Academic literature on the topic 'Macroeconomics and finance'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Macroeconomics and finance.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Macroeconomics and finance"
Woodford, Michael. "Convergence in Macroeconomics: Elements of the New Synthesis." American Economic Journal: Macroeconomics 1, no. 1 (January 1, 2009): 267–79. http://dx.doi.org/10.1257/mac.1.1.267.
Full textRakauskienė, Ona Gražina, and Eugenijus Chlivickas. "PUBLIC FINANCE OF LITHUANIA: GENDER PERSPECTIVE." Journal of Business Economics and Management 8, no. 1 (March 31, 2007): 11–27. http://dx.doi.org/10.3846/16111699.2007.9636148.
Full textBrunnermeier, Markus, and Arvind Krishnamurthy. "The Macroeconomics of Corporate Debt." Review of Corporate Finance Studies 9, no. 3 (August 14, 2020): 656–65. http://dx.doi.org/10.1093/rcfs/cfaa015.
Full textAye Sudarto. "PERTUMBUHAN DAN PERKEMBANGAN EKONOMI MAKRO SYARIAH DI INDONESIA." At Taajir : Jurnal Ekonomi, Bisnis dan Keuangan Syariah 1, no. 1 (August 1, 2019): 59–76. http://dx.doi.org/10.47902/attaajir.v1i1.28.
Full textGANDOLFO, GIANCARLO, and MICHAEL D. GOLDBERG. "INTERNATIONAL FINANCE AND OPEN-ECONOMY MACROECONOMICS." Macroeconomic Dynamics 9, no. 2 (April 2005): 263–66. http://dx.doi.org/10.1017/s136510050504023x.
Full textShleifer, Andrei, and Robert Vishny. "Fire Sales in Finance and Macroeconomics." Journal of Economic Perspectives 25, no. 1 (February 1, 2011): 29–48. http://dx.doi.org/10.1257/jep.25.1.29.
Full textGürkaynak, Refet S., and Jonathan H. Wright. "Macroeconomics and the Term Structure." Journal of Economic Literature 50, no. 2 (June 1, 2012): 331–67. http://dx.doi.org/10.1257/jel.50.2.331.
Full textSargent, Thomas J. "Robert E. Lucas Jr.'s Collected Papers on Monetary Theory." Journal of Economic Literature 53, no. 1 (March 1, 2015): 43–64. http://dx.doi.org/10.1257/jel.53.1.43.
Full textDiebold, Francis X., Monika Piazzesi, and Glenn D. Rudebusch. "Modeling Bond Yields in Finance and Macroeconomics." American Economic Review 95, no. 2 (April 1, 2005): 415–20. http://dx.doi.org/10.1257/000282805774670194.
Full textHansen, Lars Peter. "Time-Series Econometrics in Macroeconomics and Finance." Journal of Political Economy 125, no. 6 (December 2017): 1774–82. http://dx.doi.org/10.1086/694625.
Full textDissertations / Theses on the topic "Macroeconomics and finance"
Raciborski, Rafal. "Topics in macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209211.
Full textThe starting point of the essay in Chapter 3 is the observation that the baseline New-Keynesian model, which relies solely on the notion of infrequent price adjustment, cannot account for the observed degree of inflation sluggishness. Therefore, it is a common practice among macro- modelers to introduce an ad hoc additional source of persistence to their models, by assuming that price setters, when adjusting a price of their product, do not set it equal to its unobserved individual optimal level, but instead catch up with the optimal price only gradually. In the paper, a model of incomplete adjustment is built which allows for explicitly testing whether price-setters adjust to the shocks to the unobserved optimal price only gradually and, if so, measure the speed of the catching up process. According to the author, a similar test has not been performed before. It is found that new prices do not generally match their estimated optimal level. However, only in some sectors, e.g. for some industrial goods and services, prices adjust to this level gradually, which should add to the aggregate inflation sluggishness. In other sectors, particularly food, price-setters seem to overreact to shocks, with new prices overshooting the optimal level. These sectors are likely to contribute to decreasing the aggregate inflation sluggishness. Overall, these findings are consistent with the view that price-setters are boundedly-rational. However, they do not provide clear-cut support for the existence of an additional source of inflation persistence due to gradual individual price adjustment. Instead, they suggest that general equilibrium macroeconomic models may need to include at least two types of production sectors, characterized by a contrasting behavior of price-setters. An additional finding stemming from this work is that the idiosyncratic component of the optimal individual price is well approximated by a random walk. This is in line with the assumptions maintained in most of the theoretical literature.
