Oren Levintal
Personal Details
First Name: | Oren |
Middle Name: | |
Last Name: | Levintal |
Suffix: | |
RePEc Short-ID: | ple708 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/orenlevintal | |
Affiliation
School of Economics
Interdisciplinary Center (IDC)
Herzliya, Israelhttp://portal.idc.ac.il/he/schools/economics/homepage/pages/homepage.aspx
RePEc:edi:seidcil (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jesús Fernández-Villaverde & Oren Levintal, 2024.
"The Distributional Effects of Asset Returns,"
NBER Working Papers
32182, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Oren Levintal, 2024. "The Distributional Effects of Asset Returns," PIER Working Paper Archive 24-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2024. "The Distributional Effects of Asset Returns," CEPR Discussion Papers 18855, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017.
"Safe Assets,"
CEPR Discussion Papers
12043, C.E.P.R. Discussion Papers.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro, 2014. "Safe Assets," Working Papers 2014-28, Economic Research Institute, Bank of Korea.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- 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.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2013.
"Migration and Cross-Border Financial Flows,"
Working Papers
2013-05, Bar-Ilan University, Department of Economics.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," The World Bank Economic Review, World Bank, vol. 32(1), pages 148-162.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," Post-Print halshs-01630659, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2013. "Migration and Cross-Border Financial Flows," RF Berlin - CReAM Discussion Paper Series 1317, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Kugler, Maurice & Levintal, Oren & Rapoport, Hillel, 2013. "Migration and Cross-Border Financial Flows," IZA Discussion Papers 7548, Institute of Labor Economics (IZA).
- Kugler,Maurice David & Levintal,Oren & Rapoport,Hillel, 2017. "Migration and cross-border financial flows," Policy Research Working Paper Series 8034, The World Bank.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," PSE-Ecole d'économie de Paris (Postprint) halshs-01630659, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," PSE - G-MOND WORKING PAPERS halshs-01134465, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," Working Papers halshs-01134465, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01134465, HAL.
- Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
- Zeira, Joseph & Levintal, Oren, 2009. "The Evolution of Paper Money," CEPR Discussion Papers 7362, C.E.P.R. Discussion Papers.
Articles
- Oren Levintal, 2018. "Taylor Projection: A New Solution Method For Dynamic General Equilibrium Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1345-1373, August.
- Jesús Fernández‐Villaverde & Oren Levintal, 2018.
"Solution methods for models with rare disasters,"
Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
- 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, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
- Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
- Levintal, Oren, 2013. "The real effects of banking shocks: Evidence from OECD countries," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 556-578.
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.Working papers
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017.
"Safe Assets,"
CEPR Discussion Papers
12043, C.E.P.R. Discussion Papers.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro, 2014. "Safe Assets," Working Papers 2014-28, Economic Research Institute, Bank of Korea.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
Cited by:
- Sushant Acharya & Keshav Dogra, 2018.
"The side effects of safe asset creation,"
Staff Reports
842, Federal Reserve Bank of New York.
- Sushant Acharya & Keshav Dogra, 2022. "The Side Effects of Safe Asset Creation," Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 581-625.
- Acharya, Sushant & Dogra, Keshav, 2020. "The Side Effects of Safe Asset Creation," CEPR Discussion Papers 14440, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra, 2021. "The Side Effects of Safe Asset Creation," Staff Working Papers 21-34, Bank of Canada.
- Keshav Dogra & Sushant Acharya, 2017. "The Side Effects of Safe Asset Creation," 2017 Meeting Papers 1453, Society for Economic Dynamics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018.
"The Tail that Keeps the Riskless Rate Low,"
NBER Working Papers
24362, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail That Keeps the Riskless Rate Low," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Emmanuel Farhi, 2015.
"The Safety Trap,"
Working Paper
146986, Harvard University OpenScholar.
- Ricardo J Caballero & Emmanuel Farhi, "undated". "The Safety Trap," Working Paper 233766, Harvard University OpenScholar.
- Ricardo J Caballero & Emmanuel Farhi, 2018. "The Safety Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 223-274.
- Ricardo J. Caballero & Emmanuel Farhi, 2014. "The Safety Trap," NBER Working Papers 19927, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & François Gourio, 2018.
"Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia,"
NBER Working Papers
25282, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Francois Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 147-250.
- Emmanuel Farhi & François Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Working Paper Series WP-2018-19, Federal Reserve Bank of Chicago.
