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1
Book / Working Paper 		A Response to Cogley and Sbordone's Comment on "Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation"
Year:                     
2011-06
Person:  Gumbau-Brisa, Fabià; Lie, Denny; Olivei, Giovanni P.
Institution:  School of Economics, Faculty of Arts and Social Sciences
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2
Book / Working Paper 		Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve
Year:                     
2011-06
Person:  Barnes, Michelle L.; Gumbau-Brisa, Fabià; Lie, Denny; Olivei, Giovanni P.
Institution:  School of Economics, Faculty of Arts and Social Sciences
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3
Book / Working Paper 		Estimating the Euler Equation for Aggregate Investment with Endogenous Capital Depreciation
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4
Book / Working Paper 		Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
Year:                     
2011-02
Person:  Mumtaz, Haroon; Surico, Paolo
Institution:  C.E.P.R. Discussion Papers
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5
Book / Working Paper 		Notes on Agents¡¯ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy
Year:                     
2011-01
Person:  Honkapohja, Seppo; Mitra, Kaushik; Evans, George W.
Institution:  Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
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6
Article 		Did the financial crisis in Japan affect household welfare seriously?
Year:                     
2011
Affiliated person:  Sawada, Yasuyuki; Nawata, Kazumitsu; Ii, Masako; Lee, Mark J.
Published in:  Journal of money, credit and banking : JMCB ; 43
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7
Article 		Affine Nelson-Siegel model
Year:                     
2011
Person:  Alfaro, Rodrigo A.
Published in:  Economics letters ; 110
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8
Article 		Is food consumption a good proxy for nondurable consumption?
Year:                     
2011
Person:  Bonaparte, Yosef; Fabozzi, Frank J.
Published in:  Economics letters ; 111
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9
Article 		Chaos and capacity utilization under increasing returns to scale
Year:                     
2011
Person:  Stockman, David R.
Published in:  Journal of economic behavior & organization : JEBO ; 77
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10
Article 		Ownership structure and financial constraints : evidence from a structural estimation
Year:                     
2011
Person:  Lin, Chen; Ma, Yue; Xuan, Yuhai
Published in:  Journal of financial economics ; 102
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11
Article 		Retesting the CCAPM Euler equations
Year:                     
2011
Person:  Azar, Samih
Published in:  International journal of managerial finance : IJMF ; 7
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12
Book / Working Paper 		Incorporating theoretical restrictions into forecasting by projection methods
Year:                     
2011
Person:  Giacomini, Raffaella; Ragusa, Giuseppe
Publisher:  London : Centre for Economic Policy Research
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13
Book / Working Paper 		Notes on agents' behavioral rules under adaptive learning and studies of monetary policy
Year:                     
2011
Person:  Honkapohja, Seppo; Mitra, Kaushik; Evans, George W.
Publisher:  St. Andrews : Centre for Dynamic Macroeconomic Analysis
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14
Article 		From income to consumption : measuring households partial insurance
Year:                     
2011
Person:  Casado, José María
Published in:  Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria ; 40
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15
Book / Working Paper 		Estimating the aggregate consumption Euler equation with state-dependent parameters
Year:                     
2011
Person:  Mumtaz, Haroon; Surico, Paolo
Publisher:  London : Centre for Economic Policy Research
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16
Book / Working Paper 		Food consumption expenditure and habit formation : evidence from Japanese household panel data
Year:                     
2011
Person:  Iwamoto, Koichiro
Publisher:  Tokyo : Economic and Social Research Inst.
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17
Book / Working Paper 		Did the Financial Crisis in Japan Affect Household Welfare Seriously?
Year:                     
2010-04
Person:  Sawada, Yasuyuki; Nawata, Kazumitsu; Ii, Masako; Lee, Mark J.
Institution:  Department of Economics, Towson University
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18
Article 		A closed-form solution for the continuous-time consumption model with endogenous labor income
Year:                     
2010
Person:  Zhang, Aihua
Publisher:  Springer
Published in:  Decisions in Economics and Finance
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19
Article 		The Role of the Real Interest Rate in U.S. Macroeconomic History
Year:                     
2010
Person:  Weber, Ernst Juerg
Publisher:  Berkeley Electronic Press
Published in:  The B.E. Journal of Macroeconomics
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20
Article 		A closed-form solution for the continuous-time consumption model with endogenous labor income
Year:                     
2010
Person:  Zhang, Aihua
Published in:  Decisions in economics and finance : DEF ; a journal of applied mathematics ; 33
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21
Book / Working Paper 		Matching and saving in continuous time : theory
Year:                     
2010
Person:  Bayer, Christian; Wälde, Klaus
Publisher:  Louvain-la-Neuve : UCL
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22
Book / Working Paper 		Matching and saving in continuous time : proofs
Year:                     
2010
Person:  Bayer, Christian; Wälde, Klaus
Publisher:  Louvain-la-Neuve : UCL
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23
Book / Working Paper 		Matching and saving in continuous time : proofs
Year:                     
2010
Person:  Bayer, Christian; Wälde, Klaus
Publisher:  München : CESifo
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24
Article 		The Sarbanes-Oxley act and corporate investment : a structural assessment
Year:                     
2010
Person:  Kang, Qiang; Liu, Qiao; Qi, Rong
Published in:  Journal of financial economics ; 96
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25
Book / Working Paper 		Euler-equation estimation for discrete choice models : a capital accumulation application
Year:                     
2010
Person:  Cooper, Russell W.; Haltiwanger, John C.; Willis, Jonathan L.
Publisher:  Badia Fiesolana, San Domenico (Fl)
Institution:  European University Institute / Department of Law
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26
Article 		Solving the incomplete markets model with aggregate uncertainty using the KrusellSmith algorithm
Year:                     
2010
Person:  Maliar, Lilia; Maliar, Serguei; Valli, Fernando
Published in:  Journal of economic dynamics & control ; 34
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27
Book / Working Paper 		Euler-equation estimation for discrete choice models : a capital accumulation application
Year:                     
2010
Person:  Cooper, Russell W.; Haltiwanger, John C.; Willis, Jonathan L.
Publisher:  Cambridge, Mass.
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28
Book / Working Paper 		Real-time, adaptive learning via parameterized expectations
Year:                     
2010
Person:  Berardi, Michele; Duffy, John
Publisher:  Manchester : Centre for Growth and Business Cycle Research, Economic Studies, Univ. of Manchester
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29
Article 		Existence of singularity bifurcation in an Euler-equations model of the United States economy : Grandmont was right
Year:                     
2010
Person:  Barnett, William A.; He, Susan
Published in:  Economic modelling ; 27
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30
Article 		Euler Equation Errors
Year:                     
2009
Person:  Lettau, Martin; Ludvigson, Sydney
Institution:  Society for Economic Dynamics - SED
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31
Article 		Intertemporal consumption with directly measured welfare functions and subjective expectations
Year:                     
2009
Person:  Kapteyn, Arie; Kleinjans, Kristin J.; Soest, Arthur van
Published in:  Journal of economic behavior & organization : JEBO ; 72
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32
Article 		A method for calibrating input (and output) price elasticities
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33
Article 		Capital market imperfections and financialization of real sectors in emerging markets : private investment and cash flow relationship revisited
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34
Article 		Euler equation errors
Year:                     
2009
Person:  Lettau, Martin; Ludvigson, Sydney C.
Published in:  Review of economic dynamics ; 12
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35
Book / Working Paper 		Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints
Year:                     
2009
Person:  Kilponen, Juha
Publisher:  Helsinki : Bank of Finland
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36
Article 		Estimating Euler equations with noisy data : two exact GMM estimators
Year:                     
2009
Person:  Alan, Sule; Attanasio, Orazio P.; Browning, Martin James
Published in:  Journal of applied econometrics ; 24
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37
Article 		Is the market price of risk infinite?
Year:                     
2009
Person:  Cogley, Timothy
Published in:  Economics letters ; 102
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38
Article 		On irregular functionals of SDEs and the Euler scheme
Year:                     
2009
Person:  Avikainen, Rainer
Published in:  Finance and stochastics ; 13
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39
Article 		Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Year:                     
2009
Person:  Giles, Michael B.; Higham, Desmond J.; Mao, Xuerong
Published in:  Finance and stochastics ; 13
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40
Article 		Does consumption respond to predicted increases in cash-hand availability? : evidence from the Italian "severance pay"
Year:                     
2009
Person:  Borella, Margherita; Fornero, Elsa; Rossi, Mariacristina
Published in:  Economics letters ; 105
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41
Article 		Excess sensitivity, liquidity constraints, and the collateral role of housing
Year:                     
2009
Person:  Benito, Andrew; Mumtaz, Haroon
Published in:  Macroeconomic dynamics ; 13
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42
Article 		On the need for a new approach to analyzing monetary policy
Year:                     
2009
Person:  Atkeson, Andrew; Kehoe, Patrick J.
Published in:  NBER macroeconomics annual ; 23
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43
Article 		Government policy and industrial investment determinants in Spanish regions
Year:                     
2009
Person:  Escribá Pérez, Francisco Javier; Murgui, Maria José
Published in:  Regional science & urban economics ; 39
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44
Article 		Financial constraints and continental business groups : evidence from German Konzerns
Year:                     
2009
Person:  Gorodnichenko, Yuriy; Schaefer, Dorothea; Talavera, Oleksandr
Published in:  Research in international business and finance ; 23
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45
Book / Working Paper 		"On the 'Faustian' Dynamics of Policy and Political Power"
Year:                     
2008-08-02
Person:  Bai, Jinhui; Lagunoff, Roger
Institution:  Georgetown University, Department of Economics
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46
Book / Working Paper 		Home production and the allocation of time and consumption over the life cycle
Year:                     
2008-07
Person:  Ree, Joppe de; Alessie, Rob
Institution:  School of Economics, Universiteit Utrecht
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47
Book / Working Paper 		Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory
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48
Article 		Optimal balanced growth in a general multi-sector endogenous growth model with constant returns
Year:                     
2008
Person:  Takahashi, Harutaka
Publisher:  Springer
Published in:  Economic Theory
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49
Article 		Consumption behavior, asset returns, and risk aversion : evidence from the Japanese household survey
Year:                     
2008
Person:  Kubota, Keiichi; Tokunaga, Toshifumi; Wada, Kenji
Published in:  Japan and the world economy : international journal of theory and policy ; 20
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50
Article 		An economic approach to some classical theorems in optimization theory
Year:                     
2008
Person:  Sun, Guang-Zhen
Published in:  Optimization letters ; 2
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