Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
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Volume 11, month November, 2007

INTRODUCTION pp. 1-7

Alan Kirman

LEARNING IN COBWEB EXPERIMENTS pp. 8-33

Cars Hommes, Joep Sonnemans, Jan Tuinstra and Henk van de Velden

LEARNING IN COBWEB EXPERIMENTS pp. 8-33

Cars Hommes, Joep Sonnemans, Jan Tuinstra and Henk van de Velden

TYPICAL PROPERTIES OF LARGE RANDOM ECONOMIES WITH LINEAR ACTIVITIES pp. 34-61

Andrea de Martino, Matteo Marsili and Isaac Perez Castillo

FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL pp. 62-79

Domenico Delli Gatti, Corrado Di Guilmi, Mauro Gallegati and Gianfranco Giulioni

A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY pp. 80-101

Simone Alfarano and Thomas Lux

BUBBLES IN FOREIGN EXCHANGE MARKETS pp. 102-123

Alan Kirman, Romain Fabio Ricciotti and Richard Léon Topol

ENDOGENOUS CROSS CORRELATIONS pp. 124-153

Stephen E. Satchell and Steffi J.-H. Yang

OPTIMAL DYNAMIC LABOR TAXATION pp. 567-588

Parantap Basu and Thomas I. Renström

TECHNOLOGY, PREFERENCE STRUCTURE, AND THE GROWTH EFFECT OF MONEY SUPPLY pp. 589-612

Jun-ichi Itaya and Kazuo Mino

NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS pp. 613-637

Theodore Panagiotidis and Gianluigi Pelloni

EXPLAINING INVENTORIES: A BUSINESS CYCLE ASSESSMENT OF THE STOCKOUT AVOIDANCE AND (S,s) MOTIVES pp. 638-664

Aubhik Khan and Julia Thomas

POLICY INTERACTION, LEARNING, AND THE FISCAL THEORY OF PRICES pp. 665-690

George Evans and Seppo Honkapohja

R&D AND GROWTH: THE MISSING LINK? pp. 691-714

Roberto Samaniego

Volume 11, month September, 2007

DEFLATIONARY BUBBLES pp. 431-454

Willem Buiter and Anne C. Sibert

FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS pp. 455-486

Apostolos Serletis and Asghar Shahmoradi

INAPPROPRIATE TECHNOLOGY What Is in It for the Rich? pp. 487-518

Ana Fernandes and Krishna Kumar

CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY pp. 519-541

Martin Ellison, Lucio Sarno and Jouko Vilmunen

AN INTERVIEW WITH PETER DIAMOND pp. 543-565

Giuseppe Moscarini and Randall Wright

Volume 11, month June, 2007

EXCHANGE RATE OVERSHOOTING AND PATH-DEPENDENCE IN INTERNATIONAL TRADE pp. 295-317

Trond-Arne Borgersen and Matthias Göcke

SHOULD THE PRIVATE SECTOR PROVIDE PUBLIC CAPITAL? pp. 318-346

Santanu Chatterjee

A MODEL IN WHICH OUTSIDE AND INSIDE MONEY ARE ESSENTIAL pp. 347-366

David Mills

LONG-RUN TRENDS IN HUMAN BODY MASS pp. 367-387

Nils-Petter Lagerlof

INSIDE MONEY, ORGANIZED MARKETS, AND SPECIALIZATION pp. 388-404

Yiting Li

INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE pp. 405-422

Prasad Bidarkota and Brice V. Dupoyet

A NOTE ON INDETERMINACY IN OVERLAPPING GENERATIONS ECONOMIES WITH ENVIRONMENT AND ENDOGENOUS LABOR SUPPLY pp. 423-429

Thomas Seegmuller and Alban Verchère

Volume 11, month April, 2007

ANOTHER VIEW OF THE J-CURVE pp. 153-174

Olivier Cardi

JOB FLOWS AND PRODUCTIVITY DYNAMICS: EVIDENCE FROM U.S. MANUFACTURING pp. 175-201

Christopher Wheeler

DYNAMIC CONTROLLABILITY WITH OVERLAPPING TARGETS: OR WHY TARGET INDEPENDENCE MAY NOT BE GOOD FOR YOU pp. 202-213

Nicola Acocella, Giovanni Di Bartolomeo and Andrew Hughes Hallett

THE SPIRIT OF CAPITALISM, ASSET RETURNS, AND THE BUSINESS CYCLE pp. 214-230

Martin Boileau and Rebecca Braeu

PAYMENT UNCERTAINTY AND THE PRODUCTIVITY SLOWDOWN pp. 231-248

Keiichiro Kobayashi

A NOTE ON THE CONSEQUENCES OF AN ENDOGENOUS DISCOUNTING DEPENDING ON THE ENVIRONMENTAL QUALITY pp. 272-289

Alain Ayong Le Kama and Katheline Schubert

A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS pp. 290-294

Apostolos Serletis and Asghar Shahmoradi

Volume 11, month February, 2007

EDITOR'S ANNOUNCEMENT: THE NEW SUPPLEMENTS SERIES pp. iii-iii

William Barnett

G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? pp. 1-30

Fabio Canova

OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS pp. 31-55

