Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 1, month December, 1997

NEW PROOF OF THE EXISTENCE OF EQUILIBRIUM IN A SINGLE-SECTOR GROWTH MODEL pp. 669-679

Charalambos D. Aliprantis, Kim C. Border and Owen Burkinshaw

MONEY AS A MEDIUM OF EXCHANGE WHEN GOODS VARY BY SUPPLY AND DEMAND pp. 680-700

Xavier Cuadras-Morató and Randall Wright

VALUING THE FUTURES-MARKET PERFORMANCE GUARANTEE pp. 701-719

Roger Craine

RESOLVING THE LIQUIDITY PUZZLE pp. 720-739

Apostolos Serletis and Victor Chwee

SELF-FULFILLING PROPHECIES AND THE BUSINESS CYCLE pp. 740-769

Roger Farmer and Michael Woodford

COORDINATION, CREDIT, AND AN ELASTIC CURRENCY pp. 770-779

John Bryant

Volume 1, month September, 1997

TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS pp. 551-567

Narayana Kocherlakota

LEARNING IN BAYESIAN GAMES BY BOUNDED RATIONAL PLAYERS I pp. 568-587

Taesung Kim and Nicholas C. Yannelis

DYNAMIC SEIGNIORAGE THEORY pp. 588-614

Maurice Obstfeld

FISCAL POLICY IN A GROWING ECONOMY WITH PUBLIC CAPITAL pp. 615-639

Stephen J Turnovsky

REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY pp. 640-657

Pierre Siklos and Clive Granger

CREDIBILITY AND INTERTEMPORAL CONSISTENCY pp. 658-665

Kiminori Matsuyama

Volume 1, month June, 1997

BOOTSTRAPPING THE LONG RUN pp. 279-311

Timothy Conley, Lars Hansen and Wen-Fang Liu

HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY pp. 312-332

Michele Boldrin, Lawrence Christiano and Jonas Fisher

GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS pp. 333-354

Ravi Bansal and Bruce N. Lehmann

SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS pp. 355-386

Wouter J. Den Haan

INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS pp. 387-422

Per Krusell and Anthony Smith

ASSET PRICING WITH BORROWING CONSTRAINTS AND EX ANTE HETEROGENEITY pp. 423-451

Pamela Labadie

EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS pp. 452-484

Kent Daniel and David Marshall

CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS pp. 485-512

William Barnett, Yi Liu and Mark Jensen

COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN pp. 513-517

David Marshall

STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS pp. 518-548

Clifford R. Wymer

Volume 1, month January, 1997

TWO COMPUTATIONS TO FUND SOCIAL SECURITY pp. 7-44

He Huang, Selahattin İmrohorogˇlu and Thomas Sargent

SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS pp. 45-75

Jess Gaspar and Kenneth Judd

MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE pp. 76-101

John Heaton and Deborah Lucas

MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS pp. 102-134

Andrew Lo and A. Craig Mackinlay

ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES pp. 135-168

A. Gallant and George Tauchen

MARKET STRUCTURE, SECURITY PRICES, AND INFORMATIONAL EFFICIENCY pp. 169-205

Jennifer Huang and Jiang Wang

BEHAVIOR OF INTEREST RATES IN A GENERAL EQUILIBRIUM MULTISECTOR MODEL WITH IRREVERSIBLE INVESTMENT pp. 206-227

Wilbur Coleman

ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES pp. 228-254

Harold Zhang

SPLINE APPROXIMATIONS TO VALUE FUNCTIONS pp. 255-277

Michael A. Trick and Stanley Zin