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Content
September 2003, Volume 7, Issue 4
- 503-536 Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker
by Chiarella, Carl & He, Xue-Zhong
- 537-566 Cost-Of-Living Adjustments And Business Cycles: Disaggregated Evidence
by Kandil, Magda
- 567-585 Testing The Expectations Theory Of The Term Structure Of Interest Rates In Threshold Models
by Clements, Michael P. & Galvão, Ana Beatriz C.
- 586-617 Education And Technology Adoption In A Small Open Economy: Theory And Evidence
by Kumar, Krishna B.
- 618-635 Modeling High-Frequency Foreign Exchange Data Dynamics
by Jordà, Òscar & Marcellino, Massimiliano
- 636-643 Risk When Some States Are Low-Probability Events
by Hinich, Melvin J.
June 2003, Volume 7, Issue 3
- 317-332 Simple Proof Of Existence Of Equilibrium In A One-Sector Growth Model With Bounded Or Unbounded Returns From Below
by Durán, Jorge & Le Van, Cuong
- 333-362 Optimal Inflation Tax And Structural Reform
by de V. Cavalcanti, Tiago V. & Villamil, Anne P.
- 363-393 Financial Intermediation In A Model Of Growth Through Creative Destruction
by Morales, María F.
- 394-406 Indeterminacy And Investment Adjustment Costs: An Analytic Result
by Kim, Jinill
- 407-423 Habit Formation And Government Spending In A Small Open Economy
by Karayalçin, Cem
- 424-472 Interactive-Agent Economies: An Elucidative Framework And Survey Of Results
by Verbrugge, Randal
- 473-475 The Dynamics Of Keynesian Monetary Growth
by Chiarella, Carl & Flaschel, Peter & Wells, Graeme
April 2003, Volume 7, Issue 2
- 171-191 Uniqueness Of Bubble-Free Solution In Linear Rational Expectations Models
by Desgranges, Gabriel & Gauthier, Stéphane
- 192-211 Liquidity, Interbank Market, And The Supervisory Role Of The Central Bank
by Kim, Young Sik
- 212-238 Welfare Cost Of Monetary And Fiscal Policy Shocks
by Evans, Lynne & Kenc, Turalay
- 239-262 The Real-Interest-Rate Gap As An Inflation Indicator
by Neiss, Katharine S. & Nelson, Edward
- 263-290 Dynamics Of Open-Economy Business-Cycle Models: Role Of The Discount Factor
by Kim, Sunghyun Henry & Kose, M. Ayhan
- 313-315 APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001
by Scott, Alasdair
February 2003, Volume 7, Issue 1
- 7-41 Expectations Coordination On A Sunspot Equilibrium: An Eductive Approach
by Desgranges, Gabriel & Negroni, Giorgio
- 42-62 Coordination On Saddle-Path Solutions: The Eductive Viewpoint—Linear Univariate Models
by Evans, George W. & Guesnerie, Roger
- 63-88 Dynamic Equivalence Principle In Linear Rational Expectations Models
by Gauthier, Stéphane
- 89-118 Robustness Of Adaptive Expectations As An Equilibrium Selection Device
by Van Zandt, Timothy & Lettau, Martin
- 119-139 Statistical Learning With Time-Varying Parameters
by McGough, Bruce
- 140-169 Sunspots, Animal Spirits, And Economic Fluctuations
by Chauvet, Marcelle & Guo, Jang-Ting
November 2002, Volume 6, Issue 5
- 597-613 Optimal Growth, Debt, Corruption, And R&D
by Dimaria, Charles-Henri & Le Van, Cuong
- 614-632 Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective
by Kilian, Lutz & Ohanian, Lee E.
- 633-664 Fiscal Policy, Increasing Returns, And Endogenous Fluctuations
by Guo, Jang-Ting & Lansing, Kevin J.
- 665-686 Optimal Long-Run Budgetary Policies Subject To The Maastricht Criteria Or A Stability Pact
by Dworak, Maria & Wirl, Franz & Prskawetz, Alexia & Feichtinger, Gustav
- 687-712 Perfect Predictions In Economic Dynamical Systems With Random Perturbations
by Böhm, Volker & Wenzelburger, Jan
- 713-747 Stabilization Policy As Bifurcation Selection: Would Stabilization Policy Work If The Economy Really Were Unstable?
by Barnett, William A. & He, Yijun
September 2002, Volume 6, Issue 4
- 457-475 Is There A Golden Rule For The Stochastic Solow Growth Model?
by Schenk–Hoppé, Klaus Reiner
- 476-495 Imperfect Enforcement, Foreign Investment, And Foreign Aid
by Asiedu, Elizabeth & Villamil, Anne P.
