Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 19, month December, 2015

INTERNATIONAL TRADE AND INDUSTRIALIZATION WITH NEGATIVE POPULATION GROWTH pp. 1647-1658

Hiroaki Sasaki

RESIDENTIAL PROPERTY PRICE INDICES FOR TOKYO pp. 1659-1714

Walter Diewert and Chihiro Shimizu

THE VALUE OF UNCERTAINTY UNDER LIMITED COMMITMENT pp. 1715-1748

Junichi Fujimoto

NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS pp. 1749-1779

William Barnett, Apostolos Serletis and Demitre Serletis

PARETO OPTIMALITY OF THE GOLDEN RULE EQUILIBRIUM IN AN OVERLAPPING GENERATIONS MODEL WITH PRODUCTION AND TRANSFERS pp. 1780-1799

Jean-François Mertens and Anna Rubinchik

THE EVOLUTION OF TAXES AND HOURS WORKED IN AUSTRIA, 1970–2005 pp. 1800-1815

John Dalton

R&D SUBSIDIES, INTERNATIONAL KNOWLEDGE DIFFUSION, AND FULLY ENDOGENOUS PRODUCTIVITY GROWTH pp. 1816-1838

Colin Davis and Ken-ichi Hashimoto

FISCAL SHOCKS IN A TWO-SECTOR OPEN ECONOMY WITH ENDOGENOUS MARKUPS pp. 1839-1865

Olivier Cardi and Romain Restout

A NOTE ON WAGE DETERMINATION UNDER MISMATCH pp. 1866-1879

William Hawkins

THE PRICE PUZZLE AND VAR IDENTIFICATION pp. 1880-1887

Arturo Estrella

Volume 19, month October, 2015

POLICY AND WELFARE EFFECTS OF WITHIN-PERIOD COMMITMENT pp. 1401-1426

Fernando Martin

OPTIMAL MONETARY POLICY FOR THE EMU ACCESSION COUNTRIES. A NEW KEYNESIAN APPROACH pp. 1427-1475

Anna Lipinska

MACROECONOMIC (IN)STABILITY OF INTEREST RATE RULES IN A MODEL WITH BANKING SYSTEM AND RESERVE MARKETS pp. 1476-1508

Shu-Hua Chen

INTERNATIONAL MACROECONOMIC FLUCTUATIONS pp. 1509-1539

Soyoung Kim and Jaewoo Lee

KNOWLEDGE MISALLOCATION AND GROWTH pp. 1540-1564

Xavier Raurich, Fernando Sánchez-Losada and Montserrat Vilalta-Bufi

MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS pp. 1565-1592

Stelios Bekiros and Alessia Paccagnini

THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING pp. 1593-1621

Yuliya Lovcha and Alejandro Perez-Laborda

A NOTE ON VARIABLE CAPITAL UTILIZATION IN GROWTH AND BUSINESS CYCLE THEORY pp. 1622-1632

Holger Strulik and Timo Trimborn

A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION pp. 1633-1646

Stephen Hall, P.A.V.B. Swamy and George Tavlas

Volume 19, month September, 2015

INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS pp. 1167-1170

Georgios Kouretas and Athanasios Papadopoulos

FISCAL MULTIPLIERS IN A MONETARY UNION UNDER THE ZERO–LOWER–BOUND CONSTRAINT pp. 1171-1194

Stefanie Flotho

LIQUIDITY SHOCKS, EQUITY-MARKET FRICTIONS, AND OPTIMAL POLICY pp. 1195-1219

Harris Dellas, Behzad Diba and Olivier Loisel

ENDOGENOUS GROWTH WITH PUBLIC CAPITAL AND PROGRESSIVE TAXATION pp. 1220-1239

Constantine Angyridis

GREEN SPENDING REFORMS, GROWTH, AND WELFARE WITH ENDOGENOUS SUBJECTIVE DISCOUNTING pp. 1240-1260

Eugenia Vella, Evangelos Dioikitopoulos and Sarantis Kalyvitis

POLICY GAMES, DISTRIBUTIONAL CONFLICTS, AND THE OPTIMAL INFLATION pp. 1261-1293

Alice Albonico and Lorenza Rossi

U.S. TREND INFLATION REINTERPRETED: THE ROLE OF FISCAL POLICIES AND TIME-VARYING NOMINAL RIGIDITIES pp. 1294-1308

