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  1. The rise and fall of the natural interest rate
    Author: Fiorentini, Gabriele; Galesi, Alessandro; Pérez-Quirós, Gabriel; Sentana, Enrique
    Published: July 2018
    Publisher:  CEMFI, Centro de estudios monetarios y financieros, Madrid

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEMFI ; 1805
    Subjects: Natural rate of interest; Kalman filter; observability; demographics
    Scope: 1 Online-Ressource (circa 71 Seiten), Illustrationen
  2. Türkiye için ithalat talep fonksiyonu
    Author: Çulha, Olcay Yücel; Eren, Okan; Öğünç, Ferya
    Published: [2018]
    Publisher:  Türkiye Cumhuriyet Merkez Bankası, İdare Merkezi, Yapısal Ekonomik Araştırmalar Genel Müdürlüğü, Ankara, Türkiye

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Speicherung
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    Source: Union catalogues
    Language: Turkish
    Media type: Book
    Format: Online
    Series: Çalışma tebliği / Türkiye Cumhuriyet Merkez Bankası ; no: 18, 03 (Şubat 2018)
    Subjects: Import demand; Income elasticity; Relative price elasticity; Kalman filter; Turkish economy
    Scope: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  3. Inferring the shadow rate from real activity
    Author: García, Benjamín; Skaperdas, Arsenios
    Published: February 1, 2018
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 412 (2017,106)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Finance and economics discussion series ; 2017, 106
    Subjects: External instrument VAR; Kalman filter; Unconventional monetary policy; Effective lower bound; Shadow rate
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  4. Measuring the natural rates of Interest in Germany and Italy
    Author: Bystrov, Victor
    Published: [2018]
    Publisher:  Faculty of Economics and Sociology, University of Lodz, [Lodz]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 642
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11089/26084
    Series: Lodz economics working papers ; 2018, 7
    Subjects: natural rate of interest; potential output; euro area; state-space model; Kalman filter
    Scope: 1 Online-Ressource (circa 28 Seiten)
  5. Short term forecasts of economic activity
    are fortnightly factors useful?
    Author: Monteforte, Libero; Raponi, Valentina
    Published: [2018]
    Publisher:  Banca d'Italia Eurosistema, [Rom]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 450 (1177)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Temi di discussione / Banca d'Italia ; number 1177 (June 2018)
    Subjects: factor models; Kalman filter; temporal disaggregation; mixed frequency data; forecasting
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  6. The return of the European Wage Phillips curve
    Author: Orlandi, Fabrice; Röger, Werner; Thum-Thysen, Anna
    Published: 2018
    Publisher:  Publications Office of the European Union, Luxembourg

    In this paper we compare the accelerationist Phillips curve to the New-Keynesian Wage Phillips curve in Euro Area countries which went through major swings in the unemployment rate in recent years. We find that the New-Keynesian wage Phillips curve... more

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 289 (85)
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    In this paper we compare the accelerationist Phillips curve to the New-Keynesian Wage Phillips curve in Euro Area countries which went through major swings in the unemployment rate in recent years. We find that the New-Keynesian wage Phillips curve signals cyclical fluctuations in unemployment more clearly and yields less pro-cyclical estimates of the NAWRU in four crisis-hit EU member states (Greece, Spain, Ireland and Portugal) than a traditional Phillips curve model, which may not treat price rigidities adequately. Slightly augmenting the NKP model by allowing for real wage rigidities further improves the extraction of a cyclical unemployment component.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789279774225
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    Series: Array ; 085 (September 2018)
    Subjects: NAWRU; output gap; wage Phillips curve; New-Keynesian; Kalman filter; cyclical unemployment; economic growth; hidden unemployment; unemployment; economic model; regions of Greece; regions of Spain; Ireland; Portugal
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  7. A time-varying fiscal reaction function for Brazil
    Author: Campos, Eduardo Lima; Cysne, Rubens Penha
    Published: maio de 2018
    Publisher:  EPGE, Escola Brasileira de Economia e Finanças, Rio de Janeiro

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 351 (798)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10438/24712
    Series: Ensaios econômicos ; no 798
    Subjects: Fiscal reaction; Reaction Functions; Public Debt; Sustainability; Fiscal reaction function; Time-varying coefficients; Kalman filter; Penalized spline smoothing
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  8. Welfare cost of inflation in Brazil
    an approach with time-varying cointegration and Kalman Filter
    Author: Campos, Eduardo Lima; Cysne, Rubens Penha
    Published: agosto de 2018
    Publisher:  EPGE, Escola Brasileira de Economia e Finanças, Rio de Janeiro

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 351 (801)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10438/24714
    Series: Ensaios econômicos ; no 801
    Subjects: Welfare cost of inflation; Money demand; Kalman filter
    Scope: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  9. An alert on the recent fall of the fiscal reaction in Brazil
    Author: Campos, Eduardo Lima; Cysne, Rubens Penha
    Published: agosto de 2018
    Publisher:  EPGE, Escola Brasileira de Economia e Finanças, Rio de Janeiro

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 351 (799)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10438/24715
    Series: Ensaios econômicos ; no 799
    Subjects: Brazil; Public debt; Fiscal reaction; Fiscal sustainability; Kalman filter
    Scope: 1 Online-Ressource (circa 14 Seiten), Illustrationen
  10. The People's Republic of China's long-run growth through the lens of the export-led growth model
    Author: Felipe, Jesus; Lanzafame, Matteo
    Published: 2018
    Publisher:  Asian Development Bank, Metro Manila, Philippines

    The People's Republic of China's (PRC) remarkable growth performance over the last 3 decades has been associated to very robust export growth, so much so that many refer to it as a clear example of export-led growth (ELG). Using the concept of the... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    The People's Republic of China's (PRC) remarkable growth performance over the last 3 decades has been associated to very robust export growth, so much so that many refer to it as a clear example of export-led growth (ELG). Using the concept of the balance-of-payments equilibrium (BOPE) growth rate, which provides a framework to test the ELG hypothesis, we show that the PRC's actual long-run growth is well approximated by its BOPE growth rate. This growth rate is given by the ratio of the growth rate of exports to the income elasticity of imports. We estimate the latter using the Kalman filter, which allows us to obtain a time-varying estimate of the PRC's BOPE growth rate. We find that the average value of the PRC's BOPE growth rate during 1981-2016 was 11%, but it varied significantly over time and declined notably after 2007. Today, it is estimated at a much lower 5.9%. We then discuss the determinants of the PRC's BOPE growth rate and of the income elasticity of imports, with the help of the Bayesian model averaging technique. The analysis highlights the role of the composition of aggregate demand as the main driving force, both for its direct effects on the income elasticity of imports, and for the indirect effects on export growth via capital accumulation, in particular fixed asset investment. Our analysis has important implications to understand the PRC's transition to a "New Normal" of a lower growth rate.

     
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    46
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/203395
    Series: ADB economics working paper series ; no. 555 (August 2018)
    Subjects: balance-of-payments equilibrium growth rate; Bayesian model averaging; export-led growth; Kalman filter; People's Republic of China
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen