Journal of Economic Dynamics and Control

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.2 0.18 82 435 128 25 0 7 0.09 0.08 1997 0.3 0.21 85 909 152 45 0 18 0.21 0.08 1998 0.31 0.22 89 625 167 52 0 12 0.13 0.1 1999 0.51 0.28 44 364 174 89 0 7 0.16 0.13 2000 0.41 0.37 70 658 133 54 0 23 0.33 0.16 2001 0.27 0.37 85 757 114 31 0 46 0.54 0.16 2002 0.54 0.41 107 725 155 84 0 37 0.35 0.19 2003 0.62 0.42 114 817 192 119 0 54 0.47 0.2 2004 0.87 0.47 85 631 221 192 0 42 0.49 0.21 2005 0.9 0.5 85 426 199 180 0 46 0.54 0.23 2006 0.85 0.51 112 463 170 145 0 55 0.49 0.22 2007 0.76 0.4 152 637 197 149 1.3 73 0.48 0.18 2008 0.88 0.42 155 404 264 231 0 82 0.53 0.21 2009 0.79 0.43 126 166 307 244 1.2 39 0.31 0.19
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:231-254 Statistical analysis of cointegration vectors (1988).
Cited: 1473 times.

(2) RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1235-1274 Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998).
Cited: 228 times.

(3) RePEc:eee:dyncon:v:24:y:2000:i:10:p:1405-1423 Using the generalized Schur form to solve a multivariate linear rational expectations model (2000).
Cited: 206 times.

(4) RePEc:eee:dyncon:v:17:y:1993:i:5-6:p:953-969 The risk-free rate in heterogeneous-agent incomplete-insurance economies (1993).
Cited: 204 times.

(5) RePEc:eee:dyncon:v:28:y:2004:i:4:p:755-775 Solving dynamic general equilibrium models using a second-order approximation to the policy function (2004).
Cited: 182 times.

(6) RePEc:eee:dyncon:v:2:y:1980:i:2:p:7-46 Formulating and estimating dynamic linear rational expectations models (1980).
Cited: 149 times.

(7) RePEc:eee:dyncon:v:17:y:1993:i:1-2:p:207-231 Low frequency filtering and real business cycles (1993).
Cited: 137 times.

(8) RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:253-278 Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995).
Cited: 136 times.

(9) RePEc:eee:dyncon:v:16:y:1992:i:3-4:p:427-449 Labor supply flexibility and portfolio choice in a life cycle model (1992).
Cited: 117 times.

(10) RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:385-423 Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates (1988).
Cited: 117 times.

(11) RePEc:eee:dyncon:v:18:y:1994:i:5:p:931-955 Threshold heteroskedastic models (1994).
Cited: 105 times.

(12) RePEc:eee:dyncon:v:18:y:1994:i:6:p:1173-1187 Public investment in infrastructure in a simple growth model (1994).
Cited: 97 times.

(13) RePEc:eee:dyncon:v:21:y:1997:i:1:p:243-272 Politico-economic equilibrium and economic growth (1997).
Cited: 93 times.

(14) RePEc:eee:dyncon:v:28:y:2004:i:6:p:1205-1226 A method for taking models to the data (2004).
Cited: 87 times.

(15) RePEc:eee:dyncon:v:27:y:2003:i:7:p:1181-1215 Estimation and control of an optimization-based model with sticky prices and wages (2003).
Cited: 86 times.

(16) RePEc:eee:dyncon:v:21:y:1997:i:1:p:183-204 Productive government expenditures and long-run growth (1997).
Cited: 76 times.

(17) RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:297-332 Trends and random walks in macroeconomic time series : Further evidence from a new approach (1988).
Cited: 74 times.

(18) RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1377-1403 Strategic asset allocation (1997).
Cited: 71 times.

(19) RePEc:eee:dyncon:v:16:y:1992:i:1:p:53-78 Impulse response analysis of cointegrated systems (1992).
Cited: 71 times.

(20) RePEc:eee:dyncon:v:21:y:1997:i:1:p:145-181 Financial markets in development, and the development of financial markets (1997).
Cited: 70 times.

(21) RePEc:eee:dyncon:v:25:y:2001:i:6-7:p:911-949 Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? (2001).
Cited: 70 times.

(22) RePEc:eee:dyncon:v:2:y:1980:i:1:p:79-91 Dynamic optimal taxation, rational expectations and optimal control (1980).
Cited: 69 times.

(23) RePEc:eee:dyncon:v:31:y:2007:i:4:p:1326-1358 The persistence of inflation in the United States (2007).
Cited: 68 times.

(24) RePEc:eee:dyncon:v:18:y:1994:i:1:p:3-28 Genetic algorithm learning and the cobweb model (1994).
Cited: 67 times.

(25) RePEc:eee:dyncon:v:28:y:2003:i:2:p:273-285 Computing sunspot equilibria in linear rational expectations models (2003).
Cited: 65 times.

(26) RePEc:eee:dyncon:v:19:y:1995:i:4:p:711-734 An alternative methodology for solving nonlinear forward-looking models (1995).
Cited: 61 times.

(27) RePEc:eee:dyncon:v:27:y:2003:i:9:p:1681-1690 A comparison of two business cycle dating methods (2003).
Cited: 58 times.

(28) RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:425-444 Common trends, the governments budget constraint, and revenue smoothing (1988).
Cited: 56 times.

