factor productivity  Absorptive capacity  Common factor model  Time-varying parameters  Unobserved component model  Mcmc