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q-fin.GN2014
The role of the "Maximizing Output Growth Inflation Rate" in monetary policy
Dominique Pepin
The paper discusses the role of monetary policy when potential output depends on the inflation rate. If the intention of the central bank is to maximize actual output growth, then…
q-fin.CP2014
A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests
Claudiu Tiberiu Albulescu, Dominique Pepin, Aviral Kumar Tiwari
This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European…
q-fin.CP2014
Asset Prices and Risk Aversion
Dominique Pepin
The standard asset pricing models (the CCAPM and the Epstein-Zin non-expected utility model) counterintuitively predict that equilibrium asset prices can rise if the representative…