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Documentos de investigación	Encontrados 25 registros 16 - 25 ir al registro:	La búsqueda tardó 0.01 segundos.

16.

36 p, 301.5 KB

The daily market for funds in Europe : what has changed with the EMU? / Pérez Quirós, Gabriel ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
This paper presents evidence that the existence of deposit and lending facilities combined with an averaging provision for the reserve requirement are powerful tools to stabilize the overnight rate. We reach this conclusion by comparing the behavior of this rate in Germany before and after the start of the EMU. [...]
2006 (Working papers ; 559.03) - DOI (Digital Object Identifier)

10.1353/mcb.2006.0023

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17.

34 p, 554.8 KB

How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes / Rodríguez López, Jesús ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
This paper analyzes the linkages between the credibility of a target zone regime, the volatility of the exchange rate, and the width of the band where the exchange rate is allowed to fluctuate. These three concepts should be related since the band width induces a trade-off between credibility and volatility. [...]
2006 (Working papers ; 593.03)

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18.

39 p, 329.5 KB

Credit markets and the propagation of monetary policy shocks / Bohacek, Radim ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
This paper analyzes the propagation of monetary policy shocks through the creation of credit in an economy. Models of the monetary transmission mechanism typically feature responses which last for a few quarters contrary to what the empirical evidence suggests. [...]
2006 (Working papers ; 599.04)

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19.

32 p, 218.3 KB

The behavior of money velocity in low and high inflation countries / Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
This paper presents a general equilibrium model of money demand where the velocity of money changes in response to endogenous fluctuations in the interest rate. The parameter space can be divided into two subsets: one where velocity is constant as in standard cash-in-advance models, and another one where velocity fluctuates as in Baumol (1952). [...]
2006 (Working papers ; 600.04)

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20.

33 p, 317.1 KB

Interest rate determination in the interbank market / Gaspar, Vitor ; Pérez Quirós, Gabriel ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
The purpose of this paper is to study the determinants of equilibrium in the market for daily funds. We use the EONIA panel database which includes daily information on the lending rates applied by contributing commercial banks. [...]
2006 (Working papers ; 603.04)

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21.

33 p, 411.2 KB

On the identification of monetary (and other) shocks / Menner, Martin ; Rodríguez Mendizábal, Hugo ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
The purpose of this paper is twofold. First, we construct a DSGE model which spells out explicitly the instrumentation of monetary policy. The interest rate is determined every period depending on the supply and demand for reserves which in turn are affected by fundamental shocks: unforeseeable changes in cash withdrawal, autonomous factors, technology and government spending. [...]
2006 (Working papers ; 650.05)

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22.

173 p, 1.1 MB

Essays on macroeconomic dynamics / Álvarez Lois, Pedro Pablo ; Rodríguez Mendizábal, Hugo, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
El objetivo de esta tesis es la de explorar el comportamiento de los agentes económicos en un entorno cambiante, desarrollando modelos que son estructuras dinámicas genuinas, construidas sobre sólidos fundamentos macroeconómicos. [...]
The thrust of this Thesis is to explore the behavior of economic agents in a changing environment, developing models which are genuine dynamic structures built on solid macroeconomic foundations. The Thesis is organized in two separate parts. [...]
Bellaterra : Universitat Autònoma de Barcelona, 2002

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23.

155 p, 606.5 KB

Essays on monetary and fiscal policy : PhD Dissertation / Blas Pérez, Beatriz de ; Rodríguez Mendizábal, Hugo, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
Esta tesis estudia cuestiones de política monetaria y fiscal en macroeconomías con fricciones financieras. El Capítulo 1 analiza numéricamente el funcionamiento de reglas de política monetaria en economías con y sin imperfecciones financieras. [...]
This dissertation analyzes monetary and fiscal policy issues in macroeconomies with financial frictions. Chapter 1 analyzes numerically the performance of monetary policy rules in economies with and without financial imperfections. [...]
Bellaterra : Universitat Autònoma de Barcelona, 2003

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24.

146 p, 1.0 MB

Essays on the transmission mechanism of monetary policy / Moschitz, Julius ; Rodríguez Mendizábal, Hugo, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Pérez Quirós, Gabriel, dir.
Esta tesis estudia los efectos y la eficacia de la política monetaria. A grandes rasgos, el banco central cambia los tipos de interés a corto plazo y, a través de la estructura temporal, también se ven afectados los tipos de interés a largo plazo. [...]
This thesis studies the effects and effectiveness of monetary policy. In a stylized way, the central bank changes the short-term interest rate and, via the term structure, long-term interest rates are affected. [...]
Bellaterra : Universitat Autònoma de Barcelona, 2005

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25.

123 p, 671.5 KB

Exchange rate and welfare in small open economies / Világi, Balázs ; Rodríguez Mendizábal, Hugo, dir. (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
La tesis adapta modelos macroeconómicos recientes de economías abiertas para analizar los problemas que caracterizan los países emergentes de Europa del Este. En particular, se estudia los efectos que el crecimeinto asimétrico de la productividad tiene sobre el tipo de cambio real, el tipo de cambio real interno, esto es, el precio relativo de los bienes comerciables respecto a los no comerciables y el tipo de cambio real externo, esto es, el precio relativo entre los bienes comerciables nacionales y extranjeros. [...]
The thesis adapts the models of new open economy macroeconomics to the special problems of a certain group of emerging market economies, namely the economies of European post-communist countries. It studies the effects of asymmetric productivity growth for the CPI-based real exchange rate, the internal real exchange rate, i. [...]
Bellaterra : Universitat Autònoma de Barcelona, 2006

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