(29) RePEc:eee:dyncon:v:15:y:1991:i:2:p:275-284 A critique of the application of unit root tests (1991).
Cited: 55 times.

(30) RePEc:eee:dyncon:v:24:y:2000:i:8:p:1179-1232 Algorithms for solving dynamic models with occasionally binding constraints (2000).
Cited: 53 times.

(31) RePEc:eee:dyncon:v:16:y:1992:i:3-4:p:533-559 Banking in computable general equilibrium economies (1992).
Cited: 52 times.

(32) RePEc:eee:dyncon:v:25:y:2001:i:6-7:p:831-866 Computer automation of general-to-specific model selection procedures (2001).
Cited: 51 times.

(33) RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:679-702 Agent-based computational finance: Suggested readings and early research (2000).
Cited: 51 times.

(34) RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:463-474 Bayesian skepticism on unit root econometrics (1988).
Cited: 49 times.

(35) RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1487-1516 Time series properties of an artificial stock market (1999).
Cited: 49 times.

(36) RePEc:eee:dyncon:v:1:y:1979:i:1:p:59-83 Optimal monetary policy with uncertainty (1979).
Cited: 47 times.

(37) RePEc:eee:dyncon:v:2:y:1980:i:1:p:93-107 Dynamic inconsistency, cooperation and the benevolent dissembling government (1980).
Cited: 45 times.

(38) RePEc:eee:dyncon:v:26:y:2002:i:2:p:187-204 A model of longevity, fertility and growth (2002).
Cited: 45 times.

(39) RePEc:eee:dyncon:v:18:y:1994:i:6:p:1121-1142 The cyclical behavior of job and worker flows (1994).
Cited: 45 times.

(40) RePEc:eee:dyncon:v:18:y:1994:i:2:p:411-432 Employment and hours over the business cycle (1994).
Cited: 45 times.

(41) RePEc:eee:dyncon:v:26:y:2002:i:9-10:p:1359-1377 Learning and control in a changing economic environment (2002).
Cited: 44 times.

(42) RePEc:eee:dyncon:v:4:y:1982:i:1:p:37-55 A characterization of erratic dynamics in, the overlapping generations model (1982).
Cited: 44 times.

(43) RePEc:eee:dyncon:v:32:y:2008:i:4:p:1120-1155 Business cycles, unemployment insurance, and the calibration of matching models (2008).
Cited: 44 times.

(44) RePEc:eee:dyncon:v:21:y:1997:i:4-5:p:661-695 A floor and ceiling model of US output (1997).
Cited: 43 times.

(45) RePEc:eee:dyncon:v:26:y:2002:i:5:p:737-753 Solution of perfect foresight saddlepoint problems: a simple method and applications (2002).
Cited: 43 times.

(46) RePEc:eee:dyncon:v:27:y:2003:i:7:p:1253-1288 A two-person dynamic equilibrium under ambiguity (2003).
Cited: 43 times.

(47) RePEc:eee:dyncon:v:21:y:1997:i:1:p:115-143 Equilibrium dynamics in two-sector models of endogenous growth (1997).
Cited: 42 times.

(48) RePEc:eee:dyncon:v:17:y:1993:i:1-2:p:97-122 Some consequences of credit rationing in an endogenous growth model (1993).
Cited: 42 times.

(49) RePEc:eee:dyncon:v:25:y:2001:i:6-7:p:979-999 Accuracy of stochastic perturbation methods: The case of asset pricing models (2001).
Cited: 41 times.

(50) RePEc:eee:dyncon:v:28:y:2004:i:4:p:661-690 Indicator variables for optimal policy under asymmetric information (2004).
Cited: 40 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:arx:papers:0801.0003 Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents (2009). Quantitative Finance Papers

(2) RePEc:arx:papers:0901.2484 Consumption and Portfolio Rules for Time-Inconsistent Investors (2009). Quantitative Finance Papers

(3) RePEc:arx:papers:0905.0220 Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis (2009). Quantitative Finance Papers

(4) RePEc:arx:papers:0912.4623 A Guide to Modeling Credit Term Structures (2009). Quantitative Finance Papers

(5) RePEc:awi:wpaper:0493 Population Aging and the Direction of Technical Change (2009). Working Papers

(6) RePEc:ces:ceswps:_2717 Annuity Market Imperfection, Retirement and Economic Growth (2009). CESifo Working Paper Series

(7) RePEc:ces:ceswps:_2822 Discrimination and Employment Protection (2009). CESifo Working Paper Series

(8) RePEc:ces:ceswps:_2888 Population Aging and the Direction of Technical Change (2009). CESifo Working Paper Series

(9) RePEc:crf:wpaper:09-07 Behavioral Heterogeneity in the Option Market (2009). LSF Research Working Paper Series

(10) RePEc:ctc:serie6:itemq0957 On Labour Shares in Recent Decades: A Survey (2009). DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi

(11) RePEc:dgr:uvatin:20090040 Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations (2009). Tinbergen Institute Discussion Papers

(12) RePEc:dpr:wpaper:0759 Measurement of Social Preference from Utility-Based Choice Experiments (2009). ISER Discussion Paper

(13) RePEc:ecb:ecbwps:20091134 Would the Bundesbank Have Prevented the Great Inflation in the United States? (2009). Working Paper Series

