Jan Libich
Biographic Data
| ID | 9613516 |
|---|---|
| NAME | Jan Libich |
| GIVEN NAMES | Jan |
| FAMILY NAME | Libich |
| SIGNATURE | LIBICH J |
| AFFILIATIONS | VSB - Technical University of Ostrava |
| ORCID | 0000-0002-2991-2228 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Holding the economy by the tail
We put forward a macro-financial empirical modeling framework that can examine the tails of distributions of macroeconomic variables and the implied risks. It does so without quantile regression, also allowing for non-normal distributions. The framework offers a number of relevant insights into higher moments of the US output growth distribution, as well as the effects of monetary policy and financial (risk premia) shocks on downside macroeconomi…
Monetary Policy Facing Fiscal Indiscipline under Generalized Timing of Actions
The paper analyzes interactions between monetary and fiscal policies, both in a single-country and in a monetary-union setting. As the policy interactions are strategic, we use game-theoretic methods. Specifically, we develop a framework that allows for an arbitrary, possibly stochastic timing of moves. Our analysis identifies a number of institutional and policy variables that influence the interplay and outcomes of monetary and fiscal policies,…
No prominent works on this page.
Monetary Policy Facing Fiscal Indiscipline under Generalized Timing of Actions
The paper analyzes interactions between monetary and fiscal policies, both in a single-country and in a monetary-union setting. As the policy interactions are strategic, we use game-theoretic methods. Specifically, we develop a framework that allows for an arbitrary, possibly stochastic timing of moves. Our analysis identifies a number of institutional and policy variables that influence the interplay and outcomes of monetary and fiscal policies,…
Holding the economy by the tail
We put forward a macro-financial empirical modeling framework that can examine the tails of distributions of macroeconomic variables and the implied risks. It does so without quantile regression, also allowing for non-normal distributions. The framework offers a number of relevant insights into higher moments of the US output growth distribution, as well as the effects of monetary policy and financial (risk premia) shocks on downside macroeconomi…
Economics (2 works) · Macroeconomics (2 works) · Monetary economics (2 works) · Monetary policy (2 works) · Monetary Policy and Economic Impact (2 works) · Downside risk (1 work) · Econometrics (1 work) · Economic theories and models (1 work) · Financial crisis (1 work) · Financial economics (1 work)