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Business 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: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:scopusAre the current account imbalances between emu countries sustainable? Evidence from parametric and non-parametric tests
ArticleAbstract: Using parametric and non-parametric estimation techniques, we analyze the sustainability of the recePalabras claves:Autores:Christian R. Proãno, Schoder C., Semmler W.Fuentes:scopusGradual wage-price adjustments, labor market frictions and monetary policy rules
ArticleAbstract: In this paper the role of different types of labor market frictions in the dynamics of output and inPalabras claves:(D)AS-AD, Labor market frictions, Monetary policy, Wage and price inflationAutores:Christian R. ProãnoFuentes:scopusFinancial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions
ArticleAbstract: We analyze how the impact of a change in the sovereign debt-to-GDP ratio on economic growth dependsPalabras claves:Dynamic panel threshold regression, economic growth, Financial stress, Sovereign debtAutores:Christian R. Proãno, Schoder C., Semmler W.Fuentes:scopusFor a More Economics-Based Foundation of Trend-TFP in the Estimation of Potential Output
OtherAbstract: In the production function-based approach proposed by the European Commission for the estimation ofPalabras claves:Autores:Christian R. ProãnoFuentes:scopusEvaluating the pbkp_redicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan
ArticleAbstract: We investigate the probability forecasting performance of a three-regime dynamic ordered probit econPalabras claves:forecasting, Recession, ROC, StagnationAutores:Christian R. Proãno, Tarassow A.Fuentes:scopus