Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
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Volume 15, month November, 2011

INTRODUCTION TO OIL PRICE SHOCKS pp. 327-336

Apostolos Serletis and John Elder

NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP pp. 337-363

Lutz Kilian and Robert Vigfusson

NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES pp. 364-378

James Hamilton

VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS pp. 379-395

John Elder and Apostolos Serletis

LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY pp. 396-415

J. Miller and Shawn Ni

OIL PRICE SHOCKS, FIRM UNCERTAINTY, AND INVESTMENT pp. 416-436

Kiseok Lee, Wensheng Kang and Ronald Ratti

THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS pp. 437-471

Sajjadur Rahman and Apostolos Serletis

OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? pp. 472-497

Ana María Herrera, Latika Gupta Lagalo and Tatsuma Wada

DO OIL SHOCKS DRIVE BUSINESS CYCLES? SOME U.S. AND INTERNATIONAL EVIDENCE pp. 498-517

Kristie M. Engemann, Kevin Kliesen and Michael Owyang

THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH pp. 595-615

Elena Ketteni, Theofanis Mamuneas and Thanasis Stengos

MONEY, CREDIT, AND LIMITED PARTICIPATION pp. 616-655

Hyung Sun Choi

VOTE-BUYING AND GROWTH pp. 656-680

Hans Gersbach and Felix Mühe

SOLVING THE UNIT ROOT PROBLEM IN MODELS WITH AN EXOGENOUS WORLD MARKET INTEREST RATE pp. 681-712

Manoj Atolia and Edward F. Buffie

NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA pp. 713-724

Claudio Bonilla, Rafael Romero-Meza and Carlos Maquieira

CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES? pp. 725-770

Jesus Fernandez-Villaverde and Dirk Krueger

Volume 15, month September, 2011

ON THE “HOT POTATO” EFFECT OF INFLATION: INTENSIVE VERSUS EXTENSIVE MARGINS pp. 191-216

Lucy Qian Liu, Liang Wang and Randall Wright

THE WELFARE COST OF INFLATION IN OECD COUNTRIES pp. 217-251

Paola Boel and Gabriele Camera

INFLATION AND UNEMPLOYMENT IN COMPETITIVE SEARCH EQUILIBRIUM pp. 252-268

Mei Dong

ADVERSE SELECTION, SEGMENTED MARKETS, AND THE ROLE OF MONETARY POLICY pp. 269-292

Daniel Sanches and Stephen Williamson

RANDOM MATCHING AND MONEY IN THE NEOCLASSICAL GROWTH MODEL: SOME ANALYTICAL RESULTS pp. 293-312

Christopher Waller

SEARCH, WELFARE, AND THE “HOT POTATO” EFFECT OF INFLATION pp. 313-326

Ed Nosal

REPUTATION AND OPTIMAL CONTRACTS FOR CENTRAL BANKERS pp. 441-464

Kevin Huang and Guoqiang Tian

A SOLUTION METHOD FOR LINEAR RATIONAL EXPECTATION MODELS UNDER IMPERFECT INFORMATION pp. 465-494

Katsuyuki Shibayama

WHEN SHOULD WE STOP EXTRACTING NONRENEWABLE RESOURCES? pp. 495-512

Ingmar Schumacher

U.S. CORE INFLATION: A WAVELET ANALYSIS pp. 513-536

Kevin Dowd, John Cotter and Lixia Loh

CAPITALIZING R&D EXPENDITURES pp. 537-564

Walter Diewert and Ning Huang

A NOTE ON THE OPTIMAL CONTROL OF STOCKS ACCUMULATING WITH A DELAY pp. 565-578

Ralph Winkler

A NOTE ON SOCIAL SECURITY WELFARE WITH SELF-CONTROL PROBLEMS pp. 579-594

Alessandro Bucciol

Volume 15, month June, 2011

ENDOGENOUS GROWTH, BACKSTOP TECHNOLOGY ADOPTION, AND OPTIMAL JUMPS pp. 293-325

Simone Valente

ENTREPRENEURIAL LABOR AND CAPITAL TAXATION pp. 326-335

Catarina Reis

HOW SHOULD THE GOVERNMENT ALLOCATE ITS TAX REVENUES BETWEEN PRODUCTIVITY-ENHANCING AND UTILITY-ENHANCING PUBLIC GOODS? pp. 336-364