(14) RePEc:eee:ecmode:v:26:y:2009:i:5:p:831-834 A solution to the Lucas-Uzawa model with increasing returns to scale: Note (2009). Economic Modelling

(15) RePEc:eee:regeco:v:39:y:2009:i:6:p:696-713 Agglomeration under forward-looking expectations: Potentials and global stability (2009). Regional Science and Urban Economics

(16) RePEc:eei:rpaper:eeri_rp_2009_05 Conspicuous Consumption and Overlapping Generations? (2009). EERI Research Paper Series

(17) RePEc:fip:fedawp:2009-24 Overborrowing and systemic externalities in the business cycle (2009). Working Paper

(18) RePEc:hoh:hohdip:312 Deflationary vs. Inflationary Expectations - A New-Keynesian Perspective with Heterogeneous Agents and Monetary Believes (2009). Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim

(19) RePEc:kap:decono:v:157:y:2009:i:4:p:359-416 Computable Stochastic Equilibrium Models and Their Use in Pension- and Ageing Research (2009). De Economist

(20) RePEc:kyo:wpaper:683 Consumption Externalities and Wealth Distribution in a Neoclassical Growth Model (2009). KIER Working Papers

(21) RePEc:man:cgbcrp:122 Monetary Policy and Real Wage Cyclicality (2009). Centre for Growth and Business Cycle Research Discussion Paper Series

(22) RePEc:mcl:mclwop:2009-03 ENVY AND INEQUALITY (2009). Departmental Working Papers

(23) RePEc:nbb:reswpp:200907-01 Model misspecification, learning and the exchange rate disconnect puzzle (2009). Working Paper Research

(24) RePEc:nbr:nberwo:15467 Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices (2009). NBER Working Papers

(25) RePEc:nbr:nberwo:15561 Labor Supply Heterogeneity and Macroeconomic Co-movement (2009). NBER Working Papers

(26) RePEc:oxf:wpaper:457 A defence of the FOMC (2009). Economics Series Working Papers

(27) RePEc:par:dipeco:2009-ep01 Long run value stabilization in a real options perspective (2009). Economics Department Working Papers

(28) RePEc:pra:mprapa:15527 Conspicuous Consumption and Overlapping Generations (2009). MPRA Paper

(29) RePEc:pra:mprapa:18001 Growth and Keeping up with the Joneses (2009). MPRA Paper

(30) RePEc:pra:mprapa:20125 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009). MPRA Paper

(31) RePEc:pra:mprapa:21124 VAR forecasting using Bayesian variable selection (2009). MPRA Paper

(32) RePEc:pra:mprapa:25936 Barriers to investment in polarized societies (2009). MPRA Paper

(33) RePEc:rug:rugwps:09/563 Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle (2009). Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium

(34) RePEc:spr:eurphb:v:71:y:2009:i:4:p:467-479 Eroding market stability by proliferation of financial instruments (2009). The European Physical Journal B - Condensed Matter and Complex Systems

(35) RePEc:str:wpaper:0914 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models (2009). Working Papers

(36) RePEc:upf:upfgen:1158 Do institutional changes affect business cycles? Evidence from Europe (2009). Economics Working Papers

(37) RePEc:usg:dp2009:2009-12 Portfolio Selection with Narrow Framing: Probability Weighting Matters (2009). University of St. Gallen Department of Economics working paper series 2009

(38) RePEc:zbw:cauewp:200908 Banks and early deposit withdrawals in a new Keynesian framework (2009). Economics Working Papers

(39) RePEc:zbw:cauewp:200910 Persistence of a network core in the time evolution of interlocking directorates (2009). Economics Working Papers

Recent citations received in: 2008

(1) RePEc:aah:create:2008-60 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution (2008). CREATES Research Papers

(2) RePEc:ags:csdawp:108720 Using Numerical Dynamic Programming to Compare Passive and Active Learning in the Adaptive Management of Nutrients in Shallow Lakes (2008). Working Papers

(3) RePEc:ags:csdawp:108721 On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management (2008). Working Papers

(4) RePEc:arx:papers:0708.3198 Universal price impact functions of individual trades in an order-driven market (2008). Quantitative Finance Papers

(5) RePEc:arx:papers:0801.3712 Empirical shape function of limit-order books in the Chinese stock market (2008). Quantitative Finance Papers

(6) RePEc:arx:papers:0805.3593 On the probability distribution of stock returns in the Mike-Farmer model (2008). Quantitative Finance Papers

(7) RePEc:bfr:banfra:199 Welfare Implications of Heterogeneous Labor Markets in a Currency Area (2008). Working papers

(8) RePEc:bis:biswps:258 DSGE models and central banks (2008). BIS Working Papers

(9) RePEc:bos:wpaper:wp2008-009 Aggregate and Idiosyncratic Risk in a Frictional Labor Market (2008). Boston University - Department of Economics - Working Papers Series

(10) RePEc:cam:camdae:0809 A VECX* Model of the Swiss Economy (2008). Cambridge Working Papers in Economics

(11) RePEc:cam:camdae:0827 Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations (2008). Cambridge Working Papers in Economics

(12) RePEc:cep:cepdps:dp0874 Product Market Deregulation and the U.S. Employment Miracle (2008). CEP Discussion Papers

