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Macroeconomic Dynamics

1997 - 2015

from Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 5, issue 05, 2001

GENERAL STRUCTURAL DYNAMIC ECONOMIC MODELING pp. 647-672 Downloads
Russel Cooper
BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS pp. 673-700 Downloads
Arnold Zellner and Bin Chen
AN INTERVIEW WITH KARL SHELL pp. 701-741 Downloads
Stephen Spear and 2 Null
DOES INTRAFIRM BARGAINING MATTER IN THE LARGE FIRM'S MATCHING MODEL? pp. 742-747 Downloads
Pierre Cahuc and Etienne Wasmer
SIZE AND POWER PROPERTIES OF THE AH TEST OF EVOLUTIONARY CHANGE pp. 748-763 Downloads
Phillip Wild

Volume 5, issue 04, 2001

THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH pp. 1-24 Downloads
Martin Lettau and Harald Uhlig
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS pp. 461-465 Downloads
Philip Hans Franses and Timo Ter svirta
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS pp. 466-481 Downloads
Clive Granger
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS pp. 482-505 Downloads
Heather Anderson and Farshid Vahid
MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP pp. 506-532 Downloads
Philip Rothman, Dick van Dijk and Philip Hans Null
THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE pp. 533-576 Downloads
Ming Chien Lo and Eric Zivot
VECTOR AUTOREGRESSIVE PROCESSES WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS pp. 577-597 Downloads
Antti Ripatti and Pentti Null
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY pp. 598-620 Downloads
John Chao, Valentina Corradi and Norman Swanson
NONLINEAR RISK pp. 621-646 Downloads
Marcelle Chauvet and Simon Potter

Volume 5, issue 03, 2001

MONEY TAXES, MARKET SEGMENTATION, AND SUNSPOT EQUILIBRIA pp. 327-352 Downloads
Todd Keister
LIQUIDITY, PRICES, SEIGNIORAGE, AND THE TRANSITION FROM BARTER TO FIAT MONEY pp. 353-379 Downloads
Young Sik Kim
TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC pp. 380-412 Downloads
Melvin Hinich and Phillip Wild
FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH pp. 413-433 Downloads
Aubhik Khan
AN INTERVIEW WITH PAUL A. VOLCKER pp. 434-460 Downloads
Perry Mehrling

Volume 5, issue 02, 2001

INTRODUCTION TO THE SPECIAL ISSUE: NEW APPROACHES TO LEARNING IN MACROECONOMIC MODELS pp. 143-147 Downloads
Jasmina Arifovic and James Bullard
GLOBAL STABILITY OF INFLATION TARGET POLICIES WITH ADAPTIVE AGENTS pp. 148-179 Downloads
Gian-Italo Bischi and Ramon Marimon
CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS pp. 180-203 Downloads
Cars Hommes and Barkley Rosser
PERFORMANCE OF RATIONAL AND BOUNDEDLY RATIONAL AGENTS IN A MODEL WITH PERSISTENT EXCHANGE-RATE VOLATILITY pp. 204-224 Downloads
Jasmina Arifovic
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET pp. 225-254 Downloads
Blake Lebaron
INDIVIDUAL LEARNING ABOUT CONSUMPTION pp. 255-271 Downloads
Todd W. Allen and Christopher Carroll
LEARNING AND EXCESS VOLATILITY pp. 272-302 Downloads
James Bullard and John Duffy
GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION pp. 303-325 Downloads
Bryan Routledge

Volume 5, issue 01, 2001

CONVERGENCE IN MONETARY INFLATION MODELS WITH HETEROGENEOUS LEARNING RULES pp. 1-31 Downloads
George Evans, Seppo Honkapohja and Ramon Marimon
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING pp. 32-55 Downloads
Catherine Bac, Jean-MicheI Chevet and Eric Ghysels
STABILIZING MACROECONOMIC FLUCTUATIONS IN THE EMU pp. 56-80 Downloads
Bas Van Aarle
COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS pp. 81-100 Downloads
Alexander Benkwitz, Helmut L tkepohl and Juergen Wolters
AN INTERVIEW WITH MILTON FRIEDMAN pp. 101-131 Downloads
John Taylor
ON RANDOM MATCHING, MONETARY EQUILIBRIA, AND SUNSPOTS pp. 132-142 Downloads
Huberto Ennis

