Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Content
2020, Volume 113, Issue C
- 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
- 1-28 Corporate finance, monetary policy, and aggregate demand
by Silva, Mario Rafael
- 29-43 An approximation of the distribution of learning estimates in macroeconomic models
by Galimberti, Jaqueson K.
- 44-69 Incentives for research agents and performance-vested equity-based compensation
by Shan, Yaping
- 70-80 Dynamic capital structure choice and investment timing
by Dockner, Engelbert J. & Hartl, Richard F. & Kort, Peter M.
- 81-95 On the benefits of currency reform
by Krishna, R. Vijay & Leukhina, Oksana
- 96-114 Delaying product introduction: A dynamic analysis with endogenous time horizon
by Gezer, Serhat
2019, Volume 101, Issue C
- 1-16 Managing unanchored, heterogeneous expectations and liquidity traps
by Hommes, Cars & Lustenhouwer, Joep
- 17-40 Optimal execution with regime-switching market resilience
by Siu, Chi Chung & Guo, Ivan & Zhu, Song-Ping & Elliott, Robert J.
- 41-61 Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
by Lütkepohl, Helmut & Schlaak, Thore
- 62-81 Optimal timing of decisions: A general theory based on continuation values
by Ma, Qingyin & Stachurski, John
- 82-100 Taxes and financial frictions: Implications for corporate capital structure
by Macnamara, Patrick
- 101-129 Endogenous growth and global divergence in a multi-country agent-based model
by Dosi, Giovanni & Roventini, Andrea & Russo, Emanuele
- 130-144 Shadow banking and financial regulation: A small-scale DSGE perspective
by Fève, Patrick & Moura, Alban & Pierrard, Olivier
- 145-160 Sustainability of an economy relying on two reproducible assets
by Cairns, Robert D. & Del Campo, Stellio & Martinet, Vincent
- 161-186 Optimal self-enforcement and termination
by Wang, Cheng & Yang, Youzhi
- 187-210 The fight-or-flight response to the Joneses and inequality
by Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle
- 211-238 Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
by Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne
- 239-261 Stackelberg versus Cournot: A differential game approach
by Colombo, Luca & Labrecciosa, Paola
2019, Volume 100, Issue C
- 1-28 Monetary and fiscal policy in a liquidity trap with inflation persistence
by Michau, Jean-Baptiste
- 29-46 The dynamics of inequalities and unequal exchange of labor in intertemporal linear economies
by Galanis, Giorgos & Veneziani, Roberto & Yoshihara, Naoki
- 47-69 Geographic reallocation and unemployment during the Great Recession: The role of the housing bust
by Karahan, Fatih & Rhee, Serena
- 70-85 Intangible capital and the rise in wage and hours volatility
by Mitra, Shalini
- 86-114 Measuring network systemic risk contributions: A leave-one-out approach
by Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi
- 115-130 Frictional asset reallocation under adverse selection
by Madison, Florian
- 131-151 Trading under market impact: Crossing networks interacting with dealer markets
by Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago
- 152-163 DSGE model with financial frictions over subsets of business cycle frequencies
by Gallegati, Marco & Giri, Federico & Palestrini, Antonio
- 164-175 A simple model of growth cycles with technology choice
by Umezuki, Yosuke & Yokoo, Masanori
- 176-199 When panic makes you blind: A chaotic route to systemic risk
by Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano
- 200-229 Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach
by Paulin, James & Calinescu, Anisoara & Wooldridge, Michael
- 230-250 Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report
by Kawamura, Kohei & Kobashi, Yohei & Shizume, Masato & Ueda, Kozo
- 251-269 It only takes a few moments to hedge options
by Barletta, Andrea & Santucci de Magistris, Paolo & Sloth, David
- 270-296 Dynamic competition and intellectual property rights in a model of product development
by Billette de Villemeur, Etienne & Ruble, Richard & Versaevel, Bruno
- 297-313 Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
by Amaya, Diego & Boudreault, Mathieu & McLeish, Don L.
