text:
file = {Auclert and Rognlie - 2017 - A note on multipliers in NK models with GHH prefer.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\XXBFDRGX\\Auclert and Rognlie - 2017 - A note on multipliers in NK models with GHH prefer.pdf:application/pdf}
}

@article{bilbiie_everything_2020,
	title = {Everything you always wanted to know about {T} {HANK} (but were too afraid to ask)},
	language = {en},
	author = {Bilbiie, Florin O},
	year = {2020},
	pages = {60},
	file = {Bilbiie - 2020 - Everything you always wanted to know about T HANK .pdf:C\:\\Users\\gmf123\\Zotero\\storage\\MGNR5KSZ\\MGNR5KSZ.pdf:application/pdf}
}

@article{de_ferra_household_2020,
	title = {Household heterogeneity and the transmission of foreign shocks},
	issn = {0022-1996},
	url = {http://www.sciencedirect.com/science/article/pii/S0022199620300222},
	doi = {10.1016/j.jinteco.2020.103303},
	abstract = {We study the role of heterogeneity in the transmission of foreign shocks. We build a Heterogeneous-Agent New-Keynesian Small Open Model Economy (HANKSOME) that experiences a current account reversal. Households' portfolio composition and the extent of foreign currency borrowing are key determinants of the magnitude of the contraction in consumption associated with a sudden stop in capital inflows. The contraction is more severe when households are leveraged and owe debt in foreign currency. In this setting, the revaluation of foreign debt causes a larger contraction in aggregate consumption when debt and leverage are concentrated among poorer households. Closing the output gap via an exchange-rate devaluation may therefore be detrimental to household welfare due to the heterogeneous impact of the foreign debt revaluation. Our HANKSOME framework can rationalize the observed {\textquotedblleft}fear of floating{\textquotedblright} in emerging market economies, even in the absence of contractionary devaluations.},
	language = {en},
	urldate = {2020-04-10},
	journal = {Journal of International Economics},
	author = {de Ferra, Sergio and Mitman, Kurt and Romei, Federica},
	month = jan,
	year = {2020},
	keywords = {Exchange rate policy, Foreign currency debt, Incomplete markets, Sudden stops},
	pages = {103303},
	file = {de Ferra et al. - 2020 - Household heterogeneity and the transmission of fo.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\YY9ZECVF\\de Ferra et al. - 2020 - Household heterogeneity and the transmission of fo.pdf:application/pdf}
}

@techreport{guren_what_2020,
	type = {{NBER} {Working} {Paper} 26881},
	title = {What {Do} {We} {Learn} {From} {Cross}-{Regional} {Empirical} {Estimates} in {Macroeconomics}?},
	author = {Guren, Adam and McKay, Alisdair and Nakamura, Emi and Steinsson, J{\'o}n},
	month = mar,
	year = {2020},
	file = {Guren et al. - 2020 - What Do We Learn From Cross-Regional Empirical Est.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\XMFNXYCF\\Guren et al. - 2020 - What Do We Learn From Cross-Regional Empirical Est.pdf:application/pdf}
}

@techreport{mckay_lumpy_2020,
	type = {Working {Paper}},
	title = {Lumpy {Durable} {Consumption} {Demand} and the {Limited} {Ammunition} of {Monetary} {Policy}},
	language = {en},
	author = {McKay, Alisdair and Wieland, Johannes},
	year = {2020},
	doi = {10.3386/w26175},
	file = {McKay and Wieland - 2020 - Lumpy Durable Consumption Demand and the Limited A.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\JCFIUB9D\\McKay and Wieland - 2020 - Lumpy Durable Consumption Demand and the Limited A.pdf:application/pdf}
}

@techreport{michaillat_resolving_2018,
	type = {{NBER} {Working} {Paper} 24971},
	title = {Resolving {New} {Keynesian} {Anomalies} with {Wealth} in the {Utility} {Function}},
	url = {http://www.nber.org/papers/w24971},
	urldate = {2020-04-10},
	institution = {National Bureau of Economic Research},
	author = {Michaillat, Pascal and Saez, Emmanuel},
	month = aug,
	year = {2018},
	doi = {10.3386/w24971},
	file = {Michaillat and Saez - 2018 - Resolving New Keynesian Anomalies with Wealth in t.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\9UIJLW7U\\Michaillat and Saez - 2018 - Resolving New Keynesian Anomalies with Wealth in t.pdf:application/pdf}
}

@article{kekre_monetary_2020,
	title = {Monetary {Policy}, {Redistribution}, and {Risk} {Premia}},
	issn = {1556-5068},
	url = {https://www.ssrn.com/abstract=3520925},
	doi = {10.2139/ssrn.3520925},
	abstract = {We study the transmission of monetary policy through risk premia in a heterogeneous agent New Keynesian environment. Heterogeneity in households{\textquoteright} marginal propensity to take risk (MPR) summarizes differences in portfolio choice on the margin. An unexpected reduction in the nominal interest rate redistributes to households with high MPRs, lowering risk premia and amplifying the stimulus to the real economy. Quantitatively, this mechanism rationalizes the role of news about future excess returns in driving the stock market response to monetary policy shocks.},
	language = {en},
	urldate = {2020-04-10},
	journal = {SSRN Electronic Journal},
	author = {Kekre, Rohan and Lenel, Moritz},
	year = {2020},
	file = {Kekre and Lenel - 2020 - Monetary Policy, Redistribution, and Risk Premia.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\YFYA978L\\Kekre and Lenel - 2020 - Monetary Policy, Redistribution, and Risk Premia.pdf:application/pdf}
}