Volume 4, issue 04, 2000

FINANCIAL INTERMEDIATION AND AGGREGATE FLUCTUATIONS: A QUANTITATIVE ANALYSIS pp. 423-447 Downloads
Russell Cooper and Jo o Ejarque
EXPECTATIONS, CREDIBILITY, AND TIME-CONSISTENT MONETARY POLICY pp. 448-466 Downloads
Peter Ireland
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING pp. 467-486 Downloads
Eric Ghysels
A NEW LOOK AT THE DIAMOND SEARCH MODEL: STOCHASTIC CYCLES AND EQUILIBRIUM SELECTION IN SEARCH EQUILIBRIUM pp. 487-505 Downloads
Masanao Aoki and Yoshimasa Shirai
VOLUME VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL pp. 506-533 Downloads
Chiente Hsu
AGGREGATE PHILLIPS CURVES ARE NOT ALWAYS VERTICAL: HETEROGENEITY AND MISMATCH IN MULTIREGION OR MULTISECTOR ECONOMIES pp. 534-546 Downloads
Andrew Hughes Hallett
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION pp. 547-572 Downloads
Adrian R. Fleissig, A. Gallant and John Seater

Volume 4, issue 03, 2000

CONVERGENCE OF ADAPTIVE LEARNING AND EXPECTATIONAL STABILITY: THE CASE OF MULTIPLE RATIONAL-EXPECTATIONS EQUILIBRIA pp. 263-288 Downloads
Maik Heinemann
MONEY, SEARCH, AND COSTLY MATCHMAKING pp. 289-323 Downloads
Gabriele Camera
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT pp. 324-342 Downloads
Adrian R. Fleissig, Alastair Hall and John Seater
STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE pp. 343-372 Downloads
Fabio Canova and Gianni De Nicol
EVOLUTIONARY ALGORITHMS IN MACROECONOMIC MODELS pp. 373-414 Downloads
Jasmina Arifovic
RATE OF AND BIAS TO TECHNICAL CHANGE UNDER A REGIME OF ALMOST HOMOGENEITY OF THE PRODUCTION FUNCTION pp. 415-421 Downloads
Michael J. Panik

Volume 4, issue 02, 2000

INFORMATION DYNAMICS IN FINANCIAL MARKETS pp. 139-169 Downloads
Patrick de Fontnouvelle
HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS pp. 170-196 Downloads
Rama Cont and Jean-Philipe Bouchaud
THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE pp. 197-221 Downloads
William Barnett, Melvin Hinich and Piyu Yue
AN INTERVIEW WITH FRANCO MODIGLIANI pp. 222-256 Downloads
William Barnett and Robert Solow
COMPUTATIONAL METHODS FOR THE STUDY OF DYNAMIC ECONOMIES pp. 257-261 Downloads
Paul Klein

Volume 4, issue 01, 2000

DISCOUNT FACTORS AND THRESHOLDS: FOREIGN INVESTMENT WHEN ENFORCEMENT IS IMPERFECT pp. 1-21 Downloads
Elizabeth Asiedu and Anne P. Villamil
DETERMINANTS OF AGGREGATE WEALTH pp. 22-41 Downloads
Susheng Wang
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION pp. 42-72 Downloads
John C. Chao and Norman Swanson
EDITOR'S PREFACE TO THE HONORARY LECTURES SERIES pp. 73-73 Downloads
William Barnett
TWO NEW KEYNESIAN THEORIES OF STICKY PRICES pp. 74-107 Downloads
Roger Farmer
AN INTERVIEW WITH WILLIAM A. BROCK pp. 108-138 Downloads
Michael Woodford
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