Details about Morten Ravn

Access statistics for papers by Morten Ravn.

Last updated 2009-01-02. Update your information in the RePEc Author Service.

Short-id: pra16

Working Papers

2008

1. Deep Habits and the Dynamic Effects of Monetary Policy Shocks
   Economics Working Papers, European University Institute
2. 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)
3. 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
   Also in
   Economics Working Papers, European University Institute (2008)

2007

4. 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
5. 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 Salerno, Italy (2007) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
   See Also Journal Article in Scandinavian Journal of Economics (2008)
6. 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

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

2005

8. "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
9. 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

10. 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)
11. The HP-Filter in Cross-Country Comparisons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in
    Studies on the Spanish Economy, FEDEA View citations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations

2003

12. 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)
13. PPP Strikes Back: Aggregation and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
    IMF Working Papers, International Monetary Fund (2003) View citations
    IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences (2003)
    See Also Journal Article in The Quarterly Journal of Economics (2005)

2002

14. 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

15. Consumption Dynamics and Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
16. 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 GmbH (2001) View citations

2000

17. 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

18. 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
19. 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

20. 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

21. 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 (1996) View citations
22. 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

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

1992

26. 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
27. Labour Migration: A Strategic Approach
    Economics Working Papers, School of Economics and Management, University of Aarhus
28. The Effects of labour Turnover Costs in a Two Sided Search Model
    Economics Working Papers, School of Economics and Management, University of Aarhus
29. 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

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

1990

32. 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
   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

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
    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

Software Items

2001

1. GAUSS code for the HP-filter reformulated as a constrained minimization problem
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

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