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Details about Martin Eichenbaum

E-mail:
Homepage:http://www.faculty.econ.northwestern.edu/faculty/eichenbaum/
Phone:847-491-8232
Postal address:Department of Economics Northwestern University Evanston Illinois 60208
Workplace:Department of Economics, Northwestern University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
Economic Research Department, Federal Reserve Bank of Chicago, (more information at EDIRC)

Access statistics for papers by Martin Eichenbaum.

Last updated 2016-12-23. Update your information in the RePEc Author Service.

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Working Papers

2017

  1. Monetary Policy and the Predictability of Nominal Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2015

  1. Long-run Bulls and Bears
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)

    See also Journal Article in Journal of Monetary Economics (2015)

2014

  1. Understanding the Great Recession
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (11)

    See also Chapter (2013)
    Journal Article in American Economic Journal: Macroeconomics (2015)

2013

  1. Unemployment and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (13)

    See also Journal Article in Econometrica (2016)

2012

  1. How Frequent Are Small Price Changes?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in American Economic Journal: Macroeconomics (2014)
  2. Understanding Booms and Busts in Housing Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (46)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (40)

    See also Journal Article in Journal of Political Economy (2016)
  3. Valuation Risk and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (9)

2011

  1. Carry Trade and Momentum in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (39)

    See also Journal Article in Annual Review of Financial Economics (2011)

2010

  1. Do Peso Problems Explain the Returns to the Carry Trade?
    Working Papers, Duke University, Department of Economics Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (34)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (24)

    See also Journal Article in Review of Financial Studies (2011)
  2. Firm-specific capital, nominal rigidities and the business cycle
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (87)
    Also in Working Paper, Federal Reserve Bank of Cleveland (2004) Downloads View citations (101)
    Working Paper Series, Federal Reserve Bank of Chicago (2004) Downloads View citations (36)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) Downloads View citations (54)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (98)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (177)

    See also Journal Article in Review of Economic Dynamics (2011)
  3. Reference Prices and Nominal Rigidities
    2010 Meeting Papers, Society for Economic Dynamics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (43)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (31)
  4. When is the government spending multiplier large?
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (119)

    See also Journal Article in Journal of Political Economy (2011)

2007

  1. The Returns to Currency Speculation in Emerging Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (65)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (64)

    See also Journal Article in American Economic Review (2007)
  2. Understanding the Forward Premium Puzzle: A Microstructure Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (14)

    See also Journal Article in American Economic Journal: Macroeconomics (2009)

2006

  1. Assessing Structural VARs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (94)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (52)

    See also Chapter (2007)
  2. The Returns to Currency Speculation
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (26)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (76)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (68)

2005

  1. Alternative procedures for estimating vector autoregressions identified with long-run restrictions
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of the European Economic Association (2006)
  2. Assessing the Usefulness of Structural Vector Autoregressions
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  3. Evaluating Models of Sticky Prices
    Computing in Economics and Finance 2005, Society for Computational Economics
  4. Government Finance in the Wake of Currency Crises
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (16)

    See also Journal Article in Journal of Monetary Economics (2006)
  5. Modeling Exchange Rate Passthrough After Large Devaluations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2007)
  6. Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Technical Appendices, Review of Economic Dynamics Downloads View citations (42)
    See also Journal Article in Review of Economic Dynamics (2011)
  7. The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (4)

    See also Journal Article in Japan and the World Economy (2006)

2004

  1. Evaluating the Calvo Model of Sticky Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (118)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2003) Downloads View citations (19)
  2. Fiscal Policy in the Aftermath of 9/11
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) Downloads View citations (7)

    See also Journal Article in Journal of Money, Credit and Banking (2005)
  3. Large Devaluations and the Real Exchange Rate
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (34)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (17)

    See also Journal Article in Journal of Political Economy (2005)
  4. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (76)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (14)

    See also Journal Article in Journal of the European Economic Association (2004)

