Macroeconomic Dynamics

1997 - 2018

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Volume 22, issue 07, 2018

INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS pp. 1721-1726

Fredj Jawadi

DID THE FED RESPOND TO LIQUIDITY SHORTAGE EPISODES DURING THE GREAT DEPRESSION? pp. 1727-1749

Olivier Damette and Antoine Parent

DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR pp. 1750-1768

Marco Gross, Jerome Henry and Willi Semmler

ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET pp. 1769-1789

Luca Agnello, Vitor Castro and Ricardo Sousa

INFLATION STABILIZATION AND DEFAULT RISK IN A CURRENCY UNION pp. 1790-1807

Eiji Okano and Masashige Hamano

BOOMS AND BUSTS IN A HOUSING MARKET WITH HETEROGENEOUS AGENTS pp. 1808-1824

Guido Ascari, N. Pecora and A. Spelta

A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP pp. 1825-1843

Efthymios Pavlidis, Ivan Paya and David Peel

BELIEF-TWISTING SHOCKS AND THE MACROECONOMY pp. 1844-1858

Jacek Suda

ENDOGENOUS CREDIT AND INVESTMENT CYCLES WITH ASSET PRICE VOLATILITY pp. 1859-1874

Francesco Carli and Leonor Modesto

MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA pp. 1875-1903

Hachmi Ben Ameur, Fredj Jawadi, Wael Louhichi and Abdoulkarim Idi Cheffou

Volume 22, issue 06, 2018

PRODUCTIVITY GAPS AND TAX POLICIES UNDER ASYMMETRIC TRADE pp. 1391-1427

Lucas Bretschger and Simone Valente

INTERNATIONAL GREAT INFLATION AND COMMON MONETARY POLICY pp. 1428-1461

Jacek Suda and Anastasia S. Zervou

TRADE, LUXURY GOODS, AND A GROWTH-ENHANCING TARIFF pp. 1462-1474

Leonid Azarnert

INNOVATION AND IMITATION: EFFECTS OF INTELLECTUAL PROPERTY RIGHTS IN A PRODUCT-CYCLE MODEL OF SKILLS ACCUMULATION pp. 1475-1509

Hung-Ju Chen

TESTING FOR WEAK SEPARABILITY USING STOCHASTIC SEMI-NONPARAMETRIC TESTS: AN EMPIRICAL STUDY ON US DATA pp. 1510-1534

Ryan S. Mattson and Philippe de Peretti

STUCK IN A CORNER? CLIMATE POLICY IN DEVELOPING COUNTRIES pp. 1535-1554

Stephie Fried

A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS pp. 1555-1583

Juan Parra-Alvarez

THE FERTILITY DECLINE IN THE UNITED STATES: SCHOOLING AND INCOME pp. 1584-1612

Casper Hansen, Peter Jensen and Lars Lønstrup

GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES pp. 1613-1651

Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli

CATCH ME IF YOU LEARN: DEVELOPMENT-SPECIFIC EDUCATION AND ECONOMIC GROWTH pp. 1652-1694

Fabio Cerina and Fabio Manca

MACROECONOMIC DYNAMICS SURVEY: ENDOGENOUS GROWTH THEORY AND MODELS: THE “FIRST WAVE,” 1952–1973 pp. 1695-1720

Stephen E. Spear and Warren Young

Volume 22, issue 05, 2018

INTERNATIONAL OUTPUT AND INFLATION UNCERTAINTY AND THEIR IMPACT ON COUNTRIES' MACROECONOMIC PERFORMANCE. EVIDENCE FROM A DYNAMIC FACTOR GARCH-IN-MEAN MODEL pp. 1113-1133

Tino Berger and Sibylle Grabert

AGENCY COSTS, RISK SHOCKS, AND INTERNATIONAL CYCLES pp. 1134-1172

Marc-André Letendre and Joel Wagner

AGING, RETIREMENT, AND PAY-AS-YOU-GO PENSIONS pp. 1173-1183

Giam Pietro Cipriani

INEQUALITY, INFORMALITY, AND CREDIT MARKET IMPERFECTIONS pp. 1184-1206

Roberto Dell'Anno

CHILD SUBSIDIES AND THE CROSS-SECTIONAL FERTILITY PATTERN pp. 1207-1237

Laurie S. M. Reijnders

BUBBLES AND CROWDING-IN OF CAPITAL VIA A SAVINGS GLUT pp. 1238-1266

Marten Hillebrand, Tomoo Kikuchi and Masaya Sakuragawa

BANKING, LIQUIDITY EFFECTS, AND MONETARY POLICY pp. 1267-1297

Te-Tsun Chang and Yiting Li

UNEMPLOYMENT PERSISTENCE AND QUANTILE PARAMETER HETEROGENEITY pp. 1298-1320

Corrado Andini and Monica Andini

A NOTE ON SIMPLE MONETARY POLICY RULES WITH LABOR MARKET AND FINANCIAL FRICTIONS pp. 1321-1344

Šarūnas Girdėnas

INVESTMENT AND FORWARD-LOOKING MONETARY POLICY: A WICKSELLIAN SOLUTION TO THE PROBLEM OF INDETERMINACY pp. 1345-1369

Stephen McKnight

A NOTE ON BUSINESS-CYCLE PROPERTIES IN FRICTIONAL LABOR MARKETS pp. 1370-1389

Chia-Hui Lu

Volume 22, issue 04, 2018

A PATENTABILITY REQUIREMENT AND INDUSTRY-TARGETED R&D pp. 719-753

Keiichi Kishi

TRACING THE ROLE OF FORESIGHT IN THE EFFECTS OF U.S. TAX POLICY: EVIDENCE FROM A TIME-VARYING STRUCTURAL VECTOR AUTOREGRESSION pp. 754-778

