Grey Gordon
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Grey Gordon, 2011.
"Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution,"
PIER Working Paper Archive
11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Grey Gordon, 2020. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 61-95.
- Grey Gordon, 2011. "Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"," QM&RBC Codes 186, Quantitative Macroeconomics & Real Business Cycles.
Mentioned in:
- Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution
by Christian Zimmermann in NEP-DGE blog on 2011-07-22 18:21:27
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Grey Gordon & John Bailey Jones & Jessica Sackett Romero, 2020.
"Loan-Delinquency Projections for COVID-19,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-05, pages 1-4, April.
- Grey Gordon & John Bailey Jones, 2020. "Loan Delinquency Projections for COVID-19," Working Paper 20-02, Federal Reserve Bank of Richmond.
Mentioned in:
Working papers
- Grey Gordon & John B. Jones & Urvi Neelakantan & Kartik Athreya, 2023.
"Online Appendix to "Incarceration, Employment and Earnings: Dynamics and Differences","
Online Appendices
21-319, Review of Economic Dynamics.
- Grey Gordon & John B. Jones & Urvi Neelakantan & Kartik Athreya, 2023. "Incarceration, Employment and Earnings: Dynamics and Differences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 677-697, December.
Cited by:
- Qi Li & Cynthia G. Colen, 2024. "Racial Disparities in the Relationship Between Parental Incarceration and Childhood Obesity," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 43(4), pages 1-22, August.
- Hope Bodenschatz & Gerald Eric Daniels Jr. & Jeffrey P. Thompson, 2023. "Decomposing Lifetime-Earnings Differences between White, Black, and Hispanic Families," Working Papers 23-14, Federal Reserve Bank of Boston.
- Grey Gordon & John Bailey Jones, 2020.
"Loan Delinquency Projections for COVID-19,"
Working Paper
20-02, Federal Reserve Bank of Richmond.
- Grey Gordon & John Bailey Jones & Jessica Sackett Romero, 2020. "Loan-Delinquency Projections for COVID-19," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-05, pages 1-4, April.
Cited by:
- Nigmonov, Asror & Shams, Syed & Alam, Khorshed, 2024. "Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market," Emerging Markets Review, Elsevier, vol. 58(C).
- Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
- Agnesa Krasniqi Pervetica & Skender Ahmeti, 2023. "The Effect of Financial Risk Management on the Financial Performance of Commercial Banks in Western Balkan Before and During COVID-19," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 179-190.
- Özlem Dursun-de Neef, H. & Schandlbauer, Alexander, 2021. "COVID-19 and lending responses of European banks," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Grey Gordon, 2020.
"Efficient VAR Discretization,"
Working Paper
20-06, Federal Reserve Bank of Richmond.
- Gordon, Grey, 2021. "Efficient VAR discretization," Economics Letters, Elsevier, vol. 204(C).
Cited by:
- Grey Gordon & Pablo Guerrón-Quintana, 2019.
"On Regional Borrowing, Default, and Migration,"
Working Paper
19-4, Federal Reserve Bank of Richmond.
- Gordon, Grey & Guerron-Quintana, Pablo, 2024. "On regional borrowing, default, and migration," Journal of International Economics, Elsevier, vol. 150(C).
- Grey Gordon & Pablo Guerrón-Quintana, 2019.
"On Regional Borrowing, Default, and Migration,"
Working Paper
19-4, Federal Reserve Bank of Richmond.
- Gordon, Grey & Guerron-Quintana, Pablo, 2024. "On regional borrowing, default, and migration," Journal of International Economics, Elsevier, vol. 150(C).
Cited by:
- Davis, Morris A. & Fisher, Jonas D.M. & Veracierto, Marcelo, 2021. "Migration and urban economic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Darong Dai & Dennis W. Jansen & Liqun Liu, 2021. "Inter-jurisdiction migration and the fiscal policies of local governments," Journal of Economics, Springer, vol. 132(2), pages 133-164, March.
- Alessandria, George & Bai, Yan & Deng, Minjie, 2020. "Migration and sovereign default risk," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 1-22.
- Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.
- Si Guo & Yun Pei & Zoe Xie, 2019.
"Decentralization and Overborrowing in a Fiscal Federation,"
2019 Meeting Papers
1229, Society for Economic Dynamics.
- Si Guo & Yun Pei & Zoe Xie, 2018. "Decentralization and Overborrowing in a Fiscal Federation," FRB Atlanta Working Paper 2018-9, Federal Reserve Bank of Atlanta.
- George Alessandria & Minjie Deng & Yan Bai, 2019. "Sovereign Default Risk and Migration," 2019 Meeting Papers 1085, Society for Economic Dynamics.
- Guerron-Quintana, Pablo A., 2020. "“Migration and sovereign default risk” a comment," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 23-27.
- Grey Gordon, 2019.
"Efficient Computation with Taste Shocks,"
Working Paper
19-15, Federal Reserve Bank of Richmond.
Cited by:
- Chaumont, Gaston & Gordon, Grey & Sultanum, Bruno & Tobin, Elliot, 2024.
"Sovereign debt and credit default swaps,"
Journal of International Economics, Elsevier, vol. 150(C).
- Gaston Chaumont & Grey Gordon & Bruno Sultanum & Elliot Tobin, 2023. "Sovereign Debt and Credit Default Swaps," Working Paper 23-05, Federal Reserve Bank of Richmond.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2020.
"Deadly Debt Crises: COVID-19 in Emerging Markets,"
Staff Report
603, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2020. "Deadly Debt Crises: COVID-19 in Emerging Markets," Department of Economics Working Papers 20-07, Stony Brook University, Department of Economics, revised 2021.
- Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Deadly Debt Crises: COVID-19 in Emerging Markets," NBER Working Papers 27275, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2024. "Deadly Debt Crises: COVID-19 in Emerging Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1243-1290.
- Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019.
"Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default),"
Department of Economics Working Papers
19-02-rev1, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," NBER Working Papers 26671, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Staff Report 592, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2018. "Inflation Targeting with Sovereign Default Risk," 2018 Meeting Papers 851, Society for Economic Dynamics.
- Marina Azzimonti & Laura Karpuska & Gabriel Mihalache, 2020. "Bargaining over Mandatory Spending and Entitlements," Department of Economics Working Papers 20-02, Stony Brook University, Department of Economics.
- Arce, Fernando, 2021. "Private Overborrowing under Sovereign Risk," MPRA Paper 113176, University Library of Munich, Germany.
- Marina Azzimonti & Gabriel P. Mihalache & Laura Karpuska, 2020. "Bargaining over Taxes and Entitlements," NBER Working Papers 27595, National Bureau of Economic Research, Inc.
- Burkhard Heer & Alfred Maußner, 2005.
"Dynamic General Equilibrium Modelling,"
Springer Books,
Springer, number 978-3-540-27312-7, March.
- Burkhard Heer & Alfred Maußner, 2024. "Dynamic General Equilibrium Modeling," Springer Texts in Business and Economics, Springer, edition 3, number 978-3-031-51681-8, December.
- Burkhard Heer & Alfred Maußner, 2009. "Dynamic General Equilibrium Modeling," Springer Books, Springer, number 978-3-540-85685-6, March.
- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
Journal of International Economics, Elsevier, vol. 125(C).
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Chaumont, Gaston & Gordon, Grey & Sultanum, Bruno & Tobin, Elliot, 2024.
"Sovereign debt and credit default swaps,"
Journal of International Economics, Elsevier, vol. 150(C).
- Grey Gordon & Pablo Guerron-Quintana, 2019.
"A Quantitative Theory of Hard and Soft Sovereign Defaults,"
2019 Meeting Papers
412, Society for Economic Dynamics.
Cited by:
- Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
- Xavier Mateos-Planas & Jose-Victor Rios-Rull & Cristina Arellano, 2013.
"Partial Default,"
2013 Meeting Papers
765, Society for Economic Dynamics.
- Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," NBER Working Papers 26076, National Bureau of Economic Research, Inc.
- Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," Staff Report 589, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Xavier Mateos-Planas & Jose-Victor Rios-Rull, 2019. "Partial Default," Discussion Papers 1911, Centre for Macroeconomics (CFM).
- Silvia Marchesi & Tania Masi, 2020.
"Life after default. Private and Official Deals,"
Working Papers
431, University of Milano-Bicocca, Department of Economics, revised Feb 2020.
- Marchesi, Silvia & Masi, Tania, 2021. "Life after default. Private and official deals," Journal of International Money and Finance, Elsevier, vol. 113(C).
- Mitchener, Kris & Trebesch, Christoph, 2021. "Sovereign Debt in the 21st Century: Looking Backward, Looking Forward," CEPR Discussion Papers 15935, C.E.P.R. Discussion Papers.
- Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
- Mingzhuo Deng & Pablo A. Guerron-Quintana & Lewis Tseng, 2023. "Parallel Computation of Sovereign Default Models," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1047-1085, October.
- Grey Gordon & Pablo Guerron-Quintana, 2018.
"On Regional Borrowing, Migration, and Default,"
2018 Meeting Papers
305, Society for Economic Dynamics.
Cited by:
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
- Si Guo & Yun Pei & Zoe Xie, 2019.
"Decentralization and Overborrowing in a Fiscal Federation,"
2019 Meeting Papers
1229, Society for Economic Dynamics.
- Si Guo & Yun Pei & Zoe Xie, 2018. "Decentralization and Overborrowing in a Fiscal Federation," FRB Atlanta Working Paper 2018-9, Federal Reserve Bank of Atlanta.
- George Alessandria & Minjie Deng & Yan Bai, 2019. "Sovereign Default Risk and Migration," 2019 Meeting Papers 1085, Society for Economic Dynamics.
- Grey Gordon & Shi Qiu, 2015.
"A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity,"
CAEPR Working Papers
2015-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Shi Qiu, 2018. "A divide and conquer algorithm for exploiting policy function monotonicity," Quantitative Economics, Econometric Society, vol. 9(2), pages 521-540, July.
- Grey Gordon & Shi Qiu, 2017. "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers 2017-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Cited by:
- Grey Gordon & Aaron Hedlund, 2017.
"Accounting for the Rise in College Tuition,"
NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 357-394,
National Bureau of Economic Research, Inc.
- Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," CAEPR Working Papers 2015-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Aaron Hedlund, 2016. "Accounting for the Rise in College Tuition," NBER Working Papers 21967, National Bureau of Economic Research, Inc.
- Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," Working Papers 1514, Department of Economics, University of Missouri.
- Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
- Yongquan Cao & Grey Gordon, 2019.
"A Practical Approach to Testing Calibration Strategies,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
- Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
- Bommier, Antoine & Harenberg, Daniel & Le Grand, François, 2017. "Household Finance and the Value of Life," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168189, Verein für Socialpolitik / German Economic Association.
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
- Burkhard Heer & Alfred Maußner, 2005.
"Dynamic General Equilibrium Modelling,"
Springer Books,
Springer, number 978-3-540-27312-7, March.
- Burkhard Heer & Alfred Maußner, 2024. "Dynamic General Equilibrium Modeling," Springer Texts in Business and Economics, Springer, edition 3, number 978-3-031-51681-8, December.
- Burkhard Heer & Alfred Maußner, 2009. "Dynamic General Equilibrium Modeling," Springer Books, Springer, number 978-3-540-85685-6, March.
- Kaldorf, Matthias & Röttger, Joost, 2023. "Convenient but risky government bonds," Discussion Papers 15/2023, Deutsche Bundesbank.
- Martinez, Tomás R., 2021.
"Public financing with financial frictions and underground economy,"
UC3M Working papers. Economics
32495, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Erosa, Andrés & Fuster, Luisa & Martinez, Tomás R., 2023. "Public financing with financial frictions and underground economy," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 20-36.
- Grey Gordon & Aaron Hedlund, 2015.
"Accounting for the Rise in College Tuition,"
CAEPR Working Papers
2015-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Aaron Hedlund, 2017. "Accounting for the Rise in College Tuition," NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 357-394, National Bureau of Economic Research, Inc.
- Grey Gordon & Aaron Hedlund, 2016. "Accounting for the Rise in College Tuition," NBER Working Papers 21967, National Bureau of Economic Research, Inc.
- Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," Working Papers 1514, Department of Economics, University of Missouri.
Cited by:
- Heathcote, Jonathan & Cai, Zhifeng, 2018.
"College Tuition and Income Inequality,"
CEPR Discussion Papers
13101, C.E.P.R. Discussion Papers.
- Zhifeng Cai & Jonathan Heathcote, 2018. "College Tuition and Income Inequality," Staff Report 569, Federal Reserve Bank of Minneapolis.
- Zhifeng Cai & Jonathan Heathcote, 2022. "College Tuition and Income Inequality," American Economic Review, American Economic Association, vol. 112(1), pages 81-121, January.
- Goldin, Ian & Koutroumpis, Pantelis & Lafond, François & Winkler, Julian, 2020.
"Why is productivity slowing down?,"
MPRA Paper
99172, University Library of Munich, Germany.
- Lafond, François & Goldin, Ian & Koutroumpis, Pantelis & Winkler, Julian, 2021. "Why is productivity slowing down?," INET Oxford Working Papers 2021-12, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lafond, François & Goldin, Ian & Koutroumpis, Pantelis & Winkler, Julian, 2022. "Why is productivity slowing down?," INET Oxford Working Papers 2022-08, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Ian Goldin & Pantelis Koutroumpis & François Lafond & Julian Winkler, 2024. "Why Is Productivity Slowing Down?," Journal of Economic Literature, American Economic Association, vol. 62(1), pages 196-268, March.
- Lutz Hendricks & Christopher Herrington & Todd Schoellman, 2018. "College Access and Attendance Patterns: A Long-Run View," Opportunity and Inclusive Growth Institute Working Papers 10, Federal Reserve Bank of Minneapolis.
- Rodrigo Azuero & David Zarruk Valencia, 2016. "The Effects of Student Loans on the Provision and Demand for Higher Education," PIER Working Paper Archive 17-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 22 Oct 2017.
- Ciprian Domnisoru & Ioana Cosmina Schiopu, 2021. "The Rise of For-Profit Higher Education: A General Equilibrium Analysis," CESifo Working Paper Series 9134, CESifo.
- Aaron Hedlund & Grey Gordon, 2017. "Accounting for Tuition Increases at U.S. Colleges," 2017 Meeting Papers 1550, Society for Economic Dynamics.
- Holger Sieg & Yu Wang, 2017. "The Impact of Student Debt on Education, Career, and Marriage Choices of Female Lawyers," NBER Working Papers 23453, National Bureau of Economic Research, Inc.
- Emily E. Cook, 2021. "Competing Campuses: Equilibrium Prices, Admissions, and Undergraduate Programs in US Higher Education," Working Papers 2120, Tulane University, Department of Economics.
- Grey Gordon, 2014.
"Optimal Bankruptcy Code: A Fresh Start for Some,"
CAEPR Working Papers
2014-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey, 2017. "Optimal bankruptcy code: A fresh start for some," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 123-149.
Cited by:
- Igor Livshits, 2015. "Recent Developments In Consumer Credit And Default Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 594-613, September.
- Cesar Leandro, Julio & Botelho, Delane, 2022. "Consumer over-indebtedness: A review and future research agenda," Journal of Business Research, Elsevier, vol. 145(C), pages 535-551.
- Montebruno, Piero & Silva, Olmo & Szumilo, Nikodem, 2021.
"Judge Dread: court severity, repossession risk and demand in mortgage and housing markets,"
LSE Research Online Documents on Economics
114435, London School of Economics and Political Science, LSE Library.
- Piero Montebruno & Olmo Silva & Nikodem Szumilo, 2021. "Judge Dread: court severity, repossession risk and demand in mortgage and housing markets," CEP Discussion Papers dp1766, Centre for Economic Performance, LSE.
- Montebruno, Piero & Silva, Olmo & Szumilo, Nikodem, 2021. "Judge Dread: court severity, repossession risk and demand in mortgage and housing markets," LSE Research Online Documents on Economics 110474, London School of Economics and Political Science, LSE Library.
- Grey Gordon & Pablo Guerrón-Quintana, 2013.
"Dynamics of investment, debt, and default,"
Working Papers
13-18, Federal Reserve Bank of Philadelphia.
- Grey Gordon & Pablo Guerron-Quintana, 2018. "Dynamics of Investment, Debt, and Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
Cited by:
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755,
Elsevier.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2016. "Quantitative Models of Sovereign Debt Crises," NBER Working Papers 22125, National Bureau of Economic Research, Inc.
- Mr. Tamon Asonuma & Mr. Marcos d Chamon & Aitor Erce & Akira Sasahara, 2019.
"Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel,"
IMF Working Papers
2019/069, International Monetary Fund.
- Tamon Asonuma & Marcos Chamon & Aitor Erce & Akira Sasahara, 2019. "Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel," Working Papers 37, European Stability Mechanism.
- Si Guo & Yun Pei, 2023. "The impact of sovereign defaults on lending countries," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 345-374, January.
- Siming Liu & Hewei Shen, 2022.
"Fiscal Commitment and Sovereign Default Risk,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 98-123, October.
- Siming Liu & Hewei Shen, 2018. "Fiscal Commitment and Sovereign Default Risk," CAEPR Working Papers 2018-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Siming Liu & Hewei Shen, 2021. "Online Appendix to "Fiscal Commitment and Sovereign Default Risk"," Online Appendices 18-490, Review of Economic Dynamics.
- Siming Liu & Hewei Shen, 2021. "Code and data files for "Fiscal Commitment and Sovereign Default Risk"," Computer Codes 18-490, Review of Economic Dynamics.
- Franz Hamann & Juan Camilo Mendez-Vizcaino & Enrique G. Mendoza & Paulina Restrepo-Echavarria, 2023.
"Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing,"
NBER Working Papers
31058, National Bureau of Economic Research, Inc.
- Franz Hamann & Juan Camilo Mendez-Vizcaino & Enrique G. Mendoza & Paulina Restrepo-Echavarria, 2023. "Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing," PIER Working Paper Archive 23-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Franz Hamann, 2018. "Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing," Working Papers 2018-32, Federal Reserve Bank of St. Louis, revised 17 Mar 2023.
- Tavares, Tiago, 2019. "Labor market distortions under sovereign debt default crises," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
- Cusato Novelli, Antonio & Barcia, Giancarlo, 2021. "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, vol. 67(C).
- Tamon Asonuma & Hyungseok Joo, 2023. "Sovereign Defaults and Debt Restructurings: Public Capital and Fiscal Constraint Tightness," School of Economics Discussion Papers 0323, School of Economics, University of Surrey.
- Yongquan Cao & Grey Gordon, 2019.
"A Practical Approach to Testing Calibration Strategies,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
- Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
- Park, JungJae, 2017. "Sovereign default and capital accumulation," Journal of International Economics, Elsevier, vol. 106(C), pages 119-133.
- Arellano, Cristina & Bai, Yan & Mihalache, Gabriel, 2018.
"Default risk, sectoral reallocation, and persistent recessions,"
Journal of International Economics, Elsevier, vol. 112(C), pages 182-199.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2017. "Default Risk, Sectoral Reallocation, and Persistent Recessions," NBER Chapters, in: NBER International Seminar on Macroeconomics 2017, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2017. "Default Risk, Sectoral Reallocation and Persistent Recessions," Staff Report 555, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2017. "Default Risk, Sectoral Reallocation, and Persistent Recessions," NBER Working Papers 23835, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2017. "Default Risk, Sectoral Reallocation, and Persistent Recessions," Department of Economics Working Papers 17-10, Stony Brook University, Department of Economics.
- Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
- Dominik Thaler, 2018.
"Sovereign default, domestic banks and exclusion from international capital markets,"
Working Papers
1824, Banco de España.
- Dominik Thaler, 2021. "Sovereign Default, Domestic Banks and Exclusion from International Capital Markets," The Economic Journal, Royal Economic Society, vol. 131(635), pages 1401-1427.
- Marios Karabarbounis & Patrick Macnamara, 2019. "Misallocation and Credit Market Constraints: the Role of Long-Term Financing," Working Paper 19-1, Federal Reserve Bank of Richmond.
- Grey Gordon & Pablo Guerrón-Quintana, 2013.
"Dynamics of investment, debt, and default,"
Working Papers
13-18, Federal Reserve Bank of Philadelphia.
- Grey Gordon & Pablo Guerron-Quintana, 2018. "Dynamics of Investment, Debt, and Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
- Galli, Carlo, 2019.
"Self-fulfilling debt crises, fiscal policy and investment,"
LSE Research Online Documents on Economics
100942, London School of Economics and Political Science, LSE Library.
- Galli, Carlo, 2021. "Self-fulfilling debt crises, fiscal policy and investment," Journal of International Economics, Elsevier, vol. 131(C).
- Carlo Galli, 2019. "Self-Fulfilling Debt Crises, Fiscal Policy and Investment," Discussion Papers 1904, Centre for Macroeconomics (CFM).
- Kollintzas, Tryphon & Tsoukalas, Konstantinos, 2015. "Bank and Sovereign Risk Interdependence in the Euro Area," CEPR Discussion Papers 10485, C.E.P.R. Discussion Papers.
- Park, JungJae, 2011. "Sovereign Default and Capital Accumulation," MPRA Paper 60150, University Library of Munich, Germany, revised Nov 2014.
- Tamon Asonuma & Hyungseok Joo, 2023. "Sovereign Defaults and Public Investment (Capital)," School of Economics Discussion Papers 1123, School of Economics, University of Surrey.
- Toan Phan & Felipe Schwartzman, 2023. "Climate Defaults and Financial Adaptation," Working Paper 23-06, Federal Reserve Bank of Richmond.
- Alessandria, George & Bai, Yan & Deng, Minjie, 2020. "Migration and sovereign default risk," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 1-22.
- Esquivel, Carlos, 2024. "Underinvestment and capital misallocation under sovereign risk," Journal of International Economics, Elsevier, vol. 151(C).
- Tamon Asonuma & Hyungseok Joo, 2021. "Public Capital and Fiscal Constraint in Sovereign Debt Crises," School of Economics Discussion Papers 0621, School of Economics, University of Surrey.
- Zachary Stangebye, 2023.
"Long-Term Sovereign Debt: A Steady State Analysis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 107-131, April.
- Zachary Stangebye, 2022. "Code and data files for "Long-Term Sovereign Debt: A Steady State Analysis"," Computer Codes 18-205, Review of Economic Dynamics.
- Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
- Ram Yamarthy, 2019. "Corporate Debt Maturity and the Real Economy," 2019 Meeting Papers 627, Society for Economic Dynamics.
- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
Journal of International Economics, Elsevier, vol. 125(C).
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Yang, Zhenbing & Chen, Zhuo & Shi, Qi & Yan, Bing, 2021. "Does outward foreign direct investment increase debt ratio? Firm-level evidence from China," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 1-12.
- Guerron-Quintana, Pablo A., 2020. "“Migration and sovereign default risk” a comment," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 23-27.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Gordon, Grey, 2012.
