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Online Appendix for “Macro-Finance Models with Nonlinear Dynamics”

https://doi.org/10.2139/ssrn.3930811
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The 43 checked references that resolve
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Systemic Risk and Stability in Financial Networks
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Bank Capital and Dividend Externalities
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The Macroeconomic Impact of Microeconomic Shocks: Beyond Hulten's Theorem
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A Unified Theory of Tobin's  <i>q</i> , Corporate Investment, Financing, and Risk Management
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Risk Sharing and Contagion in Networks
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The Role of Collateralized Household Debt in Macroeconomic Stabilization
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Household Risk Management and Optimal Mortgage Choice
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A Model of Mortgage Default
resolves10.1016/j.red.2015.02.004
A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis
resolves10.1086/677349
Leverage and the Foreclosure Crisis
resolves10.1111/j.1538-4616.2011.00429.x
Bank Finance versus Bond Finance
resolves10.1111/jmcb.12284
Corporate Debt Structure and the Financial Crisis
resolves10.1257/aer.104.10.3115
Financial Networks and Contagion
resolves10.1257/aer.20121416
Credit Supply and the Price of Housing
resolves10.1086/689606
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium
resolves10.2307/2601198
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
resolves10.1257/aer.20140193
A Macroeconomic Model of Price Swings in the Housing Market
resolves10.1016/j.jmoneco.2010.10.004
A model of unconventional monetary policy
resolves10.1016/B978-0-444-53238-1.00011-9
Financial Intermediation and Credit Policy in Business Cycle Analysis
resolves10.1086/375379
Equilibrium Cross Section of Returns
resolves10.1016/j.jmoneco.2014.08.005
OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily
resolves10.1016/bs.hesmac.2016.06.001
Housing and Credit Markets
resolves10.3982/ECTA6658
A Parsimonious Macroeconomic Model for Asset Pricing
resolves10.2307/1912538
Tobin's Marginal q and Average q: A Neoclassical Interpretation
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Housing and liquidity
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House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
resolves10.1016/j.jmoneco.2012.10.020
Housing and debt over the life cycle and over the business cycle
resolves10.1111/j.1538-4616.2011.00374.x
Winners and Losers in Housing Markets
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A Rational Expectations Model of Financial Contagion
resolves10.1111/j.1540-6261.2005.00821.x
Financial Networks: Contagion, Commitment, and Private Sector Bailouts
resolves10.1086/261128
Real Business Cycles
resolves10.3386/w12766
Can Housing Collateral Explain Long-Run Swings in Asset Returns?
resolves10.1016/j.red.2009.09.005
How much does household collateral constrain regional risk sharing?
resolves10.1162/qjec.2009.124.4.1449
The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis <sup>*</sup>
resolves10.1257/aer.101.5.2132
House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis
resolves10.1111/j.1467-937X.2006.383_1.x
Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints*
resolves10.3386/w24509
Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem
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Increasing Returns and Long-Run Growth
resolves10.1016/j.jmoneco.2013.04.017
The equilibrium effect of fundamentals on house prices and rents
resolves10.1257/aer.97.2.239
Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
The 14 references without a DOI — listed, not checked
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no DOI — not checkedA toolkit for analysing nonlinear dynamic stochastic models easily
no DOI — not checkedA modigliani-miller theorem for open-market operations
no DOI — not checkedref57
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