Дополнительная литература (по разделу «Микроэкономика»)

(по разделу «Макроэкономика»)

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  Mark N. (2005) International Macroeconomics and Finance, Blackwell Publishing
  
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  Sargent T. J. (1987) Dynamic Macroeconomic Theory. Harvard University Press: Cambridge
  

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  Abel A. B. (1990) “Asset Prices under Habit Formation and Catching Up with the Joneses”. American Economic Review, 80(2), pp. 38-42.
  

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  Agénor, P., Miller M., Vines D. and Weber, A. (eds) (1999), The Asian Financial Crisis: Causes, Contagion and Consequences, Cambridge (UK): Cambridge University Press
  
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  Alvarez-Plata,P. and M.Schrooten (2004) “Mis-Leading Indicators? The Argentinean Currency Crisis”, Journal of Policy Modelling/Journal of Policy Modeling, vol. 26, issue 5, pp. 587-603.
  

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  An-Sing Chen a, Lee-Young Cheng , Kuang-Fu Cheng (2009) “Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data” Journal of Banking & Finance
  

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  Aschheim J., Christou C., Swamy P., Tavlas G. (1996) “A Random Coefficient Model of Speculative Attacks: The case of Mexican Peso”, Open Economies Review, vol. 7, Suppl.1., pages 553-571.
  

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  Barberis N., Shleifer A., Vishny R. “A model of investor sentiment” Journal of Financial Economics, Volume 49, Issue 3, 1 September 1998, Pages 307-343
  

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  Barnett S. A., Sakellaris P. (1998) “Nonlinear Response of Firm Investment to Q: Testing a Model of Convex and Non-convex Adjustment Costs”. Journal of Monetary Economics, 42(2), pp. 261-88.
  

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  Barsky B.R. De Long J.B. “Why Does the Stock Market Fluctuate?” The Quarterly Journal of Economics, Vol. 108, No. 2 (May, 1993), pp. 291-311
  

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  Baxter, M., Stockman, A. (1989) “Business cycles and the exchange rate regimes: Some International evidence”, Journal of Monetary Economics, 23, pp.377-400
  
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  Berg A., and C. Pattillo (1999) “Predicting Currency Crises: The Indicators Approach and an Alternative”, Journal of International Money and Finance, Vol. 18, No 4, pp. 561-586
  
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  Bergin P.(2004) “How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account” NBER Working Paper № 10356.
  

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  Berkman H. Kock P.D. “Noise trading and the price formation process” Journal of Empirical Finance 15 (2008) 232-250
  

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  Blanchard O.J. (1993) “Movements in the Equity Premium”. Brookings Papers on Economic Activity, 2, pp. 75-118.
  

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  Broome S., Morley B. (2004)“Stock Prices as a Leading Indicator of the East Asian Financial Crisis”, Journal of Asian Economics, vol. 15, issue 1, pages 189-197
  
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  Cabalero R. J., Engel E., Haltiwanger J. (1995) “Plant-level Adjustment and Aggregate Investment Dynamics”. Brookings Papers on Economic Activity, 2, pp. 1-54.
  

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  Campbell J. Y. (1996) “Consumption and the Stock Market: Interpreting International Experience”. Swedish Economic Policy Review, 3(2), pp. 251-99. (Also NBER Working Paper No. 5610).
  

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  Campbell J. Y., Cochrane J. H. (1999) “By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior”. Journal of Political Economy, 107(April), pp. 205-251.
  

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  Campbell J. Y., Deaton A. (1989) “Is Consumption Too Smooth?”. Review of Economic Studies, 55, pp. 357-374.
  

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  Campbell J. Y., Mankiw N. G. (1989) “Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence” in MIT Macroeconomics Annual, pp. 185-216, ed. by O. J. Blanchard and S. Fischer. (also NBER Working Paper No. 2924).
  

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  Carroll C.D., Overkand J., Weil D.N. (2000) “Saving and Growth with Habit Formation”. American Economic Review, 90(3), pp. 341-55.
  