@article{krusell_asset_2011,
	series = {Incompleteness and {Uncertainty} in {Economics}},
	title = {Asset prices in a {Huggett} economy},
	volume = {146},
	issn = {0022-0531},
	url = {http://www.sciencedirect.com/science/article/pii/S002205311100055X},
	doi = {10.1016/j.jet.2011.04.003},
	abstract = {This paper explores asset pricing in economies where there is no direct insurance against idiosyncratic risks but other assets can be used for self-insurance, subject to exogenously-imposed borrowing limits. We analyze an endowment economy, based on Huggett (1993) [11], both with and without aggregate risk. Our main innovation is that we obtain full analytical tractability by studying the case with {\textquotedblleft}maximally tight{\textquotedblright} borrowing constraints. We illustrate by looking at riskless bonds, equity, and the term structure of interest rates, and we show that the model can reproduce many features of observed asset prices when idiosyncratic risks are quantitatively reasonable.},
	language = {en},
	number = {3},
	urldate = {2020-04-25},
	journal = {Journal of Economic Theory},
	author = {Krusell, Per and Mukoyama, Toshihiko and Smith, Anthony A.},
	month = may,
	year = {2011},
	keywords = {Incomplete markets, Borrowing constraints, Equity premium, Asset prices},
	pages = {812--844},
	file = {Krusell et al. - 2011 - Asset prices in a Huggett economy.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\9LYWUTI5\\Krusell et al. - 2011 - Asset prices in a Huggett economy.pdf:application/pdf}
}

@techreport{holm_monetary_2018,
	title = {Monetary {Policy} {Transmission} with {Income} {Risk}},
	url = {https://www.ssrn.com/abstract=3128510},
	language = {en},
	urldate = {2020-05-02},
	author = {Holm, Martin Blomhoff},
	year = {2018},
	file = {Holm - 2018 - Monetary Policy Transmission with Income Risk.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\HS9DH8B8\\Holm - 2018 - Monetary Policy Transmission with Income Risk.pdf:application/pdf}
}

@techreport{berger_imperfect_2019,
	address = {Cambridge, MA},
	title = {Imperfect {Risk}-{Sharing} and the {Business} {Cycle}},
	url = {http://www.nber.org/papers/w26032.pdf},
	language = {en},
	number = {w26032},
	urldate = {2020-05-13},
	institution = {National Bureau of Economic Research},
	author = {Berger, David and Bocola, Luigi and Dovis, Alessandro},
	month = jul,
	year = {2019},
	doi = {10.3386/w26032},
	file = {Berger et al. - 2019 - Imperfect Risk-Sharing and the Business Cycle.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\S2QPZEVC\\S2QPZEVC.pdf:application/pdf}
}

@article{hubmer_sources_2020,
	title = {Sources of {U}.{S}. {Wealth} {Inequality}: {Past}, {Present}, and {Future}},
	language = {en},
	journal = {forthcoming in NBER Macroeconomics Annual 2020},
	author = {Hubmer, Joachim and Krusell, Per and Smith, Anthony A},
	year = {2020},
	file = {Hubmer et al. - 2020 - Sources of U.S. Wealth Inequality Past, Present, .pdf:C\:\\Users\\gmf123\\Zotero\\storage\\AF5V53DR\\Hubmer et al. - 2020 - Sources of U.S. Wealth Inequality Past, Present, .pdf:application/pdf}
}

@techreport{auclert_mpcs_2020,
	type = {Working {Paper}},
	title = {{MPCs}, {MPEs} and {Multipliers}: {A} {Trilemma} for {New} {Keynesian} {Models}},
	shorttitle = {{MPCs}, {MPEs} and {Multipliers}},
	url = {http://www.nber.org/papers/w27486},
	abstract = {We establish an impossibility result for New Keynesian models with a frictionless labor market: these models cannot simultaneously match plausible estimates of marginal propensities to consume (MPCs), marginal propensities to earn (MPEs), and fiscal multipliers. A HANK model with sticky wages provides a solution to this trilemma.},
	number = {27486},
	urldate = {2020-07-26},
	institution = {National Bureau of Economic Research},
	author = {Auclert, Adrien and Bard{\'o}czy, Bence and Rognlie, Matthew},
	month = jul,
	year = {2020},
	doi = {10.3386/w27486},
	file = {Auclert et al. - 2020 - MPCs, MPEs and Multipliers A Trilemma for New Key.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\BKWYFEER\\Auclert et al. - 2020 - MPCs, MPEs and Multipliers A Trilemma for New Key.pdf:application/pdf}
}

@article{slacalek_household_2020,
	title = {Household {Balance} {Sheet} {Channels} of {Monetary} {Policy}: {A} {Back} of the {Envelope} {Calculation} for the {Euro} {Area}},
	abstract = {This paper formulates a back of the envelope approach to study the effects of monetary policy on household consumption expenditures. We analyze several transmission mechanisms operating through direct, partial equilibrium channels{\textemdash}intertemporal substitution and net interest rate exposure{\textemdash}and indirect, general equilibrium channels{\textemdash}net nominal exposure, as well as wealth, collateral and labor income channels. The strength of these forces varies across households depending on their marginal propensities to consume, their balance sheet composition, the sensitivity of their own earnings to fluctuations in aggregate labor income, and the responsiveness of aggregate earnings, asset prices and inflation to monetary policy shocks. We quantify all these channels in the euro area by combining micro data from the HFCS and the EU-LFS with structural VARs estimated on aggregate time series. We find that the indirect labor income channel and the housing wealth effect are strong drivers of the aggregate consumption response to monetary policy and explain the cross-country heterogeneity in these responses.},
	language = {en},
	author = {Slacalek, Jiri and Tristani, Oreste and Violante, Giovanni L},
	year = {2020},
	pages = {44},
	file = {Slacalek et al. - 2020 - Household Balance Sheet Channels of Monetary Polic.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\X2UA4MXU\\Slacalek et al. - 2020 - Household Balance Sheet Channels of Monetary Polic.pdf:application/pdf}
}

@article{gabaix_behavioral_2020,
	title = {A {Behavioral} {New} {Keynesian} {Model}},
	volume = {110},
	issn = {0002-8282},
	url = {https://www.aeaweb.org/articles?id=10.1257/aer.20162005},
	doi = {10.1257/aer.20162005},
	abstract = {This paper analyzes how bounded rationality affects monetary and fiscal policy via an empirically relevant enrichment of the New Keynesian model. It models agents' partial myopia toward distant atypical events using a new microfounded "cognitive discounting" parameter. Compared to the rational model, (i) there is no forward guidance puzzle; (ii) the Taylor principle changes: with passive monetary policy but enough myopia equilibria are determinate and economies stable; (iii) the zero lower bound is much less costly; (iv) price-level targeting is not optimal; (v) fiscal stimulus is effective; (vi) the model is "neo-Fisherian" in the long run, Keynesian in the short run.},
	language = {en},
	number = {8},
	urldate = {2020-08-12},
	journal = {American Economic Review},
	author = {Gabaix, Xavier},
	month = aug,
	year = {2020},
	keywords = {Keynesian, Inflation, General Aggregative Models: Keynes, Post-Keynesian, Price Level, Deflation, Interest Rates: Determination, Term Structure, and Effects, Monetary Policy, Fiscal Policy, Macro-Based Behavioral Economics: General},
	pages = {2271--2327},
	file = {Gabaix - 2020 - A Behavioral New Keynesian Model.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\P7ULHW5L\\Gabaix - 2020 - A Behavioral New Keynesian Model.pdf:application/pdf}
}

@article{bayer_solving_2020,
	title = {Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation},
	volume = {11},
	issn = {1759-7323},
	url = {http://qeconomics.org/ojs/index.php/qe/article/view/1378},
	doi = {10.3982/TE1378},
	abstract = {This paper describes a method for solving heterogeneous agent models with aggregate risk and many idiosyncratic states formulated in discrete time. It extends the method proposed by Reiter (2009) and complements recent work by Ahn, Kaplan, Moll, Winberry, and Wolf (2017) on how to solve such models in continuous time. We suggest first solving for the stationary equilibrium of the model without aggregate risk. We then write the functionals that describe the dynamic equilibrium as sparse expansions around their stationary equilibrium counterparts. Finally, we use the perturbation method of Schmitt-Groh{\'e} and Uribe (2004) to approximate the aggregate dynamics of the model.

Numerical methods heterogeneous agent models linearization incomplete markets C63 E32},
	language = {en},
	number = {4},
	urldate = {2020-11-23},
	journal = {Quantitative Economics},
	author = {Bayer, Christian and Luetticke, Ralph},
	month = nov,
	year = {2020},
	pages = {1253--1288--1288},
	file = {Bayer and Luetticke - Solving discrete time heterogeneous agent models w.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\HXERW2MB\\Bayer and Luetticke - Solving discrete time heterogeneous agent models w.pdf:application/pdf}
}

@techreport{druedahl_intertemporal_2020,
	type = {Working {Paper}},
	title = {The {Intertemporal} {Marginal} {Propensity} to {Consume} out of {Future} {Persistent} {Cash}-{Flows}:},
	author = {Druedahl, Jeppe and Jensen, Emil Bjerre and Leth-Petersen, S{\o}ren},
	year = {2020},
	file = {Druedahl et al. - 2020 - The Intertemporal Marginal Propensity to Consume o.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\XJ8WPIXQ\\Druedahl et al. - 2020 - The Intertemporal Marginal Propensity to Consume o.pdf:application/pdf}
}

