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Macroeconomic Dynamics Template
Write in a clean editor, then format for Macroeconomic Dynamics in one click — DocuGuru applies the official Cambridge University Press template with numbered references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
About the Macroeconomic Dynamics format
Macroeconomic Dynamics is a peer-reviewed journal published by Cambridge University Press, covering Monetary Policy and Economic Impact, Economic theories and models, Economic Theory and Policy. Over its lifetime it has published 2,082 papers, which have received 36,844 citations.
| Publisher | Cambridge University Press |
|---|---|
| Reference style | Numbered Numbered — [1], [2] in the text [1] A. Smith, B. Jones, and C. Lee, A representative article title, Macroeconomic Dynamics 12 (2023) 45–58.
Formats any DOI in the closest standard style — Macroeconomic Dynamics has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Economic theories and models Economic Theory and Policy Fiscal Policy and Economic Growth Economic Growth and Productivity |
| ISSN | 1365-1005 |
| Citation impact (2-yr) | 1.34 |
| h-index | 71 |
| i10-index | 680 |
| Top institutions publishing here | International Monetary Fund |
| Journal website | journals.cambridge.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in Macroeconomic Dynamics per year
Citation impact of Macroeconomic Dynamics by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in Macroeconomic Dynamics
An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
We present a simple model of a stock market where a random communication structure between agents generically gives rise to heavy tails in the distribution of stock price variations in the form of an exponentially truncated power law, similar to distributions observed in recent empirical studies of high-frequency market data. Our model provides a link…
This paper diagnoses the symptoms of the Dutch disease in a two-sector stochastic endogenous growth model. A productive, low-skill-intensive primary sector causes the currency to appreciate in real terms, thus hampering the development of a high-skill-intensive secondary sector and thereby reducing growth. Moreover, the volatility of the primary sector generates real-exchange-rate uncertainty and may thus…
We consider two kinds of answers to the title question: Do random shifts in monetary policy account for historical recessions, and would changes in the systematic component of monetary policy have allowed reductions in inflation or output variance without substantial costs. The answer to both questions is no. We use weak identifying assumptions and include…