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.

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Working Papers

2009

1. When is the government spending multiplier large?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2008

2. Do Peso Problems Explain the Returns to the Carry Trade?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations
3. Reference Prices and Nominal Rigidities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations

2007

4. The Returns to Currency Speculation in Emerging Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations
   See also Journal Article in American Economic Review (2007)
5. Understanding the Forward Premium Puzzle: A Microstructure Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations

2006

6. Assessing Structural VARs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations
7. The Returns to Currency Speculation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
   2006 Meeting Papers, Society for Economic Dynamics (2006) View citations

2005

8. 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.)
   See also Journal Article in Journal of the European Economic Association (2006)
9. Assessing the Usefulness of Structural Vector Autoregressions
   2005 Meeting Papers, Society for Economic Dynamics View citations
10. Evaluating Models of Sticky Prices
    Computing in Economics and Finance 2005, Society for Computational Economics
11. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations
    Working Paper, Federal Reserve Bank of Cleveland (2004) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    Working Paper Series, Federal Reserve Bank of Chicago (2004) View citations
12. Government Finance in the Wake of Currency Crises
    2005 Meeting Papers, Society for Economic Dynamics View citations
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
    See also Journal Article in Journal of Monetary Economics (2006)
13. Modeling Exchange Rate Passthrough After Large Devaluations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    See also Journal Article in Journal of Monetary Economics (2007)
14. The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    See also Journal Article in Japan and the World Economy (2006)

2004

15. Evaluating the Calvo Model of Sticky Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2003) View citations
16. Fiscal Policy in the Aftermath of 9/11
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2005)
17. Large Devaluations and the Real Exchange Rate
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
    See also Journal Article in Journal of Political Economy (2005)
18. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations
    See also Journal Article in Journal of the European Economic Association (2004)

2003

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

2002

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

2001

24. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper, Federal Reserve Bank of Cleveland (2001) View citations
    Working Paper Series, Federal Reserve Bank of Chicago (2001) View citations
    See also Journal Article in Journal of Political Economy (2005)
25. On the Fiscal Implications of Twin Crises
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2001) View citations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2001) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
    See also Chapter (2003)

2000

26. Assessing the Effects of Fiscal Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
27. Fiscal Shocks in an Efficiency Wage Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
28. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
29. On the Fundamentals of Self-Fulfilling Speculative Attacks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations

1999

30. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
31. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations
    See also Journal Article in European Economic Review (2001)
32. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations
    See also Journal Article in Journal of Political Economy (2001)

1998

33. Modeling Money
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations
34. Monetary Policy Shocks: What Have We Learned and to What End?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations
    See also Chapter (1999)
35. Understanding the Effects of a Shock to Government Purchases
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) View citations
    See also Journal Article in Review of Economic Dynamics (1999)

1996

36. Expectation Traps and Discretion
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1996) View citations
    See also Journal Article in Journal of Economic Theory (1998)
37. Sticky Price and Limited Participation Models of Money: A Comparison
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1996) View citations
    See also Journal Article in European Economic Review (1997)

1995

38. Capital Utilization and Returns to Scale
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See also Chapter (1995)
39. Inside Money, Outside Money and Short Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See also Journal Article in Journal of Money, Credit and Banking (1995)
40. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See also Journal Article in European Economic Review (1996)

1994

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

1993

46. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Political Economy (1993)
47. Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations

1992

48. Liquidity Effects and the Monetary Transmission Mechanism
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1992) View citations
    See also Journal Article in American Economic Review (1992)
49. Liquidity Effects, Monetary Policy, and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations
    See also Journal Article in Journal of Money, Credit and Banking (1995)

1991

50. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Business & Economic Statistics (1990)
51. Identification and the Liquidity Effect of a Monetary Policy Shock
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
52. Liquidity effects, monetary policy, and the business cycle (technical appendix)
    Working Papers, Federal Reserve Bank of Minneapolis

1990

53. Current real business cycle theories and aggregate labor market fluctuations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations
    See also Journal Article in American Economic Review (1992)
54. Real Business Cycle Theory: Wisdom or Whimsy?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1991)
55. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1989)
56. The Output, Employment, and Interest Rate Effects of Government Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers, Federal Reserve Bank of Minneapolis (1990) View citations
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations
    See also Journal Article in Journal of Monetary Economics (1992)
57. The permanent income hypothesis revisited
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations
    See also Journal Article in Econometrica (1991)
58. Unit roots in real GNP: do we know, and do we care?
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1989) View citations
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1990)

