Report NEP-MAC-2012-02-15

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra K Mallick issued this report. It is usually issued weekly.

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Other reports in NEP-MAC

The following items were announced in this report:

• Ma{l}gorzata Snarska, 2012. "A Random Matrix Approach to Dynamic Factors in macroeconomic data," Papers 1201.6544, arXiv.org.
• R. Anton Braun & Tomoyuki Nakajima, 2012. "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper 2012-01, Federal Reserve Bank of Atlanta.
• J. Shen & B. Zheng, 2012. "Cross-correlation in financial dynamics," Papers 1202.0344, arXiv.org.
• J. Shen & B. Zheng, 2012. "On return-volatility correlation in financial dynamics," Papers 1202.0342, arXiv.org.
• Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
• X. F. Jiang & B. Zheng, 2012. "Anti-correlation and subsector structure in financial systems," Papers 1201.6418, arXiv.org.
• Miklos Rasonyi & Andrea M. Rodrigues, 2012. "Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets," Papers 1202.0628, arXiv.org, revised Apr 2013.