- van Riet, Ad, 2017. "Addressing the safety trilemma: a safe sovereign asset for the eurozone," ESRB Working Paper Series 35, European Systemic Risk Board.
- Panageas, Stavros, 2020.
"The Implications of Heterogeneity and Inequality for Asset Pricing,"
Foundations and Trends(R) in Finance, now publishers, vol. 12(3), pages 199-275, November.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Tano Santos & Pietro Veronesi, 2016. "Leverage," NBER Working Papers 22905, National Bureau of Economic Research, Inc.
- Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis.
- van Buggenum, Hugo, 2021. "Risk, Inside Money, and the Real Economy," Other publications TiSEM daabe114-81fa-44fc-aafd-b, Tilburg University, School of Economics and Management.
- Andrew B. Abel, 2015. "Crowding Out in Ricardian Economies," NBER Working Papers 21550, National Bureau of Economic Research, Inc.
- Marina Azzimonti & Pierre Yared, 2018.
"The Optimal Public and Private Provision of Safe Assets,"
NBER Working Papers
24534, National Bureau of Economic Research, Inc.
- Azzimonti, Marina & Yared, Pierre, 2019. "The optimal public and private provision of safe assets," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 126-144.
- Ly-Dai, Hung, 2014. "Global Imbalances with Safe Assets in Eurozone," MPRA Paper 90238, University Library of Munich, Germany, revised May 2018.
- Ly Dai Hung, 2018. "Global Imbalances with Safe Assets in Eurozone," Working Papers hal-01935158, HAL.
- van Buggenum, Hugo, 2021. "Risk, Inside Money, and the Real Economy," Discussion Paper 2021-020, Tilburg University, Center for Economic Research.
- Kan Chen & Nathaniel Karp, 2018. "Natural interest rates in the U.S., Canada and Mexico," Working Papers 18/07, BBVA Bank, Economic Research Department.
- Yulei Luo & Jun Nie & Eric R Young, 2020. "Ambiguity, Low Risk-Free Rates and Consumption Inequality," The Economic Journal, Royal Economic Society, vol. 130(632), pages 2649-2679.
- Veronesi, Pietro & Santos, Tano, 2016. "Habits and Leverage," CEPR Discussion Papers 11681, C.E.P.R. Discussion Papers.
- 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.
Cited by:
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020.
"Forecasting with Second-Order Approximations and Markov-Switching DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
- Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018. "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series 2018-10, School of Economics, University of Cape Town.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018. "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers 201862, University of Pretoria, Department of Economics.
- Christopher Heiberger & Daniel Fehrle, 2020.
"The return on everything and the business cycle in production economies,"
Discussion Paper Series
338, Universitaet Augsburg, Institute for Economics.
- Daniel Fehrle & Christopher Heiberger, 2020. "The return on everything and the business cycle in production economies," Working Papers 193, Bavarian Graduate Program in Economics (BGPE).
- Fehrle, Daniel & Heiberger, Christopher, 2024. "The return on everything and the business cycle in production economies," Economic Modelling, Elsevier, vol. 136(C).
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
NBER Working Papers
26768, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- 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.
- Robert J. Barro, 2014.
"Safe Assets,"
Working Papers
2014-28, Economic Research Institute, Bank of Korea.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2024.
"The Distributional Effects of Asset Returns,"
CEPR Discussion Papers
18855, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Oren Levintal, 2024. "The Distributional Effects of Asset Returns," PIER Working Paper Archive 24-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Oren Levintal, 2024. "The Distributional Effects of Asset Returns," NBER Working Papers 32182, National Bureau of Economic Research, Inc.
- Marlène Isoré & Urszula Szczerbowicz, 2015.
"Disaster Risk and Preference Shifts in a New Keynesian Model,"
Working Papers
2015-16, CEPII research center.
- Isoré, Marlène & Szczerbowicz, Urszula, 2017. "Disaster risk and preference shifts in a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 97-125.
- Isoré, Marlène & Szczerbowicz, Urszula, 2015. "Disaster risk and preference shifts in a New Keynesian model," MPRA Paper 65643, University Library of Munich, Germany.
- M. Isoré & U. Szczerbowicz, 2016. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working papers 614, Banque de France.
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
LEM Papers Series
2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alessandro Cantelmo, 2020.
