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EABCN/CEPR Discussion Papers

EABCN has inaugurated a Discussion Paper series in collaboration with CEPR. The purpose of Discussion papers is to disseminate research quickly in order to generate comment and suggestions for revision or improvement. Only papers presented at EABCN conferences or workshops are considered for this series. Qualifying authors should submit their papers to the EABCN Secretariat. The final choice of which papers are to be included in this series is made by the Scientific Committee.

To assist the feedback of comments and suggestions to the author, there is an online mail facility for each paper.

Research Papers

Institutions and Business Cycles
Series Number:
61/2012
Authors:
Sumru Altug Koc University
Publication Date
December 18, 2012
JEL code(s)
C32 Multiple or Simultaneous Equation Models: Time-Series Models
E32 Business Fluctuations; Cycles
E37 Prices, Business Fluctuations, and Cycles: Forecasting and Simulation
Keywords
business cycles, Institutions, nonparametric analysis and synchronization
Prior Selection for Vector Autoregressions
Authors:
Domenico Giannone ECARES, Universite Libre de Bruxelles
Michele Lenza European Central Bank
Giorgio Primiceri Northwestern University and NBER
Publication Date
December 15, 2011
How Do Credit Supply Shocks Propagate Internationally? A GVAR approach
Series Number:
60/2012
Authors:
Sandra Eickmeier Deutsche Bundesbank
Publication Date
December 5, 2011
JEL code(s)
F15 Economic Integration
F36 Financial Aspects of Economic Integration
F41 Open Economy Macroeconomics
Keywords
credit supply shocks, global VAR, international business cycles, sign restrictions, trade and financial integration
Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles
Authors:
Andrea Raffo Board of Governors of the Federal Reserve System
Lee E Ohanian Department of Economics, UCLA
Publication Date
December 2, 2011
JEL code(s)
E32 Business Fluctuations; Cycles
F41 Open Economy Macroeconomics
J20 Demand and Suppply of Labor: General
Keywords
Great Recession, Hours Worked, Labor Wedge
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules
Authors:
Stefano D'Addona University of Rome 3
Publication Date
November 30, 2011
JEL code(s)
E32 Business Fluctuations; Cycles
E52 Monetary Policy
Keywords
Taylor rule; European monetary integration; Regime switching models; Interest rate smoothing.
Institutions and Business Cycles
Authors:
Sumru Altug Koc University
Publication Date
November 25, 2011
JEL code(s)
E32 Business Fluctuations; Cycles
Keywords
business cycles, Institutions, nonparametric analysis, Synchronization
Real-Time Data and Fiscal Policy Analysis: A Survey of the Literature
Authors:
Jacopo Cimadomo European Central Bank
Publication Date
July 14, 2011
JEL code(s)
E62 Fiscal Policy
H60 National Budget, Deficit, and Debt: General
H68 Forecasts of Budgets, Deficits, and Debt
Identifying the Effects of Government Spending Shocks With and Without Expected Reversal: an Approach Based on U.S. Real-Time Data
Authors:
Jacopo Cimadomo European Central Bank
Publication Date
July 1, 2011
JEL code(s)
E62 Fiscal Policy
E65 Studies of Particular Policy Episodes
H20 Taxation, Subsidies, and Revenue: General
The Great Recession: US dynamics and spillovers to the world economy
Authors:
Fabio Bagliano University of Torino
Claudio Morana Università di Milano-Bicocca
Publication Date
June 10, 2011
JEL code(s)
C32 Multiple or Simultaneous Equation Models: Time-Series Models
E32 Business Fluctuations; Cycles
F36 Financial Aspects of Economic Integration
Keywords
Great Recession; Financial crisis; Economic crisis; Boom-bust cycle; Credit cycle; International business cycle; Factor vector autoregressive models
Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
Series Number:
CEPR/EABCN No. 59/2011
Authors:
Gert Peersman Department of Financial Economics, Ghent University
Publication Date
April 18, 2011
JEL code(s)
C32 Multiple or Simultaneous Equation Models: Time-Series Models
E30 Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
E44 Financial Markets and the Macroeconomy
E51 Money Supply; Credit; Money Multipliers
E52 Monetary Policy
Keywords
SVARs and unconventional monetary policy