"Nonlinear Adventures at the Zero Lower Bound,"
CEPR Discussion Papers
8972, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Nonlinear adventures at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 182-204.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2012. "Nonlinear adventures at the zero lower bound," Working Papers 12-10, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Nonlinear Adventures at the Zero Lower Bound," NBER Working Papers 18058, National Bureau of Economic Research, Inc.
Cited by:
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2015.
"Optimal fiscal and monetary policy action in a closed economy,"
Economic Modelling, Elsevier, vol. 48(C), pages 175-188.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2014. "Optimal Oscal and monetary policy action in a closed economy," Working Papers 201402, Athens University Of Economics and Business, Department of Economics.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Ortiz, Marco, 2015. "Choques de colas anchas y política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 17-31.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014.
"Public Investment, Time to Buid, and the Zero Lower Bound,"
Working Papers
2014-03, Center for Research in Economics and Statistics.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014. "Public Investment, Time to Build, and the Zero Lower Bound," Cahiers de Recherches Economiques du Département d'économie 14.06, Université de Lausanne, Faculté des HEC, Département d’économie, revised Oct 2014.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2017. "Public investment, time to build, and the zero lower bound," Post-Print hal-02877959, HAL.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2017. "Public Investment, Time to Build, and the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 60-79, January.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2016. "Public Investment, Time to Build, and the Zero Lower Bound," Documents de recherche 16-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Hafedh Bouakez & Michel Guillard & Jordan Roulleau-Pasdeloup, 2014. "Public Investment, Time to Build, and the Zero Lower Bound," Cahiers de recherche 1402, CIRPEE.
- Wu, Jing Cynthia & Zhang, Ji, 2019.
"Global effective lower bound and unconventional monetary policy,"
Journal of International Economics, Elsevier, vol. 118(C), pages 200-216.
- Jing Cynthia Wu & Ji Zhang, 2019. "Global Effective Lower Bound and Unconventional Monetary Policy," 2019 Meeting Papers 47, Society for Economic Dynamics.
- Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Working Papers 24714, National Bureau of Economic Research, Inc.
- Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 200-216, National Bureau of Economic Research, Inc.
- Lasitha R. C. Pathberiya, 2016. "Optimal Monetary Policy at the Zero Lower Bound on Nominal Interest Rates in a Cost Channel Economy," Discussion Papers Series 568, School of Economics, University of Queensland, Australia.
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Haroon Mumtaz & Paolo Surico, 2015.
"The Transmission Mechanism In Good And Bad Times,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1237-1260, November.
- Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2016.
"Solution Methods for Models with Rare Disasters,"
CEPR Discussion Papers
11115, C.E.P.R. Discussion Papers.
- Jesús Fernández‐Villaverde & Oren Levintal, 2018. "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
- Jesús Fernández-Villaverde & Oren Levintal, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- François Gourio & Phuong Ngo, 2020.
"Risk Premia at the ZLB: A Macroeconomic Interpretation,"
Working Paper Series
WP 2020-01, Federal Reserve Bank of Chicago.
- Phuong Ngo & Francois Gourio, 2016. "Risk Premia at the ZLB: a macroeconomic interpretation," 2016 Meeting Papers 1585, Society for Economic Dynamics.
- François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP-2020-01, Federal Reserve Bank of Chicago.
- Tom Holden & Michael Paetz, 2012.
"Efficient simulation of DSGE models with inequality constraints,"
School of Economics Discussion Papers
1612, School of Economics, University of Surrey.
- Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020.
"Reversal interest rate and macroprudential policy,"
Working Paper Series
2487, European Central Bank.
- Darracq Pariès, Matthieu & Kok Sørensen, Christoffer & Rottner, Matthias, 2021. "Reversal interest rate and macroprudential policy," Discussion Papers 24/2021, Deutsche Bundesbank.
- Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013.
"Global Dynamics at the Zero Lower Bound,"
2013 Meeting Papers
839, Society for Economic Dynamics.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global dynamics at the zero lower bound," Working Papers 2013-007, Federal Reserve Bank of St. Louis.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
- Valentin Jouvanceau & Julien Albertini & Stéphane Moyen, 2022.
"State-Contingent Forward Guidance,"
Bank of Lithuania Working Paper Series
100, Bank of Lithuania.
- Julien Albertini & Valentin Jouvanceau & Stéphane Moyen, 2022. "State-Contingent Forward Guidance," Working Papers 2205, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2017.
"Fiscal consolidation and its cross-country effects,"
Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 55-106.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2016. "Fiscal Consolidation and its Cross-Country Effects," CESifo Working Paper Series 6012, CESifo.
- Taisuke Nakata & Sebastian Schmidt, 2018.
"Online Appendix to "Gradualism and Liquidity Traps","
Online Appendices
17-251, Review of Economic Dynamics.
- Taisuke Nakata & Sebastian Schmidt, 2019. "Gradualism and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 182-199, January.
- William Scarth, 2014. "User Discretion Advised: Fiscal Consolidation and the Recovery," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 412, July.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024.
"Inequality and the zero lower bound,"
BIS Working Papers
1160, Bank for International Settlements.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
- Bredemeier, Christian & Juessen, Falko & Schabert, Andreas, 2015.
"Fiscal Policy, Interest Rate Spreads, and the Zero Lower Bound,"
IZA Discussion Papers
8993, Institute of Labor Economics (IZA).
- Christian Bredemeier & Falko Juessen & Andreas Schabert, 2015. "Fiscal policy, interest rate spreads,and the zero lower bound," Working Paper Series in Economics 80, University of Cologne, Department of Economics.
- Zaretski, Aliaksandr, 2021.
"Financial constraints, risk sharing, and optimal monetary policy,"
MPRA Paper
110757, University Library of Munich, Germany.
- Aliaksandr Zaretski, 2024. "Financial constraints, risk sharing, and optimal monetary policy," School of Economics Discussion Papers 0624, School of Economics, University of Surrey.
- Fotiou, Alexandra & Shen, Wenyi & Yang, Shu-Chun S., 2020.
"The fiscal state-dependent effects of capital income tax cuts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Alexandra Fotiou & Ms. Wenyi Shen & Susan Yang Shu-Chun, 2020. "The Fiscal State-Dependent Effects of Capital Income Tax Cuts," IMF Working Papers 2020/071, International Monetary Fund.
- Tomohide Mineyama, 2024. "Downward Nominal Wage Rigidity and Determinacy of Equilibrium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 305-316, February.
- Roc Armenter, 2013.
"The perils of nominal targets,"
Working Papers
14-2, Federal Reserve Bank of Philadelphia.
- Roc Armenter, 2016. "The Perils of Nominal Targets," Working Papers 16-30, Federal Reserve Bank of Philadelphia.
- Javier Andrés & Óscar Arce & Jesús Fernández-Villaverde & Samuel Hurtado, 2020.
"Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union,"
NBER Working Papers
27347, National Bureau of Economic Research, Inc.
- Javier Andrés & Óscar Arce & Samuel Hurtado & Jesús Fernández-Villaverde, 2020. "Deciphering the macroeconomic effects of internal devaluations in a monetary union," Working Papers 2016, Banco de España.
- Javier Andres & Oscar Arce & Jesus Fernandez-Villaverde & Samuel Hurtado, 2022. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-47, December.
- Fernández-Villaverde, Jesús & Andrés, Javier & Arce, Oscar & Hurtado, Samuel, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," CEPR Discussion Papers 14829, C.E.P.R. Discussion Papers.
- Haderer, Michaela, 2022. "An Estimated DSGE Model of the Euro Area with Expectations about the Timing and Nature of Liftoff from the Lower Bound," Working Papers 2022-05, University of Sydney, School of Economics.
- Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
- Julien Albertini & Arthur Poirier, 2015.
"Unemployment Benefit Extension at the Zero Lower Bound,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 733-751, October.
- Julien Albertini & Arthur Poirier, 2015. "Online Appendix to "Unemployment Benefit Extension at the Zero Lower Bound"," Online Appendices 14-55, Review of Economic Dynamics.
- Julien Albertini & Arthur Poirier, 2015. "Unemployment benefit extensions at the zero lower bound," Post-Print halshs-02188496, HAL.
- Julien Albertini & Arthur Poirier, 2015. "Code and data files for "Unemployment Benefit Extension at the Zero Lower Bound"," Computer Codes 14-55, Review of Economic Dynamics.
- Bianchi, Francesco & Melosi, Leonardo, 2013.
"Escaping the Great Recession,"
CEPR Discussion Papers
9643, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," NBER Working Papers 20238, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
- Francesco Bianchi & Leonardo Melosi, 2017. "Escaping the Great Recession," American Economic Review, American Economic Association, vol. 107(4), pages 1030-1058, April.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," Working Paper Series WP-2014-17, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2016. "Escaping the Great Recession," Working Paper Series WP-2016-16, Federal Reserve Bank of Chicago.
- Leonardo Melosi & Francesco Bianchi, 2013. "Escaping the Great Recession," 2013 Meeting Papers 203, Society for Economic Dynamics.
- Leonardo Melosi & Francesco Bianchi, 2015. "Escaping the Great recession," 2015 Meeting Papers 1035, Society for Economic Dynamics.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019.
"Hitting the Elusive Inflation Target,"
Working Paper Series
WP-2019-7, Federal Reserve Bank of Chicago.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
- Melosi, Leonardo & Bianchi, Francesco & Rottner, Matthias, 2019. "Hitting the Elusive Inflation Target," CEPR Discussion Papers 14161, C.E.P.R. Discussion Papers.
- Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 107-122.
- Francesco Bianchi & Leonardo Melosi & Matthias Rottner, 2019. "Hitting the Elusive Inflation Target," NBER Working Papers 26279, National Bureau of Economic Research, Inc.
- Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
- Fanelli, Sebastián & Gonzalez-Eiras, Martín, 2021. "Resolution of financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2017.
"Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan,"
Staff Working Papers
17-40, Bank of Canada.
- Sergeyev, Dmitriy & Miyamoto, Wataru & Nguyen, Thu-Van, 2016. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," CEPR Discussion Papers 11633, C.E.P.R. Discussion Papers.
- Thuy Lan Nguyen & Dmitriy Sergeyev & Wataru Miyamoto, 2016. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," 2016 Meeting Papers 666, Society for Economic Dynamics.
- Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2018. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(3), pages 247-277, July.
- Nakata, Taisuke & Schmidt, Sebastian & Yoo, Paul, 2018.
"Speed limit policy and liquidity traps,"
Working Paper Series
2192, European Central Bank.
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," Finance and Economics Discussion Series 2018-050, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2020. "Speed Limit Policy and Liquidity Traps," CARF F-Series CARF-F-480, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Taisuke Nakata & Sebastian Schmidt & Paul Yoo, 2018. "Speed Limit Policy and Liquidity Traps," IMES Discussion Paper Series 18-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013.
"Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain,"
NBER Working Papers
19326, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- Gavin, William T. & Keen, Benjamin D. & Richter, Alexander W. & Throckmorton, Nathaniel A., 2015.
"The zero lower bound, the dual mandate, and unconventional dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 14-38.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
- Yasuo Hirose & Takeki Sunakawa, 2015.
"Parameter bias in an estimated DSGE model: does nonlinearity matter?,"
CAMA Working Papers
2015-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Takeki Sunakawa, 2016. "Parameter Bias in an Estimated DSGE Model:Does Nonlinearity Matter?," UTokyo Price Project Working Paper Series 063, University of Tokyo, Graduate School of Economics.
- Taisuke Nakata, 2017.
"Online Appendix to "Reputation and Liquidity Traps","
Online Appendices
15-55, Review of Economic Dynamics.
- Taisuke Nakata, 2018. "Reputation and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 252-268, April.
