Limited participation in international business cycle models: a formal evaluation

DOI10.1016/J.JEDC.2013.12.006zbMath1402.91451OpenAlexW2134668950MaRDI QIDQ1994384

Viktoria Hnatkovska, Vadim Marmer, Xiaodan Gao

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.12.006

zbMATH Keywords

incomplete marketsinternational business cycleslimited asset market participation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Related Items (4)

Composite habits and international transmission of business cycles ⋮ How does the sensitivity of consumption to income vary over time? International evidence ⋮ Comparison of non-nested models under a general measure of distance ⋮ Limited participation in international business cycle models: a formal evaluation

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Comparison of misspecified calibrated models: the minimum distance approach
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Incomplete asset markets and the cross-country consumption correlation puzzle
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Limited participation in international business cycle models: a formal evaluation
• A Multiplier Approach to Understanding the Macro Implications of Household Finance
• International Risk Sharing and the Transmission of Productivity Shocks
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Business Cycles and the Asset Structure of Foreign Trade

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