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JacobsonLindeRoszbach-jbf-version3-20050630

02/03/2018 317,5 kB -

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies. Tor Jacobson Jesper Lindé Kasper Roszbach∗† First version: December 2003 This version: 5 August 2005 Abstract Although much research has

walentin_CFBGG

23/02/2018 272,3 kB -

Asset pricing implications of two nancial accelerator models� Karl Walentiny New York University April 2005 Abstract This paper compares two nancial accelerator models by analyzing their respective cyclical characteristics of the external

DP7083

25/05/2020 690,6 kB -

DISCUSSION PAPER SERIES ABCD www.cepr.org Available online at: www.cepr.org/pubs/dps/DP7083.asp www.ssrn.com/xxx/xxx/xxx No. 7083 FIRM DEFAULT AND AGGREGATE FLUCTUATIONS Tor Jacobson

AppendicesAandB_2011_final

02/03/2018 879,2 kB -

Appendix A Data A.1 Denition of default As described in Section 2, the default denition we adopt is the following: a rm is considered to be in default whenever one of the following events occurs: the rm is declared legally bankrupt; has

JacobsonLindeRoszbach_2011_final

11/02/2018 767,6 kB -

Firm Default and Aggregate Fluctuations� Tor Jacobson Jesper Lindé Kasper Roszbach July 5, 2011 Abstract This paper studies the relationship between macroeconomic uctuations and corporate defaults while conditioning on industry a¢ liation and

foe_CTWinvoluntary_main

23/02/2018 889,2 kB -

Involuntary Unemployment and the Business Cycle Lawrence J. Christianoy, Mathias Trabandtz, Karl Walentinx June 11, 2012 Abstract Can a model with limited labor market insurance explain standard macro- and labor market data jointly? We seek to

foe_Illiquid_boel_131010

01/03/2018 311,5 kB -

Efficient Monetary Allocations and the Illiquidity of Bonds1 Paola Boel Gabriele Camera Bowdoin College Purdue University pboel@bowdoin.edu Gcamera@mgmt.purdue.edu July 2006 Abstract We construct a monetary economy with heterogeneity in

foe_Welfare_Cost_OECD_boel_131010

01/03/2018 601,4 kB -

THE WELFARE COST OF INFLATION IN OECD COUNTRIES† P. Boel Bowdoin College G. Camera Purdue University –––––––––––––––– †We thank two referees for thoughtful comments and suggestions, as well as B. Aruoba, J. P. Díaz, Y. Wen, R. Wright and

foe_De Graeve and Walentin_140307

23/02/2018 226,3 kB -

Rening Stylized Facts from Factor Models of Ination� Ferre De Graeveyand Karl Walentinz March 2014 Abstract Factor models of disaggregate ination indices suggest that sectoral shocks gen- erate the bulk of sectoral ination variance, but no

foe_Walentin_appendix_151221

12/02/2018 294,6 kB -

Online Appendices for Business Cycle Implications of Mortgage Spreads Karl Walentin July 2014 Business Cycle Implications of Mortgage Spreads 1 A Appendix with additional results and interpretation A1. Parameter uncertainty in baseline