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Details about Simon Gilchrist

E-mail:
Homepage:http://people.bu.edu/sgilchri
Phone:617-353-6824
Postal address:Dept. of Economics Boston University 270 Bay State Road Boston, MA 02215
Workplace:Department of Economics, Boston University, (more information at EDIRC)

Access statistics for papers by Simon Gilchrist.

Last updated 2014-09-17. Update your information in the RePEc Author Service.

Short-id: pgi28


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Working Papers

2014

  1. Credit Risk in the Euro Area
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working papers, Banque de France (2014) Downloads View citations (2)
  2. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads
  3. Uncertainty, Financial Frictions, and Investment Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (20)

2013

  1. Inflation Dynamics During the Financial Crisis
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  2. On the Identification of Financial and Uncertainty Shocks
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  3. Sovereign Risk and Financial Risk
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)
  4. The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2013)

2012

  1. Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (7)

    See also Journal Article in The Review of Economics and Statistics (2013)
  2. Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Review of Economic Dynamics (2013)
  3. Missallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2011

  1. Credit Spreads and Business Cycle Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in American Economic Review (2012)
  2. Misallocation Losses Owing to Financial Distortions: Direct Evidence From Dispersion in Borrowing Costs
    2011 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (94)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (77)

    See also Journal Article in Journal of Monetary Economics (2009)

2007

  1. INVESTMENT DURING THE KOREAN FINANCIAL CRISIS: A STRUCTURAL ECONOMETRIC APPROACH
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
  2. Investment and the Cost of Capital: New Evidence from the Corporate Bond Market
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (16)
  3. Investment during the Korean Financial Crisis: A Structural Econometric Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2006

  1. Expectations, Asset Prices, and Monetary Policy: The Role of Learning
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Chapter (2008)
  2. Interest Rates and Investment Redux
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Skill-biased Technology Adoption: Evidence for the Chilean manufacturing sector
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2005) Downloads View citations (3)

2004

  1. Do Stock Price Bubbles Influence Corporate Investment?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Staff Reports, Federal Reserve Bank of New York (2004) Downloads View citations (11)
    2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (14)

    See also Journal Article in Journal of Monetary Economics (2005)
  2. Investment, Capacity, and Uncertainty: A Putty-Clay Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2002) Downloads

    See also Journal Article in Review of Economic Dynamics (2005)
  3. Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (9)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2001) Downloads View citations (5)
    Working Papers, Federal Reserve Bank of Boston (2001) Downloads View citations (15)
    Working Paper Series, Federal Reserve Bank of San Francisco (2004) Downloads View citations (6)

2003

  1. External Constraints on Monetary Policy and the Financial Accelerator
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (111)
    Also in BIS Working Papers, Bank for International Settlements (2003) Downloads View citations (54)

    See also Journal Article in Journal of Money, Credit and Banking (2007)
  2. Financial Markets and Financial Leverage in a Two-Country World-Economy
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (8)
    See also Chapter (2004)

2002

  1. Monetary policy and the financial accelerator in a monetary union
    Working Paper Series, European Central Bank Downloads View citations (28)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (19)

1998

  1. Investment, Fundamentals and Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (95)
    See also Chapter (1999)
  2. Investment, capacity, and output: a putty-clay approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  3. Putty-Clay and Investment: A Business Cycle Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (30)

    See also Journal Article in Journal of Political Economy (2000)
  4. The Financial Accelerator in a Quantitative Business Cycle Framework
    Working Papers, C.V. Starr Center for Applied Economics, New York University Downloads View citations (183)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (482)

    See also Chapter (1999)

1995

  1. Evidence on the Role of Cash Flow for Investment
    Working Papers, Columbia - Graduate School of Business View citations (239)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations (1)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1995) View citations (75)

    See also Journal Article in Journal of Monetary Economics (1995)
  2. Hypothesis Testing with Two-Step GMM Estimators
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics

1994

  1. The Financial Accelerator and the Flight to Quality
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1994) View citations (39)
    Working Papers, C.V. Starr Center for Applied Economics, New York University (1994) Downloads View citations (42)

    See also Journal Article in The Review of Economics and Statistics (1996)

1993

  1. Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms
    Working Papers, C.V. Starr Center for Applied Economics, New York University Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (10)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations (7)
    Working Papers, C.V. Starr Center for Applied Economics, New York University (1992) Downloads View citations (4)

    See also Journal Article in The Quarterly Journal of Economics (1994)
  2. The cyclical behavior of short term business lending: implications for financial propagation mechanisms
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    See also Journal Article in European Economic Review (1993)
  3. The role of credit market imperfections in the monetary transmission mechanism: arguments and evidence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (162)
    See also Journal Article in Scandinavian Journal of Economics (1993)

Journal Articles

2013

  1. Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
    The Review of Economics and Statistics, 2013, 95, (5), 1501-1519 Downloads View citations (3)
    See also Working Paper (2012)
  2. Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs
    Review of Economic Dynamics, 2013, 16, (1), 159-176 Downloads View citations (2)
    See also Working Paper (2012)
    Software Item (2012)
  3. The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk
    Journal of Money, Credit and Banking, 2013, 45, (s2), 29-57 Downloads View citations (2)
    See also Working Paper (2013)