Chapter 4 of the thesis has been co-authored by Julia Lendvai. In this paper a full-fledged production economy model with Kahneman and Tversky’s Prospect Theory features is constructed. The agents’ objective function is assumed to be a weighted sum of the usual utility over consumption and leisure and the utility over relative changes of agents’ wealth. It is also assumed that agents are loss-averse: They are more sensitive to wealth losses than to gains. Apart from the changes in the utility, the model is set-up in a standard Real Business Cycle framework. The authors study prices of stocks and risk-free bonds in this economy. Their work shows that under plausible parameterizations of the objective function, the model is able to explain a wide set of unconditional asset return moments, including the mean return on risk-free bonds, equity premium and the Sharpe Ratio. When the degree of loss aversion in the model is additionally assumed to be state-dependent, the model also produces countercyclical risk premia. This helps it match an array of conditional moments and in particular the predictability pattern of stock returns.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Emiris, Marina. "Essays on macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210764.
Full textMendel, Joshua Brock. "Essays on Macroeconomics and Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10767.
Full textEconomics
Mohsenzadeh, Kermani Amir Reza. "Essays in macroeconomics and finance." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/81046.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (p. 142-150).
The first chapter proposes a model of booms and busts in housing and non-housing consumption driven by the interplay between relatively low interest rates and an expansion of credit, triggered by further decline in interest rates and relaxing collateral requirements. When credit becomes available, households would like to borrow in order to frontload consumption, and this increases demand for housing and non-housing consumption. If the increase in the demand for housing translates into an increase in prices, then credit is fueled further, this time endogenously, because of the role of housing as collateral. Because a lifetime budget constraint still applies, even in the absence of a financial crisis, the initial expansion in housing and non-housing consumption will be followed by a period of contraction, with declining consumption and house prices. My mechanism clarifies that boom-bust dynamics will be accentuated in regions with inelastic supply of housing and muted in elastic regions. In line with qualitative predictions of my model, I provide evidence that differences in regions' elasticity of housing and initial relaxation of collateral constraints can explain most of the 2000-2006 boom and the subsequent bust in house prices and consumption across US counties. The second chapter (co-authored with Daron Acemoglu, Simon Johnson, James Kwak and Todd Mitton) studies the value of political connections during turbulent times and shows the announcement of Tim Geithner as President-elect Obamas nominee for Treasury Secretary in November 2008 produced a cumulative abnormal return for financial firms with which he had a personal connection. This return was around 15 percent from day 0 through day 10, relative to other comparable financial firms. This result holds across a range of robustness checks and regardless of whether we measure connections in terms of meetings he had in 2007-08, non-profit board memberships he shared with financial services executives, or firms with headquarters in New York City. There were subsequently abnormal negative returns for connected firms when news broke that Geithners conrmation might be derailed by tax issues. We argue that this value of connections reflects the perceived impact of relying on the advice of a small network of financial sector executives during a time of acute crisis and heightened policy discretion. The third chapter (co-authored with Adam Ashcraft and Kunal Gooriah) studies the impact of skin-in-the game on the performance of securitized assets using evidence from conduit commercial mortgage backed securities (CMBS) market. A unique feature of this market is that an informed investor purchases the bottom 5 percent of the capital structure, known as the B-piece, conducting independent screening of loans from which all other investors benefit. However, during the recent credit boom, a secondary market for B-pieces developed, permitting these investors to significantly reduce their skin in the game. In this paper, we document, that after controlling for all information available at issue, the percentage of the B-piece that is sold by these investors has a significant adverse impact on the probability that more senior tranches ultimately default. The result is robust to the use of an instrumental variables strategy which relies on the greater ability of larger B-piece buyers to to sell these positions given the need for large pools of collateral. Moreover we show the risk associated with this agency problem was not priced.
by Amir Reza Mohsenzadeh Kermani.