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  Case K.E., Shiller R.J. (2003) “Is There a Bubble in the Housing Market?”. Brookings Papers on Economic Activity, 2
  

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  Chan Y.L. Kogan L. (2002) “Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices” Journal of Political Economy, vol. 110, no. 6
  

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  Chang, R. and Velasco, A. (1998) “Financial Crises in Emerging Markets: A Canonical Model”, NBER Working Paper №6606
  
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  Chinn M., Moore M. (2008) “Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set”, NBER Working Paper № 14175
  
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  Chirinko R. S., Schaller H. (1995) “Why Does Liquidity Matter in Investment Equations?”. Journal of Money, Credit, and Banking, 27(2), pp. 527-48.
  

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  Chirinko R. S., Schaller H. (1996) “Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy”. Journal of Monetary Economics, 38(1), pp. 47-76.
  

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  Christian Amann, Jens Boysen-Hogrefe and Nils Jannsen “Costs of Housing Crises: International Evidence” Kiel Working Paper 1524 June 2009
  

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  Cochrane J. H. (1999) “New Facts in Finance”. Economics Perspectives, Federal Reserve Bank Of Chicago, 23(3), pp. 36-58. (Also NBER Working Paper No. 7169.)
  

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  Cogley T. «Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey” Journal of Monetary Economics 49 (2002) 309–334
  

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  Cooper R., Ejarque J. (2001) “Exhuming Q: Market Power vs. Capital Market Imperfections”. NBER Working Paper No. 8182.
  
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  Corsetti G., Pesenti, P. and Roubini N. (1999) “Paper Tigers? A Model of the Asian Crisis”, European Economic Review, 43, 1211-1236
  

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  De Long J. B., Shleifer A., Summers L., Waldmann M. (1990) “Noise Trader Risk in Financial Markets”. Journal of Political Economy, 98, pp. 703-738.
  

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  Dejuan JP, Seater JJ, Wirjanto TS (2004)“A Direct Test of the Permanent Income Hypothesis with an Application to the US States” Journal of Money, Credit & Banking
  

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  Diamond, D. and Dybvig P. (1983) “Bank Runs, Deposit Insurance and Liquidity”, Journal of Political Economy, 91, 401-419
  
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  Dornbusch, R. (1976) Expectations and Exchange Rate Dynamics, Journal of Political Economy 84, pp. 1161-1176
  
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  Eberly J. C. (1997) “International Evidence on Investment and Fundamentals”. European Economic Review, 41(6), pp. 1055-78.
  
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  Erickson T. Whited T.M.(2000) “Measurement Error and the Relationship between Investment and q” Journal of Political Economy , vol. 108, no. 5
  
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  Fazzari S. M., Hubburd R. G., Petersen B. C. (2000) “Investment Cash Flow Sensitivities Are Useful: A Comment on Kaplan and Zingales”. Quarterly Journal of Economics, 115(2), pp. 695-705.
  
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  Fazzari S., Hubbard R. G., Petersen B. C. (1988) “Financial Constraints and Aggregate Investment”. Brookings Papers on Economic Activity, 1, pp. 141-95.
  

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  Flavin M. A. (1981) “The Adjustment of Consumption to Changing Expectations About Future Income”. Journal of Political Economy, 89, pp. 974-1009.
  
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  Flavin M. A. (1993) “The Excess Smoothness of Consumption: Identification and Interpretation”. Review of Economic Studies, 60(204), pp. 651-666.
  

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  Flood R., Marion M. (1998) “Perspectives on the Current Currency Crisis Literature”, NBER Working Paper №6380
  
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  Flood R.P. and Garber P.M (1984) Collapsing Exchange Rate Regimes: Some Linear Examples, Journal of International Economics, 17
  
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  Frankel, J. and Rose, A.(1999) “Currency Crashes in Emerging Markets: An Empirical Treatment”, Journal of International Economics, №41, pp. 351-366
  

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  Froot K. A., Obstfeld M. (1991) “Intrinsic Bubbles: The Case of Stock Prices”. American Economic Review, 81(5), pp. 1189-214.
  

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  Froot, K., and K. Rogoff (1995) “Perspectives on PPP and Long-Run Real Exchange Rates” in Handbook of International Economics, G.Grossman and K.Rogoff(eds), North Holland, also NBER WP #4952
  
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  Gandolfo, G. International Finance and Open-Economy Macroeconomics, Springer-Verlag, 2002, chapter 15.
  
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  Gandolfo, G. International Finance and Open-Economy Macroeconomics, Springer-Verlag, 2002, chapter 16.
  
