FinMaP: Financial Distortions and Macroeconomic Performance

Type Research Project

Funding Bodies
  • EU - European Commission

Duration Jan. 1, 2014 - Dec. 31, 2016

http://www.finmap-fp7.eu/home.html
  • Institute for International Economics and Development IN (Details)

Tags

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  • Punzi, Maria Teresa (Former researcher)
  • Rabitsch-Schilcher, Katrin (Details) Project Head
  • Schoder, Christian (Former researcher)

Partners

  • Universitá Politechnica delle Marche - Italy
  • Kiel University - Germany
  • Ustav Teorie Informace a Automatizace AV CR - Czech Republic
  • London School of Economics - United Kingdom http://www.lse.ac.uk/
  • Centre for European Economic Research (ZEW) - Germany
  • Universitat Jaume I de Castellon - Spain

Publications

Journal article

2018 Punzi, Maria Teresa, Rabitsch-Schilcher, Katrin. 2018. Effectiveness of macroprudential policies under borrower heterogeneity. Journal of International Money and Finance, 85, 251-261. (Details)
2015 Rabitsch, Katrin, Stepanchuk, Serhiy, Tsyrennikov, Viktor. 2015. International Portfolios: A Comparison of Solution Methods. Journal of International Economics 97, 404-422. open access (Details)
  Punzi, Maria Teresa, Rabitsch, Katrin. 2015. Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. Economics Letters 130, 75-79. open access (Details)
2014 Rabitsch, Katrin and Stepanchuk, Serhiy. 2014. A two-period model with portfolio choice: Understanding results from different solution methods. Economics Letters 124 (2), 239-242. open access (Details)
  Mendicino, Caterina and Punzi, Maria Teresa. 2014. House prices, capital inflows and macroprudential policy. Journal of Banking and Finance 49, 337-355. open access (Details)

Working/discussion paper, preprint

2014 Rabitsch, Katrin, Punzi, Maria Teresa. 2014. Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. WU Economics Working Paper #189. open access (Details)
  Rabitsch, Katrin, Stepanchuk, Serhiy. 2014. A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. WU Economics Working Paper #162. open access (Details)

Classification

Expertise

  • Financial market imperfections, macroeconomic modelling