Ph.D.
Di, Tella Sebastian T. (Sebastian Tariacuri). "Essays on finance and macroeconomics." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/81043.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (p. 91-94).
This thesis studies the role of the financial system in the amplification and propagation of business cycles. Chapter 1 studies the origin and propagation of balance sheet recessions. I first show that in standard models driven by TFP shocks, the balance sheet channel disappears when agents are allowed to write contracts on the aggregate state of the economy. In contrast, I show how uncertainty shocks can drive balance sheet recessions with depressed asset prices and growth, and trigger a "flight to quality" event with low interest rates and high risk-premia. Uncertainty shocks create an endogenous hedging motive that induces financial intermediaries to take on a disproportionate fraction of aggregate risk, even when contracts can be written on the aggregate state of the economy. Finally, I explore some implications for financial regulation. Chapter 2 studies a tractable model of dynamic moral hazard with purely pecuniary private benefits. The agent can trade a productive asset and secretly divert funds to a private account and use them to "recontract": at any time he can offer a new continuation contract to the principal, who accepts if the new contract is attractive. The main result is that the optimal contract can be characterized as the solution to a standard portfolio problem with a simple "skin in the game" constraint. The setting places few restrictions on preferences and the distribution of shocks, distinguishes between (observable) aggregate shocks and (unobservable) idiosyncratic shocks, and takes arbitrary general equilibrium prices as given. This makes the results easily applicable to many macro and financial applications. Chapter 3 explores under what conditions the presence of moral hazard can create a balance sheet amplification channel. If the private action of the agent exposes him to aggregate risk through his unobserved private benefit, the optimal contract will try to over-expose him to aggregate risk to deter him from misbehaving. This creates a tradeoff between aggregate and idiosyncratic risk-sharing. More productive agents naturally want to leverage more and therefore have larger incentives to distort their aggregate risk-sharing in order to reduce their exposure to idiosyncratic risk. In equilibrium, therefore, more productive agents take on a disproportionate fraction of aggregate risk, creating a balance sheet channel.
by Sebastian T. Di Tella.
Ph.D.
Macchiavelli, Marco. "Essays in Macroeconomics and Finance." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104232.
Full textThe goal of this dissertation is to shed some light on three separate aspects of the financial system that can lead to greater instability in the banking sector and greater macroeconomic volatility. The starting point of the Great Recession was the collapse of the banking sector in late 2007; in the subsequent months, liquidity evaporated in many markets for short term funding. The process of creating liquidity carried out by the banking system involves the transformation of long term illiquid assets into short term liquid liabilities. This engine functions properly as long as cash lenders continue to roll over short term funding to banks; whenever these lenders fear that banks will not be able to pay back these obligations, they immediately stop funding banks' short term liabilities. This makes banks unable to repay maturing short term debt, which leads to large spikes in default risk. This is often referred to as a modern bank run. Virtually all the theories of bank runs suggest that the severity of a run depends on how well lenders can coordinate their beliefs: whenever a lender expects many others to run, he becomes more likely to run as well. In a joint work with Emanuele Brancati, the first chapter of my dissertation, we empirically document the role of coordination in explaining bank runs and default risk. We establish two new results. First, when information is more precise and agents can better coordinate their actions, a change in market expectations has a larger impact on default risk; this implies that more precise information increases the vulnerability or