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Macroeconomics: Aggregative Models eJournal

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Viewing: 1 - 50 of 5,322 papers

1.

Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome

MIT Department of Economics Working Paper No. 10-16
Number of pages: 23 Posted: 27 Sep 2010 Last Revised: 10 Oct 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 5,926
2.

Power Laws in Economics and Finance

Number of pages: 61 Posted: 27 Aug 2008 Last Revised: 03 Apr 2009
Working Paper Series
Harvard University - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 4,920
3.

What Explains the 2007-2009 Drop in Employment?

Fama-Miller Working Paper , Chicago Booth Research Paper No. 13-43
Number of pages: 51 Posted: 17 Nov 2011 Last Revised: 01 Mar 2014
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,268
4.

Expected Stock Returns and Variance Risk Premia

AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Number of pages: 41 Posted: 21 Sep 2006 Last Revised: 14 Dec 2008
Working Paper Series
Duke University - Finance, Duke University - Economics Group and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,921
5.

Marrying the Macro- and Micro-Prudential Dimensions of Financial Stability

BIS Paper No. 1
Number of pages: 392 Posted: 22 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 2,891
6.

Sovereign Risk Premia

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 14 Sep 2011
Working Paper Series
LUISS University - Department of Economics and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,648
7.

Rethinking Macroeconomic Policy

Number of pages: 19 Posted: 20 Feb 2010
Working Paper Series
National Bureau of Economic Research (NBER), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,259
8.

A Model of China's State Capitalism

Number of pages: 76 Posted: 20 May 2012 Last Revised: 15 Aug 2015
Working Paper Series
Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Downloads 2,218
9.

Predicting the Present with Google Trends

Number of pages: 23 Posted: 17 Aug 2010
Working Paper Series
University of California, Berkeley - School of Information and Kensho Technologies

Multiple version iconThere are 2 versions of this paper

Downloads 2,157
10.

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

Number of pages: 50 Posted: 07 May 2009 Last Revised: 24 Aug 2012
Working Paper Series
Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,145
11.

The Meaning of Social Capital and Its Link to Collective Action

Number of pages: 35 Posted: 23 Nov 2008
Working Paper Series
Indiana University Bloomington - School of Public & Environmental Affairs (SPEA)

Multiple version iconThere are 2 versions of this paper

Downloads 2,072
12.

Behavioral Law and Economics: Its Origins, Fatal Flaws, and Implications for Liberty

Northwestern University Law Review, Vol. 106, No. 3, 2012, George Mason Law & Economics Research Paper No. 12-63
Number of pages: 59 Posted: 18 Sep 2012
Accepted Paper Series
George Mason University - Antonin Scalia Law School, Faculty and U.S. Court of Appeals for the District of Columbia Circuit
Downloads 1,936
13.

Efficiently Inefficient Markets for Assets and Asset Management

Number of pages: 62 Posted: 12 Aug 2015 Last Revised: 09 Jun 2017
Working Paper Series
University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 1,688
14.

Financial Markets and Institutions in the Arab Economy

Number of pages: 10 Posted: 19 Oct 2007
Working Paper Series
Birzeit University
Downloads 1,635
15.

Tax Cuts for Whom? Heterogeneous Effects of Income Tax Changes on Growth & Employment

Number of pages: 40 Posted: 19 Jul 2012 Last Revised: 19 Feb 2013
Working Paper Series
University of Chicago - Booth School of Business
Downloads 1,608
16.

A Macroeconomic Model with a Financial Sector

National Bank of Belgium Working Paper No. 236
Number of pages: 75 Posted: 14 Oct 2012
Working Paper Series
Princeton University - Department of Economics and Princeton University
Downloads 1,501
17.

Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

National Bank of Belgium Working Paper No. 109
Number of pages: 58 Posted: 07 Oct 2010
Working Paper Series
European Central Bank (ECB) and National Bank of Belgium

Multiple version iconThere are 2 versions of this paper

Downloads 1,433
18.

Nonperforming Loans in the GCC Banking System and Their Macroeconomic Effects

IMF Working Paper No. 10/224
Number of pages: 25 Posted: 01 Feb 2011
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,394
19.

Country Size, Currency Unions, and International Asset Returns

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 73 Posted: 26 Nov 2008 Last Revised: 11 Jan 2013
Accepted Paper Series
University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,373
20.

Crude Oil Prices: Trends and Forecast

IMF Working Paper No. 08/133
Number of pages: 25 Posted: 01 Jul 2008
Working Paper Series
International Monetary Fund (IMF) - African Department
Downloads 1,259
21.

Accounting for China's Growth

IZA Discussion Paper No. 4764
Number of pages: 59 Posted: 22 Feb 2010
Working Paper Series
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Downloads 1,239
22.

A Macroeconomic Framework for Quantifying Systemic Risk

Fama-Miller Working Paper, Swiss Finance Institute Research Paper No. 13-42, Chicago Booth Research Paper No. 12-37
Number of pages: 52 Posted: 21 Aug 2012 Last Revised: 17 Apr 2015
Working Paper Series
University of Chicago - Finance and Northwestern University - Kellogg School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,179
23.

Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps

Number of pages: 32 Posted: 19 Dec 2008 Last Revised: 19 Nov 2009
Working Paper Series
Imperial College London - Department of Mathematics and Columbia University
Downloads 1,133
24.

Good-Specifc Habit Formation and the Cross Section of Expected Returns

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 53 Posted: 22 Mar 2008 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 1,049
25.

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk

Number of pages: 58 Posted: 10 Sep 2008 Last Revised: 06 Nov 2009
Working Paper Series
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1,021
26.

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies 26 (2): 491-530, 2013, DOI: doi.org/10.1093/rfs/hhs121
Number of pages: 61 Posted: 15 Mar 2010 Last Revised: 10 Mar 2017
Accepted Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 1,021
27.

Reforming Financial Systems after the Crisis: A Comparison of EU and USA

PSL Quarterly Review, Vol. 63, No. 255, pp. 297-360, 2010
Number of pages: 64 Posted: 22 Apr 2011
Accepted Paper Series
Libera Università degli Studi Sociali (LUISS) Guido Carli
Downloads 989
28.

Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model

Number of pages: 51 Posted: 11 Mar 2015 Last Revised: 09 Mar 2018
Working Paper Series
Stanford University - Graduate School of Business
Downloads 973
29.

Self-Fulfilling Credit Market Freezes

Review of Financial Studies, Vol. 24, No. 11, pp. 3519-3555, 2011, Harvard Law and Economics Discussion Paper No. 623
Number of pages: 50 Posted: 13 Dec 2008 Last Revised: 07 Dec 2011
Accepted Paper Series
Harvard Law School and University of Pennsylvania - The Wharton School - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 964
30.

Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion

Yale ICF Working Paper No. 08-23
Number of pages: 32 Posted: 08 Oct 2008 Last Revised: 05 Aug 2009
Working Paper Series
London Business School and Driehaus College of Business, DePaul University

Multiple version iconThere are 3 versions of this paper

Downloads 953
31.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming
Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015
Accepted Paper Series
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 948
32.

Follow the Money: The Monetary Roots of Bubbles and Crashes

Swiss Finance Institute Research Paper No. 11-60
Number of pages: 32 Posted: 29 Nov 2011
Working Paper Series
University of Pisa - Department of Economics and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 935
33.

Building and Running General Equilibrium Models in Eviews

World Bank Policy Research Working Paper No. 3197
Number of pages: 37 Posted: 20 Apr 2016
Working Paper Series
World Bank
Downloads 934
34.

Thoughts on DSGE Macroeconomics: Matching the Moment, But Missing the Point?

Number of pages: 13 Posted: 22 Aug 2017
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads 908
35.

Short-Run Bond Risk Premia

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 27 May 2011 Last Revised: 07 Aug 2012
Working Paper Series
Warwick Business School, Boston University - Department of Finance & Economics and Tsinghua University - PBC School of Finance
Downloads 900
36.

Agent Based-Stock Flow Consistent Macroeconomics: Towards a Benchmark Model

Columbia Business School Research Paper No. 15-87
Number of pages: 39 Posted: 23 Sep 2015 Last Revised: 26 Jun 2017
Working Paper Series
University of Pavia - Faculty of Economics, Centre d'économie de l'Université de Paris Nord (CEPN), Department of Economic and Social Sciences, Marche Polytechnic University, Ancona, Università Politecnica delle Marche - Faculty of Economics, University of Limerick and Columbia Business School - Finance and Economics
Downloads 886
37.

A General Theory of Markovian Time Inconsistent Stochastic Control Problems

Number of pages: 55 Posted: 20 Oct 2010
Working Paper Series
Stockholm School of Economics - Swedish House of Finance and University of Aarhus - School of Business and Social Sciences
Downloads 884
38.

A Shadow Rate New Keynesian Model

Chicago Booth Research Paper No. 16-18
Number of pages: 57 Posted: 28 Sep 2016 Last Revised: 09 Aug 2017
Working Paper Series
University of Chicago - Booth School of Business and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 863
39.

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
Working Paper Series
University of Minnesota, Ohio State University (OSU) - Department of Finance, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 845
40.

A Forest Fire Theory of the Duration of a Boom and the Size of a Subsequent Bust

Number of pages: 50 Posted: 08 Jul 2013 Last Revised: 26 Jun 2017
Working Paper Series
Stanford University - Department of Economics and University of Chicago - Department of Economics
Downloads 829
41.

The Sraffa-Hayek Debate on the Natural Rate of Interest

Number of pages: 25 Posted: 21 Feb 2013 Last Revised: 08 Jul 2014
Working Paper Series
Federal Trade Commission and U.S. Federal Trade Commission - Bureau of Economics
Downloads 786
42.

A Test of Conspicuous Consumption: Visibility and Income Elasticities

Review of Economics and Statistics, 93(4): 1101–1117,
Number of pages: 44 Posted: 05 Aug 2007 Last Revised: 22 Sep 2013
Accepted Paper Series
Cornell University - S.C. Johnson Graduate School of Management
Downloads 781
43.

Market Sentiment: A Tragedy of the Commons

Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-07
Number of pages: 6 Posted: 19 Dec 2010 Last Revised: 29 Jul 2011
Working Paper Series
University of Chicago - Booth School of Business and Federal Reserve Bank of San Francisco
Downloads 778
44.

The Euro Imbalances and Financial Deregulation: A Post-Keynesian Interpretation of the European Debt Crisis

Levy Economics Institute of Bard College Working Paper No. 702
Number of pages: 37 Posted: 07 Jan 2012
Working Paper Series
United Nations - Economic Commission for Latin American and the Caribbean (ECLAC) and Bucknell University
Downloads 773
45.

Modelling International Stock Market Contagion Using Copula and Risk Appetite

Number of pages: 48 Posted: 25 Oct 2007
Working Paper Series
Bocom Schroders Fund and University of Manchester - Manchester Business School
Downloads 760
46.

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Number of pages: 37 Posted: 04 Nov 2013 Last Revised: 25 May 2017
Working Paper Series
Karlsruhe Institute of Technology and University of Zurich
Downloads 738
47.

Risk Topography

Number of pages: 31 Posted: 30 Apr 2011 Last Revised: 07 Jun 2011
Working Paper Series
Princeton University - Department of Economics, Yale School of Management and Northwestern University - Kellogg School of Management
Downloads 727
48.

The 1925 Return to Gold: Keynes and Mr Churchill's Economic Crisis

APSA 2009 Toronto Meeting Paper
Number of pages: 70 Posted: 13 Aug 2009 Last Revised: 06 Sep 2009
Working Paper Series
London School of Economics & Political Science (LSE) - Department of International Relations
Downloads 719
49.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

IZA Discussion Paper No. 6618
Number of pages: 28 Posted: 16 Jun 2012
Working Paper Series
USC Dornsife Institute for New Economic Thinking and Birkbeck College
Downloads 711
50.

Models of Banking: Loanable Funds or Loans that Create Funds?

Number of pages: 48 Posted: 02 Aug 2014
Working Paper Series
International Monetary Fund and International Monetary Fund (IMF)
Downloads 686