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Enhancing private and public risk sharing
lessons from the literature and reflections on the COVID-19 crisis -
How do financial institutions forecast sovereign spreads?
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How do experts forecast sovereign spreads?
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Signals from the government
policy disagreement and the transmission of fiscal shocks -
Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
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Transmission of government spending shocks in the Euro area
time variation and driving forces -
One scheme fits all
a central fiscal capacity for the EMU targeting eurozone, national and regional shocks -
Nowcasting with large Bayesian vector autoregressions
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One scheme fits all
a central fiscal capacity for the EMU targeting eurozone, national and regional shocks -
How do experts forecast sovereign spreads?
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Private and public risk sharing in the euro area
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A minimal moral hazard central stabilisation capacity for the EMU based on exports
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A minimal moral hazard central stabilisation capacity for the EMU based on world trade
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Enhancing private and public risk sharing
lessons from the literature and reflections on the COVID-19 crisis -
Fiscal consolidations and banking stability
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Identifying the effects of government spending shocks with and without expected reversal
an approach based on U.S. real-time data -
Fiscal consolidations and bank balance sheets
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Transmission of government spending shocks in the Euro area
time variation and driving forces -
Transmission of government spending shocks in the euro area
time variation and driving forces -
Changing patterns of risk-sharing channels in the United States and the euro area
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Private and public risk sharing in the Euro area
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Foreign banks and the doom loop
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Foreign banks and the doom loop
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Identifying the effects of government spending shocks with and without expected reversal
an approach based on U.S. real-time data -
Real-time data and fiscal policy analysis
a survey of the literature