BCAM Working Papers

From Birkbeck Centre for Applied Macroeconomics
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2206: Agreed and Disagreed Uncertainty: Luca Gambetti, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti
2205: Testing the effectiveness of unconventional monetary policy in Japan and the United States: Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis and Francesco Zanetti
2204: State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters: Mishel Ghassibe and Francesco Zanetti
2203: Revisiting the Great Ratios Hypothesis: Alexander Chudik, Mohammad Pesaran and Ronald Smith
2202: The macroeconomic cost of climate volatility: Piergiorgio Alessandri and Haroon Mumtaz
2201: Consumer choices with wealth preferences and separation of consumption and payment: Carolyn St Aubyn
2108: Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios: Mohammad Pesaran and Run Smith
2107: Accountability and learning with motivated agents: Tinghua Yu
2105: Polarization and Political Selection: Tinghua Yu and Elliott Ash
2104: Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics: Tatsushi Okuda, Tomohiro Tsuruga and Francesco Zanetti
2103: The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power: Jesus Fernandez-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
2102: Macroeconomic Effects of Firms' Underspending in Times of Abundant Credit: Issam Samiri
2101: Credit Markets, Intermediate Production and the Business Cycle: Issam Samiri
2005: Understanding the gains from wage flexibility in a currency union: the fiscal policy connection: Eiji Okano
2004: Monetary Policy, Firm Heterogeneity, and Product Variety: Masashige Hamano and Francesco Zanetti
2003: Fertility Changes and Replacement Migration: Yunus Aksoy and Gylfi Zoega
2002: Government debt, deficits and interest rates 1870 - 201: Ronald Smith
2001: Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint: Carlo Pizzinelli, Konstantinos Theodoridis and Francesco Zanetti
1910: The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes: Yunus Aksoy, Rubens Morita and Zacharias Psaradakis
1909: Drivers of bank loan growth in China: government or market?: Xiaohong Chen and Paul Wohlfarth
1908: Preferred Habitat, Policy, and the CIP Puzzle: Paul Wohlfarth
1907: The Effect of Brexit on the UK Economy (so far): Sindri Engilbertsson and Gylfi Zoega
1906: Imperfect Information, Shock Heterogeneity, and Inflation Dynamics: Tatsushi Okuday, Tomohiro Tsurugaz and Francesco Zanetti
1905: Search Complementarities, Aggregate Fluctuations,and Fiscal Policy: Jesus Fernandez-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti
1904: Time Variation in Lifecycle Consumption and Income: Yunus Aksoy, Henrique Basso and Carolyn St Aubyn
1903: The macroeconomic impact of the euro: Veronika Akhmadieva and Ronald Smith
1902: Optimal Monetary and Fiscal Policy Rules, Welfare Gains and Exogenous Shocks in an Economy with Default Risk: Eiji Okano and Masataka Eguchi
1901: Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint: Eiji Okano and Kazuyuki Inagaki
1802: Quality of Politicians and Electoral System. Evidence from a Quasi-experimental Design for Italian Cities: Marco Alberto De Benedetto
1801: State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications: Carlo Pizzinelli, Konstantinos Theodoridis and Francesco Zanetti
1708: Optimal Monetary Policy and Fiscal Policy Interaction in a non-Ricardian Economy: Massimiliano Rigon and Francesco Zanetti
1707: Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors: Mohammad Pesaran and Ronald Smith
1706: Tests of Policy Interventions in DSGE Models: Mohammad Pesaran and Ronald Smith
1705: The Effect of News Shocks and Monetary Policy: Luca Gambetti, Dimitris Korobilis, John Tsoukalas and Francesco Zanetti
1704: Monetary Aggregates and Monetary Policy in Peru: Erick Lahura
1703: Bank lending in uncertain times: Piergiorgio Alessandri and Margherita Bottero
1702: Bank loan components, uncertainty and monetary transmission mechanism: Ekaterina Pirozhkova
1701: Financial frictions and robust monetary policy in the models of New Keynesian framework: Ekaterina Pirozhkova
1603: Adaptive models and heavy tails with an application to inflation forecasting: Davide Delle Monache and Ivan Petrella
1602: Slow recoveries: any role for corporate leverage?: Frank Smets and Stefania Villa
1601: The Financial Stability Dark Side of Monetary Policy: Piergiorgio Alessandri, Antonio Conti and Fabrizio Venditti
1504: Informal Labour Markets in Pakistan: Ali Choudhary, Saima Mahmood and Gylfi Zoega
1503: Optimal Inflation Weights in the Euro Area: Daniela Bragoli, Massimiliano Rigon and Francesco Zanetti
1502: The Asymmetric Effects of Waiting Time Targets in Health Care: Sofia Dimakou, Ourania Dimakou and Henrique Basso
1501: News Shocks and Labor Market Dynamics in Matching Models: Konstantinos Theodoridis and Francesco Zanetti
1407: Financial frictions in the Euro Area and the United States: a Bayesian assessment: Stefania Villa
1406: The relationship between panel and synthetic control estimators of the effect of civil war: Vincenzo Bove, Leandro Eliay and Ronald Smith
1405: Higher moments of MSVARs and the business cycle: Alexander Karalis Isaac
1404: Financial regimes and uncertainty shocks: Piergiorgio Alessandri and Haroon Mumtaz
1403: Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model: Constantino Hevia, Martin Gonzalez-Rozada, Martin Sola and Fabio Spagnolo
1402: Leaning Against Windy Bank Lending: Giovanni Melina and Stefania Villa
1401: Do Quality Ladders Rationalise the Observed Engel Curves?: Vincenzo Merella