Search results for "jel:E5"

showing 10 items of 24 documents

A Small Forward-Looking Macroeconomic Model for EMU

2001

In this paper we estimate a small forward-looking macroeconomic model for EMU which allows us to analyze the transmission mechanism of the monetary policy implemented by the European Central Bank through an interest rate rule that stabilizes inflation and output. The estimation of this model, which comprises forward-looking versions of the IS and the Phillips curves as well as the interest rate rule, is conducted by GMM using quarterly data from 1986 to 2000. We find that this simple model matches the dynamic properties of the output gap, inflation and the interest rate in EMU quite accurately. We also perform several exercises that show the response of output, inflation and interest rates …

Inflationmedia_common.quotation_subjectMonetary policyjel:E32IS curveinflationinterest rate rulemonetary policyjel:E52Monetary economicsjel:E31Interest rateNominal interest rateOutput gapEconomicsFisher hypothesisReal interest rateRendleman–Bartter modelmedia_commonSSRN Electronic Journal
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Automatic stabilizers, fiscal rules and macroeconomic stability

2006

This paper analyzes the effect of the fiscal structure upon the trade-off between inflation and output stabilization in the presence of technological shocks in a DGE model with nominal and real rigidities. The model reproduces the main features of European economies and it integrates a rich menu of fiscal variables as well as a target on the debt to output ratio. The main result of this paper is that distortionary taxes tend to increase output volatility relative to lump-sum taxes unless substantial rigidities are present. We explore in detail the mechanisms that generate such a result, and the conditions under which the supply-side effects of distortionary taxes and the procyclical behavio…

MacroeconomicsEconomics and Econometricsmedia_common.quotation_subjectjel:E32jel:E52jel:E63Monetary economicsPublic spendingFiscal rules macroeconomic stability distortionary taxesDebtEconomicsVolatility (finance)Financemedia_commonEuropean Economic Review
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The Intraday Interest Rate: What's that?

2015

We study the intraday interest rate in a CCP-based GC pooling repo market and its key determinants. Since collateral used in this market is identical to collateral eligible for the daylight overdraft facility of the Eurosystem, any intraday rate in this market cannot be a result of collateral constraints keeping banks from using the overdraft for arbitrage. Nevertheless, we find that in the crisis period a statistically and economically significant intraday spread (up to 60 basis points) prevailed that was only somewhat mitigated by the ECB's unconventional monetary policy measures. Our results show that this spread was mainly determined by the market liquidity of the repo market, suggestin…

Overdraftjel:E50intraday interest ratecentral counterpartyovernight reposcentral bank interventionfinancial crisisCollateralmedia_common.quotation_subjectMonetary policyjel:E43Financial systemjel:G01jel:G10jel:G21Liquidity premiumInterest rateMarket liquidityFinancial crisisArbitrageBusinessmedia_commonSSRN Electronic Journal
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The Study, From Romanian Perspective, Regarding the Reform Priorities of the Cohesion Policy

2013

This paper analyses the targets of the Romanian state according to Europe’s 200 Strategy. Being a new Member State, Romania’s targets for 2020 are lower than those of the older members. Even like this, using Eurostat indicators and the Report of World Economic Forum, my purpose is to present a comprehensive view of these differences in target levels and to explain why Romania can’t catch up with its older counter parts until 2020.

Sustainable development indicators cohesion policy European fundsjel:E52jel:E63Knowledge Horizons - Economics
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Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009

2015

In this paper it, we have conducted a factor analysis which implied determining the international research directions that have characterized the period following the outbreak of the crisis in 2007 and 2008-2011. In this research, we used secondary data that were extracted from 342 articles, which were based on 665 individual researches. Following this research, we have identified three main research in the macroeconomic areas which explained 56% of all the analyzed research. Also, the results showed the trends in macroeconomic research after the start of the crisis in 2007.