instability of the banking system. This result has a clear policy implication: if policymakers want to stabilize the banking system they should promote opacity instead of transparency, especially during periods of financial turmoil. Second, we show that when a bank is expected to perform poorly, lower dispersion of beliefs actually increases default risk; this result is in contrast with standard theories in finance and can be rationalized by thinking about the impact that more precise information has on the ability of creditors to coordinate on a bank run. Another aspect of the banking system that is creating a lot of instability in Europe is the so called "disastrous banks-sovereign nexus": many banks in troubled countries owned a disproportionately large amount of domestic sovereign bonds; therefore, in case of a default of the sovereign country, the whole domestic banking sector would incur insurmountable losses. This behavior is puzzling because these banks in troubled countries would greatly benefit from having a more diversified asset portfolio, but instead decide to load up with domestic sovereign debt only. In a joint work with Filippo De Marco, the second chapter of my dissertation, we show that banks receive political pressures from their respective governments to load up on domestic sovereigns. First, we show that banks with a larger fraction of politicians as shareholders display greater home bias. More importantly, we exploit the fact that low-performing banks received liquidity injections by their domestic governments to show that, among those banks, only the "political banks" drastically increased their home bias upon receiving government help. Furthermore, it appears that the extent of political pressure on banks is much stronger on those "political banks" belonging to troubled countries. These findings suggest that troubled countries that would need to pay a high premium to issue new debt force their "political banks" to purchase part of the debt issuance. This greater risk-synchronization can create a dangerous loop of higher sovereign default risk leading to insolvency of the domestic banking system, which in turn would require a bail-out from the local government, further exacerbating the sovereign de- fault risk. Finally, the third chapter of my dissertation, a joint work with Susanto Basu, investigates the sources of excess consumption volatility in emerging markets. It is a well documented fact that, in emerging markets, consumption is more volatile than output whereas the opposite is true in developed economies. We propose an explanation for this phenomenon that relies on a specific form of financial markets incompleteness: we assume that households would always want to front-load consumption and they can borrow from abroad up to a fraction of the value of posted collateral. With the value of collateral being procyclical, households are able to increase borrowing during an expansion and ultimately consume more than they produce; this mechanism is then able to generate a ratio of consumption volatility to output volatility grater than one. Most importantly, the model delivers the implication that a better ability to borrow vis-a-vis the same value of collateral generates greater relative consumption volatility. We then bring this model's implication to the data and find empirical support for it. We proxy the ability to borrow with various measures of effectiveness of lending regulation and more standard indicators of financial development. Consistent with the model's implication, more lending friendly regulation leads to greater relative consumption volatility in emerging markets; moreover, this link breaks down among developed countries. In addition, among emerging countries, it appears that deeper domestic capital markets have a destabilizing effect in terms of greater relative consumption volatility while a more developed domestic banking system does not exerts any such detrimental effect
Thesis (PhD) — Boston College, 2015
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
Pang, Wei. "Ambiguity in macroeconomics and finance." Thesis, University of Birmingham, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.668336.
Full textHu, Yushan. "Essays in Macroeconomics and Finance:." Thesis, Boston College, 2020. http://hdl.handle.net/2345/bc-ir:108735.