@techreport{auclert_using_2020,
	address = {Cambridge, MA},
	title = {Using the {Sequence}-{Space} {Jacobian} to {Solve} and {Estimate} {Heterogeneous}-{Agent} {Models}},
	url = {http://www.nber.org/papers/w26123.pdf},
	abstract = {We propose a general and highly efficient method for solving and estimating general equilibrium heterogeneous-agent models with aggregate shocks in discrete time. Our approach relies on the rapid computation of sequence-space Jacobians{\textemdash}the derivatives of perfect-foresight equilibrium mappings between aggregate sequences around the steady state. Our main contribution is a fast algorithm for calculating Jacobians for a large class of heterogeneous-agent problems. We combine this algorithm with a systematic approach to composing and inverting Jacobians to solve for general equilibrium impulse responses. We obtain a rapid procedure for likelihood-based estimation and computation of nonlinear perfect-foresight transitions. We apply our methods to three canonical heterogeneous-agent models: a neoclassical model, a New Keynesian model with one asset, and a New Keynesian model with two assets.},
	language = {en},
	number = {w26123},
	urldate = {2020-12-16},
	institution = {National Bureau of Economic Research},
	author = {Auclert, Adrien and Bard{\'o}czy, Bence and Rognlie, Matthew and Straub, Ludwig},
	year = {2020},
	doi = {10.3386/w26123},
	file = {Auclert et al. - 2019 - Using the Sequence-Space Jacobian to Solve and Est.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\MRHTPTNA\\Auclert et al. - 2019 - Using the Sequence-Space Jacobian to Solve and Est.pdf:application/pdf;Auclert et al. - 2020 - Using the Sequence-Space Jacobian to Solve and Est.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\U4KQV8QH\\Auclert et al. - 2020 - Using the Sequence-Space Jacobian to Solve and Est.pdf:application/pdf}
}

@techreport{broer_fiscal_2020,
	type = {Working {Paper}},
	title = {Fiscal {Multipliers}: {A} {Heterogenous}-{Agent} {Perspective}},
	language = {en},
	author = {Broer, Tobias and Krusell, Per},
	year = {2020},
	pages = {14},
	file = {Broer et al. - 2020 - Fiscal Multipliers A Heterogenous-Agent Perspecti.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\8E7MDEQ2\\Broer et al. - 2020 - Fiscal Multipliers A Heterogenous-Agent Perspecti.pdf:application/pdf}
}

@article{cloyne_monetary_2020,
	title = {Monetary {Policy} when {Households} have {Debt}: {New} {Evidence} on the {Transmission} {Mechanism}},
	volume = {87},
	issn = {0034-6527},
	shorttitle = {Monetary {Policy} when {Households} have {Debt}},
	url = {https://doi.org/10.1093/restud/rdy074},
	doi = {10.1093/restud/rdy074},
	abstract = {Using household survey data for the U.S. and the U.K., we show that the aggregate response of consumption to interest rate changes is driven by households with a mortgage. Outright home-owners do not adjust expenditure at all while renters change their spending but by less than mortgagors. Income rises for all households as interest rate cuts directly affect firm investment and household consumption, boosting aggregate demand. A crucial difference between the housing tenure groups is the composition of their balance sheets: mortgagors hold sizable illiquid assets but little liquid wealth. Our results reveal that general equilibrium effects on household income coupled with balance-sheet-driven heterogeneity in the marginal propensity to consume play a key role in the transmission of monetary policy.},
	number = {1},
	urldate = {2020-12-16},
	journal = {The Review of Economic Studies},
	author = {Cloyne, James and Ferreira, Clodomiro and Surico, Paolo},
	month = jan,
	year = {2020},
	pages = {102--129},
	file = {Cloyne et al. - 2020 - Monetary Policy when Households have Debt New Evi.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\F294J9KP\\Cloyne et al. - 2020 - Monetary Policy when Households have Debt New Evi.pdf:application/pdf;Cloyne et al. - 2020 - Monetary Policy when Households have Debt New Evi.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\KZVSBL3G\\Cloyne et al. - 2020 - Monetary Policy when Households have Debt New Evi.pdf:application/pdf}
}

@article{den_haan_unemployment_2018,
	title = {Unemployment ({Fears}) and {Deflationary} {Spirals}},
	volume = {16},
	issn = {1542-4766},
	url = {https://doi.org/10.1093/jeea/jvx040},
	doi = {10.1093/jeea/jvx040},
	abstract = {The interaction of incomplete markets and sticky nominal wages is shown to magnify business cycles even though these two features{\textemdash}in isolation{\textemdash}dampen them. During recessions, fears of unemployment stir up precautionary sentiments that induce agents to save more. The additional savings may be used as investments in both a productive asset (equity) and an unproductive nominal liquid asset. The desire to hold the nominal liquid asset puts deflationary pressure on the economy which, provided that nominal wages are sticky, increases labor costs, and reduces firm profits. Lower profits repress the desire to save in equity, which increases (the fear of) unemployment, and so on. This mechanism causes the model to behave differently from its complete markets version and is quantitatively important even if monetary policy counteracts the desire to hold more of the liquid asset by lowering the interest rate. The deflationary pressure yields a mean-reverting reduction in the price level, which implies an increase in expected inflation and a decrease in the expected real interest rate even if the policy rate does not adjust. Thus, our mechanism is different from the typical zero lower bound argument. Due to the deflationary spiral, our model also behaves differently from its incomplete market version without aggregate uncertainty, especially in terms of the impact of unemployment insurance on average employment levels.},
	number = {5},
	urldate = {2020-12-16},
	journal = {Journal of the European Economic Association},
	author = {Den Haan, Wouter J and Rendahl, Pontus and Riegler, Markus},
	month = oct,
	year = {2018},
	pages = {1281--1349},
	file = {Den Haan et al. - 2017 - Unemployment (Fears) and Deflationary Spirals.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\N9BL4BBC\\Den Haan et al. - 2017 - Unemployment (Fears) and Deflationary Spirals.pdf:application/pdf;Full Text PDF:C\:\\Users\\gmf123\\Zotero\\storage\\E9EATTGL\\Den Haan et al. - 2018 - Unemployment (Fears) and Deflationary Spirals.pdf:application/pdf;Snapshot:C\:\\Users\\gmf123\\Zotero\\storage\\V7P6CZEV\\4653491.html:text/html}
}

