International business cycles with endogenous incomplete markets
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Eaton, Jonathan & Fernandez, Raquel, 1995.
"Sovereign debt,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 3, pages 2031-2077,
Elsevier.
- Jonathan Eaton & Raquel Fernandez, 1995. "Sovereign Debt," NBER Working Papers 5131, National Bureau of Economic Research, Inc.
- Eaton, J. & Fernandez, R., 1995. "Sovereign Debt," Papers 37, Boston University - Department of Economics.
- Jonathan Eaton & Raquel Fernandez, 1995. "Sovereign Debt," Boston University - Institute for Economic Development 59, Boston University, Institute for Economic Development.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1997.
"Informal Insurance Arrangements in Village Economies,"
Keele Department of Economics Discussion Papers (1995-2001)
97/08, Department of Economics, Keele University, revised Oct 2000.
- Ligon, Ethan & Thomas, Jonathan & Worrall, Tim, 1997. "Informal Insurance Arrangements in Village Economies," CUDARE Working Papers 198657, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Heathcote, Jonathan & Perri, Fabrizio, 2002.
"Financial autarky and international business cycles,"
Journal of Monetary Economics, Elsevier, vol. 49(3), pages 601-627, April.
- Heathcote, Jonathan & Perri, Fabrizio, 1999. "Financial Autarky and International Business Cycles," SSE/EFI Working Paper Series in Economics and Finance 320, Stockholm School of Economics, revised 30 Apr 2000.
- Baxter, Marianne, 1995.
"International trade and business cycles,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 35, pages 1801-1864,
Elsevier.
- Baxter, M., 1994. "International Trade and Business Cycles," RCER Working Papers 390, University of Rochester - Center for Economic Research (RCER).
- Marianne Baxter, 1995. "International Trade and Business Cycles," NBER Working Papers 5025, National Bureau of Economic Research, Inc.
- V. V. Chari & Patrick J. Kehoe, 1993.
"Sustainable Plans and Mutual Default,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(1), pages 175-195.
- V. V. Chari & Mr. Patrick E. Kehoe, 1990. "Sustainable Plans and Mutual Default," IMF Working Papers 1990/022, International Monetary Fund.
- Alvarez, Fernando & Jermann, Urban J, 2001.
"Quantitative Asset Pricing Implications of Endogenous Solvency Constraints,"
The Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 1117-1151.
- Fernando Alvarez & Urban J. Jermann, "undated". "Quantitative Asset Pricing Implications of Endogenous Solvency Constraints," Rodney L. White Center for Financial Research Working Papers 10-99, Wharton School Rodney L. White Center for Financial Research.
- Fernando Alvarez & Urban J. Jermann, 1999. "Quantitative Asset Pricing Implications of Endogenous Solvency Constraints," NBER Working Papers 6953, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Urban J. Jermann, 1999. "Quantitative asset pricing implications of endogenous solvency constraints," Working Papers 99-5, Federal Reserve Bank of Philadelphia.
- Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
- Albert Marcet & Ramon Marimon, 2019.
"Recursive Contracts,"
Econometrica, Econometric Society, vol. 87(5), pages 1589-1631, September.
- Albert Marcet & Ramon Marimon, 1994. "Recursive contracts," Economics Working Papers 337, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1998.
- Albert Marcet & Ramon Marimon, 2011. "Recursive Contracts," Economics Working Papers ECO2011/15, European University Institute.
- Albert Marcet and Ramon Marimon, 2011. "Recursive Contracts," Working Papers 552, Barcelona School of Economics.
- Marcet, Albert & Marimon, Ramon, 2011. "Recursive contracts," LSE Research Online Documents on Economics 121737, London School of Economics and Political Science, LSE Library.
- Albert Marcet & Ramon Marimon, 2011. "Recursive Contracts," CEP Discussion Papers dp1055, Centre for Economic Performance, LSE.
- Marcet, A. & Marimon, R., 1998. "Recursive Contracts," Economics Working Papers eco98/37, European University Institute.
- Timothy J. Kehoe & David K. Levine, 1993.
"Debt-Constrained Asset Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(4), pages 865-888.
- Timothy J. Kehoe & David K. Levine, 1992. "Debt constrained asset markets," Working Papers 445, Federal Reserve Bank of Minneapolis.
- Timothy J Kehoe & David K Levine, 1993. "Debt Constrained Asset Markets," Levine's Working Paper Archive 1276, David K. Levine.
- Baxter, Marianne & Crucini, Mario J, 1995.
"Business Cycles and the Asset Structure of Foreign Trade,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(4), pages 821-854, November.
- Baxter, M. & Crucini, M., 1991. "Business Cycles and the Asset Structure of Foreign Trade," RCER Working Papers 316, University of Rochester - Center for Economic Research (RCER).
- Marianne Baxter & Mario J. Crucini, 1992. "Business cycles and the asset structure of foreign trade," Discussion Paper / Institute for Empirical Macroeconomics 59, Federal Reserve Bank of Minneapolis.
- Marianne Baxter & Mario J. Crucini, 1994. "Business Cycles and the Asset Structure of Foreign Trade," NBER Working Papers 4975, National Bureau of Economic Research, Inc.
- Kydland, Finn E. & Prescott, Edward C., 1980. "Dynamic optimal taxation, rational expectations and optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 79-91, May.
- Fernando Alvarez & Urban J. Jermann, 2000. "Efficiency, Equilibrium, and Asset Pricing with Risk of Default," Econometrica, Econometric Society, vol. 68(4), pages 775-798, July.
- Attanasio, Orazio & Rios-Rull, Jose-Victor, 2000. "Consumption smoothing in island economies: Can public insurance reduce welfare?," European Economic Review, Elsevier, vol. 44(7), pages 1225-1258, June.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International business cycles: theory vs. evidence," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 17(Fall), pages 14-29.
- Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1992.
"International Real Business Cycles,"
Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 745-775, August.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1987. "International real business cycles," Working Papers 426, Federal Reserve Bank of Minneapolis.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000.
"Mutual Insurance, Individual Savings and Limited Commitment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 216-246, April.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1998. "Mutual Insurance, Individual Savings and Limited Commitment," Keele Department of Economics Discussion Papers (1995-2001) 98/14, Department of Economics, Keele University.
- Kehoe, Timothy J & Levine, David K, 2001. "Liquidity Constrained Markets versus Debt Constrained Markets," Econometrica, Econometric Society, vol. 69(3), pages 575-598, May.
- Abreu, Dilip, 1988. "On the Theory of Infinitely Repeated Games with Discounting," Econometrica, Econometric Society, vol. 56(2), pages 383-396, March.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1993.
"International Business Cycles: Theory and Evidence,"
NBER Working Papers
4493, National Bureau of Economic Research, Inc.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," Working Papers 93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Cole, Harold L. & Obstfeld, Maurice, 1991.
"Commodity trade and international risk sharing : How much do financial markets matter?,"
Journal of Monetary Economics, Elsevier, vol. 28(1), pages 3-24, August.
- Harold L. Cole & Maurice Obstfeld, 1989. "Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?," NBER Working Papers 3027, National Bureau of Economic Research, Inc.
- Kollmann, Robert, 1996.
"Incomplete asset markets and the cross-country consumption correlation puzzle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 945-961, May.
- Robert Kollmann, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," ULB Institutional Repository 2013/7640, ULB -- Universite Libre de Bruxelles.
- Jonathan Eaton & Mark Gersovitz, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(2), pages 289-309.
- Chari, V V & Kehoe, Patrick J, 1990.
"Sustainable Plans,"
Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 783-802, August.
- V. V. Chari & Patrick J Kehoe, 1998. "Sustainable Plans," Levine's Working Paper Archive 600, David K. Levine.
- Cole, Harold, 1988. "Financial Structure and International Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(2), pages 237-259, May.
- Patrick J. Kehoe & Fabrizio Perri, 2002.
"International Business Cycles with Endogenous Incomplete Markets,"
Econometrica, Econometric Society, vol. 70(3), pages 907-928, May.
- Patrick J. Kehoe & Fabrizio Perri, 2000. "International Business Cycles with Endogenous Incomplete Markets," NBER Working Papers 7870, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- YiLi Chien & Hanno Lustig, 2010.
