Report NEP-DGE-2018-09-24

This is the archive for NEP-DGE, a report on new working papers in the area of Dynamic General Equilibrium. Christian Zimmermann issued this report. It is usually issued weekly.

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Other reports in NEP-DGE

The following items were announced in this report:

• Ivan Sutoris, 2018. "Asset Prices in a Production Economy with Long-run and Idiosyncratic Risk," Working Papers 2018/4, Czech National Bank.
• Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte & Ludwig, Alexander, 2018. "Endogenous retirement behavior of heterogeneous households under pension reforms," SAFE Working Paper Series 221, Leibniz Institute for Financial Research SAFE.
• Grzegorz Długoszek, 2018. "Macroeconomic Effects of Financial Uncertainty," 2018 Meeting Papers 1128, Society for Economic Dynamics.
• Holtemöller, Oliver & Schult, Christoph, 2018. "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers 15/2018, Halle Institute for Economic Research (IWH).
• Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2018. "Commitment and sovereign default risk," 2018 Meeting Papers 927, Society for Economic Dynamics.
• Jagjit S. Chadha & Katsuyuki Shibayama, 2018. "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers 1825, Centre for Macroeconomics (CFM).
• Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto, 2018. "Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions," Working Papers gueconwpa~18-18-04, Georgetown University, Department of Economics.
• Gajendran Raveendranathan, 2018. "Improved Matching, Directed Search, and Bargaining in the Credit Card Market," 2018 Meeting Papers 112, Society for Economic Dynamics.
• Chang Ma, 2018. "Financial Stability, Growth, and Macroprudential Policy," 2018 Meeting Papers 3, Society for Economic Dynamics.
• Emmanuel Farhi & Ivan Werning, 2018. "Monetay Policy, Bounded Rationality, and Incomplete Markets," 2018 Meeting Papers 768, Society for Economic Dynamics.
• Xiaoqing Zhou, 2018. "Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment," 2018 Meeting Papers 795, Society for Economic Dynamics.
• Ana Luisa Pessoa Araujo, 2018. "Wage Inequality and Job Stability," 2018 Meeting Papers 117, Society for Economic Dynamics.
• Rajesh Singh, 2018. "Monetary Policy under Financial Exclusion," 2018 Meeting Papers 76, Society for Economic Dynamics.
• Elton Dusha & Alexandre Janiak, 2018. "On the dynamics of asset prices and liquidity: the role of search frictions and idiosyncratic shocks," 2018 Meeting Papers 524, Society for Economic Dynamics.
• Roberto Robatto, 2018. "Flight to Liquidity and Systemic Bank Runs," 2018 Meeting Papers 276, Society for Economic Dynamics.
• José Ignacio López Gaviria & Virginia Olivella, 2018. "Monetary Policy and Carry Trade," 2018 Meeting Papers 321, Society for Economic Dynamics.
• Varadarajan Chari & Juan Pablo Nicolini & Pedro Teles, 2018. "Ramsey Taxation in the Open Economy," 2018 Meeting Papers 806, Society for Economic Dynamics.
• Piguillem, Facundo & Ordoñez, Guillermo, 2018. "Retirement in the Shadow (Banking)," CEPR Discussion Papers 13144, C.E.P.R. Discussion Papers.
• Job Boerma & Ellen McGrattan, 2018. "Health Capital Taxation," 2018 Meeting Papers 204, Society for Economic Dynamics.
• Andrew Glover, 2018. "Aggregate Effects of Minimum Wage Regulation at the Zero Lower Bound," 2018 Meeting Papers 1285, Society for Economic Dynamics.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2018. "State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications," BCAM Working Papers 1801, Birkbeck Centre for Applied Macroeconomics.
• Martin Uribe, 2018. "Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited," 2018 Meeting Papers 358, Society for Economic Dynamics.
• Neele Balke, 2018. "The Employment Cost of Sovereign Default," 2018 Meeting Papers 1256, Society for Economic Dynamics.
• Don Schlagenhauf, 2018. "Corporate Income Tax, Legal Form of Organization, and Employment," 2018 Meeting Papers 334, Society for Economic Dynamics.
• Jeremy Greenwood & Philipp Kircher & Cezar Santos & Michèle Tertilt, 2018. "An Equilibrium Model of the African HIV/AIDS Epidemic," CESifo Working Paper Series 7205, CESifo.
