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Content
2020, Volume 121, Issue C
- S0165188920301792 Default recovery rates and aggregate fluctuations
by Candian, Giacomo & Dmitriev, Mikhail
- S0165188920301809 E-stability vis-à-vis determinacy in regime-switching models
by McClung, Nigel
- S0165188920301895 Macroeconomic effects of the mortgage refinance and the home equity lines of credit
by Kim, Jiseob
- S0165188920301901 Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages
by Mazzarisi, Piero & Zaoli, Silvia & Campajola, Carlo & Lillo, Fabrizio
- S0165188920301925 Time to build and bond risk premia
by Guo, Bin & Huang, Fuzhe & Li, Kai
- S0165188920301937 Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks
by Georgiadis, Georgios & Jančoková, Martina
- S0165188920301949 Learning your own ability
by Madeira, Carlos
2020, Volume 120, Issue C
- S0165188920301421 Coordinated bubbles and crashes
by Zheng, Huanhuan
- S0165188920301597 Welfare implications of switching to consumption taxation
by Conesa, Juan Carlos & Li, Bo & Li, Qian
- S0165188920301603 The effects of trade size and market depth on immediate price impact in a limit order book market
by Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul
- S0165188920301615 Short-run risk, business cycle, and the value premium
by He, Yunhao & Leippold, Markus
- S0165188920301639 Monopoly, unilateral climate policies and limit pricing
by van der Meijden, Gerard & Withagen, Cees
- S0165188920301640 The failure of stabilization policy: Balanced-budget fiscal rules in the presence of incompressible public expenditures
by Abad, Nicolas & Lloyd-Braga, Teresa & Modesto, Leonor
- S0165188920301652 The extensive margin and US aggregate fluctuations: A quantitative assessment
by Casares, Miguel & Khan, Hashmat & Poutineau, Jean-Christophe
- S0165188920301780 Minding the gap between schools and universities
by Brotherhood, Luiz & Delalibera, Bruno R.
2020, Volume 119, Issue C
- S0165188920301408 The formation of a core-periphery structure in heterogeneous financial networks
by in 't Veld, Daan & van der Leij, Marco & Hommes, Cars
- S0165188920301469 A quantitative easing experiment
by Penalver, Adrian & Hanaki, Nobuyuki & Akiyama, Eizo & Funaki, Yukihiko & Ishikawa, Ryuichiro
- S0165188920301470 European spreads at the interest rate lower bound
by Coroneo, Laura & Pastorello, Sergio
- S0165188920301482 Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
by Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária
- S0165188920301573 The heterogeneous impact of monetary policy on the US labor market
by Zens, Gregor & Böck, Maximilian & Zörner, Thomas O.
- S0165188920301585 Implications of quantal response statistical equilibrium
by Scharfenaker, Ellis
- S016518892030155X On optimal extraction under asymmetric information over reclamation costs
by Lappi, Pauli
2020, Volume 118, Issue C
- S0165188920301317 A Continuous-Time Model of Sovereign Debt
by Bornstein, Gideon
- S0165188920301329 Revolving credit lines and targeted search
by Raveendranathan, Gajendran
- S0165188920301330 Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model
by Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas
- S0165188920301433 Gain/loss asymmetric stochastic differential utility
by Shigeta, Yuki
- S0165188920301445 Security design with status concerns
by Basak, Suleyman & Makarov, Dmitry & Shapiro, Alex & Subrahmanyam, Marti
- S0165188920301457 CDS Returns
by Augustin, Patrick & Saleh, Fahad & Xu, Haohua
2020, Volume 117, Issue C
- S0165188920300300 The fiscal state-dependent effects of capital income tax cuts
by Fotiou, Alexandra & Shen, Wenyi & Yang, Shu-Chun S.