- 496-522 The Inflation Tax, Variable Time Preference, And The Business Cycle
by Lahiri, Radhika
- 523-547 Covariance Effect
by Moore, Bartholomew & Schaller, Huntley
June 2002, Volume 6, Issue 3
April 2002, Volume 6, Issue 2
- 187-201 Dynamics Of Taxes, Public Services, And Endogenous Growth
by Park, Hyun & Philippopoulos, Apostolis
- 202-241 Modeling Asymmetries And Moving Equilibria In Unemployment Rates
by Skalin, Joakim & Teräsvirta, Timo
- 242-265 The Sharpe Ratio And Preferences: A Parametric Approach
by Lettau, Martin & Uhlig, Harald
- 266-283 Structural Inference With Long-Run Recursive Empirical Models
by Keating, John W.
- 284-306 Recursive Equilibria In Economies With Incomplete Markets
by Kubler, Felix & Schmedders, Karl
February 2002, Volume 6, Issue 1
- 5-18 Risk Sensitivity, A Strangely Pervasive Concept
by Whittle, Peter
- 19-39 Survey Of Linear Quadratic Robust Control
by Bernhard, Pierre
- 40-84 Robust Permanent Income And Pricing With Filtering
by Hansen, Lars Peter & Sargent, Thomas J. & Wang, Neng E.
- 85-110 Robust Monetary Policy Under Model Uncertainty In A Small Model Of The U.S. Economy
by Onatski, Alexei & Stock, James H.
- 111-144 Does Model Uncertainty Justify Caution? Robust Optimal Monetary Policy In A Forward-Looking Model
by Giannoni, Marc P.
- 145-166 Model Uncertainty, Robust Policies, And The Value Of Commitment
by Kasa, Kenneth
- 167-185 Robust Decision Theory And The Lucas Critique
by Marcellino, Massimiliano & Salmon, Mark
November 2001, Volume 5, Issue 5
September 2001, Volume 5, Issue 4
- 461-465 Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations
by Franses, Philip Hans & Teräsvirta, Timo
- 466-481 Overview Of Nonlinear Macroeconometric Empirical Models
by Granger, Clive W.J.
- 482-505 Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models
by Anderson, Heather M. & Vahid, Farshid
- 506-532 Multivariate Star Analysis Of Money–Output Relationship
by Rothman, Philip & van Dijk, Dick & , Philip Hans
- 533-576 Threshold Cointegration And Nonlinear Adjustment To The Law Of One Price
by Lo, Ming Chien & Zivot, Eric
- 577-597 Vector Autoregressive Processes With Nonlinear Time Trends In Cointegrating Relations
by Ripatti, Antti & , Pentti
- 598-620 Out-Of-Sample Tests For Granger Causality
by Chao, John & Corradi, Valentina & Swanson, Norman R.
- 621-646 Nonlinear Risk
by Chauvet, Marcelle & Potter, Simon
June 2001, Volume 5, Issue 3
- 327-352 Money Taxes, Market Segmentation, And Sunspot Equilibria
by Keister, Todd
- 353-379 Liquidity, Prices, Seigniorage, And The Transition From Barter To Fiat Money
by Kim, Young Sik
- 380-412 Testing Time-Series Stationarity Against An Alternative Whose Mean Is Periodic
by Hinich, Melvin A. & Wild, Phillip
- 413-433 Financial Development And Economic Growth
by Khan, Aubhik
- 434-460 An Interview With Paul A. Volcker
by Mehrling, Perry
April 2001, Volume 5, Issue 02
- 143-147 Introduction To The Special Issue: New Approaches To Learning In Macroeconomic Models
by Arifovic, Jasmina & Bullard, James
- 148-179 Global Stability Of Inflation Target Policies With Adaptive Agents
by Bischi, Gian-Italo & Marimon, Ramon
- 180-203 Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets
by Hommes, Cars H. & Rosser,, J. Barkley
- 204-224 Performance Of Rational And Boundedly Rational Agents In A Model With Persistent Exchange-Rate Volatility
by Arifovic, Jasmina
- 225-254 Evolution And Time Horizons In An Agent-Based Stock Market
by LeBaron, Blake
- 255-271 Individual Learning About Consumption
by Allen, Todd W. & Carroll, Christopher D.