"Rare disasters, the natural interest rate and monetary policy,"
Temi di discussione (Economic working papers)
1309, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Cantelmo, 2022. "Rare Disasters, the Natural Interest Rate and Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 473-496, June.
- Pablo Garcia, 2021. "Learning, expectations and monetary policy," BCL working papers 153, Central Bank of Luxembourg.
- 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.
- Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2022.
"Aggregate Skewness and the Business Cycle,"
CEPR Discussion Papers
17162, C.E.P.R. Discussion Papers.
- Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022. "Aggregate skewness and the business cycle," Working Papers 53, European Stability Mechanism.
- Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
- Dan Cao & Wenlan Luo & Guangyu Nie, 2023.
"Online Appendix to "Global GDSGE Models","
Online Appendices
22-86, Review of Economic Dynamics.
- Dan Cao & Wenlan Luo & Guangyu Nie, 2023. "Global GDSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 199-225, December.
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- 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.
- Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
- Gregory, Richard P., 2021. "Climate disasters, carbon dioxide, and financial fundamentals," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 45-58.
- Dietrich, Alexander & Müller, Gernot & Schoenle, Raphael, 2022.
"The Expectations Channel of Climate Change: Implications for Monetary Policy,"
CEPR Discussion Papers
15866, C.E.P.R. Discussion Papers.
- Müller, Gernot & Dietrich, Alexander & Schoenle, Raphael, 2021. "The Expectations Channel of Climate Change:Implications for Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242446, Verein für Socialpolitik / German Economic Association.
- Nicolas Caramp & Dejanir H. Silva, 2021. "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," Working Papers 341, University of California, Davis, Department of Economics.
- Stefan Mittnik & Willi Semmler & Alexander Haider, 2020.
"Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model,"
Econometrics, MDPI, vol. 8(3), pages 1-27, August.
- Stefan Mittnik & Willi Semmler & Alexander Haider, 2019. "Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model," IMF Working Papers 2019/145, International Monetary Fund.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina & Mr. Chris Papageorgiou, 2019.
"Macroeconomic Outcomes in Disaster-Prone Countries,"
IMF Working Papers
2019/217, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni & Papageorgiou, Chris, 2023. "Macroeconomic outcomes in disaster-prone countries," Journal of Development Economics, Elsevier, vol. 161(C).
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
- Jean‐Jacques Forneron, 2023. "A Sieve‐SMM Estimator for Dynamic Models," Econometrica, Econometric Society, vol. 91(3), pages 943-977, May.
- Alain N. Kabundi & Mr. Montfort Mlachila & Jiaxiong Yao, 2022. "How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy," IMF Working Papers 2022/207, International Monetary Fund.
- Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
- Miescu, Mirela & Mumtaz, Haroon & Theodoridis, Konstantinos, 2024. "Non-linear Dynamics of Oil Supply News Shocks," Cardiff Economics Working Papers E2024/18, Cardiff University, Cardiff Business School, Economics Section.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2013.
"Migration and Cross-Border Financial Flows,"
Working Papers
2013-05, Bar-Ilan University, Department of Economics.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," The World Bank Economic Review, World Bank, vol. 32(1), pages 148-162.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," Post-Print halshs-01630659, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2013. "Migration and Cross-Border Financial Flows," RF Berlin - CReAM Discussion Paper Series 1317, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Kugler, Maurice & Levintal, Oren & Rapoport, Hillel, 2013. "Migration and Cross-Border Financial Flows," IZA Discussion Papers 7548, Institute of Labor Economics (IZA).
- Kugler,Maurice David & Levintal,Oren & Rapoport,Hillel, 2017. "Migration and cross-border financial flows," Policy Research Working Paper Series 8034, The World Bank.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2018. "Migration and Cross-Border Financial Flows," PSE-Ecole d'économie de Paris (Postprint) halshs-01630659, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," PSE - G-MOND WORKING PAPERS halshs-01134465, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," Working Papers halshs-01134465, HAL.
- Maurice Kugler & Oren Levintal & Hillel Rapoport, 2015. "Migration and Cross-Border Financial Flows," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01134465, HAL.
Cited by:
- Volker Grossmann, 2016.
"How immigration affects investment and productivity in host and home countries,"
IZA World of Labor, Institute of Labor Economics (IZA), pages 292-292, September.
- Volker Grossmann, 2021. "How immigration affects investment and productivity in host and home countries," IZA World of Labor, Institute of Labor Economics (IZA), pages 292-292, October.
