Topic - Mathematical Methods

View: 15 All

Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy

S. Boragan Aruoba
August 2014 - Staff Report

The Illusion of School Choice: Empirical Evidence from Barcelona

Maia Guell, Caterina Calsamiglia
May 2014 - Working Paper

The Over-the-Counter Theory of the Fed Funds Market: A Primer

Ricardo Lagos, Gara Afonso
April 2014 - Working Paper

Demographics in Dynamic Heckscher-Ohlin Models: Overlapping Generations versus Infinitely Lived Consumers

Timothy J. Kehoe, Claustre Bajona
April 2014 - Staff Report

Trade Dynamics in the Market for Federal Funds

Ricardo Lagos, Gara Afonso
March 2014 - Working Paper

A 14-Variable Mixed-Frequency VAR Model

Kenneth Beauchemin
December 2013 - Staff Report

The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models

Sam Schulhofer-Wohl
June 2013 - Working Paper

Inferring Labor Income Risk and Partial Insurance from Economic Choices

Fatih Guvenen, Anthony Smith
June 2013 - Staff Report

Real-Time Forecasting with a Mixed-Frequency VAR

Frank Schorfheide, Dongho Song
September 2012 - Working Paper

Consumption and Labor Supply with Partial Insurance: An Analytical Framework

Giovanni L. Violante, Jonathan Heathcote, Kjetil Storesletten
February 2012 - Staff Report

Buyers, Sellers and Middlemen: Variations in Search Theory

Randall Wright, Yuet-Yee Wong
October 2011 - Working Paper

Modeling the Evolution of Age and Cohort Effects in Social Research

Sam Schulhofer-Wohl, Yang Yang
September 2011 - Staff Report

Interstate Migration Has Fallen Less Than You Think: Consequences of Hot Deck Imputation in the Current Population Survey

Greg Kaplan, Sam Schulhofer-Wohl
June 2011 - Staff Report

Interstate Migration Has Fallen Less Than You Think: Consequences of Hot Deck Imputation in the Current Population Survey

Greg Kaplan, Sam Schulhofer-Wohl
November 2010 - Working Paper

Inferring Labor Income Risk From Economic Choices: An Indirect Inference Approach

Fatih Guvenen, Anthony Smith
July 2010 - Staff Report

Measurement with Minimal Theory

Ellen R. McGrattan
July 2010 - Quarterly Review

Moving Back Home: Insurance Against Labor Market Risk

Greg Kaplan
March 2010 - Working Paper

Boomerang Kids: Labor Market Dynamics and Moving Back Home

Greg Kaplan
October 2009 - Working Paper

Risk Sharing, Inequality, and Fertility

Larry E. Jones, Ali Shourideh, Roozbeh Hosseini
September 2009 - Working Paper

Methods versus Substance: Measuring the Effects of Technology Shocks on Hours

José-Víctor Ríos-Rull, Cristina Fuentes-Albero, Maxym Kryshko, Raul Santaeulalia-Llopis, Frank Schorfheide
August 2009 - Staff Report

Using the General Equilibrium Growth Model to Study Great Depressions: A Reply to Temin

Edward C. Prescott, Timothy J. Kehoe
December 2008 - Staff Report

Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?

Ellen R. McGrattan, Patrick J. Kehoe, V. V. Chari
May 2007 - Staff Report

Private Monitoring with Infinite Histories

Christopher Phelan, Andrzej Skrzypacz
November 2006 - Staff Report

How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach

Patrick J. Kehoe
October 2006 - Staff Report

Real Business Cycles

Ellen R. McGrattan
February 2006 - Staff Report

Comment on Gali and Rabanal’s “Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Postwar U.S. Data?”

