Mostrando 10 resultados de: 54
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scopus(54)
Characterizing the financial cycle: Evidence from a frequency domain analysis
ArticleAbstract: This paper introduces parametric spectrum estimation to the analysis of financial cycles. Our contriPalabras claves:Bootstrapping inference, business cycle, Financial cycle, Indirect spectrum estimationAutores:Christian R. Proãno, Strohsal T., Wolters J.Fuentes:scopusAssessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK
ArticleAbstract: In recent times, a large number of studies has investigated the empirical properties of financial cyPalabras claves:Coherency, Financial cycle, Granger causality, Indirect spectrum estimation, Vector autoregressionsAutores:Christian R. Proãno, Strohsal T., Wolters J.Fuentes:scopusAsset markets, portfolio choice and macroeconomic activity: A Keynesian perspective
BookAbstract: This book extends the KMG framework (Keynes, Meltzer, Goodwin) and focuses on financial issues. It iPalabras claves:Autores:Asada T., Christian R. Proãno, Flaschely P., Mouakil T.Fuentes:scopusBusiness confidence and macroeconomic dynamics in a nonlinear two-country framework with aggregate opinion dynamics
Book PartAbstract: The main objective of the present paper is to investigate the role of the state of confidence in thePalabras claves:Business cycles, E12, E24, E31, E52, FX markets, Macroeconomic (in-)stability, Opinion dynamicsAutores:Charpe M., Chiarella C., Christian R. Proãno, Flaschely P.Fuentes:scopusAnimal spirits, risk premia and monetary policy at the zero lower bound
ArticleAbstract: In this paper we investigate the risk-related effects of monetary policy in normal times, as well asPalabras claves:Behavioral Macroeconomics, Bounded rationality, Monetary policy, Zero Lower BoundAutores:Christian R. Proãno, Lojak B.Fuentes:scopus'Seeking Alpha': The Performance of Funds of Hedge Funds
Book PartAbstract:Palabras claves:Autores:Chappe R., Christian R. Proãno, Semmler W.Fuentes:scopus(De-)Stabilizing two-country macroeconomic interactions in an estimated model of the U.S. and the Euro Area
ArticleAbstract: In this paper a semi-structural macroeconomic model based on gradually adjusting wages and prices anPalabras claves:(D)AS-AD, Instability, International transmission mechanisms, Monetary policy, Wage-and price inflation dynamicsAutores:Christian R. ProãnoFuentes:scopusA Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation
ArticleAbstract: The paper investigates the emergence of complex market expectations (opinion dynamics) around nominaPalabras claves:Macroeconomic policy, Nonlinear exchange rate dynamics, Opinion dynamics, Persistent and irregular fluctuations, ViabilityAutores:Christian R. Proãno, Flaschely P., Hartmann F., Malikane C.Fuentes:scopusDetecting and Pbkp_redicting Economic Accelerations, Recessions, and Normal Growth Periods in Real-Time
ArticleAbstract: The dichotomous characterization of the business cycle in recessions and expansions has been centralPalabras claves:business cycle forecasting, dynamic probit models, ordered probit models, real-time econometricsAutores:Christian R. ProãnoFuentes:scopusCbkp_redit-driven investment, heterogeneous labor markets and macroeconomic dynamics
ArticleAbstract: In this paper we set up a baseline, but nevertheless advanced and complete model representing detailPalabras claves:Business cycles, Fiscal and monetary policy rules, Macroeconomic stability/instability, Segmented labor marketsAutores:Charpe M., Christian R. Proãno, Flaschely P., Krolzig H.M., Semmler W., Tavani D.Fuentes:scopus