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Report NEP-DGE-2005-12-01
This is the archive for NEP-DGE, a report on new working papers in the area of Dynamic General Equilibrium. Christian Zimmermann issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-DGE
The following items were announced in this report:
- Federico Ravenna, 2005, "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers, Society for Economic Dynamics, number 841.
- Julen Esteban-Pretel & Elisa Faraglia, 2005, "Monetary Shocks in a Model with Loss of Skills," 2005 Meeting Papers, Society for Economic Dynamics, number 328.
- Thomas A. Lubik & Michael U. Krause, 2005, "On-the-job Search and the Cyclical Dynamics of the Labor Market," 2005 Meeting Papers, Society for Economic Dynamics, number 792.
- Miana Plesca, 2005, "Accounting for General Equilibrium Effects in Program Evalution," 2005 Meeting Papers, Society for Economic Dynamics, number 499.
- Sven Rady & Francois Ortalo-Magne, 2005, "Heterogeneity within Communities: A Stochastic Model with Tenure Choice," 2005 Meeting Papers, Society for Economic Dynamics, number 113.
- Filippo Occhino & John Landon-Lane, 2005, "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers, Society for Economic Dynamics, number 116.
- Christopher Waller & Aleksander Berentsen, 2005, "Optimal Stabilization Policies in a Model with Financial Intermediation," 2005 Meeting Papers, Society for Economic Dynamics, number 416.
- Sagiri Kitao, 2005, "Income taxation with uninsurable endowment and entrepreneurial investment risks," 2005 Meeting Papers, Society for Economic Dynamics, number 514.
- Marco Cagetti & Mariacristina De Nardi, 2005, "Wealth inequality: data and models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-10.
- Manuel Toledo & Jose I. Silva, 2005, "Labor Turnover Costs and the Cyclical Behavior of Vacancies and Unemployment," 2005 Meeting Papers, Society for Economic Dynamics, number 775.
- V. Sanchez-Marcos & J.V.Rios-Rull, 2005, "Aggregate Shocks and the Volatility of House Prices," 2005 Meeting Papers, Society for Economic Dynamics, number 648.
- Onur Ozgur, 2005, "A Model of Dynamic Liquidity Contracts," 2005 Meeting Papers, Society for Economic Dynamics, number 251.
- Ana Balcao Reis & Joao Ejarque, 2005, "(Relative Price) Lessons from Taking an AK Model to the Data," 2005 Meeting Papers, Society for Economic Dynamics, number 312.
- Conny Olovsson, 2005, "The Welfare Gains of Improving Risk Sharing in Social Security," 2005 Meeting Papers, Society for Economic Dynamics, number 584.
- Christopher Waller & Guillaume Rocheteau, 2005, "Bargaining in Monetary Economies," 2005 Meeting Papers, Society for Economic Dynamics, number 55.
- Leena Rudanko, 2005, "Labor Market Dynamics under Long Term Wage Contracting," 2005 Meeting Papers, Society for Economic Dynamics, number 876.
- Pieter Gautier & Coen Teulings, 2005, "How Large are Search Frictions," 2005 Meeting Papers, Society for Economic Dynamics, number 175.
- Karl Schmedders, 2005, "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers, Society for Economic Dynamics, number 148.
- Eran Yashiv, 2005, "Forward-Looking Hiring Behavior and the Dynamics of the Aggregate Labor Market," 2005 Meeting Papers, Society for Economic Dynamics, number 360.
- Michael R. Pakko & William T. Gavin & Finn E. Kydland, 2005, "Monetary Policy, Taxes, and the Business Cycle," 2005 Meeting Papers, Society for Economic Dynamics, number 265.
- Burcu Duygan, 2005, "Aggregate Shocks, Idiosyncratic Risk, and Durable Goods Purchases: Evidence from Turkeys 1994 Financial Crisis," 2005 Meeting Papers, Society for Economic Dynamics, number 594.
- Martin Gervais & Paul Klein, 2005, "Risk Sharing," 2005 Meeting Papers, Society for Economic Dynamics, number 323.
- Patrick Francois & Huw Lloyd- Ellis, 2005, "I - Q Cycles," Macroeconomics, University Library of Munich, Germany, number 0511023, Nov.
- Andrey Launov & Christian Holzner, 2005, "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," 2005 Meeting Papers, Society for Economic Dynamics, number 604.
- Juan Carlos Cordoba, 2005, "U.S. Inequality: Debt Constraints or Incomplete Markets?," 2005 Meeting Papers, Society for Economic Dynamics, number 235.
- Boyan Jovanovic, 2005, "The Product Cycle and Inequality," 2005 Meeting Papers, Society for Economic Dynamics, number 199.
- Jinhui H. Bai & Ingolf Schwarz, 2005, "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," JEPS Working Papers, JEPS, number 05-005, Sep.
- Tom Krebs, 2005, "Job Displacement Risk and the Cost of Business Cycles," 2005 Meeting Papers, Society for Economic Dynamics, number 188.
- Roger E. A. Farmer, 2005, "Shooting the Auctioneer," 2005 Meeting Papers, Society for Economic Dynamics, number 26.
- Matteo Iacoviello, 2005, "Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis," 2005 Meeting Papers, Society for Economic Dynamics, number 186.
- Wouter J. Denhaan & Georg Kaltenbrunner, 2005, "Growth Expectations and Business Cycles," 2005 Meeting Papers, Society for Economic Dynamics, number 29.
- Eran Yashiv, 2005, "Evaluating the Performance of the Search and Matching Model," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0677, Feb.
- Giovanni Lombardo & Alan Sutherland, 2005, "Computing Second-Order-Accurate Solutions for Rational Expectation Models Using Linear Solution Methods," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0504, Mar.
- Marja-Liisa Halko & Klaus Kultti & Juha Virrankoski, 2005, "Wage Distribution with a Two-Sided Job Auction," 2005 Meeting Papers, Society for Economic Dynamics, number 518.
- Jonathan Heathcote & Kjetil Storesletten, 2005, "Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion," 2005 Meeting Papers, Society for Economic Dynamics, number 107.
- Gianluca Violante & Giovanni Gallipoli & Costas Meghir, 2005, "Education Decisions, Equilibrium Policies and Wages Dispersion," 2005 Meeting Papers, Society for Economic Dynamics, number 522.
- James Costain & Michael Reiter, 2005, "Stabilization versus Insurance: Welfare Effects of Procyclical Taxation Under Incomplete Markets," 2005 Meeting Papers, Society for Economic Dynamics, number 704.
- Marco Cagetti & Mariacristina De Nardi, 2005, "Entrepreneurship, frictions, and wealth," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-09.
- Susumu Imai & Neelam Jain, 2005, "Bayesian Estimation of Dynamic Discrete Choice Models," 2005 Meeting Papers, Society for Economic Dynamics, number 432.
- Reinout De Bock, 2005, "Embodied Technical Change and the Persistence of Vacancies," 2005 Meeting Papers, Society for Economic Dynamics, number 572.
- Nicola Fuchs-Schuendeln, 2005, "Adjustment to a Large Shock - Do Households Smooth Low Frequency Consumption?," 2005 Meeting Papers, Society for Economic Dynamics, number 517.
- Tim Worall & Jonathan P Thomas, 2005, "Unemployment Insurance under Moral Hazard and Limited Commitment:Public versus Private Provision," 2005 Meeting Papers, Society for Economic Dynamics, number 158.
- Stephen D. Williamson, 2005, "Monetary Policy and Distribution," 2005 Meeting Papers, Society for Economic Dynamics, number 379.
- Fang Yang, 2005, "Consumption Along the Life Cycle: How Different is Housing?," 2005 Meeting Papers, Society for Economic Dynamics, number 718.
- Andres Erosa & Luisa Fuster & Diego Restuccia, 2005, "A quantitative theory of the gender gap in wages," Working Paper, Federal Reserve Bank of Richmond, number 05-09.
- V. Anton Muscatelli & Patrizio Tirelli & Carmine Trescroci, 2003, "Fiscal and Monetary policy Interactions in a New Keynesian Model with Liquidity Constraints," Working Papers, Business School - Economics, University of Glasgow, number 2005_19, Oct, revised Apr 2005.
- Enrique G. Mendoza, 2005, "Sudden Stops in an Equilibrium Business Cycle Model with Credit Constraints: A Fisherian Deflation of Tobin's Q," 2005 Meeting Papers, Society for Economic Dynamics, number 307.
- B. Petrongolo & Z. Eckstein & S. Ge, 2005, "Minimum Wage and Compliance in a Model of Search On-the-Job," 2005 Meeting Papers, Society for Economic Dynamics, number 76.
- Olivier Jeanne & Pierre-Olivier Gourinchas, 2005, "Capital Flows to Developing Countries: the Allocation Puzzle," 2005 Meeting Papers, Society for Economic Dynamics, number 240.
- Vincenzo Quadrini & Urban Jermann, 2005, "Financial Development and Macroeconomic Stability," 2005 Meeting Papers, Society for Economic Dynamics, number 692.
- Adriano Rampini & Alberto Bisin, 2005, "Markets as Beneficial Constraints on the Government," 2005 Meeting Papers, Society for Economic Dynamics, number 325.
- Christopher D. Carroll, 2005, "Solving Dynamic Stochastic Optimization Problems Using the Method of Endogenous Gridpoints," 2005 Meeting Papers, Society for Economic Dynamics, number 628.
- Pedro Silos, 2005, "Housing tenure and wealth distribution in life-cycle economies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-25.
- Ellen McGrattan & Edward Prescott, 2005, "Productivity and the Post-1990 U.S. Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 274.
- Juan Carlos Hatchondo & Hugo Hopenhayn, 2005, "Income Redistribution and Disability Insurance," 2005 Meeting Papers, Society for Economic Dynamics, number 129.
- Flavio Cunha, 2005, "The Complementarity and Self Productivity of Human Capital Investments in a SDGE Economy with Altruism and Lifetime Liquidity Constraints," 2005 Meeting Papers, Society for Economic Dynamics, number 351.
- John Rust & Harry J. Paarsch, 2005, "Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry," 2005 Meeting Papers, Society for Economic Dynamics, number 81.
- Silvana Tenreyro & Miklos Koren, 2005, "Technological Diversification," 2005 Meeting Papers, Society for Economic Dynamics, number 392.
- Cyril Monnet & Erwan Quintin, 2005, "Why do financial systems differ? History matters," 2005 Meeting Papers, Society for Economic Dynamics, number 275.
- Henry Siu, 2005, "Time Consistent Monetary Policy with Endogenous Price Rigidity," 2005 Meeting Papers, Society for Economic Dynamics, number 821.
- Huberto M. Ennis, 2005, "Search, Money, and Inflation under Private Information," 2005 Meeting Papers, Society for Economic Dynamics, number 135.
- S. Boragan Aruoba & Christopher J. Waller, 2005, "Money and Capital," 2005 Meeting Papers, Society for Economic Dynamics, number 550.
- Dirk Krueger & Karsten Jeske, 2005, "Housing and the Macroeconomy: The Role of Implicit Guarantees for Government Sponsored Enterprises," 2005 Meeting Papers, Society for Economic Dynamics, number 242.
- Stephen Coate & Marco Battaglini, 2005, "Inefficiency in Legislative Policy-Making: A Dynamic Analysis," 2005 Meeting Papers, Society for Economic Dynamics, number 209.
- Morris Davis & Robert F. Martin, 2005, "Housing, House Prices, and the Equity Premium Revisited," 2005 Meeting Papers, Society for Economic Dynamics, number 753.
- Eva Carceles-Poveda & Arpad Abraham, 2005, "Complete Markets, Enforcement Constraints and Intermediation," 2005 Meeting Papers, Society for Economic Dynamics, number 661.
- Linda Tesar & Ariel Burstein & Chris Kurz, 2005, "Trade, Production Sharing and the International Transmission of Business Cycles," 2005 Meeting Papers, Society for Economic Dynamics, number 304.
- Mariacristina De Nardi & Marco Cagetti, 2005, "Estate taxes, entrepreneuship, and wealth," 2005 Meeting Papers, Society for Economic Dynamics, number 144.
- Carlos Carrillo-Tudela, 2005, "Wage-Tenure Contracts, Experience and Employment Status," 2005 Meeting Papers, Society for Economic Dynamics, number 110.
- Shannon Seitz & Jeremy Lise, 2005, "Consumption Inequality and Intra-Household Allocations," 2005 Meeting Papers, Society for Economic Dynamics, number 448.
- Adrian Masters, 2005, "Directed search without wage commitment: a new role for minimum wages and unions," 2005 Meeting Papers, Society for Economic Dynamics, number 347.
- Juan Carlos Cordoba & Genevieve Verdier, 2005, "Lucas vs. Lucas: On Inequality and Growth," Macroeconomics, University Library of Munich, Germany, number 0511021, Nov.
- Adam Szeidl & Raj Chetty, 2005, "Consumption Commitments: Neoclassical Foundations for Habit Formation," 2005 Meeting Papers, Society for Economic Dynamics, number 122.