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Herd behavior and aggregate fluctuations in financial markets
Cont, Rama; Bouchaud, Jean-Philippe - In: Macroeconomic dynamics 4 (2000) 2, pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
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The distribution of wealth in the Blanchard-Yaari model
Benhabib, Jess; Bisin, Alberto; Zhu, Shenghao - In: Macroeconomic dynamics 20 (2016) 2, pp. 466-481
Persistent link: https://www.econbiz.de/10011577311
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A note on the size distribution of consumption : more double Pareto than lognormal
Akira Toda, Alexis - In: Macroeconomic dynamics 21 (2017) 6, pp. 1508-1518
Persistent link: https://www.econbiz.de/10011805917
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The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 26 (2022) 8, pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
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Factor-augmented QVAR models : an observation-driven approach
Alanya-Beltran, Willy - In: Macroeconomic dynamics 28 (2024) 4, pp. 970-989
Persistent link: https://www.econbiz.de/10015055127
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Idiosyncratic shocks and asset returns in the real-business-cycle model : an approximate analytical approach
Cárceles-Poveda, Eva - In: Macroeconomic dynamics 9 (2005) 3, pp. 295-320
Persistent link: https://www.econbiz.de/10003048653
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Endogenous short-sale constraint, stock prices and output cycles
Zhang, Harold H. - In: Macroeconomic dynamics 1 (1997) 1, pp. 228-254
Persistent link: https://www.econbiz.de/10001337433
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Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei; Yeh, Andy Jia-Yuh - In: Macroeconomic dynamics 28 (2024) 3, pp. 612-646
Persistent link: https://www.econbiz.de/10014519888