Citation Profile: Macroeconomic Dynamics / Cambridge University Press

Most cited documents in this series:

Year Title Cited
2002 DOES MODEL UNCERTAINTY JUSTIFY CAUTION? ROBUST OPTIMAL MONETARY POLICY IN A FORWARD-LOOKING MODEL
RePEc:cup:macdyn:v:6:y:2002:i:01:p:111-144_02 [Citation Analysis] 97
1997 MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
RePEc:cup:macdyn:v:1:y:1997:i:01:p:76-101_00 [Citation Analysis] 62
1997 INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
RePEc:cup:macdyn:v:1:y:1997:i:02:p:387-422_00 [Citation Analysis] 52
1999 A MIXED BLESSING
RePEc:cup:macdyn:v:3:y:1999:i:02:p:204-225_01 [Citation Analysis] 52
2003 APPLIED MACROECONOMETRICS Carlo A. Favero Oxford University Press, 2001
RePEc:cup:macdyn:v:7:y:2003:i:02:p:313-315_02 [Citation Analysis] 47
2001 THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE
RePEc:cup:macdyn:v:5:y:2001:i:04:p:533-576_02 [Citation Analysis] 43
1998 CONSISTENT EXPECTATIONS EQUILIBRIA
RePEc:cup:macdyn:v:2:y:1998:i:03:p:287-321_00 [Citation Analysis] 33

RePEc:cup:macdyn:v:6:y:2002:i:1:p:111-44 [Citation Analysis] 33
1997 TWO COMPUTATIONS TO FUND SOCIAL SECURITY
RePEc:cup:macdyn:v:1:y:1997:i:01:p:7-44_00 [Citation Analysis] 32
2001 DOES INTRAFIRM BARGAINING MATTER IN THE LARGE FIRMS MATCHING MODEL?
RePEc:cup:macdyn:v:5:y:2001:i:05:p:742-747_03 [Citation Analysis] 31
2009 OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE âGREAT MODERATIONâ
RePEc:cup:macdyn:v:13:y:2009:i:01:p:107-137_07 [Citation Analysis] 31
2000 HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
RePEc:cup:macdyn:v:4:y:2000:i:02:p:170-196_01 [Citation Analysis] 31

RePEc:cup:macdyn:v:3:y:1999:i:2:p:204-25 [Citation Analysis] 30
2002 ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY
RePEc:cup:macdyn:v:6:y:2002:i:01:p:85-110_02 [Citation Analysis] 30
1997 FISCAL POLICY IN A GROWING ECONOMY WITH PUBLIC CAPITAL
RePEc:cup:macdyn:v:1:y:1997:i:03:p:615-639_00 [Citation Analysis] 29
1997 HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY
RePEc:cup:macdyn:v:1:y:1997:i:02:p:312-332_00 [Citation Analysis] 29

RePEc:cup:macdyn:v:1:y:1997:i:2:p:387-422 [Citation Analysis] 28
2001 COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
RePEc:cup:macdyn:v:5:y:2001:i:01:p:81-100_01 [Citation Analysis] 26
2002 ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
RePEc:cup:macdyn:v:6:y:2002:i:01:p:40-84_02 [Citation Analysis] 26
1997 SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
RePEc:cup:macdyn:v:1:y:1997:i:01:p:45-75_00 [Citation Analysis] 25
1998 SUPERNEUTRALITY OF MONEY IN STAGGERED WAGE-SETTING MODELS
RePEc:cup:macdyn:v:2:y:1998:i:03:p:383-400_00 [Citation Analysis] 24
1998 VIRTUES OF BAD TIMES Interaction Between Productivity Growth and Economic Fluctuations
RePEc:cup:macdyn:v:2:y:1998:i:03:p:322-344_00 [Citation Analysis] 24
2006 DOES MONETARY POLICY GENERATE RECESSIONS?
RePEc:cup:macdyn:v:10:y:2006:i:02:p:231-272_05 [Citation Analysis] 22
1997 SELF-FULFILLING PROPHECIES AND THE BUSINESS CYCLE
RePEc:cup:macdyn:v:1:y:1997:i:04:p:740-769_00 [Citation Analysis] 22
1998 DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS
RePEc:cup:macdyn:v:2:y:1998:i:01:p:49-71_00 [Citation Analysis] 22
2001 CONVERGENCE IN MONETARY INFLATION MODELS WITH HETEROGENEOUS LEARNING RULES
RePEc:cup:macdyn:v:5:y:2001:i:01:p:1-31_01 [Citation Analysis] 21
2006 ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
RePEc:cup:macdyn:v:10:y:2006:i:01:p:20-38_05 [Citation Analysis] 21