@techreport{fagereng_mpc_2020,
	type = {forthcoming in {American} {Economic} {Journal}: {Macroeconomics}},
	title = {{MPC} {Heterogeneity} and {Household} {Balance} {Sheets}},
	urldate = {2020-12-16},
	author = {Fagereng, Andreas and Holm, Martin B. and Natvik, Gisle J.},
	year = {2020},
	keywords = {household expenditure response, household heterogeneity, income shocks, marginal propensity to consume},
	file = {Fullext PDF:C\:\\Users\\gmf123\\Zotero\\storage\\AR5SXCSB\\Holm et al. - 2017 - MPC Heterogeneity and Household Balance Sheets.pdf:application/pdf}
}

@techreport{luetticke_transmission_2020,
	type = {forthcoming in {American} {Economic} {Journal}: {Macroeconomics}},
	title = {Transmission of {Monetary} {Policy} with {Heterogeneity} in {Household} {Portfolios}},
	url = {https://www.aeaweb.org/articles?id=10.1257/mac.20190064&&from=f},
	language = {en},
	urldate = {2020-12-16},
	author = {Luetticke, Ralph},
	year = {2020},
	file = {Luetticke - 2019 - Transmission of monetary policy with heterogeneity.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\MQY58LDA\\Luetticke - 2019 - Transmission of monetary policy with heterogeneity.pdf:application/pdf}
}

@techreport{ravn_macroeconomic_2020,
	type = {forthcoming in {Journal} of the {European} {Economic} {Association}},
	title = {Macroeconomic {Fluctuations} with {HANK}\&{SAM}: an {Analytical} {Approach}},
	url = {https://doi.org/10.1093/jeea/jvaa028},
	urldate = {2020-12-16},
	author = {Ravn, Morten O and Sterk, Vincent},
	year = {2020},
	file = {Ravn and Sterk - 2020 - Macroeconomic Fluctuations with HANK&SAM an Analy.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\E5GCW6K7\\Ravn and Sterk - 2020 - Macroeconomic Fluctuations with HANK&SAM an Analy.pdf:application/pdf}
}

@techreport{kaas_block-recursive_2020,
	title = {Block-{Recursive} {Equilibria} in {Heterogeneous}-{Agent} {Models}},
	abstract = {Equilibrium models with heterogeneous agents and aggregate uncertainty are difficult to analyze since policy functions and market prices depend on the cross-sectional distribution over agents{\textquoteright} state variables which is generally a high-dimensional object. This paper develops and applies a general model framework in which this problem does not arise. If sufficiently many agents enter the economy in every aggregate state of the world, policy functions and prices depend only on the exogenous aggregate state but are independent of the distribution over idiosyncratic states. The first part of this paper proves existence results for such block-recursive equilibria and derives an ergodic property which is useful for their computation. The second part applies this equilibrium concept to models of firm dynamics with competitive or frictional input markets and to incomplete-market economies with endogenous asset market participation.},
	language = {en},
	author = {Kaas, Leo},
	year = {2020},
	pages = {63},
	file = {Kaas - 2020 - Block-Recursive Equilibria in Heterogeneous-Agent .pdf:C\:\\Users\\gmf123\\Zotero\\storage\\PEIFJ5J4\\Kaas - 2020 - Block-Recursive Equilibria in Heterogeneous-Agent .pdf:application/pdf}
}

