Details about Harald Uhlig

E-mail:
Homepage:	http://www.wiwi.hu-berlin.de/wpol/
Postal address:	The University of Chicago; Department of Economics; 1126 East 59th Street; Chicago, IL 60637; USA
Workplace:	CentER for Economic Research, Universiteit van Tilburg, (more information at EDIRC) Deutsche Bundesbank, (more information at EDIRC) Department of Economics, University of Chicago, (more information at EDIRC)

Access statistics for papers by Harald Uhlig.

Last updated 2009-09-12. Update your information in the RePEc Author Service.

Short-id: puh1

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Working Papers

2009

1. A Model of a Systemic Bank Run
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
2. How Far Are We From The Slippery Slope? The Laffer Curve Revisited
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations
3. Monetary policy in Europe vs the US: what explains the difference?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in MPRA Paper, University Library of Munich, Germany (2007)
   See also Chapter (2007)
4. Optimal Endowment Destruction under Campbell-Cochrane Habit Formation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
5. Unit Roots in White Noise
   MPRA Paper, University Library of Munich, Germany

2008

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

2007

8. Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
   Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) View citations
   See also Journal Article in American Economic Review (2007)
9. Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
   Kiel Working Papers, Kiel Institute for the World Economy
   Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations
   See also Journal Article in American Economic Review (2006)

2006

10. Approximate Solutions to Dynamic Models - Linear Methods
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
11. Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long-Run Restrictions" by Neville Francis and Valerie A. Ramey
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
12. New Evidence on the Puzzles: Monetary Policy and Exchange Rates
    Computing in Economics and Finance 2006, Society for Computational Economics View citations
13. On the Coexistence of Banks and Markets
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
    See also Journal Article in Scandinavian Journal of Economics (2007)
14. Pension Systems and the Allocation of Macroeconomic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations
    Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations
    See also Chapter (2008)
15. The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2006)

2005

16. Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?
    2005 Meeting Papers, Society for Economic Dynamics View citations
    Also in Working Paper Series, European Central Bank (2005) View citations
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) View citations
17. Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
18. Competitive Risk Sharing Contracts with One-Sided Commitment
    CFS Working Paper Series, Center for Financial Studies View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
    Levine's Bibliography, UCLA Department of Economics (2003) View citations
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
    See also Journal Article in Journal of Monetary Economics (2006)
19. 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 View citations
20. Towards a Monthly Business Cycle Chronology for the Euro Area
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)

2004

21. What moves GNP?
    Econometric Society 2004 North American Winter Meetings, Econometric Society

2002

22. One Money, but Many Fiscal Policies in Europe: What Are the Consequences?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations
23. Should Smart Investors Buy Funds with High Returns in the Past?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373

2001

24. Did the FED surprise the markets in 2001?: a case study for vars with sign restrictions
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) View citations
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
25. 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

26. Should We be Afraid of Friedman's Rule?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Macroeconomics, EconWPA (2000) View citations
    Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations
    See also Journal Article in Journal of the Japanese and International Economies (2000)

1999

27. Fickle Investors: An Impediment to Growth
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations
    Discussion Paper, Tilburg University, Center for Economic Research (1998)
    See also Journal Article in European Economic Review (1999)
28. On Consumption Bunching under Campbell-Cochrane Habit Formation
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
29. What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations
    See also Journal Article in Journal of Monetary Economics (2005)
30. What is the real story for interest rate volatility?
    Working Paper, Federal Reserve Bank of Richmond
    See also Journal Article in German Economic Review (2000)

1998

31. Catching up with the Keynesians
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations
32. Debt contracts, collapse and regulation as competition phenomena
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations
33. Employment duration and resistance to wage reductions: experimental evidence
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    See also Journal Article in Homo Oeconomicus (2005)

1997

34. An Analysis of the 'Stability Pact'
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations
35. Capital income taxation and the sustainability of permanent primary deficits
    Discussion Paper, Tilburg University, Center for Economic Research View citations
36. Growth and the cycle: creative destruction versus entrenchment
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    See also Journal Article in Journal of Economics (1999)
37. Long Term Debt and the Political Support of a Monetary Union
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations
38. Preferences, Consumption Smoothing, and Risk Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations

1996

39. Bayesian vector autoregressions with stochastic volatility
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in Econometrica (1997)
40. Catching with the Keynesians
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago
41. Effort and the cycle: Cyclical implications of efficiency wages
    Discussion Paper, Tilburg University, Center for Economic Research View citations

1995

42. A toolkit for analyzing nonlinear dynamic stochastic models easily
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations
    See also Software Item (1998)
43. Can Habit Formation be Reconciled with Business Cycle Facts?
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    See also Journal Article in Review of Economic Dynamics (2000)
44. Rule of Thumb and Dynamic Programming
    Discussion Paper, Tilburg University, Center for Economic Research View citations
45. Transition and Financial Collapse
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    Also in CESifo Working Paper Series, CESifo Group Munich (1993)

1994

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

1992

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

1991

49. Portfolio Insurance And Asset Prices
    Working Papers, Princeton, Department of Economics - Financial Research Center

1990

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

1988

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

Journal Articles

2008

1. The slow decline of East Germany
   Journal of Comparative Economics, 2008, 36, (4), 517-541 View citations
   See also Working Paper (2008)

2007

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

2006

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

2005

7. Employment Duration and Resistance to Wage Reductions: Experimental Evidence
   Homo Oeconomicus, 2005, 22, 169-189
   See also Working Paper (1998)
8. What are the effects of monetary policy on output? Results from an agnostic identification procedure
   Journal of Monetary Economics, 2005, 52, (2), 381-419 View citations
   See also Working Paper (1999)

2004

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

2002

12. On adjusting the Hodrick-Prescott filter for the frequency of observations
    The Review of Economics and Statistics, 2002, 84, (2), 371-375 View citations
13. THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
    Macroeconomic Dynamics, 2002, 6, (02), 242-265 View citations

2001

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

2000

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

1999

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

1998

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

1997

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

1996

25. A law of large numbers for large economies (*)
    Economic Theory, 1996, 8, (1), 41-50 View citations
26. Increasing the capital income tax may lead to faster growth
    European Economic Review, 1996, 40, (8), 1521-1540 View citations

1994

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

1993

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

1991

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

1990

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

Chapters

2008

1. Comment on "How Has the Euro Changed the Monetary Transmission"
   A chapter in NBER Macroeconomics Annual 2008, 2008
2. Pension Systems and the Allocation of Macroeconomic Risk
   A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 241-344
   See also Working Paper (2006)

2007

3. Monetary Policy in Europe vs. the US: What Explains the Difference?
   A chapter in International Dimensions of Monetary Policy, 2007
   See also Working Paper (2009)

Software Items

2002

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

1998

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