Details about Morten Ravn

E-mail:
Homepage:	http://www.iue.it/Personal/Ravn
Postal address:	Department of Economics, University College London, Drayton House, Gower Street, London WC1E 6BT, UK
Workplace:	Centre for Economic Policy Research (CEPR), (more information at EDIRC) Department of Economics, University College London (UCL), University of London, (more information at EDIRC)

Access statistics for papers by Morten Ravn.

Last updated 2009-11-27. Update your information in the RePEc Author Service.

Short-id: pra16

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Working Papers

2009

1. Deep Habits and the Dynamic Effects of Monetary Policy Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Economics Working Papers, European University Institute (2008)
2. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Research series, National Bank of Belgium (2009)
3. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
4. One TV, One Price?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009)
5. Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2008

6. Incomplete Cost Pass-Through Under Deep Habits
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Economics Working Papers, European University Institute (2008)
   NBER Working Papers, National Bureau of Economic Research, Inc (2007)
   See also Journal Article in Proceedings (2008)
7. The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Economics Working Papers, European University Institute (2008) View citations

2007

8. Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate
   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
   Economics Working Papers, European University Institute (2007) View citations
9. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
   Economics Working Papers, European University Institute View citations
   Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2007) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
   See also Journal Article in Scandinavian Journal of Economics (2008)
10. Pricing to Habits and the Law of One Price
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, European University Institute (2006)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006)
    See also Journal Article in American Economic Review (2007)

2006

11. The Consumption-Tightness Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, European University Institute (2006) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
    See also Chapter (2008)

2005

12. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations
13. The Macroeconomics of Subsistence Points
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations

2004

14. Deep Habits
    2004 Meeting Papers, Society for Economic Dynamics View citations
    Also in 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 Review of Economic Studies (2006)
15. The HP-Filter in Cross-Country Comparisons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations
    Studies on the Spanish Economy, FEDEA View citations
    See also Software Item (2001)

2003

16. Markov Switching Causality and the Money-Output Relationship
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
17. PPP Strikes Back: Aggregation and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences (2003)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
    IMF Working Papers, International Monetary Fund (2003) View citations
    See also Journal Article in The Quarterly Journal of Economics (2005)

2002

18. International Business Cycles: The Quantitative Role of Transportation Costs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of International Money and Finance (2004)

2001

19. Consumption Dynamics and Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
20. On Adjusting the HP-Filter for the Frequency of Observations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations
    CESifo Working Paper Series, CESifo Group Munich (2001) View citations

2000

21. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations
    See also Journal Article in Review of Economic Dynamics (2000)

1998

22. Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations
23. Relative Price Riddles in International Business Cycle Theory: Are Transport Costs the Explanation?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

1997

24. Asymmetric Effects of Monetary Policy in the US: Positive vs. Negative or Big vs. Small?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

1996

25. A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-Supply Shocks: Positive vs. Negative or Big vs. Small?
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations
    Also in Archive Discussion Papers, Birkbeck, Department of Economics, Mathematics & Statistics (1996) View citations
26. Permanent and Transitory Shocks, and the UK Business Cycle
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations
    See also Journal Article in Journal of Applied Econometrics (1997)

1995

27. International Consumption Risk Sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994)
    See also Journal Article in International Economic Review (1996)
28. Minimum Wages: Curse or Blessing?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
29. Schooling, Training, Growth and Minimum Wages
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations
    See also Journal Article in Scandinavian Journal of Economics (1999)

1992

30. Business Cycles in the U.K.: A Small Open Economy in the Interdependent World
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations
31. Labour Migration: A Strategic Approach
    Economics Working Papers, School of Economics and Management, University of Aarhus
32. The Effects of labour Turnover Costs in a Two Sided Search Model
    Economics Working Papers, School of Economics and Management, University of Aarhus
33. The Use of Recursive Variance Plots:A Note
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
    See also Journal Article in Applied Economics (1993)

