Macroeconomic Dynamics

1997 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 22, month December, 2018

OPTIMAL GROWTH, DEBT DYNAMICS, AND WELFARE UNDER GDP-BASED COLLATERALS pp. 1905-1936

Daria Onori

LIMITED ASSET MARKET PARTICIPATION AND DETERMINACY IN THE OPEN ECONOMY pp. 1937-1977

Edward F. Buffie and Luis-Felipe Zanna

INSTABILITY OF SUNSPOT EQUILIBRIA IN REAL BUSINESS CYCLE MODELS UNDER INFINITE HORIZON LEARNING pp. 1978-2006

Yangyang Ji and Wei Xiao

EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN pp. 2007-2031

Noemi Schmitt and Frank Westerhoff

THE CONVENTIONAL MONETARY POLICY AND TERM STRUCTURE OF INTEREST RATES DURING THE FINANCIAL CRISIS pp. 2032-2069

Tolga Cenesizoglu, Denis Larocque and Michel Normandin

IS LABOR'S LOSS CAPITAL'S GAIN? GROSS VERSUS NET LABOR SHARES pp. 2070-2087

Benjamin Bridgman

DIMINISHING RETURNS AND LABOR MARKET ADJUSTMENTS pp. 2088-2106

Ha Dao and Alain Delacroix

DO HETEROGENEOUS EXPECTATIONS CONSTITUTE A CHALLENGE FOR POLICY INTERACTION? pp. 2107-2140

Emanuel Gasteiger

OVERCOMING FINANCIAL FRICTIONS WITH THE FRIEDMAN RULE pp. 2141-2181

Sergio Salas

AN ENDOGENOUSLY DERIVED AK MODEL OF ECONOMIC GROWTH pp. 2182-2200

Christian Jensen

LIMITED ASSET MARKET PARTICIPATION AND DETERMINACY IN THE OPEN ECONOMY – ERRATUM pp. 2201-2201

Edward F. Buffie and Luis-Felipe Zanna

Volume 22, month October, 2018

INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS pp. 1721-1726

Fredj Jawadi

DID THE FED RESPOND TO LIQUIDITY SHORTAGE EPISODES DURING THE GREAT DEPRESSION? pp. 1727-1749

Olivier Damette and Antoine Parent

DESTABILIZING EFFECTS OF BANK OVERLEVERAGING ON REAL ACTIVITY—AN ANALYSIS BASED ON A THRESHOLD MCS-GVAR pp. 1750-1768

Marco Gross, Jerome Henry and Willi Semmler

ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET pp. 1769-1789

Luca Agnello, Vitor Castro and Ricardo Sousa

INFLATION STABILIZATION AND DEFAULT RISK IN A CURRENCY UNION pp. 1790-1807

Eiji Okano and Masashige Hamano

BOOMS AND BUSTS IN A HOUSING MARKET WITH HETEROGENEOUS AGENTS pp. 1808-1824

Guido Ascari, N. Pecora and A. Spelta

A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP pp. 1825-1843

Efthymios Pavlidis, Ivan Paya and David Peel

BELIEF-TWISTING SHOCKS AND THE MACROECONOMY pp. 1844-1858

Jacek Suda

ENDOGENOUS CREDIT AND INVESTMENT CYCLES WITH ASSET PRICE VOLATILITY pp. 1859-1874

Francesco Carli and Leonor Modesto

MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA pp. 1875-1903

Hachmi Ben Ameur, Fredj Jawadi, Wael Louhichi and Abdoulkarim Idi Cheffou

Volume 22, month September, 2018

PRODUCTIVITY GAPS AND TAX POLICIES UNDER ASYMMETRIC TRADE pp. 1391-1427

Lucas Bretschger and Simone Valente

INTERNATIONAL GREAT INFLATION AND COMMON MONETARY POLICY pp. 1428-1461

Jacek Suda and Anastasia Zervou

TRADE, LUXURY GOODS, AND A GROWTH-ENHANCING TARIFF pp. 1462-1474

Leonid Azarnert

INNOVATION AND IMITATION: EFFECTS OF INTELLECTUAL PROPERTY RIGHTS IN A PRODUCT-CYCLE MODEL OF SKILLS ACCUMULATION pp. 1475-1509