• Moritz Drechsel-Grau & Fabian Greimel, 2018. "Falling Behind: Has Rising Inequality Fueled the American Debt Boom?," 2018 Meeting Papers 1032, Society for Economic Dynamics.
• Zheng, Y. & Gohin, A., 2018. "Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276001, International Association of Agricultural Economists.
• In Hwan Jo & Tatsuro Senga, 2016. "Firm Dynamics, Misallocation and Targeted Policies," Working Papers 809, Queen Mary University of London, School of Economics and Finance.
• Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal Policy Shocks and Stock Prices in the United States," Working Papers 817, Queen Mary University of London, School of Economics and Finance.
• Julio Blanco & Javier Cravino, 2018. "Price Rigidities and the Relative PPP," 2018 Meeting Papers 346, Society for Economic Dynamics.
• Piergallini, Alessandro, 2017. "Fiscal Policy and Liquidity Traps with Heterogeneous Agents," MPRA Paper 88798, University Library of Munich, Germany.
• Cynthia Doniger, 2018. "Falling Labor Share and Rising Inequality: The Role of Wage Contracts," 2018 Meeting Papers 526, Society for Economic Dynamics.
• Batchimeg Sambalaibat, 2018. "Endogenous Specialization and Dealer Networks," 2018 Meeting Papers 1278, Society for Economic Dynamics.
• Hengjie Ai & Anmol Bhandari, 2018. "Asset Pricing with Endogenously Uninsurable Tail Risk," NBER Working Papers 24972, National Bureau of Economic Research, Inc.
• Dan Cao, 2018. "Recursive Equilibrium in Krusell and Smith (1998)," Working Papers gueconwpa~18-18-13, Georgetown University, Department of Economics.
• Nuno Clara, 2018. "Demand Elasticities, Nominal Rigidities and Asset Prices," 2018 Meeting Papers 790, Society for Economic Dynamics.
• Benjamin Larin, 2018. "A Quantitative Model of Bubble-Driven Business Cycles," 2018 Meeting Papers 662, Society for Economic Dynamics.
• Jean Flemming, 2018. "Costly Commuting and the Job Ladder," 2018 Meeting Papers 100, Society for Economic Dynamics.
• Pascal Michaillat & Emmanuel Saez, 2018. "Resolving New Keynesian Anomalies with Wealth in the Utility Function," NBER Working Papers 24971, National Bureau of Economic Research, Inc.
• Dan Cao & Roger Lagunoff, 2018. "Optimal Collateralized Contracts," Working Papers gueconwpa~18-18-14, Georgetown University, Department of Economics.
• Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," 2018 Meeting Papers 310, Society for Economic Dynamics.
• Hiona Balfoussia & Harris Dellas & Dimitris Papageorgiou, 2018. "Loan-to-value ratio limits: an exploration for Greece," Working Papers 248, Bank of Greece.
• Vincent Anesi & T Renee Bowen, 2018. "Policy Experimentation, Redistribution and Voting Rules," Discussion Papers 2018-09, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Alexandre Kohlhas, 2018. "Asymmetric Attention," 2018 Meeting Papers 1040, Society for Economic Dynamics.
• Niklas Engbom, 2018. "Firm and Worker Dynamics in an Aging Labor Market," 2018 Meeting Papers 1009, Society for Economic Dynamics.
• Martin Wolf, 2018. "Optimal Prudential Policy in Economies with Downward Wage Rigidity," Vienna Economics Papers 1804, University of Vienna, Department of Economics.
• Giovannini, Massimo & Hohberger, Stefan & Kollmann, Robert & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2018. "Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks," MPRA Paper 88664, University Library of Munich, Germany.
• Larry Karp & Hiroaki Sakamoto, 2018. "International environmental agreements without commitment," 2018 Meeting Papers 508, Society for Economic Dynamics.
• Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
• Akos Valentinyi, 2018. "Quantity Measurement and Balanced Growth in Multi-Sector Growth Models," 2018 Meeting Papers 837, Society for Economic Dynamics.
• Miguel Leon-Ledesma & Alessio Moro, 2018. "The Rise of Services and Balanced Growth in Theory and Data," 2018 Meeting Papers 424, Society for Economic Dynamics.
• Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," 2018 Meeting Papers 181, Society for Economic Dynamics.
• Qingqing Cao, 2018. "No Pain, No Gain. Multinational Banks in the Business Cycle," 2018 Meeting Papers 1059, Society for Economic Dynamics.
• Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.