- Ding, Haoyuan & Fan, Haichao & Jin, Yuying & Qi, Tong, 2022. "Talented overseas returnees and outward foreign direct investment," European Economic Review, Elsevier, vol. 148(C).
- Anthony Edo & Lionel Ragot & Hillel Rapoport & Sulin Sardoschau & Andreas Steinmayr & Arthur Sweetman, 2020.
"An introduction to the economics of immigration in OECD countries,"
PSE-Ecole d'économie de Paris (Postprint)
hal-03134977, HAL.
- Edo, Anthony & Ragot, Lionel & Rapoport, Hillel & Sardoschau, Sulin & Steinmayr, Andreas & Sweetman, Arthur, 2020. "An Introduction to the Economics of Immigration in OECD Countries," IZA Discussion Papers 13755, Institute of Labor Economics (IZA).
- Anthony Edo & Lionel Ragot & Hillel Rapoport & Sulin Sardoschau & Andreas Steinmayr & Arthur Sweetman, 2020. "An introduction to the economics of immigration in OECD countries," Post-Print hal-03134977, HAL.
- Anthony Edo & Lionel Ragot & Hillel Rapoport & Sulin Sardoschau & Andreas Steinmayr & Arthur Sweetman, 2020. "An introduction to the economics of immigration in OECD countries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(4), pages 1365-1403, November.
- Lücke, Matthias & Stöhr, Tobias, 2018.
"Heterogeneous Immigrants, Exports and Foreign Direct Investment: The Role of Language Skills,"
Open Access Publications from Kiel Institute for the World Economy
253679, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Lücke & Tobias Stöhr, 2018. "Heterogeneous immigrants, exports and foreign direct investment: The role of language skills," The World Economy, Wiley Blackwell, vol. 41(6), pages 1529-1548, June.
- Hillel Rapoport, 2016.
"Migration and globalization: what’s in it for developing countries?,"
International Journal of Manpower, Emerald Group Publishing Limited, vol. 37(7), pages 1209-1226, October.
- Rapoport, Hillel, 2016. "Migration and Globalization: What's in it for Developing Countries?," IZA Discussion Papers 10109, Institute of Labor Economics (IZA).
- Lücke, Matthias & Stöhr, Tobias, 2015.
"Heterogeneous Immigrants and Foreign Direct Investment: The Role of Language Skills,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113191, Verein für Socialpolitik / German Economic Association.
- Lücke, Matthias & Heidland, Tobias, 2015. "Heterogeneous Immigrants and Foreign Direct Investment: The Role of Language Skills," IZA Discussion Papers 9419, Institute of Labor Economics (IZA).
- Lücke, Matthias & Stöhr, Tobias, 2015. "Heterogeneous immigrants and foreign direct investment: The role of language skills," Kiel Working Papers 2009, Kiel Institute for the World Economy (IfW Kiel).
- Dany Bahar, 2020. "Diasporas and Economic Development: A Review of the Evidence and Policy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 200-214, June.
- Ernest Miguélez, 2018.
"Inventor Diasporas and the Internationalization of Technology,"
The World Bank Economic Review, World Bank, vol. 32(1), pages 41-63.
- Ernest Miguélez, 2018. "Inventor diasporas and the internationalization of technology," Post-Print hal-03125171, HAL.
- Ernest MIGUELEZ, 2014. "Inventor diasporas and the internationalization of technology," Cahiers du GREThA (2007-2019) 2014-12, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Miguelez,Ernest, 2016. "Inventor diasporas and the internationalization of technology," Policy Research Working Paper Series 7619, The World Bank.
- Ernest Miguélez, 2014. "Inventor Diasporas and the Internalionalization of Technology," RF Berlin - CReAM Discussion Paper Series 1425, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Miguelez Ernest, 2014. "Inventor Diasporas And The Internationalization Of Technology," ERSA conference papers ersa14p1030, European Regional Science Association.
- Etzo, Ivan & Takaoka, Sumiko, 2016. "The impact of migrants on the cross-border M&A: Some evidence for Japan," MPRA Paper 71558, University Library of Munich, Germany.
- Masood Gheasi & Peter Nijkamp, 2017. "A Brief Overview of International Migration Motives and Impacts, with Specific Reference to FDI," Economies, MDPI, vol. 5(3), pages 1-11, August.
- Miguelez, Ernest & Noumedem Temgoua, Claudia, 2020.