RePEc:cup:macdyn:v:1:y:1997:i:1:p:7-44 [Citation Analysis] 21
2001 LEARNING AND EXCESS VOLATILITY
RePEc:cup:macdyn:v:5:y:2001:i:02:p:272-302_01 [Citation Analysis] 21
2004 SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES
RePEc:cup:macdyn:v:8:y:2004:i:01:p:27-50_02 [Citation Analysis] 21

RePEc:cup:macdyn:v:1:y:1997:i:1:p:76-101 [Citation Analysis] 20
2002 STABILIZATION POLICY AS BIFURCATION SELECTION: WOULD STABILIZATION POLICY WORK IF THE ECONOMY REALLY WERE UNSTABLE?
RePEc:cup:macdyn:v:6:y:2002:i:05:p:713-747_02 [Citation Analysis] 20
1998 UNCERTAIN DURATION OF REFORM
RePEc:cup:macdyn:v:2:y:1998:i:04:p:443-455_00 [Citation Analysis] 20
2001 FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH
RePEc:cup:macdyn:v:5:y:2001:i:03:p:413-433_02 [Citation Analysis] 19
2002 FISCAL POLICY, INCREASING RETURNS, AND ENDOGENOUS FLUCTUATIONS
RePEc:cup:macdyn:v:6:y:2002:i:05:p:633-664_01 [Citation Analysis] 19

RePEc:cup:macdyn:v:6:y:2002:i:5:p:633-64 [Citation Analysis] 19

RePEc:cup:macdyn:v:2:y:1998:i:3:p:287-321 [Citation Analysis] 18
1997 REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
RePEc:cup:macdyn:v:1:y:1997:i:03:p:640-657_00 [Citation Analysis] 18

RePEc:cup:macdyn:v:5:y:2002:i:05:p:742-747_03 [Citation Analysis] 18
2003 THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR
RePEc:cup:macdyn:v:7:y:2003:i:02:p:239-262_02 [Citation Analysis] 17
1997 CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
RePEc:cup:macdyn:v:1:y:1997:i:02:p:485-512_00 [Citation Analysis] 17

RePEc:cup:macdyn:v:6:y:2002:i:1:p:85-110 [Citation Analysis] 17
1999 Modeling Multiple Regimes in the Business Cycle
RePEc:cup:macdyn:v:3:y:1999:i:03:p:311-340_01 [Citation Analysis] 16
2009 LABOR TURNOVER COSTS AND THE CYCLICAL BEHAVIOR OF VACANCIES AND UNEMPLOYMENT
RePEc:cup:macdyn:v:13:y:2009:i:s1:p:76-96_08 [Citation Analysis] 16
2002 MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
RePEc:cup:macdyn:v:6:y:2002:i:02:p:202-241_03 [Citation Analysis] 16
2007 A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
RePEc:cup:macdyn:v:11:y:2007:i:s1:p:80-101_06 [Citation Analysis] 15
1999 LIQUIDITY CONSTRAINTS AND INCENTIVE CONTRACTS
RePEc:cup:macdyn:v:3:y:1999:i:01:p:1-47_01 [Citation Analysis] 15
1997 SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
RePEc:cup:macdyn:v:1:y:1997:i:02:p:355-386_00 [Citation Analysis] 15
2002 RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
RePEc:cup:macdyn:v:6:y:2002:i:02:p:284-306_03 [Citation Analysis] 15

RePEc:cup:macdyn:v:1:y:1997:i:2:p:312-32 [Citation Analysis] 15

Citing documents used to compute impact factor 50:

Year Title See
2010 Resurrecting equilibria through cycles in an overlapping generations model of money
RePEc:eee:jmacro:v:32:y:2010:i:2:p:515-526 [Citation Analysis]
2010 Monetary Persistence and the Labor Market: A New Perspective
RePEc:cpr:ceprdp:7650 [Citation Analysis]
2010 Monetary Persistence and the Labor Market: A New Perspective
RePEc:ces:ceswps:_2935 [Citation Analysis]
2010 Comparing the Consistency of Price Parities for Regions of the U.S. in an Economic Approach Framework
RePEc:bea:papers:0098 [Citation Analysis]
2010 Outside versus Inside Bonds: A Modigliani-Miller Type Result for Liquidity Constrained Economies
RePEc:ces:ceswps:_3272 [Citation Analysis]
2010 Reciprocity and Matching Frictions
RePEc:kie:kieliw:1616 [Citation Analysis]
2010 Inflation Persistence and Labour Market Frictions: An Estimated Efficiency Wage Model of the Australian Economy
RePEc:adl:wpaper:2010-15 [Citation Analysis]
2010 The Business Cycle Implications of Reciprocity in Labor Relations
RePEc:snb:snbwpa:2010-10 [Citation Analysis]
2010 Fiscal stimulus in a model with endogenous firm entry
RePEc:zbw:cauewp:201005 [Citation Analysis]
2010 Fiscal stimulus in a model with endogenous firm entry
RePEc:pra:mprapa:26829 [Citation Analysis]
2010 Do international labor standards contribute to the persistence of the child labor problem?
RePEc:zur:iewwpx:467 [Citation Analysis]
2010 Do international labor standards contribute to the persistence of the child-labor problem?
RePEc:kap:jecgro:v:15:y:2010:i:1:p:1-31 [Citation Analysis]
2010 Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia
RePEc:pra:mprapa:31731 [Citation Analysis]
2010 How better monetary statistics could have signaled the financial crisis
RePEc:pra:mprapa:24721 [Citation Analysis]
2010 Time Preference and the Distributions of Wealth and Income
RePEc:ucr:wpaper:201004 [Citation Analysis]
2010 Endogenous technological progress in a multi-sector growth model
RePEc:eee:ecmode:v:27:y:2010:i:5:p:1017-1028 [Citation Analysis]
2010 Spatial Development
RePEc:fem:femwpa:2010.26 [Citation Analysis]
2010 Imperfect Competition in the Labour Market
RePEc:cep:cepdps:dp0981 [Citation Analysis]
2010 Structural unemployment and the regulation of product market
RePEc:edj:ceauch:274 [Citation Analysis]
2010 Monetary Policy and Unemployment
RePEc:cpr:ceprdp:7771 [Citation Analysis]
2010 Oil Price Shocks and Labor Market Fluctuations
RePEc:iza:izadps:dp5096 [Citation Analysis]
2010 Employee Replacement Costs
RePEc:cdl:indrel:1193228 [Citation Analysis]
2010 Oil price shocks and labor market fluctuations
RePEc:uab:wprdea:wpdea1005 [Citation Analysis]
2010 Monetary Policy and Unemployment
RePEc:bge:wpaper:435 [Citation Analysis]
2010 Productivity, Energy Prices and the Great Moderation: A New Link
RePEc:red:issued:09-14 [Citation Analysis]
2010 Oil prices and government bond risk premiums
RePEc:hal:wpaper:halshs-00642191 [Citation Analysis]
2010 Cross-Country Differences in the Effects of Oil Shocks
RePEc:ces:ceswps:_3306 [Citation Analysis]
2010 Oil Prices, Exchange Rates and Emerging Stock Markets
RePEc:otg:wpaper:1014 [Citation Analysis]
2010 On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors
RePEc:pra:mprapa:38056 [Citation Analysis]
2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
RePEc:fau:wpaper:wp2010_26 [Citation Analysis]
2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
RePEc:uab:wprdea:wpdea1007 [Citation Analysis]
2010 The Fisher Effect Puzzle: A Case of Non-Linear Relationship?
RePEc:kap:openec:v:21:y:2010:i:1:p:91-103 [Citation Analysis]
2010 Improving International Comparisons of Real Output: The ICP 2005 Benchmark and its Implications for China
RePEc:swe:wpaper:2010-25 [Citation Analysis]
2010 What is the best environmental policy? Taxes, permits and rules under economic and environmental uncertainty
RePEc:gla:glaewp:2010_12 [Citation Analysis]
2010 Monetary Policy, Doubts and Asset Prices
RePEc:nbr:nberwo:16386 [Citation Analysis]
2010 Aggressive Oil Extraction and Precautionary Saving: Coping with Volatility
RePEc:ces:ceswps:_3038 [Citation Analysis]
2010 Why did wage inequality decrease in Mexico after NAFTA?
RePEc:emx:ceedoc:2010-15 [Citation Analysis]
2010 The Taylor principle and (in-)determinacy in a New Keynesian model with hiring frictions and skill loss
RePEc:nbb:reswpp:201010-208 [Citation Analysis]
2010 Learning about Risk and Return: A Simple Model of Bubbles and Crashes
RePEc:san:cdmawp:1010 [Citation Analysis]
2010 Debt Policy and Economic Growth in a Small Open Economy Model with Productive Government Spending
RePEc:ess:wpaper:id:2502 [Citation Analysis]
2010 Debt Policy and Economic Growth in a Small Open Economy Model with Productive Government Spending
RePEc:eab:macroe:21875 [Citation Analysis]
2010 GROWTH AND PUBLIC INFRASTRUCTURE
RePEc:cup:macdyn:v:14:y:2010:i:s2:p:258-274_00 [Citation Analysis]
2010 Tax-mix, public spending composition and growth
RePEc:kap:jeczfn:v:99:y:2010:i:1:p:29-51 [Citation Analysis]
2010 Fiscal Policy and Asset Prices
RePEc:nip:nipewp:25/2010 [Citation Analysis]
2010 How Do Central Banks React to Wealth Composition and Asset Prices?
RePEc:gmf:wpaper:2010-19 [Citation Analysis]
2010 Two Perspectives on Multiskilling and Product Market Volatility
RePEc:pra:mprapa:23089 [Citation Analysis]
2010 Optimal growth when environmental quality is a research asset
RePEc:ler:wpaper:10.27.333 [Citation Analysis]
2010 Optimal growth when environmental quality is a research asset
RePEc:tse:wpaper:23867 [Citation Analysis]
2010 Optimal monetary rules under persistent shocks
RePEc:eee:dyncon:v:34:y:2010:i:7:p:1277-1294 [Citation Analysis]
2010 Macroeconomic Dynamics in Macedonia and Slovakia: Structural Estimation and Comparison
RePEc:pra:mprapa:19863 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	Fitting observed inflation expectations RePEc:fip:fednsr:476	[Citation Analysis]
2010	Monetary theory and electronic money : reflections on the Kenyan experience RePEc:fip:fedreq:y:2010:i:1q:p:83-122:n:v.96no.1	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	ENDOGENOUS MONETARY COMMITMENT RePEc:acb:camaaa:2009-01	[Citation Analysis]
2009	Oil and the macroeconomy: a quantitative structural analysis RePEc:bdi:wptemi:td_704_09	[Citation Analysis]
2009	Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses RePEc:ces:ceswps:_2702	[Citation Analysis]
2009	Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks RePEc:cpr:ceprdp:7284	[Citation Analysis]
2009	Does the Fed Respond to Oil Price Shocks? RePEc:cpr:ceprdp:7594	[Citation Analysis]
2009	Supply shocks, demand shocks, and labor market fluctuations RePEc:fip:fedlrv:y:2009:i:may:p:155-178:n:v.91no.3	[Citation Analysis]
2009	What Should Inflation Targeting Countries Do When Oil Prices Rise and Drop Fast? RePEc:imf:imfwpa:09/101	[Citation Analysis]
2009	Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy RePEc:irv:wpaper:080923	[Citation Analysis]
2009	Introduction to Measurement with Theory. RePEc:kan:wpaper:200906	[Citation Analysis]
2009	On the Non-Optimality of Information: An Analysis of the Welfare Effects of Anticipated Shocks in the New Keynesian Model RePEc:kie:kieliw:1497	[Citation Analysis]
2009	Spatial Development RePEc:nbr:nberwo:15349	[Citation Analysis]
2009	On spatial dynamics. RePEc:ner:carlos:info:hdl:10016/4805	[Citation Analysis]
2009	Introduction to Measurement with Theory RePEc:pra:mprapa:14868	[Citation Analysis]
2009	The economic effects of oil prices shocks on the UK manufacturing and services sector RePEc:pra:mprapa:16171	[Citation Analysis]
2009	Efectos del incremento del precio del petrÃ³leo en la economÃa espaÃ±ola: AnÃ¡lisis de cointegraciÃ³n y de la polÃtica monetaria mediante reglas de Taylor RePEc:pra:mprapa:18056	[Citation Analysis]
2009	Oil Price Shocks and the Optimality of Monetary Policy RePEc:smu:ecowpa:0901	[Citation Analysis]
2009	Valuing homeownership RePEc:sol:wpaper:09-006	[Citation Analysis]
2009	Firms heterogeneity, endogenous entry, and exit decisions RePEc:zbw:cauewp:200911	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Robust Monetary Policy RePEc:cab:wpaefr:21	[Citation Analysis]
2008	A review of nonfundamentalness and identification in structural VAR models RePEc:ecb:ecbwps:20080922	[Citation Analysis]
2008	FDI and the labor share in developing countries: A theory andsome evidence RePEc:hal:wpaper:halshs-00333704	[Citation Analysis]
2008	Dynamic policy analysis RePEc:ifs:cemmap:05/08	[Citation Analysis]
2008	Finance for all?: Policies and pitfalls in expanding access. RePEc:ner:tilbur:urn:nbn:nl:ui:12-3508393	[Citation Analysis]
2008	Rational macroeconomic learning in linear expectational models RePEc:pra:mprapa:10872	[Citation Analysis]
2008	Grid-enabled estimation of structural economic models RePEc:pra:mprapa:11384	[Citation Analysis]
2008	Monetary policy rules and indterminacy RePEc:pra:mprapa:11996	[Citation Analysis]
2008	Measuring Consumer Preferences and Estimating Demand Systems RePEc:pra:mprapa:12318	[Citation Analysis]
2008	Consumer preferences and demand systems RePEc:pra:mprapa:8413	[Citation Analysis]
2008	ROBUST MONETARY POLICY RePEc:rau:journl:v:3:y:2008:i:2:p:19-28	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	Bounded Rationality and Learning in Complex Markets RePEc:ams:ndfwpp:07-01	[Citation Analysis]
2007	Agent-based Models of Financial Markets RePEc:arx:papers:physics/0701140	[Citation Analysis]
2007	Productivity Trends in U.S. Manufacturing: Evidence from the NQ and AIM Cost Fucntions RePEc:clg:wpaper:2007-12	[Citation Analysis]
2007	On the Long run Determinants of Industry TFP Growth Rates RePEc:cpr:ceprdp:6408	[Citation Analysis]
2007	Generalized Taylor Rule and Determinacy of Growth Equilibrium RePEc:ebl:ecbull:v:5:y:2007:i:11:p:1-7	[Citation Analysis]
2007	Model uncertainty and monetary policy RePEc:fip:fedfwp:2007-09	[Citation Analysis]
2007	Learning and optimal monetary policy RePEc:fip:fedfwp:2007-19	[Citation Analysis]
2007	Imperfect monitoring and the discounting of inside money RePEc:fip:fedgfe:2007-58	[Citation Analysis]
2007	A Bioeconomic Foundation of the Malthusian Equilibrium: Body Size and Population Size in the Long-Run RePEc:han:dpaper:dp-373	[Citation Analysis]
2007	Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs RePEc:hhs:uunewp:2007_030	[Citation Analysis]
2007	Is NumÃ©rairology the Future of Monetary Economics? RePEc:kap:openec:v:18:y:2007:i:2:p:127-156	[Citation Analysis]
2007	Towards a new theory of economic policy: Continuity and innovation RePEc:pra:mprapa:4419	[Citation Analysis]
2007	The Costs to Consumers of a Depreciated Conversion Rate to the Euro RePEc:pra:mprapa:5723	[Citation Analysis]
2007	Towards a new theory of economic policy: Continuity and innovation RePEc:ter:wpaper:0020	[Citation Analysis]
2007	Estimation of a Microfounded Herding Model On German Survey Expectations RePEc:wbs:wpaper:wp07-07	[Citation Analysis]
2007	An Idealized View of Financial Intermediation RePEc:zbw:ifweej:5740	[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.