Full textThesis advisor: Zhijie Xiao
This dissertation consists of three essays in macroeconomics and finance. The first and second chapters analyze the impact of the financial shocks and anti-corruption campaign on Chinese firms through the bank lending channel. The third chapter provides a new method to predict the cash flow from operations (CFO) via semi-parametric estimation and machine learning. The first chapter explores the impact of the financial crisis and sovereign debt crisis on Chinese firms through the bank lending channel and firm borrowing channel. Using new data linking Chinese firms to their bank(s) and four different measurements of exposure to the international markets (international borrowing, importance of lending to foreign listed companies, share of trade settlement, and exchange/income), I find that banks with higher exposure to the international markets cut lending more during the recent financial crisis. In addition, state-owned bank loans are more pro-cyclical compared with private bank loans. Moreover, banks with higher exposure to the international markets cut lending more when there is a negative shock in OECD GDP growth. With regard to firm borrowing channel, I find that firms with higher weighted aggregate exposure to the international markets through banks have lower net debt, cash, employment, and capital investment during the financial crisis. Firms with higher weighted aggregate exposure to the global markets have higher net debt and lower cash, employment, and capital investment when there is a negative shock in OECD GDP growth. This paper also provides a theoretical model to explain the mechanism in a partially opened economy like China. The second chapter discusses the impact of the anti-corruption campaign on Chinese firms through the bank lending channel. Using confidential data linking Chinese firms to their bank(s) and prefecture-level corruption index, I find that banks located in more corrupted prefectures offer significantly less credits before the anti-corruption investigation, and this effect changes the direction after the investigation. Moreover, banks located in more corrupted prefectures tend to use higher interest rates, longer maturity, and more collateral before the campaign, all of these effects change the direction after the campaign. This paper suggests that the banks located in more corrupted prefectures have stronger monopoly power (or higher markup, and lower efficiency). This monopoly effect could be proved by that the bank concentration ratio is higher, and the bad loans of the banks are higher in the more corrupted areas, and all of these effects disappear after the campaign. The third chapter considers the methods of prediction of Cash flow from operations (CFO). Forecasting CFO is an essential topic in financial econometrics and empirical accounting. It impacts a variety of economic decisions, including valuation methodologies employing discounted cash flows, distress prediction, risk assessment, the accuracy of credit-rating predictions, and the provision of value-relevant information to security markets. Existing literature on statistically-based cash-flow prediction has pursued cross-sectional versus time-series estimation procedures in a mutually exclusive fashion. Cumulated empirical evidence indicates that the beta value varies across firms of different sizes, and the cross-sectional regression can not capture an idiosyncratic beta. However, although a time series based predictive model has the advantage of allowing for firm-specific variability in beta, it requires a long enough time series data. In this paper, we extend the literature on statistically-based, cash-flow prediction models by introducing an estimation procedure that, in essence, combine the favorable attributes of both cross-sectional estimation via the use of "local" cross-sectional data for firms of similar size and time-series estimation via the capturing of firm-specific variability in the beta parameters for the independent variables. The local learning approach assumes no a priori knowledge on the constancy of the beta coefficient. It allows the information about coefficients to be represented by only a subset of observations. This feature is particularly relevant in the CFO model, where the beta values are only related to cross-sectional data information that is "local" to its size. We provide empirical evidence that the prediction of cash flows from operations is enhanced by jointly adopting features specific to both cross-sectional and time-series modeling simultaneously
Thesis (PhD) — Boston College, 2020
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
Kanik, Zafer. "Networks in Macroeconomics and Finance." Thesis, Boston College, 2018. http://hdl.handle.net/2345/bc-ir:108184.
Full textIn this dissertation, I focus on networks in macroeconomics and finance. In Chapter 1, I develop a theoretical model of rescue of distressed financial institutions. I study rescues in a coalition formation framework, which provides new insights into the financial contagion and stability and rescue of systemically important financial institutions. The findings show that the levels of negative shock, bankruptcy costs, interbank obligations of each financial firm and the topology of the interbank network all together determine financial firms’ contributions in rescues, where government assistance in rescues is not required in certain types of network structures. In Chapter 2, which is a joint work with Matthew O. Jackson, we study the impacts of sector level technological changes on wage inequality and GDP growth in production networks. Our results show that the macroeconomic implications of sector level technological changes depend on additional factors than the input-output structure such as type of the intermediate good (e.g., substitutes for labor vs complements to labor), task weights in production processes and labor supply. Chapter 1. I model bank rescues in a setting where banks hold each other’s financial instruments creating a network of financial linkages. Costly bankruptcies reduce interbank payments, which creates incentives for rescues by other banks. Accordingly, I analyze the sources of inefficiencies in bank rescues and show that the social welfare is maximized if regulators promote financial networks that are evenly connected (without disconnectedness/clustering) and have intermediate levels of interbank liabilities at bank level. Such networks maximize banks’ total contributions to the rescue of a distressed bank hit by a relatively small negative shock, but also ensure that banks do not fail sequentially like dominos when a bank hit by a large shock does actually fail. The results also provide a rationale for why some systemically important banks were not rescued in 2007-2008. In the model, a social welfare maximizing government assists the rescues designed to prevent the potential contagious failures and maintain financial stability instead of assisting the rescue of a bank that is hit by a large shock. Chapter 2. We study the impact of technological change on wage inequality and GDP growth in production networks. We do this in a simple model that contrasts the effects of changes in intermediate goods that substitute for labor with those that complement labor. Technological changes in intermediate goods that complement labor result in increased GDP and do not change relative wages. Technological changes in intermediate goods that substitute for (low-skilled) labor involve three phases: pre-automation, transition to automation, and post-automation. During the transition phase, technological changes in such intermediate good lead to increased wage inequality and relatively smaller increases in GDP than comparable changes in complementary goods. In addition, our results show that firm-level weights of tasks performed by different types of labor play key roles in macroeconomic network consequences of interconnectedness
Thesis (PhD) — Boston College, 2018
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
Clymo, Alex. "Essays in macroeconomics and finance." Thesis, London School of Economics and Political Science (University of London), 2015. http://etheses.lse.ac.uk/3280/.