- S0165188920300944 When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning
by Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei
- S0165188920301056 Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market
by Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea
- S0165188920301068 Relative Productivity And Search Unemployment In An Open Economy
by BERTINELLI, Luisito & CARDI, Olivier & RESTOUT, Romain
- S0165188920301093 Employment prospects and the propagation of fiscal stimulus
by Kopiec, Paweł
- S0165188920301111 Long-run market configurations in a dynamic quality-ladder model with externalities
by Samano, Mario & Santugini, Marc
- S0165188920301123 How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks
by Kopp, Thomas & Salecker, Jan
- S0165188920301275 Mind the gap!—A monetarist view of the open-economy Phillips curve
by Dur, Ayşe & Martínez García, Enrique
- S0165188920301287 Factor Investing for the Long Run
by Lioui, Abraham & Tarelli, Andrea
- S0165188920301299 Investor overconfidence and the security market line: New evidence from China
by Han, Xing & Li, Kai & Li, Youwei
- S016518892030110X Robust contracts with one-sided commitment
by Niu, Yingjie & Yang, Jinqiang & Zou, Zhentao
2020, Volume 116, Issue C
- S0165188920300658 Okun’s Law across time and frequencies
by Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana
- S0165188920300683 What is the minimal systemic risk in financial exposure networks?
by Diem, Christian & Pichler, Anton & Thurner, Stefan
- S0165188920300695 Credit Constraints and the Government Spending Multiplier
by Abo-Zaid, Salem & Kamara, Ahmed H.
- S0165188920300701 Capital-skill complementarity, sectoral labor productivity, and structural transformation
by Chen, Chaoran
- S0165188920300713 Time-Varying Consumer Disagreement and Future Inflation
by Tsiaplias, Sarantis
- S0165188920300725 International Stock Comovements with Endogenous Clusters
by Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T.
- S0165188920300804 The high frequency trade off between speed and sophistication
by Ladley, Daniel
- S0165188920300816 Population aging, social security and fiscal limits
by Heer, Burkhard & Polito, Vito & Wickens, Michael R.
- S0165188920300841 Liquidity backstops and dynamic debt runs
by Wei, Bin & Yue, Vivian Z.
- S0165188920300853 Business cycle implications of rising household credit market participation in emerging countries
by Barrail, Zulma
- S0165188920300956 Rigidities and adjustments of daily prices to costs: Evidence from supermarket data
by Giulietti, Monica & Otero, Jesús & Waterson, Michael
- S0165188920300968 Investment flexibility as a barrier to entry
by Guthrie, Graeme
- S016518892030107X Large-scale minimum variance portfolio allocation using double regularization
by Bian, Zhicun & Liao, Yin & O’Neill, Michael & Shi, Jing & Zhang, Xueyong
2020, Volume 115, Issue C
- S0165188920300403 Trade Integration in Colombia: A Dynamic General Equilibrium Study with New Exporter Dynamics
by Alessandria, George & Avila, Oscar
- S0165188920300415 Comment on “Trade integration in Colombia: A dynamic general equilibrium study with new exporter dynamics”
by Bonfiglioli, Alessandra
- S0165188920300427 What drives aggregate investment? Evidence from German survey data
by Bachmann, Rüdiger & Zorn, Peter
- S0165188920300439 Comments on: “What drives aggregate investment? Evidence from German survey data”
by Caggese, Andrea
- S0165188920300440 Regional data in macroeconomics: Some advice for practitioners
by Chodorow-Reich, Gabriel
- S0165188920300452 Comments on “Regional Data in Macroeconomics: Advice for Practitioners”
by Nguyen, Thuy Lan
- S0165188920300464 Rising bank concentration
by Corbae, Dean & D’Erasmo, Pablo
- S0165188920300476 Comments on “Rising Bank Concentration”
by Mankart, Jochen
- S0165188920300488 Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area
by Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L.
- S0165188920300506 Estimating linearized heterogeneous agent models using panel data
by Papp, Tamás K. & Reiter, Michael
- S0165188920300531 Comments on “Capital income taxation with housing”
by Ferriere, Axelle
- S0165188920300543 Labor market trends and the changing value of time
by Boerma, Job & Karabarbounis, Loukas
- S0165188920300555 Comments on “labor market trends and the changing value of time”
by Carta, Francesca & De Philippis, Marta
- S016518892030049X Comment on “The Household Channel of Monetary Policy in the Euro Area: A Back of the Envelope Calculation”
by Luetticke, Ralph
- S016518892030052X Capital income taxation with housing
by Nakajima, Makoto
2020, Volume 114, Issue C
- S0165188918302471 Consumption and investment demand when health evolves stochastically
by Bolin, Kristian & Caputo, Michael R.
- S0165188918303476 Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks
by Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro
- S0165188920300312 A consistent stochastic model of the term structure of interest rates for multiple tenors
by Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik
- S0165188920300373 Government spending and heterogeneous consumption dynamics
by Laumer, Sebastian
- S0165188920300385 Quality and price personalization under customer recognition: A dynamic monopoly model with contrasting equilibria
by Laussel, Didier & Long, Ngo Van & Resende, Joana
- S0165188920300622 A hardware approach to value function iteration
by Peri, Alessandro
- S0165188920300634 Separating the signal from the noise – Financial machine learning for Twitter
by Schnaubelt, Matthias & Fischer, Thomas G. & Krauss, Christopher
- S0165188920300646 Horizon-unbiased investment with ambiguity
by Lin, Qian & Sun, Xianming & Zhou, Chao
- S0165188920300671 Labor market search, endogenous disasters and the equity premium puzzle
by Heiberger, Christopher
- S016518892030066X The economic effect of immigration policies: analyzing and simulating the U.S. case
by Chassamboulli, Andri & Peri, Giovanni
2020, Volume 113, Issue C
- S0165188918302720 Should I stay or should I go? An agent-based setup for a trading and monetary union
by Petrović, Marko & Ozel, Bulent & Teglio, Andrea & Raberto, Marco & Cincotti, Silvano
- S0165188919302143 Perturbation solution and welfare costs of business cycles in DSGE models
by Heiberger, Christopher & Maußner, Alfred
- S0165188920300233 The contribution of intraday jumps to forecasting the density of returns
by Chorro, Christophe & Ielpo, Florian & Sévi, Benoît
- S0165188920300245 Labor earnings dynamics in a developing economy with a large informal sector
by Gomes, Diego B.P. & Iachan, Felipe S. & Santos, Cezar
- S0165188920300257 Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality
by Kukacka, Jiri & Kristoufek, Ladislav
- S0165188920300269 The disposition effect and underreaction to private information
by Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz
- S0165188920300270 Dynamic asset allocation with relative wealth concerns in incomplete markets
by Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas
- S0165188920300282 Do inflation-targeting central banks adjust inflation targets to meet the target?
by Kim, Soyoung & Yim, Geunhyung
- S0165188920300294 A comparison of economic agent-based model calibration methods
by Platt, Donovan
- S0165188920300324 Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
by Lütkepohl, Helmut & Woźniak, Tomasz
- S0165188920300336 Quantifying the concerns of Dimon and Buffett with data and computation
by Oldham, Matthew
- S0165188920300361 Welfare gains of bailouts in a sovereign default model
by Pancrazi, Roberto & Seoane, Hernán D. & Vukotić, Marija
- S016518892030021X Sequential Bayesian inference for vector autoregressions with stochastic volatility
by Bognanni, Mark & Zito, John
2020, Volume 112, Issue C
- S0165188919301885 Co-existence of trend and value in financial markets: Estimating an extended Chiarella model
by Majewski, Adam A. & Ciliberti, Stefano & Bouchaud, Jean-Philippe
- S0165188919301897 Dynamic interbank network analysis using latent space models
by Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri
- S0165188919302258 A macroeconomic model with occasional financial crises
by Paul, Pascal
- S0165188920300014 Capital misallocation: Cyclicality and sources
by Alam, M. Jahangir
- S0165188920300191 Stochastic dominance tests
by Topaloglou, Nikolas & Tsionas, Mike G.
- S0165188920300208 The behavioral economics of currency unions: Economic integration and monetary policy
by Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias
- S0165188920300221 Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?