1988

59. 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 View citations

1987

60. Capital Accumulation and Annuities in an Adverse Selection Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Political Economy (1987)
61. Temporal aggregation and structural inference in macroeconomics
    Working Papers, Federal Reserve Bank of Minneapolis View citations
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1986) View citations
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1987)
62. Temporal aggregation and the stock adjustment model of inventories
    Working Papers, Federal Reserve Bank of Minneapolis View citations

1986

63. A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article in The Quarterly Journal of Economics (1988)
64. A continuous time, general equilibrium, inventory-sales model
    Working Papers, Federal Reserve Bank of Minneapolis
    Also in Working Papers, Federal Reserve Bank of Minneapolis (1985)
65. Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

Journal Articles

2008

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

2007

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

2006

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

2005

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

2004

11. Fiscal shocks and their consequences
    Journal of Economic Theory, 2004, 115, (1), 89-117 View citations
    See also Working Paper (2003)
12. Government guarantees and self-fulfilling speculative attacks
    Journal of Economic Theory, 2004, 119, (1), 31-63 View citations
13. 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 View citations
    See also Working Paper (2004)

2003

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

2001

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

2000

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

1999

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

1998

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

1997

23. Dynamic effects of monetary policy; a conference sponsored by the Federal Reserve Bank of Cleveland, November 6-8, 1996
    Proceedings, 1997, (Nov), 561-814
24. Some Thoughts on Practical Stabilization Policy
    American Economic Review, 1997, 87, (2), 236-39 View citations
25. Sticky price and limited participation models of money: A comparison
    European Economic Review, 1997, 41, (6), 1201-1249 View citations
    See also Working Paper (1996)

1996

26. Factor-Hoarding and the Propagation of Business-Cycle Shocks
    American Economic Review, 1996, 86, (5), 1154-74 View citations
    See also Working Paper (1994)
27. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 View citations
    See also Working Paper (1995)
28. Small-Sample Properties of GMM-Based Wald Tests
    Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations
29. The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds
    The Review of Economics and Statistics, 1996, 78, (1), 16-34 View citations
    Also in Proceedings, 1994, (Apr) (1994) View citations
    See also Working Paper (1994)

1995

30. Inside Money, Outside Money, and Short-Term Interest Rates
    Journal of Money, Credit and Banking, 1995, 27, (4), 1354-86 View citations
    Also in Proceedings, 1994, 1354-1401 (1994) View citations
    See also Working Paper (1995)
31. Liquidity Effects, Monetary Policy, and the Business Cycle
    Journal of Money, Credit and Banking, 1995, 27, (4), 1113-36 View citations
    See also Working Paper (1992)
32. Some Comments on the Role of Econometrics in Economic Theory
    Economic Journal, 1995, 105, (433), 1609-21 View citations
33. Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
    The Quarterly Journal of Economics, 1995, 110, (4), 975-1009 View citations

1993

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

1992

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

1991

40. Real business-cycle theory: Wisdom or whimsy?
    Journal of Economic Dynamics and Control, 1991, 15, (4), 607-626 View citations
    See also Working Paper (1990)
41. The Permanent Income Hypothesis Revisited
    Econometrica, 1991, 59, (2), 397-423 View citations
    See also Working Paper (1990)

1990

42. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    Journal of Business & Economic Statistics, 1990, 8, (1), 53-69 View citations
    See also Working Paper (1991)
43. Unit roots in real GNP: Do we know, and do we care?
    Carnegie-Rochester Conference Series on Public Policy, 1990, 32, (1), 7-61 View citations
    See also Working Paper (1990)

1989

44. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    American Economic Review, 1989, 79, (4), 853-64 View citations
    See also Working Paper (1990)

1988

45. 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 View citations
    See also Working Paper (1986)

1987

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

1985

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

1984

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

1983

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

Chapters

2003

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

1999

2. 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 View citations
   See also Working Paper (1998)

1995

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

1987

4. 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

Software Items

2001

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