- 272-302 Learning And Excess Volatility
by Bullard, James & Duffy, John
- 303-325 Genetic Algorithm Learning To Choose And Use Information
by Routledge, Bryan R.
February 2001, Volume 5, Issue 1
- 1-31 Convergence In Monetary Inflation Models With Heterogeneous Learning Rules
by Evans, George W. & Honkapohja, Seppo & Marimon, Ramon
- 32-55 Time-Series Model With Periodic Stochastic Regime Switching
by Bac, Catherine & Chevet, Jean-MicheI & Ghysels, Eric
- 56-80 Stabilizing Macroeconomic Fluctuations In The Emu
by Aarle, Bas Van
- 81-100 Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems
by Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen
- 101-131 An Interview With Milton Friedman
by Taylor, John B.
- 132-142 On Random Matching, Monetary Equilibria, And Sunspots
by Ennis, Huberto M.
December 2000, Volume 4, Issue 4
- 423-447 Financial Intermediation And Aggregate Fluctuations: A Quantitative Analysis
by Cooper, Russell & Ejarque, João
- 448-466 Expectations, Credibility, And Time-Consistent Monetary Policy
by Ireland, Peter N.
- 467-486 Time-Series Model With Periodic Stochastic Regime Switching
by Ghysels, Eric
- 487-505 A New Look At The Diamond Search Model: Stochastic Cycles And Equilibrium Selection In Search Equilibrium
by Aoki, Masanao & Shirai, Yoshimasa
- 506-533 Volume–Volatility Dynamics In An Intertemporal Asset Pricing Model
by Hsu, Chiente
- 534-546 Aggregate Phillips Curves Are Not Always Vertical: Heterogeneity And Mismatch In Multiregion Or Multisector Economies
by Hallett, A.J. Hughes
- 547-572 Separability, Aggregation, And Euler Equation Estimation
by Fleissig, Adrian R. & Gallant, A. Ronald & Seater, John J.
September 2000, Volume 4, Issue 3
- 263-288 Convergence Of Adaptive Learning And Expectational Stability: The Case Of Multiple Rational-Expectations Equilibria
by Heinemann, Maik
- 289-323 Money, Search, And Costly Matchmaking
by Camera, Gabriele
- 324-342 Garp, Separability, And The Representative Agent
by Fleissig, Adrian R. & Hall, Alastair R. & Seater, John J.
- 343-372 Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective
by Canova, Fabio & Nicoló, Gianni De
- 373-414 Evolutionary Algorithms In Macroeconomic Models
by Arifovic, Jasmina
- 415-421 Rate Of And Bias To Technical Change Under A Regime Of Almost Homogeneity Of The Production Function
by Panik, Michael J.
June 2000, Volume 4, Issue 2
March 2000, Volume 4, Issue 1
December 1999, Volume 3, Issue 4
- 463-481 Information, Stabilization, And Welfare: The Case Of Sunspots
by Chattopadhyay, Subir
- 482-505 Minimum Consumption Requirements: Theoretical And Quantitative Implications For Growth And Distribution
by Chatterjee, Satyajit & Ravikumar, B.
- 506-533 Are Technology Shocks Nonlinear?
by Altuğ, Sumru & Ashley, Richard A. & Patterson, Douglas M.
- 534-543 Linear-Quadratic Optimization For Models With Rational Expectations
by Amman, Hans & Kendrick, David
- 544-570 Productive Government Expenditure In A Stochastically Growing Economy
by Turnovsky, Stephen J.
- 571-601 An Interview With Elhanan Helpman
by Trefler, Daniel
- 602-609 Sampling Dynamical Systems
by Hinich, Melvin J.
September 1999, Volume 3, Issue 3
- 293-310 Model of Optimal Economic Growth with Endogenous Bias
by Sato, Ryuzo & Ramachandran, Rama V. & Lian, Cheng Ping
- 311-340 Modeling Multiple Regimes in the Business Cycle
by Dijk, Dick van & Franses, Philip Hans
- 341-367 International Transmission of Shocks in a Business-Cycle Model Under Imperfect Competition
by Ubide, Angel J.