Hung-Ju Chen

TESTING FOR WEAK SEPARABILITY USING STOCHASTIC SEMI-NONPARAMETRIC TESTS: AN EMPIRICAL STUDY ON US DATA pp. 1510-1534

Ryan Mattson and Philippe de Peretti

STUCK IN A CORNER? CLIMATE POLICY IN DEVELOPING COUNTRIES pp. 1535-1554

Stephie Fried

A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS pp. 1555-1583

Juan Parra-Alvarez

THE FERTILITY DECLINE IN THE UNITED STATES: SCHOOLING AND INCOME pp. 1584-1612

Casper Hansen, Peter Jensen and Lars Lønstrup

GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES pp. 1613-1651

Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli

CATCH ME IF YOU LEARN: DEVELOPMENT-SPECIFIC EDUCATION AND ECONOMIC GROWTH pp. 1652-1694

Fabio Cerina and Fabio Manca

MACROECONOMIC DYNAMICS SURVEY: ENDOGENOUS GROWTH THEORY AND MODELS: THE “FIRST WAVE,” 1952–1973 pp. 1695-1720

Stephen Spear and Warren Young

Volume 22, month July, 2018

INTERNATIONAL OUTPUT AND INFLATION UNCERTAINTY AND THEIR IMPACT ON COUNTRIES' MACROECONOMIC PERFORMANCE. EVIDENCE FROM A DYNAMIC FACTOR GARCH-IN-MEAN MODEL pp. 1113-1133

Tino Berger and Sibylle Grabert

AGENCY COSTS, RISK SHOCKS, AND INTERNATIONAL CYCLES pp. 1134-1172

Marc-André Letendre and Joel Wagner

AGING, RETIREMENT, AND PAY-AS-YOU-GO PENSIONS pp. 1173-1183

Giam Pietro Cipriani

INEQUALITY, INFORMALITY, AND CREDIT MARKET IMPERFECTIONS pp. 1184-1206

Roberto Dell'Anno

CHILD SUBSIDIES AND THE CROSS-SECTIONAL FERTILITY PATTERN pp. 1207-1237

Laurie S. M. Reijnders

BUBBLES AND CROWDING-IN OF CAPITAL VIA A SAVINGS GLUT pp. 1238-1266

Marten Hillebrand, Tomoo Kikuchi and Masaya Sakuragawa

BANKING, LIQUIDITY EFFECTS, AND MONETARY POLICY pp. 1267-1297

Te-Tsun Chang and Yiting Li

UNEMPLOYMENT PERSISTENCE AND QUANTILE PARAMETER HETEROGENEITY pp. 1298-1320

Corrado Andini and Monica Andini

A NOTE ON SIMPLE MONETARY POLICY RULES WITH LABOR MARKET AND FINANCIAL FRICTIONS pp. 1321-1344

Šarūnas Girdėnas

INVESTMENT AND FORWARD-LOOKING MONETARY POLICY: A WICKSELLIAN SOLUTION TO THE PROBLEM OF INDETERMINACY pp. 1345-1369

Stephen McKnight

A NOTE ON BUSINESS-CYCLE PROPERTIES IN FRICTIONAL LABOR MARKETS pp. 1370-1389

Chia-Hui Lu

Volume 22, month June, 2018

A PATENTABILITY REQUIREMENT AND INDUSTRY-TARGETED R&D pp. 719-753

Keiichi Kishi

TRACING THE ROLE OF FORESIGHT IN THE EFFECTS OF U.S. TAX POLICY: EVIDENCE FROM A TIME-VARYING STRUCTURAL VECTOR AUTOREGRESSION pp. 754-778

