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Details about Fernando Alvarez

Homepage:http://home.uchicago.edu/~falvare/
Workplace:Department of Economics, University of Chicago, (more information at EDIRC)

Access statistics for papers by Fernando Alvarez.

Last updated 2009-08-07. Update your information in the RePEc Author Service.

Short-id: pal356


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Working Papers

2018

  1. The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (1)

2014

  1. Mandatory Disclosure and Financial Contagion
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (13)

2008

  1. Search and Rest Unemployment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (7)
  3. Time-varying risk, interest rates, and exchange rates in general equilibrium
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (21)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2005) Downloads View citations (5)

2007

  1. Financial Innovation and the Transactions Demand for Cash
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    See also Journal Article Financial Innovation and the Transactions Demand for Cash, Econometrica, Econometric Society (2009) Downloads View citations (182) (2009)
  2. If exchange rates are random walks then almost everything we say about monetary policy is wrong
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (16)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2007) Downloads View citations (15)

    See also Journal Article If exchange rates are random walks, then almost everything we say about monetary policy is wrong, Quarterly Review, Federal Reserve Bank of Minneapolis (2008) Downloads (2008)

2006

  1. Fixed-Term Employment Contracts in an Equilibrium Search Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2005) Downloads View citations (3)

2005

  1. General Equilibrium Analysis of the Eaton-Kortum Model of International Trade
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    See also Journal Article General equilibrium analysis of the Eaton-Kortum model of international trade, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (308) (2007)

2004

  1. EU Polluting Emissions: an empirical analysis
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Implications of the Eaton-Kortum Model of International Trade
    2004 Meeting Papers, Society for Economic Dynamics

2003

  1. On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
  2. The Time Consistency of Optimal Monetary and Fiscal Policies
    Department of Economics Working Papers, Universidad Torcuato Di Tella Downloads View citations (2)
    See also Journal Article The Time Consistency of Optimal Monetary and Fiscal Policies, Econometrica, Econometric Society (2004) Downloads View citations (51) (2004)
  3. The time consistency of monetary and fiscal policies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (2)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2002) Downloads View citations (4)

2001

  1. Interest rates and inflation
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (99)
    See also Journal Article Interest Rates and Inflation, American Economic Review, American Economic Association (2001) Downloads View citations (108) (2001)
  2. The Size of the Permanent Component of Asset Pricing Kernels
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (6)

2000

  1. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2000) Downloads View citations (8)
  2. Money, interest rates, and exchange rates with endogenously segmented markets
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (17)
    See also Journal Article Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets, Journal of Political Economy, University of Chicago Press (2002) Downloads View citations (202) (2002)
  3. Using Asset Prices to Measure the Cost of Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (2000) View citations (16)
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2000) Downloads View citations (16)

    See also Journal Article Using Asset Prices to Measure the Cost of Business Cycles, Journal of Political Economy, University of Chicago Press (2004) Downloads View citations (123) (2004)

1999

  1. Labor market policies in an equilibrium search model
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (37)
    See also Chapter Labor-Market Policies in an Equilibrium Search Model, NBER Chapters, National Bureau of Economic Research, Inc (2000) Downloads View citations (43) (2000)
  2. Money and Interest Rates with Endogeneously Segmented Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1999) Downloads View citations (3)
  3. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) Downloads View citations (11)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (9)

    See also Journal Article Quantitative Asset Pricing Implications of Endogenous Solvency Constraints, The Review of Financial Studies, Society for Financial Studies (2001) View citations (109) (2001)

1998

  1. Asset Pricing when Risk Sharing is Limited by Default
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
  2. Search, self-insurance and job-security provisions
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (26)

1996

  1. Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article Money and exchange rates in the Grossman-Weiss-Rotemberg model, Journal of Monetary Economics, Elsevier (1997) Downloads View citations (54) (1997)

1992

  1. Banking in computable general equilibrium economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (82)
    See also Journal Article Banking in computable general equilibrium economies, Journal of Economic Dynamics and Control, Elsevier (1992) Downloads View citations (104) (1992)
  2. Banking in computable general equilibrium economies: technical appendices I and II
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (30)

Journal Articles

2019

  1. Cost of Inflation in Inventory Theoretical Models
    Review of Economic Dynamics, 2019, 32, 206-226 Downloads View citations (5)