- 368-383 Real Propagation of Monetary Shocks: Dynamic Complementarities and Capital Utilization
by Cook, David
- 384-426 Foliations Leaf Through Economics
by Saari, Donald G.
- 427-450 An Interview with János Kornai
by Blanchard, Olivier
- 451-462 News About News: Information Arrival and Irreversible Investment
by Drazen, Allan & Sakellaris, Plutarchos
June 1999, Volume 3, Issue 2
- 149-166 Stochastic Version Of Polterovich'S Model: Exponential Turnpike Theorems For Equilibrium Paths
by Amir, Rabah & Evstigneev, Igor
- 167-186 Expectations, Forecasting, And Perfect Foresight
by Böhm, Volker & Wenzelburger, Jan
- 187-203 Some Intranational Evidence On Output-Inflation Trade-Offs
by Hess, Gregory D. & Shin, Kwanho
- 204-225 A Mixed Blessing
by Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor & Zoega, Gylfi
- 226-242 Cointegration And Settlement Of Commodity Futures Contracts
by Foster, Kenneth A. & Havenner, Arthur M.
- 243-277 Equilibrium Asset Prices And Savings Of Heterogeneous Agents In The Presence Of Incomplete Markets And Portfolio Constraints
by Marcet, Albert & Singleton, Kenneth J.
- 278-291 An Interview With Robert E. Lucas, Jr
by McCallum, Bennett T.
March 1999, Volume 3, Issue 1
December 1998, Volume 2, Issue 4
- 427-442 Simple Model Of Asymmetrical Business Cycles: Interactive Dynamics Of A Large Number Of Agents With Discrete Choices
by Aoki, Masanao
- 443-455 Uncertain Duration Of Reform
by Calvo, Guillermo A. & Drazen, Allan
- 456-471 High Inflation, Seasonal Commodities, And Annual Index Numbers
by Diewert, W. Erwin
- 472-491 Wage Adjustment And Employment Persistency
by Andersen, Torben M. & Hylleberg, Svend
- 492-503 Transitional Dynamics of Optimal Capital Taxation
by Frankel, David M.
- 505-532 Nonlinear Dynamics And Chaos Part I: A Geometrical Approach
by Medio, Alfredo
- 533-558 Interview With David Cass
by Spear, Stephen E. & Wright, Randall
- 559-562 The Econometrics Of Financial Markets
by Campbell, John Y. & Lo, Andrew W. & MacKinlay, A. Craig & Whitelaw, Robert F.
September 1998, Volume 2, Issue 3
- 287-321 Consistent Expectations Equilibria
by Hommes, Cars & Sorger, Gerhard
- 322-344 VIRTUES OF BAD TIMES Interaction Between Productivity Growth and Economic Fluctuations
by Aghion, Philippe & Saint-Paul, Gilles
- 345-368 Dynamics Of Natural Rates Of Growth And Employment
by Chiarella, Carl & Flaschel, Peter
- 369-382 MULTIVARIATE NONLINEAR FORECASTING Using Financial Information to Forecast the Real Sector
by Jaditz, Ted & Riddick, Leigh A. & Sayers, Chera L.
- 383-400 Superneutrality Of Money In Staggered Wage-Setting Models
by Ascari, Guido
- 401-425 Testing The Permanent-Income/Life-Cycle Hypothesis With Aggregate Data
by Seater, John J.
June 1998, Volume 2, Issue 2
- 141-155 Learning In Bayesian Games By Bounded Rational Players Ii: Nonmyopia
by Serfes, Konstantinos & Yannelis, Nicholas C.
- 156-182 Calculation, Adaptation And Rational Expectations
by Evans, George W. & Ramey, Garey
- 183-212 Active Intermediation In Overlapping Generations Economies With Production And Unsecured Debt
by Pingle, Mark & Tesfatsion, Leigh
- 213-237 Endogenous Jumping And Asset Price Dynamics
by Lim, G. C. & Martin, Vance L. & Teo, Leslie E.
- 238-283 An Interview With Allan Meltzer
by McCallum, Interviewed by Bennett T.
- 284-285 Fairmodel Site
by Fair, Ray C.