- Yasuo Hirose & Takeki Sunakawa, 2023.
"The Natural Rate of Interest in a Non-linear DSGE Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
- Yasuo Hirose & Takeki Sunakawa, 2019. "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers e128, Tokyo Center for Economic Research.
- Yasuo Hirose & Takeki Sunakawa, 2017. "The natural rate of interest in a nonlinear DSGE model," CAMA Working Papers 2017-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022. "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers 22-14, Federal Reserve Bank of Cleveland.
- Brent Bundick & Nicolas Petrosky-Nadeau, 2021.
"From Deviations to Shortfalls: The Effects of the FOMC's New Employment Objective,"
Working Paper Series
2021-18, Federal Reserve Bank of San Francisco.
- Brent Bundick & Nicolas Petrosky-Nadeau, 2021. "From Deviations to Shortfalls: The Effects of the FOMC’s New Employment Objective," Research Working Paper RWP 21-04, Federal Reserve Bank of Kansas City.
- Mitsuru Katagiri, 2016. "Forward Guidance as a Monetary Policy Rule," Bank of Japan Working Paper Series 16-E-6, Bank of Japan.
- Yoon J. Jo & Sarah Zubairy, 2022.
"State Dependent Government Spending Multipliers: Downward Nominal Wage Rigidity and Sources of Business Cycle Fluctuations,"
NBER Working Papers
30025, National Bureau of Economic Research, Inc.
- Yoon J. Jo & Sarah Zubairy, 2021. "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers 20210127-001, Texas A&M University, Department of Economics.
- Yasuo Hirose & Takeki Sunakawa, 2019.
"Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound,"
The Japanese Economic Review, Springer, vol. 70(1), pages 51-104, March.
- Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 51-104, March.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Papers
No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
- Thibaud Cargoet & Jean-Christophe Poutineau, 2018. "Financial Disruption and State Dependant Credit Policy," Post-Print halshs-01683785, HAL.
- Swarbrick, Jonathan, 2023.
"Lending standards, productivity, and credit crunches,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(2), pages 456-481, March.
- Jonathan Swarbrick, 2019. "Lending Standards, Productivity and Credit Crunches," Staff Working Papers 19-25, Bank of Canada.
- McKay, Alisdair & Reis, Ricardo, 2016.
"The role of automatic stabilizers in the U.S. business cycle,"
LSE Research Online Documents on Economics
64479, London School of Economics and Political Science, LSE Library.
- McKay, Alisdair, 2013. "The role of automatic stabilizers in the U.S. business cycle," CEPR Discussion Papers 9454, C.E.P.R. Discussion Papers.
- Alisdair McKay & Ricardo Reis, 2016. "The Role of Automatic Stabilizers in the U.S. Business Cycle," Econometrica, Econometric Society, vol. 84, pages 141-194, January.
- Alisdair McKay & Ricardo Reis, 2013. "The role of automatic stabilizers in the U.S. business cycle," Boston University - Department of Economics - Working Papers Series 2013-007, Boston University - Department of Economics.
- Alisdair McKay & Ricardo Reis, 2013. "The Role of Automatic Stabilizers in the U.S. Business Cycle," NBER Working Papers 19000, National Bureau of Economic Research, Inc.
- Tomohide Mineyama, 2023. "Downward Nominal Wage Rigidity and Inflation Dynamics during and after the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1213-1244, August.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014.
"Inflation in the Great Recession and New Keynesian Models,"
NBER Working Papers
20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Chen, Han, 2017. "The effects of the near-zero interest rate policy in a regime-switching dynamic stochastic general equilibrium model," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 176-192.
- Fangping Peng & R. J. Cebula & M. Foley & Kai Zhan, 2016. "Estimation of the liquidity trap using a panel threshold model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(16), pages 1134-1137, November.
- Hasui, Kohei, 2013. "The non-negative constraint on the nominal interest rate and the effects of monetary policy," MPRA Paper 49394, University Library of Munich, Germany.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2018.
"On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint,"
Working Papers
1013, Barcelona School of Economics.
- Debortoli, Davide & GalÃ, Jordi & Gambetti, Luca, 2018. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," CEPR Discussion Papers 12691, C.E.P.R. Discussion Papers.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2019. "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 141-170, National Bureau of Economic Research, Inc.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2019. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," NBER Working Papers 25820, National Bureau of Economic Research, Inc.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2020. "On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 141-170.
- Davide Debortoli & Jordi Galí & Luca Gambetti, 2018. "On the empirical (ir)relevance of the zero lower bound constraint," Economics Working Papers 1594, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2019.
- Aldrich Eric Mark & Kung Howard, 2021. "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-26, February.
- Mitsuru Katagiri & Koji Takahashi, 2017.
"Do Term Premiums Matter? Transmission via Exchange Rate Dynamics,"
Bank of Japan Working Paper Series
17-E-7, Bank of Japan.
- Mitsuru Katagiri & Koji Takahashi, 2021. "Do term premiums matter? Transmission via exchange rate dynamics," BIS Working Papers 971, Bank for International Settlements.
- Adiya Belgibayeva & Michal Horvath, 2017.
"Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies,"
Discussion Papers
17/01, Department of Economics, University of York.
- Adiya Belgibayeva & Michal Horvath, 2017. "Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies," Birkbeck Working Papers in Economics and Finance 1701, Birkbeck, Department of Economics, Mathematics & Statistics.
- Belgibayeva, Adiya & Horvath, Michal, 2019. "Real Rigidities And Optimal Stabilization At The Zero Lower Bound In New Keynesian Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1371-1400, June.
- Timothy S. Hills & Taisuke Nakata, 2018.
"Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 155-172, February.
- Timothy S. Hills & Taisuke Nakata, 2014. "Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia," Finance and Economics Discussion Series 2014-107, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
- Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020.
"Disciplining expectations and the forward guidance puzzle,"
Working Paper Series
2424, European Central Bank.
- Müller, Tobias & Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos, 2022. "Disciplining expectations and the forward guidance puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Mishel Ghassibe & Francesco Zanetti, 2021.
"State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters,"
Economics Series Working Papers
930, University of Oxford, Department of Economics.
- Mishel Ghassibe & Francesco Zanetti, 2022. "State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters," BCAM Working Papers 2204, Birkbeck Centre for Applied Macroeconomics.
- Mishel Ghassibe & Francesco Zanetti, 2021. "State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters," Working Papers 01/2021, National Bank of Ukraine.
- Mishel Ghassibe & Francesco Zanetti, 2022. "State Dependence Of Fiscal Multipliers: The Source Of Fluctuations Matters," CAMA Working Papers 2022-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ghassibe, Mishel & Zanetti, Francesco, 2022. "State dependence of fiscal multipliers: the source of fluctuations matters," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 1-23.
- Mishel Ghassibe & Francesco Zanetti, 2022. "State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters," Discussion Papers 2208, Centre for Macroeconomics (CFM).
- Andrea Boitani & Salvatore Perdichizzi, 2018. "Public Expenditure Multipliers in recessions. Evidence from the Eurozone," DISCE - Working Papers del Dipartimento di Economia e Finanza def068, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
- Albertini, Julien & Poirier, Arthur & Roulleau-Pasdeloup, Jordan, 2014.
"The composition of government spending and the multiplier at the Zero Lower Bound,"
SFB 649 Discussion Papers
2014-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Albertini, Julien & Poirier, Arthur & Roulleau-Pasdeloup, Jordan, 2014. "The composition of government spending and the multiplier at the zero lower bound," Economics Letters, Elsevier, vol. 122(1), pages 31-35.
- Julien Albertini & Arthur Poirier & Jordan Roulleau-Pasdeloup, 2014. "The composition of government spending and the multiplier at the zero lower bound," Post-Print halshs-02188526, HAL.
- Julien Albertini & Arthur Poirier & Jordan Roulleau-Pasdeloup, 2014. "The composition of government spending and the multiplier at the zero lower bound," PSE-Ecole d'économie de Paris (Postprint) halshs-02188526, HAL.
- Linde, Jesper & Trabandt, Mathias, 2017.
"Should We Use Linearized Models To Calculate Fiscal Multipliers?,"
CEPR Discussion Papers
12533, C.E.P.R. Discussion Papers.
- Lindé, Jesper & Trabandt, Mathias, 2017. "Should We Use Linearized Models To Calculate Fiscal Multipliers?," Working Paper Series 350, Sveriges Riksbank (Central Bank of Sweden).
- Jesper Lindé & Mathias Trabandt, 2017. "Should We Use Linearised Models to Calculate Fiscal Multipliers?," European Economy - Discussion Papers 064, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jesper Lindé & Mathias Trabandt, 2018. "Should we use linearized models to calculate fiscal multipliers?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 937-965, November.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020.
"When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning,"
Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
- Jan Bruha, 2015. "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers 2015/13, Czech National Bank.
- Hall, Jamie, 2012. "Consumption dynamics in general equilibrium," MPRA Paper 43933, University Library of Munich, Germany.
- Salvatore Nistico & Pierpaolo Benigno, 2017.
"Non-Neutrality of Open Market Operations,"
2017 Meeting Papers
574, Society for Economic Dynamics.
- Benigno, Pierpaolo & Nistico, Salvatore, 2015. "Non-Neutrality of Open-Market Operations," CEPR Discussion Papers 10594, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Salvatore Nisticò, 2020. "Non-neutrality of Open-Market Operations," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 175-226, July.
- Virgiliu Midrigan & Thomas Philippon & Callum Jones, 2016. "Beyond the Liquidity Trap: the Secular Stagnation of Investment," 2016 Meeting Papers 1429, Society for Economic Dynamics.
- Efrem Castelnuovo & Guay Lim, 2018.
"What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers,"
CAMA Working Papers
2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Taisuke Nakata, 2014.
"Reputation and Liquidity Traps,"
2014 Meeting Papers
61, Society for Economic Dynamics.
- Taisuke Nakata, 2018. "Reputation and Liquidity Traps," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 252-268, April.
- Taisuke Nakata, 2013. "Reputation and Liquidity Traps," UTokyo Price Project Working Paper Series 039, University of Tokyo, Graduate School of Economics, revised Dec 2014.
- Taisuke Nakata, 2014. "Reputation and Liquidity Traps," Finance and Economics Discussion Series 2014-50, Board of Governors of the Federal Reserve System (U.S.).
- Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2017.
"A nonlinear certainty equivalent approximation method for dynamic stochastic problems,"
Quantitative Economics, Econometric Society, vol. 8(1), pages 117-147, March.
- Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
- Taisuke Nakata, 2013.
"Uncertainty at the zero lower bound,"
Finance and Economics Discussion Series
2013-09, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata, 2017. "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 186-221, July.
- Taisuke Nakata, 2013. "Uncertainty at the Zero Lower Bound," 2013 Meeting Papers 924, Society for Economic Dynamics.
- Ortiz, Marco, 2014. "Fat-Tailed Shocks and the Central Bank Reaction," Working Papers 2014-002, Banco Central de Reserva del Perú.
- Nakata, Taisuke, 2016.
"Optimal fiscal and monetary policy with occasionally binding zero bound constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 220-240.
- Taisuke Nakata, 2013. "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Finance and Economics Discussion Series 2013-40, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata, 2012. "Optimal Fiscal and Monetary Policy with Occasionally Binding Zero Bound Constraints," 2012 Meeting Papers 181, Society for Economic Dynamics.
- Liu, Siming, 2022.
"Government spending during sudden stop crises,"
Journal of International Economics, Elsevier, vol. 135(C).
- Siming Liu, 2018. "Government Spending during Sudden Stop Crises," CAEPR Working Papers 2018-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gauti B. Eggertsson & Sanjay R. Singh, 2016.
