Details about Katrin Rabitsch

Access statistics for papers by Katrin Rabitsch.

Last updated 2023-09-05. Update your information in the RePEc Author Service.

Short-id: pra902

Working Papers

2023

1. Undesired Consequences of Calvo Pricing in a Non-linear World
   Working and Discussion Papers, Research Department, National Bank of Slovakia

2022

2. Asset Pricing with Costly and Delayed Firm Entry
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2022)
3. Asset Pricing with Free Entry and Exit of Firms
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2022)
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) (2022)
   See also Journal Article Asset pricing with free entry and exit of firms, Economics Letters, Elsevier (2022) (2022)

2020

4. Trend inflation meets macro-finance: the puzzling behavior of price dispersion
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2020)
   Working and Discussion Papers, Research Department, National Bank of Slovakia (2019) View citations (2)

2019

5. Determinants of Fiscal Multipliers Revisited
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (1)
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2019)
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) (2019) View citations (2)
   See also Journal Article Determinants of fiscal multipliers revisited, Journal of Macroeconomics, Elsevier (2020) View citations (4) (2020)
6. Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2019)
   Working Papers in Economics, University of Salzburg (2019)

2018

7. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (5)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2018) View citations (5)
   Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2018)

2017

8. Borrower heterogeneity within a risky mortgage-lending market
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (10)
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (10)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
9. Effectiveness of macroprudential policies under borrower heterogeneity
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017)
   See also Journal Article Effectiveness of macroprudential policies under borrower heterogeneity, Journal of International Money and Finance, Elsevier (2018) View citations (14) (2018)

2016

10. An incomplete markets explanation of the UIP puzzle
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (1)
11. Buffer stock savings in a New-Keynesian business cycle model
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (1)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (1)

2014

12. A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (4)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (4)
    See also Journal Article A two-period model with portfolio choice: Understanding results from different solution methods, Economics Letters, Elsevier (2014) View citations (6) (2014)
13. International Portfolios: A Comparison of Solution Methods
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (7)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (9)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (15)
    See also Journal Article International portfolios: A comparison of solution methods, Journal of International Economics, Elsevier (2015) View citations (32) (2015)
14. Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014)
    See also Journal Article Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model, Economics Letters, Elsevier (2015) View citations (7) (2015)

2010

15. The role of financial market structure and the trade elasticity for monetary policy in open economies
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (4)
    See also Journal Article The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (37) (2012)

2009

16. Capital liberalization and the US external imbalance
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary)
    See also Journal Article Capital liberalization and the US external imbalance, Journal of International Economics, Elsevier (2012) View citations (20) (2012)

Journal Articles

2023

1. Economic forecasting with an agent-based model
   European Economic Review, 2023, 151, (C) View citations (24)

2022

2. Asset pricing with free entry and exit of firms
   Economics Letters, 2022, 217, (C)
   See also Working Paper Asset Pricing with Free Entry and Exit of Firms, Department of Economics Working Paper Series (2022) (2022)

2020

3. Determinants of fiscal multipliers revisited
   Journal of Macroeconomics, 2020, 63, (C) View citations (4)
   See also Working Paper Determinants of Fiscal Multipliers Revisited, Department of Economics Working Papers (2019) View citations (1) (2019)

2018

4. Effectiveness of macroprudential policies under borrower heterogeneity
   Journal of International Money and Finance, 2018, 85, (C), 251-261 View citations (14)
   See also Working Paper Effectiveness of macroprudential policies under borrower heterogeneity, Department of Economics Working Paper Series (2017) (2017)

2016

5. An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle
   Review of International Economics, 2016, 24, (2), 422-446 View citations (8)

2015

6. International portfolios: A comparison of solution methods
   Journal of International Economics, 2015, 97, (2), 404-422 View citations (32)
   See also Working Paper International Portfolios: A Comparison of Solution Methods, Department of Economics Working Paper Series (2014) View citations (7) (2014)
7. Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
   Economics Letters, 2015, 130, (C), 75-79 View citations (7)
   See also Working Paper Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model, FinMaP-Working Papers (2014) View citations (1) (2014)

2014

8. A two-period model with portfolio choice: Understanding results from different solution methods
   Economics Letters, 2014, 124, (2), 239-242 View citations (6)
   See also Working Paper A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods, Department of Economics Working Paper Series (2014) View citations (4) (2014)

2012

9. 10th Annual Macroeconomic Research Workshop at MNB: Fiscal Rebalancing, Public Debt, and its National and Global implications
   MNB Bulletin (discontinued), 2012, 7, (1), 18-26
10. Capital liberalization and the US external imbalance
    Journal of International Economics, 2012, 87, (1), 36-49 View citations (20)
    See also Working Paper Capital liberalization and the US external imbalance, MNB Working Papers (2009) (2009)
11. The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies
    Journal of Money, Credit and Banking, 2012, 44, (4), 603-629 View citations (37)
    Also in Journal of Money, Credit and Banking, 2012, 44, (4), 603-629 (2012) View citations (9)
    See also Working Paper The role of financial market structure and the trade elasticity for monetary policy in open economies, MNB Working Papers (2010) View citations (4) (2010)

2009

12. An estimated two-country DSGE model of Austria and the Euro Area
    Empirica, 2009, 36, (1), 123-158 View citations (24)

Books

2017

1. An Estimated Two-Country DSGE Model of Austria and the Euro Area. FIW Working Paper
   WIFO Studies, WIFO View citations (7)