March 1998, Volume 2, Issue 1
- 1-21 Stability Of Equilibria Under Genetic-Algorithm Adaptation: An Analysis
by Arifovic, Jasmina
- 22-48 Learning And The Stability Of Cycles
by Bullard, James & Duffy, John
- 49-71 Decomposition Of Economic Relationships By Timescale Using Wavelets
by Ramsey, James B. & Lampart, Camille
- 72-88 Frequency-Domain Test Of Time Reversibility
by Hinich , Melvin J. & Rothman, Philip
- 89-114 Temporal Leontief Inverse
by Sonis, Michael & Hewings, Geoffrey J.D.
- 115-115 Editor'S Preface To The Interview Series
by Barnett, William A.
- 116-140 An Interview With Wassily Leontief
by Foley, Interviewed by Duncan K.
December 1997, Volume 1, Issue 4
- 669-679 New Proof Of The Existence Of Equilibrium In A Single-Sector Growth Model
by Aliprantis, Charalambos D. & Border, Kim C. & Burkinshaw, Owen
- 680-700 Money As A Medium Of Exchange When Goods Vary By Supply And Demand
by Cuadras-Morató, Xavier & Wright, Randall
- 701-719 Valuing The Futures-Market Performance Guarantee
by Craine, Roger
- 720-739 Resolving The Liquidity Puzzle
by Serletis, Apostolos & Chwee, Victor
- 740-769 Self-Fulfilling Prophecies And The Business Cycle
by Farmer, Roger E.A. & Woodford, Michael
- 770-779 Coordination, Credit, And An Elastic Currency
by Bryant, John
September 1997, Volume 1, Issue 3
June 1997, Volume 1, Issue 2
- 279-311 Bootstrapping The Long Run
by Conley, Timothy G. & Hansen, Lars Peter & Liu, Wen-Fang
- 312-332 Habit Persistence And Asset Returns In An Exchange Economy
by Boldrin, Michele & Christiano, Lawrence J. & Fisher, Jonas D.M.
- 333-354 Growth-Optimal Portfolio Restrictions On Asset Pricing Models
by Bansal, Ravi & Lehmann, Bruce N.
- 355-386 Solving Dynamic Models With Aggregate Shocks And Heterogeneous Agents
by Den Haan, Wouter J.
- 387-422 Income And Wealth Heterogeneity, Portfolio Choice, And Equilibrium Asset Returns
by Krusell, Per & Smith, Anthony A.
- 423-451 Asset Pricing With Borrowing Constraints And Ex Ante Heterogeneity
by Labadie, Pamela
- 452-484 Equity-Premium And Risk-Free-Rate Puzzles At Long Horizons
by Daniel, Kent & Marshall, David
- 485-512 Capm Risk Adjustment For Exact Aggregation Over Financial Assets
by Barnett, William A. & Liu, Yi & Jensen, Mark
- 513-517 Comment On “Capm Risk Adjustment For Exact Aggregation Over Financial Assets,” By Barnett, Liu, And Jensen
by Marshall, David A.
- 518-548 Structural Nonlinear Continuous-Time Models In Econometrics
by Wymer, Clifford R.
January 1997, Volume 1, Issue 1
- 7-44 Two Computations To Fund Social Security
by Huang, He & İmrohorogˇlu, Selahattin & Sargent, Thomas J.
- 45-75 Solving Large-Scale Rational-Expectations Models
by Gaspar, Jess & L. Judd, Kenneth
- 76-101 Market Frictions, Savings Behavior, And Portfolio Choice
by Heaton, John & Lucas, Deborah
- 102-134 Maximizing Predictability In The Stock And Bond Markets
by Lo, Andrew W. & Mackinlay, A. Craig
- 135-168 Estimation Of Continuous-Time Models For Stock Returns And Interest Rates
by Gallant, A. Ronald & Tauchen, George
- 169-205 Market Structure, Security Prices, And Informational Efficiency
by Huang, Jennifer & Wang, Jiang
- 206-227 Behavior Of Interest Rates In A General Equilibrium Multisector Model With Irreversible Investment
by Coleman Ii, Wilbur John
- 228-254 Endogenous Short-Sale Constraint, Stock Prices And Output Cycles
by Zhang, Harold H.
- 255-277 Spline Approximations To Value Functions
by Trick, Michael A. & Zin, Stanley E.
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