Printed from https://ideas.repec.org/s/fip/fedmsr3.html
Content
1999
- 263 Threats to industry survival and labor productivity: world iron-ore markets in the 1980's
by Jose E. Galdon Sanchez & James A. Schmitz - 262 Risk sharing: private insurance markets or redistributive taxes?
by Dirk Krueger & Fabrizio Perri - 261 Bar codes lead to frequent deliveries and superstores
by Thomas J. Holmes - 260 Money and interest rates with endogeneously segmented markets
by Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe - 259 A recursive formulation for repeated agency with history dependence
by Ana Fernandes & Christopher Phelan - 258 Sequential equilibria in a Ramsey tax model
by Christopher Phelan & Ennio Stacchetti - 257 Malthus to Solow
by Gary D. Hansen & Edward C. Prescott - 238 Efficient allocations with hidden income and hidden storage
by Harold L. Cole & Narayana R. Kocherlakota
1998
- 255 Complex eigenvalues and trend-reverting fluctuations
by Costas Azariadis & James B. Bullard & Lee E. Ohanian - 254 Dynamic games with hidden actions and hidden states
by Harold L. Cole & Narayana R. Kocherlakota - 253 Efficient non-contractible investments
by Harold L. Cole & George J. Mailath & Andrew Postlewaite - 252 The existence of rational expectations equilibrium: a retrospective
by Beth Allen & James S. Jordan - 251 Optimal fiscal and monetary policy
by V. V. Chari & Patrick J. Kehoe - 250 Explaining cross-country income differences
by Ellen R. McGrattan & James A. Schmitz - 249 Using simulation methods for Bayesian econometric models: inference, development, and communication
by John Geweke - 248 The defining moment: a review essay
by Lee E. Ohanian - 247 Comments on Gordon, Leeper, and Zha's trends in velocity and policy expectations
by Ellen R. McGrattan - 246 The demand for money and the nonneutrality of money
by Harold L. Cole & Lee E. Ohanian - 245 A gain from trade: more research, less obstruction
by Thomas J. Holmes & James A. Schmitz - 244 Is there a trend break in U.S. GNP? A macroeconomic perspective
by Lutz Kilian & Lee E. Ohanian - 243 Dynamic equilibrium economies: a framework for comparing models and data
by Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian - 241 Transaction services, inflation, and welfare
by S. Rao Aiyagari & R. Anton Braun & Zvi Eckstein - 232 Application of weighted residual methods to dynamic economic models
by Ellen R. McGrattan - 223 Can sticky price models generate volatile and persistent real exchange rates?
by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan - 217 Sticky price models of the business cycle: can the contract multiplier solve the persistence problem?
by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan - 211 Self-fulfilling debt crises
by Harold L. Cole & Timothy J. Kehoe
1997
- 242 Needed: a theory of total factor productivity
by Edward C. Prescott - 240 Government production of investment goods and aggregate labor productivity
by James A. Schmitz - 239 Capital-skill complementarity and inequality: a macroeconomic analysis
by Per Krusell & Lee E. Ohanian & José-Víctor Ríos-Rull & Giovanni L. Violante - 237 Mixture of normals probit models
by John Geweke & Michael P. Keane - 236 Monopoly rights: a barrier to riches
by Stephen L. Parente & Edward C. Prescott - 235 Marital risk and capital accumulation
by Luis Cubeddu & José-Víctor Ríos-Rull - 234 On the size of U.S. government: political economy in the neoclassical growth model
by Per Krusell & José-Víctor Ríos-Rull - 233 An empirical analysis of income dynamics among men in the PSID: 1968-1989
by John Geweke & Michael P. Keane - 231 Computation of equilibria in heterogeneous agent models
by José-Víctor Ríos-Rull - 230 Models of energy use: putty-putty vs. putty-clay
by Andrew Atkeson & Patrick J. Kehoe - 229 Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
by Murray Frank & Ravi Jagannathan - 215 A model of commodity money, with applications to Gresham's law and the debasement puzzle
by Francois R. Velde & Warren E. Weber & Randall Wright - 204 The poverty of nations: a quantitative exploration
by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan - 203 The optimum quantity of debt
by S. Rao Aiyagari & Ellen R. McGrattan
1996
- 227 Sticky price and limited participation models of money: a comparison
by Lawrence J. Christiano & Martin S. Eichenbaum & Charles L. Evans - 226 Implementation theory with incomplete information
by Beth Allen - 225 Cooperative theory with incomplete information
by Beth Allen - 224 Can the Mortonson-Pissarides matching model match the business cycle facts?