Nicola Acocella, Giovanni Di Bartolomeo and Patrizio Tirelli

FIRM DYNAMICS, ENDOGENOUS MARKUPS, AND THE LABOR SHARE OF INCOME pp. 1309-1331

Andrea Colciago and Lorenza Rossi

INCOME INEQUALITY, MOBILITY, AND THE ACCUMULATION OF CAPITAL pp. 1332-1357

Cecilia Garcia-Penalosa and Stephen J Turnovsky

A GROWTH PERSPECTIVE ON FOREIGN RESERVE ACCUMULATION pp. 1358-1379

Gong Cheng

THE EFFECTS OF FISCAL SHOCKS IN A NEW KEYNESIAN MODEL WITH USEFUL GOVERNMENT SPENDING pp. 1380-1399

Francesca D'Auria

Volume 19, month July, 2015

SPATIAL COMPARISONS OF PRICES AND EXPENDITURE IN A HETEROGENEOUS COUNTRY: METHODOLOGY WITH APPLICATION TO INDIA pp. 931-989

Amita Majumder, Ranjan Ray and Kompal Sinha

BUSINESS CYCLE ACCOUNTING FOR CHILE pp. 990-1022

Ina Simonovska and Ludvig Söderling

CONSUMPTION AND EXPECTED ASSET RETURNS: AN UNOBSERVED-COMPONENT APPROACH pp. 1023-1044

N Kishor and Swati Kumari

THE TAYLOR PRINCIPLE AND (IN-) DETERMINACY WITH HIRING FRICTIONS AND SKILL LOSS pp. 1045-1073

Ansgar Rannenberg

ENDOGENOUS ENFORCEMENT OF INTELLECTUAL PROPERTY, NORTH–SOUTH TRADE, AND GROWTH pp. 1074-1115

Andreas Schäfer and Maik Schneider

RETHINKING OPTIMAL EXCHANGE RATE REGIMES WITH FRICTIONAL LABOR MARKETS pp. 1116-1147

Alessia Campolmi and Ester Faia

A NOTE ON COMPARING DEEP AND AGGREGATE HABIT FORMATION IN AN ESTIMATED NEW KEYNESIAN MODEL pp. 1148-1166

Gregory Givens

Volume 19, month June, 2015

INTRODUCTION TO “SPECIAL ISSUE ON THE EMPIRICAL ANALYSIS OF BUSINESS CYCLES, FINANCIAL MARKETS, AND INFLATION: ESSAYS IN HONOR OF CHARLES NELSON” pp. 723-727

Chang-Jin Kim, James Morley and Jeremy Piger

A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS pp. 728-752

Nathan Balke, Jun Ma and Mark Wohar

FORECASTING WITH MIXED-FREQUENCY FACTOR MODELS IN THE PRESENCE OF COMMON TRENDS pp. 753-775

Peter Fuleky and Carl Bonham

TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP pp. 776-790

Mardi Dungey, Jan Jacobs, Jing Tian and Simon van Norden

HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES? pp. 791-815

Michael Bradley, Dennis Jansen and Tara Sinclair

WHAT IS DRIVING FINANCIAL DOLLARIZATION IN TRANSITION ECONOMIES? A DYNAMIC FACTOR ANALYSIS pp. 816-835

N Kishor and Kyriakos Neanidis

BUSINESS CYCLES AND FINANCIAL CRISES: THE ROLES OF CREDIT SUPPLY AND DEMAND SHOCKS pp. 836-882

James Nason and Ellis Tallman

INFLATION IN THE G7: MIND THE GAP(S)? pp. 883-912

James Morley, Jeremy Piger and Robert Rasche

MARKOV SWITCHING AND THE TAYLOR PRINCIPLE pp. 913-930

Christian J. Murray, Alex Nikolsko-Rzhevskyy and David Papell

Volume 19, month April, 2015

THE TIME-VARYING EFFECTS OF PERMANENT AND TRANSITORY SHOCKS TO REAL OUTPUT pp. 477-507

John W. Keating and Victor (Vic) Valcarcel

A “WORKING” SOLUTION TO THE QUESTION OF NOMINAL GDP TARGETING pp. 508-534

Michael Belongia and Peter Ireland

WELFARE IMPLICATIONS AND EQUILIBRIUM INDETERMINACY IN A TWO-SECTOR GROWTH MODEL WITH CONSUMPTION EXTERNALITIES pp. 535-577