2003

  1. Fiscal Shocks and Their Consequences
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    See also Journal Article in Journal of Economic Theory (2004)
  2. How do Canadian hours worked respond to a technology shock?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  3. What Happens After a Technology Shock?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (270)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (186)
  4. Why is Inflation so Low after Large Devaluations?
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences Downloads View citations (8)

2002

  1. Why Are Rates of Inflation So Low After Large Devaluations?
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (61)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (87)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (60)

2001

  1. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (424)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (380)
    Working Paper, Federal Reserve Bank of Cleveland (2001) Downloads View citations (480)

    See also Journal Article in Journal of Political Economy (2005)
  2. On the Fiscal Implications of Twin Crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2001) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (9)
    Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (3)

    See also Chapter (2003)

2000

  1. Assessing the Effects of Fiscal Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (35)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (16)
  2. Fiscal Shocks in an Efficiency Wage Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (6)
  3. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
  4. On the Fundamentals of Self-Fulfilling Speculative Attacks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (22)

1999

  1. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (6)
  2. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (50)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (49)
    Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (61)

    See also Journal Article in European Economic Review (2001)
  3. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (17)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations (30)
    Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (47)

    See also Journal Article in Journal of Political Economy (2001)

1998

  1. Modeling Money
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (73)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (7)
  2. Monetary Policy Shocks: What Have We Learned and to What End?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (503)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (30)

    See also Chapter (1999)
  3. Understanding the Effects of a Shock to Government Purchases
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (45)

    See also Journal Article in Review of Economic Dynamics (1999)

1996

  1. Expectation Traps and Discretion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    Also in Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1996) View citations (9)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996) View citations (4)

    See also Journal Article in Journal of Economic Theory (1998)
  2. Sticky Price and Limited Participation Models of Money: A Comparison
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996) View citations (9)
    Staff Report, Federal Reserve Bank of Minneapolis (1996) Downloads View citations (67)

    See also Journal Article in European Economic Review (1997)

1995

  1. Capital Utilization and Returns to Scale
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (188)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations (187)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (174)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (188)

    See also Chapter (1995)
  2. Inside Money, Outside Money and Short Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (69)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (53)

    See also Journal Article in Journal of Money, Credit and Banking (1995)
  3. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)

    See also Journal Article in European Economic Review (1996)

1994

  1. Factor Hoarding and the Propagation of Business Cycles Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    See also Journal Article in American Economic Review (1996)
  2. Identification and the effects of monetary policy shocks
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (51)
  3. Small Sample Properties of Generalized Method of Moments Based Wald Tests
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (12)
  4. The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
  5. The effects of monetary policy shocks: evidence from the Flow of Funds
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (65)
    See also Journal Article in The Review of Economics and Statistics (1996)

1993

  1. Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (35)

1992

  1. Liquidity Effects and the Monetary Transmission Mechanism
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (229)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1992) Downloads View citations (223)

    See also Journal Article in American Economic Review (1992)
  2. Liquidity Effects, Monetary Policy, and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (27)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) Downloads View citations (26)

    See also Journal Article in Journal of Money, Credit and Banking (1995)

1991

  1. Identification and the Liquidity Effect of a Monetary Policy Shock
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (71)
  2. Liquidity effects, monetary policy, and the business cycle (technical appendix)
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (4)

1990

  1. Current real business cycle theories and aggregate labor market fluctuations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (21)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (175)

    See also Journal Article in American Economic Review (1992)
  2. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (187)
    See also Journal Article in Journal of Political Economy (1993)
  3. Real Business Cycle Theory: Wisdom or Whimsy?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (1991)
  4. The Output, Employment, and Interest Rate Effects of Government Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (15)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (17)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (29)

    See also Journal Article in Journal of Monetary Economics (1992)
  5. The permanent income hypothesis revisited
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads

    See also Journal Article in Econometrica (1991)
  6. Unit roots in real GNP: do we know, and do we care?
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (58)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (31)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) Downloads View citations (9)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1990)

1988

  1. Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
  2. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in American Economic Review (1989)

1987

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (1990)
  2. Temporal aggregation and structural inference in macroeconomics
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (35)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (12)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1987)
  3. Temporal aggregation and the stock adjustment model of inventories
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (2)

1986

  1. A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in The Quarterly Journal of Economics (1988)
  2. A continuous time, general equilibrium, inventory-sales model
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    Also in Working Papers, Federal Reserve Bank of Minneapolis (1985) Downloads View citations (1)
  3. Capital Accumulation and Annuities in an Adverse Selection Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article in Journal of Political Economy (1987)
  4. Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    See also Chapter (1986)

Journal Articles

2016

  1. Editorial
    NBER Macroeconomics Annual, 2016, 30, (1), xi - xiv Downloads
  2. Understanding Booms and Busts in Housing Markets
    Journal of Political Economy, 2016, 124, (4), 1088 - 1147 Downloads View citations (8)
    See also Working Paper (2012)
  3. Unemployment and Business Cycles
    Econometrica, 2016, 84, 1523-1569 Downloads View citations (4)
    See also Working Paper (2013)

2015

  1. Comment
    NBER Macroeconomics Annual, 2015, 29, (1), 129 - 145 Downloads
  2. Long-run bulls and bears
    Journal of Monetary Economics, 2015, 76, (S), S21-S36 Downloads View citations (2)
    See also Working Paper (2015)
  3. Understanding the Great Recession
    American Economic Journal: Macroeconomics, 2015, 7, (1), 110-67 Downloads View citations (37)
    See also Working Paper (2014)
    Chapter (2013)

2014

  1. How Frequent Are Small Price Changes?
    American Economic Journal: Macroeconomics, 2014, 6, (2), 137-55 Downloads View citations (13)
    See also Working Paper (2012)

2012

  1. Comment
    NBER Macroeconomics Annual, 2012, 26, (1), 49 - 60 Downloads

2011

  1. Carry Trade and Momentum in Currency Markets
    Annual Review of Financial Economics, 2011, 3, (1), 511-535 Downloads View citations (38)
    See also Working Paper (2011)
  2. Do Peso Problems Explain the Returns to the Carry Trade?
    Review of Financial Studies, 2011, 24, (3), 853-891 Downloads View citations (104)
    See also Working Paper (2010)
  3. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
    Review of Economic Dynamics, 2011, 14, (2), 225-247 Downloads View citations (98)
    See also Working Paper (2010)
    Working Paper (2005)
    Software Item (2010)
  4. Reference Prices, Costs, and Nominal Rigidities
    American Economic Review, 2011, 101, (1), 234-62 Downloads View citations (65)
  5. When Is the Government Spending Multiplier Large?
    Journal of Political Economy, 2011, 119, (1), 78 - 121 Downloads View citations (504)
    See also Working Paper (2010)

2009

  1. Understanding the Forward Premium Puzzle: A Microstructure Approach
    American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 Downloads View citations (44)
    See also Working Paper (2007)

2008

  1. Carry Trade: The Gains of Diversification
    Journal of the European Economic Association, 2008, 6, (2-3), 581-588 Downloads View citations (23)

2007

  1. Estimating the frequency of price re-optimization in Calvo-style models
    Journal of Monetary Economics, 2007, 54, (7), 2032-2047 Downloads View citations (95)
  2. Modeling exchange rate passthrough after large devaluations
    Journal of Monetary Economics, 2007, 54, (2), 346-368 Downloads View citations (47)
    See also Working Paper (2005)
  3. The Returns to Currency Speculation in Emerging Markets
    American Economic Review, 2007, 97, (2), 333-338 Downloads View citations (65)
    See also Working Paper (2007)