@techreport{dupraz_plucking_2020,
	title = {A {Plucking} {Model} of {Business} {Cycles}},
	abstract = {In standard models, economic activity fluctuates symmetrically around a {\textquotedblleft}natural rate{\textquotedblright} and stabilization policies can dampen these fluctuations but do not affect the average level of activity. An alternative view{\textemdash}labeled the {\textquotedblleft}plucking model{\textquotedblright} by Milton Friedman{\textemdash}is that economic fluctuations are drops below the economy{\textquoteright}s full potential ceiling. If this view is correct, stabilization policy, by dampening these fluctuations, can raise the average level of activity. We show that the dynamics of the unemployment rate in the US display a striking asymmetry that strongly favors the plucking model: increases in unemployment are followed by decreases of similar amplitude, while the amplitude of the increase is not related to the amplitude of the previous decrease. We develop a microfounded plucking model of the business cycle. The source of asymmetry in our model is downward nominal wage rigidity, which we embed in an explicit search model of the labor market. Our search framework implies that downward nominal wage rigidity is consistent with optimizing behavior and equilibrium. In our plucking model, stabilization policy lowers average unemployment and thereby yields sizable welfare gains.},
	language = {en},
	author = {Dupraz, St{\'e}phane and Nakamura, Emi and Steinsson, J{\'o}n},
	year = {2020},
	pages = {57},
	file = {Dupraz et al. - 2020 - A Plucking Model of Business Cycles.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\6I6HRKGV\\6I6HRKGV.pdf:application/pdf}
}

@article{harmenberg_consumption_2020,
	title = {Consumption dynamics under time-varying unemployment risk},
	issn = {0304-3932},
	url = {https://www.sciencedirect.com/science/article/pii/S030439322030129X},
	doi = {10.1016/j.jmoneco.2020.10.004},
	abstract = {In response to an adverse labor-market shock, a calibrated heterogeneous-agent model predicts that aggregate spending on durable goods falls mainly due to the ex-ante increase in income uncertainty caused by higher unemployment risk. In contrast, aggregate spending on nondurable goods falls mainly due to the ex-post income losses associated with realized unemployment spells. When households hold little liquid assets, the nondurable spending response is amplified, whereas the durable spending response is dampened. These differences stem from micro-level adjustment frictions involved in purchases of durable goods. The model is corroborated with evidence from micro survey data.},
	language = {en},
	urldate = {2021-02-28},
	journal = {Journal of Monetary Economics},
	author = {Harmenberg, Karl and {\"O}berg, Erik},
	month = nov,
	year = {2020},
	keywords = {Consumption, Durables, Adjustment costs, Precautionary savings, Real options, Wait-and-see effect},
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@article{druedahl_higher-order_2020,
	title = {Higher-order income dynamics with linked regression trees},
	volume = {23},
	issn = {1368-4221},
	url = {https://doi.org/10.1093/ectj/utaa026},
	doi = {10.1093/ectj/utaa026},
	abstract = {We propose a novel method for modelling income processes using machine learning. Our method links age-specific regression trees, and returns a discrete state process, which can easily be included in consumption-saving models without further discretizations. A central advantage of our approach is that it does not rely on any parametric assumptions, and because we build on existing machine learning tools it is furthermore easy to apply in practice. Using a 30-year panel of Danish males, we document rich higher-order income dynamics, including substantial skewness and high kurtosis of income levels and growth rates. We also find important changes in income risk over the life-cycle and the income distribution. Our estimated process matches these dynamics closely. Using a consumption-saving model, the implied welfare cost of income risk is more than 10\% of income.},
	number = {3},
	urldate = {2021-02-28},
	journal = {The Econometrics Journal},
	author = {Druedahl, Jeppe and Munk-Nielsen, Anders},
	month = sep,
	year = {2020},
	pages = {S25--S58},
	file = {Druedahl and Munk-Nielsen - 2020 - Higher-order income dynamics with linked regressio.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\LTSYJ87S\\Druedahl and Munk-Nielsen - 2020 - Higher-order income dynamics with linked regressio.pdf:application/pdf}
}