by Horvath, Jaroslav
2020, Volume 111, Issue C
- S0165188918302689 Choosing a good toolkit, II: Bayes-rule based heuristics
by Francetich, Alejandro & Kreps, David
- S0165188918302690 Choosing a good toolkit, I: Prior-free heuristics
by Francetich, Alejandro & Kreps, David
- S0165188919301770 Identifying noise shocks
by Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary
- S0165188919301903 Gradual tax reforms: If you like it, you can keep it
by Raei, Sepideh
- S0165188919301915 Dynamic contract and discretionary termination policy under loss aversion
by Hori, Keiichi & Osano, Hiroshi
- S0165188919301927 Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
by Barde, Sylvain
- S0165188919301939 Benchmarking machine-learning software and hardware for quantitative economics
by Duarte, Victor & Duarte, Diogo & Fonseca, Julia & Montecinos, Alexis
- S0165188919302040 Hindered growth
by Elitzur, Moshe & Kaplan, Scott & Zilberman, David
- S0165188919302106 Imperfect mobility of labor across sectors and fiscal transmission
by Cardi, Olivier & Restout, Romain & Claeys, Peter
- S0165188919302118 Shadow banks, leverage risks, and asset prices
by Feng, Xu & Lu, Lei & Xiao, Yajun
- S0165188919302131 Policy effectiveness in spatial resource wars: A two-region model
by Fabbri, Giorgio & Faggian, Silvia & Freni, Giuseppe
- S0165188919302155 Exploiting ergodicity in forecasts of corporate profitability
by Mundt, Philipp & Alfarano, Simone & Milaković, Mishael
- S0165188919302167 Mean-variance analysis and the Modified Market Portfolio
by Wenzelburger, Jan
- S0165188919302246 Real option duopolies with quasi-hyperbolic discounting
by Luo, Pengfei & Tian, Yuan & Yang, Zhaojun
- S016518891930209X The effects of conventional and unconventional monetary policy on forecasting the yield curve
by Eo, Yunjong & Kang, Kyu Ho
- S016518891930212X Reconstructing and stress testing credit networks
by Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel
2020, Volume 110, Issue C
- v:110:y:2020:i:c:s016518891930048x Determinants of investor expectations and satisfaction. A study with financial professionals
by Schwaiger, Rene & Kirchler, Michael & Lindner, Florian & Weitzel, Utz
- v:110:y:2020:i:c:s0165188919301113 Who inflates the bubble? Forecasters and traders in experimental asset markets
by Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan
- v:110:y:2020:i:c:s0165188919301721 Are sunspots learnable? An experimental investigation in a simple macroeconomic model
by Arifovic, Jasmina & Evans, George W. & Kostyshyna, Olena
- v:110:y:2020:i:c:s0165188919300752 Misplaced childhood: When recession children grow up as central bankers
by Farvaque, Etienne & Malan, Franck & Stanek, Piotr
- v:110:y:2020:i:c:s0165188919300880 Coordination on bubbles in large-group asset pricing experiments
by Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico
- v:110:y:2020:i:c:s0165188919301514 On booms that never bust: Ambiguity in experimental asset markets with bubbles
by Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen
- v:110:y:2020:i:c:s0165188919301320 Should I default on my mortgage even if I can pay? Experimental evidence
by Pavan, Marina & Barreda-Tarrazona, Iván
- v:110:y:2020:i:c:s0165188919300314 The distribution of information and the price efficiency of markets
by Corgnet, Brice & DeSantis, Mark & Porter, David
- v:110:y:2020:i:c:s0165188919301459 On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations
by Cornand, Camille & Hubert, Paul
- v:110:y:2020:i:c:s0165188919301447 Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis
by Halim, Edward & Riyanto, Yohanes E.
- v:110:y:2020:i:c:s0165188919301435 (A)symmetric information bubbles: Experimental evidence
by Asako, Yasushi & Funaki, Yukihiko & Ueda, Kozo & Uto, Nobuyuki
2019, Volume 109, Issue C
- v:109:y:2019:i:c:s016518891930171x Endogenous borrowing constraints and stagnation in Latin America
by Restrepo-Echavarria, Paulina
- v:109:y:2019:i:c:s016518891930168x Capturing deep tail risk via sequential learning of quantile dynamics
by Wu, Qi & Yan, Xing
- v:109:y:2019:i:c:s0165188919301678 Can competition between forecasters stabilize asset prices in learning to forecast experiments?
by Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan
- v:109:y:2019:i:c:s0165188919301733 Learning about banks’ net worth and the slow recovery after the financial crisis
by Hollmayr, Josef & Kühl, Michael
- v:109:y:2019:i:c:s0165188919301782 Skilled migration and business cycle dynamics
by Smith, Christie & Thoenissen, Christoph
- v:109:y:2019:i:c:s0165188919301708 A model of anonymous influence with anti-conformist agents
by Grabisch, Michel & Poindron, Alexis & Rusinowska, Agnieszka
- v:109:y:2019:i:c:s0165188919301769 A unified model for regularized and robust portfolio optimization
by Plachel, Lukas
- v:109:y:2019:i:c:s0165188919301757 Keeping up with the Zhangs and house price dynamics in China
by Minetti, Raoul & Peng, Tao & Jiang, Tao
- v:109:y:2019:i:c:s0165188919301745 Reexamining time-varying bond risk premia in the post-financial crisis era
by Zhang, Han & Fan, Xiaoyun & Guo, Bin & Zhang, Wei
- v:109:y:2019:i:c:s0165188919301691 A learning curve of the market: Chasing alpha of socially responsible firms
by Li, Zhichuan & Minor, Dylan B. & Wang, Jun & Yu, Chong
2019, Volume 108, Issue C
- v:108:y:2019:i:c:s0165188919301502 Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
by Strub, Moris S. & Li, Duan & Cui, Xiangyu & Gao, Jianjun
- v:108:y:2019:i:c:s0165188919301666 Liquidation, fire sales, and acquirers’ private information
by Nishihara, Michi & Shibata, Takashi
- v:108:y:2019:i:c:s0165188919301629 Retail sales of durable goods, inventories and imports after large devaluations
by Charnavoki, Valery
- v:108:y:2019:i:c:s0165188919301472 On the Markov switching welfare cost of inflation
by Dai, Wei & Serletis, Apostolos
- v:108:y:2019:i:c:s0165188919301484 Labor market distortions under sovereign debt default crises
by Tavares, Tiago
- v:108:y:2019:i:c:s0165188919301241 Banking crises and liquidity in a monetary economy
by Matsuoka, Tarishi & Watanabe, Makoto
- v:108:y:2019:i:c:s0165188918302483 Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons
by Bu, Di & Liao, Yin & Shi, Jing & Peng, Hongfeng
- v:108:y:2019:i:c:s0165188919301356 Improving forecasts with the co-range dynamic conditional correlation model
by Fiszeder, Piotr & Fałdziński, Marcin
- v:108:y:2019:i:c:s0165188919301460 How does government spending news affect interest rates? Evidence from the United States
by Yong, Chen & Dingming, Liu
- v:108:y:2019:i:c:s0165188919301496 Functional Ross recovery: Theoretical results and empirical tests
by Dillschneider, Yannick & Maurer, Raimond
- v:108:y:2019:i:c:s0165188919301526 Forward-looking solvency contagion
by Bardoscia, Marco & Barucca, Paolo & Codd, Adam Brinley & Hill, John
- v:108:y:2019:i:c:s0165188918302781 Optimal scientific production over the life cycle
by Feichtinger, G. & Grass, D. & Kort, P.M.
- v:108:y:2019:i:c:s0165188919301538 The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model
by Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas
2019, Volume 107, Issue C
- 1-1 Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models
by Guidolin, Massimo & Pedio, Manuela
- 1-1 Hedging recessions
by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus
- 1-1 Time–varying rational expectations models
by Neusser, Klaus
- 1-1 The effect of short selling and borrowing on market prices and traders’ behavior
by Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N.
- 1-1 The risk return relationship: Evidence from index returns and realised variances
by Yang, Minxian
- 1-1 The quantitative effects of tax foresight: Not all states are equal
by Herrera, Ana María & Rangaraju, Sandeep Kumar
- 1-1 A shadow rate New Keynesian model
by Wu, Jing Cynthia & Zhang, Ji
- 1-1 The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
by Bao, Te & Zong, Jichuan
- 1-1 When speculators meet suppliers: Positive versus negative feedback in experimental housing markets
by Bao, Te & Hommes, Cars
- 1-1 Portfolio selection with inflation-linked bonds and indexation lags
by Li, Kai
- 1-1 Pricing and Exercising American Options: an Asymptotic Expansion Approach
by Li, Chenxu & Ye, Yongxin
2019, Volume 106, Issue C
- 1-1 Perturbations in DSGE models: An odd derivatives theorem
by Lott, Sherwin
- 1-1 Foreign exchange intervention and inflation targeting: The role of credibility
by Adler, Gustavo & Lama, Ruy & Medina, Juan Pablo
- 1-1 Production externalities and investment caps: A welfare analysis under uncertainty
by Di Corato, Luca & Maoz, Yishay D.
