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Details about Harald Uhlig

E-mail:
Homepage:http://economics.uchicago.edu/facstaff/uhlig.shtml
Postal address:The University of Chicago; Department of Economics; 1126 East 59th Street; Chicago, IL 60637; USA
Workplace:Department of Economics, University of Chicago, (more information at EDIRC)
Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Harald Uhlig.

Last updated 2016-04-20. Update your information in the RePEc Author Service.

Short-id: puh1


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Working Papers

2016

  1. Cognitive Load Increases Risk Aversion
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)

2015

  1. Corporate Debt Structure and the Financial Crisis
    Working Paper Series, European Central Bank Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (3)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2015)
  2. Online Appendix to "Fiscal Stimulus and Distortionary Taxation"
    Technical Appendices, Review of Economic Dynamics Downloads View citations (5)
    See also Journal Article in Review of Economic Dynamics (2015)
  3. Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2014

  1. A theory of pruning
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Accounting for Post-Crisis Inflation and Employment: A Retro Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (6)
  3. Financial Health Economics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2013

  1. Bayesian estimation of a DSGE model with asset prices
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (12)
  2. Bundesverfassungsgericht und Krisenpolitik der EZB - Stellungnahmen der Ökonomen
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2013)
  3. Emergency Lending in a Monetary Union
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  4. Fiscal stimulus and distortionary taxation
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (5)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2011) Downloads View citations (85)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (16)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (37)
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2011) Downloads View citations (33)
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2011) Downloads View citations (31)

    See also Journal Article in Review of Economic Dynamics (2015)
  5. Is quantity theory still alive?
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (10)
  6. Sovereign Default Risk and Banks in a Monetary Union
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (15)

    See also Journal Article in German Economic Review (2014)

2012

  1. How Do Laffer Curves Differ Across Countries?
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (10)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (9)

    See also Chapter (2012)
  2. MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (16)

2011

  1. Bank Finance Versus Bond Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2011) Downloads View citations (32)

    See also Journal Article in Journal of Money, Credit and Banking (2011)
  2. Economics and Reality
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (4)

    See also Journal Article in Journal of Macroeconomics (2012)
  3. The dynamics of sovereign debt crises in a monetary union
    2011 Meeting Papers, Society for Economic Dynamics Downloads
  4. Transitions in the German labor market: Structure and crisis
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (6)
    See also Journal Article in Journal of Monetary Economics (2012)

2010

  1. A Law of Large Numbers for Large Economies
    Levine's Working Paper Archive, David K. Levine Downloads View citations (8)
    See also Journal Article in Economic Theory (1996)
  2. Easy EZ in DSGE
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  3. How far are we from the slippery slope? The Laffer curve revisited
    Working Paper Series, European Central Bank Downloads View citations (49)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) Downloads View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (41)
    Working Papers, Becker Friedman Institute for Research In Economics (2009) Downloads View citations (31)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (28)

2009

  1. A Model of a Systemic Bank Run
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2009) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2010)
  2. Monetary policy in Europe vs the US: what explains the difference?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads
  3. Optimal Endowment Destruction under Campbell-Cochrane Habit Formation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  4. The Macroeconomics of Real Estate
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
  5. Unit Roots in White Noise
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2009) Downloads

    See also Journal Article in Econometric Theory (2012)

2008

  1. The Slow Decline of East Germany
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    See also Journal Article in Journal of Comparative Economics (2008)
  2. What are the Effects of Fiscal Policy Shocks?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) Downloads View citations (96)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (91)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) Downloads View citations (47)

    See also Journal Article in Journal of Applied Econometrics (2009)

2007

  1. Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (19)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) Downloads View citations (35)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) Downloads View citations (34)

    See also Journal Article in American Economic Review (2007)
  2. Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification
    2007 Meeting Papers, Society for Economic Dynamics
  3. Regional labor markets, network externalities and migration: the case of German reunification
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) Downloads View citations (38)

    See also Journal Article in American Economic Review (2006)

2006

  1. Approximate Solutions to Dynamic Models - Linear Methods
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  2. New Evidence on the Puzzles: Monetary Policy and Exchange Rates
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (7)
  3. On the Coexistence of Banks and Markets
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
    See also Journal Article in Scandinavian Journal of Economics (2007)
  4. Pension Systems and the Allocation of Macroeconomic Risk
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (2)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) Downloads

    See also Chapter (2008)
  5. The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsuarable, Idiosyncratic Risk
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (2)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2006) Downloads View citations (2)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) Downloads View citations (3)