Ellen R. McGrattan
December 2004 - Staff Report

Comment on Mendoza and Tesar’s “Why Hasn’t Tax Competition Triggered a Race to the Bottom? Some Quantitative Lessons from the EU”

Ellen R. McGrattan
October 2004 - Staff Report

Non-Convexities in Quantitative General Equilibrium Studies of Business Cycles

Edward C. Prescott
November 2003 - Staff Report

The Economics of Labor Adjustment: Mind the Gap

Jonathan L. Willis, Russell Cooper
July 2003 - Staff Report

Factor Saving Innovation

Michele Boldrin, David K. Levine
February 2002 - Staff Report

Learning from Failure

Andreas Blume, April Franco
February 2002 - Staff Report

Finite Memory and Imperfect Monitoring

Narayana Kocherlakota, Harold L. Cole
March 2001 - Staff Report

Public Trust and Government Betrayal

Christopher Phelan
January 2001 - Staff Report

On the Equilibrium Concept for Overlapping Generations Organizations

Edward C. Prescott, José-Víctor Ríos-Rull
November 2000 - Staff Report

Societal Benefits of Nominal Bonds

Narayana Kocherlakota
August 2000 - Staff Report

Predicting Turning Points

Daniel M. Chin, John F. Geweke, Preston J. Miller
June 2000 - Staff Report

Learning to Be Unpredictable: An Experimental Study

Arijit Mukherji, David E. Runkle
April 2000 - Quarterly Review

Original Version: Sequential Equilibria in a Ramsey Tax Model

Christopher Phelan, Ennio Stacchetti
February 1999 - Staff Report

Sequential Equilibria in a Ramsey Tax Model

Christopher Phelan, Ennio Stacchetti
February 1999 - Staff Report

The Jointly Optimal Inflation Tax, Income Tax Structure, and Transfers

Preston J. Miller
January 1999 - Staff Report

Dynamic Games With Hidden Actions and Hidden States

Narayana Kocherlakota, Harold L. Cole
September 1998 - Staff Report

Efficient Non-contractible Investments

Andrew Postlewaite, George J. Mailath, Harold L. Cole
August 1998 - Staff Report

Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication

John F. Geweke
June 1998 - Staff Report

Application of Weighted Residual Methods to Dynamic Economic Models

Ellen R. McGrattan
March 1998 - Staff Report

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

Lee E. Ohanian, Francis X. Diebold, Jeremy Berkowitz
January 1998 - Staff Report

Is There a Trend Break in U.S. GNP? A Macroeconomic Perspective

Lee E. Ohanian, Lutz Kilian
January 1998 - Staff Report

Mixture of Normals Probit Models

John F. Geweke, Michael P. Keane
August 1997 - Staff Report

Marital Risk and Capital Accumulation

José-Víctor Ríos-Rull, Luis Cubeddu
July 1997 - Staff Report

An Empirical Analysis of Income Dynamics Among Men in the PSID: 1968–1989

John F. Geweke, Michael P. Keane
June 1997 - Staff Report

Computation of Equilibria in Heterogeneous Agent Models

José-Víctor Ríos-Rull
May 1997 - Staff Report

Cooperative Theory with Incomplete Information

Beth Allen
December 1996 - Staff Report

Implementation Theory with Incomplete Information

Beth Allen
December 1996 - Staff Report

Sticky Price and Limited Participation Models of Money: A Comparison

Lawrence J. Christiano, Charles L. Evans, Martin Eichenbaum
December 1996 - Staff Report

Delayed Financial Disclosure: Mexico's Recent Experience

Arijit Mukherji, David E. Runkle, R. Anton Braun
September 1996 - Quarterly Review

Chaos, Sunspots, and Automatic Stabilizers

Lawrence J. Christiano, Sharon G. Harrison
August 1996 - Staff Report

The Conditional CAPM and the Cross-Section of Expected Returns

Ravi Jagannathan, Zhenyu Wang
August 1996 - Staff Report

Class Systems and the Enforcement of Social Norms

Andrew Postlewaite, George J. Mailath, Harold L. Cole
July 1996 - Staff Report

Using Monthly Data to Improve Quarterly Model Forecasts

Daniel M. Chin, Preston J. Miller
April 1996 - Quarterly Review

How Prescribed Policy Can Mislead When Data Are Defective: A Follow-up to Srinivasan (1994) Using General Equilibrium

Erinç Yeldan, Jean Mercenier
February 1996 - Staff Report

Econometric Evaluation of Asset Pricing Models

Ravi Jagannathan, Wayne E. Ferson
January 1996 - Staff Report

A Fine Time for Monetary Policy?

