Search

clear
0 filter(s) selected
close
Go to page
remove add
471 results, from 11
Schumpeter BSE Macro Seminar

tba

14.12.2021| Neele Balke, University of Chicago
Schumpeter BSE Macro Seminar

tba

09.11.2021| Morgan Kelly, Dublin
Schumpeter BSE Macro Seminar

Interregional Contact and National Identity

15.02.2022| Chris Roth, Köln
Schumpeter BSE Macro Seminar

tba

08.02.2022| Dr. Donggyu Lee, Federal Reserve Bank of New York
Schumpeter BSE Macro Seminar

Identifying Agglomeration Shadows: Long-run Evidence from Ancient Ports

25.01.2022| Richard Hornbeck, Chicago
Schumpeter BSE Macro Seminar

Spillovers and Redistribution through Intra-Firm Networks: The Product Replacement Channel (joint with Jay Hyun)

04.01.2022| Prof. Ryan Kim, Johns Hopkins University
Schumpeter BSE Macro Seminar

tba

01.02.2022| Lucas Herrenbrueck, Simon Fraser University, Vancouver
Diskussionspapiere 1966 / 2021

Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization

This paper examines the role of sovereign default beliefs for macroeconomic fluctuations and stabilization policy in a small open economy where fiscal solvency is a critical problem. We set up and estimate a DSGE model on Turkish data and show that accounting for sovereign risk significantly improves the fit of the model through an endogenous amplification between default beliefs, exchange rate and ...

2021| Markus Kirchner, Malte Rieth
DIW Weekly Report 31 / 2021

Restrictive US Trade Policy Has a Significantly Negative Effect on Financial Markets

With its America First strategy, the former US administration turned away from an internationally oriented trade policy. It attempted to assert its interests, especially vis-à-vis China, with bilateral and mostly restrictive measures such as import tariffs. This Weekly Report shows that the costs of such a strategy are immense, at least in the medium-term analysis conducted: Almost all US industries ...

2021| Lukas Boer, Lukas Menkhoff, Malte Rieth
Externe referierte Aufsätze

Heteroscedastic Proxy Vector Autoregressions

In proxy vector autoregressive models, the structural shocks of interest are identified by an instrument. Although heteroscedasticity is occasionally allowed for in inference, it is typically taken for granted that the impact effects of the structural shocks are time-invariant despite the change in their variances. We develop a test for this implicit assumption and present evidence that the assumption ...

In: Journal of Business & Economic Statistics (2021), im Ersch. [online first: 2021-06-01] | Helmut Lütkepohl, Thore Schlaak
471 results, from 11
keyboard_arrow_up