"The Market Price of Aggregate Risk and the Wealth Distribution,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
- Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance 0111004, University Library of Munich, Germany, revised 16 Nov 2001.
- Hanno Lustig, 2004. "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers 299, UCLA Department of Economics.
- Hanno Lustig & Yi-Li Chien, 2005. "The Market Price of Aggregate Risk and the Wealth Distribution," NBER Working Papers 11132, National Bureau of Economic Research, Inc.
- Albert Marcet & Ramon Marimon, 2019.
"Recursive Contracts,"
Econometrica, Econometric Society, vol. 87(5), pages 1589-1631, September.
- Albert Marcet & Ramon Marimon, 1994. "Recursive contracts," Economics Working Papers 337, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1998.
- Albert Marcet & Ramon Marimon, 2011. "Recursive Contracts," Economics Working Papers ECO2011/15, European University Institute.
- Albert Marcet and Ramon Marimon, 2011. "Recursive Contracts," Working Papers 552, Barcelona School of Economics.
- Marcet, Albert & Marimon, Ramon, 2011. "Recursive contracts," LSE Research Online Documents on Economics 121737, London School of Economics and Political Science, LSE Library.
- Albert Marcet & Ramon Marimon, 2011. "Recursive Contracts," CEP Discussion Papers dp1055, Centre for Economic Performance, LSE.
- Marcet, A. & Marimon, R., 1998. "Recursive Contracts," Economics Working Papers eco98/37, European University Institute.
- Benigno, Pierpaolo & Lopez-Salido, J. David, 2006.
"Inflation Persistence and Optimal Monetary Policy in the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 587-614, April.
- Pierpaolo Benigno & J. David López-Salido, 2002. "Inflation persistence and optimal monetary policy in the euro area," International Finance Discussion Papers 749, Board of Governors of the Federal Reserve System (U.S.).
- Pierpaolo Benigno & J. David López-Salido, 2002. "Inflation persistence and optimal monetary policy in the Euro Area," Working Papers 0215, Banco de España.
- Benigno, Pierpaolo & López-Salido, David, 2002. "Inflation persistence and optimal monetary policy in the euro area," Working Paper Series 178, European Central Bank.
- Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003.
"Patience, persistence, and welfare costs of incomplete markets in open economies,"
Journal of International Economics, Elsevier, vol. 61(2), pages 385-396, December.
- Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001 7, Society for Computational Economics.
- Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.).
- Alejandro Cunat & Marco Maffezzoli, 2004.
"Hecksher-Ohlin Business Cycles,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 555-585, July.
- Alejandro Cuñat & Marco Maffezzoli, "undated". "Heckscher-Ohlin Business Cycles," Working Papers 210, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Maffezzoli, Marco & Cuñat, Alejandro, 2003. "Heckscher-Ohlin Business Cycles," CEPR Discussion Papers 3728, C.E.P.R. Discussion Papers.
- Maffezzoli, Marco & Cuñat, Alejandro, 2002. "Heckscher-Ohlin Business Cycles," CEPR Discussion Papers 3382, C.E.P.R. Discussion Papers.
- Durdu, Ceyhun Bora, 2009.
"Quantitative implications of indexed bonds in small open economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 883-902, April.
- Bora Durdu, 2007. "Quantitative implications of indexed bonds in small open economies," International Finance Discussion Papers 909, Board of Governors of the Federal Reserve System (U.S.).
- Ceyhun Bora Durdu, 2007. "Quantitative Implications of Indexed Bonds in Small Open Economies," 2007 Meeting Papers 482, Society for Economic Dynamics.
- Fernando Alvarez & Urban J. Jermann, 1998.
"Asset Pricing when Risk Sharing is Limited by Default,"
NBER Working Papers
6476, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Urban J Jermann, 2010. "Asset Pricing When Risk Sharing is Limited by Default," Levine's Working Paper Archive 1898, David K. Levine.
- Sutherland, Alan, 2002.
"International monetary policy coordination and financial market integration,"
Working Paper Series
174, European Central Bank.
- Sutherland, Alan, 2004. "International Monetary Policy Coordination and Financial Market Integration," CEPR Discussion Papers 4251, C.E.P.R. Discussion Papers.
