Journal of Monetary Economics

1975 - 2025

Current editor(s): R. G. King and C. I. Plosser

From Elsevier
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Swedish business cycles: 1861-1988 pp. 343-371: Peter Englund, Torsten Persson and Lars E. O. Svensson
Target zones and forward rates in a model with repeated realignments pp. 373-408: Leonardo Bartolini and Gordon Bodnar
Intermediation and the equilibrium allocation of investment capital: Implications for economic development pp. 409-432: John H. Boyd and Bruce D. Smith
Lucas's signal-extraction model: A finite state exposition with aggregate real shocks pp. 433-447: Neil Wallace
The liquidity premium in average interest rates pp. 449-465: Wilbur Coleman, Christian Gilles and Pamela Labadie
Transitory variation in investment and output pp. 467-480: Eugene Fama
Does the debt market assess large banks, risk?: Time series evidence from money center CDs pp. 481-502: David M. Ellis and Mark Flannery

The source of fluctuations in money: Evidence from trade credit pp. 171-193: Valerie Ramey
Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates pp. 195-215: Frederic Mishkin
Investigating the correlation of unobserved expectations: Expected returns in equity and foreign exchange markets and other examples pp. 217-253: Robert Cumby and John Huizinga
Price smoothing policies: A welfare analysis pp. 255-275: Fabio Canova
Sources of panics: Evidence from the weekly data pp. 277-305: R. Glen Donaldson
Earnings uncertainty and precautionary saving pp. 307-337: Luigi Guiso, Tullio Jappelli and Daniele Terlizzese

Knowledge-based growth pp. 3-24: Scott Freeman and Stephen Polasky
Stock prices and bond yields: Can their comovements be explained in terms of present value models? pp. 25-46: Robert J. Shiller and Andrea E. Beltratti
On endogenous growth with productivity shocks pp. 47-56: Morgan Kelly
Welfare-improving credit controls pp. 57-72: Stacey L. Schreft
The output, employment, and interest rate effects of government consumption pp. 73-86: S. Aiyagari, Lawrence Christiano and Martin Eichenbaum
Time-varying term premia on U.S. Treasury bills and bonds pp. 87-106: Robert C. Klemkosky and Eugene A. Pilotte
Macroeconomic implications of production bunching: Factor demand linkages pp. 107-127: Russell W. Cooper and John Haltiwanger
Optimal reserve requirements, deposit taxation, and the demand for money pp. 129-142: Alex Mourmouras and Steven Russell
Fundamentals-dependent bubbles in stock prices pp. 143-168: Shinsuke Ikeda and Akihisa Shibata

In search of the liquidity effect pp. 341-369: Eric Leeper and David Gordon
Why does high inflation raise inflation uncertainty? pp. 371-388: Laurence Ball
Seigniorage and the welfare cost of inflation: Evidence from an intertemporal model of money and consumption pp. 389-410: Zvi Eckstein and Leonardo Leiderman
A bargaining model of partisan appointments to the central bank pp. 411-428: Christopher Waller
The persistence of real interest differentials: A Kalman filtering approach pp. 429-443: Stefano Cavaglia
Endogenous transfer institutions in overlapping generations pp. 445-474: Merwan Engineer and Dan Bernhardt
On the time consistency of the government's social security benefit policy pp. 475-486: Raymond G. Batina

The role of energy in real business cycle models pp. 173-189: In-Moo Kim and Prakash Loungani
Productivity shocks and real business cycles pp. 191-208: Charles Evans
External effects in U.S. procyclical productivity pp. 209-225: Ricardo Caballero and Richard Lyons
The real rate of interest from 1800-1990: A study of the U.S. and the U.K pp. 227-252: Jeremy J. Siegel
Stabilization policy and public sector prices pp. 253-276: Edward F. Buffie
Modeling long-run behavior with the fractional ARIMA model pp. 277-302: Fallaw Sowell
Monetary policy rules and the indicator properties of asset prices pp. 303-336: Jeffrey Fuhrer and George Moore
Erratum pp. 337-337: Kenneth West

Liquidity, loanable funds, and real activity pp. 3-24: Timothy Fuerst
How well do linear approximation methods work?: The production tax case pp. 25-58: Michael Dotsey and Ching Sheng Mao
A neoclassical model of seasonal fluctuations pp. 59-86: Satyajit Chatterjee and B Ravikumar
On persistence of shocks to economic variables: A common misconception pp. 87-93: Marco Lippi and Lucrezia Reichlin
Common stochastic trends in international stock markets pp. 95-124: Kenneth Kasa
Bank regulation as an antidote to price level instability: A 'real bills' model that yields 'quantity theory' prescriptions pp. 125-150: Alex Mourmouras and Steven Russell
Patinkin on Keynes and Meltzer pp. 151-162: Allan Meltzer
Search theory and macroeconomics: A review essay pp. 163-167: Dale Mortensen

Should the holding period matter for the intertemporal consumption-based CAPM? pp. 365-389: Karen Lewis
The dynamics of a small open economy in response to monetary, fiscal, and productivity shocks pp. 411-434: Emanuela Cardia
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series pp. 435-459: James H. Stock
Hysteresis, menu costs, and pricing with random exchange rates pp. 461-484: Francisco A. Delgado
Asset pricing and intrinsic values: A review essay pp. 485-500: Bruce N. Lehmann
Doctrinal foundations of monetary economics: A review essay pp. 501-510: Joseph Aschheim and George Tavlas

Approximating suboptimal dynamic equilibria: An Euler equation approach pp. 173-200: Marianne Baxter
Congressional influence on U.S. monetary policy: An empirical test pp. 201-220: Kevin Grier
Reconsidering 'trends and random walks in macroeconomic time series' pp. 221-254: David DeJong and Charles Whiteman
On DeJong and Whiteman's Bayesian inference for the unit root model pp. 255-263: Fallaw Sowell
On robustness pp. 265-270: David DeJong and Charles Whiteman
Bank failure contagion in historical perspective pp. 271-286: Sangkyun Park
Public ends, private means: Central banking and the profit motive 1823-1832 pp. 287-322: Richard A. Highfield, Maureen O'Hara and John H. Wood
Monetary economics: A review essay pp. 323-345: Herschel Grossman
The informational role of prices: A review essay pp. 347-361: Anat Admati

Commodity trade and international risk sharing: How much do financial markets matter? pp. 3-24: Harold Cole and Maurice Obstfeld
The cyclical behavior of prices pp. 25-60: Thomas Cooley and Lee Ohanian
Shifting trends, segmented trends, and infrequent permanent shocks pp. 61-85: Nathan Balke and Thomas Fomby
The term structure of interest rate differentials in a target zone: Theory and Swedish data pp. 87-116: Lars E. O. Svensson
The dominance of inefficiencies over scale and product mix economies in banking pp. 117-148: Allen Berger and David B. Humphrey
Structural unemployment and public policy in interwar Britain: A review essay pp. 149-159: Prakash Loungani
What determines savings?: A review essay pp. 161-170: David Weil