Stebėti
Katrin Rabitsch
Pavadinimas
Cituota
Cituota
Metai
Economic forecasting with an agent-based model
S Poledna, MG Miess, C Hommes, K Rabitsch
European Economic Review 151, 104306, 2023
1522023
International portfolios: A comparison of solution methods
K Rabitsch, S Stepanchuk, V Tsyrennikov
Journal of International Economics 97 (2), 404-422, 2015
662015
An estimated two-country DSGE model of Austria and the Euro Area
F Breuss, K Rabitsch
Empirica 36, 123-158, 2009
552009
The role of financial market structure and the trade elasticity for monetary policy in open economies
K Rabitsch
Journal of Money, Credit and Banking 44 (4), 603-629, 2012
412012
Effectiveness of macroprudential policies under borrower heterogeneity
MT Punzi, K Rabitsch
Journal of International Money and Finance, 2018
342018
New Evidence on Monetary Transmission: Interest Rate Versus Inflation Target Shocks
E Lukmanova, K Rabitsch
Available at SSRN 3437907, 2019
27*2019
Capital liberalization and the US external imbalance
E Prades, K Rabitsch
Journal of International Economics 87 (1), 36-49, 2012
222012
Borrower heterogeneity within a risky mortgage-lending market
K Rabitsch, MT Punzi
WU Vienna University of Economics and Business, 2017
17*2017
Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
MT Punzi, K Rabitsch
Economics Letters 130, 75-79, 2015
172015
An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle
K Rabitsch
Review of International Economics 24 (2), 422-446, 2016
15*2016
Determinants of fiscal multipliers revisited
R Horvath, L Kaszab, A Marsal, K Rabitsch
Journal of Macroeconomics 63, 103162, 2020
112020
A two-period model with portfolio choice: Understanding results from different solution methods
K Rabitsch, S Stepanchuk
Economics Letters 124 (2), 239-242, 2014
82014
Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks
E Lukmanova, K Rabitsch
European Economic Review, 104557, 2023
72023
Trend inflation meets macro-finance: the puzzling behavior of price dispersion
L Kaszab, A Marsal, K Rabitsch
22019
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach
F Huber, K Rabitsch
Working Papers in Economics, 2019
22019
Undesired consequences of Calvo pricing in a non-linear world
A Maršál, K Rabitsch, L Kaszab
Working and Discussion Papers WP 1, 2023, 2023
12023
Asset pricing with free entry and exit of firms
L Kaszab, A Marsal, K Rabitsch
Economics Letters, 110648, 2022
12022
Buffer stock savings in a New-Keynesian business cycle model
K Rabitsch, C Schoder
FinMaP-Working Paper, 2016
12016
Asset pricing with costly and delayed firm entry
L Kaszab, A Marsal, K Rabitsch
Macroeconomic Dynamics 28 (4), 855-879, 2024
2024
R* and Convergence
E Martin, K Rabitsch
IHS Working Paper Series, 2024
2024
Sistema negali atlikti operacijos. Bandykite vėliau dar kartą.
Straipsniai 1–20