(13) RePEc:chb:bcchwp:501 Expectations, Learning, And Monetary Policy: An Overview Of Recent Research (2008). Working Papers Central Bank of Chile

(14) RePEc:cnb:wpaper:2008/8 Monetary Policy Rules with Financial Instability (2008). Working Papers

(15) RePEc:cpr:ceprdp:6640 Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch (2008). CEPR Discussion Papers

(16) RePEc:cpr:ceprdp:6826 Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions (2008). CEPR Discussion Papers

(17) RePEc:cpr:ceprdp:6893 Time-Varying Incentives in the Mutual Fund Industry (2008). CEPR Discussion Papers

(18) RePEc:cpr:ceprdp:7062 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model (2008). CEPR Discussion Papers

(19) RePEc:dlw:wpaper:08-25. Uniform Measures On Inverse Limit Spaces (2008). Working Papers

(20) RePEc:eab:financ:22484 Time-Varying Incentives in the Mutual Fund Industry (2008). Finance Working Papers

(21) RePEc:ecb:ecbwps:20080892 Identification of New Keynesian Phillips Curves from a global perspective. (2008). Working Paper Series

(22) RePEc:ecb:ecbwps:20080923 Resuscitating the wage channel in models with unemployment fluctuations (2008). Working Paper Series

(23) RePEc:eth:wpswif:08-88 Countercyclical Taxation and Price Dispersion (2008). CER-ETH Economics working paper series

(24) RePEc:eui:euiwps:eco2008/27 Reassessing Labor Market Reforms: Temporary Contracts as a Screening Device (2008).

(25) RePEc:eui:euiwps:eco2008/39 Labor-Market Volatility in the Search-and-Matching Model: The Role of Investment-Specific Technology Shocks (2008).

(26) RePEc:fce:doctra:0815 Automatic Stabilisation, Discretionary Policy and the Stability Pact (2008). Documents de Travail de l'OFCE

(27) RePEc:fce:doctra:0827 The Intergenerational Content of Social Spending: Health Care and Sustainable Growth in China (2008). Documents de Travail de l'OFCE

(28) RePEc:fip:fedcwp:0813 Diagnosing labor market search models: a multiple-shock approach (2008). Working Paper

(29) RePEc:fip:fedgif:929 Competitive search equilibrium in a DSGE model (2008). International Finance Discussion Papers

(30) RePEc:fip:fedkrw:rwp08-03 Labor market search and interest rate policy (2008). Research Working Paper

(31) RePEc:fip:fednsr:343 Stabilizing expectations under monetary and fiscal policy coordination (2008). Staff Reports

(32) RePEc:fip:fedpwp:08-15 The elasticity of the unemployment rate with respect to benefits (2008). Working Papers

(33) RePEc:fip:fedpwp:08-17 DSGE model-based forecasting of non-modelled variables (2008). Working Papers

(34) RePEc:hal:journl:halshs-00365980 Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience (2008). Post-Print

(35) RePEc:hhs:lunewp:2008_017 Long Run Inflation Indicators – Why the ECB got it Right (2008). Working Papers

(36) RePEc:hhs:rbnkwp:0227 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model (2008). Working Paper Series

(37) RePEc:iae:iaewps:wp2008n18 Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies (2008). Melbourne Institute Working Paper Series

(38) RePEc:iei:wpaper:0804 Tax Reforms and Labour-market Performance: An Evaluation for Spain using REMS (2008). Working Papers

(39) RePEc:igi:igierp:341 An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining (2008). Working Papers

(40) RePEc:imf:imfwpa:08/204 Foreign Aid and Real Exchange Rate Adjustments in a Financially Constrained Dependent Economy (2008). IMF Working Papers

(41) RePEc:imf:imfwpa:08/278 A Small Quarterly Projection Model of the US Economy (2008). IMF Working Papers

(42) RePEc:imf:imfwpa:08/279 A Small Quarterly Multi-Country Projection Model (2008). IMF Working Papers

(43) RePEc:imf:imfwpa:08/280 A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices (2008). IMF Working Papers

(44) RePEc:ipf:finteo:v:32:y:2008:i:3:p:339-368 Redistribution, Pension Systems and Capital Accumulation (2008). Financial Theory and Practice

(45) RePEc:irv:wpaper:070819 Learning about the Interdependence between the Macroeconomy and the Stock Market (2008). Working Papers

(46) RePEc:iza:izadps:dp3513 Monetary Persistence and the Labor Market: A New Perspective (2008). IZA Discussion Papers

(47) RePEc:iza:izadps:dp3840 Unemployment Dynamics and the Cost of Business Cycles (2008). IZA Discussion Papers

(48) RePEc:iza:izadps:dp3841 Does the Growth Process Discriminate against Older Workers? (2008). IZA Discussion Papers

(49) RePEc:kyo:wpaper:658 A Tradable Permit System in an Intertemporal Economy: A General Equilibrium Approach (2008). KIER Working Papers

(50) RePEc:lue:wpaper:103 On Entrepreneurial Risk–Taking and the Macroeconomic Effects of Financial Constraints (2008). Working Paper Series in Economics

(51) RePEc:mrr:papers:wp177 Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts (2008). Working Papers

(52) RePEc:mrr:papers:wp178 Deferred Annuities and Strategic Asset Allocation (2008). Working Papers

(53) RePEc:nbr:nberwo:13970 Does Stabilizing Inflation Contribute To Stabilizing Economic Activity? (2008). NBER Working Papers

(54) RePEc:nbr:nberwo:14055 Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts (2008). NBER Working Papers

(55) RePEc:nbr:nberwo:14078 Managing Public Investment Funds: Best Practices and New Challenges (2008). NBER Working Papers

(56) RePEc:nbr:nberwo:14332 Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints (2008). NBER Working Papers

(57) RePEc:nbr:nberwo:14391 Stabilizing Expectations under Monetary and Fiscal Policy Coordination (2008). NBER Working Papers

(58) RePEc:nbr:nberwo:14519 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model (2008). NBER Working Papers

(59) RePEc:nzb:nzbdps:2008/10 Incorporating judgement with DSGE models (2008). Reserve Bank of New Zealand Discussion Paper Series

(60) RePEc:onb:oenbwp:147 Inequality and growth: Goal conflict or necessary prerequisite? (2008). Working Papers

(61) RePEc:osk:wpaper:0822 Progressive Taxation, Wealth Distribution, and Macroeconomic Stability (2008). Discussion Papers in Economics and Business

(62) RePEc:osk:wpaper:0830 Consumption Externalities and Equilibrium Dynamics with Heterogenous Agents (2008). Discussion Papers in Economics and Business

(63) RePEc:pen:papers:08-013 Entry, Exit and Investment-Specific Technical Change (2008). PIER Working Paper Archive

(64) RePEc:pen:papers:09-020 Entry, Exit and Investment-Specific Technical Change, Second Version (2008). PIER Working Paper Archive

(65) RePEc:pit:wpaper:324 Investment and Monetary Policy: Learning and Determinacy of Equilibrium (2008). Working Papers

(66) RePEc:pit:wpaper:368 Optimal Irrational Behavior (2008). Working Papers

(67) RePEc:pra:mprapa:10322 Indeterminate Equilibria in New Keynesian DSGE Model: An Application to the US Great Moderation (2008). MPRA Paper

(68) RePEc:pra:mprapa:11996 Monetary policy rules and indterminacy (2008). MPRA Paper

(69) RePEc:pra:mprapa:12305 General Pattern Formation in Recursive Dynamical Systems Models in Economics (2008). MPRA Paper

(70) RePEc:pra:mprapa:9105 Pattern Formation, Spatial Externalities and Regulation in Coupled Economic-Ecological Systems (2008). MPRA Paper

(71) RePEc:pra:mprapa:9724 Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model (2008). MPRA Paper

(72) RePEc:red:issued:06-69 Entry, Exit and Business Cycles in a General Equilibrium Model (2008). Review of Economic Dynamics

(73) RePEc:rim:rimwps:27-08 Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature (2008). Working Paper Series

(74) RePEc:roc:rocher:543 Heterogeneity and Cyclical Unemployment (2008). RCER Working Papers

(75) RePEc:san:cdmacp:0809 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations (2008). CDMA Conference Paper Series

(76) RePEc:san:cdmawp:0810 Financial shocks and the US business cycle (2008). CDMA Working Paper Series

(77) RePEc:shr:wpaper:08-10 The Welfare Gains of Trade Integration in the European Monetary Union (2008). Cahiers de recherche

(78) RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140 An oracle based method to compute a coupled equilibrium in a model of international climate policy (2008). Computational Management Science

(79) RePEc:spr:joecth:v:37:y:2008:i:3:p:439-467 Consumption externalities: a representative consumer model when agents are heterogeneous (2008). Economic Theory

(80) RePEc:ven:wpaper:2008_23 Nonlinear Difference Equations, Bifurcations and Chaos: An Introduction (2008). Working Papers

(81) RePEc:zbw:ifwedp:7406 DSGE Models and Central Banks (2008). Economics Discussion Papers

(82) RePEc:zbw:wuewep:78 Countercyclical taxation and price dispersion (2008). W.E.P. - Würzburg Economic Papers

Recent citations received in: 2007

(1) RePEc:aah:create:2007-20 Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (2007). CREATES Research Papers

(2) RePEc:aah:create:2007-44 Long memory modelling of inflation with stochastic variance and structural breaks (2007). CREATES Research Papers

(3) RePEc:ams:ndfwpp:07-14 Asset Prices, Traders Behavior, and Market Design (2007). CeNDEF Working Papers

(4) RePEc:arx:papers:0712.2687 The value of information in financial markets: An agent-based simulation (2007). Quantitative Finance Papers

(5) RePEc:boc:bocoec:662 On the Welfare Cost of Inflation and the Recent Behavior of Money Demand (2007). Boston College Working Papers in Economics

(6) RePEc:cam:camdae:0744 Identification and Estimation in an Incoherent Model of Contagion (2007). Cambridge Working Papers in Economics

(7) RePEc:cep:cepdps:dp0823 The Shimer Puzzle and the Correct Identification of Productivity Shocks (2007). CEP Discussion Papers

(8) RePEc:ces:ceswps:_1917 The Money-Age Distribution: Empirical Facts and Limited Monetary Models (2007). CESifo Working Paper Series

(9) RePEc:ces:ceswps:_1919 To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3 (2007). CESifo Working Paper Series

(10) RePEc:ces:ceswps:_2037 Public Education Expenditure, Growth and Welfare (2007). CESifo Working Paper Series

(11) RePEc:chb:bcchwp:451 Asymmetric Monetary Policy Rules and the Achievement of the Inflation Target: The Case of Chile (2007). Working Papers Central Bank of Chile

(12) RePEc:cla:levrem:843644000000000057 How Structural Are Structural Parameters? (2007). Levine's Bibliography

(13) RePEc:cpr:ceprdp:6101 Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2007). CEPR Discussion Papers

(14) RePEc:cpr:ceprdp:6223 Asset Pricing with Adaptive Learning (2007). CEPR Discussion Papers

(15) RePEc:cpr:ceprdp:6373 Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model (2007). CEPR Discussion Papers

(16) RePEc:dgr:umamet:2007052 Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas (2007). Research Memoranda

(17) RePEc:dnb:dnbwpp:139 Financial contagion and tests using instrumental variables (2007). DNB Working Papers

(18) RePEc:ecb:ecbwps:20070713 Balance of payment crises in emerging markets - how early were the “early” warning signals? (2007). Working Paper Series

(19) RePEc:ecb:ecbwps:20070746 U.S. evolving macroeconomic dynamics - a structural investigation (2007). Working Paper Series

(20) RePEc:ecb:ecbwps:20070754 Euro area inflation persistence in an estimated nonlinear DSGE model. (2007). Working Paper Series

(21) RePEc:ecb:ecbwps:20070785 Aggregating Phillips curves (2007). Working Paper Series

(22) RePEc:fip:fedfwp:2007-10 Rational and near-rational bubbles without drift (2007). Working Paper Series

(23) RePEc:fip:fedfwp:2007-19 Learning and optimal monetary policy (2007). Working Paper Series

(24) RePEc:fip:fedpwp:07-24 Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics (2007). Working Papers

(25) RePEc:gat:wpaper:0720 Permanent vs Temporary Fiscal Expansion in a Two-Sector Small Open Economy Model (2007). Working Papers

(26) RePEc:gla:glaewp:2007_29 Rent-seeking competition from state coffers in a calibrated DSGE model of the euro area (2007). Working Papers

(27) RePEc:gla:glaewp:2007_40 How should the government allocate its tax revenues between productivity-enhancing and utility-enhancing public goods? (2007). Working Papers

(28) RePEc:hal:journl:halshs-00174574 Permanent vs Temporary Fiscal Expansion in a Two-Sector Small Open Economy Model (2007). Post-Print

(29) RePEc:hal:wpaper:halshs-00353889 FINANCIAL DEVELOPMENT AND INSTABILITY:THE ROLE OF THE LABOUR SHARE (2007). Working Papers

(30) RePEc:han:dpaper:dp-381 Testing for a break in persistence under long-range dependencies (2007). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover

(31) RePEc:hhs:bofrdp:2007_021 Optimal monetary policy under heterogeneity in currency trade (2007). Research Discussion Papers

(32) RePEc:hhs:bofrdp:2007_022 Instrument rules in monetary policy under heterogeneity in currency trade (2007). Research Discussion Papers

(33) RePEc:hhs:bofrdp:2007_024 Optimal monetary policy in a hybrid New Keynesian model with a cost channel (2007). Research Discussion Papers

(34) RePEc:hhs:bofrdp:2007_025 A case for interest rate smoothing (2007). Research Discussion Papers

(35) RePEc:hhs:bofrdp:2007_032 Expectations, learning and monetary policy: an overview of recent research (2007). Research Discussion Papers

(36) RePEc:hkm:wpaper:122007 International Capital Flows (2007). Working Papers

(37) RePEc:hkm:wpaper:162007 Solving for Country Portfolios in Open Economy Macro Models (2007). Working Papers

(38) RePEc:imf:imfwpa:07/284 Solving for Country Portfolios in Open Economy Macro Models (2007). IMF Working Papers

(39) RePEc:imf:imfwpa:07/83 Land Distribution and Financial System Development (2007). IMF Working Papers

(40) RePEc:ind:icrier:191 Does Capital Account Openness Lower Inflation? (2007). Indian Council for Research on International Economic Relations, New Delhi Working Papers

(41) RePEc:iza:izadps:dp2593 Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995 (2007). IZA Discussion Papers

(42) RePEc:iza:izadps:dp2600 Inflation Persistence and the Phillips Curve Revisited (2007). IZA Discussion Papers

(43) RePEc:iza:izadps:dp2900 The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties (2007). IZA Discussion Papers

(44) RePEc:kap:empiri:v:34:y:2007:i:5:p:453-475 Inflation persistence during periods of structural change: an assessment using Greek data (2007). Empirica

(45) RePEc:kee:kerpuk:2007/06 ``Taylored Rules. Does One Fit All? (2007). Keele Economics Research Papers

(46) RePEc:kie:kieliw:1349 Inflation Persistence and the Philips Curve Revisited (2007). Kiel Working Papers

(47) RePEc:kie:kieliw:1350 The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties (2007). Kiel Working Papers

(48) RePEc:kie:kieliw:1362 Vacancies, Unemployment, and the Phillips Curve (2007). Kiel Working Papers

(49) RePEc:lau:crdeep:07.12 The Business Cycle Implications of Reciprocity in Labor Relations (2007). Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)

(50) RePEc:lvl:lacicr:0743 The Business Cycle Implications of Reciprocity in Labor Relations (2007). Cahiers de recherche

(51) RePEc:mcm:deptwp:2007-04 Delivering Endogenous Inertia in Prices and Output (2007). Department of Economics Working Papers

(52) RePEc:mmf:mmfc06:123 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment (2007). Money Macro and Finance (MMF) Research Group Conference 2006

(53) RePEc:mtl:montde:2007-10 How Much Inflation is Necessary to Grease the Wheels? (2007). Cahiers de recherche

(54) RePEc:nbr:nberwo:12824 Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data (2007). NBER Working Papers

(55) RePEc:nbr:nberwo:13404 Factor Analysis in a Model with Rational Expectations (2007). NBER Working Papers

(56) RePEc:nbr:nberwo:13532 Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model (2007). NBER Working Papers

(57) RePEc:nbr:nberwo:13639 Inefficient Credit Booms (2007). NBER Working Papers

(58) RePEc:nbr:nberwo:13677 Nominal Debt as a Burden on Monetary Policy (2007). NBER Working Papers

(59) RePEc:oxf:wpaper:310 Fiscal Sustainability in a New Keynesian Model (2007). Economics Series Working Papers

(60) RePEc:pra:mprapa:3347 Long Term Risk Assessment in a Defined Contribution Pension System (2007). MPRA Paper

(61) RePEc:pra:mprapa:5277 Non-Keynesian effects of Government Spending: Some implications for the Stability and Growth Pact (2007). MPRA Paper

(62) RePEc:pra:mprapa:6304 Financial Development and Instability: the Role of the Labour Share (2007). MPRA Paper

(63) RePEc:pur:prukra:1204 Individual Rationality and Market Efficiency (2007). Purdue University Economics Working Papers

(64) RePEc:pur:prukra:1205 Price Dynamics in an Exchange Economy (2007). Purdue University Economics Working Papers

(65) RePEc:rbp:wpaper:2007-014 Learning about Monetary Policy Rules when the Cost Channel Matters (2007). Working Papers

(66) RePEc:rpo:ripoec:v:97:y:2007:i:2:p:15-44 An Equilibrium Model of Lumpy Housing Investment (2007). Rivista di Politica Economica

(67) RePEc:rtv:ceisrp:93 Inflation persistence: Implications for a design of monetary policy in a small open economy subject to external shocks (2007). CEIS Research Paper

(68) RePEc:san:cdmacp:0705 Winners and Losers in Housing Markets (2007). CDMA Conference Paper Series

(69) RePEc:spr:jeicoo:v:2:y:2007:i:1:p:85-91 A note on interactions-driven business cycles (2007). Journal of Economic Interaction and Coordination

(70) RePEc:uts:rpaper:208 The Stochastic Dynamics of Speculative Prices (2007). Research Paper Series

(71) RePEc:van:wpaper:0712 Overconfidence and Consumption over the Life Cycle (2007). Working Papers

(72) RePEc:wef:wpaper:0028 Are the facts of UK inflation persistence to be explained by nominal rigidity or changes in monetary regime? (2007). WEF Working Papers

(73) RePEc:xrs:sfbmaa:07-01 Asset Bubbles without Dividends - An Experiment (2007). Sonderforschungsbereich 504 Publications

Recent citations received in: 2006

(1) RePEc:ams:ndfwpp:06-02 Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders (2006). CeNDEF Working Papers

(2) RePEc:ams:ndfwpp:06-12 More hedging instruments may destabilize markets (2006). CeNDEF Working Papers

(3) RePEc:ams:ndfwpp:06-14 Rank-based entropy tests for serial independence (2006). CeNDEF Working Papers

(4) RePEc:bde:wpaper:0607 Speculative hyperinflations: when can we rule them out? (2006). Banco de España Working Papers

(5) RePEc:bfr:banfra:161 Bubble-free interest-rate rules. (2006). Working papers

(6) RePEc:boe:boeewp:298 Optimal monetary policy in Markov-switching models with rational expectations agents (2006). Bank of England working papers

(7) RePEc:boe:boeewp:299 Optimal discretionary policy in rational expectations models with regime switching (2006). Bank of England working papers

(8) RePEc:cam:camdae:0605 Learning from the Expectations of Others (2006). Cambridge Working Papers in Economics

(9) RePEc:cla:levrem:122247000000001200 A Generalization of the Endogenous Grid Method (2006). Levine's Bibliography

(10) RePEc:clu:wpaper:0607-02 Linear-quadratic approximation of optimal policy problems (2006). Discussion Papers

(11) RePEc:cpr:ceprdp:5513 Estimating Macroeconomic Models: A Likelihood Approach (2006). CEPR Discussion Papers

(12) RePEc:cpr:ceprdp:5964 Linear-Quadratic Approximation of Optimal Policy Problems (2006). CEPR Discussion Papers

(13) RePEc:crt:wpaper:0709 Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings (2006). Working Papers

(14) RePEc:cuf:journl:y:2006:v:7:i:1:p:91-127 Local Bifurcations and Global Dynamics in a Solow-type Endogenous Business Cycles Model (2006). Annals of Economics and Finance

(15) RePEc:dgr:kubcen:200678 Optimal Portfolio Choice with Annuitization (2006). Discussion Paper

(16) RePEc:dgr:kubcen:200699 The Econometric Analysis of Microscopic Simulation Models (2006). Discussion Paper

(17) RePEc:fip:fedawp:2006-20 The conquest of South American inflation (2006). Working Paper

(18) RePEc:fiu:wpaper:0603 Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy (2006). Working Papers

(19) RePEc:iae:iaewps:wp2006n22 Inflation Targeting, Learning and Q Volatility in Small Open Economies (2006). Melbourne Institute Working Paper Series

(20) RePEc:ide:wpaper:5349 Can Nuclear Power solve the Global Warming Problem? (2006). IDEI Working Papers

(21) RePEc:ide:wpaper:5704 A Dynamic Model of Food and Clean Energy (2006). IDEI Working Papers

(22) RePEc:igi:igierp:316 Monetary Policy in a Small Open Economy with a Preference for Robustness (2006). Working Papers

(23) RePEc:isu:genres:12653 Rejuveniles and Growth (2006). Staff General Research Papers

(24) RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73 C-CAPM Refinements and the Cross-Section of Returns (2006). Financial Markets and Portfolio Management

(25) RePEc:kap:theord:v:61:y:2006:i:4:p:345-362 Is There a “Pessimisticâ€x9D Bias in Individual Beliefs? Evidence from a Simple Survey (2006). Theory and Decision

(26) RePEc:ler:wpaper:06.10.203 A dynamic model of food and clean energy (2006). Working Papers

(27) RePEc:ler:wpaper:06.19.212 Ordering the Extraction of Polluting Nonrenewable Resources (2006). Working Papers

(28) RePEc:man:cgbcrp:82 Red Tape, Corruption and Finance (2006). Centre for Growth and Business Cycle Research Discussion Paper Series

(29) RePEc:man:sespap:0639 Red Tape, Corruption and Finance (2006). The School of Economics Discussion Paper Series

(30) RePEc:mcl:mclwop:2006-02 GROWTH OUTSIDE THE STABLE PATH: LESSONS FROM THE EUROPEAN RECONSTRUCTION (2006). Departmental Working Papers

(31) RePEc:mrr:papers:wp146 Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? (2006). Working Papers

(32) RePEc:mse:wpsorb:v06082 Can heterogeneous preferences stabilize endogenous fluctuations ?. (2006). Cahiers de la Maison des Sciences Economiques

(33) RePEc:nbr:nberte:0321 Estimating Macroeconomic Models: A Likelihood Approach (2006). NBER Technical Working Papers

(34) RePEc:nbr:nberwo:12606 The Conquest of South American Inflation (2006). NBER Working Papers

(35) RePEc:nbr:nberwo:12672 Linear-Quadratic Approximation of Optimal Policy Problems (2006). NBER Working Papers

(36) RePEc:ore:uoecwp:2005-9 Optimal Constrained Interest-rate Rules (2006). University of Oregon Economics Department Working Papers

(37) RePEc:pra:mprapa:1261 Memory and Asset Pricing Models with Heterogeneous Beliefs (2006). MPRA Paper

(38) RePEc:pra:mprapa:1642 Present value relations, Granger non-causality and VAR stability (2006). MPRA Paper

(39) RePEc:prt:dpaper:15_2006 Governance Regimes, Corruption and Growth: Theory and Evidence (2006). Discussion Papers

(40) RePEc:red:ecodyn:v:8:y:2006:i:1:agenda The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models (2006). EconomicDynamics Newsletter

(41) RePEc:sce:scecfa:108 Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis (2006). Computing in Economics and Finance 2006

(42) RePEc:sce:scecfa:207 Inspecting the noisy mechanism: the stochastic growth model with partial information (2006). Computing in Economics and Finance 2006

(43) RePEc:sce:scecfa:258 Learning Parameters in Non Linear Ecological Models (2006). Computing in Economics and Finance 2006

(44) RePEc:sce:scecfa:376 Speculative Hyperinflations: When Can We Rule Them Out? (2006). Computing in Economics and Finance 2006

(45) RePEc:sce:scecfa:441 Linear-Quadratic Approximation, Efficiency and Target-Implementability (2006). Computing in Economics and Finance 2006

(46) RePEc:una:unccee:wp0608 Expectational Stability in Multivariate Models (2006). Faculty Working Papers

(47) RePEc:una:unccee:wpwp0608 Expectational Stability in Multivariate Models (2006). Faculty Working Papers

(48) RePEc:upf:upfgen:1011 Entrepreneurial risk, investment and innovation (2006). Economics Working Papers

(49) RePEc:usg:dp2006:2006-07 C-CAPM Refinements and the Cross-Section of Returns (2006). University of St. Gallen Department of Economics working paper series 2006

(50) RePEc:usg:dp2006:2006-22 C-CAPM without Ex Post Data (2006). University of St. Gallen Department of Economics working paper series 2006

(51) RePEc:uts:rpaper:186 Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis (2006). Research Paper Series

(52) RePEc:ven:wpaper:2006_59 Does Social Capital reduce moral hazard? A network model for non-life insurance demand (2006). Working Papers

(53) RePEc:wrk:warwec:811 Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters (2006). The Warwick Economics Research Paper Series (TWERPS)

(54) RePEc:zbw:arqudp:21 The impact of tax uncertainty on irreversible investment (2006). arqus Discussion Papers in Quantitative Tax Research

(55) RePEc:zbw:bubdp1:4793 Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model (2006). Discussion Paper Series 1: Economic Studies

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