@article{druedahl_can_2020,
	title = {Can {Consumers} {Distinguish} {Persistent} from {Transitory} {Income} {Shocks}?},
	volume = {130},
	issn = {0013-0133},
	url = {https://doi.org/10.1093/ej/ueaa047},
	doi = {10.1093/ej/ueaa047},
	abstract = {The degree to which consumers can distinguish persistent from transitory income shocks is paramount for consumption-saving dynamics. In particular, even a small amount of imperfect information causes a severe bias in conventional estimators of the marginal propensity to consume. We provide a novel method that can identify consumers{\textquoteright} degree of information by using panel data on income and consumption, even allowing for measurement error. Employing our method to data from the Panel Study of Income Dynamics, we find that households have almost perfect information. This robust result indicates that the conventional estimators of the marginal propensity to consume are on firm ground.},
	number = {632},
	urldate = {2021-02-28},
	journal = {The Economic Journal},
	author = {Druedahl, Jeppe and J{\o}rgensen, Thomas H},
	month = nov,
	year = {2020},
	pages = {2410--2437},
	file = {Druedahl and J{\o}rgensen - 2020 - Can Consumers Distinguish Persistent from Transito.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\I54CH9XU\\Druedahl and J{\o}rgensen - 2020 - Can Consumers Distinguish Persistent from Transito.pdf:application/pdf}
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@article{alves_further_2020,
	title = {A {Further} {Look} at the {Propagation} of {Monetary} {Policy} {Shocks} in {HANK}},
	volume = {52},
	copyright = {{\textcopyright} 2021 The Ohio State University},
	issn = {1538-4616},
	url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/jmcb.12761},
	doi = {https://doi.org/10.1111/jmcb.12761},
	abstract = {We provide quantitative guidance on whether and to what extent different elements of Heterogeneous Agent New Keynesian (HANK) models amplify or dampen the response of aggregate consumption to a monetary policy shock. We emphasize four findings. First, the introduction of capital adjustment costs does not affect the aggregate response, but does change the transmission mechanism so that a larger share of indirect effects originates from equity prices rather than from labor income. Second, incorporating estimated unequal incidence functions for aggregate labor income fluctuations leads to either amplification or dampening, depending on the data and estimation methods. Third, distribution rules for monopoly profits that allocate a larger share to liquid assets lead to greater amplification. Fourth, assumptions about the fiscal reaction to a monetary policy shock have a stronger effect on the aggregate consumption response than any of the other three elements.},
	language = {en},
	number = {S2},
	urldate = {2021-03-02},
	journal = {Journal of Money, Credit and Banking},
	author = {Alves, Felipe and Kaplan, Greg and Moll, Benjamin and Violante, Giovanni L.},
	year = {2020},
	keywords = {fiscal accommodation, heterogeneous agents, investment adjustment cost, Keynesian, monetary policy, New, profit distribution, taylor rule, unequal incidence},
	pages = {521--559},
	file = {Alves et al. - 2020 - A Further Look at the Propagation of Monetary Poli.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\SNHPSXXZ\\Alves et al. - 2020 - A Further Look at the Propagation of Monetary Poli.pdf:application/pdf}
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@article{ottonello_financial_2020,
	title = {Financial {Heterogeneity} and the {Investment} {Channel} of {Monetary} {Policy}},
	volume = {88},
	issn = {0012-9682},
	url = {https://www.econometricsociety.org/doi/10.3982/ECTA15949},
	doi = {10.3982/ECTA15949},
	abstract = {We study the role of financial frictions and firm heterogeneity in determining the investment channel of monetary policy. Empirically, we find that firms with low default risk{\textemdash}those with low debt burdens and high {\textquotedblleft}distance to default{\textquotedblright}{\textemdash} are the most responsive to monetary shocks. We interpret these findings using a heterogeneous firm New Keynesian model with default risk. In our model, low-risk firms are more responsive to monetary shocks because they face a flatter marginal cost curve for financing investment. The aggregate effect of monetary policy may therefore depend on the distribution of default risk, which varies over time.},
	language = {en},
	number = {6},
	urldate = {2021-03-02},
	journal = {Econometrica},
	author = {Ottonello, Pablo and Winberry, Thomas},
	year = {2020},
	pages = {2473--2502},
	file = {Ottonello and Winberry - 2020 - Financial Heterogeneity and the Investment Channel.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\BN59G5J3\\Ottonello and Winberry - 2020 - Financial Heterogeneity and the Investment Channel.pdf:application/pdf}
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@article{de_nardi_nonlinear_2020,
	title = {Nonlinear {Household} {Earnings} {Dynamics}, {Self}-{Insurance}, and {Welfare}},
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	issn = {1542-4766},
	url = {https://doi.org/10.1093/jeea/jvz010},
	doi = {10.1093/jeea/jvz010},
	abstract = {Earnings dynamics are much richer than typically assumed in macro models with heterogeneous agents. This holds for individual-pre-tax and household-post-tax earnings and across administrative and survey data. We estimate two alternative processes for household after-tax earnings and study their implications using a standard life-cycle model. Both processes feature a persistent and a transitory component, but although the first one is the canonical linear process with stationary shocks, the second one has substantially richer earnings dynamics, allowing for age-dependence of moments, non-normality, and nonlinearity in previous earnings and age. Allowing for richer earnings dynamics implies a substantially better fit of the evolution of cross-sectional consumption inequality over the life cycle and of the individual-level degree of consumption insurance against persistent earnings shocks. The richer earnings process implies lower welfare costs of earnings risk.},
	number = {2},
	urldate = {2021-03-02},
	journal = {Journal of the European Economic Association},
	author = {De Nardi, Mariacristina and Fella, Giulio and Paz-Pardo, Gonzalo},
	month = apr,
	year = {2020},
	pages = {890--926},
	file = {De Nardi et al. - 2020 - Nonlinear Household Earnings Dynamics, Self-Insura.pdf:C\:\\Users\\gmf123\\Zotero\\storage\\QH5T8RD8\\De Nardi et al. - 2020 - Nonlinear Household Earnings Dynamics, Self-Insura.pdf:application/pdf;Snapshot:C\:\\Users\\gmf123\\Zotero\\storage\\YCNYQCJ4\\5421188.html:text/html}
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@Book{nerivela,
author = {Rodolfo Neri Vela},
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@Book{boldea2010,
author = {Ion Boldea and Lucian Tutelea},
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@ARTICLE{gieras1986,
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month={Oct},
pages={1025-1027}
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@INPROCEEDINGS{weixu2008,
author={Wei Xu and Longcheng Tan and Jinwei He and Yaohua Li and Jinqi Ren and Junfei Han and Guangsheng Sun},
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title={Performance study for linear induction motor considering winding function method and control scheme},
year={2008},
month={April},
pages={1-5}
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@INPROCEEDINGS{weixu2009,
author={Wei Xu and Jianguo Zhu and Longcheng Tan and Youguang Guo and Shuhong Wang and Yi Wang},
booktitle={Industrial Technology, 2009. ICIT 2009. IEEE International Conference on},
title={Optimal design of a linear induction motor applied in transportation},
year={2009},
month={Feb},
pages={1-6}
}

