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Themes

  • Key Themes
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
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  • EU Economic Architecture
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  • Political Economy
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There are 18 results

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Discussion paper

DP17162 Aggregate Skewness and the Business Cycle

  • Martin Iseringhausen
  • Ivan Petrella
  • Konstantinos Theodoridis

30 Mar 2022
  • Business Cycles
  • Asymmetry
  • Principal component analysis
  • Quantile regression
  • Var
  • Monetary Economics and Fluctuations
  • C22
  • C38
  • E32
Discussion paper

DP16443 Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade

  • Giancarlo Corsetti
  • Anna Lipinska
  • Giovanni Lombardo

10 Aug 2021
  • international risk sharing
  • Asymmetry
  • Fat tails
  • Welfare
  • International Macroeconomics and Finance
  • F15
  • F41
  • G15
Discussion paper

DP14559 Disasters Everywhere: The Costs of Business Cycles Reconsidered

  • Oscar Jorda
  • Moritz Schularick
  • Alan M. Taylor

4 Apr 2020
  • Fluctuations
  • Asymmetry
  • Local projections
  • Random coefficients
  • Macroprudential policy
  • Economic History
  • Monetary Economics and Fluctuations
  • E13
  • E21
  • E22
  • E32
Discussion paper

DP13759 Measuring Euro Area Monetary Policy

  • Carlo Altavilla
  • Luca Brugnolini
  • Refet Gürkaynak
  • Roberto Motto
  • Giuseppe Ragusa

27 May 2019
  • Ecb policy surprise
  • Event-study
  • Intraday
  • Persistence
  • Asymmetry
  • Financial Economics
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • E43
  • E44
  • E52
  • E58
  • G12
  • G14
Discussion paper

DP13369 Beyond Okun's Law: Output Growth and Labor Market Flows

  • Guay Lim
  • Robert Dixon
  • Jan C. van Ours

6 Dec 2018
  • Labor flows
  • Time-varying okun
  • Asymmetry
  • Labour Economics
  • E24
  • E32
  • J21
Discussion paper

DP12597 Revealing Downturns

  • Martin Schmalz

15 Jan 2018
  • Earnings response
  • Business cycle
  • Asymmetry
  • Bayesian learning
  • Financial Economics
  • G00
  • G10
  • G12
  • G14
Discussion paper

DP10105 Loss Aversion and the Asymmetric Transmission of Monetary Policy

  • Ivan Petrella
  • Damjan Pfajfar
  • Emiliano Santoro

10 Aug 2014
  • Asymmetry
  • Business cycle
  • monetary policy
  • Prospect theory
  • International Macroeconomics
  • D03
  • D11
  • E32
  • E42
  • E52
Discussion paper

DP10040 The Role of Oil Price Shocks in Causing U.S. Recessions

  • Lutz Kilian
  • Robert J. Vigfusson

22 Jun 2014
  • Asymmetry
  • Conditional response
  • Nonlinearity
  • Oil price
  • Real gdp
  • Recession
  • Time variation
  • International Macroeconomics
  • E32
  • E37
  • E51
  • Q43
Discussion paper

DP8980 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries

  • Lutz Kilian
  • Robert J. Vigfusson

21 May 2012
  • Asymmetry
  • Nonlinearity
  • Oil price
  • Out-of-sample forecast
  • Real gdp
  • International Macroeconomics
  • C32
  • C53
  • Q43
Discussion paper

DP8174 Nonlinearities in the Oil Price-Output Relationship

  • Lutz Kilian
  • Robert J. Vigfusson

3 Jan 2011
  • Asymmetry
  • Nonlinearity
  • Oil price
  • Real output
  • Uncertainty
  • International Macroeconomics
  • Q43
Discussion paper

DP7284 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks

  • Lutz Kilian
  • Robert J. Vigfusson

26 Apr 2009
  • Asymmetry
  • Energy price
  • Impulse response
  • Net increase
  • Oil price
  • Propagation
  • Shock
  • Transmission
  • Vector autoregression
  • International Macroeconomics
  • C32
  • E37
  • Q43
Discussion paper

DP6559 The Economic Effects of Energy Price Shocks

  • Lutz Kilian

9 Nov 2007
  • Asymmetry
  • Causality
  • Channels of transmission
  • Crude oil
  • Elasticity
  • Gasoline
  • Price shocks
  • Propagation
  • International Macroeconomics
  • E21
  • Q43
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