Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 7, month November, 2003

MONETARY POLICY, FISCAL POLICY, AND THE INFLATION TAX: EQUIVALENCE RESULTS pp. 647-669

Joydeep Bhattacharya, Joseph Haslag and Steven Russell

MONEY AND GROWTH IN A PRODUCTION ECONOMY WITH MULTIPLE ASSETS pp. 670-690

Leo Kaas and Gerd Weinrich

STATUS QUO PROBLEM IN SOCIAL SECURITY REFORMS pp. 691-710

Juan Carlos Conesa and Carlos Garriga

STATUS QUO PROBLEM IN SOCIAL SECURITY REFORMS pp. 691-710

Juan Carlos Conesa and Carlos Garriga

TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD pp. 711-733

Helmut Lütkepohl and Juergen Wolters

TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD pp. 711-733

Helmut Lütkepohl and Juergen Wolters

FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS pp. 734-758

Clive Granger, Ruey Yau and Neville Francis

STRUCTURAL SHOCKS AND THE FISCAL THEORY OF THE PRICE LEVEL IN THE STICKY PRICE MODEL pp. 759-782

Soyoung Kim

STRUCTURAL SHOCKS AND THE FISCAL THEORY OF THE PRICE LEVEL IN THE STICKY PRICE MODEL pp. 759-782

Soyoung Kim

Volume 7, month September, 2003

SEASONALITY AND MONETARY POLICY pp. 477-502

Pedro Gomis-Porqueras and Bruce Smith

HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER pp. 503-536

Carl Chiarella and Xuezhong (Tony) He

COST-OF-LIVING ADJUSTMENTS AND BUSINESS CYCLES: DISAGGREGATED EVIDENCE pp. 537-566

Magda Kandil

TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS pp. 567-585

Michael Clements and Ana Galvão

EDUCATION AND TECHNOLOGY ADOPTION IN A SMALL OPEN ECONOMY: THEORY AND EVIDENCE pp. 586-617

Krishna Kumar

MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS pp. 618-635

Oscar Jorda and Massimiliano Marcellino

RISK WHEN SOME STATES ARE LOW-PROBABILITY EVENTS pp. 636-643

Melvin Hinich

Volume 7, month June, 2003

SIMPLE PROOF OF EXISTENCE OF EQUILIBRIUM IN A ONE-SECTOR GROWTH MODEL WITH BOUNDED OR UNBOUNDED RETURNS FROM BELOW pp. 317-332