Full textBooks on the topic "Macroeconomics and finance"
Fontana, Giuseppe, John McCombie, and Malcolm Sawyer, eds. Macroeconomics, Finance and Money. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230285583.
Full textFelderer, B. Macroeconomics and new macroeconomics. Berlin: Springer-Verlag, 1987.
Find full textFelderer, B. Macroeconomics and new macroeconomics. 2nd ed. Berlin: Springer-Verlag, 1992.
Find full textFitzGerald, E. V. K. The Macroeconomics of Development Finance. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-22475-3.
Full textBaek, Seungjun. Essays on Macroeconomics and Finance. [New York, N.Y.?]: [publisher not identified], 2015.
Find full textG, Kohn Meir, Tsiang Sho-chieh, Zhong yang yan jiu yuan., Zhonghua jing ji yan jiu yuan., and Symposium on Monetary Theory (1986 : Institute of Economics, Academia Sinica), eds. Finance constraints, expectations, and macroeconomics. Oxford [Oxfordshire]: Clarendon Press, 1988.
Find full textBalloch, Cynthia Mei. Essays on Finance and Macroeconomics. [New York, N.Y.?]: [publisher not identified], 2018.
Find full textInternational macroeconomics. Houndmills, Basingstoke, Hampshire: Macmillan Press, 1995.
Find full textPikoulakis, Emmanuel. International macroeconomics. New York: St. Martin's Press, 1995.
Find full textGregory, Paul R. Macroeconomics. New York, NY: HarperCollins Publishers, 1994.
Find full textBook chapters on the topic "Macroeconomics and finance"
Vercelli, Alessandro. "Finance and Macroeconomics." In Finance and Democracy, 93–116. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-27912-7_4.
Full textBaddeley, Michelle. "Behavioural Macroeconomics." In Behavioural Economics and Finance, 255–70. 2nd Edition. | New York: Routledge, 2019. |: Routledge, 2018. http://dx.doi.org/10.4324/9781315211879-17.
Full textLewin, Peter, and Nicolás Cachanosky. "EVA and macroeconomics." In Capital and Finance, 115–27. 1 Edition. | New York : Routledge, 2020. | Series: Routledge international studies in money and banking: Routledge, 2020. http://dx.doi.org/10.4324/9780429031687-14.
Full textGoodwin, Neva, Jonathan M. Harris, Julie A. Nelson, Pratistha Joshi Rajkarnikar, Brian Roach, and Mariano Torras. "Money, Banking, and Finance." In Macroeconomics in Context, 379–418. 4th ed. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003251521-14.
Full textDullien, Sebastian, Neva Goodwin, Jonathan M. Harris, Julie A. Nelson, Brian Roach, and Mariano Torras. "Money, Banking, and Finance." In Macroeconomics in Context, 354–80. New York, NY : Routledge, 2017.: Routledge, 2017. http://dx.doi.org/10.4324/9781315644653-14.
Full textMarston, Richard C. "Three Parity Conditions in International Finance." In Open-Economy Macroeconomics, 257–71. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-12884-6_14.
