Bibliography for EC882 Topics in Advanced Macroeconomics (SPR) BETA

1

Ljungqvist L, Sargent TJ. Recursive macroeconomic theory. Third editon. Cambridge, Massachusetts: : The MIT Press 2012.

2

Chari VV, Kehoe PJ, McGrattan ER. Business Cycle Accounting. Econometrica 2007;75:781–836. doi:10.1111/j.1468-0262.2007.00768.x

3

Bernanke BS, Gertler M, Gilchrist S. The financial accelerator in a quantitative business cycle framework. In: Handbook of macroeconomics: Vol.1. Amsterdam: : Elsevier Science 1999. 1341–93. doi:10.1016/S1574-0048(99)10034-X

4

Cole HL, Ohanian LE. New Deal Policies and the Persistence of the Great Depression: A General Equilibrium Analysis. Journal of Political Economy 2004;112:779–816. doi:10.1086/421169

5

Cooley TF. Frontiers of business cycle research. Princeton, N.J.: : Princeton University Press 1995.

6

David K. Backus, Patrick J. Kehoe and Finn E. Kydland. International Real Business Cycles                  Original text. Journal of Political Economy 1992;100:745–75.http://www.jstor.org.chain.kent.ac.uk/stable/2138686?seq=1#page_scan_tab_contents

7

Backus DK, Smith GW. Consumption and real exchange rates in dynamic economies with non-traded goods. Journal of International Economics 1993;35:297–316. doi:10.1016/0022-1996(93)90021-O

8

Marianne Baxter*. International trade and business cycles. Chapter 35 International trade and business cycles;3:1801–64.http://www.sciencedirect.com.chain.kent.ac.uk/science/article/pii/S1573440405800152

9

Baxter M, Crucini MJ. Business Cycles and the Asset Structure of Foreign Trade. International Economic Review 1995;36. doi:10.2307/2527261

10

Cardia E. The dynamics of a small open economy in response to monetary, fiscal, and productivity shocks. Journal of Monetary Economics 1991;28:411–34. doi:10.1016/0304-3932(91)90033-K

11

Correia I, Neves JC, Rebelo S. Business cycles in a small open economy. European Economic Review 1995;39:1089–113. doi:10.1016/0014-2921(94)00105-9

12

Heathcote J, Perri F. Financial autarky and international business cycles. Journal of Monetary Economics 2002;49:601–27. doi:10.1016/S0304-3932(02)00103-4

13

Giancarlo Corsetti, Luca Dedola and Sylvain Leduc. International Risk Sharing and the Transmission of Productivity Shocks                  Original text. The Review of Economic Studies 2008;75:443–73.http://www.jstor.org.chain.kent.ac.uk/stable/20185039?seq=1#page_scan_tab_contents

14

Enrique G. Mendoza. Real Business Cycles in a Small Open Economy                  Original text. The American Economic Review 1991;81:797–818.https://www.jstor.org/stable/2006643?seq=1#page_scan_tab_contents

15

Alan C. Stockman and Linda L. Tesar. Tastes and Technology in a Two-Country Model of the Business Cycle: Explaining International Comovements                  Original text. The American Economic Review 1995;85:168–85.https://www.jstor.org/stable/2118002?seq=1#page_scan_tab_contents

16

Judd KL. Numerical methods in economics. Cambridge, Massachusetts: : MIT Press 1998.

17

Marimon R, Scott A, European University Institute, et al. Computational methods for the study of dynamic economies. Oxford: : Oxford University Press 2001. http://library.kent.ac.uk/cgi-bin/resources.cgi?url=http://dx.doi.org/10.1093/0199248273.001.0001

18

Carroll CD. The method of endogenous gridpoints for solving dynamic stochastic optimization problems. Economics Letters 2006;91:312–20. doi:10.1016/j.econlet.2005.09.013

19

Heer B, Maussner A. Dynamic general equilibrium modeling: computational methods and applications. Second edition. Dordrecht: : Springer 2004. http://www.loc.gov/catdir/enhancements/fy1008/2008934759-t.html

20

Hildebrand FB. Introduction to numerical analysis. New York: : McGraw-Hill 1956.