- Alan Sutherland, 2002. "International monetary policy coordination and financial market integration," International Finance Discussion Papers 751, Board of Governors of the Federal Reserve System (U.S.).
- Ester Faia & Tommaso Monacelli, 2003.
"Ramsey monetary policy and international relative prices,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Ester Faia & Tommaso Monacelli, 2004. "Ramsey monetary policy and international relative prices," International Finance Discussion Papers 798, Board of Governors of the Federal Reserve System (U.S.).
- Monacelli, Tommas & Faia, Ester, 2004. "Ramsey Monetary Policy and International Relative Prices," CEPR Discussion Papers 4386, C.E.P.R. Discussion Papers.
- Ester Faia & Tommaso Monacelli, 2004. "Ramsey Monetary Policy and International Relative Prices," 2004 Meeting Papers 249, Society for Economic Dynamics.
- Ester Faia & Tommaso Monacelli, 2004. "Ramsey Monetary Policy and International Relative Prices," Working Papers 254, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Faia, Ester & Monacelli, Tommaso, 2004. "Ramsey monetary policy and international relative prices," CFS Working Paper Series 2004/04, Center for Financial Studies (CFS).
- Faia, Ester & Monacelli, Tommaso, 2004. "Ramsey monetary policy and international relative prices," Working Paper Series 344, European Central Bank.
- Juha Ilmari Seppala, 2000.
"Asset Prices and Business Cycles Under Limited Commitment,"
Econometric Society World Congress 2000 Contributed Papers
0244, Econometric Society.
- Juha Seppala, 2000. "Asset Prices And Business Cycles Under Limited Commitment," Computing in Economics and Finance 2000 319, Society for Computational Economics.
- V. V Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2002.
"Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(3), pages 533-563.
- V.V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2000. "Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?," NBER Working Papers 7869, National Bureau of Economic Research, Inc.
- Henry Kim & Jinill Kim & Robert Kollmann, 2005. "Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints," Discussion Papers Series, Department of Economics, Tufts University 0504, Department of Economics, Tufts University.
- Ester Faia, 2007. "Welfare Implications of Capital Account Liberalization," CEIS Research Paper 92, Tor Vergata University, CEIS.
- Ambler, Steve & Cardia, Emanuela & Zimmermann, Christian, 2002.
"International transmission of the business cycle in a multi-sector model,"
European Economic Review, Elsevier, vol. 46(2), pages 273-300, February.
- Steve Ambler & Emanuela Cardia & Christian Zimmermann, 1998. "International Transmission of the Business Cycle in a Multi-Sectoral Model," Cahiers de recherche CREFE / CREFE Working Papers 60, CREFE, Université du Québec à Montréal.
- AMBLER, Steve & CARDIA, Emanuela & ZIMMERMANN, Christian, 2000. "International Transmission of the Business Cycle in a Multi-Sector Model," Cahiers de recherche 2000-06, Universite de Montreal, Departement de sciences economiques.
- Ambler, S. & Cardia, E. & Zimmermann, C., 2000. "International Transmission of the Business Cycle in a Multi-Sector Model," Cahiers de recherche 2000-06, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Heathcote, Jonathan & Perri, Fabrizio, 2002.
"Financial autarky and international business cycles,"
Journal of Monetary Economics, Elsevier, vol. 49(3), pages 601-627, April.
- Heathcote, Jonathan & Perri, Fabrizio, 1999. "Financial Autarky and International Business Cycles," SSE/EFI Working Paper Series in Economics and Finance 320, Stockholm School of Economics, revised 30 Apr 2000.
- Leduc, Sylvain, 2002.
"Incomplete markets, borrowing constraints, and the foreign exchange risk premium,"
Journal of International Money and Finance, Elsevier, vol. 21(7), pages 957-980, December.
- Sylvain Leduc, 1998. "Incomplete Markets, Borrowing Constraints, and the Foreign Exchange Risk Premium," Research in Economics 98-06-050e, Santa Fe Institute.
- Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia.
- Pierpaolo Benigno, 2009.
"Price Stability with Imperfect Financial Integration,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 121-149, February.