2005

  1. Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (20)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (10)
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) Downloads View citations (6)
  2. Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
  3. Competitive Risk Sharing Contracts with One-Sided Commitment
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2005) Downloads View citations (5)
    Levine's Bibliography, UCLA Department of Economics (2003) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2006)
  4. Employment duration and resistance to wage reductions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  5. New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (19)
    See also Journal Article in Journal of International Economics (2008)

2004

  1. Towards a Monthly Business Cycle Chronology for the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Business Cycle Measurement and Analysis (2005)
  2. What moves GNP?
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (4)

2002

  1. One Money, But Many Fiscal Policies in Europe: What are the Consequences?
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (48)
  2. Should Smart Investors Buy Funds with High Returns in the Past?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) Downloads View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads

2001

  1. Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (9)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads View citations (6)
    CESifo Working Paper Series, CESifo Group Munich (2001) Downloads View citations (8)
  2. On Adjusting the HP-Filter for the Frequency of Observations
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (43)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (148)

2000

  1. Should We be Afraid of Friedman's Rule?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Macroeconomics, EconWPA (2000) Downloads View citations (17)
    Discussion Paper, Tilburg University, Center for Economic Research (2000) Downloads View citations (10)

    See also Journal Article in Journal of the Japanese and International Economies (2000)

1999

  1. Fickle Investors: An Impediment to Growth
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (5)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (5)

    See also Journal Article in European Economic Review (1999)
  2. On Consumption Bunching under Campbell-Cochrane Habit Formation
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (2)
  3. What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (78)

    See also Journal Article in Journal of Monetary Economics (2005)
  4. What is the real story for interest rate volatility?
    Working Paper, Federal Reserve Bank of Richmond Downloads
    See also Journal Article in German Economic Review (2000)

1998

  1. Catching up with the Keynesians
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) Downloads
  2. Debt Contracts, Collapse and Regulation as Competition Phenomena
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (5)
  3. Employment Duration and Resistance to Wage Reductions: Experimental Evidence
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) Downloads View citations (4)

    See also Journal Article in Homo Oeconomicus (2005)

1997

  1. An Analysis of the 'Stability Pact'
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads View citations (10)
  2. Capital Income Taxation and the Sustainability of Permanent Primary Deficits
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Growth and the Cycle: Creative Destruction versus Entrenchment
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in Journal of Economics (1999)
  4. Long Term Debt and the Political Support for a Monetary Union
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads
  5. Preferences, Consumption Smoothing and Risk Premia
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (10)

1996

  1. Bayesian Vector Autoregressions with Stochastic Volatility
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Econometrica (1997)
  2. Catching with the Keynesians
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago
  3. Effort and the Cycle: Cyclical Implications of Efficiency Wages
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (9)

1995

  1. A toolkit for analyzing nonlinear dynamic stochastic models easily
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (43)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1995) Downloads View citations (39)

    See also Software Item (1998)
  2. Can Habit Formation be Reconciled with Business Cycle Facts?
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (12)
    See also Journal Article in Review of Economic Dynamics (2000)
  3. Rule of Thumb and Dynamic Programming
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  4. Transition and Financial Collapse
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)

1994

  1. Increasing the Capital Income Tax Leads to Faster Growth
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

1992

  1. BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances
    Working Papers, Princeton, Department of Economics - Econometric Research Program
  2. What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (1)

1991

  1. Portfolio Insurance And Asset Prices
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (2)

1989

  1. Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (90)
    See also Journal Article in Journal of Business & Economic Statistics (1990)

1988

  1. Reasonable extreme bounds analysis
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in Journal of Econometrics (1990)
  2. Understanding unit rooters: a helicopter tour
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (3)
    See also Journal Article in Econometrica (1991)

Journal Articles

2015

  1. Comment on the Campbell-Cochrane Habit Model
    Journal of Political Economy, 2015, 123, (5), 1201 - 1213 Downloads
  2. Corporate Debt Structure and the Financial Crisis
    Journal of Money, Credit and Banking, 2015, 47, (8), 1571-1598 Downloads View citations (11)
    See also Working Paper (2015)
  3. Fiscal Stimulus and Distortionary Taxation
    Review of Economic Dynamics, 2015, 18, (4), 894-920 Downloads View citations (5)
    See also Working Paper (2013)
    Working Paper (2015)
    Software Item (2015)

2014

  1. Sovereign Default Risk and Banks in a Monetary Union
    German Economic Review, 2014, 15, (1), 23-41 Downloads View citations (5)
    See also Working Paper (2013)

