Rob Luginbuhl

wetenschappelijk medewerker, Sector 2 Macro-analyse
Employee image
+31 6 11301400 R.E.Luginbuhl@cpb.nl
Centraal Planbureau

Bezuidenhoutseweg 30
2594 AV Den Haag


Publications

February 17, 2020

Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model

We propose a model-based method to estimate a unique financial cycle based on a rank-restricted multivariate state-space model. This permits us to use mixed-frequency data, allowing for longer sample periods....

Image for Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model
February 13, 2020

Are the savings of Dutch households optimal?

Dutch households (implicitly) have an unusual mix of assets. Particularly their high level of mortgage debts and pension entitlements stand out in an international context. In this paper we examine how Dutch household...

Image for Are the savings of Dutch households optimal?
June 7, 2019

Estimates of the Financial Cycle for Advanced Economies

Until recently, macroeconomic theory provided at most a small role for the financial system to influence the real economy. This changed with the collapse of Lehman Brothers in 2008 and the financial crisis which...

June 7, 2019

Estimating the Impact of the Financial Cycle on Fiscal Policy

We investigate the impact of the financial cycle on the effectiveness of fiscal policy.

Image for Estimating the Impact of the Financial Cycle on Fiscal Policy
March 29, 2018

De verscheidenheid van vermogens van huishoudens

De verschillen tussen huishoudens zijn groot als het gaat om vermogens en schulden. In deze notitie brengen we de heterogeniteit tussen huishoudens in kaart. We bekijken de verschillende componenten in samenhang,...