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Details about Thomas F. Cosimano

E-mail:
Homepage:http://www.nd.edu/~tcosiman/
Workplace:Department of Finance, Mendoza College of Business, University of Notre Dame, (more information at EDIRC)
Department of Economics, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Thomas F. Cosimano.

Last updated 2015-02-26. Update your information in the RePEc Author Service.

Short-id: pco247


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Working Papers

2011

  1. Bank Behavior in Response to Basel Iii; A Cross-Country Analysis
    IMF Working Papers, International Monetary Fund Downloads View citations (24)

2010

  1. U.S. Bank Behavior in the Wake of the 2007–2009 Financial Crisis
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

2008

  1. Macroeconomic Consequences of Remittances
    IMF Occasional Papers, International Monetary Fund Downloads View citations (45)

2006

  1. Beware of Emigrants Bearing Gifts; Optimal Fiscal and Monetary Policy in the Presence of Remittances
    IMF Working Papers, International Monetary Fund Downloads View citations (30)
  2. Optimal Fiscal and Monetary Policy in the Presence of Remittances
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (9)
  3. Robustness of computer algorithms to simulate optimal experimentation problems
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads

2005

  1. Did the Basel Accord Cause a Credit Slowdown in Latin America?
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
    See also Journal Article in Economía Journal (2004)
  2. Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms
    Computing in Economics and Finance 2005, Society for Computational Economics

2003

  1. Capital trading, stock trading, and the inflation tax on equity: a note
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (2)
    See also Journal Article in Review of Economic Dynamics (2003)
  2. Optimal Experimentation and the Perturbation Method
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (4)
  3. Optimal Fiscal and Monetary Policy with Nominal and Indexed Debt
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2001

  1. Monetary Policy with a touch of Basel
    IMF Working Papers, International Monetary Fund Downloads View citations (48)
    See also Journal Article in Journal of Economics and Business (2010)

1999

  1. Ownership of Capital in Monetary Economies and the Inflation Tax on Equity
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  2. The Stock Market Channel of Monetary Policy
    IMF Working Papers, International Monetary Fund Downloads View citations (9)

1986

  1. A Comment on Market Structure and the Durability of Goods
    Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley Downloads

Journal Articles

2014

  1. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies
    Computational Economics, 2014, 44, (4), 397-443 Downloads

2010

  1. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions
    Economic Theory, 2010, 42, (3), 461-503 Downloads View citations (1)
  2. Monetary policy with a touch of Basel
    Journal of Economics and Business, 2010, 62, (3), 161-175 Downloads View citations (20)
    See also Working Paper (2001)
  3. Sumru Altug and Pamela Labadie, Asset pricing for dynamic economies, Cambridge University Press (2008)
    International Review of Economics & Finance, 2010, 19, (3), 525-526 Downloads

2008

  1. Analytic solving of asset pricing models: The by force of habit case
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3631-3660 Downloads View citations (4)
  2. Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
    Journal of Economic Dynamics and Control, 2008, 32, (6), 1857-1894 Downloads View citations (10)
  3. Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
    Annals of Finance, 2008, 4, (3), 305-344 Downloads View citations (5)

2005

  1. Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
    Econometrica, 2005, 73, (3), 961-982 Downloads View citations (8)
  2. Solving Ramsey Problems with Nonlinear Projection Methods
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-38 Downloads View citations (5)

2004

  1. Did the Basel Accord Cause a Credit Slowdown in Latin America?
    Economía Journal, 2004, Volume 5 Number 1, (Fall 2004), 135-182 Downloads View citations (8)
    See also Working Paper (2005)

2003

  1. Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note
    Review of Economic Dynamics, 2003, 6, (4), 987-990 Downloads View citations (1)
    See also Working Paper (2003)

2002

  1. Managing ethical risk: How investing in ethics adds value
    Journal of Banking & Finance, 2002, 26, (9), 1697-1718 Downloads View citations (11)

2001

  1. Capital Trading, Stock Trading, and the Inflation Tax on Equity
    Review of Economic Dynamics, 2001, 4, (3), 575-606 Downloads View citations (4)

1998

  1. What's different among banks?
    Journal of Monetary Economics, 1998, 41, (1), 57-70 Downloads View citations (17)

1996

  1. Intermediation
    Economica, 1996, 63, (249), 131-43 Downloads View citations (2)

1994

  1. Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?
    The Review of Economics and Statistics, 1994, 76, (4), 761-70 Downloads View citations (6)

1993

  1. Central Bank Secrecy, Interest Rates, and Monetary Control
    Economic Inquiry, 1993, 31, (3), 370-82 View citations (9)
  2. Periodic learning about a hidden state variable
    Journal of Economic Dynamics and Control, 1993, 17, (5-6), 805-827 Downloads View citations (10)

1992

  1. DIDMCA and bank market risk: Theory and evidence
    Journal of Banking & Finance, 1992, 16, (6), 1179-1193 Downloads View citations (14)

1990

  1. Actively Learning about Demand and the Dynamics of Price Adjustment
    Economic Journal, 1990, 100, (402), 882-98 Downloads View citations (32)
  2. Choosing Sides in Matching Games: Nash Equilibria and Comparative Statics
    Economica, 1990, 57, (227), 283-93 Downloads View citations (4)
  3. Predicting Stock Returns in an Efficient Market
    Journal of Finance, 1990, 45, (4), 1109-28 Downloads View citations (130)

1989

  1. Dynamic monetary control and interest rate stabilization
    Journal of Monetary Economics, 1989, 23, (1), 53-63 Downloads View citations (10)
  2. Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation
    Journal of Urban Economics, 1989, 26, (1), 84-89 Downloads

1988

  1. Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment
    Journal of Money, Credit and Banking, 1988, 20, (3), 409-21 Downloads View citations (43)
  2. Federal Reserve Policy, 1975-1985: An empirical analysis
    Journal of Macroeconomics, 1988, 10, (1), 27-47 Downloads View citations (1)
  3. The banking industry under uncertain monetary policy
    Journal of Banking & Finance, 1988, 12, (1), 117-139 Downloads View citations (22)

1987

  1. Reserve Accounting and Variability in the Federal Funds Market
    Journal of Money, Credit and Banking, 1987, 19, (2), 198-209 Downloads
  2. The Federal Funds Market under Bank Deregulation
    Journal of Money, Credit and Banking, 1987, 19, (3), 326-39 Downloads View citations (13)
  3. The relation between money growth variability and the variability of money about target
    Economics Letters, 1987, 25, (4), 355-358 Downloads View citations (1)

1986

  1. Erratic monetary policy and the dispersion of commodity prices
    Journal of Macroeconomics, 1986, 8, (2), 201-212 Downloads

1985

  1. Erratic monetary policy and price variability
    Journal of Macroeconomics, 1985, 7, (3), 313-331 Downloads

1979

  1. Money and biased technical progress
    Journal of Monetary Economics, 1979, 5, (4), 497-504 Downloads View citations (1)
 
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