"Inventor migration and knowledge flows: A two-way communication channel?,"
Research Policy, Elsevier, vol. 49(9).
- Ernest Miguelez & Claudia Noumedem Temgoua, 2016. "Inventor Migration and Knowledge Flows: A Two-Way Communication Channel?," Post-Print hal-03143784, HAL.
- Ernest Miguelez & Claudia Noumedem Temgoua, 2020. "Inventor Migration and Knowledge Flows: A Two-Way Communication Channel ?," Post-Print hal-03097427, HAL.
- Diego Useche & Ernest Miguelez & Francesco Lissoni, 2020.
"Highly skilled and well connected: Migrant inventors in cross-border M&As,"
Post-Print
hal-03097926, HAL.
- D. Useche & Ernest Miguelez & Francesco Lissoni, 2021. "Highly skilled and well connected: Migrant inventors in cross-border M&As," Working Papers hal-03118061, HAL.
- F. Lissoni, 2017. "Highly Skilled and Well Connected: Migrant inventors in Cross-Border M&As," Post-Print hal-02271218, HAL.
- D. Useche & Ernest Miguelez & Francesco Lissoni, 2021. "Highly skilled and well connected: Migrant inventors in cross-border M&As," Working Papers hal-03125216, HAL.
- Diego Useche & Ernest Miguelez & Francesco Lissoni, 2020. "Highly skilled and well connected: Migrant inventors in cross-border M&As," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(5), pages 737-763, July.
- Anna Minasyan & Peter Nunnenkamp, 2016. "Remittances and the Effectiveness of Foreign Aid," Review of Development Economics, Wiley Blackwell, vol. 20(3), pages 681-701, August.
- Gianluca Orefice & Hillel Rapoport & Gianluca Santoni, 2021.
"How Do Immigrants Promote Exports?,"
Working Papers
2021-06, CEPII research center.
- Gianluca Orefice & Hillel Rapoport & Gianluca Santoni, 2021. "How Do Immigrants Promote Exports?," Working Papers DT/2021/04, DIAL (Développement, Institutions et Mondialisation).
- Eric Rougier & Nicolas Yol, 2018. "The volatility effect of diaspora’s location: A migration portfolio approach," Cahiers du GREThA (2007-2019) 2018-09, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Ademmer, Esther & Barsbai, Toman & Lücke, Matthias & Stöhr, Tobias, 2015. "30 Years of Schengen: Internal blessing, external curse?," Kiel Policy Brief 88, Kiel Institute for the World Economy (IfW Kiel).
- Donaubauer, Julian & Glas, Alexander & Nunnenkamp, Peter, 2015. "Infrastructure and trade: A gravity analysis for major trade categories using a new index of infrastructure," Kiel Working Papers 2016, Kiel Institute for the World Economy (IfW Kiel).
- Hillel Rapoport, 2018. "Diaspora externalities: A view from the South," WIDER Working Paper Series wp-2018-25, World Institute for Development Economic Research (UNU-WIDER).
Articles
- Oren Levintal, 2018.
"Taylor Projection: A New Solution Method For Dynamic General Equilibrium Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(3), pages 1345-1373, August.
Cited by:
- O'Rourke, Kevin & Ellison, Martin & Lee, Sang Seok, 2020.
"The Ends of 27 Big Depressions,"
CEPR Discussion Papers
15061, C.E.P.R. Discussion Papers.
- Martin Ellison & Sang Seok Lee & Kevin Hjortshøj O'Rourke, 2024. "The Ends of 27 Big Depressions," American Economic Review, American Economic Association, vol. 114(1), pages 134-168, January.
- Martin Ellison & Sang Seok Lee & Kevin Hjortshøj O'Rourke, 2020. "The Ends of 27 Big Depressions," NBER Working Papers 27586, National Bureau of Economic Research, Inc.
- Robert J. Barro, 2014.
"Safe Assets,"
Working Papers
2014-28, Economic Research Institute, Bank of Korea.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2024.
"The Distributional Effects of Asset Returns,"
CEPR Discussion Papers
18855, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Oren Levintal, 2024. "The Distributional Effects of Asset Returns," PIER Working Paper Archive 24-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Oren Levintal, 2024. "The Distributional Effects of Asset Returns," NBER Working Papers 32182, National Bureau of Economic Research, Inc.
- Alessandro Cantelmo, 2020.