2006

  1. Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions
    Journal of the European Economic Association, 2006, 4, (2-3), 475-483 Downloads View citations (9)
    See also Working Paper (2005)
  2. Government finance in the wake of currency crises
    Journal of Monetary Economics, 2006, 53, (3), 401-440 Downloads View citations (16)
    See also Working Paper (2005)
  3. The importance of nontradable goods' prices in cyclical real exchange rate fluctuations
    Japan and the World Economy, 2006, 18, (3), 247-253 Downloads View citations (16)
    See also Working Paper (2005)

2005

  1. Fiscal Policy in the Aftermath of 9/11
    Journal of Money, Credit and Banking, 2005, 37, (1), 1-22 View citations (35)
    See also Working Paper (2004)
  2. Large Devaluations and the Real Exchange Rate
    Journal of Political Economy, 2005, 113, (4), 742-784 Downloads View citations (194)
    See also Working Paper (2004)
  3. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    Journal of Political Economy, 2005, 113, (1), 1-45 Downloads View citations (2338)
    Also in Proceedings, 2001, (Jun) (2001) Downloads View citations (288)

    See also Working Paper (2001)

2004

  1. Fiscal shocks and their consequences
    Journal of Economic Theory, 2004, 115, (1), 89-117 Downloads View citations (207)
    See also Working Paper (2003)
  2. Government guarantees and self-fulfilling speculative attacks
    Journal of Economic Theory, 2004, 119, (1), 31-63 Downloads View citations (51)
  3. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
    Journal of the European Economic Association, 2004, 2, (2-3), 381-395 Downloads View citations (75)
    See also Working Paper (2004)

2003

  1. Testing the Calvo model of sticky prices
    Economic Perspectives, 2003, (Q II), 40-53 Downloads View citations (16)

2001

  1. Hedging and financial fragility in fixed exchange rate regimes
    European Economic Review, 2001, 45, (7), 1151-1193 Downloads View citations (109)
    See also Working Paper (1999)
  2. Prospective Deficits and the Asian Currency Crisis
    Journal of Political Economy, 2001, 109, (6), 1155-1197 Downloads View citations (120)
    See also Working Paper (1999)

2000

  1. Understanding the Korean and Thai currency crises
    Economic Perspectives, 2000, (Q III), 45-60 Downloads View citations (3)

1999

  1. The Research Agenda: Larry Christiano and Martin Eichenbaum write about their current research program on the monetary transmission mechanism
    EconomicDynamics Newsletter, 1999, 1, (1) Downloads View citations (3)
  2. Understanding the Effects of a Shock to Government Purchases
    Review of Economic Dynamics, 1999, 2, (1), 166-206 Downloads View citations (148)
    See also Working Paper (1998)

1998

  1. Costly capital reallocation and the effects of government spending: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1998, 48, (1), 195-209 Downloads View citations (6)
  2. Expectation Traps and Discretion
    Journal of Economic Theory, 1998, 81, (2), 462-492 Downloads View citations (97)
    See also Working Paper (1996)
  3. How does an increase in government purchases affect economy?
    Economic Perspectives, 1998, (Q III), 29-43 Downloads View citations (2)

1997

  1. Dynamic effects of monetary policy; a conference sponsored by the Federal Reserve Bank of Cleveland, November 6-8, 1996
    Proceedings, 1997, (Nov)
  2. Some Thoughts on Practical Stabilization Policy
    American Economic Review, 1997, 87, (2), 236-39 Downloads View citations (28)
  3. Sticky price and limited participation models of money: A comparison
    European Economic Review, 1997, 41, (6), 1201-1249 Downloads View citations (298)
    See also Working Paper (1996)

