Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 5, month November, 2001

GENERAL STRUCTURAL DYNAMIC ECONOMIC MODELING pp. 647-672

Russel Cooper

BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS pp. 673-700

Arnold Zellner and Bin Chen

AN INTERVIEW WITH KARL SHELL pp. 701-741

Stephen Spear and ,

DOES INTRAFIRM BARGAINING MATTER IN THE LARGE FIRM'S MATCHING MODEL? pp. 742-747

Pierre Cahuc and Etienne Wasmer

SIZE AND POWER PROPERTIES OF THE AH TEST OF EVOLUTIONARY CHANGE pp. 748-763

Phillip Wild

Volume 5, month September, 2001

INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS pp. 461-465

Philip Hans Franses and Timo Teräsvirta

OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS pp. 466-481

Clive Granger

PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS pp. 482-505

Heather Anderson and Farshid Vahid

MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP pp. 506-532

Philip Rothman, Dick van Dijk and , Philip Hans

THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE pp. 533-576

Ming Chien Lo and Eric Zivot

VECTOR AUTOREGRESSIVE PROCESSES WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS pp. 577-597

Antti Ripatti and , Pentti

OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY pp. 598-620

John Chao, Valentina Corradi and Norman Swanson

NONLINEAR RISK pp. 621-646

Marcelle Chauvet and Simon Potter

Volume 5, month June, 2001

MONEY TAXES, MARKET SEGMENTATION, AND SUNSPOT EQUILIBRIA pp. 327-352

Todd Keister

LIQUIDITY, PRICES, SEIGNIORAGE, AND THE TRANSITION FROM BARTER TO FIAT MONEY pp. 353-379

Young Sik Kim

TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC pp. 380-412

Melvin Hinich and Phillip Wild

FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH pp. 413-433

Aubhik Khan

AN INTERVIEW WITH PAUL A. VOLCKER pp. 434-460

Perry Mehrling

Volume 5, month April, 2001

INTRODUCTION TO THE SPECIAL ISSUE: NEW APPROACHES TO LEARNING IN MACROECONOMIC MODELS pp. 143-147

Jasmina Arifovic and James Bullard

GLOBAL STABILITY OF INFLATION TARGET POLICIES WITH ADAPTIVE AGENTS pp. 148-179

Gian Italo Bischi and Ramon Marimon

CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS pp. 180-203

Cars Hommes and J. Barkley Rosser

PERFORMANCE OF RATIONAL AND BOUNDEDLY RATIONAL AGENTS IN A MODEL WITH PERSISTENT EXCHANGE-RATE VOLATILITY pp. 204-224

Jasmina Arifovic

EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET pp. 225-254

Blake Lebaron

INDIVIDUAL LEARNING ABOUT CONSUMPTION pp. 255-271

Todd W. Allen and Christopher Carroll

LEARNING AND EXCESS VOLATILITY pp. 272-302

James Bullard and John Duffy

GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION pp. 303-325

Bryan Routledge

Volume 5, month February, 2001

CONVERGENCE IN MONETARY INFLATION MODELS WITH HETEROGENEOUS LEARNING RULES pp. 1-31

George Evans, Seppo Honkapohja and Ramon Marimon

TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING pp. 32-55

Catherine Bac, Jean-MicheI Chevet and Eric Ghysels

STABILIZING MACROECONOMIC FLUCTUATIONS IN THE EMU pp. 56-80

Bas Van Aarle

COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS pp. 81-100

Alexander Benkwitz, Helmut Lütkepohl and Juergen Wolters

AN INTERVIEW WITH MILTON FRIEDMAN pp. 101-131

John Taylor

ON RANDOM MATCHING, MONETARY EQUILIBRIA, AND SUNSPOTS pp. 132-142

Huberto Ennis

Volume 4, month December, 2000

FINANCIAL INTERMEDIATION AND AGGREGATE FLUCTUATIONS: A QUANTITATIVE ANALYSIS pp. 423-447

Russell Cooper and João Ejarque

EXPECTATIONS, CREDIBILITY, AND TIME-CONSISTENT MONETARY POLICY pp. 448-466

Peter Ireland

TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING pp. 467-486

Eric Ghysels

A NEW LOOK AT THE DIAMOND SEARCH MODEL: STOCHASTIC CYCLES AND EQUILIBRIUM SELECTION IN SEARCH EQUILIBRIUM pp. 487-505

Masanao Aoki and Yoshimasa Shirai

VOLUME–VOLATILITY DYNAMICS IN AN INTERTEMPORAL ASSET PRICING MODEL pp. 506-533

Chiente Hsu

AGGREGATE PHILLIPS CURVES ARE NOT ALWAYS VERTICAL: HETEROGENEITY AND MISMATCH IN MULTIREGION OR MULTISECTOR ECONOMIES pp. 534-546

Andrew Hughes Hallett

SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION pp. 547-572

Adrian R. Fleissig, A. Gallant and John Seater

Volume 4, month September, 2000

CONVERGENCE OF ADAPTIVE LEARNING AND EXPECTATIONAL STABILITY: THE CASE OF MULTIPLE RATIONAL-EXPECTATIONS EQUILIBRIA pp. 263-288

Maik Heinemann

MONEY, SEARCH, AND COSTLY MATCHMAKING pp. 289-323

Gabriele Camera

GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT pp. 324-342

Adrian R. Fleissig, Alastair Hall and John Seater

STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE pp. 343-372

Fabio Canova and Gianni De Nicoló

EVOLUTIONARY ALGORITHMS IN MACROECONOMIC MODELS pp. 373-414

Jasmina Arifovic

RATE OF AND BIAS TO TECHNICAL CHANGE UNDER A REGIME OF ALMOST HOMOGENEITY OF THE PRODUCTION FUNCTION pp. 415-421

Michael J. Panik

Volume 4, month June, 2000

INFORMATION DYNAMICS IN FINANCIAL MARKETS pp. 139-169

Patrick de Fontnouvelle

HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS pp. 170-196

Rama Cont and Jean-Philipe Bouchaud

THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE pp. 197-221

William Barnett, Melvin Hinich and Piyu Yue

AN INTERVIEW WITH FRANCO MODIGLIANI pp. 222-256

William Barnett and Robert Solow

COMPUTATIONAL METHODS FOR THE STUDY OF DYNAMIC ECONOMIES pp. 257-261

Paul Klein

Volume 4, month March, 2000

DISCOUNT FACTORS AND THRESHOLDS: FOREIGN INVESTMENT WHEN ENFORCEMENT IS IMPERFECT pp. 1-21

Elizabeth Asiedu and Anne P. Villamil

DETERMINANTS OF AGGREGATE WEALTH pp. 22-41

Susheng Wang

TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION pp. 42-72

John Chao and Norman Swanson

EDITOR'S PREFACE TO THE HONORARY LECTURES SERIES pp. 73-73

William Barnett

TWO NEW KEYNESIAN THEORIES OF STICKY PRICES pp. 74-107

Roger Farmer

AN INTERVIEW WITH WILLIAM A. BROCK pp. 108-138

Michael Woodford