George Economides, Hyun Park and Apostolis Philippopoulos

HABIT FORMATION, DYNASTIC ALTRUISM, AND POPULATION DYNAMICS pp. 365-397

Andreas Schäfer and Simone Valente

NOISY SUNSPOTS AND BANK RUNS pp. 398-418

Chao Gu

THE TWO INTERPRETATIONS OF THE BEVERIDGE–NELSON DECOMPOSITION pp. 419-439

James Morley

Volume 15, month April, 2011

INTRODUCTION TO THE MACROECONOMIC DYNAMICS SPECIAL ISSUES ON MONEY, CREDIT, AND LIQUIDITY pp. 1-9

Ed Nosal, Christopher Waller and Randall Wright

ON THE THREAT OF COUNTERFEITING pp. 10-41

Yiting Li and Guillaume Rocheteau

MONEY, MARKETS, AND DYNAMIC CREDIT pp. 42-61

Hongfei Sun

COIN SIZES AND PAYMENTS IN COMMODITY MONEY SYSTEMS pp. 62-82

Angela Redish and Warren Weber

FINANCIAL INTERMEDIATION, LIQUIDITY, AND INFLATION pp. 83-118

Jonathan Chiu and Cesaire Meh

LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS pp. 119-144

Pierre-Olivier Weill

MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS pp. 145-189

Antoine Martin and Cyril Monnet

ON THE MEASUREMENT OF TOTAL FACTOR PRODUCTIVITY: A LATENT VARIABLE APPROACH pp. 145-159

Rodrigo Fuentes and Marco Morales

STOCHASTIC CONVERGENCE ACROSS U.S. STATES pp. 160-183

Marcelo Mello

PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES pp. 184-200

Peter Tillmann

LIMITED PARTICIPATION, LABOR MARKET SEARCH AND LIQUIDITY EFFECTS pp. 201-222

Yan Li

R&D SPILLOVERS IN AN ENDOGENOUS GROWTH MODEL WITH PHYSICAL CAPITAL, HUMAN CAPITAL, AND VARIETIES pp. 223-239

Tiago Sequeira

SECTORAL CHANGES AND THE INCREASE IN WOMEN'S LABOR FORCE PARTICIPATION pp. 240-264

Rahşan Akbulut

A NOTE ON PUBLIC INVESTMENT, PUBLIC DEBT, AND MACROECONOMIC PERFORMANCE pp. 265-278

Mustafa Ismihan and Gulcin Ozkan

A NOTE ON TARIFF POLICY, INCREASING RETURNS, AND ENDOGENOUS FLUCTUATIONS pp. 279-291

Yan Chen and Yan Zhang

Volume 15, month February, 2011

NONRENEWABLE ENERGY RESOURCES AS INPUT FOR PHYSICAL CAPITAL ACCUMULATION: A NEW APPROACH pp. 1-30

Agustín Pérez-Barahona

LABOR SUPPLY AND GROWTH EFFECTS OF ENVIRONMENTAL POLICY UNDER TECHNOLOGICAL RISK pp. 31-59

Christiane Clemens and Karen Pittel

THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS pp. 60-79

Mauro Gallegati, Antonio Palestrini and J. Barkley Rosser

REPRESENTATIONS AND SUNSPOT STABILITY pp. 80-92

George Evans and Bruce McGough

A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE pp. 93-118

Helmut Herwartz and Hans-Eggert Reimers

EXCHANGE RATE DYNAMICS, ASSET MARKET STRUCTURE, AND THE ROLE OF THE TRADE ELASTICITY pp. 119-143

Christoph Thoenissen