2013

  1. Bundesverfassungsgericht und Krisenpolitik der EZB — Stellungnahmen der Ökonomen
    Wirtschaftsdienst, 2013, 93, (7), 431-454 Downloads
    See also Working Paper (2013)
  2. Interview with Harald Uhlig
    MNB Bulletin (discontinued), 2013, 8, (1), 62-67 Downloads

2012

  1. Agents as Empirical Macroeconomists: Thomas J. Sargent’s Contribution to Economics
    Scandinavian Journal of Economics, 2012, 114, (4), 1055-1081 Downloads
  2. Economics and reality
    Journal of Macroeconomics, 2012, 34, (1), 29-41 Downloads View citations (6)
    See also Working Paper (2011)
  3. Transitions in the German labor market: Structure and crisis
    Journal of Monetary Economics, 2012, 59, (1), 64-79 Downloads View citations (54)
    See also Working Paper (2011)
  4. UNIT ROOTS IN WHITE NOISE
    Econometric Theory, 2012, 28, (03), 485-508 Downloads
    See also Working Paper (2009)

2011

  1. Bank Finance versus Bond Finance
    Journal of Money, Credit and Banking, 2011, 43, (7), 1399-1421 Downloads View citations (34)
    See also Working Paper (2011)
  2. Report of the Editors 2009–2010
    Econometrica, 2011, 79, (1), 327-330
  3. The Laffer curve revisited
    Journal of Monetary Economics, 2011, 58, (4), 305-327 Downloads View citations (108)

2010

  1. "Stimulus" und die Konsequenzen
    ZEW Wachstums- und Konjunkturanalysen, 2010, 13, (1), 6-7 Downloads
  2. A model of a systemic bank run
    Journal of Monetary Economics, 2010, 57, (1), 78-96 Downloads View citations (52)
    See also Working Paper (2009)
  3. Some Fiscal Calculus
    American Economic Review, 2010, 100, (2), 30-34 Downloads View citations (47)

2009

  1. What are the effects of fiscal policy shocks?
    Journal of Applied Econometrics, 2009, 24, (6), 960-992 Downloads View citations (353)
    See also Working Paper (2008)

2008

  1. New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
    Journal of International Economics, 2008, 76, (1), 1-13 Downloads View citations (95)
    See also Working Paper (2005)
  2. The slow decline of East Germany
    Journal of Comparative Economics, 2008, 36, (4), 517-541 Downloads View citations (21)
    See also Working Paper (2008)

2007

  1. Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
    American Economic Review, 2007, 97, (2), 239-243 Downloads View citations (36)
    See also Working Paper (2007)
  2. On the Coexistence of Banks and Markets
    Scandinavian Journal of Economics, 2007, 109, (2), 225-243 Downloads
    See also Working Paper (2006)

2006

  1. Competitive risk sharing contracts with one-sided commitment
    Journal of Monetary Economics, 2006, 53, (7), 1661-1691 Downloads View citations (54)
    See also Working Paper (2005)
  2. Debt contracts and collapse as competition phenomena
    Journal of Financial Intermediation, 2006, 15, (4), 556-574 Downloads View citations (7)
  3. Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
    American Economic Review, 2006, 96, (2), 383-387 Downloads View citations (48)
    See also Working Paper (2007)

2005

  1. Employment Duration and Resistance to Wage Reductions: Experimental Evidence
    Homo Oeconomicus, 2005, 22, 169-189 View citations (1)
    See also Working Paper (1998)
  2. Towards a Monthly Business Cycle Chronology for the Euro Area
    Journal of Business Cycle Measurement and Analysis, 2005, 2005, (1), 43-69 Downloads View citations (6)
    See also Working Paper (2004)
  3. What are the effects of monetary policy on output? Results from an agnostic identification procedure
    Journal of Monetary Economics, 2005, 52, (2), 381-419 Downloads View citations (500)
    See also Working Paper (1999)

2004

  1. Commentary on The macroeconomic effects of inflation targeting
    Review, 2004, (Jul), 81-88 Downloads
  2. Comments on "Optimal fiscal and monetary policy under imperfect competition"
    Journal of Macroeconomics, 2004, 26, (2), 211-217 Downloads View citations (2)
  3. Do Technology Shocks Lead to a Fall in Total Hours Worked?
    Journal of the European Economic Association, 2004, 2, (2-3), 361-371 Downloads View citations (85)

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 (575)
  2. THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
    Macroeconomic Dynamics, 2002, 6, (02), 242-265 Downloads View citations (18)

