Search Results - "Lindé, Jesper"

Journal Article

Should we use linearized models to calculate fiscal multipliers?

by Lindé, Jesper Trabandt, Mathias Published in Journal of applied econometrics (Chichester, England) (01.11.2018)

“...Summary We calculate the magnitude of the government consumption multiplier in linearized and nonlinear solutions of a New Keynesian model at the zero lower...”

Journal Article

Fiscal consolidation under imperfect credibility

by Lemoine, Matthieu Lindé, Jesper Published in European economic review (01.09.2016)

“...This paper examines the effects of expenditure-based fiscal consolidation when credibility as to whether the cuts will be long-lasting is imperfect. We...”

Journal Article

Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?

by Debortoli, Davide Kim, Jinill Lindé, Jesper Nunes, Ricardo Published in The Economic journal (London) (01.07.2019)

“...Abstract Yes, a dual mandate makes a lot of sense. This article studies how to design simple loss functions for central banks, as parsimonious approximations...”

Journal Article

Firm-specific capital, nominal rigidities and the business cycle

by Altig, David Christiano, Lawrence J Eichenbaum, Martin Lindé, Jesper Published in Review of economic dynamics (2011)

“...This paper formulates and estimates a three-shock U.S. business cycle model. The estimated model accounts for a substantial fraction of the cyclical variation...”

Journal Article

Bayesian estimation of an open economy DSGE model with incomplete pass-through

by Adolfson, Malin Laséen, Stefan Lindé, Jesper Villani, Mattias Published in Journal of international economics (2007)

“...In this paper, we develop a dynamic stochastic general equilibrium (DSGE) model for an open economy, and estimate it on Euro area data using Bayesian...”

Journal Article

Fiscal consolidation in a currency union: Spending cuts vs. tax hikes

by Erceg, Christopher J Lindé, Jesper Published in Journal of economic dynamics & control (01.02.2013)

“...This paper uses a two country DSGE model to examine the effects of tax-based vs. expenditure-based fiscal consolidation in a currency union. We find three key...”

eBook

The Costs of Macroprudential Deleveraging in a Liquidity Trap

by Karl Walentin Jesper Lindé Daria Finocchiaro Mr.Jiaqian Chen Jiaqian Chen Daria Finocchiaro Jesper Lindé Karl Walenti
12.06.2020

“...We examine the effects of various borrower-based macroprudential tools in a New Keynesian environment where both real and nominal interest rates are low. Our...”

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Journal Article

Fiscal Consolidation in an Open Economy

by Christopher J. Erceg Jesper Lindé Published in The American economic review (01.05.2012)

“...his paper uses a New Keynesian DSGE model of a small open economy to compare how the effects of fiscal consolidation differ depending on whether monetary...”

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Journal Article

Jump-Starting the Euro-Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?

by Blanchard, Olivier Erceg, Christopher J Lindé, Jesper Published in NBER macroeconomics annual (01.01.2017)

“...We show that a fiscal expansion by the core economies of the euro area would have a large and positive impact on periphery GDP assuming that policy rates...”

eBook

The Macroeconomic Effects of Trade Tariffs

by Mr.Andrea Pescatori Jesper Lindé Andrea Pescator
10.07.2017

“...We study the robustness of the Lerner symmetry result in an open economy New Keynesian model with price rigidities. While the Lerner symmetry result of no real...”

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Journal Article

Evaluating an estimated new Keynesian small open economy model

by Adolfson, Malin Laséen, Stefan Lindé, Jesper Villani, Mattias Published in Journal of economic dynamics & control (2008)

“...This paper estimates and tests a new Keynesian small open economy model in the tradition of Christiano et al. [2005. Nominal rigidities and the dynamic effects...”

Journal Article

The effects of permanent technology shocks on hours: Can the RBC-model fit the VAR evidence?

by Lindé, Jesper Published in Journal of economic dynamics & control (2009)

“...I show that a standard RBC-model can be used to explain why hours per capita decrease in response to a permanent technology shock when hours enter a vector...”

Journal Article

Corporate credit risk modeling and the macroeconomy

by Carling, Kenneth Jacobson, Tor Lindé, Jesper Roszbach, Kasper Published in Journal of banking & finance (01.03.2007)

“...Despite a surge in the research efforts put into modeling credit and default risk during the past decade, few studies have incorporated the impact that...”

Journal Article

Optimal Monetary Policy in an Operational Medium-Sized DSGE Model

by MALIN ADOLFSON STEFAN LASÉEN JESPER LINDÉ LARS E.O. SVENSSON Published in Journal of money, credit and banking (01.10.2011)

“...We show how to construct optimal policy projections in Ramses, the Riksbank's open-economy medium-sized dynamic stochastic general equilibrium model for...”

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Journal Article

IS THERE A FISCAL FREE LUNCH IN A LIQUIDITY TRAP?

by Christopher Erceg Jesper Lindé Published in Journal of the European Economic Association (01.02.2014)

“...In this paper, we use a dynamic stochastic general equilibrium model to examine the effects of an expansion in government spending in a liquidity trap. If the...”

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Journal Article

Monetary policy trade-offs in an estimated open-economy DSGE model

by Adolfson, Malin Laséen, Stefan Lindé, Jesper Svensson, Lars E.O Published in Journal of economic dynamics & control (01.05.2014)

“...This paper studies the trade-offs between stabilizing CPI inflation and alternative measures of the output gap in Ramses, the Riksbank׳s estimated dynamic...”

Journal Article

Forecasting Performance of an Open Economy DSGE Model

by Adolfson, Malin Lindé, Jesper Villani, Mattias Published in Econometric reviews (12.04.2007)

“...This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model, estimated with Bayesian methods, for...”

Journal Article

DSGE models: still useful in policy analysis?

by Lindé, Jesper Published in Oxford review of economic policy (05.01.2018)

“...Abstract This paper discusses the usefulness of DSGE models in monetary and fiscal policy analysis. While the recent crisis has exposed some weaknesses in...”

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