"Log-linear Approximation versus an Exact Solution at the ZLB in the New Keynesian Model,"
NBER Working Papers
22784, National Bureau of Economic Research, Inc.
- Eggertsson, Gauti B. & Singh, Sanjay R., 2019. "Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 21-43.
- Paul Luk & David Vines, 2014. "Debt Deleveraging and the Zero Bound: Potentially Perverse Effects of Real Exchange Rate Movements," Working Papers 202014, Hong Kong Institute for Monetary Research.
- Luigi Bocola, 2014.
"The Pass-Through of Sovereign Risk,"
2014 Meeting Papers
1286, Society for Economic Dynamics.
- Luigi Bocola, 2015. "The Pass-Through of Sovereign Risk," Working Papers 722, Federal Reserve Bank of Minneapolis.
- Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
- Iones Kelanemer Holban, 2024. "Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy," Papers 2406.19938, arXiv.org, revised Jul 2024.
- Grey Gordon, 2020.
"Efficient VAR Discretization,"
Working Paper
20-06, Federal Reserve Bank of Richmond.
- Gordon, Grey, 2021. "Efficient VAR discretization," Economics Letters, Elsevier, vol. 204(C).
- Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2014.
"The zero lower bound and endogenous uncertainty,"
Working Papers
1405, Federal Reserve Bank of Dallas.
- Michael Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "The Zero Lower Bound and Endogenous Uncertainty," Economic Journal, Royal Economic Society, vol. 128(611), pages 1730-1757, June.
- Cars Hommes & Domenico Massaro & Isabelle Salle, 2019.
"Monetary And Fiscal Policy Design At The Zero Lower Bound: Evidence From The Lab,"
Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1120-1140, April.
- Hommes, C.H. & Massaro, D. & Salle, I., 2015. "Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab," CeNDEF Working Papers 15-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Morris, Stephen D., 2020. "Is the Taylor principle still valid when rates are low?," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Campbell Leith & Ding Liu, 2014.
"The inflation bias under Calvo and Rotemberg pricing,"
Working Papers
2014_06, Business School - Economics, University of Glasgow.
- Leith, Campbell & Liu, Ding, 2016. "The inflation bias under Calvo and Rotemberg pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 283-297.
- Leith, Campbell & Liu, Ding, 2014. "The Inflation Bias under Calvo and Rotemberg Pricing," SIRE Discussion Papers 2014-026, Scottish Institute for Research in Economics (SIRE).
- Marcin Kolasa & Michal Brzoza-Brzezina & Krzysztof Makarski, 2015.
"A penalty function approach to occasionally binding credit constraints,"
EcoMod2015
8359, EcoMod.
- Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2013. "A penalty function approach to occasionally binding credit constraints," NBP Working Papers 159, Narodowy Bank Polski.
- Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "A penalty function approach to occasionally binding credit constraints," Dynare Working Papers 27, CEPREMAP.
- Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "A penalty function approach to occasionally binding credit constraints," Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
- Battistini, Niccolò & Callegari, Giovanni & Zavalloni, Luca, 2019. "Dynamic fiscal limits and monetary-fiscal policy interactions," Working Paper Series 2268, European Central Bank.
- Ngo, Phuong V., 2021. "Fiscal Multipliers At The Zero Lower Bound: The Role Of Government Spending Persistence," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 970-997, June.
- Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018.
"The Zero Lower Bound and Estimation Accuracy,"
Working Papers
1804, Federal Reserve Bank of Dallas.
- Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020. "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 249-264.
- Lee E. Ohanian, 2016. "The Great Recession in the Shadow of the Great Depression: A Review Essay on “Hall of Mirrors: The Great Depression, The Great Recession and the Uses and Misuses Of History”," NBER Working Papers 22239, National Bureau of Economic Research, Inc.
- Roman Horvath & Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2019.
"Determinants of Fiscal Multipliers Revisited,"
Department of Economics Working Papers
wuwp294, Vienna University of Economics and Business, Department of Economics.
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Determinants of fiscal multipliers revisited," Journal of Macroeconomics, Elsevier, vol. 63(C).
- Roman Horvath & Lóránt Kaszab & Ales Marsal & Katrin Rabitsch, 2019. "Determinants of Fiscal Multipliers Revisited," MNB Working Papers 2019/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2019. "Determinants of Fiscal Multipliers Revisited," Department of Economics Working Paper Series 294, WU Vienna University of Economics and Business.
- François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
- Badarau, Cristina & Sangaré, Ibrahima, 2019.
"Exchange rate regimes in a liquidity trap,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 55-80.
- Cristina Badarau & Ibrahima Sangare, 2019. "Exchange rate regimes in a liquidity trap," Post-Print hal-03270952, HAL.
- Hauptmeier, Sebastian & Kamps, Christophe & Radke, Lucas, 2022. "Counter-cyclical fiscal rules and the zero lower bound," Working Paper Series 2715, European Central Bank.
- Jordan Roulleau-Pasdeloup, 2016. "The Government Spending Multiplier in a Deep Recession," Cahiers de Recherches Economiques du Département d'économie 16.22, Université de Lausanne, Faculté des HEC, Département d’économie.
- Sebastian Schmidt, 2017.
"Fiscal Activism and the Zero Nominal Interest Rate Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 695-732, June.
- Schmidt, Sebastian, 2014. "Fiscal activism and the zero nominal interest rate bound," Working Paper Series 1653, European Central Bank.
- Paul Levine & Stephen McKnight & Alexander Mihailov & Jonathan Swarbrick, 2021. "Limited Asset Market Participation and Monetary Policy in a Small Open Economy," School of Economics Discussion Papers 0921, School of Economics, University of Surrey.
- Alloza, Mario, 2016.
"Is fiscal policy more effective in uncertain times or during recessions?,"
LSE Research Online Documents on Economics
86179, London School of Economics and Political Science, LSE Library.
- Mario Alloza, 2017. "Is fiscal policy more effective in uncertain times or during recessions?," Working Papers 1730, Banco de España.
- Mario Alloza, 2014. "Is Fiscal Policy More Effective in Uncertain Times or During Recessions?," Discussion Papers 1631, Centre for Macroeconomics (CFM), revised Oct 2016.
- Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
- Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
- De Grauwe, Paul & Foresti, Pasquale, 2018.
"Animal Spirits and Fiscal Policy,"
CEPR Discussion Papers
13376, C.E.P.R. Discussion Papers.
- De Grauwe, Paul & Foresti, Pasquale, 2020. "Animal spirits and fiscal policy," LSE Research Online Documents on Economics 103500, London School of Economics and Political Science, LSE Library.
- De Grauwe, Paul & Foresti, Pasquale, 2020. "Animal Spirits and Fiscal Policy," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 247-263.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016.
"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019. "Deflation Probability and the Scope for Monetary Loosening in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
- Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
- Boneva, Lena & Harrison, Richard & Waldron, Matt, 2015.
"Threshold-based forward guidance: hedging the zero bound,"
Bank of England working papers
561, Bank of England.
- Boneva, Lena & Harrison, Richard & Waldron, Matthew, 2017. "Threshold-based forward guidance: hedging the zero bound," CEPR Discussion Papers 11749, C.E.P.R. Discussion Papers.
- Frantisek Masek & Jan Zemlicka, 2024.
"Average Inflation Targeting: How far to look into the past and the future?,"
Working and Discussion Papers
WP 5/2024, Research Department, National Bank of Slovakia.
- Masek, Frantisek & Zemlicka, Jan, 2024. "Average inflation targeting: how far to look into the past and the future?," Working Paper Series 2955, European Central Bank.
- Bernardino Adão, 2019. "Why is price stability a key goal of central banks?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Richard Dennis, 2017.
"Durations at the zero lower bound,"
CAMA Working Papers
2017-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis, 2016. "Durations at the Zero Lower Bound," IMES Discussion Paper Series 16-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Richard Dennis, 2017. "Durations at the Zero Lower Bound," Working Papers 2017_05, Business School - Economics, University of Glasgow.
- Ngo, Phuong V., 2014. "Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 44-65.
- Julio Carrillo & Celine Poilly, 2013.
"Online Appendix to "How do financial frictions affect the spending multiplier during a liquidity trap?","
Online Appendices
12-54, Review of Economic Dynamics.
- Julio Carrillo & Celine Poilly, 2013. "How do financial frictions affect the spending multiplier during a liquidity trap?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 296-311, April.
- J. A. Carrillo & C. Poilly, 2012. "How do financial frictions affect the spending multiplier during a liquidity trap?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/779, Ghent University, Faculty of Economics and Business Administration.
- Martín Harding & Jesper Lindé & Mathias Trabandt, 2023.
"Understanding post-Covid inflation dynamics,"
BIS Working Papers
1077, Bank for International Settlements.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2022. "Understanding Post-COVID Inflation Dynamics," Staff Working Papers 22-50, Bank of Canada.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2023. "Understanding post-COVID inflation dynamics," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 101-118.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2023. "Understanding Post-COVID Inflation Dynamics," IMF Working Papers 2023/010, International Monetary Fund.
- Johannes Hermanus Kemp, 2020. "Empirical estimates of fiscal multipliers for South Africa," WIDER Working Paper Series wp-2020-91, World Institute for Development Economic Research (UNU-WIDER).
- Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2016.
"Forward guidance with an escape clause: when half a promise is better than a full one,"
Applied Economics, Taylor & Francis Journals, vol. 48(15), pages 1372-1381, March.
- Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2014. "Forward guidance with an escape clause: When half a promise is better than a full one," Borradores de Economia 811, Banco de la Republica de Colombia.
- Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2014. "Forward guidance with an escape clause: When half a promise is better than a full one," Borradores de Economia 11143, Banco de la Republica.
- Maksim Isakin & Phuong V. Ngo, 2020. "Variance Decomposition Analysis for Nonlinear Economic Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1362-1374, December.
- Salvatore Perdichizzi, 2017. "Estimating Fiscal multipliers in the Eurozone. A Nonlinear Panel Data Approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def058, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
- Guerrieri, Luca & Iacoviello, Matteo, 2015.
"OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
- Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," 2014 Meeting Papers 801, Society for Economic Dynamics.
- Luca Guerrieri & Matteo Iacoviello, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," Finance and Economics Discussion Series 2014-47, Board of Governors of the Federal Reserve System (U.S.).
- Richard Dennis & Oleg Kirsanov, 2020.
"Monetary policy when preferences are quasi-hyperbolic,"
CAMA Working Papers
2020-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis & Oleg Kirsanov, 2020. "Monetary Policy when Preferences are Quasi-Hyperbolic," Working Papers 2020_05, Business School - Economics, University of Glasgow.
- Robert Amano & Stefano Gnocchi, 2023.
"Downward Nominal Wage Rigidity Meets the Zero Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 859-887, June.
- Robert Amano & Stefano Gnocchi, 2017. "Downward Nominal Wage Rigidity Meets the Zero Lower Bound," Staff Working Papers 17-16, Bank of Canada.
- Ravn, Morten & Mertens, Karel, 2010.
"Fiscal Policy in an Expectations Driven Liquidity Trap,"
CEPR Discussion Papers
7931, C.E.P.R. Discussion Papers.
- Karel R. S. M. Mertens & Morten O. Ravn, 2014. "Fiscal Policy in an Expectations-Driven Liquidity Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1637-1667.
- Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021.
"Why have interest rates fallen far below the return on capital?,"
Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- M. Marx & B. Mojon & F. Velde, 2017. "Why Have Interest Rates Fallen far Below the Return on Capital," Working papers 630, Banque de France.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Boubaker, Sabri & Nguyen, Duc Khuong & Paltalidis, Nikos, 2016.
