Colloque international 2008 sur le thème "Towards an integrated macro-finance framework for monetary policy analysis"

16-17 octobre 2008 - Auditorium de la Banque nationale de Belgique à Bruxelles

Monetary aggregates and liquidity in a neo-Wicksellian framework
Matthew Canzoneri, Robert Cumby, Behzad Diba, David López-Salido
Working Paper 141 (pdf - 256k)  Presentation (pdf - 132k)
Discussion by P. Teles (pdf - 104k)

Liquidity, inflation and asset prices in a timevarying framework for the euro area
Christiane Baumeister, Eveline Durinck, Gert Peersman
Working Paper 142 (pdf - 2750k)  Presentation (ppt - 1.488k)
Discussion by K. Tsatsaronis (ppt - 504k)

The bond premium in a DSGE model with long-run real and nominal risks
Glenn D. Rudebusch, Eric T. Swanson
Working Paper 143 (pdf - 314k)  Presentation (pdf - 695k)
Discussion by D. Vestin (ppt - 570k)

Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model
Hans Dewachter
Working Paper 144 (pdf - 562k)  Presentation (pdf - 530k)  Slides (pdf - 507k)
Discussion by T. Laubach (pdf - 306k)

Housing market spillovers: evidence from an estimated DSGE model
Matteo Iacoviello, Stefano Neri
Working Paper 145 (pdf - 658k)  Presentation (pdf - 650k)
Discussion by K. Walentin (pdf - 138k)

Credit frictions and optimal monetary policy
Vasco Cúrdia, Michael Woodford
Working Paper 146 (pdf - 862k)   Presentation (pdf - 649k)
Discussion by F. Smets (ppt - 1.870k)

Central bank misperceptions and the role of money in interest rate rules
Guenter Beck, Volker Wieland
Working Paper 147 (pdf - 345k)   Presentation (ppt - 1.996k) 
Discussion by F. Collard (pdf - 177k)

Financial (in)stability, supervision and liquidity injections: a dynamic general equilibrium approach
Gregory de Walque, Olivier Pierrard, Abdelaziz Rouabah
Working Paper 148 (pdf - 292k)   Presentation (pdf - 89k)
Discussion by D.P. Tsomocos (pdf - 90k)

Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study
Katrin Assenmacher-Wesche, Stefan Gerlach
Working Paper 149 (pdf - 457k)   Presentation (pdf - 501k)
Discussion by C. Goodhart (ppt - 45k)

Risk premiums and macroeconomic dynamics in a heterogeneous agent model
Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens, Raf Wouters
Working Paper 150 (pdf - 568k)   Presentation (pdf - 527k)
Discussion by M. Juillard (pdf - 95k)

Financial factors in economic fluctuations
Lawrence J. Christiano, Roberto Motto, Massimo Rostagno
Presentation (pdf - 995k)    Discussion by W. den Haan (pdf - 554k)