搜索结果: 1-15 共查到“理论经济学 Shocks”相关记录17条 . 查询时间(0.032 秒)
Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe
ˉnancial integration regional specialization
2015/9/21
We ˉnd that risk sharing in the European Union (EU) has been increasing over the
past decade due to increased cross-ownership of assets across countries. Industrial speciaization has also been increa...
Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher
Relative Shocks Relative Price Variability
2015/8/5
Comments on ‘Relative Shocks, Relative Price Variability and Inflation’ by Stanley Fisher.
How Should Monetary Policy Respond to Shocks while Maintaining Long-Run Price Stability: Conceptual Issues
Monetary Policy Conceptual Issues
2015/8/4
This paper takes as given the principle that long-run price stability
should be the central goal of monetary policy. The purpose of the
paper is to discuss conceptual issues pertinent to the task of...
The representative consumer in the neoclassical growth model with idiosyncratic shocks
Neoclassical growth model Heterogeneous agents Aggregation Business cycles Idiosyncratic shocks
2015/7/21
This paper studies a complete-market version of the neoclassical growth model, where agents face idiosyncratic shocks to earnings. We show that if agents possess identical preferences of either the CR...
Preference shocks from aggregation: time series data evidence
Aggregation shock time series data evidence
2015/7/21
Preference shocks from aggregation: time series data evidence.
Indivisible-labor, lotteries and idiosyncratic productivity shocks
Indivisible-labor Lotteries Idiosyncratic shocks Neoclassical growth model Heterogeneous agents Quasi-linear preferences
2015/7/21
Indivisible-labor, lotteries and idiosyncratic productivity shocks.
Reset Price Inflation and the Impact of Monetary Policy Shocks
Reset prices inflation monetary policy
2015/7/20
Reset Price Inflation and the Impact of Monetary Policy Shocks.
Financial Shocks in Production Chains
Financial Shocks Production Chains Interlocking balance
2014/3/18
Interlocking balance sheets through accounts receivable and accounts payable provides incentives necessary to sustain long production chains. We construct a model of incentives in production chains wh...
Taxes, debts, and redistributions with aggregate shocks
Distorting taxes Transfers. Redistribution Government debt Interest rate risk.
2014/3/18
A planner sets a lump sum transfer and a linear tax on labor income in an economy with incomplete markets, heterogeneous agents, and aggregate shocks. The planner's concerns about redistribution impar...
Has Multi-Market Banking Changed the Response of Small Business Lending to Local Economic Shocks?
the impact of bank mergers small business lending economic conditions multi-market banking
2011/9/27
The article discusses the impact of bank mergers on small business lending and economic conditions in the U.S. According to the economists, the importance these organizations has increased due to rapi...
Global Financial Transmission of Monetary Policy Shocks
monetary policy global equity markets macroeconomic determinants transmission process
2011/8/21
The paper analyses the transmission of US monetary policy shocks to global equity markets and the macroeconomic determinants of the underlying transmission process. We show that there is a substantial...
We test the hypothesis that arbitrageurs amplify economic shocks in equity markets. The ability of speculators to hold short positions depends on asset values: shorts are often reduced following good ...
Shocks in financial markets, price expectation, and damped harmonic oscillators
modified damped harmonic price expectations reaction of financial markets
2011/3/30
Using a modified damped harmonic oscillator model equivalent to a model of market dynamics with price expectations, we analyze the reaction of financial markets to shocks. In order to do this, we gath...
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
Market dynamics financial shocks
2010/10/20
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatility V(T_{c}) has a pe...
Numerical methods for optimal insurance demand under marked point processes shocks
Optimal insurance stochastic control duality dynamic programming principle
2010/10/21
This paper deals with numerical solutions of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked p...