Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E32: Business Fluctuations; Cycles

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Dynamic Factor Models
3. Real Business Cycle Theory
4. Labor in RBC models
5. International RBC

2016

• Amaral, Pedro S. & Tasci, Murat, 2016, "The cyclical behavior of equilibrium unemployment and vacancies across OECD countries," European Economic Review, Elsevier, volume 84, issue C, pages 184-201, DOI: 10.1016/j.euroecorev.2015.09.002.
• Kaas, Leo & Pintus, Patrick A. & Ray, Simon, 2016, "Land collateral and labor market dynamics in France," European Economic Review, Elsevier, volume 84, issue C, pages 202-218, DOI: 10.1016/j.euroecorev.2014.11.002.
• Liu, Kai & Salvanes, Kjell G. & Sørensen, Erik Ø., 2016, "Good skills in bad times: Cyclical skill mismatch and the long-term effects of graduating in a recession," European Economic Review, Elsevier, volume 84, issue C, pages 3-17, DOI: 10.1016/j.euroecorev.2015.08.015.
• Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2016, "Does short-time work save jobs? A business cycle analysis," European Economic Review, Elsevier, volume 84, issue C, pages 99-122, DOI: 10.1016/j.euroecorev.2015.05.007.
• Lemoine, Matthieu & Lindé, Jesper, 2016, "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, volume 88, issue C, pages 108-141, DOI: 10.1016/j.euroecorev.2016.04.008.
• Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016, "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, volume 88, issue C, pages 185-207, DOI: 10.1016/j.euroecorev.2016.02.020.
• Michelis, Andrea De & Iacoviello, Matteo, 2016, "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, volume 88, issue C, pages 67-87, DOI: 10.1016/j.euroecorev.2016.02.021.
• Dupaigne, Martial & Fève, Patrick, 2016, "Persistent government spending and fiscal multipliers: The investment-channel," European Economic Review, Elsevier, volume 89, issue C, pages 425-453, DOI: 10.1016/j.euroecorev.2016.09.004.
• Carvallo, Oscar & Pagliacci, Carolina, 2016, "Macroeconomic shocks, bank stability and the housing market in Venezuela," Emerging Markets Review, Elsevier, volume 26, issue C, pages 174-196, DOI: 10.1016/j.ememar.2015.12.002.
• Bakas, Dimitrios & Panagiotidis, Theodore & Pelloni, Gianluigi, 2016, "On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 229-240, DOI: 10.1016/j.jempfin.2016.05.003.
• Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2016, "In search of the Euro area fiscal stance," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 254-264, DOI: 10.1016/j.jempfin.2016.06.007.
• Gu, Rongbao & Zhang, Bing, 2016, "Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market," Energy Economics, Elsevier, volume 53, issue C, pages 151-158, DOI: 10.1016/j.eneco.2014.10.014.
• Adom, Philip Kofi, 2016, "The transition between energy efficient and energy inefficient states in Cameroon," Energy Economics, Elsevier, volume 54, issue C, pages 248-262, DOI: 10.1016/j.eneco.2015.11.025.
• Serletis, Apostolos & Xu, Libo, 2016, "Volatility and a century of energy markets dynamics," Energy Economics, Elsevier, volume 55, issue C, pages 1-9, DOI: 10.1016/j.eneco.2016.01.007.
• Rahman, Sajjadur, 2016, "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, volume 55, issue C, pages 10-18, DOI: 10.1016/j.eneco.2015.12.021.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng, 2016, "Disentangling the determinants of real oil prices," Energy Economics, Elsevier, volume 56, issue C, pages 363-373, DOI: 10.1016/j.eneco.2016.04.003.
• Kuruppuarachchi, Duminda & Premachandra, I.M., 2016, "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, volume 57, issue C, pages 277-294, DOI: 10.1016/j.eneco.2016.05.015.
• Jalil, Andrew J. & Rua, Gisela, 2016, "Inflation expectations and recovery in spring 1933," Explorations in Economic History, Elsevier, volume 62, issue C, pages 26-50, DOI: 10.1016/j.eeh.2016.07.001.
• Chen, Jiun-Lin & Jia, Z. Tingting & Sun, Ping-Wen, 2016, "Real option component of cash holdings, business cycle, and stock returns," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 97-106, DOI: 10.1016/j.irfa.2016.03.008.
• McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2016, "The channels of monetary policy triggered by central bank actions and statements in the Australian equity market," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 46-61, DOI: 10.1016/j.irfa.2016.04.008.
• Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John, 2016, "Is there a financial accelerator in European banking?," Finance Research Letters, Elsevier, volume 17, issue C, pages 218-221, DOI: 10.1016/j.frl.2016.03.020.
• Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016, "Economic policy uncertainty and stock markets: Long-run evidence from the US," Finance Research Letters, Elsevier, volume 18, issue C, pages 136-141, DOI: 10.1016/j.frl.2016.04.011.
• Sohn, Bumjean & Park, Heungju, 2016, "Early warning indicators of banking crisis and bank related stock returns," Finance Research Letters, Elsevier, volume 18, issue C, pages 193-198, DOI: 10.1016/j.frl.2016.04.016.
• Ardila, Diego & Sornette, Didier, 2016, "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, volume 19, issue C, pages 298-304, DOI: 10.1016/j.frl.2016.09.004.
• Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016, "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, volume 19, issue C, pages 54-59, DOI: 10.1016/j.frl.2016.06.002.
• Choi, Jung Ho & Kalay, Alon & Sadka, Gil, 2016, "Earnings news, expected earnings, and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 110-143, DOI: 10.1016/j.finmar.2016.02.001.
• Kelly, Robert & O’Malley, Terence, 2016, "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 1-9, DOI: 10.1016/j.jfs.2015.09.005.
• Honohan, Patrick, 2016, "Debt and austerity: Post-crisis lessons from Ireland," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 149-157, DOI: 10.1016/j.jfs.2016.03.002.
• Tayler, William J. & Zilberman, Roy, 2016, "Macroprudential regulation, credit spreads and the role of monetary policy," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 144-158, DOI: 10.1016/j.jfs.2016.08.001.
• Rubio, Margarita & Carrasco-Gallego, José A., 2016, "The new financial regulation in Basel III and monetary policy: A macroprudential approach," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 294-305, DOI: 10.1016/j.jfs.2016.07.012.
• Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016, "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 234-249, DOI: 10.1016/j.jfs.2016.06.008.
• Lombardi, Domenico & Siklos, Pierre L., 2016, "Benchmarking macroprudential policies: An initial assessment," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 35-49, DOI: 10.1016/j.jfs.2016.08.007.
• Ductor, Lorenzo & Leiva-Leon, Danilo, 2016, "Dynamics of global business cycle interdependence," Journal of International Economics, Elsevier, volume 102, issue C, pages 110-127, DOI: 10.1016/j.jinteco.2016.07.003.
• Lake, James & Linask, Maia K., 2016, "Could tariffs be pro-cyclical?," Journal of International Economics, Elsevier, volume 103, issue C, pages 124-146, DOI: 10.1016/j.jinteco.2016.09.007.
• Finkelstein Shapiro, Alan & Mandelman, Federico S., 2016, "Remittances, entrepreneurship, and employment dynamics over the business cycle," Journal of International Economics, Elsevier, volume 103, issue C, pages 184-199, DOI: 10.1016/j.jinteco.2016.10.001.
• Bahadir, Berrak & Gumus, Inci, 2016, "Credit decomposition and business cycles in emerging market economies," Journal of International Economics, Elsevier, volume 103, issue C, pages 250-262, DOI: 10.1016/j.jinteco.2016.10.003.
• Seoane, Hernán D., 2016, "Parameter drifts, misspecification and the real exchange rate in emerging countries," Journal of International Economics, Elsevier, volume 98, issue C, pages 204-215, DOI: 10.1016/j.jinteco.2015.09.006.
• Cacciatore, Matteo & Fiori, Giuseppe & Ghironi, Fabio, 2016, "Market deregulation and optimal monetary policy in a monetary union," Journal of International Economics, Elsevier, volume 99, issue C, pages 120-137, DOI: 10.1016/j.jinteco.2015.11.002.
• Forni, Mario & Gambetti, Luca, 2016, "Government spending shocks in open economy VARs," Journal of International Economics, Elsevier, volume 99, issue C, pages 68-84, DOI: 10.1016/j.jinteco.2015.11.010.
• Bianchi, Javier & Liu, Chenxin & Mendoza, Enrique G., 2016, "Fundamentals news, global liquidity and macroprudential policy," Journal of International Economics, Elsevier, volume 99, issue S1, pages 2-15, DOI: 10.1016/j.jinteco.2015.12.006.
• Pourroy, Marc & Carton, Benjamin & Coulibaly, Dramane, 2016, "Food prices and inflation targeting in emerging economies," International Economics, Elsevier, volume 146, issue C, pages 108-140, DOI: 10.1016/j.inteco.2015.12.001.
• Grigoraş, Veaceslav & Stanciu, Irina Eusignia, 2016, "New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle," International Economics, Elsevier, volume 147, issue C, pages 27-52, DOI: 10.1016/j.inteco.2016.03.002.
• Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
• Liu, Weiling & Moench, Emanuel, 2016, "What predicts US recessions?," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1138-1150, DOI: 10.1016/j.ijforecast.2016.02.007.
• Dalla, Eleni & Varelas, Erotokritos, 2016, "Second-order accelerator of investment: The case of discrete time," International Review of Economics Education, Elsevier, volume 21, issue C, pages 48-60, DOI: 10.1016/j.iree.2015.12.001.
• Colombo, Emilio & Onnis, Luisanna & Tirelli, Patrizio, 2016, "Shadow economies at times of banking crises: Empirics and theory," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 180-190, DOI: 10.1016/j.jbankfin.2014.09.017.
• Hollander, Hylton & Liu, Guangling, 2016, "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 37-52, DOI: 10.1016/j.jbankfin.2016.02.008.
• Shynkevich, Andrei, 2016, "Predictability in bond returns using technical trading rules," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 55-69, DOI: 10.1016/j.jbankfin.2016.06.010.
• Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2016, "Credit constraints and the international propagation of US financial shocks," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 67-80, DOI: 10.1016/j.jbankfin.2016.07.008.
• Kukk, Merike, 2016, "How did household indebtedness hamper consumption during the recession? Evidence from micro data," Journal of Comparative Economics, Elsevier, volume 44, issue 3, pages 764-786, DOI: 10.1016/j.jce.2015.07.004.
• Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016, "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, volume 121, issue C, pages 15-28, DOI: 10.1016/j.jebo.2015.11.001.
• He, Xue-Zhong & Li, Kai & Wang, Chuncheng, 2016, "Volatility clustering: A nonlinear theoretical approach," Journal of Economic Behavior & Organization, Elsevier, volume 130, issue C, pages 274-297, DOI: 10.1016/j.jebo.2016.07.020.
• Dissou, Yazid & Karnizova, Lilia, 2016, "Emissions cap or emissions tax? A multi-sector business cycle analysis," Journal of Environmental Economics and Management, Elsevier, volume 79, issue C, pages 169-188, DOI: 10.1016/j.jeem.2016.05.002.
• Matsuyama, Kiminori & Sushko, Iryna & Gardini, Laura, 2016, "Revisiting the model of credit cycles with Good and Bad projects," Journal of Economic Theory, Elsevier, volume 163, issue C, pages 525-556, DOI: 10.1016/j.jet.2016.02.010.
• Herwartz, Helmut & Plödt, Martin, 2016, "The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach," Journal of International Money and Finance, Elsevier, volume 61, issue C, pages 30-44, DOI: 10.1016/j.jimonfin.2015.11.001.
• Ng, Eric C.Y. & Feng, Ning, 2016, "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 64-88, DOI: 10.1016/j.jimonfin.2016.01.005.
• Watson, Anna, 2016, "Trade openness and inflation: The role of real and nominal price rigidities," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 137-169, DOI: 10.1016/j.jimonfin.2016.02.002.
• Aysun, Uluc, 2016, "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 117-139, DOI: 10.1016/j.jimonfin.2016.04.001.
• Tillmann, Peter, 2016, "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 136-156, DOI: 10.1016/j.jimonfin.2015.12.010.
• Pyun, Ju Hyun & An, Jiyoun, 2016, "Capital and credit market integration and real economic contagion during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 172-193, DOI: 10.1016/j.jimonfin.2016.04.004.
• Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016, "Short-term pain for long-term gain: Market deregulation and monetary policy in small open economies," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 358-385, DOI: 10.1016/j.jimonfin.2016.02.010.
• Deli, Yota D., 2016, "Endogenous capital depreciation and technology shocks," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 318-338, DOI: 10.1016/j.jimonfin.2016.09.004.
• Hirata, Hideaki & Otsu, Keisuke, 2016, "Accounting for the economic relationship between Japan and the Asian Tigers," Journal of the Japanese and International Economies, Elsevier, volume 41, issue C, pages 57-68, DOI: 10.1016/j.jjie.2016.06.001.
• Rubio, Margarita, 2016, "Short and long-term interest rates and the effectiveness of monetary and macroprudential policies," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 103-115, DOI: 10.1016/j.jmacro.2015.09.007.
• Alstadheim, Ragna, 2016, "The zero lower bound on the interest rate and a Neoclassical Phillips curve," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 116-130, DOI: 10.1016/j.jmacro.2015.10.009.
• Meinusch, Annette & Tillmann, Peter, 2016, "The macroeconomic impact of unconventional monetary policy shocks," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 58-67, DOI: 10.1016/j.jmacro.2015.11.002.
• Razzu, Giovanni & Singleton, Carl, 2016, "Gender and the business cycle: An analysis of labour markets in the US and UK," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 131-146, DOI: 10.1016/j.jmacro.2015.12.006.
• Anthonisen, Niels, 2016, "Microeconomic shocks and macroeconomic fluctuations in a dynamic network economy," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 233-254, DOI: 10.1016/j.jmacro.2015.11.001.
• Caraiani, Petre, 2016, "The role of money in DSGE models: a forecasting perspective," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 315-330, DOI: 10.1016/j.jmacro.2015.10.001.
• Shea, Paul, 2016, "Short-sighted managers and learnable sunspot equilibria," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 117-126, DOI: 10.1016/j.jmacro.2016.02.001.
• Areosa, Waldyr Dutra & Areosa, Marta B.M., 2016, "The inequality channel of monetary transmission," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 214-230, DOI: 10.1016/j.jmacro.2016.03.004.
• Sheen, Jeffrey & Wang, Ben Zhe, 2016, "Assessing labor market frictions in a small open economy," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 231-251, DOI: 10.1016/j.jmacro.2016.02.006.
• Bosi, Stefano & Ismael, Mohanad & Venditti, Alain, 2016, "Collateral and growth cycles with heterogeneous agents," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 327-350, DOI: 10.1016/j.jmacro.2016.04.007.
• Choudhary, M. Ali & Faheem, Abdul & Hanif, M. Nadim & Naeem, Saima & Pasha, Farooq, 2016, "Price setting & price stickiness: A developing economy perspective," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 44-61, DOI: 10.1016/j.jmacro.2016.01.003.
• Groth, Christian & Madsen, Jakob B., 2016, "Medium-term fluctuations and the “Great Ratios” of economic growth," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 149-176, DOI: 10.1016/j.jmacro.2016.07.001.
• Morikawa, Masayuki, 2016, "Business uncertainty and investment: Evidence from Japanese companies," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 224-236, DOI: 10.1016/j.jmacro.2016.08.001.
• Langer, Viktoria C.E., 2016, "News shocks, nonseparable preferences, and optimal monetary policy," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 237-246, DOI: 10.1016/j.jmacro.2016.08.002.
• Uusküla, Lenno, 2016, "Monetary transmission mechanism with firm turnover," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jmacro.2016.08.005.
• Abiad (ADB), Abdul & Furceri (IMF and University of Palermo), Davide & Topalova (IMF), Petia, 2016, "The macroeconomic effects of public investment: Evidence from advanced economies," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 224-240, DOI: 10.1016/j.jmacro.2016.07.005.
• Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2016, "German labor market and fiscal reforms 1999–2008: Can they be blamed for intra-euro area imbalances?," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 307-324, DOI: 10.1016/j.jmacro.2016.11.002.
• Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2016, "Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 335-346, DOI: 10.1016/j.jmacro.2016.11.001.
• Ahmed, M. Iqbal & Cassou, Steven P., 2016, "Does consumer confidence affect durable goods spending during bad and good economic times equally?," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 86-97, DOI: 10.1016/j.jmacro.2016.08.008.
• Awartani, Basel & Aktham, Maghyereh & Cherif, Guermat, 2016, "The connectedness between crude oil and financial markets: Evidence from implied volatility indices," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 56-69, DOI: 10.1016/j.jcomm.2016.11.002.
• Koutroulis, Aristotelis & Panagopoulos, Yannis & Tsouma, Ekaterini, 2016, "Asymmetry in the response of unemployment to output changes in Greece: Evidence from hidden co-integration," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 81-88, DOI: 10.1016/j.jeca.2016.03.003.
• Dalla, Eleni & Varelas, Erotokritos, 2016, "An economic model for the interpretation of business cycles and the efficiency of monetary policy," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 29-38, DOI: 10.1016/j.jeca.2016.07.002.
• Ghate, Chetan & Gopalakrishnan, Pawan & Tarafdar, Suchismita, 2016, "Fiscal policy in an emerging market business cycle model," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 52-77, DOI: 10.1016/j.jeca.2016.07.004.
• Alimi, Nabil, 2016, "Volatility and growth in developing countries: An asymmetric effect," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PB, pages 179-188, DOI: 10.1016/j.jeca.2016.08.001.
• Mand, Matthias, 2016, "On the Cyclicality of R&D Activities," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145472.
• Vogel, Lukas & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2016, "The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145473.
• Schwanebeck, Benjamin & Palek, Jakob, 2016, "Optimal Monetary and Macroprudential Policy in a Currency Union," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145520.
• Weder, Mark & Doko Tchatokay, Firmin & Groshenny, Nicolas & Haque, Qazi, 2016, "Monetary Policy and Indeterminacy after the 2001 Slump," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145557.
• Buchholz, Manuel & Tonzer, Lena & Berner, Julian, 2016, "Asymmetric Investment Responses to Firm-Specific Uncertainty," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145563.
• Zorn, Peter, 2016, "Investment under Rational Inattention: Evidence from US Sectoral Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145572.
• Lein, Sarah Marit & Bäurle, Gregor & Lein, Sarah M. & Steiner, Elizabeth, 2016, "How large is the Financial Accelerator? Some Evidence from Firm-level Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145600.
• Born, Benjamin & Pfeifer, Johannes, 2016, "Uncertainty-driven business cycles: assessing the markup channel," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145608.
• Salzmann, Leonard, 2016, "The G7 business cycle in a globalized world," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145633.
• Klein, Mathias, 2016, "Austerity and Private Debt," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145681.
• Winkler, Roland & Bredemeier, Christian, 2016, "The employment dynamics of different population groups over the business cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145687.
• Merkl, Christian & Kohlbrecher, Britta, 2016, "Business Cycle Asymmetries and the Labor Market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145704.
• Geiger, Martin & Scharler, Johann, 2016, "How do Macroeconomic Shocks affect Expectations? Lessons from Survey Data," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145747.
• Mazelis, Falk, 2016, "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145763.
• Wolters, Maik Hendrik, 2016, "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145812.
• Larin, Benjamin, 2016, "A Quantitative Model of Bubble-Driven Business Cycles," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145817.
• Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016, "Current Account Dynamics and the Housing Cycle in Spain," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145824.
• Kaufmann, Sylvia & Gaggl, Paul, 2016, "The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145869.
• Weber, Henning, 2016, "The Optimal Inflation Rate and the Sources of Productivity Growth," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145872.
• Gründler, Klaus & Sauerhammer, Sarah, 2016, "Do expectations matter? Reassessing the effect of government spending on key macroeconomic variables in Germany," Discussion Paper Series, Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy, number 134.
• Brixy, Udo & Murmann, Martin, 2016, "The growth and human capital structure of new firms over the business cycle," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-079.
• Iiboshi, Hirokuni & Shintani, Mototsugu, 2016, "Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model," MPRA Paper, University Library of Munich, Germany, number 93868, Apr.
• Mogaji, Peter Kehinde, 2016, "Monetary Integration Tests for the OCA’s Business Cycles Synchronicity Criteria in the WAMZ," MPRA Paper, University Library of Munich, Germany, number 99066, Feb.
• Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
• Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016, "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201639, May.
• Rangan Gupta & Xiaojin Sun, 2016, "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201641, May.
• Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201652, Jun.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
• Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
• Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
• Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2016, "International Business Cycle and Financial Intermediation," Working Papers, University of Pretoria, Department of Economics, number 201687, Dec.
• Pavel Sirůček, 2016, "Half-Forgotten Personalities of Economic Thought - M. I. Tugan-Baranovsky
  [Polozapomenuté postavy ekonomického myšlení - M. I. TUGAN-BARANOVSKIJ]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 1, pages 82-90, DOI: 10.18267/j.aop.500.
• Pavel Sirůček, 2016, "Half-Forgotten Personalities of Economic Thought - N. D. Kondratiev
  [Polozapomenuté postavy ekonomického myšlení - N. D. Kondratěv]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 2, pages 81-88, DOI: 10.18267/j.aop.529.
• Pavel Sirůček, 2016, "Half-Forgotten Personalities of Economic Thought - J. A. Schumpeter
  [Polozapomenuté postavy ekonomického myšlení - J. A. Schumpeter]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 3, pages 78-86, DOI: 10.18267/j.aop.538.
• Pavel Sirůček, 2016, "Half-Forgotten Personalities of Economic Thought - F. Valenta
  [Polozapomenuté postavy ekonomického myšlení - F. Valenta]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 4, pages 71-79, DOI: 10.18267/j.aop.547.
• Pavel Sirůček, 2016, "Half-Forgotten Personalities of Economic Thought - M. Kalecki
  [Polozapomenuté postavy ekonomického myšlení - M. Kalecki]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 6, pages 78-85, DOI: 10.18267/j.aop.563.
• Aykut Ekinci, 2016, "Rethinking Credit Risk under the Malinvestment Concept: The Case of Germany, Spain and Italy," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 1, pages 39-63, DOI: 10.18267/j.efaj.152.
• Jan Čapek, 2016, "Structural Changes in the Czech Economy: A DSGE Model Approach," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 37-52, DOI: 10.18267/j.pep.535.
• Emilie Jašová & Klára Čermáková & Božena Kadeřábková & Pavel Procházka, 2016, "Působení institucionálních faktorů na strukturální a cyklickou nezaměstnanost v zemích Visegrádské skupiny
  [Influence of Institutional Factors on Structural and Cyclical Unemployment in the Countries of the Visegrad Group]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 1, pages 34-50, DOI: 10.18267/j.polek.1053.
• Jan Janků, 2016, "Podmíněný politicko-rozpočtový cyklus v zemích OECD
  [Conditional Political Budget Cycle in the OECD Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 1, pages 65-82, DOI: 10.18267/j.polek.1055.
• Aleš Michl, 2016, "Nová kritéria pro přijetí Eura
  [New Euro Convergence Criteria]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 6, pages 713-729, DOI: 10.18267/j.polek.1105.
• Jan Kodera & Quang Van Tran, 2016, "Odhad parametrů rozšířeného Kaldorova modelu a analýza stability stacionárního řešení
  [An Inflation Analysis Using an Endogenous Business Cycle Model]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 7, pages 769-788, DOI: 10.18267/j.polek.1096.
• Tom Vogl & Shoumitro Chatterjee, 2016, "Growth and Childbearing in the Short-and Long-Run," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing., number 2016-12, Dec.
• Stephen Morris & Muhamet Yildiz, 2016, "Crises: Equilibrium Shifts and Large Shocks," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 083_2016, Nov.
• José R. Maria, 2016, "Output and unemployment, Portugal, 2008–2012," Working Papers, Banco de Portugal, Economics and Research Department, number w201603.
• Sandra Gomes & N. Bokan, 2016, "EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area," Working Papers, Banco de Portugal, Economics and Research Department, number w201610.
• Pym Manopimoke, 2016, "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 33, Jun.
• Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2016, "Constructing Stategies in the Indefinitely Repeated Prisoner's Dilemma Game," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1286, Jul.
• Mostafa Shahee & Glenn P. Jenkins, 2016, "Income Inequality and the Cost of Recessions," Development Discussion Papers, JDI Executive Programs, number 2016-03, Mar.
• Dan Usher, 2016, "A Utilitarian Measure Of Economic Growth," Working Paper, Economics Department, Queen's University, number 1356, Feb.
• Sergei S. Shibaev, 2016, "Recession Propagation In Small Regional Economies: Spatial Spillovers And Endogenous Clustering," Working Paper, Economics Department, Queen's University, number 1369, Nov.
• Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016, "The State Level Impact of Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 793, Apr.
• Carlos Garriga & Finn E. Kydland & Roman Šustek, 2016, "Nominal Rigidities in Debt and Product Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 801, Aug.
• Cheng Chen & Tatsuro Senga & Chang Sun & Hongyong Zhang, 2016, "Policy Uncertainty and Foreign Direct Investment: Evidence from the China-Japan Island Dispute," Working Papers, Queen Mary University of London, School of Economics and Finance, number 803, Nov.
• Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.
• Gabriel Chodorow-Reich & Johannes Wieland, 2017, "Secular Labor Reallocation and Business Cycles," Working Paper, Harvard University OpenScholar, number 313261, Jan.
• Angus Moore, 2016, "Measuring Economic Uncertainty and Its Effects," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-01, Feb.
• Rose Kenney & Gianni La Cava & David Rodgers, 2016, "Why Do Companies Fail?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-09, Nov.
• Castillo, Paul & Montoya, Jimena & Quineche, Ricardo, 2016, "From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis," Working Papers, Banco Central de Reserva del Perú, number 2016-003, Apr.
• Florian, David & Francis, Johanna L., 2016, "Unemployment and Gross Credit Flows in a New Keynesian Framework," Working Papers, Banco Central de Reserva del Perú, number 2016-007, Sep.
• Pérez Forero, Fernando & Serván, Sergio, 2016, "The dynamic response of the Current Account to Commodity Prices shocks in Mining and Non-mining exporting economies," Working Papers, Banco Central de Reserva del Perú, number 2016-012, Dec.
• Pérez Forero, Fernando, 2016, "Cyclical Fluctuations, Co-movement and the Role of External Shocks in Latin America," Working Papers, Banco Central de Reserva del Perú, number 2016-013, Dec.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016, "Nowcasting Real GDP growth in South Africa," Working Papers, South African Reserve Bank, number 7068, Feb.
• Franz Ruch & Neil Rankin & Stan du Plessis, 2016, "Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers, South African Reserve Bank, number 7353, May.
• Franz Ruch & Neil Rankin & Stan du Plessis, 2016, "Decomposing inflation using microprice data Stickyprice inflation," Working Papers, South African Reserve Bank, number 7354, Jun.
• Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016, "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-02, Apr.
• Jinke Li & Geoffrey Meen, 2016, "Agent Based Models, Housing Fluctuations and the Role of Heterogeneous Expectations," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-09, Jul.
• Petr Sedlacek, 2016, "Online Appendix to "The aggregate matching function and job search from employment and out of the labor force"," Online Appendices, Review of Economic Dynamics, number 14-249.
• Taisuke Nakata, 2016, "Online Appendix to "Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis"," Online Appendices, Review of Economic Dynamics, number 15-154.
• Jonathan Hoddenbagh & Mikhail Dmitriev, 2016, "Online Appendix to "The Financial Accelerator and the Optimal State-Dependent Contract"," Online Appendices, Review of Economic Dynamics, number 15-282.
• Shigeru Fujita & Makoto Nakajima, 2016, "Code and data files for "Worker Flows and Job Flows: A Quantitative Investigation"," Computer Codes, Review of Economic Dynamics, number 10-219, revised .
• Sanjay Chugh, 2016, "Code and data files for "Firm Risk and Leverage-Based Business Cycles"," Computer Codes, Review of Economic Dynamics, number 13-60, revised .
• Yaniv Yedid-Levi, 2016, "Code and data files for "Why does employment in all major sectors move together over the business cycle?"," Computer Codes, Review of Economic Dynamics, number 14-20, revised .
• Petr Sedlacek, 2016, "Code and data files for "The aggregate matching function and job search from employment and out of the labor force"," Computer Codes, Review of Economic Dynamics, number 14-249, revised .
• Josef Hollmayr & Michael Kühl, 2016, "Code and data files for "Imperfect Information about Financial Frictions and Consequences for the Business Cycle"," Computer Codes, Review of Economic Dynamics, number 15-131, revised .
• Taisuke Nakata, 2016, "Code and data files for "Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis"," Computer Codes, Review of Economic Dynamics, number 15-154, revised .
• Jonathan Hoddenbagh & Mikhail Dmitriev, 2016, "Code and data files for "The Financial Accelerator and the Optimal State-Dependent Contract"," Computer Codes, Review of Economic Dynamics, number 15-282, revised .
• Shigeru Fujita & Makoto Nakajima, 2016, "Worker Flows and Job Flows: A Quantitative Investigation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 22, pages 1-20, October, DOI: 10.1016/j.red.2016.06.001.
• Stefan Avdjiev, 2016, "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 181-197, April, DOI: 10.1016/j.red.2015.01.002.
• Sanjay Chugh, 2016, "Firm Risk and Leverage-Based Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 111-131, April, DOI: 10.1016/j.red.2016.02.001.
• Christian Bayer & Volker Tjaden, 2016, "Large Open Economies and Fixed Costs of Capital Adjustment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 125-146, July, DOI: 10.1016/j.red.2015.05.001.
• Nancy Stokey, 2016, "Wait-and See: Investment Options under Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 246-265, July, DOI: 10.1016/j.red.2015.06.001.
• Yili Chien & Harold Cole & Hanno Lustig, 2016, "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 215-239, April, DOI: 10.1016/j.red.2015.02.001.
• Yaniv Yedid-Levi, 2016, "Why does employment in all major sectors move together over the business cycle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 22, pages 131-156, October, DOI: 10.1016/j.red.2016.07.003.
• Petr Sedlacek, 2016, "The aggregate matching function and job search from employment and out of the labor force," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 16-28, July, DOI: 10.1016/j.red.2016.03.001.
• Matteo Cacciatore & Giuseppe Fiori, 2016, "The Macroeconomic Effects of Goods and Labor Marlet Deregulation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 1-24, April, DOI: 10.1016/j.red.2015.10.002.
• Eran Yashiv, 2016, "Capital Values and Job Values," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 19, pages 190-209, January, DOI: 10.1016/j.red.2015.11.003.
• Giuseppe Moscarini & Fabien Postel-Vinay, 2016, "Wage Posting and Business Cycles: a Quantitative Exploration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 19, pages 135-160, January, DOI: 10.1016/j.red.2015.11.001.
• Marcus Hagedorn & Iourii Manovskii & Sergiy Stetsenko, 2016, "Taxation and Unemployment in Models with Heterogeneous Workers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 19, pages 161-189, January, DOI: 10.1016/j.red.2015.12.004.
• Josef Hollmayr & Michael Kuehl, 2016, "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 22, pages 179-207, October, DOI: 10.1016/j.red.2016.07.004.
• Ryan Chahrour & Kristoffer Nimark, 2016, "Sectoral Media Focus and Aggregate Fluctuations," 2016 Meeting Papers, Society for Economic Dynamics, number 1034.
• J. Wang & John Fernald, 2016, "Why Has the Cyclicality of Productivity Changed? What Does It Mean?," 2016 Meeting Papers, Society for Economic Dynamics, number 1220.
• Isabella Blengini & Kenza Benhima, 2016, "Optimal Monetary Policy when Information is Market-Generated," 2016 Meeting Papers, Society for Economic Dynamics, number 1223.
• Jose-Victor Rios-Rull & Greg Kaplan & Sebastian Dyrda, 2016, "Business Cycles and Household Formation: The Micro vs the Macro Labor Elasticity," 2016 Meeting Papers, Society for Economic Dynamics, number 1347.
• Zheng Liu & Sylvain Leduc, 2016, "The Slow Job Recovery in a Macro Model of Search and Recruiting Intensity," 2016 Meeting Papers, Society for Economic Dynamics, number 1397.
• Pengfei Wang & Feng Dong & Jess Benhabib, 2016, "Adverse Selection and Self-fulfilling Business Cycles," 2016 Meeting Papers, Society for Economic Dynamics, number 1526.
• Horag Choi & George Alessandria, 2016, "The Dynamics of the U.S. Trade Balance and the Real Exchange Rate: The J Curve and Trade Costs?," 2016 Meeting Papers, Society for Economic Dynamics, number 1539.
• Aaron Hedlund & Carlos Garriga, 2016, "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," 2016 Meeting Papers, Society for Economic Dynamics, number 1564.
• Olivier Loisel, 2016, "The Implementation of Stabilization Policy," 2016 Meeting Papers, Society for Economic Dynamics, number 16.