Macro, Money and Finance: A Continuous Time Approach
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Markus K. Brunnermeier & Yuliy Sannikov, 2016. "Macro, Money and Finance: A Continuous Time Approach," NBER Working Papers 22343, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Basak, Suleyman & Cuoco, Domenico, 1998. "An Equilibrium Model with Restricted Stock Market Participation," Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 309-341.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Robert M. Solow, 1956. "A Contribution to the Theory of Economic Growth," The Quarterly Journal of Economics, Oxford University Press, vol. 70(1), pages 65-94.
- Matteo Maggiori, 2017.
"Financial Intermediation, International Risk Sharing, and Reserve Currencies,"
American Economic Review,
American Economic Association, vol. 107(10), pages 3038-3071, October.
- Matteo Maggiori, 2012. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers 146, Society for Economic Dynamics.
- Matteo Maggiori, 2013. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," Working Paper 181796, Harvard University OpenScholar.
- Gregory Phelan, 2016.
"Financial Intermediation, Leverage, and Macroeconomic Instability,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 8(4), pages 199-224, October.
- Gregory Phelan, 2015. "Financial Intermediation, Leverage, and Macroeconomic Instability," Department of Economics Working Papers 2015-02, Department of Economics, Williams College, revised Jan 2016.
- Alan Moreira & Alexi Savov, 2014. "The Macroeconomics of Shadow Banking," NBER Working Papers 20335, National Bureau of Economic Research, Inc.
- Peter M. Demarzo & Yuliy Sannikov, 2017.
"Learning, Termination, and Payout Policy in Dynamic Incentive Contracts,"
Review of Economic Studies,
Oxford University Press, vol. 84(1), pages 182-236.
- DeMarzo, Peter M. & Sannikov, Yuliy, 2016. "Learning, Termination, and Payout Policy in Dynamic Incentive Contracts," Research Papers 3432, Stanford University, Graduate School of Business.
- N. Gregory Mankiw & David Romer (ed.), 1991. "New Keynesian Economics - Vol. 1: Imperfect Competition and Sticky Prices," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262631334.
- Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Research Discussion Papers 26/2014, Bank of Finland.
- Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary leverage cycles and financial stability," Staff Reports 567, Federal Reserve Bank of New York, revised 01 Feb 2015.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ricardo Reis, 2019.
"Central Banks Going Long,"
Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.), Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 3, pages 043-081,
Central Bank of Chile.
- Ricardo Reis, 2018. "Central Banks Going Long," Discussion Papers 1810, Centre for Macroeconomics (CFM).
- Reis, Ricardo, 2018. "Central banks going long," LSE Research Online Documents on Economics 87618, London School of Economics and Political Science, LSE Library.
- Ricardo Reis, 2018. "Central Banks Going Long," CESifo Working Paper Series 6998, CESifo Group Munich.
- Reis, Ricardo, 2018. "Central Banks Going Long," CEPR Discussion Papers 12833, C.E.P.R. Discussion Papers.
- Sergio Rebelo & Neng Wang & Jinqiang Yang, 2018.
"Rare Disasters, Financial Development, and Sovereign Debt,"
NBER Working Papers
25031, National Bureau of Economic Research, Inc.
- Rebelo, Sérgio & Wang, Neng & Yang, Jinqiang, 2018. "Rare Disasters, Financial Development, and Sovereign Debt," CEPR Discussion Papers 13202, C.E.P.R. Discussion Papers.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Bigio, Saki & Schneider, Andrés, 2017. "Liquidity shocks, business cycles and asset prices," European Economic Review, Elsevier, vol. 97(C), pages 108-130.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
More about this item
Keywords(Inside) Money; Endogenous Risk Dynamics; Financial Frictions; Macroeconomic Modeling; Monetary Economics; Paradox of Prudence; Volatility Paradox;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpr:ceprdp:11329. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.