Warehouse / Authors / Harald Uhlig

Harald Uhlig

Papers by Harald Uhlig tracked in the Macro Paper Warehouse.

4 papers tracked 0 forthcoming 2 classics

Showing 4 papers

Forthcoming American Economic Journal: Macroeconomics

Interbank Rate Uncertainty and Bank Lending

Carlo Altavilla · Giacomo Carboni · Michele Lenza · Harald Uhlig

This paper asks whether uncertainty in the interbank market — distinct from general macroeconomic uncertainty — raises the cost of bank credit to firms, and whether bank-specific characteristics …

Banking Credit Monetary Policy Financial Markets Macro Dynamics

Online First Review of Economic Studies Online 21 May 2026

Money Markets, Collateral and Monetary Policy

Fiorella De Fiore · Marie Hoerova · Ciaran Rogers · Harald Uhlig

The paper studies the euro area interbank money markets during the global financial crisis (2007–09) and sovereign debt crisis (2010–15), documenting four empirical regularities and building a …

Money Markets Liquidity Financial Frictions Monetary Policy Transmission Free Read ↗

Published Classic American Economic Review Published May 2010

Some Fiscal Calculus

Harald Uhlig

In a calibrated neoclassical growth model with distortionary labor and capital taxes, an ARRA-style government spending increase produces short-run net-present-value fiscal multipliers above one, but …

Dsge Models Free Read ↗

Published Classic Journal of Monetary Economics Published Mar 2005

What are the effects of monetary policy on output? Results from an agnostic identification procedure

Harald Uhlig

This 2005 Journal of Monetary Economics paper by Harald Uhlig proposes an "agnostic" sign-restriction procedure for identifying monetary policy shocks in a VAR, designed to test rather than assume the …

Structural Var Monetary Policy Shocks