Richard Dennis

HOW DIFFERENT IS THE CYCLICAL BEHAVIOR OF HOME PRODUCTION ACROSS COUNTRIES? pp. 56-78

William Blankenau and Ayhan Kose

CURRENCY ATTACKS WITH MULTIPLE EQUILIBRIA AND IMPERFECT INFORMATION: THE ROLE OF WAGE-SETTERS pp. 79-112

Gianluca Femminis

MONEY GROWTH AND INFLATION IN THE UNITED STATES pp. 113-127

Lance Bachmeier, Sittisak Leelahanon and Qi Li

FLEXIBILITY, SECTORAL HYSTERESIS, AND DOWNTURNS pp. 128-148

Thomas Steger

Errata: Yoshiaki Sugimoto (2006) “Inequality, Growth, and Overtaking” Macroeconomic Dynamics, 10, 2006, 625–651 pp. 149-150

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Erratum: Apostolos Serletis and Akbar Shahmoradi (2006) “Velocity and the variability of money growth: Evidence from a VARMA, GARCH-M model” Macroeconomic Dynamics, 10, 2006, 652–666 pp. 151-151

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Volume 10, month November, 2006

BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX pp. 573-594

Michael Dueker and Charles Nelson

SIGNALING AND COMMITMENT: MONETARY VERSUS INFLATION TARGETING pp. 595-624

Hans Gersbach and Volker Hahn

INEQUALITY, GROWTH, AND OVERTAKING pp. 625-651

Yoshiaki Sugimoto

VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL pp. 652-666

Apostolos Serletis and Asghar Shahmoradi

S. JAMES PRESS AND BAYESIAN ANALYSIS pp. 667-684

Arnold Zellner

A NOTE ON THE IMPACT OF VOUCHER PROGRAMS WHEN THERE ARE NONLINEAR PEER GROUP EFFECTS pp. 685-698

Hung-Ju Chen

Volume 10, month September, 2006

MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA pp. 439-466

Shigeru Iwata and Shu Wu

DO FIRING COSTS AFFECT THE INCIDENCE OF FIRM BANKRUPTCY? pp. 467-501

Roberto Samaniego

HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS pp. 502-528

Gian Italo Bischi, Mauro Gallegati, Laura Gardini, Roberto Leombruni and Antonio Palestrini

LIQUIDITY CONSTRAINTS, HETEROGENEOUS HOUSEHOLDS AND SUNSPOT FLUCTUATIONS pp. 529-544

Jean-Paul Barinci, Arnaud Cheron and Francois Langot

ACCOUNTING FOR THE RELATIONSHIP BETWEEN MONEY AND INTEREST RATES pp. 545-571

Magnus Jonsson and Paul Klein

Volume 10, month June, 2006

UNEMPLOYMENT, GROWTH, AND FISCAL POLICY: NEW INSIGHTS ON THE HYSTERESIS HYPOTHESIS pp. 285-316

Xavier Raurich, Hector Sala and Valeri Sorolla

LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL pp. 317-348

Kevin Lansing

THE MACROECONOMIC DYNAMICS OF DEMOGRAPHIC SHOCKS pp. 349-370

Ben Heijdra and Jenny Ligthart

SAVINGS, INTERGENERATIONAL TRANSFERS, AND THE DISTRIBUTION OF WEALTH pp. 371-414

Ignacio Ponce Ocampo and Kazuhiro Yuki

A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION pp. 415-425

P.A.V.B. Swamy and George Tavlas

A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES pp. 426-438

Livio Stracca

Volume 10, month April, 2006

MACROECONOMIC ASPECTS OF SUBSTANCE ABUSE: DIFFUSION, PRODUCTIVITY AND OPTIMAL CONTROL pp. 145-164

Amnon Levy, Frank Neri and Dieter Grass

INFLATION AND FINANCIAL DEPTH pp. 165-182

Mohsin Khan, Abdelhak S. Senhadji and Bruce Smith

SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE pp. 183-205

Kevin Beaubrun-Diant

MONETARY POLICY OVER TIME pp. 207-229

Vitor Gaspar, Frank Smets and David Vestin

DOES MONETARY POLICY GENERATE RECESSIONS? pp. 231-272

Christopher Sims and Tao Zha

A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE pp. 273-283

Fabrice Collard, Patrick Fève and Imen Ghattassi

Volume 10, month February, 2006

DISCOUNT WINDOW POLICY, BANKING CRISES, AND INDETERMINACY OF EQUILIBRIUM pp. 1-19

Gaetano Antinolfi and Todd Keister

ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY pp. 20-38

Barbara Rossi

INTELLECTUAL APPROPRIABILITY, PRODUCT DIFFERENTIATION, AND GROWTH pp. 39-55

Guido Cozzi and Luca Spinesi

ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE pp. 56-76

Prasad Bidarkota

A NOTE ON THE ROBUSTNESS OF THE TOBIN EFFECT IN INCOMPLETE MARKETS pp. 131-143

Makoto Saito and Yosuke Takeda