2012

  1. Credit Spreads and Business Cycle Fluctuations
    American Economic Review, 2012, 102, (4), 1692-1720 Downloads View citations (68)
    See also Working Paper (2011)

2011

  1. Monetary Policy and Credit Supply Shocks
    IMF Economic Review, 2011, 59, (2), 195-232 Downloads View citations (10)

2009

  1. Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
    Journal of Monetary Economics, 2009, 56, (4), 471-493 Downloads View citations (85)
    See also Working Paper (2009)

2007

  1. Comment on: Banking and interest rates in monetary policy analysis: A quantitative exploration
    Journal of Monetary Economics, 2007, 54, (5), 1508-1514 Downloads View citations (10)
  2. External Constraints on Monetary Policy and the Financial Accelerator
    Journal of Money, Credit and Banking, 2007, 39, (2-3), 295-330 Downloads View citations (106)
    Also in Proceedings, 2001, (Mar) (2001) Downloads View citations (30)

    See also Working Paper (2003)

2006

  1. Has the development of the structured credit market affected the cost of corporate debt? - comments
    Proceedings, 2006, (Nov) Downloads

2005

  1. Do stock price bubbles influence corporate investment?
    Journal of Monetary Economics, 2005, 52, (4), 805-827 Downloads View citations (34)
    See also Working Paper (2004)
  2. Investment, Capacity, and Uncertainty: A Putty-Clay Approach
    Review of Economic Dynamics, 2005, 8, (1), 1-27 Downloads View citations (14)
    See also Working Paper (2004)

2002

  1. Houses as collateral: has the link between house prices and consumption in the U.K. changed? commentary
    Economic Policy Review, 2002, (May), 179-182 Downloads View citations (4)
  2. Monetary policy and asset prices
    Journal of Monetary Economics, 2002, 49, (1), 75-97 Downloads View citations (146)

2001

  1. Identifying the liquidity effect at the daily frequency (commentary)
    Review, 2001, (Jul), 59-82 Downloads View citations (3)

2000

  1. Putty-Clay and Investment: A Business Cycle Analysis
    Journal of Political Economy, 2000, 108, (5), 928-960 Downloads View citations (62)
    See also Working Paper (1998)

1996

  1. The Financial Accelerator and the Flight to Quality
    The Review of Economics and Statistics, 1996, 78, (1), 1-15 Downloads View citations (493)
    See also Working Paper (1994)

1995

  1. Commercial paper, corporate finance, and the business cycle: a microeconomic perspective: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1995, 42, (1), 251-255 Downloads
  2. Evidence on the role of cash flow for investment
    Journal of Monetary Economics, 1995, 36, (3), 541-572 Downloads View citations (213)
    See also Working Paper (1995)
  3. The importance of credit for macroeconomic activity: identification through heterogeneity
    Conference Series ; [Proceedings], 1995, 39, 129-173 Downloads View citations (27)

1994

  1. Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms
    The Quarterly Journal of Economics, 1994, 109, (2), 309-40 Downloads View citations (518)
    See also Working Paper (1993)

1993

  1. The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence
    Scandinavian Journal of Economics, 1993, 95, (1), 43-64 View citations (162)
    See also Working Paper (1993)
  2. The cyclical behavior of short-term business lending: Implications for financial propagation mechanisms
    European Economic Review, 1993, 37, (2-3), 623-631 Downloads View citations (16)
    See also Working Paper (1993)

Chapters

2013

  1. Liquidity Mismatch Measurement
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 99-112 Downloads View citations (1)

2011

  1. Improving Our Ability to Monitor Bank Lending
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2011, pp 149-161 Downloads

2008

  1. Expectations, Asset Prices, and Monetary Policy: The Role of Learning
    A chapter in Asset Prices and Monetary Policy, 2008, pp 45-102 Downloads View citations (7)
    See also Working Paper (2006)

2005

  1. Trade Orientation and Labor Market Evolution: Evidence from Chilean Plant-level Data
    Chapter 13 in Labor Markets and Institutions, 2005, vol. 8, pp 411-435 Downloads View citations (8)

2004

  1. Financial Markets and Financial Leverage in a Two-Country World Economy
    Chapter 2 in Banking Market Structure and Monetary Policy, 2004, vol. 7, pp 027-058 Downloads View citations (1)
    See also Working Paper (2003)

1999

  1. Investment: Fundamentals and Finance
    A chapter in NBER Macroeconomics Annual 1998, volume 13, 1999, pp 223-274 Downloads View citations (25)
    See also Working Paper (1998)
  2. The financial accelerator in a quantitative business cycle framework
    Chapter 21 in Handbook of Macroeconomics, 1999, vol. 1, Part C, pp 1341-1393 Downloads View citations (741)
    See also Working Paper (1998)

Software Items

2012

  1. Code and data files for "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2013)
 
Page updated 2014-11-25