"Fiscal Policy Interventions at the Zero Lower Bound,"
MPRA Paper
84673, University Library of Munich, Germany, revised Aug 2017.
- Sabri Boubaker & Duc Khuong Nguyen & Nikos Paltalidis, 2016. "Fiscal Policy Interventions at the Zero Lower Bound," Working Papers 2016-002, Department of Research, Ipag Business School.
- Boubaker, Sabri & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018. "Fiscal policy interventions at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 297-314.
- Wu, Jing Cynthia & Zhang, Ji, 2019.
"A shadow rate New Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Ji Zhang & Jing Cynthia Wu, 2017. "A shadow rate New Keynesian model," 2017 Meeting Papers 11, Society for Economic Dynamics.
- Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
- El-Shagi, Makram & von Schweinitz, Gregor, 2019.
"Fiscal policy and fiscal fragility: Empirical evidence from the OECD,"
IWH Discussion Papers
13/2019, Halle Institute for Economic Research (IWH).
- El-Shagi, Makram & Schweinitz, Gregor von, 2021. "Fiscal policy and fiscal fragility: Empirical evidence from the OECD," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Michał Brzoza-Brzezina & Jacek Suda, 2021. "Are DSGE models irreparably flawed?," Bank i Kredyt, Narodowy Bank Polski, vol. 52(3), pages 227-252.
- Holden, Thomas, 2016.
"Existence and uniqueness of solutions to dynamic models with occasionally binding constraints,"
EconStor Preprints
130142, ZBW - Leibniz Information Centre for Economics.
- Holden, Tom D., 2022. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers 09/2022, Deutsche Bundesbank.
- Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
- Holden, Tom D., 2019. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - Leibniz Information Centre for Economics, revised 2019.
- Han Chen, 2014. "Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model," Finance and Economics Discussion Series 2014-38, Board of Governors of the Federal Reserve System (U.S.).
- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Tim Hursey & Alexander Wolman & Andreas Hornstein, 2014. "Monetary Policy and Global Equilibria in an Economy with Capital," 2014 Meeting Papers 733, Society for Economic Dynamics.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014. "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Costa Junior, Celso J. & Garcia-Cintado, Alejandro C. & Junior, Karlo Marques, 2021. "Macroeconomic policies and the pandemic-driven recession," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 438-465.
- Christian Bredemeier & Falko Juessen & Andreas Schabert, 2017. "Fiscal Multipliers and Monetary Policy: Reconciling Theory and Evidence," Working Paper Series in Economics 95, University of Cologne, Department of Economics.
- Collingro, Franziska & Frenkel, Michael, 2020. "On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis," Global Finance Journal, Elsevier, vol. 45(C).
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022.
"Resolving the missing deflation puzzle,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Linde, Jesper & Trabandt, Mathias, 2019. "Resolving the Missing Deflation Puzzle," CEPR Discussion Papers 13690, C.E.P.R. Discussion Papers.
- Yasuo Hirose & Atsushi Inoue, 2013.
"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model,"
DSSR Discussion Papers
14, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," TERG Discussion Papers 308, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2014. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series 14-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers 2013-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Atsushi Inoue, 2016. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 630-651, June.
- Yasuo Hirose & Atsushi Inoue, 2014. "The zero lower bound and parameter bias in an estimated DSGE model," Vanderbilt University Department of Economics Working Papers 14-00009, Vanderbilt University Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers 1306, Southern Methodist University, Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," UTokyo Price Project Working Paper Series 012, University of Tokyo, Graduate School of Economics.
- Corhay, Alexandre & Kind, Thilo & Kung, Howard & Morales, Gonzalo, 2021.
"Discount rates, debt maturity, and the fiscal theory,"
SAFE Working Paper Series
323, Leibniz Institute for Financial Research SAFE.
- Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021. "Discount Rates, Debt Maturity, and the Fiscal Theory," Staff Working Papers 21-58, Bank of Canada.
- Dennis, Richard, 2024.
"Using a hyperbolic cross to solve non-linear macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Richard Dennis, 2021. "Using a hyperbolic cross to solve non-linear macroeconomic models," CAMA Working Papers 2021-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Takeki Sunakawa, 2016. "Parameter Bias in an Estimated DSGE Model," Working Papers halshs-01661908, HAL.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015.
"Envelope Condition Method with an Application to Default Risk Models,"
2015 Meeting Papers
1239, Society for Economic Dynamics.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Werner, Maximilian, 2023. "Occasionally binding liquidity constraints and macroeconomic dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Mehmet Pasaogullari, 2015. "Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint," Working Papers (Old Series) 1512, Federal Reserve Bank of Cleveland.
- Best Gabriela & Kapinos Pavel, 2016. "Monetary policy and news shocks: are Taylor rules forward-looking?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 335-360, June.
- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Gross, Isaac & Hansen, James, 2021. "Optimal policy design in nonlinear DSGE models: An n-order accurate approximation," European Economic Review, Elsevier, vol. 140(C).
- Yongyang Cai & Kenneth L. Judd, 2023.
"A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems,"
Quantitative Economics, Econometric Society, vol. 14(2), pages 651-687, May.
- Yongyang Cai & Kenneth L. Judd, 2021. "A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 28502, National Bureau of Economic Research, Inc.
- Andrew Binning & Junior Maih, 2016.
"Implementing the zero lower bound in an estimated regime-switching DSGE model,"
Working Paper
2016/3, Norges Bank.
- Andrew Binning & Junior Maih, 2016. "Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model," Working Papers No 3/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019.
"Effective lower bound risk,"
European Economic Review, Elsevier, vol. 120(C).
- Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2019. "Effective Lower Bound Risk," Finance and Economics Discussion Series 2019-077, Board of Governors of the Federal Reserve System (U.S.).
- Roc Armenter, 2012. "On the timing of monetary policy reform," Working Papers 13-04, Federal Reserve Bank of Philadelphia.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2017.
"Uncertainty Shocks in a Model of Effective Demand: Comment,"
Working Papers
1706, Federal Reserve Bank of Dallas.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "Uncertainty Shocks in a Model of Effective Demand: Comment," Econometrica, Econometric Society, vol. 86(4), pages 1513-1526, July.
- Richter, Alexander W. & Throckmorton, Nathaniel A., 2016. "Is Rotemberg pricing justified by macro data?," Economics Letters, Elsevier, vol. 149(C), pages 44-48.
- Gutiérrez, Germán & Jones, Callum & Philippon, Thomas, 2021. "Entry costs and aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 77-91.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Roc Armenter, 2014. "The Perils of Nominal Targets," 2014 Meeting Papers 428, Society for Economic Dynamics.
- Mariano Kulish & James Morley & Tim Robinson, 2016.
"Estimating DSGE models with Zero Interest Rate Policy,"
Discussion Papers
2014-32B, School of Economics, The University of New South Wales.
- Kulish, Mariano & Morley, James & Robinson, Tim, 2017. "Estimating DSGE models with zero interest rate policy," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Luca Benati & Thomas A. Lubik, 2023. "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften dp2306, Universitaet Bern, Departement Volkswirtschaft.
- Phuong Ngo & Jianjun Miao, 2015.
"Does Calvo Meet Rotemberg at the Zero Lower Bound?,"
2015 Meeting Papers
602, Society for Economic Dynamics.
- Miao, Jianjun & Ngo, Phuong V., 2021. "Does Calvo Meet Rotemberg At The Zero Lower Bound?," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 1090-1111, June.
- Aleksandra Praščević & Milutin Ješić, 2019. "Modeling Macroeconomic Policymakers’ Interactions under Zero Lower Bound Environment: The New Keynesian Theoretical Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(1), pages 5-38.
- Mohsan Bilal, 2017. "Zeroing in: Asset Pricing at the Zero Lower Bound," 2017 Meeting Papers 377, Society for Economic Dynamics.
- Kang, Hyunju & Park, Jaevin & Suh, Hyunduk, 2020. "The rise of part-time employment in the great recession: Its causes and macroeconomic effects," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Siming Liu, 2018. "Spending Multiplier during Sudden Stop Crises," 2018 Meeting Papers 226, Society for Economic Dynamics.
- Iiboshi, Hirokuni & Shintani, Mototsugu, 2016. "Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model," MPRA Paper 93868, University Library of Munich, Germany.
- Eric Sims & Jonathan Wolff, 2013.
"The Output and Welfare Effects of Government Spending Shocks over the Business Cycle,"
NBER Working Papers
19749, National Bureau of Economic Research, Inc.
- Eric Sims & Jonathan Wolff, 2018. "The Output And Welfare Effects Of Government Spending Shocks Over The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1403-1435, August.
- Braun, R Anton & Koerber, Lena & Waki, Yuichiro, 2015.
"Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero,"
Bank of England working papers
553, Bank of England.
- R. Anton Braun & Lena Mareen Korber & Yuichiro Waki, 2012. "Some unpleasant properties of loglinearized solutions when the nominal rate is zero," FRB Atlanta Working Paper 2012-05, Federal Reserve Bank of Atlanta.
- Boneva, Lena Mareen & Braun, R. Anton & Waki, Yuichiro, 2016. "Some unpleasant properties of loglinearized solutions when the nominal rate is zero," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 216-232.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2014.
"The Zero Lower Bound: Frequency, Duration, and Numerical Convergence,"
Auburn Economics Working Paper Series
auwp2014-09, Department of Economics, Auburn University.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "The Zero Lower Bound: Frequency, Duration, and Determinacy," Auburn Economics Working Paper Series auwp2013-16, Department of Economics, Auburn University.
- Richter Alexander W. & Throckmorton Nathaniel A., 2015. "The zero lower bound: frequency, duration, and numerical convergence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 157-182, January.
- Francois Velde & Benoït Mojon & Magali Marx, 2017.
"Why Are Real Interest Rates So Low?,"
2017 Meeting Papers
1292, Society for Economic Dynamics.
- Francois Velde & Benoït Mojon & Magali Marx, 2016. "Why are real interest rates so low?," 2016 Meeting Papers 1581, Society for Economic Dynamics.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- Katagiri, Mitsuru & Takahashi, Koji, 2023. "Do term premiums matter? Transmission via exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Martin M. Andreasen & Anders F. Kronborg, 2022. "The extended perturbation method: With applications to the New Keynesian model and the zero lower bound," Quantitative Economics, Econometric Society, vol. 13(3), pages 1171-1202, July.
- López-Salido, J David & Gust, Christopher & Smith, Matthew E, 2012.
"The Empirical Implications of the Interest-Rate Lower Bound,"
CEPR Discussion Papers
9214, C.E.P.R. Discussion Papers.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
- Oleksiy Kryvtsov & Rhys R. Mendes, 2015. "The Optimal Level of the Inflation Target: A Selective Review of the Literature and Outstanding Issues," Discussion Papers 15-8, Bank of Canada.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- Ngo, Phuong V., 2015. "Household leverage, housing markets, and macroeconomic fluctuations," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 191-207.
- Shen, Wenyi & Yang, Shu-Chun S., 2018. "Downward nominal wage rigidity and state-dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 11-26.
- Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank.
- Wonjun Chang & Michael C. Ferris & Youngdae Kim & Thomas F. Rutherford, 2020. "Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 925-955, March.
- Taisuke Nakata & Sebastian Schmidt & Timothy Hills, 2016.
"The Risky Steady State and the Interest Rate Lower Bound,"
2016 Meeting Papers
39, Society for Economic Dynamics.
- Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2016. "The Risky Steady State and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-9, Board of Governors of the Federal Reserve System (U.S.).
- Schmidt, Sebastian & Nakata, Taisuke & Hills, Timothy, 2016. "The risky steady state and the interest rate lower bound," Working Paper Series 1913, European Central Bank.
- Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017.
"The Empirical Implications of the Interest-Rate Lower Bound,"
American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
- Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
- Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014.
"Accuracy, Speed and Robustness of Policy Function Iteration,"
Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
- Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Auburn Economics Working Paper Series auwp2014-08, Department of Economics, Auburn University.
- Volker Hahn, 2017. "Policy Effects in a Simple Fully Non-Linear New Keynesian Model of the Liquidity Trap," Working Paper Series of the Department of Economics, University of Konstanz 2017-05, Department of Economics, University of Konstanz.
- Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
- Albertini, Julien & Poirier, Arthur, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers 2014-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Yoichiro Tamanyu, 2020. "The Role of Nonlinearity in Indeterminate Models: An Application to Expectations-Driven Liquidity Traps," Keio-IES Discussion Paper Series 2020-023, Institute for Economics Studies, Keio University.
- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- S. Boragan Aruoba & Frank Schorfheide, 2013. "Macroeconomic dynamics near the ZLB: a tale of two equilibria," Working Papers 13-29, Federal Reserve Bank of Philadelphia.
- Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2024. "Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters," PIER Working Paper Archive 24-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Martin Slanicay & Jan Čapek & Miroslav Hloušek, 2016. "Some Notes On Problematic Issues In Dsge Models," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 61(210), pages 79-100, July - Se.
- Maksim Isakin & Phuong V. Ngo, 2022. "Multiplicity in New Keynesian Models," Open Economies Review, Springer, vol. 33(3), pages 505-521, July.
- Benjamin K. Johannsen, 2014. "When are the Effects of Fiscal Policy Uncertainty Large?," Finance and Economics Discussion Series 2014-40, Board of Governors of the Federal Reserve System (U.S.).
- Grey Gordon, 2011.
"Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution,"
PIER Working Paper Archive
11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Grey Gordon, 2020. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 61-95.
- Grey Gordon, 2011. "Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"," QM&RBC Codes 186, Quantitative Macroeconomics & Real Business Cycles.
Cited by:
- Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012.
"Nonlinear Adventures at the Zero Lower Bound,"
NBER Working Papers
18058, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2012. "Nonlinear adventures at the zero lower bound," Working Papers 12-10, Federal Reserve Bank of Philadelphia.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Gordon, Grey, 2012. "Nonlinear Adventures at the Zero Lower Bound," CEPR Discussion Papers 8972, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Nonlinear adventures at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 182-204.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013.
"Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain,"
NBER Working Papers
19326, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Stephen J. Terry, 2017. "Alternative Methods for Solving Heterogeneous Firm Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1081-1111, September.
- Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
- Schesch, Constantin, 2024. "Pseudospectral methods for continuous-time heterogeneous-agent models," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Cao, Dan, 2020. "Recursive equilibrium in Krusell and Smith (1998)," Journal of Economic Theory, Elsevier, vol. 186(C).
- Dennis, Richard, 2024.
"Using a hyperbolic cross to solve non-linear macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Richard Dennis, 2021. "Using a hyperbolic cross to solve non-linear macroeconomic models," CAMA Working Papers 2021-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Satyajit Chatterjee & Grey Gordon, 2011.
"Dealing with consumer default: bankruptcy vs. garnishment,"
Working Papers
11-35, Federal Reserve Bank of Philadelphia.
- Chatterjee, Satyajit & Gordon, Grey, 2012. "Dealing with consumer default: Bankruptcy vs garnishment," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
Cited by:
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2017.
"The Impact of Consumer Credit Access on Employment, Earnings, and Entrepreneurship,"
Working Papers
2017-011, Human Capital and Economic Opportunity Working Group.
- Kyle Herkenhoff, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," 2016 Meeting Papers 781, Society for Economic Dynamics.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," NBER Working Papers 22846, National Bureau of Economic Research, Inc.
- Igor Livshits, 2015. "Recent Developments In Consumer Credit And Default Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 594-613, September.
- Don Schlagenhauf & Carlos Garriga, 2017. "Identifying "Default Thresholds" in Consumer Liabilities Using High Frequency Data," 2017 Meeting Papers 1305, Society for Economic Dynamics.
- Kartik Athreya & Juan M. Sánchez & Xuan S. Tam & Eric R. Young, 2018.
"Bankruptcy And Delinquency In A Model Of Unsecured Debt,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 593-623, May.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2016. "Bankruptcy and Delinquency in a Model of Unsecured Debt," Working Paper 16-12, Federal Reserve Bank of Richmond.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2012. "Bankruptcy and delinquency in a model of unsecured debt," Working Papers 2012-042, Federal Reserve Bank of St. Louis.
- Grey Gordon, 2014.
"Optimal Bankruptcy Code: A Fresh Start for Some,"
CAEPR Working Papers
2014-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey, 2017. "Optimal bankruptcy code: A fresh start for some," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 123-149.
- Exler, Florian, 2015.
"Personal bankruptcy and wage garnishment,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113219, Verein für Socialpolitik / German Economic Association.
- Florian Exler, 2019. "Personal Bankruptcy and Wage Garnishment," Vienna Economics Papers vie1908, University of Vienna, Department of Economics.
- Will Dobbie & Jae Song, 2014.
"Debt Relief and Debtor Outcomes: Measuring the Effects of Consumer Bankruptcy Protection,"
NBER Working Papers
20520, National Bureau of Economic Research, Inc.
- Will Dobbie & Jae Song, 2015. "Debt Relief and Debtor Outcomes: Measuring the Effects of Consumer Bankruptcy Protection," American Economic Review, American Economic Association, vol. 105(3), pages 1272-1311, March.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012.
"Mortgage Defaults,"
IMF Working Papers
2012/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Gomez-Ruano, Gerardo, 2014. "Should Central Banks Take On Credit-Risk?," MPRA Paper 93633, University Library of Munich, Germany.
- Bruce I. Carlin & Tarik Umar & Hanyi Yi, 2020. "Deputization," NBER Working Papers 27225, National Bureau of Economic Research, Inc.
- Exler, Florian & Tertilt, Michèle, 2020.
"Consumer Debt and Default: A Macro Perspective,"
IZA Discussion Papers
12966, Institute of Labor Economics (IZA).
- Florian Exler & Michèle Tertilt, 2020. "Consumer Debt and Default: A Macro Perspective," CESifo Working Paper Series 8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Satyajit Chatterjee, 2010.
"An Equilibrium Model of the Timing of Bankruptcy Filings,"
2010 Meeting Papers
1282, Society for Economic Dynamics.
- Satyajit Chatterjee, 2015. "An Equilibrium Model of the Timing of Bankruptcy Filings," 2015 Meeting Papers 487, Society for Economic Dynamics.
- Cesar Leandro, Julio & Botelho, Delane, 2022. "Consumer over-indebtedness: A review and future research agenda," Journal of Business Research, Elsevier, vol. 145(C), pages 535-551.
- Hulya Eraslan & Wenli Li & Pierre-Daniel G. Sarte, 2007.
"The anatomy of U.S. personal bankruptcy under Chapter 13,"
Working Paper
07-05, Federal Reserve Bank of Richmond.
- Hulya Eraslan & Gizem Koşar & Wenli Li & Pierre-Daniel G. Sarte, 2014. "An anatomy of u.s. Personal bankruptcy under chapter 13," Working Papers 14-33, Federal Reserve Bank of Philadelphia.
- Hulya Eraslan & Gizem Koşar & Wenli Li & Pierre-Daniel G. Sarte, 2016. "An anatomy of U.S. personal bankruptcy under Chapter 13," Staff Reports 764, Federal Reserve Bank of New York.
- Eraslan, Hulya & Kosar, Gizem & Li, Weli & Sarte, Pierre-Daniel, 2014. "An Anatomy of U.S. Personal Bankruptcy under Chapter 13," Working Papers 14-030, Rice University, Department of Economics.
- Wenli Li & Pierre-Daniel G. Sarte, 2007. "The anatomy of U.S. personal bankruptcy under Chapter 13," Working Papers 07-31, Federal Reserve Bank of Philadelphia.
- Hülya Eraslan & Gizem Koşar & Wenli Li & Pierre‐Daniel Sarte, 2017. "An Anatomy Of U.S. Personal Bankruptcy Under Chapter 13," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 671-702, August.
- Will Dobbie & Paul Goldsmith-Pinkham & Crystal S. Yang, 2017.
"Consumer Bankruptcy and Financial Health,"
The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 853-869, December.
- Will Dobbie & Paul Goldsmith-Pinkham & Crystal Yang, 2015. "Consumer Bankruptcy and Financial Health," NBER Working Papers 21032, National Bureau of Economic Research, Inc.
- Adrien Auclert & Will S. Dobbie & Paul Goldsmith-Pinkham, 2019.
"Macroeconomic Effects of Debt Relief: Consumer Bankruptcy Protections in the Great Recession,"
NBER Working Papers
25685, National Bureau of Economic Research, Inc.
- Auclert, Adrien & Dobbie, Will & Goldsmith-Pinkham, Paul, 2019. "Macroeconomic Effects of Debt Relief: Consumer Bankruptcy Protections in the Great Recession," CEPR Discussion Papers 13598, C.E.P.R. Discussion Papers.
- Adrien Auclert & Paul Goldsmith-Pinkham & Will Dobbie, 2019. "Macroeconomic Effects of Debt Relief: Consumer Bankruptcy Protections in the Great Recession," 2019 Meeting Papers 355, Society for Economic Dynamics.
- Kartik Arthreya & Juan Sanchez & Xuan Tam & Eric Young, 2015.
"Labor Market Upheaval, Default Regulation, and Consumer Debt,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 32-52, January.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2014. "Labor market upheaval, default regulations, and consumer debt," Working Papers 2014-2, Federal Reserve Bank of St. Louis.
- Kartik Athreya, 2014. "Labor Market Upheaval, Default Regulations, and Consumer Debt," 2014 Meeting Papers 273, Society for Economic Dynamics.
- Kartik Athreya & Juan Sanchez & Xuan Tam & Eric Young, 2014. "Code and data files for "Labor Market Upheaval, Default Regulation, and Consumer Debt"," Computer Codes 14-30, Review of Economic Dynamics.
- Sewon Hur, 2018.
"The Lost Generation of the Great Recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 179-202, October.
- Sewon Hur, 2018. "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes 18-178, Review of Economic Dynamics.
- Grey Gordon & Pablo Guerron-Quintana, 2018. "On Regional Borrowing, Migration, and Default," 2018 Meeting Papers 305, Society for Economic Dynamics.
- Jason Allen & Kiana Basiri, 2016. "The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit," Staff Working Papers 16-26, Bank of Canada.
- Nadja König, 2016. "Personal Insolvency Dynamics in Germany and the UK -- A SUR-TAR Approach," Macroeconomics and Finance Series 201602, University of Hamburg, Department of Socioeconomics.
- Pattison, Nathaniel & Millimet, Daniel L., 2023. "A Tale of Two Bankruptcies: Geographic Differences in Bankruptcy Chapter Choice," IZA Discussion Papers 16105, Institute of Labor Economics (IZA).
- Nadja König, 2016. "Household Debt and Macrodynamics - How do Income Distribution and Insolvency Regulations interact?," Macroeconomics and Finance Series 201603, University of Hamburg, Department of Socioeconomics.
- Egle Jakucionyte, 2017. "Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy," Bank of Lithuania Working Paper Series 44, Bank of Lithuania.
Articles
- Gordon, Grey & Guerron-Quintana, Pablo, 2024.
"On regional borrowing, default, and migration,"
Journal of International Economics, Elsevier, vol. 150(C).
See citations under working paper version above.
- Grey Gordon & Pablo Guerrón-Quintana, 2019. "On Regional Borrowing, Default, and Migration," Working Paper 19-4, Federal Reserve Bank of Richmond.
- Grey Gordon & John B. Jones & Urvi Neelakantan & Kartik Athreya, 2023.
"Incarceration, Employment and Earnings: Dynamics and Differences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 677-697, December.
See citations under working paper version above.
- Grey Gordon & John B. Jones & Urvi Neelakantan & Kartik Athreya, 2023. "Online Appendix to "Incarceration, Employment and Earnings: Dynamics and Differences"," Online Appendices 21-319, Review of Economic Dynamics.
- Grey Gordon & John B. Jones & Urvi Neelakantan & Kartik Athreya, 2023. "Code and data files for "Incarceration, Employment and Earnings: Dynamics and Differences"," Computer Codes 21-319, Review of Economic Dynamics.
- Gordon, Grey, 2021.
"Efficient VAR discretization,"
Economics Letters, Elsevier, vol. 204(C).
See citations under working paper version above.
- Grey Gordon, 2020. "Efficient VAR Discretization," Working Paper 20-06, Federal Reserve Bank of Richmond.
- Grey Gordon & John Bailey Jones & Jessica Sackett Romero, 2020.
"Loan-Delinquency Projections for COVID-19,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-05, pages 1-4, April.
See citations under working paper version above.
- Grey Gordon & John Bailey Jones, 2020. "Loan Delinquency Projections for COVID-19," Working Paper 20-02, Federal Reserve Bank of Richmond.
- Grey Gordon, 2020.
"Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution,"
Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 61-95.
See citations under working paper version above.
- Grey Gordon, 2011. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," PIER Working Paper Archive 11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Grey Gordon & Pablo Guerron-Quintana, 2018.
"Dynamics of Investment, Debt, and Default,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
See citations under working paper version above.
- Grey Gordon & Pablo Guerron-Quintana, 2017. "Code and data files for "Dynamics of Investment, Debt, and Default"," Computer Codes 14-216, Review of Economic Dynamics.
- Grey Gordon & Pablo Guerrón-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia.
- Grey Gordon & Shi Qiu, 2018.
"A divide and conquer algorithm for exploiting policy function monotonicity,"
Quantitative Economics, Econometric Society, vol. 9(2), pages 521-540, July.
See citations under working paper version above.
- Grey Gordon & Shi Qiu, 2017. "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers 2017-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Shi Qiu, 2015. "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers 2015-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey, 2017.
"Optimal bankruptcy code: A fresh start for some,"
Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 123-149.
See citations under working paper version above.
- Grey Gordon, 2014. "Optimal Bankruptcy Code: A Fresh Start for Some," CAEPR Working Papers 2014-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey & Guerron-Quintana, Pablo A., 2017.
"Asymmetric business cycles and sovereign default,"
Economics Letters, Elsevier, vol. 161(C), pages 116-119.
Cited by:
- Guerron-Quintana, Pablo A., 2020. "“Migration and sovereign default risk” a comment," Journal of Monetary Economics, Elsevier, vol. 113(C), pages 23-27.
- Fernández-Villaverde, Jesús & Gordon, Grey & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015.
"Nonlinear adventures at the zero lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 182-204.
See citations under working paper version above.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2012. "Nonlinear adventures at the zero lower bound," Working Papers 12-10, Federal Reserve Bank of Philadelphia.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Gordon, Grey, 2012. "Nonlinear Adventures at the Zero Lower Bound," CEPR Discussion Papers 8972, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Nonlinear Adventures at the Zero Lower Bound," NBER Working Papers 18058, National Bureau of Economic Research, Inc.
- Grey Gordon, 2015.
"Evaluating default policy: The business cycle matters,"
Quantitative Economics, Econometric Society, vol. 6(3), pages 795-823, November.
Cited by:
- Mendicino, Caterina & Cavalcanti, Tiago & Antunes, Antonio & Peruffo, Marcel & Villamil, Anne, 2021.
"Tighter Credit and Consumer Bankruptcy Insurance,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242407, Verein für Socialpolitik / German Economic Association.
- Cavalcanti, Tiago & Antunes, António & Mendicino, Caterina & Peruffo, Marcel & Villamil, Anne, 2020. "Tighter Credit and Consumer Bankruptcy Insurance," CEPR Discussion Papers 14330, C.E.P.R. Discussion Papers.
- António R. Antunes & Tiago Cavalcanti, 2019. "Tighter Credit and Consumer Bankruptcy Insurance," Working Papers w201921, Banco de Portugal, Economics and Research Department.
- Gordon Phillips & Kyle Herkenhoff, 2015. "The Impact of Consumer Credit Constraints on Earnings, Sorting, and Job Finding Rates of Displaced Workers," 2015 Meeting Papers 375, Society for Economic Dynamics.
- Makoto Nakajima & José-Víctor Ríos-Rull, 2019.
"Credit, Bankruptcy, and Aggregate Fluctuations,"
Working Papers
19-48, Federal Reserve Bank of Philadelphia.
- Makoto Nakajima & José-Víctor Ríos-Rull, 2014. "Credit, bankruptcy, and aggregate fluctuations," Working Papers 14-31, Federal Reserve Bank of Philadelphia.
- Makoto Nakajima, 2015. "Credit, Bankruptcy, and Aggregate Fluctuations," 2015 Meeting Papers 833, Society for Economic Dynamics.
- Makoto Nakajima & José-Víctor Ríos-Rull, 2014. "Credit, Bankruptcy, and Aggregate Fluctuations," NBER Working Papers 20617, National Bureau of Economic Research, Inc.
- Grey Gordon, 2014.
"Optimal Bankruptcy Code: A Fresh Start for Some,"
CAEPR Working Papers
2014-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey, 2017. "Optimal bankruptcy code: A fresh start for some," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 123-149.
- Margaret Jacobson, 2019.
"Beliefs, Aggregate Risk, and the U.S. Housing Boom,"
2019 Meeting Papers
1549, Society for Economic Dynamics.
- Margaret M. Jacobson, 2022. "Beliefs, Aggregate Risk, and the U.S. Housing Boom," Finance and Economics Discussion Series 2022-061, Board of Governors of the Federal Reserve System (U.S.).
- Hulya Eraslan & Wenli Li & Pierre-Daniel G. Sarte, 2007.
"The anatomy of U.S. personal bankruptcy under Chapter 13,"
Working Paper
07-05, Federal Reserve Bank of Richmond.
- Hulya Eraslan & Gizem Koşar & Wenli Li & Pierre-Daniel G. Sarte, 2014. "An anatomy of u.s. Personal bankruptcy under chapter 13," Working Papers 14-33, Federal Reserve Bank of Philadelphia.
- Hulya Eraslan & Gizem Koşar & Wenli Li & Pierre-Daniel G. Sarte, 2016. "An anatomy of U.S. personal bankruptcy under Chapter 13," Staff Reports 764, Federal Reserve Bank of New York.
- Eraslan, Hulya & Kosar, Gizem & Li, Weli & Sarte, Pierre-Daniel, 2014. "An Anatomy of U.S. Personal Bankruptcy under Chapter 13," Working Papers 14-030, Rice University, Department of Economics.
- Wenli Li & Pierre-Daniel G. Sarte, 2007. "The anatomy of U.S. personal bankruptcy under Chapter 13," Working Papers 07-31, Federal Reserve Bank of Philadelphia.
- Hülya Eraslan & Gizem Koşar & Wenli Li & Pierre‐Daniel Sarte, 2017. "An Anatomy Of U.S. Personal Bankruptcy Under Chapter 13," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 671-702, August.
- Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
- Eric M. Leeper, 2015.
"Fiscal Analysis is Darned Hard,"
NBER Working Papers
21822, National Bureau of Economic Research, Inc.
- Eric M. Leeper, 2015. "Fiscal Analysis is Darned Hard," CAEPR Working Papers 2015-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Kartik Arthreya & Juan Sanchez & Xuan Tam & Eric Young, 2015.
"Labor Market Upheaval, Default Regulation, and Consumer Debt,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 32-52, January.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2014. "Labor market upheaval, default regulations, and consumer debt," Working Papers 2014-2, Federal Reserve Bank of St. Louis.
- Kartik Athreya, 2014. "Labor Market Upheaval, Default Regulations, and Consumer Debt," 2014 Meeting Papers 273, Society for Economic Dynamics.
- Kartik Athreya & Juan Sanchez & Xuan Tam & Eric Young, 2014. "Code and data files for "Labor Market Upheaval, Default Regulation, and Consumer Debt"," Computer Codes 14-30, Review of Economic Dynamics.
- Egle Jakucionyte & Sweder van Wijnbergen, 2022.
"The macroeconomics of carry trade gone wrong: Corporate and consumer losses in Emerging Europe,"
Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(4), pages 773-812, October.
- Egle Jakucionyte & Sweder van Wijnbergen, 2021. "The macroeconomics of carry trade gone wrong: corporate and consumer losses in emerging Europe," Bank of Lithuania Working Paper Series 89, Bank of Lithuania.
- Kyle F. Herkenhoff, 2018.
"The Impact of Consumer Credit Access on Unemployment,"
NBER Working Papers
25187, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff, 2014. "The Impact of Consumer Credit Access on Unemployment," 2014 Meeting Papers 448, Society for Economic Dynamics.
- Kyle F Herkenhoff, 2019. "The Impact of Consumer Credit Access on Unemployment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2605-2642.
- Kartik B. Athreya & Xuan S. Tam & Eric Young, 2011.
"Loan guarantees for consumer credit markets,"
Working Paper
11-06, Federal Reserve Bank of Richmond.
- Kartik B. Athreya & Xuan S. Tam & Eric Young, 2014. "Loan Guarantees for Consumer Credit Markets," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 297-352.
- Kyle F. Herkenhoff, 2012. "Informal unemployment insurance and labor market dynamics," Working Papers 2012-057, Federal Reserve Bank of St. Louis.
- Youngsoo Jang & Soyoung Lee, 2021. "A Generalized Endogenous Grid Method for Default Risk Models," Staff Working Papers 21-11, Bank of Canada.
- Mendicino, Caterina & Cavalcanti, Tiago & Antunes, Antonio & Peruffo, Marcel & Villamil, Anne, 2021.
"Tighter Credit and Consumer Bankruptcy Insurance,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242407, Verein für Socialpolitik / German Economic Association.
- Chatterjee, Satyajit & Gordon, Grey, 2012.
"Dealing with consumer default: Bankruptcy vs garnishment,"
Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
See citations under working paper version above.
- Satyajit Chatterjee & Grey Gordon, 2011. "Dealing with consumer default: bankruptcy vs. garnishment," Working Papers 11-35, Federal Reserve Bank of Philadelphia.
Software components
- Grey Gordon, 2011.
"Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution","
QM&RBC Codes
186, Quantitative Macroeconomics & Real Business Cycles.
See citations under working paper version above.Sorry, no citations of software components recorded.
- Grey Gordon, 2011. "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution," PIER Working Paper Archive 11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Chapters
- Grey Gordon & Aaron Hedlund, 2017.
"Accounting for the Rise in College Tuition,"
NBER Chapters, in: Education, Skills, and Technical Change: Implications for Future US GDP Growth, pages 357-394,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," CAEPR Working Papers 2015-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Aaron Hedlund, 2016. "Accounting for the Rise in College Tuition," NBER Working Papers 21967, National Bureau of Economic Research, Inc.
- Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," Working Papers 1514, Department of Economics, University of Missouri.