- 314-333 Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects
by Hommes, Cars & Vroegop, Joris
- 334-352 Unemployment fluctuations over the life cycle
by Hairault, Jean-Olivier & Langot, Francois & Sopraseuth, Thepthida
- 353-368 Zeno points in optimal control models with endogenous regime switching
by Seidl, Andrea
- 369-394 Opaque bank assets and optimal equity capital
by Dai, Min & Huang, Shan & Keppo, Jussi
- 395-416 Optimal pricing and advertising policies for a one-time entertainment event
by Jørgensen, Steffen & Zaccour, Georges
- 417-441 The extensive margin of trade and monetary policy
by Imura, Yuko & Shukayev, Malik
2019, Volume 99, Issue C
- 1-18 The role of trading frictions in financial markets
by Huber, Samuel & Kim, Jaehong
- 19-53 Uncertainty shocks and firm creation: Search and monitoring in the credit market
by Brand, Thomas & Isoré, Marlène & Tripier, Fabien
- 54-81 What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models
by Iskrev, Nikolay
- 82-102 Financial development, unemployment volatility, and sectoral dynamics
by Epstein, Brendan & Finkelstein Shapiro, Alan
- 103-115 Housing and the business cycle revisited
by Fehrle, Daniel
- 116-151 Immigration and public finances in OECD countries
by d’Albis, Hippolyte & Boubtane, Ekrame & Coulibaly, Dramane
2019, Volume 98, Issue C
- 1-22 Cojumps and asset allocation in international equity markets
by Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara
- 23-39 On agreements in a nonrenewable resource market: A cooperative differential game approach
by Berthod, Mathias & Benchekroun, Hassan
- 40-59 Consumption-portfolio choice with preferences for cash
by Kraft, Holger & Weiss, Farina
- 60-81 Firing costs, misallocation, and aggregate productivity
by Da-Rocha, José-María & Restuccia, Diego & Tavares, Marina Mendes
- 82-104 Early childhood education and economic growth
by Delalibera, Bruno Ricardo & Ferreira, Pedro Cavalcanti
2018, Volume 97, Issue C
2018, Volume 96, Issue C
2018, Volume 95, Issue C
- 1-18 Household borrowing constraints and residential investment dynamics
by Khan, Hashmat & Rouillard, Jean-François
- 19-36 A model of sleep, leisure and work over the business cycle
by Cardon, James H. & Eide, Eric R. & Phillips, Kerk L. & Showalter, Mark H.
- 37-69 Large-scale bond purchases in a currency union with segmentation in the market for government debt
by Tischbirek, Andreas
- 70-88 Interest rate rules under financial dominance
by Lewis, Vivien & Roth, Markus
- 89-109 A theory of disasters and long-run growth
by Akao, Ken-Ichi & Sakamoto, Hiroaki
- 110-135 Home production and small open economy business cycles
by Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong
- 136-154 Nonlinearities, smoothing and countercyclical monetary policy
by Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel
- 155-171 Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing
by Gollier, Christian
- 172-186 Bayesian estimation of DSGE models: Identification using a diagnostic indicator
by Chadha, Jagjit S. & Shibayama, Katsuyuki
- 187-210 Asset prices and wealth dynamics in a financial market with random demand shocks
by Dindo, Pietro & Staccioli, Jacopo
- 211-232 Income inequality and sovereign default
by Jeon, Kiyoung & Kabukcuoglu, Zeynep
- 233-254 Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining
by Marmer, Vadim & Slade, Margaret E.
2018, Volume 94, Issue C
- 1-23 Markov-perfect risk sharing, moral hazard and limited commitment
by Karaivanov, Alexander K. & Martin, Fernando M.
- 24-42 Identifying heterogeneous income profiles using covariances of income levels and future growth rates
by Druedahl, Jeppe & Munk-Nielsen, Anders
- 43-62 Banks and liquidity crises in emerging market economies
by Matsuoka, Tarishi
- 63-71 The effect of interest rates on consumption in an income fluctuation problem
by Lehrer, Ehud & Light, Bar
- 72-88 Intergenerational mobility and the political economy of immigration
by Bohn, Henning & Lopez-Velasco, Armando R.
- 89-116 Optimal order execution using hidden orders
by Chen, Yuanyuan & Gao, Xuefeng & Li, Duan
- 117-141 Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
by Di Gangi, Domenico & Lillo, Fabrizio & Pirino, Davide
- 142-189 Optimal fiscal policy with labor selection
by Chugh, Sanjay K. & Lechthaler, Wolfgang & Merkl, Christian
- 190-206 A dynamic model of quality competition with endogenous prices
by Cellini, Roberto & Siciliani, Luigi & Straume, Odd Rune
- 207-224 Climate engineering under deep uncertainty
by Manoussi, Vassiliki & Xepapadeas, Anastasios & Emmerling, Johannes
- 225-241 The distribution of cross sectional momentum returns
by Kwon, Oh Kang & Satchell, Stephen
- 242-256 Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
by Oliva, I. & Renò, R.
2018, Volume 93, Issue C
- 5-21 Optimal debt management in a liquidity trap
by Bouakez, Hafedh & Oikonomou, Rigas & Priftis, Romanos
- 22-38 Fiscal consequences of structural reform under constrained monetary policy
by Sajedi, Rana
- 39-53 Hysteresis and fiscal policy
by Engler, Philipp & Tervala, Juha
- 54-66 Fiscal stabilization and the credibility of the U.S. budget sequestration spending austerity
by Hu, Ruiyang & Zarazaga, Carlos E.
- 67-91 Debt and stabilization policy: Evidence from a Euro Area FAVAR
by Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah
Printed from https://ideas.repec.org/s/eee/dyncon4.html