21

Miranda MJ, Fackler PL. Applied computational economics and finance. Cambridge, MA.: : MIT Press 2002.

22

Press WH. Numerical recipes: the art of scientific computing. 3rd ed. Cambridge: : Cambridge University Press 2007.

23

Stokey NL, Lucas RE, Prescott EC. Recursive methods in economic dynamics. Cambridge, Mass: : Harvard University Press 1989.

24

Tauchen G. Finite state markov-chain approximations to univariate and vector autoregressions. Economics Letters 1986;20:177–81. doi:10.1016/0165-1765(86)90168-0

25

Auerbach AJ, Kotlikoff LJ. Dynamic fiscal policy. Cambridge: : Cambridge University Press 1987.

26

Acemoglu D. Introduction to modern economic growth. Princeton: : Princeton University Press 2009. http://www.loc.gov/catdir/toc/ecip0827/2008038853.html

27

Blanchard OJ, Fischer S. Lectures on macroeconomics. Cambridge, Mass: : MIT Press 1989.

28

La Croix D de, Michel P. A theory of economic growth: dynamics and policy in overlapping generations. Cambridge: : Cambridge University Press 2002.

29

Peter A. Diamond. National Debt in a Neoclassical Growth Model                  Original text. The American Economic Review 1965;55:1126–50.http://www.jstor.org.chain.kent.ac.uk/stable/1809231?seq=1#page_scan_tab_contents

30

Krueger D, Kubler F. Computing equilibrium in OLG models with stochastic production. Journal of Economic Dynamics and Control 2004;28:1411–36. doi:10.1016/S0165-1889(03)00111-8

31

S. Rao Aiyagari. Uninsured Idiosyncratic Risk and Aggregate Saving                  Original text. The Quarterly Journal of Economics 1994;109:659–84.http://www.jstor.org.chain.kent.ac.uk/stable/2118417?sid=primo&origin=crossref&seq=1#page_scan_tab_contents

32

Huggett M. The risk-free rate in heterogeneous-agent incomplete-insurance economies. Journal of Economic Dynamics and Control 1993;17:953–69. doi:10.1016/0165-1889(93)90024-M

33

Krusell P, Smith, Jr. AA. Income and Wealth Heterogeneity in the Macroeconomy. Journal of Political Economy 1998;106:867–96. doi:10.1086/250034

34

Ljungqvist L, Sargent TJ. Recursive macroeconomic theory. Third editon. Cambridge, Massachusetts: : The MIT Press 2012.

35

David Andolfatto. Business Cycles and Labor-Market Search                  Original text. The American Economic Review 1996;86:112–32.http://www.jstor.org.chain.kent.ac.uk/stable/2118258?seq=1#page_scan_tab_contents

36

Wouter J. den Haan, Garey Ramey and Joel Watson. Job Destruction and Propagation of Shocks                  Original text. The American Economic Review 2000;90:482–98.http://www.jstor.org.chain.kent.ac.uk/stable/117339?seq=1#page_scan_tab_contents

37

Peter A. Diamond. Wage Determination and Efficiency in Search Equilibrium                  Original text. The Review of Economic Studies 1982;49:217–27.http://www.jstor.org.chain.kent.ac.uk/stable/2297271?sid=primo&origin=crossref&seq=1#page_scan_tab_contents

38

Merz M. Search in the labor market and the real business cycle. Journal of Monetary Economics 1995;36:269–300. doi:10.1016/0304-3932(95)01216-8

39

Dale T. Mortensen and Christopher A. Pissarides. Job Creation and Job Destruction in the Theory of Unemployment                  Original text. The Review of Economic Studies 1994;61:397–415.http://www.jstor.org.chain.kent.ac.uk/stable/2297896?sid=primo&origin=crossref&seq=1#page_scan_tab_contents

40

Christopher A. Pissarides. Short-Run Equilibrium Dynamics of Unemployment, Vacancies, and Real Wages                  Original text. The American Economic Review 1985;75:676–90.http://www.jstor.org.chain.kent.ac.uk/stable/1821347?seq=1#page_scan_tab_contents