Rob Luginbuhl

wetenschappelijk medewerker, Sector 2 Macro-analyse

+31 6 11301400 R.E.Luginbuhl@cpb.nl

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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

Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model, Pdf, 1.1 MB

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.... →

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February 13, 2020

Are the savings of Dutch households optimal?

Are the savings of Dutch households optimal?, Pdf, 6.4 MB

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... →

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June 7, 2019

Estimates of the Financial Cycle for Advanced Economies

Estimates of the Financial Cycle for Advanced Economies, Pdf, 1.5 MB

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

Estimating the Impact of the Financial Cycle on Fiscal Policy, Pdf, 391.8 KB

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

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March 29, 2018

De verscheidenheid van vermogens van huishoudens

De verscheidenheid van vermogens van huishoudens, Dutch, Pdf, 1.3 MB

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,... →

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