International Business Cycles with Endogenous Incomplete Markets

DOI10.1111/1468-0262.00314MaRDI QIDQ5477780zbMATH OpenOpenAlexFDO

Authors Patrick J. Kehoe, Fabrizio Perri

Publication date 29 June 2006

Published in Econometrica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.21034/sr.265

zbMATH Keywords

credit markets imperfectionsdebt constraintslimited enforcementsovereign debt

Mathematics Subject Classification ID

Economic dynamics (91B55) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(42)

• International business cycles, financial markets and household production
• Incomplete asset markets and the cross-country consumption correlation puzzle
• Capital market imperfections, international credit markets, and nonconvergence
• A quantitative analysis of optimal sustainable monetary policies
• Elastic attention, risk sharing, and international comovements
• Composite habits and international transmission of business cycles
• Competitive equilibria with limited enforcement
• Financial globalization and real regionalization
• A spectral analysis of the cross-country consumption correlation puzzle
• Limited participation in international business cycle models: a formal evaluation
• Does risk sharing increase with risk aversion and risk when commitment is limited?
• Endogenous borrowing constraints and stagnation in Latin America
• The envelope theorem, Euler and Bellman equations, without differentiability
• Quantitative implications of indexed bonds in small open economies
• Fiscal policy and macroeconomic stabilizations: what are the gains from cooperation?
• Sustainable international monetary policy cooperation
• International capital flows in the model with limited commitment and incomplete markets
• When can we do better than autarky?
• Financial integration, savings gluts, and asset price booms
• On the recursive saddle point method
• INTERNATIONAL BUSINESS CYCLES IN EMERGING MARKETS
• International Business Cycle Asymmetry and Time Irreversible Nonlinearities
• Consumer default with complete markets: default-based pricing and finite punishment
• International business cycles with complete markets
• Numerical simulation of nonoptimal dynamic equilibrium models
• A protocol for repeated bargaining
• Credible forward guidance
• Nonlinear dynamics in an OLG growth model with young and old age labour supply: the role of public health expenditure
• Relational contracts: public versus private savings
• Efficient risk sharing and separation
• On the sovereign debt paradox
• Robust p theory of taxes and debt management
• Productive misallocation and international transmission of credit shocks
• Financing green entrepreneurs under limited commitment
• Multinational entry and exit, technology transfer, and international business cycles
• The role of net foreign assets in a New Keynesian small open economy model
• A duality approach to continuous-time contracting problems with limited commitment
• Can indeterminacy resolve the cross-country correlation puzzle?
• By force of demand: Explaining international comovements
• Endogenous trading constraints with incomplete asset markets
• On the theory of sterilized foreign exchange intervention
• Productivity, preferences and UIP deviations in an open economy business cycle model

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