1996

  1. Factor-Hoarding and the Propagation of Business-Cycle Shocks
    American Economic Review, 1996, 86, (5), 1154-74 Downloads View citations (230)
    See also Working Paper (1994)
  2. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 Downloads View citations (46)
    See also Working Paper (1995)
  3. Small-Sample Properties of GMM-Based Wald Tests
    Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations (41)
  4. Some comments on the role of econometrics in economic theory
    Economic Perspectives, 1996, (Jan), 22-31 Downloads View citations (4)
    Also in Economic Journal, 1995, 105, (433), 1609-21 (1995) Downloads View citations (7)
  5. The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds
    The Review of Economics and Statistics, 1996, 78, (1), 16-34 Downloads View citations (429)
    Also in Proceedings, 1994, (Apr) (1994) View citations (28)

    See also Working Paper (1994)

1995

  1. Inside Money, Outside Money, and Short-Term Interest Rates
    Journal of Money, Credit and Banking, 1995, 27, (4), 1354-86 Downloads View citations (60)
    Also in Proceedings, 1994, 1354-1401 (1994) View citations (16)

    See also Working Paper (1995)
  2. Liquidity Effects, Monetary Policy, and the Business Cycle
    Journal of Money, Credit and Banking, 1995, 27, (4), 1113-36 Downloads View citations (116)
    See also Working Paper (1992)
  3. Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
    The Quarterly Journal of Economics, 1995, 110, (4), 975-1009 Downloads View citations (427)

1993

  1. Interest rate smoothing in an equilibrium business cycle model
    Proceedings, 1993, (Mar) View citations (4)
  2. Labor Hoarding and the Business Cycle
    Journal of Political Economy, 1993, 101, (2), 245-73 Downloads View citations (234)
    See also Working Paper (1990)

1992

  1. 'Interpreting the macroeconomic time series facts: The effects of monetary policy': by Christopher Sims
    European Economic Review, 1992, 36, (5), 1001-1011 Downloads View citations (63)
  2. Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations
    American Economic Review, 1992, 82, (3), 430-50 Downloads View citations (421)
    See also Working Paper (1990)
  3. Liquidity Effects and the Monetary Transmission Mechanism
    American Economic Review, 1992, 82, (2), 346-53 View citations (258)
    See also Working Paper (1992)
  4. Liquidity effects, the monetary transmission mechanism, and monetary policy
    Economic Perspectives, 1992, (Nov), 2-14 Downloads View citations (43)
  5. The output, employment, and interest rate effects of government consumption
    Journal of Monetary Economics, 1992, 30, (1), 73-86 Downloads View citations (79)
    See also Working Paper (1990)

1991

  1. Real business-cycle theory: Wisdom or whimsy?
    Journal of Economic Dynamics and Control, 1991, 15, (4), 607-626 Downloads View citations (37)
    See also Working Paper (1990)
  2. Technology shocks and the business cycle
    Economic Perspectives, 1991, (Mar), 14-31 Downloads
  3. The Permanent Income Hypothesis Revisited
    Econometrica, 1991, 59, (2), 397-423 Downloads View citations (62)
    See also Working Paper (1990)

1990

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    Journal of Business & Economic Statistics, 1990, 8, (1), 53-69 View citations (132)
    See also Working Paper (1987)
  2. Unit roots in real GNP: Do we know, and do we care?
    Carnegie-Rochester Conference Series on Public Policy, 1990, 32, (1), 7-61 Downloads View citations (73)
    See also Working Paper (1990)

1989

  1. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    American Economic Review, 1989, 79, (4), 853-64 Downloads View citations (95)
    See also Working Paper (1988)

1988

  1. A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
    The Quarterly Journal of Economics, 1988, 103, (1), 51-78 Downloads View citations (224)
    See also Working Paper (1986)

1987

  1. Capital Accumulation and Annuities in an Adverse Selection Economy
    Journal of Political Economy, 1987, 95, (2), 334-54 Downloads View citations (23)
    See also Working Paper (1986)
  2. Temporal aggregation and structural inference in macroeconomics
    Carnegie-Rochester Conference Series on Public Policy, 1987, 26, (1), 63-130 Downloads View citations (34)
    See also Working Paper (1987)

