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374 results, from 11

Vierteljahrsheft 1/2020: Debt – Blessing or Curse?

Vierteljahrsheft zur Wirtschaftsforschung: Debt – Blessing or Curse? Since the 1980s, especially in the new millenium, the issue of debt is increasingly the focus of political debates, as an analysis of parliamentary speeches since 1949 shows. More than ten years after the outbreak of the great financial crisis and almost ten years since the beginning of the European sovereignty debt crisis, there

25.03.2020| Dorothea Schäfer

Call for Papers: Determinants of Non-cash payments and alternative money

Call for Papers: Determinants of Non-cash payments and alternative money Conference in Bremen, June, 16 th , 2020 and Quarterly Journal of Economic Research (DIW Vierteljahrshefte zur Wirtschaftsforschung) Description Advances in payment technologies have considerably extended the way how we pay for transactions. While the majority of financial transactions has been even traditionally

05.03.2020| Dorothea Schäfer
Schumpeter BSE Macro Seminar

The Real Effects of Distressed Bank Mergers

28.01.2020| Valeriya Dinger, Universität Osnabrück
Schumpeter BSE Macro Seminar

Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk

11.02.2020| Leopold Zessner-Spitzenberg, Vienna Graduate School of Economics
Schumpeter BSE Macro Seminar

Sentimental Business Cycles

04.02.2020| Evi Pappa, Universidad Carlos III Madrid
Externe referierte Aufsätze

The Impact of ECB Policy on Structural Reforms

We estimate the impact of monetary policy on structural reform adoption in the euro area. We identify exogenous ECB policy changes through an event study that extracts the unexpected variation in euro area interest rates on policy announcement days. We find that surprise monetary expansions increase the number of reforms significantly and that the effect is stronger for countries with weaker

In: European Economic Review 122 (2020), 103361, 20 S. | Malte Rieth, Jana Wittlich

Essays on Structural Vector Autoregressions Identified through Time-Varying Volatility

Berlin: FU Berlin, 2019, XXX, 170, XLV S. | Thore Schlaak
Diskussionspapiere 1831 / 2019

Proxy VAR Models in a Data-Rich Environment

Structural VAR models require two ingredients: (i) Informational sufficiency, and (ii) a valid identification strategy. These conditions are unlikely to be met by small-scale recursively identified VAR models. I propose a Bayesian Proxy Factor-Augmented VAR (BP-FAVAR) to combine a large information set with an identification scheme based on an external instrument. In an application to monetary

2019| Martin Bruns
Schumpeter BSE Macro Seminar

Trade Flows and Fiscal Multipliers

10.12.2019| Nora Traum, HEC Montréal
374 results, from 11