David E. Runkle, John F. Geweke
December 1995 - Quarterly Review

Tobin's q and Asset Returns: Implications for Business Cycle Analysis

Lawrence J. Christiano, Jonas D. M. Fisher
November 1995 - Staff Report

On the Mechanics of Forming and Estimating Dynamic Linear Economies

Ellen R. McGrattan, Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent
September 1995 - Staff Report

Small Sample Properties of GMM for Business Cycle Analysis

Lawrence J. Christiano, Wouter den Haan
September 1995 - Staff Report

Comments on Farmer and Guo's "The Econometrics of Indeterminacy: An Applied Study"

S. Rao Aiyagari
August 1995 - Staff Report

Social Insurance and Taxation Under Sequential Majority Voting and Utilitarian Regimes

Dan Peled, S. Rao Aiyagari
August 1995 - Staff Report

Fixed vs. Floating Exchange Rates: A Dynamic General Equilibrium Analysis

Daniel M. Chin, Preston J. Miller
July 1995 - Staff Report

An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy

Ellen R. McGrattan, Randall Wright, Richard Rogerson
May 1995 - Staff Report

Monte Carlo Simulation and Numerical Integration

John F. Geweke
May 1995 - Staff Report

On Sunk Costs and Trade Liberalization in Applied General Equilibrium

Jean Mercenier, Nicolas Schmitt
March 1995 - Staff Report

Capacity Precommitment as a Barrier to Entry: A Bertrand-Edgeworth Approach

Beth Allen, Dan Kovenock, Raymond Deneckere, Tom Faith
February 1995 - Staff Report

Nonuniqueness of Solutions in Applied General Equilibrium Models With Scale Economies and Imperfect Competition

Jean Mercenier
October 1994 - Staff Report

Mechanics of Forming and Estimating Dynamic Linear Economies

Ellen R. McGrattan, Lars Peter Hansen, Thomas J. Sargent
September 1994 - Staff Report

The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence

Kenneth I. Wolpin, Michael P. Keane
September 1994 - Staff Report

The Computational Experiment: An Econometric Tool

Edward C. Prescott, Finn E. Kydland
August 1994 - Staff Report

An Experimental Study of Learning and Limited Information in Games

Arijit Mukherji, David E. Runkle, Kevin A. McCabe
July 1994 - Staff Report

Statistical Inference in the Multinomial Multiperiod Probit Model

David E. Runkle, John F. Geweke, Michael P. Keane
July 1994 - Staff Report

Dynamic Bargaining Theory

Melvyn Coles, Randall Wright
June 1994 - Staff Report

Algorithms for Solving Dynamic Models With Occasionally Binding Constraints

Lawrence J. Christiano, Jonas D. M. Fisher
May 1994 - Staff Report

Alternative Computational Approaches to Inference in the Multinomial Probit Model

David E. Runkle, John F. Geweke, Michael P. Keane
May 1994 - Staff Report

Two-Sided Search

Kenneth Burdett, Randall Wright
April 1994 - Staff Report

Assessing Specification Errors in Stochastic Discount Factor Models

Lars Peter Hansen, Ravi Jagannathan
March 1994 - Staff Report

Seasonality and Equilibrium Business Cycle Theories

Charles L. Evans, R. Anton Braun
March 1994 - Staff Report

Household Production and Taxation in the Stochastic Growth Model

Ellen R. McGrattan, Randall Wright, Richard Rogerson
December 1993 - Staff Report

The CAPM Is Alive and Well

Ravi Jagannathan, Zhenyu Wang
November 1993 - Staff Report

Solving the Stochastic Growth Model With a Finite Element Method

Ellen R. McGrattan
October 1993 - Staff Report

On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

David E. Runkle, Lawrence R. Glosten, Ravi Jagannathan
August 1993 - Staff Report

Optimal Fiscal Policy in a Business Cycle Model

Patrick J. Kehoe, V. V. Chari, Lawrence J. Christiano
July 1993 - Staff Report

How Little We Know About Deficit Policy Effects

Preston J. Miller, William Roberds
December 1992 - Quarterly Review

Banking in Computable General Equilibrium Economies: Technical Appendices I and II

