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Citations for "Borrowing Constraints and Aggregate Economic Activity"

by Scheinkman, Jose A & Weiss, Laurence

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  1. Angeletos, George-Marios & Calvet, Laurent-Emmanuel, 2006. "Idiosyncratic production risk, growth and the business cycle," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1095-1115, September.
  2. Levine, David K., 1991. "Asset trading mechanisms and expansionary policy," Journal of Economic Theory, Elsevier, vol. 54(1), pages 148-164, June.
  3. Blanchard Olivier & Weil Philippe, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 1(2), pages 1-23, November.
  4. Lim, Y. & Townsend, R.M., 1997. "General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies," Papers 9716, Centro de Estudios Monetarios Y Financieros-.
  5. Challe, Edouard & Le Grand, François & Ragot, Xavier, 2013. "Incomplete markets, liquidation risk, and the term structure of interest rates," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2483-2519.
  6. Jordi Galí, 2013. "Monetary Policy and Rational Asset Price Bubbles," NBER Working Papers 18806, National Bureau of Economic Research, Inc.
  7. Bertsimas, Dimitris. & Kogan, Leonid, 1974- & Lo, Andrew W., 1997. "Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach," Working papers WP 3973-97., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  8. Narayana Kocherlakota, 1993. "Efficient Bilateral Risk Sharing Without Commitment," Macroeconomics 9311001, EconWPA.
  9. Gaetano Bloise & Pietro Reichlin, 2008. "Asset Prices, Debt Constraints and Inefficiency," EIEF Working Papers Series 0803, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2008.
  10. Nicolas L. Jacquet & Serene Tan, 2011. "Money, Bargaining, and Risk Sharing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 419-442, October.
  11. Sungbae An & Yongsung Chang & Sun-Bin Kim, 2009. "Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 29-54, July.
  12. Joshua Aizenman, 1986. "Country Risk, Asymmetric Information and Domestic Policies," NBER Working Papers 1880, National Bureau of Economic Research, Inc.
  13. Andrés Felipe Arias, 2001. "Banking Productivity And Economic Fluctuations: Colombia 1998-2000," BORRADORES DE ECONOMIA 002050, BANCO DE LA REPÚBLICA.
  14. Satyajit Chatterjee & Dean Corbae, 1996. "Money and finance with costly commitment," Working Papers 96-8, Federal Reserve Bank of Philadelphia.
  15. Calvet, Laurent E., 2001. "Incomplete Markets and Volatility," Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.
  16. G. Constantinides, 1990. "Habit formation: a resolution of the equity premium puzzle," Levine's Working Paper Archive 1397, David K. Levine.
  17. Clark A. Burdick, 1997. "A transitional analysis of the welfare cost of inflation," Working Paper 97-15, Federal Reserve Bank of Atlanta.
  18. Attanasio, Orazio P., 1995. "The intertemporal allocation of consumption: theory and evidence," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 39-56, June.
  19. repec:hal:wpaper:halshs-00587686 is not listed on IDEAS
  20. Matthias Kredler & Daniel Barczyk, 2012. "Inequality and Asset Prices," 2012 Meeting Papers 929, Society for Economic Dynamics.
  21. Vlieghe, Gertjan, 2010. "Imperfect credit markets: implications for monetary policy," Bank of England working papers 385, Bank of England.
  22. Ayse Imrohoroglu & Edward C. Prescott, 1991. "Evaluating the welfare effects of alternative monetary arrangements," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 3-10.
  23. repec:onb:oenbwp:y:2010:i:2:b:1 is not listed on IDEAS
  24. Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  25. Madsen, Jakob B. & McAleer, Michael, 2001. "Consumption, liquidity constraints, uncertainty and temptation: An international comparison," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 61-89, February.
  26. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
  27. Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics.
  28. John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc.
  29. John H. Cochrane, 1988. "A Test of Consumption Insurance," NBER Working Papers 2642, National Bureau of Economic Research, Inc.
  30. Edouard Challe & Xavier Ragot, 2010. "Aggregate Consumption in Times of Crisis: The Role of Financial Frictions -super-1," CESifo Economic Studies, CESifo, vol. 56(4), pages 627-648, December.
  31. Ragot, X., 2010. "The Case for a Financial Approach to Money Demand," Working papers 300, Banque de France.
  32. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  33. Yann Algan & Edouard Challe & Xavier Ragot, 2008. "Incomplete Markets and the Output-inflation Tradeoff," Sciences Po publications 2006 - 45, Sciences Po.
  34. Nakajima, Tomoyuki, 2005. "A business cycle model with variable capacity utilization and demand disturbances," European Economic Review, Elsevier, vol. 49(5), pages 1331-1360, July.
  35. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "Modeling Credit Aggregates," Working Papers 90, Oesterreichische Nationalbank (Austrian Central Bank).
  36. Juan Carlos Cordoba & Marla Ripoll, 2003. "Collateral Constraints in a Monetary Economy," Macroeconomics 0309003, EconWPA.
  37. Phillip M Johnson, 2002. "Essays on Capital Markets: Frictions and Social Forces," Levine's Working Paper Archive 618897000000000052, David K. Levine.
  38. Mark L. Gertler, 1988. "Financial Structure and Aggregate Economic Activity: An Overview," NBER Working Papers 2559, National Bureau of Economic Research, Inc.
  39. Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
  40. Coleman, Wilbur John, II, 1993. "Solving Nonlinear Dynamic Models on Parallel Computers," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 325-30, July.
  41. Hindy, Ayman, 1995. "Viable prices in financial markets with solvency constraints," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 105-135.
  42. Murat F. Iyigun & Ann L. Owen, 1997. "Income inequality and macroeconomic fluctuations," International Finance Discussion Papers 586, Board of Governors of the Federal Reserve System (U.S.).
  43. Xavier Ragot & Francois Le Grand & Edouard Challe, 2007. "Incomplete markets and the yield curve," 2007 Meeting Papers 715, Society for Economic Dynamics.
  44. Chang, Yongsung & Schorfheide, Frank, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," CEPR Discussion Papers 8039, C.E.P.R. Discussion Papers.
  45. Timothy J. Kehoe & David K. Levine, 1990. "Indeterminacy in Applied Intertemporal General Equilibrium Models," Levine's Working Paper Archive 2042, David K. Levine.
  46. David K. Levine, 1986. "Infinite Horizon Equilibrium with Incomplete Markets," UCLA Economics Working Papers 418, UCLA Department of Economics.
  47. Kimball, Miles S & Mankiw, N Gregory, 1989. "Precautionary Saving and the Timing of Taxes," Journal of Political Economy, University of Chicago Press, vol. 97(4), pages 863-79, August.
  48. S.L. Schreft & A.P. Villamil, 1990. "Liquidity constraints in commercial loan markets with imperfect information and imperfect competition," Working Paper 90-10, Federal Reserve Bank of Richmond.
  49. Galí, Jordi, 2013. "Monetary Policy and Rational Asset Price Bubbles," CEPR Discussion Papers 9355, C.E.P.R. Discussion Papers.
  50. Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
  51. Ayse Imrohoroglu & Edward C. Prescott, 1991. "Seigniorage as a tax: a quantitative evaluation," Staff Report 132, Federal Reserve Bank of Minneapolis.
  52. Aleksander Berentsen & Gabriele Camera & C hristopher W aller, 2005. "The Distribution Of Money Balances And The Nonneutrality Of Money," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 465-487, 05.
  53. Maria Teresa VALDERRAMA & Sylvia KAUFMANN, . "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
  54. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.
  55. Hirano, Tomohiro & Yanagawa, Noriyuki, 2010. "Asset Bubbles, Endogenous Growth, and Financial Frictions," MPRA Paper 24085, University Library of Munich, Germany.
  56. David K. Levine, 1989. "Infinite Horizon Equilibrium with Incomplete Markets," Levine's Working Paper Archive 49, David K. Levine.
  57. Ricardo de O. Cavalcanti & Ed Nosal, 2005. "Some benefits of cyclical monetary policy," Working Paper 0511, Federal Reserve Bank of Cleveland.
  58. João Faria & Joaquim Andrade, 1998. "Investment, credit, and endogenous cycles," Journal of Economics, Springer, vol. 67(2), pages 135-143, June.
  59. Francesco Lippi & Stefania Ragni & Nicholas Trachter, 2013. "State Dependent Monetary Policy," EIEF Working Papers Series 1324, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2013.
  60. Richard H. Clarida, 1985. "International Lending and Borrowing in a Stochastic Sequence Equilibrium," Cowles Foundation Discussion Papers 771, Cowles Foundation for Research in Economics, Yale University.
  61. Yongsung Chang & Sun-Bin Kim, 2004. "Heterogeneity and aggregation in the labor market : implications for aggregate preference shifts," Working Paper 03-17, Federal Reserve Bank of Richmond.
  62. repec:dgr:uvatin:2005013 is not listed on IDEAS
  63. Narayana R. Kocherlakota, 2000. "Creating business cycles through credit constraints," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-10.
  64. Andrés F. Arias, . "Banking Productivity and Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 192, Banco de la Republica de Colombia.
  65. Jérôme B. Detemple & Angel Serrat, 1998. "Dynamic Equilibrium with Liquidity Constraints," CIRANO Working Papers 98s-41, CIRANO.
  66. Patrick Honohan, 1995. "The Impact of Financial and Fiscal Policies on Saving," Papers WP059, Economic and Social Research Institute (ESRI).
  67. repec:cup:cbooks:9780521121101 is not listed on IDEAS
  68. repec:hal:wpaper:halshs-00586066 is not listed on IDEAS
  69. Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "A Tractable Model of Monetary Exchange with Ex-post Heterogeneity," NBER Working Papers 21179, National Bureau of Economic Research, Inc.
  70. Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," NBER Working Papers 18102, National Bureau of Economic Research, Inc.
  71. Kevin M. Murphy & Andrei Shleifer & Robert W. Vishny, 1989. "Building Blocks of Market Clearing Business Cycle Models," NBER Working Papers 3004, National Bureau of Economic Research, Inc.
  72. Javier Díaz-Giménez & Luis Puch, 1998. "Borrowing constraints in economies with household capital and banking: an application to the Spanish housing market (1982-1988)," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 469-499, September.
  73. Timothy J. Kehoe & David K. Levine & Michael Woodford, 1990. "The optimum quantity of money revisited," Working Papers 404, Federal Reserve Bank of Minneapolis.
  74. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  75. Fehle, Frank, 2004. "A note on transaction costs and the existence of derivatives markets," Journal of Economics and Business, Elsevier, vol. 56(1), pages 63-70.
  76. Jin, Yu, 2010. "Credit Termination and the Technology Bubbles," MPRA Paper 29010, University Library of Munich, Germany.
  77. repec:onb:oenbwp:y::i:90:b:1 is not listed on IDEAS
  78. George-Marios Angeletos & Laurent E. Calvet, 2001. "Incomplete Markets, Growth, and the Business Cycle," Harvard Institute of Economic Research Working Papers 1910, Harvard - Institute of Economic Research.
  79. Patrick Pintus, 2004. "International Capital Mobility and Aggregate Volatility: the Case of Credit-Rationed Open Economies," Computing in Economics and Finance 2004 193, Society for Computational Economics.
  80. Wilbur John Coleman II, 1991. "Precautionary money balances with aggregate uncertainty," International Finance Discussion Papers 399, Board of Governors of the Federal Reserve System (U.S.).
  81. Kocherlakota, Narayana R., 1996. "Consumption, commitment, and cycles," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 461-474, June.
  82. Truman F. Bewley, 1984. "Fiscal and Monetary Policy in a General Equilibrium Model," Cowles Foundation Discussion Papers 690, Cowles Foundation for Research in Economics, Yale University.
  83. Miao, Jianjun, 2014. "Introduction to economic theory of bubbles," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 130-136.
  84. Jose L Wynne, 2001. "Financial Frictions in Business Cycles, Trade and Growth," Levine's Working Paper Archive 625018000000000127, David K. Levine.
  85. Patrick Artus, 1993. "Crises financières et cycle réel : Le rôle des imperfections du marché du crédit," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 89-107.
  86. Sylvia Kaufmann & Maria Teresa Valderrama, 2008. "Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 266-279.
  87. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," Economics Working Papers (Ensaios Economicos da EPGE) 387, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  88. Ferreira, Pedro Cavalcanti Gomes & Cunha, Bárbara Vasconcelos Boavista da, 2003. "Custo de Ciclo Econômico no Brasil em um Modelo com Restrição a Crédito," Economics Working Papers (Ensaios Economicos da EPGE) 471, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  89. Peter N. Ireland, 1994. "Money and the gain from enduring relationships in the turnpike model," Working Paper 94-07, Federal Reserve Bank of Richmond.
  90. Olson, Lars J., 1995. "Dynamic Economic Models with Uncertainty and Irreversibility: Methods and Applications," Working Papers 197822, University of Maryland, Department of Agricultural and Resource Economics.
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