Ed. Amigos
Pamplona, Navarra 31009
Spain
School of Economics and Business, University of Navarra
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Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy
monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve
Phillips curve, term structure, New-Keynesian model
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Monetary policy, inflation target, term structure of interest rates, Phillips curve
Systemic risk, Global banking, CoVaR
Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements
banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements
New Keynesian Model, Rational Expectations Solution, Monetary Policy, Structural Shocks, FIML Estimation
Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets
Sovereign Debt Crisis, Exposure, Panel Data
Global Financial Crisis (GFC); COVID-19; local sovereign debt; death ratio; curative beds
COVID-19, curative beds, death ratio, Global Financial Crisis, local sovereign debt
Inflation Targeting, Europe, Central Bank Policy, Structural Analysis, Shocks, Propagation
Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions
Rational Expectations; Forward Method; Forward Solution; No-Bubble Condition
Regime-Switching, Zero Lower Bound, Determinacy, Fiscal Policy, Discount Factor
U.S. yield curve, stochastic trend, fractional cointegration, term premium, international yield curves
yield curve, yield slope, term premium, risk-neutral spread, predictive power, economic activity, recessions, monetary policy
Value At Risk, Systemic Risk, Tail-risk Dependence, Downside Risk, Banking Systems, Commercial Banks, Economic Models, Financial Risk, Risk Management, Econometric Methods: - Multiple/simultaneous Equation Models, General Financial Markets, Financial Institutions And Services
Interest rate structures, Bonds, Monetary policy, Developed countries, Economic models, Yield Curve, Global Factors, FAVAR, Affine Term Structure Models, Term Premium, inflation, monetary economics, expansionary monetary policy, monetary policies, economic instability, inflation forecasts, expansionary monetary policies, monetary fund, real interest rate, reduction of inflation, monetary authorities, inflationary expectations
Feedback Loop, Sovereign-Bank, Policy Measures, Banking Regulation
Interest Rates, Term Premium, Fractional Integration
Structural Equation Model, Risk Appetite, Latent Index, Europe
risk sharing, country portfolios, contract enforcement, working capital, leverage
Technology shocks, hours worked, fractional integration
Consumption Smoothness, Permanent Income Hypothesis, Long Memory, Structural Breaks, Monthly Frequency
monetary policy, ECB, asset purchase programme, yield curve, term premium, risk-neutral rate
Corruption, Transparency, Corporate Debt, Yields, Issuances