Fernando Alvarez, Terry J. Fitzgerald
October 1992 - Staff Report

How the U.S. Treasury Should Auction Its Debt

V. V. Chari, Robert J. Weber
September 1992 - Quarterly Review

No Relief in Sight for the U.S. Economy

David E. Runkle
September 1992 - Quarterly Review

Banking in Computable General Equilibrium Economies

Edward C. Prescott, Fernando Alvarez, Javier Díaz-Giménez, Terry J. Fitzgerald
March 1992 - Staff Report

On the Existence and Uniqueness of Nonoptimal Equilibria in Dynamic Stochastic Economies

Gregory W. Huffman, Jeremy Greenwood
January 1992 - Working Paper

Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments

John F. Geweke
December 1991 - Staff Report

Modeling the Liquidity Effect of a Money Shock

Lawrence J. Christiano
December 1991 - Quarterly Review

A Bleak Outlook for the U.S. Economy

David E. Runkle
September 1991 - Quarterly Review

Contracts, Constraints, and Consumption

Edward J. Green, Soo Nam Oh
August 1991 - Staff Report

Evaluating the Welfare Effects of Alternative Monetary Arrangements

Edward C. Prescott, Ayse Imrohoroglu
July 1991 - Quarterly Review

Barter and Monetary Exchange Under Private Information

Randall Wright, Stephen D. Williamson
June 1991 - Staff Report

More on Money as a Medium of Exchange

Timothy J. Kehoe, Nobuhiro Kiyotaki, Randall Wright
May 1991 - Staff Report

Why Is Automobile Insurance in Philadelphia So Damn Expensive?

Eric Smith, Randall Wright
April 1991 - Staff Report

A Note on Labor Contracts With Private Information and Household Production

Ed Nosal, Randall Wright, Richard Rogerson
January 1991 - Staff Report

Indivisibilities, Lotteries, and Sunspot Equilibria

Karl Shell, Randall Wright
January 1991 - Staff Report

A Suggestion for Oversimplifying the Theory of Money

Neil Wallace
December 1990 - Quarterly Review

Bad News From a Forecasting Model of the U.S. Economy

David E. Runkle
September 1990 - Quarterly Review

Vector Autoregression Evidence on Monetarism: Another Look at the Robustness Debate

Richard M. Todd
April 1990 - Quarterly Review

The Permanent Income Hypothesis Revisited

Lawrence J. Christiano, David A. Marshall, Martin Eichenbaum
January 1990 - Staff Report

The U.S. Economy in 1989 and 1990: Walking a Fine Line

David E. Runkle, Preston J. Miller
December 1989 - Quarterly Review

Periodic Linear-Quadratic Methods for Modeling Seasonality

Richard M. Todd
November 1989 - Staff Report

The Firm and the Plant in General Equilibrium Theory

Edward C. Prescott, Andreas Hornstein
November 1989 - Staff Report

A Simple Way to Estimate Current-Quarter GNP

Preston J. Miller, Terry J. Fitzgerald
September 1989 - Quarterly Review

P*: Not the Inflation Forecaster's Holy Grail

Lawrence J. Christiano
September 1989 - Quarterly Review

The U.S. Economy in 1990 and 1991: Continued Expansion Likely

David E. Runkle
September 1989 - Quarterly Review

Bank Failures, Financial Restrictions, and Aggregate Fluctuations: Canada and the United States, 1870–1913

Stephen D. Williamson
July 1989 - Quarterly Review

Banking Without Deposit Insurance or Bank Panics: Lessons From a Model of the U.S. National Banking System

V. V. Chari
July 1989 - Quarterly Review

Sustainable Plans

Patrick J. Kehoe, V. V. Chari
June 1989 - Staff Report

Are Economic Forecasts Rational?

David E. Runkle, Michael P. Keane
April 1989 - Quarterly Review

How Little We Know About Budget Policy Effects

Preston J. Miller, William Roberds
April 1989 - Staff Report

Determinacy of Equilibria in Dynamic Models With Finitely Many Consumers

Timothy J. Kehoe, David K. Levine, Paul M. Romer
March 1989 - Staff Report

Economic Fluctuations Without Shocks to Fundamentals; Or, Does the Stock Market Dance to Its Own Music?

S. Rao Aiyagari
December 1988 - Quarterly Review

Why No Crunch From the Crash?

David E. Runkle
December 1988 - Quarterly Review

Modeling the Impact of an Energy Price Shock on Interregional Income Transfer

Clarence W. Nelson
July 1988 - Quarterly Review

Can There Be Short-Period Deterministic Cycles When People Are Long Lived?