Been-Lon Chen, Yu-Shan Hsu and Kazuo Mino

INFORMAL ECONOMY IN A DYNAMIC POLITICAL FRAMEWORK pp. 578-617

Ceyhun Elgin

EQUILIBRIUM DYNAMICS IN AN ENDOGENOUS GROWTH MODEL WITH HABIT FORMATION AND ELASTIC LABOR SUPPLY pp. 618-642

Manuel Gómez

AN INCENTIVE THEORY OF MATCHING pp. 643-668

Alessio Brown, Christian Merkl and Dennis Snower

OPTIMAL STABILIZATION POLICY WITH SEARCH EXTERNALITIES pp. 669-700

Aleksander Berentsen and Christopher Waller

A NOTE ON THE EXISTENCE AND UNIQUENESS OF STATIONARY MONETARY EQUILIBRIUM IN A STOCHASTIC OLG MODEL pp. 701-707

Eisei Ohtaki

SECTORAL DIFFERENCES IN PRICE-ADJUSTMENT FREQUENCIES AND OPTIMAL MONETARY POLICY: A NOTE pp. 708-722

Engin Kara

Volume 19, month March, 2015

REAL-TIME, ADAPTIVE LEARNING VIA PARAMETERIZED EXPECTATIONS pp. 245-269

Michele Berardi and John Duffy

AN EXPLANATION FOR THE DIVERSITY OF FINANCIAL STRUCTURE pp. 270-287

Niloy Bose and Rebecca Neumann

MONEY TARGETING, HETEROGENEOUS AGENTS, AND DYNAMIC INSTABILITY pp. 288-310

Giorgio Motta and Patrizio Tirelli

MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION pp. 311-333

P.A.V.B. Swamy, George Tavlas and Stephen Hall

INCREASING RETURNS TO SCALE, PRICE DISPERSION, AND THE DISTRIBUTION OF RETURNS TO INNOVATION pp. 334-362

Michael Makowsky and David Levy

TREND-CYCLE DECOMPOSITION OF OUTPUT AND EURO AREA INFLATION FORECASTS: A REAL-TIME APPROACH BASED ON MODEL COMBINATION pp. 363-393

Pierre Guérin, Laurent Maurin and Matthias Mohr

TWO-SECTOR GROWTH, OPTIMAL GROWTH, AND THE TURNPIKE: AMALGAMATION AND METAMORPHOSIS pp. 394-424

Stephen Spear and Warren Young

REAL BUSINESS CYCLES AFTER THREE DECADES pp. 425-445

Sumru Altug and Warren Young

A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? pp. 446-464

Carlos Eugênio da Costa, João Issler and Paulo F. Matos

FAT-TAIL DISTRIBUTIONS AND BUSINESS-CYCLE MODELS pp. 465-476

Guido Ascari, Giorgio Fagiolo and Andrea Roventini

Volume 19, month January, 2015

HAS INFLATION TARGETING CHANGED THE CONDUCT OF MONETARY POLICY? pp. 1-21

Jerome Creel and Paul Hubert

RISK REALLOCATION IN DEFINED-CONTRIBUTION FUNDED PENSION SYSTEMS pp. 22-57

Roel Beetsma and Alessandro Bucciol

THE QUANTITY THEORY REVISITED: A NEW STRUCTURAL APPROACH pp. 58-78

Makram El-Shagi, Sebastian Giesen and Logan Kelly

WHAT DRIVES IDEAS PRODUCTION ACROSS THE WORLD? pp. 79-115

James Ang and Jakob Madsen

DIRECTED TECHNOLOGICAL CHANGE: A KNOWLEDGE-BASED MODEL pp. 116-143

Tailong Li, Shiyuan Pan and Heng-Fu Zou

THE CASH-IN-ADVANCE CONSTRAINT IN MONETARY GROWTH MODELS WITH LABOR MARKET SEARCH pp. 144-166

Burkhard Heer and Alfred Maussner

ARE UNIT ROOT TESTS USEFUL IN THE DEBATE OVER THE (NON)STATIONARITY OF HOURS WORKED? pp. 167-188

Amelie Charles, Olivier Darné and Fabien Tripier

A MACROECONOMIC ANALYSIS OF GUEST WORKER PERMITS pp. 189-220

Maroula Khraiche

THE CYCLICALITY OF AUTOMATIC AND DISCRETIONARY FISCAL POLICY: WHAT CAN REAL-TIME DATA TELL US? pp. 221-243

Kerstin Bernoth, Andrew Hughes Hallett and John Lewis