by Harold L. Cole & Richard Rogerson - 222 Individual and aggregate real balances in a random matching model
by Ruilin Zhou - 221 Step-by-step migration to efficient agglomerations
by Thomas J. Holmes - 220 Pattern bargaining
by Robert Marshall & Antonio Merlo - 219 How industries migrate when agglomeration economies are important
by Thomas J. Holmes - 218 Money is memory
by Narayana R. Kocherlakota - 216 On the political economy of income redistribution and crime
by Ayse Imrohoroglu & Antonio Merlo & Peter Rupert - 214 Chaos, sunspots, and automatic stabilizers
by Lawrence J. Christiano & Sharon G. Harrison - 213 Class systems and the enforcement of social norms
by Harold L. Cole & George J. Mailath & Andrew Postlewaite - 212 The balance of payments and borrowing constraints: an alternative view of the Mexican crisis
by Andrew Atkeson & José-Víctor Ríos-Rull - 210 A self-fulfilling model of Mexico's 1994-95 debt crisis
by Harold L. Cole & Timothy J. Kehoe - 209 Reputation spillover across relationships: reviving reputation models of debt
by Harold L. Cole & Patrick J. Kehoe - 208 The conditional CAPM and the cross-section of expected returns
by Ravi Jagannathan & Zhenyu Wang - 207 How prescribed policy can mislead when data are defective: a follow-up to Srinivasan (1994) using general equilibrium
by Jean Mercenier & Erinc Yeldan - 206 Econometric evaluation of asset pricing models
by Wayne E. Ferson & Ravi Jagannathan - 205 The effects of state policies on the location of industry: evidence from state borders
by Thomas J. Holmes - 174 Valuation equilibria with clubs
by Harold L. Cole & Edward C. Prescott
1995
- 202 Social insurance and transition
by Andrew Atkeson & Patrick J. Kehoe - 201 Industry evolution and transition: measuring investment in organization
by Andrew Atkeson & Patrick J. Kehoe - 200 Tobin's Q and asset returns: implications for business cycle analysis
by Lawrence J. Christiano & Jonas D. M. Fisher - 199 Small sample properties of GMM for business cycle analysis
by Lawrence J. Christiano & Wouter J. Den Haan - 198 On the mechanics of forming and estimating dynamic linear economies
by Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent - 197 Social insurance and taxation under sequential majority voting and utilitarian regimes
by S. Rao Aiyagari & Dan Peled - 196 Comments on Farmer and Guo's \\"the econometrics of indeterminacy: an applied study.\\"
by S. Rao Aiyagari - 195 Gender differences in education in a dynamic household bargaining model
by Cristina Echevarria & Antonio Merlo - 194 Fixed vs. floating exchange rates: a dynamic general equilibrium analysis
by Daniel M. Chin & Preston J. Miller - 193 The jointly optimal inflation tax, income tax structure, and transfers
by Preston J. Miller - 192 Monte Carlo simulation and numerical integration
by John Geweke - 191 An equilibrium model of the business cycle with household production and fiscal policy
by Ellen R. McGrattan & Richard Rogerson & Randall Wright - 190 Localization of industry and vertical disintegration
by Thomas J. Holmes - 189 Measuring the pricing error of the arbitrage pricing theory
by John Geweke & Guofu Zhou - 188 On sunk costs and trade liberalization in applied general equilibrium
by Jean Mercenier & Nicolas Schmitt - 187 Capacity precommitment as a barrier to entry: a Bertrand-Edgeworth approach
by Beth Allen & Raymond Deneckere & Tom Faith & Dan Kovenock
1994
- 186 Estimating substitution elasticities in household production models
by Richard Rogerson & Peter Rupert & Randall Wright - 185 On the political economy of education subsidies
by Raquel Fernandez & Richard Rogerson - 184 Resistance to technology and trade between areas
by Thomas J. Holmes & James A. Schmitz - 183 Nonuniqueness of solutions in applied general equilibrium models with scale economies and imperfect competition
by Jean Mercenier - 182 Mechanics of forming and estimating dynamic linear economies
by Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent - 181 The solution and estimation of discrete choice dynamic programming models by simulation and interpolation: Monte Carlo evidence
by Michael P. Keane & Kenneth I. Wolpin - 180 Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt
by Harold L. Cole & James P. Dow & William B. English - 179 The role of institutions in reputation models of sovereign debt
by Harold L. Cole & Patrick J. Kehoe - 178 The computational experiment: an econometric tool
by Finn E. Kydland & Edward C. Prescott - 177 Statistical inference in the multinomial multiperiod probit model
by John Geweke & Michael P. Keane & David E. Runkle - 176 An experimental study of learning and limited information in games
by Kevin A. McCabe & Arijit Mukherji & David E. Runkle - 175 Inflation, money, and output under alternative monetary standards
by Arthur J. Rolnick & Warren E. Weber - 173 Ex-dividend price behavior of common stocks
by John H. Boyd & Ravi Jagannathan - 172 Dynamic bargaining theory
by Melvyn Coles & Randall Wright - 171 Algorithms for solving dynamic models with occasionally binding constraints
by Lawrence J. Christiano & Jonas D. M. Fisher - 170 Alternative computational approaches to inference in the multinomial probit model
by John Geweke & Michael P. Keane & David E. Runkle - 169 Two-sided search
by Kenneth Burdett & Randall Wright - 168 Seasonality and equilibrium business cycle theories
by R. Anton Braun & Charles L. Evans - 167 Assessing specification errors in stochastic discount factor models
by Lars Peter Hansen & Ravi Jagannathan
1993
- 166 Household production and taxation in the stochastic growth model
by Ellen R. McGrattan & Richard Rogerson & Randall Wright - 165 The CAPM is alive and well
by Ravi Jagannathan & Zhenyu Wang - 164 Solving the stochastic growth model with a finite element method
by Ellen R. McGrattan - 163 Why are representative democracies fiscally irresponsible?
by V. V. Chari & Harold L. Cole - 162 Industry evolution and transition: the role of information capital
by Andrew Atkeson & Patrick J. Kehoe - 161 Interest rates under the U.S. national banking system
by Bruce A. Champ & Neil Wallace & Warren E. Weber - 160 Optimal fiscal policy in a business cycle model
by V. V. Chari & Lawrence J. Christiano & Patrick J. Kehoe - 159 A contingent claim approach to performance evaluation
by Lawrence R. Glosten & Ravi Jagannathan - 158 Optimality of the Friedman rule in economies with distorting taxes
by V. V. Chari & Lawrence J. Christiano & Patrick J. Kehoe - 157 On the relation between the expected value and the volatility of the nominal excess return on stocks
by Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle - 156 A contribution to the theory of pork barrel spending
by V. V. Chari & Harold L. Cole
1992
- 155 Banking in computable general equilibrium economies: technical appendices I and II
by Fernando Alvarez & Terry J. Fitzgerald - 154 Real effects of monetary policy in a world economy
by Preston J. Miller & Richard M. Todd - 153 Banking in computable general equilibrium economies
by Fernando Alvarez & Javier Diaz-Gimenez & Terry J. Fitzgerald & Edward C. Prescott - 152 In search of scale effects in trade and growth
by David K. Backus & Patrick J. Kehoe & Timothy J. Kehoe - 151 On the existence and uniqueness of nonoptimal equilibria in dynamic stochastic economies
by Jeremy Greenwood & Gregory W. Huffman - 150 Liquidity effects and the monetary transmission mechanism
by Lawrence J. Christiano & Martin S. Eichenbaum - 149 Liquidity constraints in economies with aggregate fluctuations: a quantitative exploration
by Javier Diaz-Gimenez & Edward C. Prescott - 97 Explaining the demand for free bank notes
by Arthur J. Rolnick & Warren E. Weber - 96 Estimating linear filters with errors in variables using the Hilbert transform
by Melvin Hinich & Warren E. Weber
1991
- 148 Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
by John Geweke - 147 Optimal fiscal and monetary policy: some recent results
by V. V. Chari & Lawrence J. Christiano & Patrick J. Kehoe - 146 International real business cycles
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - 145 International evidence on the historical properties of business cycles
by David K. Backus & Patrick J. Kehoe - 144 Eliciting traders' knowledge in \\"frictionless\\" asset market
by Edward J. Green - 143 Contracts, constraints, and consumption
by Edward J. Green & Soo-Nam Oh - 142 A reconsideration of the problem of social cost: free riders and monopolists
by V. V. Chari & Larry E. Jones - 141 Barter and monetary exchange under private information
by Stephen D. Williamson & Randall Wright - 140 More on money as a medium of exchange
by Timothy J. Kehoe & Nobuhiro Kiyotaki & Randall Wright - 139 Why is automobile insurance in Philadelphia so damn expensive?
by Eric Smith & Randall Wright - 138 Tax analysis in a real business cycle model: on measuring Harberger triangles and Okun gaps
by Jeremy Greenwood & Gregory W. Huffman - 137 Reputation with multiple relationships: reviving reputation models of debt
by Harold L. Cole & Patrick J. Kehoe - 136 Technology adoption and growth
by Stephen L. Parente & Edward C. Prescott - 135 Homework in macroeconomics: household production and aggregate fluctuations
by Jess Benhabib & Richard Rogerson & Randall Wright - 134 A discussion of Cooley and Hansen's \\"welfare costs of moderate inflations.\\"
by Randall Wright - 133 Indivisibilities, lotteries, and sunspot equilibria
by Karl Shell & Randall Wright - 132 Seigniorage as a tax: a quantitative evaluation
by Ayse Imrohoroglu & Edward C. Prescott - 131 A note on labor contracts with private information and household production
by Ed Nosal & Richard Rogerson & Randall Wright
1990
- 130 The econometrics of the general equilibrium approach to business cycles
by Finn E. Kydland & Edward C. Prescott - 129 The permanent income hypothesis revisited
by Lawrence J. Christiano & Martin S. Eichenbaum & David A. Marshall
1989
- 128 Duality and arbitrage with transactions costs: theory and applications
by Michael J. Stutzer - 127 Periodic linear-quadratic methods for modeling seasonality
by Richard M. Todd - 126 The firm and the plant in general equilibrium theory
by Andreas Hornstein & Edward C. Prescott - 125 Sustainable plans and debt
by V. V. Chari & Patrick J. Kehoe - 124 Sustainable plans and mutual default
by V. V. Chari & Patrick J. Kehoe - 123 A contribution to the pure theory of money
by Nobuhiro Kiyotaki & Randall Wright - 122 Sustainable plans
by V. V. Chari & Patrick J. Kehoe - 121 International coordination of fiscal policy in limiting economies
by V. V. Chari & Patrick J. Kehoe - 120 How little we know about budget policy effects
by Preston J. Miller & William Roberds - 119 Restrictions on financial intermediaries and implications for aggregate fluctuations: Canada and the United States, 1870-1913
by Stephen D. Williamson - 118 Determinacy of equilibria in dynamic models with finitely many consumers
by Timothy J. Kehoe & David K. Levine & Paul M. Romer - 117 Labor contracts in a model of imperfect competition
by V. V. Chari & Larry E. Jones & Rodolfo E. Manuelli
1988
- 116 On the denomination of government debt: a critique of the portfolio balance approach
by David K. Backus & Patrick J. Kehoe - 115 Time consistency and policy
by V. V. Chari & Patrick J. Kehoe & Edward C. Prescott - 114 Can there be short-period deterministic cycles when people are long lived?
by S. Rao Aiyagari - 113 A generalized variance bounds test
by Tryphon E. Kollintzas - 112 International financial intermediation and aggregate fluctuations under alternative exchange rate regimes
by Jeremy Greenwood & Stephen D. Williamson
1987
- 111 Monetary targeting in a dynamic macro model
by William Roberds - 110 Seasonalities in security returns: the case of earnings announcements
by V. V. Chari & Ravi Jagannathan & Aharon R. Ofer - 109 The quantitative significance of the Lucas critique
by Preston J. Miller & William Roberds - 108 Money does Granger-cause output in the bivariate output-money relation
by Lawrence J. Christiano & Lars Ljungqvist - 107 Vector autoregressions and reality
by David E. Runkle - 106 Is consumption insufficiently sensitive to innovations in income?
by Lawrence J. Christiano
1986
- 105 Solution of linear-quadratic- Gaussian dynamic games using variational methods
by William Roberds - 104 Models of policy under stochastic replanning
by William Roberds - 103 International policy cooperation may be undesirable
by Patrick J. Kehoe - 102 Theory ahead of business cycle measurement
by Edward C. Prescott - 100 Dynamic coalitions, growth, and the firm
by John H. Boyd & Edward C. Prescott - 98 Coordination of fiscal policies in a world economy
by Patrick J. Kehoe - 93 Forecasting and conditional projection using realistic prior distribution
by Thomas Doan & Robert B. Litterman & Christopher A. Sims
1985
- 101 A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts
by Lawrence J. Christiano - 99 Ricardian equivalence and money dominated in return: are they mutually consistent generally?
by Neil Wallace - 87 Financial intermediary-coalitions
by John H. Boyd & Edward C. Prescott
1984
- 95 Forecasting with Bayesian vector autoregressions four years of experience
by Robert B. Litterman - 94 Output variability in an open-economy macro model with variance-dependent parameters
by Warren E. Weber - 92 Specifying vector autoregressions for macroeconomic forecasting
by Robert B. Litterman - 91 Time consistency of optimal plans: an elementary primer
by Michael J. Stutzer - 90 Correspondence principles for concave orthogonal games
by Michael J. Stutzer - 89 Money, real interest rates, and output: a reinterpretation of postwar U.S. data
by Robert B. Litterman & Laurence M. Weiss
1983
- 88 Gresham's law or Gresham's fallacy?
by Arthur J. Rolnick & Warren E. Weber - 86 Income stability and economic efficiency under alternative tax schemes
by Preston J. Miller - 85 A model of commodity money
by Thomas J. Sargent & Neil Wallace - 84 A random walk, Markov model for the distribution of time series
by Robert B. Litterman - 82 Optimal control of the money supply
by Robert B. Litterman - 76 Variable rate subsidies: the inefficiency of in-kind transfers revisited
by Michael J. Stutzer - 73 Identification of continuous time rational expectations models from discrete time data
by Lars Peter Hansen & Thomas J. Sargent - 51 A price discrimination analysis of monetary policy
by John Bryant & Neil Wallace
1982
- 83 A model of circulating private debt
by Robert M. Townsend & Neil Wallace - 81 A test of the intertemporal asset pricing model
by Rajnish Mehra & Edward C. Prescott - 80 The Free Banking Era: new evidence on laissez-faire banking
by Arthur J. Rolnick & Warren E. Weber - 79 A new explanation for free bank failures
by Arthur J. Rolnick & Warren E. Weber - 78 A use of index models in macroeconomic forecasting
by Robert B. Litterman - 77 Beyond demand and supply curves in macroeconomics
by Thomas J. Sargent - 75 Formulating and estimating continuous time rational expectations models
by Lars Peter Hansen & Thomas J. Sargent - 67 Fiscal policy in a monetarist model
by Preston J. Miller
1981
- 74 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
by Lars Peter Hansen & Thomas J. Sargent - 72 The dimensionality of the aliasing problem in models with rational spectral densities
by Lars Peter Hansen & Thomas J. Sargent - 71 Exact linear rational expectations models: specification and estimation
by Lars Peter Hansen & Thomas J. Sargent - 70 Instrumental variables procedures for estimating linear rational expectations models
by Lars Peter Hansen & Thomas J. Sargent - 69 A note on Wiener-Kolmogorov prediction formulas for rational expectations models
by Lars Peter Hansen & Thomas J. Sargent - 68 Economic stabilization policy: a survey
by Preston J. Miller - 66 Parametric properties of tax effort revenue sharing
by Michael J. Stutzer - 65 A method for estimating distributed lags when observations are randomly missing
by Melvin Hinich & Warren E. Weber