T. Philipp Dybowski

A GENERALIZED STEADY-STATE GROWTH THEOREM pp. 779-804

Andreas Irmen

TECHNOLOGICAL CHANGE DURING THE ENERGY TRANSITION pp. 805-836

Gerard van der Meijden and Sjak Smulders

STATUS PREFERENCE AND THE EFFECTS OF PATENT PROTECTION: THEORY AND EVIDENCE pp. 837-863

Shiyuan Pan, Mengbo Zhang and Heng-Fu Zou

INFRASTRUCTURE AND INEQUALITY: INSIGHTS FROM INCORPORATING KEY ECONOMIC FACTS ABOUT HOUSEHOLD HETEROGENEITY pp. 864-895

David Klenert, Linus Mattauch, Ottmar Edenhofer and Kai Lessmann

FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES pp. 896-930

Luca Riccetti, Alberto Russo and Mauro Gallegati

TRADE BALANCE AND INFLATION FLUCTUATIONS IN THE EURO AREA pp. 931-960

Jean Barthélemy and Guillaume Cléaud

HEALTH-LED GROWTH SINCE 1800 pp. 961-1000

Jakob Madsen

INFLATION AND REAL WAGE DISPERSION: A MODEL OF FRICTIONAL MARKETS pp. 1001-1034

Min Zhang and Stella Huangfu

INFLATION EXPECTATIONS AND MONETARY POLICY DESIGN: EVIDENCE FROM THE LABORATORY pp. 1035-1075

Damjan Pfajfar and Blaž Žakelj

TEMPTATION AND SELF-CONTROL IN A MONETARY ECONOMY pp. 1076-1095

Ryoji Hiraguchi

A NOTE ON CREDIT RISK TRANSFER AND THE MACROECONOMY pp. 1096-1111

Ester Faia

Volume 22, month April, 2018

INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES pp. 541-545

Matteo Manera and Apostolos Serletis

OIL, UNCERTAINTY, AND GASOLINE PRICES pp. 546-561

Dongfeng Chang and Apostolos Serletis

ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS pp. 562-580

Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou

OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH? pp. 581-599

Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian and Clement Yelou

INTEREST RATES AND THE VOLATILITY AND CORRELATION OF COMMODITY PRICES pp. 600-619

Joseph Gruber and Robert Vigfusson

OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS pp. 620-639

Ana María Herrera

OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES pp. 640-653

John Elder

THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS pp. 654-665

Apostolos Serletis and Libo Xu

HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? pp. 666-682

Andrea Bastianin and Matteo Manera

DISCERNING TRENDS IN COMMODITY PRICES pp. 683-701

Dimitri Dimitropoulos and Adonis Yatchew

150 YEARS OF BOOM AND BUST: WHAT DRIVES MINERAL COMMODITY PRICES? pp. 702-717

Martin Stuermer

Volume 22, month March, 2018

FINANCIAL NEWS, BANKS, AND BUSINESS CYCLES pp. 173-198

Christopher Gunn and Alok Johri

DO STATUS-SEEKING MOTIVES ENHANCE ECONOMIC GROWTH? A SMALL OPEN GROWTH MODEL pp. 199-224

Juin-jen Chang, Wei-Neng Wang and Ying-An Chen

CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS pp. 225-254

Sandra Eickmeier and Markus Kühnlenz

ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS pp. 255-278

Josh Stillwagon

ASYMMETRY AND THE AMPLITUDE OF BUSINESS CYCLE FLUCTUATIONS: A QUANTITATIVE INVESTIGATION OF THE ROLE OF FINANCIAL FRICTIONS pp. 279-306

Manoj Atolia, John Gibson and Milton Marquis

THE BUSINESS CYCLE WITH NOMINAL CONTRACTS AND SEARCH FRICTIONS pp. 307-330

Weh-Sol Moon

PRIVATIZATION AND NATIONALIZATION CYCLES pp. 331-361

Roberto Chang, Constantino Hevia and Norman Loayza

DOES INFLATION TARGETING MATTER? AN EXPERIMENTAL INVESTIGATION pp. 362-401

Camille Cornand and Cheick Kader M'baye

THE RISK OF HITTING THE ZERO LOWER BOUND AND THE OPTIMAL INFLATION TARGET pp. 402-425

Phuong Ngo

THE REGIME-SWITCHING VOLATILITY OF EURO AREA BUSINESS CYCLES pp. 426-469

Stéphane Lhuissier

SOVEREIGN RESTRUCTURING VS. FISCAL ADJUSTMENT IN A MONETARY UNION: MACROECONOMIC EFFECTS FROM MODEL-BASED SIMULATIONS pp. 470-500

Lorenzo Forni and Massimiliano Pisani

FISCAL AUSTERITY MEASURES: SPENDING CUTS VS. TAX INCREASES pp. 501-540

Gerhard Glomm, Juergen Jung and Chung Tran

Volume 22, month January, 2018

CURRENT MACROECONOMIC CHALLENGES pp. 1-3

Giovanni Di Bartolomeo and Enrico Saltari

OVERLEVERAGING, FINANCIAL FRAGILITY, AND THE BANKING–MACRO LINK: THEORY AND EMPIRICAL EVIDENCE pp. 4-32

Stefan Mittnik and Willi Semmler

UNRAVELING THE SKILL PREMIUM pp. 33-62

Peter McAdam and Alpo Willman

MONETARY POLICY, FACTOR SUBSTITUTION, AND CONVERGENCE pp. 63-76

Rainer Klump and Anne Jurkat

WHY IS OPTIMAL GROWTH THEORY MUTE? RESTORING ITS RIGHTFUL VOICE pp. 77-100

Olivier de La Grandville

ELASTICITY OF SUBSTITUTION AND TECHNICAL PROGRESS: IS THERE A MISSPECIFICATION PROBLEM? pp. 101-121

Daniela Federici and Enrico Saltari

STABILIZATION AND COMMITMENT: FORWARD GUIDANCE IN ECONOMIES WITH RATIONAL EXPECTATIONS pp. 122-134

Andrew Hughes Hallett and Nicola Acocella

OPTIMAL INFLATION TARGETING RULE UNDER POSITIVE HAZARD FUNCTIONS FOR PRICE CHANGES pp. 135-152

Giovanni Di Bartolomeo and Marco Di Pietro

FIRMS' ENDOGENOUS ENTRY AND MONOPOLISTIC BANKING IN A DSGE MODEL pp. 153-171

Carla La Croce and Lorenza Rossi