Report NEP-MAC-2003-10-28

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra K. Mallick issued this report. It is usually issued weekly.

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Other reports in NEP-MAC

The following items were announced in this report:

• Alan Stark & Timothy Sargent, "undated". "Is There Downward Nominal Wage Rigidity in the Canadian Phillips Curve?," Working Papers-Department of Finance Canada 2003-01, Department of Finance Canada.
• P N Smith & S Sorensen & M R Wickens, "undated". "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers 03/14, Department of Economics, University of York.
• George W. Evans & Seppo Honkapohja, 2003. "Policy Interaction, Expectations and the Liquidity Trap," University of Oregon Economics Department Working Papers 2003-33, University of Oregon Economics Department, revised 06 Jul 2004.
• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
• Bill Branch & George W. Evans, 2003. "Intrinsic Heterogeneity in Expectation Formation," University of Oregon Economics Department Working Papers 2003-32, University of Oregon Economics Department, revised 04 Oct 2004.
• Masanao Aoki, 2003. "Uncertainty, Policy Ineffectiveness, and Long Stagnation of the Macroeconomy," UCLA Economics Online Papers 274, UCLA Department of Economics.
• P N Smith & S Sorensen & M R Wickens, "undated". "Macroeconomic Sources of Equity Risk," Discussion Papers 03/13, Department of Economics, University of York.
• Massimo Florio & Mara Grasseni, 2003. "The missing shock: the macroeconomic impact of British privatisation," Departmental Working Papers 2003-21, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Doug Hostland, "undated". "Specification of a Stochastic Simulation Model for the Analysis of Monetary and Fiscal Policy," Working Papers-Department of Finance Canada 2001-14, Department of Finance Canada.
• Suzanne Kennedy & Steven Gonzalez, "undated". "Government Spending in Canada and the United States," Working Papers-Department of Finance Canada 2003-05, Department of Finance Canada.
• Ben R. Craig & Joseph G. Haubrich, 2003. "Pricing kernels, inflation, and the term structure of interest rates," Working Papers (Old Series) 0308, Federal Reserve Bank of Cleveland.
• Douglas Hostland, "undated". "Monetary Policy and Medium-Term Fiscal Planning," Working Papers-Department of Finance Canada 2001-20, Department of Finance Canada.
• John M. Roberts, 2003. "Modeling aggregate investment: a fundamentalist approach," Finance and Economics Discussion Series 2003-48, Board of Governors of the Federal Reserve System (U.S.).
• John C. Driscoll & Steinar Holden, 2003. "Inflation persistence and relative contracting," Finance and Economics Discussion Series 2003-29, Board of Governors of the Federal Reserve System (U.S.).
• Edgard Rodriguez & Timothy Sargent, "undated". "Does Under-Investment Contribute to the Canada-U.S. Productivity Gap?," Working Papers-Department of Finance Canada 2001-11, Department of Finance Canada.
• Roberto Perli & Brian P. Sack, 2003. "Does mortgage hedging amplify movements in long-term interest rates?," Finance and Economics Discussion Series 2003-49, Board of Governors of the Federal Reserve System (U.S.).
• Suzanne Kennedy & Chris Matier, "undated". "Comparing the Long-term Fiscal Outlook for Canada and the United States Using Fiscal Gaps," Working Papers-Department of Finance Canada 2003-04, Department of Finance Canada.
• Stephen Murchison, "undated". "NAOMI A New Quarterly Forecasting Model, Part 1: Proposed Model Selection," Working Papers-Department of Finance Canada 2001-19, Department of Finance Canada.
• Carl Gaudreault & Robert Lamy, "undated". "Forecasting a One Quarter Decline in U.S. Real GDP with Probit Models," Working Papers-Department of Finance Canada 2002-05, Department of Finance Canada.
• Gadi Barlevy, 2003. "The cost of business cycles under endogenous growth," Working Paper Series WP-03-13, Federal Reserve Bank of Chicago.
• Stephen Murchison, "undated". "NAOMI A New Quarterly Forecasting Model Part II: A Guide to Canadian NAOMI," Working Papers-Department of Finance Canada 2001-25, Department of Finance Canada.
• W.Jos Jansen & Ad C.J.Stokman, 2003. "Foreign Direct Investment and International Business Cycle Comovement," MEB Series (discontinued) 2003-10, Netherlands Central Bank, Monetary and Economic Policy Department.
• Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 0337, CIRPEE.
• Javier Andres & Rafael Domenech & Campbell Leith, 2003. "Fiscal Policy, Macroeconomic Stability and Finite Horizons," Working Papers 2003_18, Business School - Economics, University of Glasgow, revised Oct 2003.
• Alfonso Novales, 2002. "The Role of Simulation Methods in Macroeconomics," Documentos de Trabajo del ICAE 0227, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Stephen Murchison & Janine Robbins, "undated". "Fiscal Policy and the Business Cycle: A New Approach to Identifying the Interaction," Working Papers-Department of Finance Canada 2003-06, Department of Finance Canada.
• George W. Evans & Seppo Honkapohja, 2003. "Friedman's Money Supply Rule versus Optimal Interest Rate Policy," University of Oregon Economics Department Working Papers 2003-30, University of Oregon Economics Department, revised 01 Oct 2003.
• Item repec:fip:fedfap:2003-17 is not listed on IDEAS anymore

• Jesús Ruiz, 2002. "Experimentos de Política Fiscal por el Lado de la Oferta en un Modelo Monetario de Crecimiento Endógeno," Documentos de Trabajo del ICAE 0211, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Bart Hobijn & David Lagakos, 2003. "Inflation inequality in the United States," Staff Reports 173, Federal Reserve Bank of New York.
• George W. Evans, 2003. "Comment on "Imperfect Knowledge, Inflation Expectations and Monetary Policy" by Athanasios Orphanides and John C. Williams," University of Oregon Economics Department Working Papers 2003-29, University of Oregon Economics Department, revised 31 Mar 2003.
• Item repec:fip:fedfap:2003-16 is not listed on IDEAS anymore

• Daniel L. Thornton, 2004. "Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox," Working Papers 2003-022, Federal Reserve Bank of St. Louis.
• José Luis Fernández Serrano & Mª Dolores Robles Fernández, 2002. "Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario," Documentos de Trabajo del ICAE 0209, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Jeremy B. Rudd & Karl Whelan, 2003. "Can rational expectations sticky-price models explain inflation dynamics?," Finance and Economics Discussion Series 2003-46, Board of Governors of the Federal Reserve System (U.S.).
• Carl Gaudreault & Robert Lamy, "undated". "Forecasting a One Quarter Decline in Canadian Real GDP with Probit Models," Working Papers-Department of Finance Canada 2002-06, Department of Finance Canada.
• Klaus Adam & George W. Evans & Seppo Honkapohja, 2003. "Are Hyperinflationary Paths Learnable?," University of Oregon Economics Department Working Papers 2003-31, University of Oregon Economics Department, revised 22 Apr 2005.
• George W. Evans & Bruce McGough, 2003. "Monetary Policy, Indeterminacy and Learning," University of Oregon Economics Department Working Papers 2003-34, University of Oregon Economics Department, revised 01 Apr 2004.
• paul ormerod, 2003. "The US Business Cycle: an agent-based model of heterogenous firms operating under uncertainty," Computing in Economics and Finance 2003 90, Society for Computational Economics.