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Details about Morten Ravn

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Homepage:http://www.homepages.ucl.ac.uk/~uctpmo0/
Postal address:Department of Economics, University College London, Drayton House, Gower Street, London WC1E 6BT, UK
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Morten Ravn.

Last updated 2017-06-19. Update your information in the RePEc Author Service.

Short-id: pra16


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Working Papers

2017

  1. The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads

2016

  1. Macroeconomic Fluctuations with HANK & SAM: An Analytical Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (1)
  2. Time-Consistent Fiscal Policy in a Debt Crisis
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads

2015

  1. (S)Cars and the Great Recession
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. Job Uncertainty and Deep Recessions
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (24)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (4)

2012

  1. A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    See also Journal Article in Journal of Monetary Economics (2014)
  2. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads

    See also Journal Article in American Economic Review (2013)

2011

  1. A New Approach to the Estimation of Tax Multipliers
    2011 Meeting Papers, Society for Economic Dynamics Downloads
  2. Credit Channels in a Liquidity Trap
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (8)

2010

  1. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (43)

    See also Journal Article in American Economic Journal: Economic Policy (2012)
  2. Fiscal Policy in an Expectations Driven Liquidity Trap
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (66)
    See also Journal Article in Review of Economic Studies (2014)
  3. One TV, One Price?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (4)

    See also Journal Article in Scandinavian Journal of Economics (2010)
  4. Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
    Technical Appendices, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
  5. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in NBER International Seminar on Macroeconomics (2011)
    Chapter (2010)

2009

  1. Deep Habits and the Dynamic Effects of Monetary Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Economics Working Papers, European University Institute (2008) Downloads View citations (1)

    See also Journal Article in Journal of the Japanese and International Economies (2010)
  2. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (38)
    See also Journal Article in Economic Journal (2010)
  3. Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (4)

    See also Journal Article in Review of Economic Dynamics (2011)

2008

  1. Incomplete Cost Pass-Through Under Deep Habits
    Economics Working Papers, European University Institute Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (1)

    See also Journal Article in Review of Economic Dynamics (2010)
  2. The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (13)
    Economics Working Papers, European University Institute (2008) Downloads View citations (11)

2007

  1. Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (75)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (92)
  2. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (29)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (7)

    See also Journal Article in Scandinavian Journal of Economics (2008)
  3. Pricing to Habits and the Law of One Price
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Economics Working Papers, European University Institute (2006) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (1)

    See also Journal Article in American Economic Review (2007)

2006

  1. The Consumption-Tightness Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (6)
    Economics Working Papers, European University Institute (2006) Downloads View citations (5)

    See also Chapter (2008)

2005

  1. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (4)
  2. PPP Strikes Back: Aggregation and the Real Exchange Rate
    Post-Print, HAL View citations (91)
    Also in IMF Working Papers, International Monetary Fund (2003) Downloads View citations (35)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (40)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (2)
    IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences (2003) Downloads View citations (1)

    See also Journal Article in The Quarterly Journal of Economics (2005)
  3. The Macroeconomics of Subsistence Points
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (7)

2004

  1. Deep Habits
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (108)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (33)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (11)

    See also Journal Article in Review of Economic Studies (2006)
  2. The HP-Filter in Cross-Country Comparisons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in Studies on the Spanish Economy, FEDEA Downloads View citations (14)
    Working Papers, Barcelona Graduate School of Economics (2003) Downloads View citations (5)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (7)

    See also Software Item (2001)

2003

  1. Markov Switching Causality and the Money-Output Relationship
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2005)
  2. Non-Linearities and Real Exchange Rate Dynamics
    Post-Print, HAL View citations (3)
    See also Journal Article in Journal of the European Economic Association (2003)

2002

  1. International Business Cycles: The Quantitative Role of Transportation Costs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2004)

2001

  1. Consumption Dynamics and Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (46)
  2. On Adjusting the HP-Filter for the Frequency of Observations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (148)
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) Downloads View citations (43)
    Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads View citations (4)

2000

  1. The macroeconomic effects of German unification: Real adjustments and the welfare state
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (35)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (1)

    See also Journal Article in Review of Economic Dynamics (2000)

1998

  1. Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) Downloads View citations (6)
  2. Relative price riddles in international business cycle theory: Are transport costs the explanation?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (3)

1997

  1. 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 Downloads View citations (10)

1996

  1. A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small
    Archive Discussion Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (12)
  2. 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 (6)
    See also Journal Article in Journal of Applied Econometrics (1997)

1995

  1. International consumption risk sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads View citations (1)

    See also Journal Article in International Economic Review (1996)
  2. Minimum Wages: Curse or Blessing?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

1992

  1. The use of recursive variance plots: a note
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

Journal Articles

2014

  1. A reconciliation of SVAR and narrative estimates of tax multipliers
    Journal of Monetary Economics, 2014, 68, (S), S1-S19 Downloads View citations (14)
    See also Working Paper (2012)
  2. Fiscal Policy in an Expectations-Driven Liquidity Trap
    Review of Economic Studies, 2014, 81, (4), 1637-1667 Downloads View citations (27)
    See also Working Paper (2010)

2013

  1. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
    American Economic Review, 2013, 103, (4), 1212-47 Downloads View citations (91)
    See also Working Paper (2012)

2012

  1. Consumption, government spending, and the real exchange rate
    Journal of Monetary Economics, 2012, 59, (3), 215-234 Downloads View citations (48)
  2. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks
    American Economic Journal: Economic Policy, 2012, 4, (2), 145-81 Downloads View citations (71)
    See also Working Paper (2010)

2011

  1. Leverage and the Financial Accelerator in a Liquidity Trap
    American Economic Review, 2011, 101, (3), 413-16 Downloads View citations (10)
  2. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 41 - 76 Downloads View citations (1)
    See also Working Paper (2010)
    Chapter (2010)
  3. The Research Agenda: Karel Mertens and Morten Ravn on Fiscal Policy, Anticipation Effects, Expectations and Crisis
    EconomicDynamics Newsletter, 2011, 12, (2) Downloads
  4. Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
    Review of Economic Dynamics, 2011, 14, (1), 27-54 Downloads View citations (78)
    See also Software Item (2010)
    Working Paper (2009)
    Working Paper (2010)

2010

  1. Deep habits and the dynamic effects of monetary policy shocks
    Journal of the Japanese and International Economies, 2010, 24, (2), 236-258 Downloads View citations (24)
    See also Working Paper (2009)
  2. Incomplete Cost Pass-Through Under Deep Habits
    Review of Economic Dynamics, 2010, 13, (2), 317-332 Downloads View citations (7)
    Also in Proceedings, 2008 (2008) Downloads View citations (1)

    See also Software Item (2010)
    Working Paper (2008)
  3. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
    Economic Journal, 2010, 120, (544), 393-413 Downloads View citations (69)
    See also Working Paper (2009)
  4. One TV, One Price?
    Scandinavian Journal of Economics, 2010, 112, (4), 753-781 Downloads View citations (18)
    See also Working Paper (2010)

2008

  1. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    Scandinavian Journal of Economics, 2008, 109, (4), 743-777 Downloads View citations (40)
    See also Working Paper (2007)
  2. MACROECONOMICS OF SUBSISTENCE POINTS
    Macroeconomic Dynamics, 2008, 12, (S1), 136-147 Downloads View citations (8)

2007

  1. Pricing to Habits and the Law of One Price
    American Economic Review, 2007, 97, (2), 232-238 Downloads View citations (12)
    See also Working Paper (2007)

2006

  1. Deep Habits
    Review of Economic Studies, 2006, 73, (1), 195-218 Downloads View citations (174)
    See also Working Paper (2004)

2005

  1. Markov switching causality and the money-output relationship
    Journal of Applied Econometrics, 2005, 20, (5), 665-683 Downloads View citations (48)
    See also Working Paper (2003)
  2. PPP Strikes Back: Aggregation And the Real Exchange Rate
    The Quarterly Journal of Economics, 2005, 120, (1), 1-43 Downloads View citations (235)
    See also Working Paper (2005)

2004

  1. Asymmetric effects of monetary policy in the United States
    Review, 2004, (Sep), 41-60 Downloads View citations (59)
  2. International business cycles: the quantitative role of transportation costs
    Journal of International Money and Finance, 2004, 23, (4), 645-671 Downloads View citations (40)
    See also Working Paper (2002)

2003

  1. Nonlinearities and Real Exchange Rate Dynamics
    Journal of the European Economic Association, 2003, 1, (2-3), 639-649 Downloads View citations (37)
    See also Working Paper (2003)

2002

  1. On adjusting the Hodrick-Prescott filter for the frequency of observations
    The Review of Economics and Statistics, 2002, 84, (2), 371-375 Downloads View citations (599)

2000

  1. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Review of Economic Dynamics, 2000, 3, (3), 423-460 Downloads View citations (26)
    See also Working Paper (2000)

1999

  1. Schooling, Training, Growth and Minimum Wages
    Scandinavian Journal of Economics, 1999, 101, (3), 441-57 Downloads View citations (8)

1997

  1. International business cycles in theory and in practice
    Journal of International Money and Finance, 1997, 16, (2), 255-283 Downloads View citations (16)
  2. Permanent and Transitory Shocks, and the UK Business Cycle
    Journal of Applied Econometrics, 1997, 12, (1), 27-48 Downloads View citations (11)
    See also Working Paper (1996)

1996

  1. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations (63)
    See also Working Paper (1995)

1995

  1. Stylized facts and regime changes: Are prices procyclical?
    Journal of Monetary Economics, 1995, 36, (3), 497-526 Downloads View citations (25)

1993

  1. Growth, Human Capital Spillovers and International Policy Coordination
    Scandinavian Journal of Economics, 1993, 95, (4), 495-515 View citations (4)

1992

  1. Business Cycles in the United Kingdom: Facts and Fictions
    Economica, 1992, 59, (236), 383-401 Downloads View citations (50)

Chapters

2010

  1. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 41-76 Downloads View citations (4)
    See also Working Paper (2010)
    Journal Article in NBER International Seminar on Macroeconomics (2011)

2008

  1. The Consumption-Tightness Puzzle
    A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 9-63 Downloads View citations (21)
    See also Working Paper (2006)

Software Items

2010

  1. Code and data files for "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
  2. Code file for "Incomplete cost pass-through under deep habits"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2010)

2001

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

1994

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

Undated

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

Editor

  1. Economic Journal
    Royal Economic Society
 
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