1985

  1. A shred of evidence on public acceptance of privately issued currency
    Quarterly Review, 1985, (Win) Downloads View citations (1)
  2. The Distribution of Wealth and Welfare in the Presence of Incomplete Annuity Markets
    The Quarterly Journal of Economics, 1985, 100, (3), 789-806 Downloads View citations (13)
  3. Uncertain lifetimes and the welfare enhancing properties of annuity markets and social security
    Journal of Public Economics, 1985, 26, (3), 303-326 Downloads View citations (64)
  4. Vector autoregressions for causal inference? comment
    Carnegie-Rochester Conference Series on Public Policy, 1985, 22, (1), 305-318 Downloads View citations (3)

1984

  1. Rational expectations and the smoothing properties of inventories of finished goods
    Journal of Monetary Economics, 1984, 14, (1), 71-96 Downloads View citations (39)

1983

  1. A rational expectations equilibrium model of inventories of finished goods and employment
    Journal of Monetary Economics, 1983, 12, (2), 259-277 Downloads View citations (12)

Books

2016

  1. NBER Macroeconomics Annual 2015, Volume 30
    NBER Books, National Bureau of Economic Research, Inc

Edited books

2017

  1. NBER Macroeconomics Annual 2016
    National Bureau of Economic Research Books, University of Chicago Press

2016

  1. NBER Macroeconomics Annual 2015
    National Bureau of Economic Research Books, University of Chicago Press

Chapters

2017

  1. Editorial in "NBER Macroeconomics Annual 2017, volume 32"
    A chapter in NBER Macroeconomics Annual 2017, volume 32, 2017

2016

  1. Editorial in "NBER Macroeconomics Annual 2016, Volume 31"
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016 Downloads

2015

  1. Discussion of "Declining Desire to Work and Downward Trends in Unemployment and Participation"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 509-512 Downloads
  2. Discussion of "Demystifying the Chinese Housing Boom"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 186-190 Downloads
  3. Discussion of "Expectations and Investment"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 443-448 Downloads
  4. Discussion of "External and Public Debt Crises"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 268-272 Downloads
  5. Discussion of "Networks and the Macroeconomy: An Empirical Exploration"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 374-377 Downloads
  6. Discussion of "Trends and Cycles in China's Macroeconomy"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 101-104 Downloads
  7. Editorial in "NBER Macroeconomics Annual 2015, Volume 30"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp -5--8 Downloads

2014

  1. Comment on "Quantifying the Lasting Harm to the U.S. Economy from the Financial Crisis"
    A chapter in NBER Macroeconomics Annual 2014, Volume 29, 2014, pp 129-145 Downloads

2013

  1. Understanding the Great Recession
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (2)
    See also Journal Article in American Economic Journal: Macroeconomics (2015)
    Working Paper (2014)

2011

  1. Comment on "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing"
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 49-60 Downloads

2007

  1. Assessing Structural VARs
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 1-106 Downloads View citations (17)
    See also Working Paper (2006)

2003

  1. On the Fiscal Implications of Twin Crises
    A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-224 Downloads View citations (12)
    See also Working Paper (2001)

1999

  1. Monetary policy shocks: What have we learned and to what end?
    Chapter 02 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 65-148 Downloads View citations (782)
    See also Working Paper (1998)

1995

  1. Capital Utilization and Returns to Scale
    A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 Downloads View citations (134)
    See also Working Paper (1995)

1987

  1. Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?
    A chapter in NBER Macroeconomics Annual 1987, Volume 2, 1987, pp 317-321 Downloads

1986

  1. Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?
    A chapter in NBER Macroeconomics Annual 1986, Volume 1, 1986, pp 91-146 Downloads View citations (14)
    See also Working Paper (1986)

Software Items

2010

  1. Code files for "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)

2001

  1. Matlab code for On the Fiscal Implications of Twin Crises
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
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