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  Gilchrist S., Himmelberg C. (1998) “Investment, Fundamentals and Finance”. NBER Working Paper No. 6652.
  
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  Gilchrist S., Himmelberg C., Nuberman G. (2005) “Do Stock Price Bubbles Influence Corporate Investment?”. Journal of Monetary Economics Volume 52, Issue 4, Pages 805-827
  
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  Goldberg L. (1994) “Predicting Exchange Rate Crisis: Mexico revisited”, Journal of International Economics, vol. 36, issue 3-4, pages 413 – 430.
  
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  Goodman A. Thibodeau T. (2008) Where are the speculative bubbles in US housing markets? Journal of Housing Economics 17 117–137
  
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  Goolsbee A., Gross D. B. (1997) “Estimating Adjustment Costs with Data on Heterogeneous Capital Markets”. NBER Working Paper No. 6342.
  

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  Gorodnichenko Y. Peter K.S. Stolyarov D. “Inequality and volatility moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income” NBER Working Paper 15080
  
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  Gourinchas P.-O., Parker J. A. (2001) “The Empirical Importance of Precautionary Saving”. NBER Working Paper No. 8107.
  

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  Grauwe P., and M. Grimaldi (2006) “Exchange Rate Puzzes: A tale of switching attractors”, European Economic Review, 50, pp. 1-33
  
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  Hairault J.-O., Patureau L, Sopraseuth T.(2004) “Overshooting and Exchange Rate Disconnect Puzzle: a Reappraisal” Journal of International Money and Finance, 2004, vol. 23, issue 4, pages 615-643.
  

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  Heaton J., Lucas D. J. (1996) “Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing”. Journal of Political Economy, 104(3), pp. 443-87.
  
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  Hommes С., Sonnemansb J., , Tuinstraa J., Henk van de Veldenc, (2008) “Expectations and bubbles in asset pricing experiments” Journal of Economic Behavior & Organization Volume 67, Issue 1, Pages 116-133.
  
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  Jacobs K. (1999) “Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Results from Aggregation Problems?” Journal of Finance, 54(1), pp. 123-63.
  
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  Jagannathan R.Wang Z. (1996) “The Conditional CAPM and the Cross-Section of Expected Returns” The Journal of Finance Vol. 51, No. 1 pp. 3-53
  

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  Jeanne, O. (1996) “Les modèles de crises de change: un essai de synthèse en relation avec la crise du franc de 1992-1993”, Économie et Prévision, №123-124
  

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  John Drill, Martin Sola (1998) “Intrinsic bubbles and regime-switching” Journal of Monetary Economics 42 357-373
  

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  Kaminsky, G., Lizondo, S. and Reinhart C.(1998) The Leading Indicators of Currency Crises, International Monetary Fund Stuff Papers, 45, 1-48
  
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  Kaplan S. N., Zingales L. (1997) “Do Investment Cash Flow Sensitivities Provide Useful Measures of Financing Constraints”. Quarterly Journal of Economics, 112(1), pp. 169-215.
  
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  Krugman P. (1979) Model of Balance of Payments Crises, Journal of Money Credit and Banking, 11
  
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  Krugman, P. (1999) Balance Sheets, the Transfer Problem, and Financial Crises/Interntional Tax and Public Finance, vol. 6, issue 4
  

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  Lewellen J, Nagel S. (2006) “The conditional CAPM does not explain asset-pricing anomalies” Journal of Financial Economics Volume 82, Issue 2, November, Pages 289-314
  

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  Mankiw N. G., Zeldes S. P. (1991) “The Consumption of Stockholders and Nonstockholders”. Journal of Financial Economics, 29(1), pp. 97-112.
  

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  Masson, P. (1999) “Contagion: Macroeconomic Models with Multiple Equilibria”, Journal of International Money and Finance, Vol. 18, pp. 587-602
  
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  Meese R., Wallace N. (1994) “Testing the Present Value Relations for Housing Prices: Should I Leave My House in San Francisco”. Journal of Urban Economics, 35, 245-66.
  
