Macroeconomics Department Publications

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1934 results, from 41
  • Refereed essays Web of Science

    Mass Vaccination and Educational Attainment: Evidence from the 1967–68 Measles Eradication Campaign

    We show that the first nationwide mass vaccination campaign against measles increased educational attainment in the United States. Our empirical strategy exploits variation in exposure to the childhood disease across states right before the Measles Eradication Campaign of 1967–68, which reduced reported measles incidence by 90 percent within two years. Our results suggest that mass vaccination against ...

    In: Journal of Health Economics 92 (2023), 102828, 21 S. | Philipp Barteska, Sonja Dobkowitz, Maarit Olkkola, Michael Rieser
  • Refereed essays Web of Science

    Accounting for Pension Wealth, the Missing Rich and Under-coverage: A Comprehensive Wealth Distribution for Germany

    This study constructs a comprehensive wealth distribution for Germany to inform debate in Germany and internationally on the distribution of wealth including pension entitlements. We estimate the net present value of pension wealth in Germany in 2012 and 2017 using Socio-Economic Panel (SOEP) data. When including pension wealth, German households’ wealth-income ratio increases from 570% to 850% in ...

    In: Economics Letters 231 (2023), 111299, 5 S. | Charlotte Bartels, Timm Bönke, Rick Glaubitz, Markus M. Grabka, Carsten Schröder
  • Refereed essays Web of Science

    The Signalling Channel of Negative Interest Rates

    Negative policy rates can convince markets that deposit rates will remain lower-for-longer, even when current deposit rates are constrained by zero. This is the signalling channel of negative interest rates. We analyse the optimality and effectiveness of negative rates in the context of this novel transmission channel. In a stylized model, we prove two necessary conditions for optimality: time-consistency ...

    In: Journal of Monetary Economics 138 (2023), S. 87-103 | Oliver de Groot, Alexander Haas
  • Refereed essays Web of Science

    Viral Shocks to the World Economy

    We construct a global index of epidemic news based on text analysis of newspapers from 17 countries. We apply the index to study the economic consequences of epidemics on the world economy in structural vector autoregressions. Epidemic shocks exert significantly and persistently negative effects on output and prices that last for up to two years. There is no quick recovery and no overshooting. The ...

    In: European Economic Review 158 (2023), 104526, 15 S. | Konstantin A. Kholodilin, Malte Rieth
  • Refereed essays Web of Science

    Insolvency Regimes and Cross-Border Investment Decisions

    This paper investigates the effect of insolvency regulation reforms on cross-border debt and equity investments at aggregate and sectoral levels. Using disaggregated data from the ECB’s Securities Holdings Statistics by Sector (SHSS) database and the OECD indicators on efficiency of insolvency regulations, we find that investors increase their debt and equity holdings in the countries that undertook ...

    In: Journal of International Money and Finance 131 (2023), 102795, 24 S. | Tatsiana Kliatskova, Loïc Baptiste Savatier, Michael Schmidt
  • Refereed essays Web of Science

    Factors Affecting Rental Prices in the Russian Empire

    In this study, we investigate the determinants of rental prices in Russian Empire prior to World War I and the variation of housing rents across cities. For our research, we use statistical data on 1232 cities in 1910. Our analysis shows that the urban rents in imperial Russia were affected by such city characteristics as its population structure, prices for different goods, and the geographical position. ...

    In: Voprosy ėkonomiki : ežemesjačnyj žurnal (2022), 7, S. 123-239 | Alisa Y. Raykovskaya, Marina A. Talantceva, Konstantin A. Kholodilin
  • Refereed essays Web of Science

    Do Words Hurt More than Actions? The Impact of Trade Tensions on Financial Markets

    We use machine learning techniques to quantify trade tensions between the United States and China. Our measure matches well-known events in the US-China trade dispute and is exogenous to the developments on global financial markets. Local projections show that rising trade tensions leave US markets largely unaffected, except for firms that are more exposed to China, while negatively impacting stock ...

    In: Journal of Applied Econometrics 37 (2022), 6, S. 1138-1159 | Massimo Ferrari Minesso, Frederik Kurcz, Maria Sole Pagliari
  • Refereed essays Web of Science

    Socio-economic and Demographic Factors Influencing the Spatial Spread of COVID-19 in the USA

    As the COVID-19 pandemic progressed in the USA, ‘hotspots’ shifted geographically over time to suburban and rural counties showing a high prevalence of the disease. We analyse population-adjusted confirmed case rates based on daily US county-level variations in COVID-19 confirmed case counts during the first several months of the pandemic (1 March 2020 through 23 May 2020) to evaluate the spatial dependence ...

    In: International Journal of Computational Economics and Econometrics 12 (2022), 4, S. 366-380 | Christopher F. Baum, Miguel Henry
  • Refereed essays Web of Science

    Where is the Consumer Center? A Case of St. Petersburg

    In an urban economy, the distribution of people and real estate prices depends on the location of the central business district of a city. As distance from the city center increases, both prices and population density diminish, for travel costs increase in terms of time and money. As manufacturing gradually leaves the cities, the importance of consumer amenities as attractors of population to the urban ...

    In: Regional Science Policy and Practice 14 (2022), 4, S. 916-938 | Konstantin A. Kholodilin, Irina Krylova, Darya Kryutchenko
  • Refereed essays Web of Science

    Sovereign Bonds since Waterloo

    This paper studies external sovereign bonds as an asset class. We compile a new database of 266,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering up to 91 countries. Our main insight is that, as in equity markets, the returns on external sovereign bonds have been sufficiently high to compensate for risk. Real ...

    In: The Quarterly Journal of Economics 137 (2022), 3, S. 1615–1680 | Josefin Meyer, Carmen M. Reinhart, Christoph Trebesch
1934 results, from 41
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