2001

  1. EconomicDynamics Interviews Harald Uhlig on Dynamic Contracts
    EconomicDynamics Newsletter, 2001, 2, (2) Downloads

2000

  1. Can Habit Formation be Reconciled with Business Cycle Facts?
    Review of Economic Dynamics, 2000, 3, (1), 79-99 Downloads View citations (112)
    See also Working Paper (1995)
  2. Should We Be Afraid of Friedman's Rule?
    Journal of the Japanese and International Economies, 2000, 14, (4), 261-303 Downloads View citations (14)
    See also Working Paper (2000)
  3. Tax Policy and Aggregate Demand Management under Catching Up with the Joneses
    American Economic Review, 2000, 90, (3), 356-366 Downloads View citations (281)
  4. What is the Real Story for Interest Rate Volatility?
    German Economic Review, 2000, 1, (1), 43-67 Downloads View citations (2)
    See also Working Paper (1999)

1999

  1. An Analysis of the Stability and Growth Pact
    Economic Journal, 1999, 109, (458), 546-71 Downloads View citations (139)
  2. Fickle investors: An impediment to growth?
    European Economic Review, 1999, 43, (7), 1345-1370 Downloads View citations (5)
    See also Working Paper (1999)
  3. Growth and the cycle: Creative destruction versus entrenchment
    Journal of Economics, 1999, 69, (3), 239-266 Downloads View citations (6)
    See also Working Paper (1997)
  4. Rules of Thumb versus Dynamic Programming
    American Economic Review, 1999, 89, (1), 148-174 Downloads View citations (41)

1998

  1. The robustness of identified VAR conclusions about money: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1998, 49, (1), 245-263 Downloads View citations (6)

1997

  1. Bayesian Vector Autoregressions with Stochastic Volatility
    Econometrica, 1997, 65, (1), 59-74 View citations (48)
    See also Working Paper (1996)

1996

  1. A law of large numbers for large economies (*)
    Economic Theory, 1996, 8, (1), 41-50 View citations (79)
    See also Working Paper (2010)
  2. Increasing the capital income tax may lead to faster growth
    European Economic Review, 1996, 40, (8), 1521-1540 Downloads View citations (84)

1994

  1. Bayesian Analysis of Stochastic Volatility Models: Comment
    Journal of Business & Economic Statistics, 1994, 12, (4), 410-12 View citations (1)
  2. On Jeffreys Prior when Using the Exact Likelihood Function
    Econometric Theory, 1994, 10, (3-4), 633-644 Downloads View citations (11)
  3. What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective
    Econometric Theory, 1994, 10, (3-4), 645-671 Downloads View citations (59)

1993

  1. The Impact of Large Portfolio Insurers on Asset Prices
    Journal of Finance, 1993, 48, (5), 1943-55 Downloads View citations (3)
  2. The Timing of Information in a General Equilibrium Framework
    Journal of Economic Theory, 1993, 59, (2), 275-287 Downloads View citations (4)

1991

  1. Understanding Unit Rooters: A Helicopter Tour
    Econometrica, 1991, 59, (6), 1591-99 Downloads View citations (140)
    See also Working Paper (1988)

1990

  1. Reasonable extreme-bounds analysis
    Journal of Econometrics, 1990, 44, (1-2), 159-170 Downloads View citations (31)
    See also Working Paper (1988)
  2. Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
    Journal of Business & Economic Statistics, 1990, 8, (1), 1-17 View citations (114)
    See also Working Paper (1989)

Chapters

2016

  1. Comment on "Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?"
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016 Downloads

2015

  1. Comment on "External and Public Debt Crises"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 257-267 Downloads

2012

  1. How Do Laffer Curves Differ across Countries?
    A chapter in Fiscal Policy after the Financial Crisis, 2012, pp 211-249 Downloads View citations (12)
    See also Working Paper (2012)

2009

  1. Comment on "How Has the Euro Changed the Monetary Transmission Mechanism?"
    A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 141-152 Downloads View citations (2)

2008

  1. Pension Systems and the Allocation of Macroeconomic Risk
    A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 241-344 Downloads
    See also Working Paper (2006)

2007

  1. Monetary Policy in Europe versus the United States: What Explains the Difference?
    A chapter in International Dimensions of Monetary Policy, 2007, pp 489-533 Downloads

Software Items

2015

  1. Code and data files for "Fiscal Stimulus and Distortionary Taxation"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2015)

2002

  1. NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily
    Statistical Software Components, Boston College Department of Economics Downloads

1998

  1. A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (37)
    See also Working Paper (1995)
 
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