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  Meese, R., and K. Rogoff (1983) “Empirical Exchange Rate Models of the Seventies. Do they fit out of sample?”, Journal of International Economics 14, pp. 3-24
  
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  Obstfeld M. (1994) “The Logic of Currency Crises”, NBER Working Paper №4640
  
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  Obstfeld M., Rogoff K. (2000) “The Six Major Puzzles in International Economics: Is There a Common Cause” , NBER Working Paper №7777
  
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  Obstfeld, M., Rogoff K. Foundations of International Macroeconomics, MIT Press, 1996, ch.4.1, 8.2.7
  

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  Oliner S., Rudebusch G., Sichel D. (1995) “New and Old Models of Business Investment: A Comparison of Forecasting Performance”. Journal of Money, Credit and Banking, 27, pp. 806-26.
  

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  Peltonen T.(2006) “Are Emerging Market Currency Crises Predictable? A Test”, Working Paper of European Central bank №571
  
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  Roche M.J. (2001) “The Rise in House Prices in Dublin: Bubble, Fad or Just Fundamentals”. Economic Modeling, 18, pp. 281-295.
  
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  Sachs J., Tornell, A. and Velasco, A. (1996) “The Mexican Peso Crisis: Sudden Death or Death Foretold?”, Journal of International Economics, 41, 265-283
  

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  Salomons R. Grootveld H. “The equity risk premium: emerging vs. developed markets” Emerging Markets Review 4 (2003) 121–144
  

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  Schaller H. (1990) “A Re-examination of the Q Theory of Investment Using U.S. Firm Data”. Journal of Applied Econometrics, 5(4), pp. 309-25.
  

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  Scruggs J.T. “Noise trader risk: Evidence from the Siamese twins” Journal of Financial Markets 10 (2007) 76–105
  

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  Shea J. (1995) “Myopia, Liquidity Constraints, and Aggregate Consumption: A Simple Test”. Journal of Money, Credit, and Banking, 27(3), pp. 798-805.
  

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  Shiller R.J. (1990) “Speculative Prices and Popular Models”. Journal of Economic Perspectives, 4(2), pp. 55-65.
  
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  Shinichi Hirotaa, Shyam Sunderb “Price bubbles sans dividend anchors: Evidence from laboratory stock markets” Journal of Economic Dynamic & Control 31 (2007) 1875-1909
  
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  Shleifer A., Summers L.H. (1990) “The Noise Trader Approach to Finance”. Journal of Economic Perspectives, 4(2), pp. 19-33.
  

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  Stillman S. (2001) “The Response of Consumption in Russian Households to Economic Shocks”. William Davidson Working Paper No. 412.
  

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  Telmer C.I. (1993) “Asset-Pricing Puzzles and Incomplete Markets”. Journal of Finance, 48(5), pp. 1803-32.
  

4. Литература для самостоятельного изучения

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  Chipman J. and J. Moore, Compensating variation, consumer's surplus and welfare, American Economic Review, 70, 933-948, 1980.
  
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  Hausman J., Exact consumer surplus and deadweight loss, American Economic Review, 71, 662-676, 1981.
  
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  Vives X., Small income effects: A Marshallian theory of consumer surplus and downward sloping demand. Review of Economic Studies, 54, 87-103, 1987.
  

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  Machina M., Choice under uncertainty: problems solved and unsolved. The Journal of Perspectives, 1, 121-154, 1987.
  
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  Rothschild M., J.Stiglitz, Increasing risk I: A definition, Journal of Economic Theory, 2, 225-243, 1970.
  

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  Alchian A.,Demsetz H., Production, Information costs and economic organization, American Economic Review, 62, 777-795, 1972.
  
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  Calvo G., Wellisz S., Supervision, Loss of Control, and the Optimal Size of the Firm, Journal of Political Economy, 86, 943-952, 1978.
  
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  Coase R.H., The nature of the firm, pp. 37-57 in S. Estrin, A. Marin, Essential Readings in Economics, 1995.
  

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  Adams W. and J.Yellen, Commodity Bundling and the Burden of Monopoly, Quarterly Journal of Economics, 90, 1976.
  

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  Blanchard O. J., Fischer S. (1989) Lectures on Macroeconomics. The MIT Press: Cambridge.
  

Справочники, словари, энциклопедии

Возможно использование по необходимости:

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  Encyclopedia of Macroeconomics. (edited by B. Snowdon, H. R. Vane), Edward Elgar, 2002
  

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