- 1-1 A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US
by Fernandes, Marcelo & Vieira, Fausto
- 1-1 A time-varying parameter structural model of the UK economy
by Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew
- 1-1 Sustainable international monetary policy cooperation
by Fujiwara, Ippei & Kam, Timothy & Sunakawa, Takeki
- 1-1 (Un)conventional policy and the effective lower bound
by Tristani, Oreste & De Fiore, Fiorella
- 1-1 Capital flows and the business cycle
by Cuadra, Gabriel & Menna, Lorenzo
2019, Volume 105, Issue C
- 1-20 An oligopoly-fringe non-renewable resource game in the presence of a renewable substitute
by Benchekroun, Hassan & van der Meijden, Gerard & Withagen, Cees
- 21-43 Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
by Eggertsson, Gauti B. & Singh, Sanjay R.
- 44-66 Discretionary monetary and fiscal policy with endogenous sovereign risk
by Roettger, Joost
- 67-89 Deep habits and exchange rate pass-through
by Jacob, Punnoose & Uusküla, Lenno
- 90-106 Attenuating the forward guidance puzzle: Implications for optimal monetary policy
by Nakata, Taisuke & Ogaki, Ryota & Schmidt, Sebastian & Yoo, Paul
- 107-133 Debt hangover in the aftermath of the Great Recession
by Auray, Stéphane & Eyquem, Aurélien & Gomme, Paul
- 134-157 Investor expectations, earnings management, and asset prices
by Du, Kai
- 158-181 Unconditional aid and green growth
by Altaghlibi, Moutaz & Wagener, Florian
- 182-202 Informality over the life-cycle
by Albertini, Julien & Terriau, Anthony
- 203-249 Episodes of war and peace in an estimated open economy model
by Auray, Stéphane & Eyquem, Aurélien
- 250-264 Adaptive learning in weighted network games
by Bayer, Péter & Herings, P. Jean-Jacques & Peeters, Ronald & Thuijsman, Frank
- 265-282 Bank assets, liquidity and credit cycles
by Lubello, Federico & Petrella, Ivan & Santoro, Emiliano
2019, Volume 104, Issue C
- 1-20 Designing optimal M&A strategies under uncertainty
by Lukas, Elmar & Pereira, Paulo J. & Rodrigues, Artur
- 21-38 Measuring the covariance risk of consumer debt portfolios
by Madeira, Carlos
- 39-73 Income inequality, consumption, credit and credit risk in a data-driven agent-based model
by Papadopoulos, Georgios
- 74-94 Lifecycle consumption under different income profiles: Evidence and theory
by Duffy, John & Li, Yue
- 95-110 Momentum and reversal: The role of short selling
by Zhu, Zhaobo & Duan, Xinrui & Sun, Licheng & Tu, Jun
- 111-131 A profitable modification to global quadratic hedging
by Augustyniak, Maciej & Godin, Frédéric & Simard, Clarence
- 132-151 Money-financed fiscal stimulus: The effects of implementation lag
by Tsuruga, Takayuki & Wake, Shota
2019, Volume 103, Issue C
- 1-24 Markowitz with regret
by Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé
- 25-42 Home biased expectations and macroeconomic imbalances in a monetary union
by Bonam, Dennis & Goy, Gavin
- 43-62 Optimal fiscal substitutes for the exchange rate in monetary unions
by Kaufmann, Christoph
- 63-82 Firm growth and Laplace distribution: The importance of large jumps
by Arata, Yoshiyuki
- 83-101 Incomplete credit markets and monetary policy
by Azariadis, Costas & Bullard, James & Singh, Aarti & Suda, Jacek
- 102-122 Valuation of mortgage interest deductibility under uncertainty: An option pricing approach
by Ghoddusi, Hamed & Afkhami, Mohamad
- 123-157 Health, longevity and retirement reform
by Laun, Tobias & Markussen, Simen & Vigtel, Trond Christian & Wallenius, Johanna
- 158-184 Tax uncertainty and business activity
by Lee, Jungho & Xu, Jianhuan
- 185-204 Investment decisions with finite-lived collars
by Adkins, Roger & Paxson, Dean & Pereira, Paulo J. & Rodrigues, Artur
- 205-233 A flow network analysis of direct balance-sheet contagion in financial networks
by Eboli, Mario
- 234-259 Identifying booms and busts in house prices under heterogeneous expectations
by Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der
2019, Volume 102, Issue C
Printed from https://ideas.repec.org/s/eee/dyncon4.html
