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Macroeconomic dynamics
NBER working paper series
309
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243
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210
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201
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ECONIS (ZBW)
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1
Social security safety net with rare event risk
Hunt, Erin Cottle
;
Caliendo, Frank
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 495-515
Persistent link: https://www.econbiz.de/10014485340
Saved in:
2
Asset pricing with costly and delayed firm entry
Kaszab, Lorant
;
Marsal, Ales
;
Rabitsch, Katrin
- In:
Macroeconomic dynamics
28
(
2024
)
4
,
pp. 855-879
Persistent link: https://www.econbiz.de/10015055123
Saved in:
3
The nonlinear nature of country risk and its implications for DSGE models
Brzoza-Brzezina, Michał
;
Kotłowski, Jacek
- In:
Macroeconomic dynamics
24
(
2020
)
3
,
pp. 601-628
Persistent link: https://www.econbiz.de/10012240994
Saved in:
4
Debt stabilization in the presence of endogenous risk premia : a dynamic game approach
Anevlavis, Tzanis
;
Papavassilopoulos, George
;
Engwerda, …
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2616-2648
Persistent link: https://www.econbiz.de/10012127378
Saved in:
5
Are risk premia related to real exchange rate swings? : evidence from I(2) CVARs with survey expectations
Stillwagon, Josh R.
- In:
Macroeconomic dynamics
22
(
2018
)
2
,
pp. 255-278
Persistent link: https://www.econbiz.de/10011914999
Saved in:
6
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
7
Risk adjustment of the credit-card augmented divisia monetary aggregates
Barnett, William A.
;
Su, Liting
- In:
Macroeconomic dynamics
23
(
2019
),
pp. 90-114
Persistent link: https://www.econbiz.de/10012138112
Saved in:
8
Inflation stabilization and default risk in a currency union
Okano, Eiji
;
Hamano, Masashige
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1790-1807
Persistent link: https://www.econbiz.de/10011918177
Saved in:
9
Long-run risk and money market rates : an empirical assessment
D'Addona, Stefano
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 1096-1117
Persistent link: https://www.econbiz.de/10011805440
Saved in:
10
Term premia implications of macroeconomic regime changes
Carboni, Giacomo
- In:
Macroeconomic dynamics
20
(
2016
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011558369
Saved in:
11
Default risk premia on government bonds in a quantitative macroeconomic model
Jüßen, Falko
;
Linnemann, Ludger
;
Schabert, Andreas
- In:
Macroeconomic dynamics
20
(
2016
)
1
,
pp. 380-403
Persistent link: https://www.econbiz.de/10011558396
Saved in:
12
A note on the forward and the equity premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 446-464
Persistent link: https://www.econbiz.de/10011308637
Saved in:
13
Persistent catastrophic shocks and equity premiums : a note
Saitō, Makoto
;
Suzuki, Shiba
- In:
Macroeconomic dynamics
18
(
2014
)
5
,
pp. 1161-1171
Persistent link: https://www.econbiz.de/10010467261
Saved in:
14
Credit frictions, collateral, and the cyclical behavior of the finance premium
Agénor, Pierre-Richard
;
Bratsiotis, George
;
Pfajfar, Damjan
- In:
Macroeconomic dynamics
18
(
2014
)
5
,
pp. 985-997
Persistent link: https://www.econbiz.de/10010467401
Saved in:
15
Monetary policy, housing booms, and financial (im)balances
Eickmeier, Sandra
;
Hofmann, Boris
- In:
Macroeconomic dynamics
17
(
2013
)
4
,
pp. 830-860
Persistent link: https://www.econbiz.de/10009774981
Saved in:
16
The equity premium in consumption and production models
Akdeniz, Levent
;
Dechert, W. Davis
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 139-148
Persistent link: https://www.econbiz.de/10009533377
Saved in:
17
Why do risk premia vary over time? : a theoretical investigation under habit formation
De Paoli, Bianca
;
Zabczyk, Pawel
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 252-266
Persistent link: https://www.econbiz.de/10009715424
Saved in:
18
Learning, the forward premium puzzle, and market efficiency
Chakraborty, Avik
- In:
Macroeconomic dynamics
13
(
2009
),
pp. 31-57
Persistent link: https://www.econbiz.de/10003864058
Saved in:
19
Do risk premia protect against banking crises?
Gersbach, Hans
;
Wenzelburger, Jan
- In:
Macroeconomic dynamics
12
(
2008
),
pp. 100-111
Persistent link: https://www.econbiz.de/10003868067
Saved in:
20
The spirit of capitalism, asset returns, and the business cycle
Boileau, Martin
;
Braeu, Rebecca
- In:
Macroeconomic dynamics
11
(
2007
)
2
,
pp. 214-230
Persistent link: https://www.econbiz.de/10003462935
Saved in:
21
Macroeconomic shocks and the foreign exchange risk premia
Iwata, Shigeru
;
Wu, Shu
- In:
Macroeconomic dynamics
10
(
2006
)
4
,
pp. 439-466
Persistent link: https://www.econbiz.de/10003369315
Saved in:
22
Money and growth in a production economy with multiole assets
Kaas, Leo
;
Weinrich, Gerd
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 670-690
Persistent link: https://www.econbiz.de/10001823410
Saved in:
23
The Sharpe ratio and preferences : a parametric approach
Lettau, Martin
;
Uhlig, Harald
- In:
Macroeconomic dynamics
6
(
2002
)
2
,
pp. 242-265
Persistent link: https://www.econbiz.de/10001659490
Saved in:
24
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
Saved in:
25
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Marcet, Albert
;
Singleton, Kenneth J.
- In:
Macroeconomic dynamics
3
(
1999
)
2
,
pp. 243-277
Persistent link: https://www.econbiz.de/10001618327
Saved in:
26
Habit persistence and asset returns in an exchange economy
Boldrin, Michele
;
Christiano, Lawrence J.
;
Fisher, …
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 312-332
Persistent link: https://www.econbiz.de/10001630057
Saved in:
27
Equity-premium and risk-free-rate puzzles at long horizons
Daniel, Kent
;
Marshall, David Aaron
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 452-484
Persistent link: https://www.econbiz.de/10001630063
Saved in:
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