Full textSchmölders, Günter. "Psychology and Macroeconomics." In The Psychology of Money and Public Finance, 211–28. London: Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230625112_6.
Full textCreel, Jérôme, and Giuseppe Fontana. "Are the Macro Econometrics Models of the Federal Reserve Board, the Bank of Canada, and the Sveriges Riksbank consistent with the New Consensus Macroeconomics Model?" In Macroeconomics, Finance and Money, 3–18. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230285583_1.
Full textKitromilides, Yiannis. "The Banking Crisis, Nationalization of Banking and the Mixed Economy." In Macroeconomics, Finance and Money, 150–62. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230285583_10.
Full textDavidson, Paul. "How Does a Capitalist Economy Work in the Real World?" In Macroeconomics, Finance and Money, 163–76. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230285583_11.
Full textConference papers on the topic "Macroeconomics and finance"
Septiarini, Tri, Muhamad Taufik, Mufti Afif, and Atika Masrifah. "Analysis of Macroeconomics Factor Affecting Jakarta Islamic Index." In ASEAN Universities Conference on Islamic Finance. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0009864700190022.
Full textBedir, Serap, and Arzu Tural Dikmen. "Fiscal Deficit and Inflation: New Evidences from Turkey Using a Bounds Testing Approach." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00915.
Full textForsberg, P., and M. Wahde. "Macroeconomic time series prediction using prediction networks and evolutionary algorithms." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060391.
Full textPanasyuk, Mikhail. "ESTIMATION OF MACROECONOMIC SYSTEMS LIVABILITY." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b23/s7.025.
Full textSubedi, Mukti Nath. "EFFECTS OF MACROECONOMIC POLICY SHOCK ON THE LABOUR MARKET DYNAMICS IN AUSTRALIA." In 5th Economics & Finance Conference, Miami. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/efc.2016.005.026.
Full textOni, Ayotunde. "Macroeconomic Developments, Pension Funds and Real Estate Finance in Nigeria." In 12th African Real Estate Society Conference. African Real Estate Society, 2012. http://dx.doi.org/10.15396/afres2012_118.
Full textRosoiu, Andreea. "MACROECONOMIC SITUATION AND BANKING SYSTEM EVOLUTION." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b22/s6.054.
Full textLukac, Miroslav. "MEASUREMENT OF FINANCIAL PERFORMANCE UNDER MACROECONOMIC UNCERTAINTY." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b22/s6.057.
Full textReyes, Tomás. "Understanding the effect of operating and financial leverage to absorb macroeconomic shocks." In 3rd International Conference on Management, Economics and Finance. ACAVENT, 2021. http://dx.doi.org/10.33422/3rd.icmef.2021.02.126.
Full text"Research on the Risk Management of Stock Market Based on Macroeconomic Analysis." In 2018 International Conference on Economics, Finance, Business, and Development. Francis Academic Press, 2018. http://dx.doi.org/10.25236/icefbd.18.058.
Full textReports on the topic "Macroeconomics and finance"
Shleifer, Andrei, and Robert Vishny. Fire Sales in Finance and Macroeconomics. Cambridge, MA: National Bureau of Economic Research, December 2010. http://dx.doi.org/10.3386/w16642.
Full textDiebold, Francis, Monika Piazzesi, and Glenn Rudebusch. Modeling Bond Yields in Finance and Macroeconomics. Cambridge, MA: National Bureau of Economic Research, January 2005. http://dx.doi.org/10.3386/w11089.
Full textFavilukis, Jack, Sydney Ludvigson, and Stijn Van Nieuwerburgh. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium. Cambridge, MA: National Bureau of Economic Research, May 2010. http://dx.doi.org/10.3386/w15988.
Full textMendoza, Waldo, Marco Vega, Carlos Rojas, and Yuliño Anastacio. Fiscal Rules and Public Investment: The Case of Peru, 2000-2019. Inter-American Development Bank, January 2021. http://dx.doi.org/10.18235/0003018.
Full text