Jorge Durán and Cuong Le van

OPTIMAL INFLATION TAX AND STRUCTURAL REFORM pp. 333-362

Tiago Cavalcanti and Anne P. Villamil

FINANCIAL INTERMEDIATION IN A MODEL OF GROWTH THROUGH CREATIVE DESTRUCTION pp. 363-393

Maria Morales

INDETERMINACY AND INVESTMENT ADJUSTMENT COSTS: AN ANALYTIC RESULT pp. 394-406

Jinill Kim

HABIT FORMATION AND GOVERNMENT SPENDING IN A SMALL OPEN ECONOMY pp. 407-423

Cem Karayalcin

INTERACTIVE-AGENT ECONOMIES: AN ELUCIDATIVE FRAMEWORK AND SURVEY OF RESULTS pp. 424-472

Randal Verbrugge

THE DYNAMICS OF KEYNESIAN MONETARY GROWTH pp. 473-475

Carl Chiarella, Peter Flaschel and Graeme Wells

Volume 7, month April, 2003

UNIQUENESS OF BUBBLE-FREE SOLUTION IN LINEAR RATIONAL EXPECTATIONS MODELS pp. 171-191

Gabriel Desgranges and Stephane Gauthier

LIQUIDITY, INTERBANK MARKET, AND THE SUPERVISORY ROLE OF THE CENTRAL BANK pp. 192-211

Young Sik Kim

WELFARE COST OF MONETARY AND FISCAL POLICY SHOCKS pp. 212-238

Lynne Evans and Turalay Kenc

THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR pp. 239-262

Katharine Neiss and Edward Nelson

DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR pp. 263-290

Sunghyun Kim and Ayhan Kose

APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001 pp. 313-315

Alasdair Scott

Volume 7, month February, 2003

EXPECTATIONS COORDINATION ON A SUNSPOT EQUILIBRIUM: AN EDUCTIVE APPROACH pp. 7-41

Gabriel Desgranges and Giorgio Negroni

COORDINATION ON SADDLE-PATH SOLUTIONS: THE EDUCTIVE VIEWPOINT—LINEAR UNIVARIATE MODELS pp. 42-62

George Evans and Roger Guesnerie

DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS pp. 63-88

Stephane Gauthier

ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE pp. 89-118

Timothy Van Zandt and Martin Lettau

STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS pp. 119-139

Bruce McGough

SUNSPOTS, ANIMAL SPIRITS, AND ECONOMIC FLUCTUATIONS pp. 140-169

Marcelle Chauvet and Jang-Ting Guo

Volume 6, month November, 2002

OPTIMAL GROWTH, DEBT, CORRUPTION, AND R&D pp. 597-613

Charles-Henri DiMaria and Cuong Le van

UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE pp. 614-632

Lutz Kilian and Lee Ohanian

FISCAL POLICY, INCREASING RETURNS, AND ENDOGENOUS FLUCTUATIONS pp. 633-664

Jang-Ting Guo and Kevin Lansing

OPTIMAL LONG-RUN BUDGETARY POLICIES SUBJECT TO THE MAASTRICHT CRITERIA OR A STABILITY PACT pp. 665-686

Maria Dworak, Franz Wirl, Alexia Fürnkranz-Prskawetz and Gustav Feichtinger

PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS pp. 687-712

Volker Böhm and Jan Wenzelburger

STABILIZATION POLICY AS BIFURCATION SELECTION: WOULD STABILIZATION POLICY WORK IF THE ECONOMY REALLY WERE UNSTABLE? pp. 713-747

William Barnett and Yijun He

Volume 6, month September, 2002

IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? pp. 457-475

Schenk–Hoppé, Klaus Reiner

IMPERFECT ENFORCEMENT, FOREIGN INVESTMENT, AND FOREIGN AID pp. 476-495

Elizabeth Asiedu and Anne P. Villamil

THE INFLATION TAX, VARIABLE TIME PREFERENCE, AND THE BUSINESS CYCLE pp. 496-522

Radhika Lahiri

COVARIANCE EFFECT pp. 523-547

Bartholomew Moore and Huntley Schaller

Volume 6, month June, 2002

SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY pp. 337-356

Gianluca Cubadda, Giovanni Savio and Roberto Zelli

PRIVATIZATION TRANSFERS AND CREDIT MARKET FRICTIONS pp. 357-384

Rodney M. Chun

A SPECTRAL-BASED CUSUM TEST OF EVOLUTIONARY CHANGE pp. 385-407

Phillip Wild

WELFARE IMPLICATIONS OF FACTOR TAXATION WITH RISING WAGE INEQUALITY pp. 408-428

William Blankenau and Beth F. Ingram

Volume 6, month April, 2002

DYNAMICS OF TAXES, PUBLIC SERVICES, AND ENDOGENOUS GROWTH pp. 187-201

Hyun Park and Apostolis Philippopoulos

MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES pp. 202-241

Joakim Skalin and Timo Teräsvirta

THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH pp. 242-265

Martin Lettau and Harald Uhlig

STRUCTURAL INFERENCE WITH LONG-RUN RECURSIVE EMPIRICAL MODELS pp. 266-283

John Keating

RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS pp. 284-306

Felix Kubler and Karl Schmedders

Volume 6, month February, 2002

RISK SENSITIVITY, A STRANGELY PERVASIVE CONCEPT pp. 5-18

Peter Whittle

SURVEY OF LINEAR QUADRATIC ROBUST CONTROL pp. 19-39

Pierre Bernhard

ROBUST PERMANENT INCOME AND PRICING WITH FILTERING pp. 40-84

Lars Hansen, Thomas Sargent and Neng Wang

ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY pp. 85-110

Alexei Onatski and James H. Stock

DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL pp. 111-144

Marc Giannoni

MODEL UNCERTAINTY, ROBUST POLICIES, AND THE VALUE OF COMMITMENT pp. 145-166

Kenneth Kasa

ROBUST DECISION THEORY AND THE LUCAS CRITIQUE pp. 167-185

Massimiliano Marcellino and Mark Salmon