@INPROCEEDINGS{dong2014,
author={Dong Hu and Wei Xu and Ronghai Qu},
booktitle={Power Engineering Conference (AUPEC), 2014 Australasian Universities},
title={Electromagnetic design optimization of single-sided linear induction motor for improved drive performance based on linear metro application},
year={2014},
month={Sept},
pages={1-6}
}

@Book{gieras2000,
author = {Jacek F. Gieras and Zbignew J. Piech},
title = {Linear Synchronous Motors: Transportation and Automation Systems},
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@article{jang2010,
year={2011},
issn={1005-9784},
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volume={18},
number={3},
doi={10.1007/s11771-011-0749-8},
title={Optimal design of auxiliary-teeth to solve circulation current reduction of permanent magnet linear synchronous motor},
url={http://dx.doi.org/10.1007/s11771-011-0749-8},
publisher={Central South University},
keywords={permanent magnet linear synchronous motor; auxiliary-teeth; circulation current; end effect; thrust reduction},
author={Ki-Bong Jang and Jee-Hyun Kim and Ho-Jin An and Gyu-Tak Kim},
pages={690-696},
language={English}
}

@INPROCEEDINGS{gang2005,
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title={Design criteria for detent force reduction of permanent magnet linear synchronous motor with Halbach array},
year={2002},
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pages={GU6-}
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@INPROCEEDINGS{tavana2010,
author={Tavana, N.R. and Shoulaie, A.},
booktitle={Power Electronic Drive Systems Technologies Conference (PEDSTC), 2010 1st},
title={Minimizing thrust fluctuation in linear permanent-magnet synchronous motor with Halbach array},
year={2010},
month={Feb},
pages={302-306}
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@INPROCEEDINGS{minchen2004,
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title={Inductive power transferring in {M}aglev using harmonic injection method},
year={2004},
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@Book{chapman2003,
author = {Stephen J. Chapman},
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@INPROCEEDINGS{habeeb2014,
author={Habeeb, I. and Ismail, E.K.},
booktitle={Emerging Research Areas: Magnetics, Machines and Drives (AICERA/iCMMD), 2014 Annual International Conference on},
title={Adaptive sliding mode and model predictive control of linear variable reluctance motor},
year={2014},
month={July},
pages={1-6}
}

@ARTICLE{pupadubsin2012,
author={Pupadubsin, R. and Chayopitak, N. and Taylor, D.G. and Nulek, N. and Kachapornkul, S. and Jitkreeyarn, P. and Somsiri, P. and Tungpimolrut, K.},
journal={Industry Applications, IEEE Transactions on},
title={Adaptive Integral Sliding-Mode Position Control of a Coupled-Phase Linear Variable Reluctance Motor for High-Precision Applications},
year={2012},
month={July},
volume={48},
number={4},
pages={1353-1363}
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@ARTICLE{waichuen2003,
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title={Development and control of a low-cost linear variable-reluctance motor for precision manufacturing automation},
year={2003},
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volume={8},
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pages={326-333}
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% It starts here
@ARTICLE{hassanpour2008,
author={Isfahani, A.H. and Ebrahimi, B.M. and Lesani, H.},
journal={Magnetics, IEEE Transactions on},
title={Design Optimization of a Low-Speed Single-Sided Linear Induction Motor for Improved Efficiency and Power Factor},
year={2008},
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volume={44},
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pages={266-272}
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@ARTICLE{vaezzadeh2006,
author={Vaez-Zadeh, S. and Isfahani, A.H.},
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number={3},
pages={446-452}
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@ARTICLE{shin2015,
author={Jung-Seob Shin and Watanabe, R. and Koseki, T. and Houng-Joong Kim},
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title={Practical Design Approach of a Transverse Flux Linear Synchronous Motor for Compact Size, Small Mover Weight, High Efficiency, and Low Material Cost},
year={2015},
month={March},
volume={51},
number={3},
pages={1-4}
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@ARTICLE{dongyeuplee2005,
author={Dong-Yeup Lee and Chun-Gil Jung and Kang-Jun Yoon and Gyu-Tak Kim},
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year={2008},
month={June},
pages={3074-3080}
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@ARTICLE{perreault2009,
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@ARTICLE{lawrenson1967,
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@ARTICLE{hamler1998,
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@Book{bianchi2011,
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@ARTICLE{boldea2015,
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@INPROCEEDINGS{mirzaei2008,
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@book{chong2013,
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@misc{sumoabout,
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author={I. Farmaga and P. Shmigelskyi and P. Spiewak and L. Ciupinski},
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pages={213-214}
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  chapter      = 3,
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  publisher    = {Wiley},
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repository: NIRVANAzheng/bsc-thesis

repo_name: NIRVANAzheng/bsc-thesis


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repository: Carla-Moreno/academic-kickstart

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repository: DanielTing/academic-kickstart

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