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Citations for "Borrowing Constraints and Aggregate Economic Activity"

by Scheinkman, Jose A & Weiss, Laurence

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  1. Miao, Jianjun, 2014. "Introduction to economic theory of bubbles," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 130-136.
  2. Miles S. Kimball & N. Gregory Mankiw, 1988. "Precautionary Saving and the Timing of Taxes," NBER Working Papers 2680, National Bureau of Economic Research, Inc.
  3. Ayse Imrohoroglu & Edward Prescott, 1991. "Seigniorage as a tax: a quantitative evaluation," Proceedings, Federal Reserve Bank of Cleveland, pages 462-482.
  4. Edouard Challe & François Le Grand & Xavier Ragot, 2007. "Incomplete markets, liquidation risk and the term structure of interest rates," PSE Working Papers halshs-00587679, HAL.
  5. 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.
  6. Jérôme B. Detemple & Angel Serrat, 1998. "Dynamic Equilibrium with Liquidity Constraints," CIRANO Working Papers 98s-41, CIRANO.
  7. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  8. Juan Carlos Cordoba & Marla Ripoll, 2003. "Collateral Constraints in a Monetary Economy," Macroeconomics 0309003, EconWPA.
  9. 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.
  10. Andrés F. Arias, . "Banking Productivity and Economic Fluctuations: Colombia 1998-2000," Borradores de Economia 192, Banco de la Republica de Colombia.
  11. Xavier Ragot, 2009. "The Case for a Financial Approach to Money Demand," 2009 Meeting Papers 474, Society for Economic Dynamics.
  12. Youngjae Lim & Robert Townsend, 1998. "General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(1), pages 59-118, January.
  13. Ed Nosal & Ricardo Cavalcanti, 2004. "Some benefits of cyclical monetary policy," 2004 Meeting Papers 159, Society for Economic Dynamics.
  14. 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.
  15. Maria Teresa VALDERRAMA & Sylvia KAUFMANN, . "Modeling Credit Aggregates," EcoMod2004 330600146, EcoMod.
  16. 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.
  17. John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc.
  18. 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.
  19. Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, 07.
  20. Yann Algan & Xavier Ragot, 2010. "Monetary Policy with Heterogeneous Agents and Borrowing Constraints," Sciences Po publications info:hdl:2441/3ao9avev669, Sciences Po.
  21. Olivier Jean Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games Under Uncertainty," NBER Working Papers 3992, National Bureau of Economic Research, Inc.
  22. Yann Algan & Edouard Challe & Xavier Ragot, 2008. "Incomplete Markets and the Output-inflation Tradeoff," Sciences Po publications 2006 - 45, Sciences Po.
  23. 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.
  24. Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
  25. repec:onb:oenbwp:y::i:90:b:1 is not listed on IDEAS
  26. Gertler, Mark, 1988. "Financial Structure and Aggregate Economic Activity: An Overview," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 559-88, August.
  27. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 519-43, June.
  28. Olivier Allais & Yann Algan & Edouard Challe & Xavier Ragot, 2015. "The Welfare Cost of Inflation Risk Under Imperfect Insurance," Sciences Po publications n° 2015-08, Sciences Po.
  29. Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," RCER Working Papers 556, University of Rochester - Center for Economic Research (RCER).
  30. 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.
  31. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  32. 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.
  33. Timothy J. Kehoe & David K. Levine & Michael Woodford, 1992. "The Optimum Quantity of Money Revisited," Levine's Working Paper Archive 2035, David K. Levine.
  34. Jin, Yu, 2010. "Credit Termination and the Technology Bubbles," MPRA Paper 29010, University Library of Munich, Germany.
  35. Timothy J. Kehoe & David K. Levine, 1990. "Indeterminacy in Applied Intertemporal General Equilibrium Models," Levine's Working Paper Archive 2042, David K. Levine.
  36. 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.).
  37. repec:dgr:uvatin:2005013 is not listed on IDEAS
  38. 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.).
  39. Xavier Ragot & Francois Le Grand & Edouard Challe, 2007. "Incomplete markets and the yield curve," 2007 Meeting Papers 715, Society for Economic Dynamics.
  40. Chatterjee, Satyajit & Corbae, Dean, 1996. "Money and finance with costly commitment," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 225-248, April.
  41. 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.
  42. Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  43. 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.
  44. Sungbae An & Yongsung Chang & Sun-Bin Kim, 2007. "Can a Representative Agent Model Represent a Heterogeneous Agent Economy?," Discussion Paper Series 0714, Institute of Economic Research, Korea University.
  45. Phillip M Johnson, 2002. "Essays on Capital Markets: Frictions and Social Forces," Levine's Working Paper Archive 618897000000000052, David K. Levine.
  46. 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.
  47. repec:onb:oenbwp:y:2010:i:2:b:1 is not listed on IDEAS
  48. repec:cup:cbooks:9780521121101 is not listed on IDEAS
  49. repec:hal:wpaper:halshs-00586066 is not listed on IDEAS
  50. Calvet, Laurent E., 2001. "Incomplete Markets and Volatility," Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.
  51. 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.
  52. David K. Levine, 1991. "Asset Trading Mechanisms and Expansionary Policy," Levine's Working Paper Archive 43, David K. Levine.
  53. Andrés Felipe Arias, 2001. "Banking Productivity And Economic Fluctuations: Colombia 1998-2000," BORRADORES DE ECONOMIA 002050, BANCO DE LA REPÚBLICA.
  54. Narayana Kocherlakota, 1993. "Efficient Bilateral Risk Sharing Without Commitment," Macroeconomics 9311001, EconWPA.
  55. John H. Cochrane, 1988. "A Test of Consumption Insurance," NBER Working Papers 2642, National Bureau of Economic Research, Inc.
  56. Jordi Galí, 2011. "Monetary policy and rational asset price bubbles," Economics Working Papers 1293, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2013.
  57. Yongsung Chang & Sun-Bin Kim, 2004. "Heterogeneity and Aggregation in the Labor Market: Implications for Aggregate Preference Shifts," Macroeconomics 0402024, EconWPA.
  58. 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.
  59. Yann Algan & Olivier Allais & Edouard Challe & Xavier Ragot, 2012. "Monetary Shocks Under Incomplete Markets," Sciences Po publications info:hdl:2441/1j0a1p4ifa9, Sciences Po.
  60. Hirano, Tomohiro & Yanagawa, Noriyuki, 2010. "Asset Bubbles, Endogenous Growth, and Financial Frictions," MPRA Paper 24085, University Library of Munich, Germany.
  61. Jose L Wynne, 2001. "Financial Frictions in Business Cycles, Trade and Growth," Levine's Working Paper Archive 625018000000000127, David K. Levine.
  62. 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).
  63. Matthias Kredler & Daniel Barczyk, 2012. "Inequality and Asset Prices," 2012 Meeting Papers 929, Society for Economic Dynamics.
  64. David K. Levine, 1986. "Infinite Horizon Equilibrium with Incomplete Markets," UCLA Economics Working Papers 418, UCLA Department of Economics.
  65. George-Marios Angeletos & Laurent E. Calvet, 2002. "Idiosyncratic Production Risk, Growth and the Business Cycle," Harvard Institute of Economic Research Working Papers 1952, Harvard - Institute of Economic Research.
  66. 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.
  67. 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.
  68. Clark A. Burdick, 1997. "A transitional analysis of the welfare cost of inflation," Working Paper 97-15, Federal Reserve Bank of Atlanta.
  69. Patrick Honohan, 1995. "The Impact of Financial and Fiscal Policies on Saving," Papers WP059, Economic and Social Research Institute (ESRI).
  70. Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," Levine's Working Paper Archive 786969000000000384, David K. Levine.
  71. Peter N. Ireland, 1994. "Money and the gain from enduring relationships in the turnpike model," Working Paper 94-07, Federal Reserve Bank of Richmond.
  72. Francesco Lippi & Stefania Ragni & Nicholas Trachter, 2013. "State dependent monetary policy," Working Paper 13-17, Federal Reserve Bank of Richmond.
  73. 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.
  74. 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.
  75. Galí, Jordi, 2013. "Monetary Policy and Rational Asset Price Bubbles," CEPR Discussion Papers 9355, C.E.P.R. Discussion Papers.
  76. 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.
  77. Vlieghe, Gertjan, 2010. "Imperfect credit markets: implications for monetary policy," Bank of England working papers 385, Bank of England.
  78. Kocherlakota, Narayana R., 1996. "Consumption, commitment, and cycles," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 461-474, June.
  79. Narayana R. Kocherlakota, 2000. "Creating business cycles through credit constraints," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-10.
  80. Hindy, Ayman, 1995. "Viable prices in financial markets with solvency constraints," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 105-135.
  81. 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.
  82. Joshua Aizenman, 1986. "Country Risk, Asymmetric Information and Domestic Policies," NBER Working Papers 1880, National Bureau of Economic Research, Inc.
  83. Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005. "Agency Costs and Investment Behavior," Economics Series 182, Institute for Advanced Studies.
  84. 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.
  85. repec:hal:wpaper:halshs-00587686 is not listed on IDEAS
  86. Levine, David K., 1989. "Infinite horizon equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 18(4), pages 357-376, September.
  87. Sylvia Kaufmann & Maria Teresa Valderrama, 2004. "Modeling Credit Aggregates," Working Papers 90, Oesterreichische Nationalbank (Austrian Central Bank).
  88. 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.
  89. 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).
  90. 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.
  91. 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.
  92. João Faria & Joaquim Andrade, 1998. "Investment, credit, and endogenous cycles," Journal of Economics, Springer, vol. 67(2), pages 135-143, June.
  93. Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics.
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