T. Philipp Dybowski

A GENERALIZED STEADY-STATE GROWTH THEOREM pp. 779-804

Andreas Irmen

TECHNOLOGICAL CHANGE DURING THE ENERGY TRANSITION pp. 805-836

Gerard van der Meijden and Sjak Smulders

STATUS PREFERENCE AND THE EFFECTS OF PATENT PROTECTION: THEORY AND EVIDENCE pp. 837-863

Shiyuan Pan, Mengbo Zhang and Heng-Fu Zou

INFRASTRUCTURE AND INEQUALITY: INSIGHTS FROM INCORPORATING KEY ECONOMIC FACTS ABOUT HOUSEHOLD HETEROGENEITY pp. 864-895

David Klenert, Linus Mattauch, Ottmar Edenhofer and Kai Lessmann

FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES pp. 896-930

Luca Riccetti, Alberto Russo and Mauro Gallegati

TRADE BALANCE AND INFLATION FLUCTUATIONS IN THE EURO AREA pp. 931-960

Jean Barthélemy and Guillaume Cléaud

HEALTH-LED GROWTH SINCE 1800 pp. 961-1000

Jakob Madsen

INFLATION AND REAL WAGE DISPERSION: A MODEL OF FRICTIONAL MARKETS pp. 1001-1034

Min Zhang and Stella Huangfu

INFLATION EXPECTATIONS AND MONETARY POLICY DESIGN: EVIDENCE FROM THE LABORATORY pp. 1035-1075

Damjan Pfajfar and Blaž Žakelj

TEMPTATION AND SELF-CONTROL IN A MONETARY ECONOMY pp. 1076-1095

Ryoji Hiraguchi

A NOTE ON CREDIT RISK TRANSFER AND THE MACROECONOMY pp. 1096-1111

Ester Faia

Volume 22, issue 03, 2018

INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES pp. 541-545

Matteo Manera and Apostolos Serletis

OIL, UNCERTAINTY, AND GASOLINE PRICES pp. 546-561

Dongfeng Chang and Apostolos Serletis

ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS pp. 562-580

Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou

OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH? pp. 581-599

Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian and Clement Yelou

INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES pp. 600-619

Joseph W. Gruber and Robert Vigfusson

OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS pp. 620-639

Ana María Herrera

OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES pp. 640-653

John Elder

THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS pp. 654-665

Apostolos Serletis and Libo Xu

HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? pp. 666-682

Andrea Bastianin and Matteo Manera

DISCERNING TRENDS IN COMMODITY PRICES pp. 683-701

Dimitri Dimitropoulos and Adonis Yatchew

150 YEARS OF BOOM AND BUST: WHAT DRIVES MINERAL COMMODITY PRICES? pp. 702-717

Martin Stuermer

Volume 22, issue 02, 2018

FINANCIAL NEWS, BANKS, AND BUSINESS CYCLES pp. 173-198

Christopher M. Gunn and Alok Johri

DO STATUS-SEEKING MOTIVES ENHANCE ECONOMIC GROWTH? A SMALL OPEN GROWTH MODEL pp. 199-224

Juin-Jen Chang, Wei-Neng Wang and Ying-An Chen

CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS pp. 225-254

Sandra Eickmeier and Markus Kühnlenz

ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS pp. 255-278

Josh Stillwagon

ASYMMETRY AND THE AMPLITUDE OF BUSINESS CYCLE FLUCTUATIONS: A QUANTITATIVE INVESTIGATION OF THE ROLE OF FINANCIAL FRICTIONS pp. 279-306

Manoj Atolia, John Gibson and Milton Marquis

THE BUSINESS CYCLE WITH NOMINAL CONTRACTS AND SEARCH FRICTIONS pp. 307-330

Weh-Sol Moon

PRIVATIZATION AND NATIONALIZATION CYCLES pp. 331-361

Roberto Chang, Constantino Hevia and Norman Loayza

DOES INFLATION TARGETING MATTER? AN EXPERIMENTAL INVESTIGATION pp. 362-401

Camille Cornand and Cheick Kader M'baye

THE RISK OF HITTING THE ZERO LOWER BOUND AND THE OPTIMAL INFLATION TARGET pp. 402-425

Phuong Ngo

THE REGIME-SWITCHING VOLATILITY OF EURO AREA BUSINESS CYCLES pp. 426-469

Stéphane Lhuissier

SOVEREIGN RESTRUCTURING VS. FISCAL ADJUSTMENT IN A MONETARY UNION: MACROECONOMIC EFFECTS FROM MODEL-BASED SIMULATIONS pp. 470-500

Lorenzo Forni and Massimiliano Pisani

FISCAL AUSTERITY MEASURES: SPENDING CUTS VS. TAX INCREASES pp. 501-540

Gerhard Glomm, Juergen Jung and Chung Tran

Volume 22, issue 01, 2018

CURRENT MACROECONOMIC CHALLENGES pp. 1-3

Giovanni Di Bartolomeo and Enrico Saltari

OVERLEVERAGING, FINANCIAL FRAGILITY, AND THE BANKING–MACRO LINK: THEORY AND EMPIRICAL EVIDENCE pp. 4-32

Stefan Mittnik and Willi Semmler

UNRAVELING THE SKILL PREMIUM pp. 33-62

Peter McAdam and Alpo Willman

MONETARY POLICY, FACTOR SUBSTITUTION, AND CONVERGENCE pp. 63-76

Rainer Klump and Anne Jurkat

WHY IS OPTIMAL GROWTH THEORY MUTE? RESTORING ITS RIGHTFUL VOICE pp. 77-100

Olivier de La Grandville

ELASTICITY OF SUBSTITUTION AND TECHNICAL PROGRESS: IS THERE A MISSPECIFICATION PROBLEM? pp. 101-121

Daniela Federici and Enrico Saltari

STABILIZATION AND COMMITMENT: FORWARD GUIDANCE IN ECONOMIES WITH RATIONAL EXPECTATIONS pp. 122-134

Andrew Hughes Hallett and Nicola Acocella

OPTIMAL INFLATION TARGETING RULE UNDER POSITIVE HAZARD FUNCTIONS FOR PRICE CHANGES pp. 135-152

Giovanni Di Bartolomeo and Marco Di Pietro

FIRMS' ENDOGENOUS ENTRY AND MONOPOLISTIC BANKING IN A DSGE MODEL pp. 153-171

Carla La Croce and Lorenza Rossi