- Pierpaolo Benigno, 2008. "Price stability with imperfect financial integration," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Pierpaolo Benigno, 2009. "Price Stability with Imperfect Financial Integration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 121-149, February.
- Benigno, Pierpaolo, 2001. "Price Stability with Imperfect Financial Integration," CEPR Discussion Papers 2854, C.E.P.R. Discussion Papers.
- Wen, Yi, 2001. "Demand-Driven Business Cycles: Explaining Domestic and International Comovements," Working Papers 01-18, Cornell University, Center for Analytic Economics.
- Michael R. Pakko, 1997. "Trade, investment, and international borrowing in two-country business cycle models," Working Papers 1997-023, Federal Reserve Bank of St. Louis.
- Ms. Pritha Mitra, 2006. "Post-Crisis Recovery: When Does Increased Fiscal Discipline Work?," IMF Working Papers 2006/219, International Monetary Fund.
- Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
- Xiao, Wei, 2004. "Can indeterminacy resolve the cross-country correlation puzzle?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2341-2366, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Patrick J. Kehoe & Fabrizio Perri, 2002.
"International Business Cycles with Endogenous Incomplete Markets,"
Econometrica, Econometric Society, vol. 70(3), pages 907-928, May.
- Patrick J. Kehoe & Fabrizio Perri, 2000. "International Business Cycles with Endogenous Incomplete Markets," NBER Working Papers 7870, National Bureau of Economic Research, Inc.
- Almuth Scholl, 2002. "Limited Enforceable International Loans, International Risk Sharing and Trade," SFB 649 Discussion Papers SFB649DP2005-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005.
- Kehoe, Patrick J. & Perri, Fabrizio, 2004.
"Competitive equilibria with limited enforcement,"
Journal of Economic Theory, Elsevier, vol. 119(1), pages 184-206, November.
- Patrick J. Kehoe & Fabrizio Perri, 2002. "Competitive equilibria with limited enforcement," Working Papers 621, Federal Reserve Bank of Minneapolis.
- Patrick J. Kehoe & Fabrizio Perri, 2002. "Competitive Equilibria With Limited Enforcement," NBER Working Papers 9077, National Bureau of Economic Research, Inc.
- Patrick J. Kehoe & Fabrizio Perri, 2003. "Competitive equilibria with limited enforcement," Staff Report, Federal Reserve Bank of Minneapolis.
- Golosov, M. & Tsyvinski, A. & Werquin, N., 2016.
"Recursive Contracts and Endogenously Incomplete Markets,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 725-841,
Elsevier.
- Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
- Boileau, Martin & Normandin, Michel, 2008.
"Closing international real business cycle models with restricted financial markets,"
Journal of International Money and Finance, Elsevier, vol. 27(5), pages 733-756, September.
- Michel Normandin & Martin Boileau, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche 05-03, HEC Montréal, Institut d'économie appliquée.
- Martin Boileau & Michel Normandin, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche 0506, CIRPEE.
- Miao, Jianjun & Zhang, Yuzhe, 2015.
"A duality approach to continuous-time contracting problems with limited commitment,"
Journal of Economic Theory, Elsevier, vol. 159(PB), pages 929-988.
- Jianjun Miao & Yuzhe Zhang, 2013. "A Duality Approach to Continuous- Time Contracting Problems with Limited Commitment," Boston University - Department of Economics - Working Papers Series 2013-008, Boston University - Department of Economics.
- Yuzhe Zhang & Jianjun Miao, 2014. "A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment," 2014 Meeting Papers 650, Society for Economic Dynamics.
- Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
- Marc-Andre Letendre, 2000. "Linear Approximation Methods and International Real Business Cycles with Incomplete Asset Markets," Econometric Society World Congress 2000 Contributed Papers 1539, Econometric Society.
- Martin Bodenstein, 2008.
"International Asset Markets and Real Exchange Rate Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
- Martin Bodenstein, 2005. "International Asset Markets and Real Exchange Rate Volatility," 2005 Meeting Papers 352, Society for Economic Dynamics.
- Martin Bodenstein, 2006. "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers 884, Board of Governors of the Federal Reserve System (U.S.).
- Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003.
"Patience, persistence, and welfare costs of incomplete markets in open economies,"
Journal of International Economics, Elsevier, vol. 61(2), pages 385-396, December.
- Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.).
- Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001 7, Society for Computational Economics.
- Martinez, Joseba & Philippon, Thomas & Sihvonen, Markus, 2022.
"Does a currency union need a capital market union?,"
Journal of International Economics, Elsevier, vol. 139(C).
- Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
- Joseba Martinez & Markus Sihvonen & Thomas Philippon, 2019. "Does a Currency Union Need a Capital market Union?," 2019 Meeting Papers 822, Society for Economic Dynamics.
- Akkoyun, Hüseyin Çağrı & Arslan, Yavuz & Kılınç, Mustafa, 2017.
"Risk sharing and real exchange rates: The role of non-tradable sector and trend shocks,"
Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 232-248.
- Huseyin Cagri Akkoyun & Yavuz Arslan & Mustafa Kilinc, 2013. "Risk Sharing and Real Exchange Rate : The Roles of Non-tradable Sector and Trend Shocks," Working Papers 1336, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hüseyin Çağrı Akkoyun & Yavuz Arslan & Mustafa Kılınç, 2017. "Risk sharing and real exchange rates: the role of non-tradable sector and trend shocks," BIS Working Papers 613, Bank for International Settlements.
- Leduc, Sylvain, 2002.
"Incomplete markets, borrowing constraints, and the foreign exchange risk premium,"
Journal of International Money and Finance, Elsevier, vol. 21(7), pages 957-980, December.
- Sylvain Leduc, 1998. "Incomplete Markets, Borrowing Constraints, and the Foreign Exchange Risk Premium," Research in Economics 98-06-050e, Santa Fe Institute.
- Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia.
- Xiao, Wei, 2004. "Can indeterminacy resolve the cross-country correlation puzzle?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2341-2366, December.
- Johri, Alok & Letendre, Marc-André & Luo, Daqing, 2011.
"Organizational capital and the international co-movement of investment,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 511-523.
- Alok Johri & Marc-Andre Letendre & Daqing Luo, 2010. "Organizational Capital and the International Co-movement of Investment," Department of Economics Working Papers 2010-05, McMaster University.
- Alok Johri & Marc-Andre Letendre & Daqing Luo, 2011. "Organizational Capital and the International Co-movement of Investment," Department of Economics Working Papers 2011-03, McMaster University.
- Restrepo-Echavarria, Paulina, 2019.
"Endogenous borrowing constraints and stagnation in Latin America,"
Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Paulina Restrepo-Echavarria, 2010. "Endogenous Borrowing Constraints and Stagnation in Latin America," 2010 Meeting Papers 470, Society for Economic Dynamics.
- Paulina Restrepo-Echavarria, 2013. "Endogenous Borrowing Constraints and Stagnation in Latin America," Working Papers 2014-37, Federal Reserve Bank of St. Louis.
- Heathcote, Jonathan & Perri, Fabrizio, 2014.
"Assessing International Efficiency,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 523-584,
Elsevier.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," NBER Working Papers 18956, National Bureau of Economic Research, Inc.
- Heathcote, Jonathan & Perri, Fabrizio, 2013. "Assessing International Efficiency," CEPR Discussion Papers 9424, C.E.P.R. Discussion Papers.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," Working Papers 476, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Azariadis, Costas & Kaas, Leo, 2013.
"Endogenous credit limits with small default costs,"
Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous credit limits with small default costs," Working Papers 2012-048, Federal Reserve Bank of St. Louis.
- Ivan Jaccard & Frank Smets, 2020.
"Structural Asymmetries and Financial Imbalances in the Eurozone,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 73-102, April.
- Jaccard, Ivan & Smets, Frank, 2017. "Structural asymmetries and financial imbalances in the eurozone," Working Paper Series 2076, European Central Bank.
- Ivan Jaccard, 2019. "Structural Asymmetries and Financial Imbalances," 2019 Meeting Papers 988, Society for Economic Dynamics.
More about this item
Keywords
Credit; Equilibrium (Economics) - Mathematical models; Loans; Foreign; Business cycles - Econometric models;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedmsr:265. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kate Hansel (email available below). General contact details of provider: https://edirc.repec.org/data/cfrbmus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.