1991

34. Contemporary Macroeconomics Fluctuations: An International Perspective
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations
35. Univariate Detrending of Macroeconomic Time Series
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations

1990

36. The Cross Country Correlation of Consumption in a Two Sector Real Business Cycle Model
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations

Journal Articles

2008

1. Incomplete cost pass-through under deep habits
   Proceedings, 2008
   Also in Review of Economic Dynamics
   See also Working Paper (2008)
2. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
   Scandinavian Journal of Economics, 2008, 109, (4), 743-777 View citations
   See also Working Paper (2007)
3. MACROECONOMICS OF SUBSISTENCE POINTS
   Macroeconomic Dynamics, 2008, 12, (S1), 136-147 View citations

2007

4. Pricing to Habits and the Law of One Price
   American Economic Review, 2007, 97, (2), 232-238
   See also Working Paper (2007)

2006

5. Deep Habits
   Review of Economic Studies, 2006, 73, (1), 195-218 View citations
   See also Working Paper (2004)

2005

6. Markov switching causality and the money-output relationship
   Journal of Applied Econometrics, 2005, 20, (5), 665-683 View citations
   See also Working Paper (2003)
7. PPP Strikes Back: Aggregation and the Real Exchange Rate
   The Quarterly Journal of Economics, 2005, 120, (1), 1-43 View citations
   See also Working Paper (2003)

2004

8. Asymmetric effects of monetary policy in the United States
   Review, 2004, (Sep), 41-60 View citations
9. International business cycles: the quantitative role of transportation costs
   Journal of International Money and Finance, 2004, 23, (4), 645-671 View citations
   See also Working Paper (2002)

2003

10. Nonlinearities and Real Exchange Rate Dynamics
    Journal of the European Economic Association, 2003, 1, (2-3), 639-649 View citations

2002

11. On adjusting the Hodrick-Prescott filter for the frequency of observations
    The Review of Economics and Statistics, 2002, 84, (2), 371-375 View citations

2000

12. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Review of Economic Dynamics, 2000, 3, (3), 423-460 View citations
    See also Working Paper (2000)

1999

13. Schooling, Training, Growth and Minimum Wages
    Scandinavian Journal of Economics, 1999, 101, (3), 441-57 View citations
    See also Working Paper (1995)

1997

14. International business cycles in theory and in practice
    Journal of International Money and Finance, 1997, 16, (2), 255-283 View citations
15. Permanent and Transitory Shocks, and the UK Business Cycle
    Journal of Applied Econometrics, 1997, 12, (1), 27-48 View citations
    See also Working Paper (1996)

1996

16. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations
    See also Working Paper (1995)

1995

17. Stylized facts and regime changes: Are prices procyclical?
    Journal of Monetary Economics, 1995, 36, (3), 497-526 View citations

1993

18. Growth, Human Capital Spillovers and International Policy Coordination
    Scandinavian Journal of Economics, 1993, 95, (4), 495-515 View citations
19. The Use of Recursive Variance Plots: A Note
    Applied Economics, 1993, 25, (2), 221-25
    See also Working Paper (1992)

1992

20. Business Cycles in the United Kingdom: Facts and Fictions
    Economica, 1992, 59, (236), 383-401 View citations

Chapters

2008

1. The Consumption-Tightness Puzzle
   A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 9-63 View citations
   See also Working Paper (2006)

Software Items

2001

1. GAUSS code for the HP-filter reformulated as a constrained minimization problem
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2004)

1994

2. GAUSS code for solving for the decision rules using a Ricatti Equation approach
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

Undated

3. Alternate GAUSS program for the Hodrick-Prescott Filter
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. GAUSS code for Backus-Kehoe-Kydland
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. GAUSS code for Mehra-Prescott
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. GAUSS program for Hodrick-Prescott filter
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. King-Plosser-Rebelo GAUSS programmes
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles