Katrin Rabitsch
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Katrin |
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Rabitsch |
Identifer
Contact
Affiliations
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WU Wirtschaftsuniversität Wien
/ Department Volkswirtschaft
Research profile
author of:
- An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle (RePEc:bla:reviec:v:24:y:2016:i:2:p:422-446)
by Katrin Rabitsch - A two-period model with portfolio choice: Understanding results from different solution methods (RePEc:eee:ecolet:v:124:y:2014:i:2:p:239-242)
by Rabitsch, Katrin & Stepanchuk, Serhiy - Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model (RePEc:eee:ecolet:v:130:y:2015:i:c:p:75-79)
by Punzi, Maria Teresa & Rabitsch, Katrin - Asset pricing with free entry and exit of firms (RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002087)
by Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - Economic forecasting with an agent-based model (RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891)
by Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin - Capital liberalization and the US external imbalance (RePEc:eee:inecon:v:87:y:2012:i:1:p:36-49)
by Prades, Elvira & Rabitsch, Katrin - International portfolios: A comparison of solution methods (RePEc:eee:inecon:v:97:y:2015:i:2:p:404-422)
by Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor - Effectiveness of macroprudential policies under borrower heterogeneity (RePEc:eee:jimfin:v:85:y:2018:i:c:p:251-261)
by Punzi, Maria Teresa & Rabitsch, Katrin - Determinants of fiscal multipliers revisited (RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418301794)
by Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks (RePEc:ete:ceswps:630040)
by Elizaveta Lukmanova & Katrin Rabitsch - An estimated two-country DSGE model of Austria and the Euro Area (RePEc:kap:empiri:v:36:y:2009:i:1:p:123-158)
by Fritz Breuss & Katrin Rabitsch - The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies (RePEc:mcb:jmoncb:v:44:y:2012:i:4:p:603-629)
by Katrin Rabitsch - 10th Annual Macroeconomic Research Workshop at MNB: Fiscal Rebalancing, Public Debt, and its National and Global implications (RePEc:mnb:bullet:v:7:y:2012:i:1:p:18-26)
by Katrin Rabitsch - Capital liberalization and the US external imbalance (RePEc:mnb:wpaper:2009/4)
by Elvira Prades & Katrin Rabitsch - The role of financial market structure and the trade elasticity for monetary policy in open economies (RePEc:mnb:wpaper:2010/5)
by Katrin Rabitsch - Determinants of Fiscal Multipliers Revisited (RePEc:mnb:wpaper:2019/3)
by Roman Horvath & Lóránt Kaszab & Ales Marsal & Katrin Rabitsch - Asset Pricing with Free Entry and Exit of Firms (RePEc:mnb:wpaper:2022/5)
by Lorant Kaszab & Ales Marsal & Katrin Rabitsch - International Portfolios: A Comparison of Solution Methods (RePEc:red:sed013:1146)
by Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch - Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach (RePEc:ris:sbgwpe:2019_005)
by Huber, Florian & Rabithsc, Katrin - Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion (RePEc:svk:wpaper:1064)
by Ales Marsal & Katrin Rabitsch & Lorant Kaszab - Undesired Consequences of Calvo Pricing in a Non-linear World (RePEc:svk:wpaper:1091)
by Ales Marsal & Katrin Rabitsch & Lorant Kaszab - An Estimated Two-Country DSGE Model of Austria and the Euro Area. FIW Working Paper (RePEc:wfo:wstudy:60008)
by Fritz Breuss & Katrin Rabitsch - International Portfolios: A Comparison of Solution Methods (RePEc:wiw:wiwwuw:wuwp159)
by Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov - Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model (RePEc:wiw:wiwwuw:wuwp189)
by Maria Teresa Punzi & Katrin Rabitsch - Buffer stock savings in a New-Keynesian business cycle model (RePEc:wiw:wiwwuw:wuwp231)
by Katrin Rabitsch & Christian Schoder - Borrower heterogeneity within a risky mortgage-lending market (RePEc:wiw:wiwwuw:wuwp241)
by Maria Teresa Punzi & Katrin Rabitsch - Effectiveness of macroprudential policies under borrower heterogeneity (RePEc:wiw:wiwwuw:wuwp253)
by Maria Teresa Punzi & Katrin Rabitsch - New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks (RePEc:wiw:wiwwuw:wuwp274)
by Elizaveta Lukmanova & Katrin Rabitsch - Determinants of Fiscal Multipliers Revisited (RePEc:wiw:wiwwuw:wuwp294)
by Roman Horvath & Lorant Kaszab & Ales Marsal & Katrin Rabitsch - Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach (RePEc:wiw:wiwwuw:wuwp295)
by Florian Huber & Katrin Rabitsch - Trend inflation meets macro-finance: the puzzling behavior of price dispersion (RePEc:wiw:wiwwuw:wuwp304)
by Lorant Kaszab & Ales Marsal & Katrin Rabitsch - Asset Pricing with Free Entry and Exit of Firms (RePEc:wiw:wiwwuw:wuwp324)
by Lorant Kaszab & Ales Marsal & Katrin Rabitsch - Asset Pricing with Costly and Delayed Firm Entry (RePEc:wiw:wiwwuw:wuwp325)
by Lorant Kaszab & Ales Marsal & Katrin Rabitsch - International Portfolios: A Comparison of Solution Methods (RePEc:wiw:wus005:4068)
by Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor - A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods (RePEc:wiw:wus005:4076)
by Rabitsch, Katrin & Stepanchuk, Serhiy - Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model (RePEc:wiw:wus005:4348)
by Punzi, Maria Teresa & Rabitsch, Katrin - Buffer stock savings in a New-Keynesian business cycle model (RePEc:wiw:wus005:5158)
by Rabitsch, Katrin & Schoder, Christian - Borrower heterogeneity within a risky mortgage-lending market (RePEc:wiw:wus005:5429)
by Rabitsch, Katrin & Punzi, Maria Teresa - Effectiveness of macroprudential policies under borrower heterogeneity (RePEc:wiw:wus005:5731)
by Punzi, Maria Teresa & Rabitsch, Katrin - New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks (RePEc:wiw:wus005:6681)
by Lukmanova, Elizaveta & Rabitsch, Katrin - Determinants of Fiscal Multipliers Revisited (RePEc:wiw:wus005:7167)
by Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach (RePEc:wiw:wus005:7210)
by Huber, Florian & Rabitsch, Katrin - Trend inflation meets macro-finance: the puzzling behavior of price dispersion (RePEc:wiw:wus005:7809)
by Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - Asset Pricing with Free Entry and Exit of Firms (RePEc:wiw:wus005:8645)
by Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - Asset Pricing with Costly and Delayed Firm Entry (RePEc:wiw:wus005:8646)
by Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin - The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies (RePEc:wly:jmoncb:v:44:y:2012:i:4:p:603-629)
by Katrin Rabitsch - An Estimated Two Country DSGE Model of Austria and the Euro Area (RePEc:wsr:wpaper:y:2008:i:017)
by Fritz Breuss & Katrin Rabitsch - Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model (RePEc:zbw:fmpwps:24)
by Punzi, Maria Teresa & Rabitsch, Katrin - An incomplete markets explanation of the UIP puzzle (RePEc:zbw:fmpwps:53)
by Rabitsch, Katrin - A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods (RePEc:zbw:fmpwps:6)
by Rabitsch, Katrin & Stepanchuk, Serhiy - Buffer stock savings in a New-Keynesian business cycle model (RePEc:zbw:fmpwps:64)
by Rabitsch, Katrin & Schoder, Christian - Borrower heterogeneity within a risky mortgage-lending market (RePEc:zbw:fmpwps:67)
by Punzi, Maria Teresa & Rabitsch, Katrin