International business cycles with complete markets

DOI10.1016/J.JEDC.2011.12.006MaRDI QIDQ433691zbMATH OpenOpenAlexFDO

Authors Alexandre Dmitriev, Ivan Roberts

Publication date 6 July 2012

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2011.12.006

zbMATH Keywords

wealth effectsinternational business cyclestime nonseparable preferences

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamical systems in optimization and economics (37N40)

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Cites work

• Business Cycles and the Asset Structure of Foreign Trade
• By force of demand: Explaining international comovements
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Incomplete asset markets and the cross-country consumption correlation puzzle
• International Business Cycles with Endogenous Incomplete Markets
• International business cycles, financial markets and household production
• Tobin's Marginal q and Average q: A Neoclassical Interpretation

Cited in

(20)

• INTERNATIONAL BUSINESS CYCLES IN EMERGING MARKETS
• Productivity, preferences and UIP deviations in an open economy business cycle model
• International capital flows in the model with limited commitment and incomplete markets
• The International Transmission of Real Business Cycles
• Perturbation solution and welfare costs of business cycles in DSGE models
• International Business Cycles with Endogenous Incomplete Markets
• Explaining international business cycle synchronization: recursive preferences and the terms of trade channel
• Home production and small open economy business cycles
• International endogenous growth, macro anomalies, and asset prices
• By force of demand: explaining cyclical fluctuations of international trade and government spending
• International credit markets and global business cycles
• On demand shocks and international business cycle puzzles
• A quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate
• Composite habits and international transmission of business cycles
• Limited participation in international business cycle models: a formal evaluation
• International risk sharing in overlapping generations models
• By force of demand: Explaining international comovements
• DYNAMICS OF OPEN-ECONOMY BUSINESS-CYCLE MODELS: ROLE OF THE DISCOUNT FACTOR
• International business cycles, financial markets and household production
• International Risk Sharing and the Transmission of Productivity Shocks

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