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Fluctuations in Convex Models of Endogenous Growth II: Business Cycle Properties

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Cited by:

  1. Segal, Gill & Shaliastovich, Ivan & Yaron, Amir, 2015. "Good and bad uncertainty: Macroeconomic and financial market implications," Journal of Financial Economics, Elsevier, vol. 117(2), pages 369-397.
  2. Benk, Szilárd & Gillman, Max & Kejak, Michal, 2010. "A banking explanation of the US velocity of money: 1919-2004," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 765-779, April.
  3. Elena Andreou & Alessandra Pelloni & Marianne Sensier, 2008. "Is Volatility Good for Growth? Evidence from the G7," Economics Discussion Paper Series 0804, Economics, The University of Manchester.
  4. Maik Heinemann & Alexander Wulff, 2015. "Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results," Working Papers 2015019, Berlin Doctoral Program in Economics and Management Science (BDPEMS).
  5. Annicchiarico, Barbara & Pelloni, Alessandra & Rossi, Lorenza, 2011. "Endogenous growth, monetary shocks and nominal rigidities," Economics Letters, Elsevier, vol. 113(2), pages 103-107.
  6. Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2008. "Welfare implications of public education spending rules," Working Papers 2008_37, Business School - Economics, University of Glasgow.
  7. Christoph Priesmeier & Nikolai Stähler, 2011. "Long Dark Shadows Or Innovative Spirits? The Effects Of (Smoothing) Business Cycles On Economic Growth: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(5), pages 898-912, December.
  8. Chen, Been-Lon & Lu, Chia-Hui, 2013. "Optimal factor tax incidence in two-sector human capital-based models," Journal of Public Economics, Elsevier, vol. 97(C), pages 75-94.
  9. Szilard Benk & Tamas Csabafi & Jing Dang & Max Gillman & Michal Kejak, 2016. "Tuning in RBC Growth Spectra," IMF Working Papers 2016/215, International Monetary Fund.
  10. Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016. "Volatility Risk Pass-Through," 2016 Meeting Papers 135, Society for Economic Dynamics.
  11. François Gourio, 2013. "Credit Risk and Disaster Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
  12. repec:cty:dpaper:10.1016/j.jmacro.2012.03.005 is not listed on IDEAS
  13. repec:ebl:ecbull:v:3:y:2007:i:50:p:1-8 is not listed on IDEAS
  14. Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers 416, Institute for Empirical Research in Economics - University of Zurich.
  15. Angelopoulos, Konstantinos & Malley, Jim & Philippopoulos, Apostolis, 2011. "The welfare implications of resource allocation policies under uncertainty: The case of public education spending," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 176-192, June.
  16. Jim Malley & Ulrich Woitek, 2011. "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series 3567, CESifo.
  17. Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
  18. Konstantinos Angelopoulos & Apostolis Philippopoulos & Vanghelis Vassilatos, 2006. "Rent-Seeking Competition from State Coffers: A Calibrated DSGE Model of the Euro Area," CESifo Working Paper Series 1644, CESifo.
  19. Diego Comin & Bart Hobijn, 2011. "Technology Diffusion and Postwar Growth," NBER Chapters, in: NBER Macroeconomics Annual 2010, volume 25, pages 209-246, National Bureau of Economic Research, Inc.
  20. Kuralbayeva, Karlygash, 2013. "Optimal fiscal policy and different degrees of access to international capital markets," Journal of Development Economics, Elsevier, vol. 103(C), pages 336-352.
  21. Barañano Mentxaka, Ilaski & Moral Zuazo, María Paz, 2007. "Consumption-Leisure Trade-offs and Persistency in Business Cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  22. Hiraguchi, Ryoji, 2011. "A two sector endogenous growth model with habit formation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 430-441, April.
  23. Azacis, Helmuts & Gillman, Max, 2010. "Flat tax reform: The Baltics 2000-2007," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 692-708, June.
  24. Rincón-Zapatero, Juan Pablo, 2022. "Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming," UC3M Working papers. Economics 35342, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Ben-Gad, Michael, 2012. "The two sector endogenous growth model: An atlas," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 706-722.
  26. Arato, Hiroki, 2008. "Optimal operational monetary policy rules in an endogenous growth model: a calibrated analysis," MPRA Paper 8547, University Library of Munich, Germany.
  27. Juan Pablo Rinc'on-Zapatero, 2019. "Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock," Papers 1907.07343, arXiv.org.
  28. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper series 32_08, Rimini Centre for Economic Analysis.
  29. Timothy Cogley & Boyan Jovanovic, 2022. "Structural Breaks in an Endogenous Growth Model [Monetary Policy Regimes and Beliefs]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(2), pages 666-694.
  30. Wulff, Alexander & Heinemann, Maik, 2015. "Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113165, Verein für Socialpolitik / German Economic Association.
  31. Annicchiarico, Barbara & Pelloni, Alessandra, 2021. "Innovation, Growth, And Optimal Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1175-1198, July.
  32. Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022. "Oil volatility risk," Journal of Financial Economics, Elsevier, vol. 144(2), pages 456-491.
  33. Jim Malley & Ulrich Woitek, 2019. "Estimated Human Capital Externalities in an Endogenous Growth Framework," Working Papers 2019-04, Business School - Economics, University of Glasgow.
  34. Keith Blackburn & David Chivers, 2015. "Fearing the worst: the importance of uncertainty for inequality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(2), pages 345-370, October.
  35. Paul Pichler, 2007. "On the accuracy of low-order projection methods," Economics Bulletin, AccessEcon, vol. 3(50), pages 1-8.
  36. Benk, Szil rd & Gillman, Max & Kejak, Michal, 2008. "US Volatility Cycles of Output and Inflation, 1919-2004: A Money and Banking Approach to a Puzzle," Cardiff Economics Working Papers E2008/28, Cardiff University, Cardiff Business School, Economics Section.
  37. Bruno Ćorić & Vladimir Šimić, 2021. "Economic disasters and aggregate investment," Empirical Economics, Springer, vol. 61(6), pages 3087-3124, December.
  38. Jing Dang & Max Gillman & Michal Kejak, 2011. "Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles," CERS-IE WORKING PAPERS 1128, Institute of Economics, Centre for Economic and Regional Studies.
  39. Ferraro, Domenico, 2017. "Volatility and slow technology diffusion," European Economic Review, Elsevier, vol. 96(C), pages 18-37.
  40. Tapan Mitra & Santanu Roy, 2022. "Propensity to consume and the optimality of Ramsey–Euler policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 55-89, February.
  41. Barbara Annicchiarico & Alessandra Pelloni & Fabrizio Valenti, 2016. "Volatility and Growth with Recursive Preferences," CEIS Research Paper 387, Tor Vergata University, CEIS, revised 24 Jun 2016.
  42. Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2012. "Inflation, human capital and Tobin's q," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1057-1074.
  43. Filip Rozsypal, 2015. "Schumpeterian business cycles," 2015 Meeting Papers 320, Society for Economic Dynamics.
  44. Segal, Gill, 2019. "A tale of two volatilities: Sectoral uncertainty, growth, and asset prices," Journal of Financial Economics, Elsevier, vol. 134(1), pages 110-140.
  45. Max Gillman & Mark N Harris & Michal Kejak, 2007. "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006 29, Money Macro and Finance Research Group.
  46. Francois Gourio, 2012. "Disaster Risk and Business Cycles," American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
  47. Alejandro Quijada, 2007. "Institutional quality and total factor productivity in Latin America and the Caribbean: exploring the unobservable through factor analysis," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(53), pages 66-119, January.
  48. Keith Blackburn & Dimitrios Varvarigos, 2006. "Human Capital Accumulation in a Stochastic Environment: Some New Results on the Relationship Between Growth and Volatility," Economics Discussion Paper Series 0618, Economics, The University of Manchester.
  49. Lemoine, M. & Mougin, C., 2010. "The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models," Working papers 285, Banque de France.
  50. Ragchaasuren Galindev, 2008. "Uncertainty, Learning And Growth," Manchester School, University of Manchester, vol. 76(5), pages 539-548, September.
  51. Keqiang Hou & Alok Johri, 2009. "Intangible Capital, Corporate Earnings and the Business Cycle," Department of Economics Working Papers 2009-17, McMaster University.
  52. Malik, Kashif Zaheer & Ali, Syed Zahid & Khalid, Ahmed M., 2014. "Intangible capital in a real business cycle model," Economic Modelling, Elsevier, vol. 39(C), pages 32-48.
  53. Kegiang Hou & Alok Johri, 2013. "Intangible Capital and the Excess Volatility of Aggregate Profits," Department of Economics Working Papers 2013-04, McMaster University.
  54. Jim Malley & Ulrich Woitek, 2019. "Estimated human capital externalities in an endogenous growth framework," CESifo Working Paper Series 7603, CESifo.
  55. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October.
  56. Clemens, Christiane & Heinemann, Maik, 2015. "Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 300-317.
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