"Rare disasters, the natural interest rate and monetary policy,"
Temi di discussione (Economic working papers)
1309, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Cantelmo, 2022. "Rare Disasters, the Natural Interest Rate and Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 473-496, June.
- 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.
- Olivier Wang & Iván Werning, 2020.
"Dynamic Oligopoly and Price Stickiness,"
NBER Working Papers
27536, National Bureau of Economic Research, Inc.
- Olivier Wang & Iván Werning, 2022. "Dynamic Oligopoly and Price Stickiness," American Economic Review, American Economic Association, vol. 112(8), pages 2815-2849, August.
- Ivan Werning, 2018. "Dynamic Oligopoly and Price Stickiness," 2018 Meeting Papers 1029, Society for Economic Dynamics.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina & Mr. Chris Papageorgiou, 2019.
"Macroeconomic Outcomes in Disaster-Prone Countries,"
IMF Working Papers
2019/217, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni & Papageorgiou, Chris, 2023. "Macroeconomic outcomes in disaster-prone countries," Journal of Development Economics, Elsevier, vol. 161(C).
- Dennis, Richard, 2022.
"Computing time-consistent equilibria: A perturbation approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Richard Dennis, 2020. "Computing time-consistent equilibria: A perturbation approach," CAMA Working Papers 2020-111, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- O'Rourke, Kevin & Ellison, Martin & Lee, Sang Seok, 2020.
"The Ends of 27 Big Depressions,"
CEPR Discussion Papers
15061, 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.
See citations under working paper version above.
- 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, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
- Levintal, Oren, 2017.
"Fifth-order perturbation solution to DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
Cited by:
- Sherwin Lott, 2018. "Perturbations in DSGE Models: Odd Derivatives Theorem," PIER Working Paper Archive 18-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2018.
- 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.
- Junior Maih, 2015.
"Efficient perturbation methods for solving regime-switching DSGE models,"
Working Paper
2015/01, Norges Bank.
- Junior Maih, 2014. "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
NBER Working Papers
26768, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023.
"The risk premium in New Keynesian DSGE models: The cost of inflation channel,"
LIDAM Reprints LFIN
2023013, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
"Marco Fanno" Working Papers
0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Andreasen, Martin M. & Jørgensen, Kasper, 2020. "The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 95-117.
- Roger E.A. Farmer, 2016.
"Pricing Assets in an Economy with Two Types of People,"
NBER Working Papers
22228, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020.
"Federal unemployment reinsurance and local labor-market policies,"
ECONtribute Discussion Papers Series
040, University of Bonn and University of Cologne, Germany.
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020. "Federal Unemployment Reinsurance and Local Labor-Market Policies," IZA Discussion Papers 13886, Institute of Labor Economics (IZA).
- Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024.
"An Endogenous Gridpoint Method for Distributional Dynamics,"
ECONtribute Discussion Papers Series
311, University of Bonn and University of Cologne, Germany.
- Bayer, Christian & Luetticke, Ralph & Weiss, Maximilian & Winkelmann, Yannik, 2024. "An Endogenous Gridpoint Method for Distributional Dynamics," CEPR Discussion Papers 19067, C.E.P.R. Discussion Papers.
- Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024. "An Endogenous Gridpoint Method for Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2024_548, University of Bonn and University of Mannheim, Germany.
- Carlo A. Favero & Fulvio Ortu & Andrea Tamoni & Haoxi Yang, 2020.
"Implications of Return Predictability for Consumption Dynamics and Asset Pricing,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 527-541, July.
- Favero, Carlo A. & Ortu, Fulvio & Tamoni, Andrea & Yang, Haoxi, 2019. "Implications of return predictability for consumption dynamics and asset pricing," LSE Research Online Documents on Economics 90426, London School of Economics and Political Science, LSE Library.
- Roger E. A. Farmer, 2018.
"Pricing Assets in a Perpetual Youth Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
530, National Institute of Economic and Social Research.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Ruge-Murcia, Francisco, 2020. "Estimating nonlinear dynamic equilibrium models by matching impulse responses," Economics Letters, Elsevier, vol. 197(C).
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020.
"Risk Matters: Breaking Certainty Equivalence,"
CESifo Working Paper Series
8250, CESifo.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
- Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Martin M. Andreasen & Anders Kronborg, 2017. "The Extended Perturbation Method: New Insights on the New Keynesian Model," CREATES Research Papers 2017-14, Department of Economics and Business Economics, Aarhus University.
- Leland Farmer & Roger Farmer, 2022.
"Zoomers and Boomers: Asset Prices and Intergenerational Inequality,"
NBER Working Papers
30419, National Bureau of Economic Research, Inc.
- Farmer, Roger & Farmer, Leland, 2022. "Zoomers and Boomers: Asset Prices and Intergenerational Inequality," CEPR Discussion Papers 17594, C.E.P.R. Discussion Papers.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 18 Jul 2024.
- Dennis, Richard, 2022.
"Computing time-consistent equilibria: A perturbation approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Richard Dennis, 2020. "Computing time-consistent equilibria: A perturbation approach," CAMA Working Papers 2020-111, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
- Levintal, Oren, 2013.
"The real effects of banking shocks: Evidence from OECD countries,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 556-578.
Cited by:
- David E. Rappoport, 2016. "The Effect of Banks' Financial Position on Credit Growth : Evidence from OECD Countries," Finance and Economics Discussion Series 2016-101, Board of Governors of the Federal Reserve System (U.S.).
- Michael, Bryane & Zhao, Simon, 2016. "Bubble Economics How Big a Shock to China’s Real Estate Sector Will Throw the Country into Recession, and Why Does It Matter?," EconStor Preprints 141314, ZBW - Leibniz Information Centre for Economics.
- Igan, Deniz & Mirzaei, Ali, 2020.
"Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity,"
Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.
- Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009.
"The Aftermath of Financial Crises,"
NBER Working Papers
14656, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
- Rogoff, Kenneth & Reinhart, Carmen, 2009. "The Aftermath of Financial Crises," CEPR Discussion Papers 7209, C.E.P.R. Discussion Papers.
- Reinhart, Carmen M. & Rogoff, Kenneth S., 2009. "The Aftermath of Financial Crises," Scholarly Articles 11129155, Harvard University Department of Economics.
- Reinhart, Carmen & Rogoff, Kenneth, 2008. "Las secuelas de las crisis financieras [The aftermath of financial crisis]," MPRA Paper 13695, University Library of Munich, Germany.
- Ms. Deniz O Igan & Ali Mirzaei & Tomoe Moore, 2018. "How Do Regulations of Entry and Credit Access Relate to Industry Competition? International Evidence," IMF Working Papers 2018/084, International Monetary Fund.
- Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).
- Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
- Igan, Deniz & Mirzaei, Ali & Moore, Tomoe, 2023. "A shot in the arm: Economic support packages and firm performance during COVID-19," Journal of Corporate Finance, Elsevier, vol. 78(C).
- Dimitrios Asteriou & Keith Pilbeam & Antonios Sarantidis, 2019. "The Behaviour of Banking Stocks During the Financial Crisis and Recessions. Evidence from Changes‐in‐Changes Panel Data Estimations," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 154-179, February.
- Deniz Igan & Ali Mirzaei & Tomoe Moore, 2022. "A shot in the arm: stimulus packages and firm performance during Covid-19," BIS Working Papers 1014, Bank for International Settlements.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (5) 2009-07-17 2012-12-22 2014-11-28 2016-02-23 2016-03-29. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2016-02-23 2016-03-29 2017-05-28 2024-04-01
- NEP-MIG: Economics of Human Migration (4) 2013-08-16 2013-08-23 2013-08-31 2015-06-05
- NEP-CTA: Contract Theory and Applications (3) 2013-08-16 2013-08-23 2013-08-31
- NEP-INT: International Trade (3) 2013-08-16 2013-08-23 2015-06-05
- NEP-OPM: Open Economy Macroeconomics (3) 2013-08-16 2013-08-23 2013-08-31
- NEP-IFN: International Finance (2) 2013-08-16 2013-08-31
- NEP-ORE: Operations Research (2) 2016-02-23 2016-03-29
- NEP-UPT: Utility Models and Prospect Theory (2) 2014-11-28 2017-05-28
- NEP-BAN: Banking (1) 2012-12-22
- NEP-CBA: Central Banking (1) 2009-07-17
- NEP-FDG: Financial Development and Growth (1) 2024-04-01
- NEP-HIS: Business, Economic and Financial History (1) 2009-07-17
- NEP-MON: Monetary Economics (1) 2009-07-17
- NEP-SPO: Sports and Economics (1) 2013-08-16
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