2009

  1. Financial Innovation and the Transactions Demand for Cash
    Econometrica, 2009, 77, (2), 363-402 Downloads View citations (182)
    See also Working Paper Financial Innovation and the Transactions Demand for Cash, CEPR Discussion Papers (2007) Downloads View citations (27) (2007)

2008

  1. If exchange rates are random walks, then almost everything we say about monetary policy is wrong
    Quarterly Review, 2008, (Jul), 2-9 Downloads
    Also in American Economic Review, 2007, 97, (2), 339-345 (2007) Downloads View citations (34)

    See also Working Paper If exchange rates are random walks then almost everything we say about monetary policy is wrong, Working Papers (2007) Downloads View citations (16) (2007)

2007

  1. General equilibrium analysis of the Eaton-Kortum model of international trade
    Journal of Monetary Economics, 2007, 54, (6), 1726-1768 Downloads View citations (308)
    See also Working Paper General Equilibrium Analysis of the Eaton-Kortum Model of International Trade, NBER Working Papers (2005) Downloads View citations (21) (2005)

2005

  1. Commentary on "organizational dynamics over the business cycle: a view on jobless recoveries"
    Review, 2005, 87, (Jul), 581-587 Downloads
  2. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
    Econometrica, 2005, 73, (6), 1977-2016 Downloads View citations (164)

2004

  1. The Time Consistency of Optimal Monetary and Fiscal Policies
    Econometrica, 2004, 72, (2), 541-567 Downloads View citations (51)
    See also Working Paper The Time Consistency of Optimal Monetary and Fiscal Policies, Department of Economics Working Papers (2003) Downloads View citations (2) (2003)
  2. Using Asset Prices to Measure the Cost of Business Cycles
    Journal of Political Economy, 2004, 112, (6), 1223-1256 Downloads View citations (123)
    See also Working Paper Using Asset Prices to Measure the Cost of Business Cycles, NBER Working Papers (2000) Downloads View citations (24) (2000)

2002

  1. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets
    Journal of Political Economy, 2002, 110, (1), 73-112 Downloads View citations (202)
    See also Working Paper Money, interest rates, and exchange rates with endogenously segmented markets, Staff Report (2000) Downloads View citations (17) (2000)

2001

  1. Comment on The Benefits of Dollarization When Stabilization Policy Lacks Credibility and Financial Markets Are Imperfect
    Journal of Money, Credit and Banking, 2001, 33, (2), 475-81 View citations (1)
  2. Interest Rates and Inflation
    American Economic Review, 2001, 91, (2), 219-225 Downloads View citations (108)
    See also Working Paper Interest rates and inflation, Working Papers (2001) Downloads View citations (99) (2001)
  3. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    The Review of Financial Studies, 2001, 14, (4), 1117-51 View citations (109)
    See also Working Paper Quantitative Asset Pricing Implications of Endogenous Solvency Constraints, NBER Working Papers (1999) Downloads View citations (12) (1999)
  4. Severance payments in an economy with frictions
    Journal of Monetary Economics, 2001, 47, (3), 477-498 Downloads View citations (134)

2000

  1. Efficiency, Equilibrium, and Asset Pricing with Risk of Default
    Econometrica, 2000, 68, (4), 775-798 View citations (415)

1999

  1. Social Mobility: The Barro-Becker Children Meet the Laitner-Loury Dynasties
    Review of Economic Dynamics, 1999, 2, (1), 65-103 Downloads View citations (54)

1998

  1. Dynamic Programming with Homogeneous Functions
    Journal of Economic Theory, 1998, 82, (1), 167-189 Downloads View citations (131)

1997

  1. Money and exchange rates in the Grossman-Weiss-Rotemberg model
    Journal of Monetary Economics, 1997, 40, (3), 619-640 Downloads View citations (54)
    See also Working Paper Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model, NBER Working Papers (1996) Downloads View citations (2) (1996)

1992

  1. Banking in computable general equilibrium economies
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 533-559 Downloads View citations (104)
    See also Working Paper Banking in computable general equilibrium economies, Staff Report (1992) Downloads View citations (82) (1992)

Chapters

2000

  1. Labor-Market Policies in an Equilibrium Search Model
    A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 265-316 Downloads View citations (43)
    See also Working Paper Labor market policies in an equilibrium search model, Federal Reserve Bank of Chicago (1999) Downloads View citations (37) (1999)
 
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