economic literaturemacroeconomics meta-analysis factor analysis economic models economic literaturelcsh:Economic theory. Demographyfactor analysismacroeconomicsmeta-analysislcsh:HB1-3840jel:E0jel:E1jel:E2jel:E3jel:E4jel:E5economic modelsExpert Journal of Economics
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RISKS OF DISREGARDING THE INCOMPATIBLE TRINITY RULE: THE SWISS FRANC CRISIS CASE

2015

When designing economic policies, governments must take account not only of economic laws but also of certain rules of thumb. The incompatible trinity is such rule, which states that a country cannot simultaneously have a fixed exchange rate regime, mobility of foreign capital and an independent monetary policy. Traditionally, the rule has been generally observed, whether knowingly or not. The recent crisis triggered by the removal of cap on the Swiss franc is an illustrative example of what might happen if the said rule is disregarded.

exchange rate monetary policy capital mobility currency pegjel:F3jel:E5Revista Economica
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To switch or not to switch - Can individual lending do better in microfinance than group lending?

2011

These days it has been witnessed, that banks other individual loans instead of group loans and develop products based on individual liability in developing coun- tries. In order to study this surprising turn, we expand the conventional approach on decision making of individuals. A social prestige function is introduced that re- ‡ects the non-monetary impacts of group membership on the individual and on her decisions. If a borrower possesses more than a critical level of wealth, it is optimal for her to switch to individual borrowing. From a welfare perspective, a mixture of individual and group loans is desirable. However, the average borrower switches from group to individual lending too …

jel:E43jel:D44jel:E52jel:E58
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Some preliminary but troubling evidence on group credits in microfinance programmes

2010

Group lending programs are said to be the key factor of success of microÂ…nance. They are said to reduce information asymmetries in credit contracts and to increase repayment rates. Despite that, in recent years more and more individual credits without collateral are given, even if there is no mutual monitoring of the borrowers. We use basic descriptive statistics on individual- and group panel data, which we construct out of a World Bank data set. We provide Â…rst evidence that individuals that are not participating in group credits accumulate wealth more quickly than participants of group credit programs.

jel:E43jel:D44jel:E52jel:E58ComputingMilieux_MISCELLANEOUS
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L'analyse de la monnaie et de la finance par David Hume : conventions, promesses, régulations

2008

De l’apport de David Hume a l’analyse economique, un aspect est generalement retenu : son approche presumee quantitative de la monnaie. Or, lorsqu’on resitue l’examen des relations monetaires et financieres a l’interieur de son corpus philosophique, il revele d’autres perspectives. Selon Hume, le processus de civilisation institue certaines fictions, qui permettent aux individus de forger un ordre symbolique. Dans une economie de marche, la distinction entre la monnaie – de nature conventionnelle – et les engagements financiers – assimiles a des promesses – est centrale. Alors que les conventions monetaires autorisent de multiples agencements, les engagements financiers doivent etre etroite…

jel:E50David Humejel:N23monnaiefinance[ SHS.ECO ] Humanities and Social Sciences/Economies and financesjel:G20jel:B12jel:E42[SHS.ECO]Humanities and Social Sciences/Economics and Finance[SHS.ECO] Humanities and Social Sciences/Economics and FinanceGeneral Economics Econometrics and Financejel:G10
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ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES

2012

The interest rate risk is the most important risk that derives from the OTC transactions, taking into consideration both the notional amounts and the market value of the financial derivatives that relies on interest rate contracts. Open positions on interest rate derivatives represents more than 75% of the OTC market. In the European banking market interest rate swaps prices are strongly dependent on the interbank interest rates. In this paper we want to analyze the behavior of the Eoniaswap indices and their impact on the interest rate swaps between banks.

jel:E50lcsh:Financelcsh:HG1-9999jel:E43lcsh:Businesslcsh:HF5001-6182jel:G10jel:G21interest rate risk Eoniaswap volatility impulse response functionsThe Journal of the Faculty of Economics - Economic
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