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Heterogeneity and Aggregate Fluctuations
16 references·0 citing·52 second hopsampled
Heterogeneity and Aggregate Fluctuations (2024)Heterogeneity and Aggregate FluctuationsThe Marginal Propensity to Consume in Heterogeneous Agent Models (2022)The Marginal Propensity to Co…Inequality, Business Cycles, and Monetary‐Fiscal Policy (2021)Inequality, Business Cycles, …Financial Heterogeneity and the Investment Channel of Monetary Policy (2020)Financial Heterogeneity and t…When Inequality Matters for Macro and Macro Matters for Inequality (2018)When Inequality Matters for M…Microeconomic Heterogeneity and Macroeconomic Shocks (2018)Microeconomic Heterogeneity a…Inequality and Aggregate Demand (2018)Inequality and Aggregate Dema…Innocent Bystanders? Monetary policy and inequality (2017)Innocent Bystanders? Monetary…Real-Time Forecasting With a Mixed-Frequency VAR (2014)Real-Time Forecasting With a …Prior Selection for Vector Autoregressions (2014)Prior Selection for Vector Au…Solving heterogeneous-agent models by projection and perturbation (2008)Solving heterogeneous-agent m…FROM INDIVIDUAL TO AGGREGATE LABOR SUPPLY: A QUANTITATIVE ANALYSIS BASED ON A HETEROGENEOUS AGENT MACROECONOMY* (2006)FROM INDIVIDUAL TO AGGREGATE …Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…The robustness of identified VAR conclusions about money (1998)The robustness of identified …Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…The one-sector growth model with idiosyncratic shocks: Steady states and dynamics (1997)The one-sector growth model w…Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Introductory Econometrics for Finance (2008)US Monetary Policy and the Global Financial Cycle (2015)The Transmission of Monetary Policy Shocks (2017)The Quarterly Journal of Economics (2024)Time to Build and Aggregate Fluctuations (1982)Limited-dependent and qualitative variables in econometrics (1983)Estimating long-run relationships from dynamic heterogeneous panels (1995)Understanding differences in hours worked (2006)Solving the incomplete markets model with aggregate uncertainty using the Krusell–Smith algorithm and non-stochastic simulations (2009)Labour-Market Matching with Precautionary Savings and Aggregate Fluctuations (2010)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Value Premium (2005)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Review of Economics and Statistics (1997)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Forecasting with Bayesian Vector Autoregression (2013)Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (2015)A Review of Time-Series Forecasting Algorithms for Industrial Manufacturing Systems (2024)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)CENTRAL BANK POLICIES AND INCOME AND WEALTH INEQUALITY: A SURVEY (2019)Central bank mandates, sustainability objectives and the promotion of green finance (2021)Monetary Policy Communications and Their Effects on Household Inflation Expectations (2022)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Anatomy of Corporate Borrowing Constraints* (2020)Monetary Policy, Corporate Finance, and Investment (2023)The Finance Uncertainty Multiplier (2023)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)Recursive Methods in Economic Dynamics (1989)Using Elasticities to Derive Optimal Income Tax Rates (2001)Job uncertainty and deep recessions (2017)Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models (2021)Econometric policy evaluation: A critique (1976)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)On the Fit of New Keynesian Models (2007)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)
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References

  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 2014Prior Selection for Vector Autoregressions737 cited
  • 2017Innocent Bystanders? Monetary policy and inequality627 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 2020Financial Heterogeneity and the Investment Channel of Monetary Policy506 cited
  • 2008Solving heterogeneous-agent models by projection and perturbation266 cited
  • 2006FROM INDIVIDUAL TO AGGREGATE LABOR SUPPLY: A QUANTITATIVE ANALYSIS BASED ON A HETEROGENEOUS AGENT MACROECONOMY*263 cited
  • 2014Real-Time Forecasting With a Mixed-Frequency VAR250 cited
  • 2018Microeconomic Heterogeneity and Macroeconomic Shocks231 cited
  • 2018When Inequality Matters for Macro and Macro Matters for Inequality158 cited
  • 2018Inequality and Aggregate Demand147 cited
  • 1997The one-sector growth model with idiosyncratic shocks: Steady states and dynamics133 cited
  • 2022The Marginal Propensity to Consume in Heterogeneous Agent Models116 cited

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  • 2021Inequality, Business Cycles, and Monetary‐Fiscal Policy113 cited
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