S. Rao Aiyagari
May 1988 - Staff Report

The Profitability and Risk Effects of Allowing Bank Holding Companies to Merge With Other Financial Firms: A Simulation Study

John H. Boyd, Stanley L. Graham
April 1988 - Quarterly Review

Forecasting and Modeling the U.S. Economy in 1986-88

Richard M. Todd, William Roberds
December 1987 - Quarterly Review

The Quantitative Significance of the Lucas Critique

Preston J. Miller, William Roberds
December 1987 - Staff Report

Why Is Consumption Less Volatile Than Income?

Lawrence J. Christiano
September 1987 - Quarterly Review

Recent Developments in Modeling Financial Intermediation

Stephen D. Williamson
July 1987 - Quarterly Review

Intergenerational Linkages and Government Budget Policies

S. Rao Aiyagari
April 1987 - Quarterly Review

Money Does Granger-Cause Output in the Bivariate Money—Output Relation

Lawrence J. Christiano, Lars Ljungqvist
February 1987 - Staff Report

Vector Autoregressions and Reality

David E. Runkle
February 1987 - Staff Report

Are Forecasting Models Usable for Policy Analysis?

Christopher A. Sims
December 1986 - Quarterly Review

Modern Business Cycle Analysis: A Guide to the Prescott-Summers Debate

Rodolfo E. Manuelli
September 1986 - Quarterly Review

Response to a Skeptic

Edward C. Prescott
September 1986 - Quarterly Review

Some Skeptical Observations on Real Business Cycle Theory

Lawrence H. Summers
September 1986 - Quarterly Review

Theory Ahead of Business Cycle Measurement

Edward C. Prescott
September 1986 - Quarterly Review

Do Sterilized Interventions Affect Exchange Rates?

Warren E. Weber
July 1986 - Quarterly Review

Solution of Linear-Quadratic-Gaussian Dynamic Games Using Variational Methods

William Roberds
July 1986 - Staff Report

How Monetary Policy in 1985 Affects the Outlook

Robert B. Litterman
September 1985 - Quarterly Review

Above-Average National Growth in 1985 and 1986

Robert B. Litterman
September 1984 - Quarterly Review

Forecasting and Policy Analysis With Bayesian Vector Autoregression Models

Robert B. Litterman
September 1984 - Quarterly Review

Improving Economic Forecasting With Bayesian Vector Autoregression

Richard M. Todd
September 1984 - Quarterly Review

More Growth Ahead for Ninth District States

Hossain Amirizadeh, Richard M. Todd
September 1984 - Quarterly Review

A Legal Restrictions Theory of the Demand for "Money" and the Role of Monetary Policy

Neil Wallace
December 1983 - Quarterly Review

Higher Deficit Policies Lead to Higher Inflation

Preston J. Miller
December 1983 - Quarterly Review

Using Vector Autoregressions to Measure the Uncertainty in Minnesota's Revenue Forecasts

Robert B. Litterman, Thomas M. Supel
April 1983 - Quarterly Review

As the Nation's Economy Goes, So Goes Minnesota's

Richard M. Todd, Robert B. Litterman
June 1982 - Quarterly Review

Econometric Policy Evaluation Under Rational Expectations

Charles H. Whiteman, Thomas H. Turner
June 1981 - Quarterly Review

Estimating the Effects of the Oil-Price Shock

Preston J. Miller, Thomas H. Turner, Thomas M. Supel
December 1980 - Quarterly Review

Integrating Micro and Macroeconomics: An Application to Credit Controls

Neil Wallace
September 1980 - Quarterly Review

Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Thomas J. Sargent
July 1979 - Quarterly Review

Help for the Regional Economic Forecaster: Vector Autoregression

Paul A. Anderson
July 1979 - Quarterly Review

After Keynesian Macroeconomics

Robert E. Lucas, Jr., Thomas J. Sargent
April 1979 - Quarterly Review

Rational Expectations: How Important for Econometric Policy Analysis?

Paul A. Anderson
September 1978 - Quarterly Review

A New Investigation of the Impact of Wage and Price Controls

Charles H. Whiteman
April 1978 - Quarterly Review

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