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Displaying results 1 to 3 of 3.

  1. The effects of a money-financed fiscal stimulus under fiscal stress
    Author: Jin, Hao; Wang, Junfeng
    Published: April 10, 2023
    Publisher:  CAEPR, Center for Applied Economics and Policy Research, [Bloomington, IN]

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 522
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAEPR working paper ; #2023, 006
    Subjects: Fiscal Stimulus; Fiscal Stress; Seigniorage; Government Debt
    Scope: 1 Online-Ressource (circa 67 Seiten), Illustrationen
  2. Exchange Rates and Government Debt
    Author: Favaretto, Federico
    Published: 2023
    Publisher:  SSRN, [S.l.]

    This paper studies how government debt variables impact estimates of the classic and new UIP puzzles for quarterly data between 2000 and 2020 of 6 developed countries in relation to the United States. I estimate country-pair VECMs to model... more

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
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    This paper studies how government debt variables impact estimates of the classic and new UIP puzzles for quarterly data between 2000 and 2020 of 6 developed countries in relation to the United States. I estimate country-pair VECMs to model cointegration relations between debt variables, price differences, interest rates differences and nominal exchange rate. I compare this framework with one without debt variables following Engel (2016) using quarterly data between 1979 and 2020. In the framework without debt, I don’t find the new UIP puzzle while in the framework with debt, I do find it. Government debt variables are significant and alter the sign of co-movements between difference in interest rates and far-ahead ex-post and ex-ante excess currency returns. The magnitude of the effect is economically relevant. Government debts coefficients cannot be uniquely associated with convenience yield story

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: BAFFI CAREFIN Centre Research Paper ; No. 198
    Subjects: Exchange Rates; Government Debt; UIP puzzle; Excess Currency Returns
    Other subjects: Array
    Scope: 1 Online-Ressource (86 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 8, 2023 erstellt
  3. State and local pension funds 2022
    Author: Giesecke, Oliver; Rauh, Joshua
    Published: [2023]
    Publisher:  [Stanford Graduate School of Business], [Stanford, CA]

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    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Rechte
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: [Stanford University Graduate School of Business research paper ; no. 4671133]
    Subjects: Public Pensions; State and Local Government; Retirement Policies; PensionCost; Government Debt
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen