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Imperfect information about financial frictions and consequences for the business cycle

Hollmayr, Josef; Kühl, Michael - In: Review of economic dynamics 22 (2016), pp. 179-207

Persistent link: https://www.econbiz.de/10011635939

Sentimental business cycles

Ravn, Morten O.; Pappa, Euē; Lagerborg, Andresa Helena - 2020

Persistent link: https://www.econbiz.de/10012252707

Imperfect price information, market power, and tax pass-through

Montag, Felix; Mamrak, Robin; Sagimuldina, Alina; … - 2023

Persistent link: https://www.econbiz.de/10014426410

Competition and quality in a physiotherapy market with fixed prices

Pekola, Piia; Linnosmaa, Ismo; Mikkola, Hennamari - In: The European journal of health economics : HEPAC ; … 18 (2017) 1, pp. 97-117

Persistent link: https://www.econbiz.de/10011867995

Current account dynamics under information rigidity and imperfect capital mobility

Shibata, Akihisa; Shintani, Mototsugu; Tsuruga, Takayuki - In: Journal of international money and finance 92 (2019), pp. 153-176

Persistent link: https://www.econbiz.de/10012134527

Moderating noise-driven macroeconomic fluctuations under dispersed information

Adams, Jonathan J. - In: Journal of economic dynamics & control 156 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014480347

Information and Market Power

Bergemann, Dirk; Heumann, Tibor; Morris, Stephen - 2018

Persistent link: https://www.econbiz.de/10012037813

Information, market power and price volatility

Bergemann, Dirk; Morris, Stephen; Heumann, Tibor - 2020

Persistent link: https://www.econbiz.de/10012252763

Valuation of a risk-averse investor under incomplete information

Takino, Kazuhiro; Ishinagi, Yoshikazu - In: International journal of accounting and finance 9 (2019) 1, pp. 68-85

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Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters

De Groot, Oliver; Durdu, Ceyhun Bora; Mendoza, Enrique G. - National Bureau of Economic Research - 2023

Global and local methods used to study open-economy incomplete-markets models yield different cyclical moments, impulse responses, spectral densities and precautionary savings. Endowment and RBC model solutions obtained with first-order, higher-order, and risky-steady-state local methods are...

Persistent link: https://www.econbiz.de/10014337778