Details about Fernando Alvarez

Access statistics for papers by Fernando Alvarez.

Last updated 2009-08-07. Update your information in the RePEc Author Service.

Short-id: pal356

Working Papers

2008

1. Search and Rest Unemployment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2. Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand
   Staff Report, Federal Reserve Bank of Minneapolis View citations (4)
3. Time-varying risk, interest rates, and exchange rates in general equilibrium
   Staff Report, Federal Reserve Bank of Minneapolis View citations (14)
   Also in Working Papers, Federal Reserve Bank of Minneapolis (2005) View citations (4)
   Working Papers, Laboratory for Macroeconomic Analysis (2007)

2007

4. Financial Innovation and the Transactions Demand for Cash
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
   See also Journal Article in Econometrica (2009)
5. If exchange rates are random walks then almost everything we say about monetary policy is wrong
   Working Papers, Federal Reserve Bank of Minneapolis View citations (2)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2007) View citations (2)
   See also Journal Article in Quarterly Review (2008)

2006

6. Fixed-Term Employment Contracts in an Equilibrium Search Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in Working Paper Series, Federal Reserve Bank of Chicago (2005) View citations (3)

2005

7. General Equilibrium Analysis of the Eaton-Kortum Model of International Trade
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   See also Journal Article in Journal of Monetary Economics (2007)

2004

8. EU Polluting Emissions: an empirical analysis
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
9. Implications of the Eaton-Kortum Model of International Trade
   2004 Meeting Papers, Society for Economic Dynamics

2003

10. On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
11. The Time Consistency of Optimal Monetary and Fiscal Policies
    Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (1)
    See also Journal Article in Econometrica (2004)
12. The time consistency of monetary and fiscal policies
    Staff Report, Federal Reserve Bank of Minneapolis View citations (2)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2002) View citations (1)

2001

13. Interest rates and inflation
    Working Papers, Federal Reserve Bank of Minneapolis View citations (54)
    See also Journal Article in American Economic Review (2001)
14. The Size of the Permanent Component of Asset Pricing Kernels
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2001) View citations (3)

2000

15. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2000) View citations (5)
16. Money, interest rates, and exchange rates with endogenously segmented markets
    Staff Report, Federal Reserve Bank of Minneapolis View citations (11)
    See also Journal Article in Journal of Political Economy (2002)
17. Using Asset Prices to Measure the Cost of Business Cycles
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (21)
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2000) View citations (11)
    See also Journal Article in Journal of Political Economy (2004)

1999

18. Labor market policies in an equilibrium search model
    Working Paper Series, Federal Reserve Bank of Chicago View citations (29)
    See also Chapter (2000)
19. Money and Interest Rates with Endogeneously Segmented Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1999) View citations (2)
20. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) View citations (8)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
    See also Journal Article in Review of Financial Studies (2001)

1998

21. Asset Pricing when Risk Sharing is Limited by Default
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
22. Search, self-insurance and job-security provisions
    Working Paper Series, Federal Reserve Bank of Chicago View citations (19)

1996

23. Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in Journal of Monetary Economics (1997)

1992

24. Banking in computable general equilibrium economies
    Staff Report, Federal Reserve Bank of Minneapolis View citations (55)
    See also Journal Article in Journal of Economic Dynamics and Control (1992)
25. Banking in computable general equilibrium economies: technical appendices I and II
    Staff Report, Federal Reserve Bank of Minneapolis View citations (4)

Journal Articles

2009

1. Financial Innovation and the Transactions Demand for Cash
   Econometrica, 2009, 77, (2), 363-402 View citations (17)
   See also Working Paper (2007)

2008

2. If exchange rates are random walks, then almost everything we say about monetary policy is wrong
   Quarterly Review, 2008, (Jul), 2-9
   Also in American Economic Review, 2007, 97, (2), 339-345 (2007) View citations (2)
   See also Working Paper (2007)

2007

3. General equilibrium analysis of the Eaton-Kortum model of international trade
   Journal of Monetary Economics, 2007, 54, (6), 1726-1768 View citations (42)
   See also Working Paper (2005)

2005

4. Commentary on "organizational dynamics over the business cycle: a view on jobless recoveries"
   Review, 2005, (Jul), 581-587
5. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
   Econometrica, 2005, 73, (6), 1977-2016 View citations (19)

2004

6. The Time Consistency of Optimal Monetary and Fiscal Policies
   Econometrica, 2004, 72, (2), 541-567 View citations (23)
   See also Working Paper (2003)
7. Using Asset Prices to Measure the Cost of Business Cycles
   Journal of Political Economy, 2004, 112, (6), 1223-1256 View citations (31)
   See also Working Paper (2000)

2002

8. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets
   Journal of Political Economy, 2002, 110, (1), 73-112 View citations (55)
   See also Working Paper (2000)

2001

9. Comment on The Benefits of Dollarization When Stabilization Policy Lacks Credibility and Financial Markets Are Imperfect
   Journal of Money, Credit and Banking, 2001, 33, (2), 475-81 View citations (2)
10. Interest Rates and Inflation
    American Economic Review, 2001, 91, (2), 219-225 View citations (42)
    See also Working Paper (2001)
11. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    Review of Financial Studies, 2001, 14, (4), 1117-51 View citations (37)
    See also Working Paper (1999)
12. Severance payments in an economy with frictions
    Journal of Monetary Economics, 2001, 47, (3), 477-498 View citations (66)

2000

13. Efficiency, Equilibrium, and Asset Pricing with Risk of Default
    Econometrica, 2000, 68, (4), 775-798 View citations (114)

1999

14. Social Mobility: The Barro-Becker Children Meet the Laitner-Loury Dynasties
    Review of Economic Dynamics, 1999, 2, (1), 65-103 View citations (16)

1998

15. Dynamic Programming with Homogeneous Functions
    Journal of Economic Theory, 1998, 82, (1), 167-189 View citations (63)

1997

16. Money and exchange rates in the Grossman-Weiss-Rotemberg model
    Journal of Monetary Economics, 1997, 40, (3), 619-640 View citations (15)
    See also Working Paper (1996)

1992

17. Banking in computable general equilibrium economies
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 533-559 View citations (70)
    See also Working Paper (1992)

Chapters

2000

1. Labor-Market Policies in an Equilibrium Search Model
   A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 265-316 View citations (13)
   See also Working Paper (1999)