Research graph
References from Algorithms for solving dynamic models with occasionally binding constraints. Local targets link to admitted publications; unresolved targets remain external evidence.
Frictions in asset pricing and macroeconomics
10.1016/0014-2921(94)90129-5 · 1993 · External reference
Unresolved reference
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Asset returns with transactions costs and uninsured individual risk
10.1016/0304-3932(91)90012-d · 1991 · External reference
10.21034/wp.513
10.21034/wp.513 · External reference
Uncertainty and Taxation
1989 · External reference
10.3386/w5262
10.3386/w5262 · External reference
Modeling the liquidity effect of a monetary shock. Federal Reserve Bank of Minneapolis
10.21034/qr.1511 · 1991 · External reference
10.21034/sr.171
10.21034/sr.171 · External reference
10.26509/frbc-wp-199711
10.26509/frbc-wp-199711 · External reference
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10.17016/ifdp.1988.323
10.17016/ifdp.1988.323 · External reference
The behavior of interest rates in a general equilibrium, multisector model with irreversible investment
10.1017/s1365100597002071 · 1997 · External reference
Unresolved reference
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The liquidity premium in average interest rates
10.1016/0304-3932(92)90006-n · 1992 · External reference
Stochastic properties of fast vs. slow growing economies
10.2307/1912515 · 1981 · External reference
The term structure of interest rates in real and monetary economies
10.1016/0165-1889(94)00813-w · 1995 · External reference
Heterogeneity, aggregate uncertainty and the short term interest rate: a case study of two solution techniques
1996 · External reference
10.3386/w5792
10.3386/w5792 · External reference
Solving dynamic models with aggregate shocks and heterogeneous agents
10.1017/s1365100597003040 · 1997 · External reference
Solving the stochastic growth model by parameterizing expectations
10.2307/1391746 · 1990 · External reference
Accuracy in simulation
10.2307/2297873 · 1994 · External reference
10.3386/w6275
10.3386/w6275 · External reference
Solving large-scale rational expectations models
10.1017/s1365100597002022 · 1997 · External reference
10.26509/frbc-wp-199816
10.26509/frbc-wp-199816 · External reference
The cyclical behavior of job creation and job destruction: a sectoral model
10.1007/bf01212184 · 1996 · External reference
Unresolved reference
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Value-function approximation in the presence of uncertainty and inequality constraints: an application to the demand for credit cards
10.1016/0165-1889(94)00844-4 · 1996 · External reference
The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
10.1016/0165-1889(92)90051-f · 1992 · External reference
Evaluating the effects of incomplete markets on risk sharing and asset pricing
10.1086/262030 · 1996 · External reference
The risk-free rate in heterogeneous-agent incomplete-insurance economies
10.1016/0165-1889(93)90024-m · 1993 · External reference
Projection methods for solving aggregate growth models
10.1016/0022-0531(92)90061-l · 1992 · External reference
10.1017/ccol0521444608.006
10.1017/ccol0521444608.006 · External reference
Unresolved reference
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Why is production more volatile than sales? Theory and evidence on the stock-out avoidance motive for inventory holding
10.2307/2118479 · 1992 · External reference
Credit cycles
10.1086/262072 · 1997 · External reference
Asset pricing with undiversifiable income risk and short sales constraints: deepening the equity premium puzzle
10.1016/0304-3932(94)90022-1 · 1994 · External reference
Unresolved reference
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Communication, committment and growth
10.1016/0022-0531(92)90054-l · 1992 · External reference
10.21034/dp.91
10.21034/dp.91 · External reference
Unresolved reference
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Inflation and asset returns in a monetary economy
10.2307/2328942 · 1992 · External reference
An international economy with country-specific money and productivity growth processes
10.2307/136175 · 1995 · External reference
Solving the stochastic growth model with a finite element method
10.1016/0165-1889(94)00842-0 · 1996 · External reference
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The effects of commodity price stabilization programs
1988 · External reference
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10.1016/s1574-0021(96)01016-7
10.1016/s1574-0021(96)01016-7 · External reference
Unresolved reference
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Unresolved reference
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Tobin's q and the Rate of Investment in General Equilibrium
10.1016/0167-2231(80)90024-x · 1980 · External reference
Unresolved reference
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10.2307/j.ctvjnrt76
10.2307/j.ctvjnrt76 · External reference
Solving nonlinear stochastic growth models: a comparision of alternative solution methods
1990 · External reference
Asset pricing puzzles and incomplete markets
10.2307/2329068 · 1993 · External reference
The economic role of commodity storage
10.2307/2232552 · 1982 · External reference
The roles of public and private storage in managing oil import disruptions
10.2307/3003458 · 1982 · External reference
The welfare effects of the introduction of storage
10.2307/1885726 · 1984 · External reference
