[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis. (2017). Schoder, Christian.
In: Working Papers.
RePEc:new:wpaper:1701.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 31

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An estimated Dynamic Stochastic Disequilibrium model of Euro-Area unemployment. (2017). Schoder, Christian.
    In: Working Papers.
    RePEc:new:wpaper:1725.

    Full description at Econpapers || Download paper

  2. Are Dynamic Stochastic Disequilibrium models Keynesian or neoclassical?. (2017). Schoder, Christian.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:40:y:2017:i:c:p:46-63.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bakshi, G. S. and Chen, Z. (1996). Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies. Review of Financial Studies, 9(1):241–75.

  2. Barro R, G. H. (1976). Money, Employment and Inflation. Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  3. Barro, R. J. and Grossman, H. I. (1971). A General Disequilibrium Model of Income and Employment. American Economic Review, 61(1):82–93.

  4. Benassy, J.-P. (1993). Nonclearing Markets: Microeconomic Concepts and Macroeconomic Applications. Journal of Economic Literature, 31(2):732–61.

  5. Benveniste, L. M. and Scheinkman, J. A. (1979). On the differentiability of the value function in dynamic models of economics. Econometrica, 47(3):727–732.

  6. Blanchard, O. and Gali, J. (2010). Labor Markets and Monetary Policy: A New Keynesian Model with Unemployment. American Economic Journal: Macroeconomics, 2(2):1–30.

  7. Blanchard, O. J. (1985). Debt, deficits, and finite horizons. The Journal of Political Economy, 93(2):pp. 223–247.

  8. Blanchard, O. J. (2016). Do dsge models have a future? Technical report, Peterson Institute for International Economics.

  9. Caballero, R. J. and Farhi, E. (2014). The Safety Trap. NBER Working Papers 19927, National Bureau of Economic Research, Inc.

  10. Carroll, C. D. (1997). Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis. The Quarterly Journal of Economics, 112(1):1–55.

  11. Carroll, C. D. and Jeanne, O. (2009). A Tractable Model of Precautionary Reserves, Net Foreign Assets, or Sovereign Wealth Funds. NBER Working Papers 15228, National Bureau of Economic Research, Inc.

  12. Carroll, C. D. and Toche, P. (2009). A Tractable Model of Buffer Stock Saving. NBER Working Papers 15265, National Bureau of Economic Research, Inc.

  13. Farmer, R. E. A. (2008). Aggregate demand and supply. International Journal of Economic Theory, 4(1):77–93.

  14. fu Zou, H. (1995). The spirit of capitalism and savings behavior. Journal of Economic Behavior & Organization, 28(1):131–143.

  15. fu Zou, H. (1998). The spirit of capitalism, social status, money, and accumulation. Journal of Economics, 68(3):219–233.

  16. Gertler, M. and Trigari, A. (2009). Unemployment Fluctuations with Staggered Nash Wage Bargaining. Journal of Political Economy, 117(1):38–86.

  17. Gertler, M., Sala, L., and Trigari, A. (2008). An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining. Journal of Money, Credit and Banking, 40(8):1713–1764.

  18. Hall, R. E. (2005). Employment Fluctuations with Equilibrium Wage Stickiness. American Economic Review, 95(1):50–65.

  19. Karamessini, M. (2015). The greek social model: Towards a deregulated labour market and residual social protection. In Vaughan-Whitehead, D., editor, The European Social Model in Crisis. Is Europe Losing Its Soul? Edward Elgar.
    Paper not yet in RePEc: Add citation now
  20. Keynes, J. M. (1936). The General Theory of Employment, Interest and Money. Macmillan, London.
    Paper not yet in RePEc: Add citation now
  21. Korinek, A. and Simsek, A. (2014). Liquidity Trap and Excessive Leverage. NBER Working Papers 19970, National Bureau of Economic Research, Inc.

  22. Malinvaud, E. (1977). The Theory of Unemployment Reconsidered. Basil Blackwell, Oxford.
    Paper not yet in RePEc: Add citation now
  23. Mankiw, N. G. and weinzierl, M. (2011). An Exploration of Optimal Stabilization Policy. Brookings Papers on Economic Activity, 42(1 (Spring):209–272.

  24. Mian, A. and Sufi, A. (2014). What explains the 2007-2009 drop in employment? Econometrica, 82(6):2197–2223.

  25. Michaillat, P. (2012). Do Matching Frictions Explain Unemployment? Not in Bad Times. American Economic Review, 102(4):1721–50.

  26. Michaillat, P. and Saez, E. (2014). An Economical Business-Cycle Model. NBER Working Papers 19777, National Bureau of Economic Research, Inc.

  27. Moreira, A., Dominguez, A. A., Antunes, C., Karamessini, M., Raitano, M., and Glatzer, M. (2015). Austerity-driven labour market reforms in southern europe: Eroding the security of labour market insiders. European Journal of Social Security, 17(3):202–225.
    Paper not yet in RePEc: Add citation now
  28. Mortensen, D. T. and Pissarides, C. A. (1994). Job Creation and Job Destruction in the Theory of Unemployment. Review of Economic Studies, 61(3):397–415.

  29. Romer, P. (2016). The trouble with macroeconomics.
    Paper not yet in RePEc: Add citation now
  30. Shimer, R. (2005). The Cyclical Behavior of Equilibrium Unemployment and Vacancies. American Economic Review, 95(1):25–49.

  31. Smets, F. and Wouters, R. (2003). An estimated dynamic stochastic general equilibrium model of the euro area. Journal of the European Economic Association, 1(5):1123–1175.

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

    Full description at Econpapers || Download paper

  3. Inflation illusion and stock returns. (2016). Brown, William O ; Wang, Fang ; Huang, Dayong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:14-24.

    Full description at Econpapers || Download paper

  4. Financial Asset Pricing Theory. (2015). Munk, Claus .
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780198716457.

    Full description at Econpapers || Download paper

  5. Analyst valuation and corporate value discovery. (2015). Li, Chun-An ; Laih, Yih-Wenn .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:235-248.

    Full description at Econpapers || Download paper

  6. Coping with Negative Short-Rates. (2015). Kakushadze, Zura.
    In: Papers.
    RePEc:arx:papers:1502.06074.

    Full description at Econpapers || Download paper

  7. Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-06.

    Full description at Econpapers || Download paper

  8. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:665.

    Full description at Econpapers || Download paper

  9. Macroeconomic determinants of stock volatility and volatility premiums. (2013). Mele, Antonio ; Corradi, Valentina ; Distaso, Walter .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:2:p:203-220.

    Full description at Econpapers || Download paper

  10. Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy. (2013). Mansoorian, Arman ; Mohsin, Mohammed.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:234-250.

    Full description at Econpapers || Download paper

  11. Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal. (2013). Paradiso, Antonio ; Costantini, Mauro ; Caporale, Guglielmo Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225.

    Full description at Econpapers || Download paper

  12. Nonparametric Specification Testing for Continuous Time Models for Interest Rates in Mexico.. (2012). Nuez-Mora, Jose A ; Martinez, Carlos A.
    In: Panorama Económico.
    RePEc:ipn:panora:v:vii:y:2012:i:14:p:7-27.

    Full description at Econpapers || Download paper

  13. Inflation and asset prices. (2011). Tatom, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:34606.

    Full description at Econpapers || Download paper

  14. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113.

    Full description at Econpapers || Download paper

  15. Asset pricing in the production economy subject to monetary shocks. (2011). Grishchenko, Olesya.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216.

    Full description at Econpapers || Download paper

  16. A historical examination of optimal real return portfolios for non-US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

    Full description at Econpapers || Download paper

  17. Correlation structure between inflation and oil futures returns: An equilibrium approach. (2010). Casassus, Jaime ; Ceballos, Diego ; Higuera, Freddy .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:4:p:301-310.

    Full description at Econpapers || Download paper

  18. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, BongSoo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

    Full description at Econpapers || Download paper

  19. Pricing the term structure of inflation risk premia: Theory and evidence from TIPS. (2010). Liu, BO ; Cheng, Xiaolin .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:702-721.

    Full description at Econpapers || Download paper

  20. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14698.

    Full description at Econpapers || Download paper

  21. Do foreign purchases of U.S. stocks help the U.S. stock market?. (2009). Mollick, Andre ; Lizardo, Radhames A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:969-986.

    Full description at Econpapers || Download paper

  22. The Spirit of Capitalism and Excess Smoothness. (2009). zou, heng-fu ; Luo, Yulei ; Smith, William T..
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:281-301.

    Full description at Econpapers || Download paper

  23. The Great Moderation and the New Business Cycle. (2008). Spehar, Ann.
    In: MPRA Paper.
    RePEc:pra:mprapa:12274.

    Full description at Econpapers || Download paper

  24. Term Structure Dynamics in a Monetary Economy with Learning. (2007). Ono, Sadayuki .
    In: Discussion Papers.
    RePEc:yor:yorken:07/29.

    Full description at Econpapers || Download paper

  25. The spirit of capitalism, asset pricing and growth in a small open economy. (2007). Kenc, Turalay ; Dibooglu, Selahattin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1378-1402.

    Full description at Econpapers || Download paper

  26. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. (2007). Balduzzi, Pierluigi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2713-2743.

    Full description at Econpapers || Download paper

  27. The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach. (2006). Lizieri, Colin ; Hoesli, Martin ; MacGregor, Bryan .
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2006-01.

    Full description at Econpapers || Download paper

  28. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

    Full description at Econpapers || Download paper

  29. Stock prices-inflation puzzle and the predictability of stock market returns. (2006). Boucher, Christophe.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:2:p:205-212.

    Full description at Econpapers || Download paper

  30. Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate. (2005). Los, Cornelis ; JAMDEE, SUTTHISIT.
    In: Finance.
    RePEc:wpa:wuwpfi:0502021.

    Full description at Econpapers || Download paper

  31. Inflation risk premia and the expectations hypothesis. (2005). Buraschi, Andrea ; JILTSOV, ALEXEI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:2:p:429-490.

    Full description at Econpapers || Download paper

  32. General equilibrium pricing of CPI derivatives. (2005). lioui, abraham ; Poncet, Patrice .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:5:p:1265-1294.

    Full description at Econpapers || Download paper

  33. Asset pricing with heterogeneous beliefs. (2005). Basak, Suleyman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2849-2881.

    Full description at Econpapers || Download paper

  34. Stock valuation in dynamic economies. (2005). Chen, Zhiwu ; Bakshi, Gurdip .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:111-151.

    Full description at Econpapers || Download paper

  35. Liquidity and real equilibrium interest rates: a framework of analysis. (2005). Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005542.

    Full description at Econpapers || Download paper

  36. Macro factors and the term structure of interest rates. (2004). Dewachter, Hans.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:25.

    Full description at Econpapers || Download paper

  37. Private information of the Fed, predictability of stock returns and expected monetary policy. (2004). Tas, Bedri.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:100.

    Full description at Econpapers || Download paper

  38. Corporate earnings and the equity premium. (2004). Piazzesi, Monika ; Longstaff, Francis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:401-421.

    Full description at Econpapers || Download paper

  39. Stock Returns and Inflation in Greece. (2004). Floros, Christos.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:4:y:2004:i:1_12.

    Full description at Econpapers || Download paper

  40. Subjective probabilities: psychological evidence and economic applications. (2003). Shimoji, Makoto ; Owyang, Michael ; Guidolin, Massimo ; Chiodo, Abbigail.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-009.

    Full description at Econpapers || Download paper

  41. Macro factors and the Term Structure of Interest Rates. (2003). Lyrio, Marco ; Dewachter, Hans ; Dewachter, H. D. R., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:324.

    Full description at Econpapers || Download paper

  42. Indeterminacy of equilibrium price of money, market price of risk and interest rates. (2003). Tanaka, Keiichi .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2003:i:4:p:1-11.

    Full description at Econpapers || Download paper

  43. Macro Factors and the Term Structure of Interest Rates. (2002). Lyrio, Marco ; Dewachter, Hans.
    In: International Economics Working Papers Series.
    RePEc:kul:kulwps:wpie007.

    Full description at Econpapers || Download paper

  44. The stock return-inflation puzzle revisited. (2002). Taylor, Mark ; Gallagher, Liam.
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:2:p:147-156.

    Full description at Econpapers || Download paper

  45. The information content of the yield curve. (2002). Buttler, Hans-Jurg .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-14.

    Full description at Econpapers || Download paper

  46. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy. (2001). Maes, Konstantijn ; Lyrio, Marco ; Dewachter, Hans.
    In: International Economics Working Papers Series.
    RePEc:kul:kulwps:wpie002.

    Full description at Econpapers || Download paper

  47. Monetary Policy and the Stock Market: Theory and Empirical Evidence.. (2001). Sellin, Peter.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:15:y:2001:i:4:p:491-541.

    Full description at Econpapers || Download paper

  48. Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries. (2000). Khil, Jaeuk ; Lee, Bong-Soo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:457-482.

    Full description at Econpapers || Download paper

  49. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium. (1999). Gallmeyer, Michael ; Basak, Suleyman.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:9:y:1999:i:1:p:1-30.

    Full description at Econpapers || Download paper

  50. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (1998). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0072.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-09 22:02:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.