Details about Martin Eichenbaum
Access statistics for papers by Martin Eichenbaum.
Last updated 2022-06-15. Update your information in the RePEc Author Service.
Short-id: pei4
Jump to Journal Articles Books Edited books Chapters Software Items
Working Papers
2022
- Epidemics in the Neoclassical and New-Keynesian Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (28)
- Expectations, Infections, and Economic Activity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (4)
- The Macroeconomics of Testing and Quarantining
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (33)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (33)
2021
- Fiscal Policy at the Zero Lower Bound without Rational Expectations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Inequality in Life and Death
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) 
See also Journal Article in IMF Economic Review (2022)
2020
- Epidemics in the New Keynesian Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
- State Dependent Effects of Monetary Policy: the Refinancing Channel
Working Papers, Princeton University. Economics Department. View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (26) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (25)
See also Journal Article in American Economic Review (2022)
- The Macroeconomics of Epidemics
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (634)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (625)
See also Journal Article in Review of Financial Studies (2021)
- Why is Unemployment so Countercyclical?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Review of Economic Dynamics (2021)
2018
- Does the New Keynesian Model Have a Uniqueness Problem?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
- On DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
See also Journal Article in Journal of Economic Perspectives (2018)
2017
- Monetary Policy and the Predictability of Nominal Exchange Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (15) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (29)
See also Journal Article in Review of Economic Studies (2021)
2015
- Long-run Bulls and Bears
NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (23)
See also Journal Article in Journal of Monetary Economics (2015)
2014
- Understanding the Great Recession
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (17)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (41)
See also Chapter (2013) Journal Article in American Economic Journal: Macroeconomics (2015)
2013
- Unemployment and Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (15)
See also Journal Article in Econometrica (2016)
2012
- How Frequent Are Small Price Changes?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
See also Journal Article in American Economic Journal: Macroeconomics (2014)
- Understanding Booms and Busts in Housing Markets
2012 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (98) FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012) View citations (2) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (103)
See also Journal Article in Journal of Political Economy (2016)
- Valuation Risk and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (14)
See also Journal Article in Journal of Finance (2016)
2011
- Carry Trade and Momentum in Currency Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (108)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (111)
See also Journal Article in Annual Review of Financial Economics (2011)
2010
- Do Peso Problems Explain the Returns to the Carry Trade?
Working Papers, Duke University, Department of Economics View citations (39)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (52) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (45)
See also Journal Article in Review of Financial Studies (2011)
- Firm-specific capital, nominal rigidities and the business cycle
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (128)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) View citations (39) Working Papers (Old Series), Federal Reserve Bank of Cleveland (2004) View citations (104) Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations (111) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (195) NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (243)
See also Journal Article in Review of Economic Dynamics (2011)
- Reference Prices and Nominal Rigidities
2010 Meeting Papers, Society for Economic Dynamics View citations (8)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (58) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (46)
- When is the government spending multiplier large?
FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta View citations (15)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (242)
See also Journal Article in Journal of Political Economy (2011)
2007
- The Returns to Currency Speculation in Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (109)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (108)
See also Journal Article in American Economic Review (2007)
- Understanding the Forward Premium Puzzle: A Microstructure Approach
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (17)
See also Journal Article in American Economic Journal: Macroeconomics (2009)
2006
- Assessing Structural VARs
NBER Working Papers, National Bureau of Economic Research, Inc View citations (175)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (75)
See also Chapter (2007)
- The Returns to Currency Speculation
2006 Meeting Papers, Society for Economic Dynamics View citations (109)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (111) NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (117)
2005
- Alternative procedures for estimating vector autoregressions identified with long-run restrictions
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
See also Journal Article in Journal of the European Economic Association (2006)
- Assessing the Usefulness of Structural Vector Autoregressions
2005 Meeting Papers, Society for Economic Dynamics View citations (1)
- Evaluating Models of Sticky Prices
Computing in Economics and Finance 2005, Society for Computational Economics View citations (6)
- Government Finance in the Wake of Currency Crises
2005 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (18) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (17) RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) View citations (17)
See also Journal Article in Journal of Monetary Economics (2006)
- Modeling Exchange Rate Passthrough After Large Devaluations
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (12) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (11)
See also Journal Article in Journal of Monetary Economics (2007)
- Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
Online Appendices, Review of Economic Dynamics View citations (59)
See also Journal Article in Review of Economic Dynamics (2011)
- The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (18) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (19)
See also Journal Article in Japan and the World Economy (2006)
2004
- Evaluating the Calvo Model of Sticky Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (140)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2003) View citations (18)
- Fiscal Policy in the Aftermath of 9/11
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) View citations (7)
See also Journal Article in Journal of Money, Credit and Banking (2005)
- Large Devaluations and the Real Exchange Rate
2004 Meeting Papers, Society for Economic Dynamics View citations (37)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (21) RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) View citations (21) NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (22)
See also Journal Article in Journal of Political Economy (2005)
- The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
NBER Working Papers, National Bureau of Economic Research, Inc View citations (130)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (18)
See also Journal Article in Journal of the European Economic Association (2004)
2003
- Fiscal Shocks and Their Consequences
NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
See also Journal Article in Journal of Economic Theory (2004)
- How do Canadian hours worked respond to a technology shock?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
- What Happens After a Technology Shock?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (400)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (235)
- Why is Inflation so Low after Large Devaluations?
CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (8)
2002
- Why Are Rates of Inflation So Low After Large Devaluations?
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (84)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (76) NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (105)
2001
- Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (504)
Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2001) View citations (504) Working Paper Series, Federal Reserve Bank of Chicago (2001) View citations (402)
See also Journal Article in Journal of Political Economy (2005)
- On the Fiscal Implications of Twin Crises
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2001) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (8) Working Paper Series, Federal Reserve Bank of Chicago (2001) View citations (4)
See also Chapter (2003)
2000
- Assessing the Effects of Fiscal Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations (17)
- Fiscal Shocks in an Efficiency Wage Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations (7)
- On the Fundamentals of Self-Fulfilling Prophecies
RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
- On the Fundamentals of Self-Fulfilling Speculative Attacks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (25)
1999
- Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (15)
- Hedging and Financial Fragility in Fixed Exchange Rate Regimes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (67)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (70) Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations (70)
See also Journal Article in European Economic Review (2001)
- Prospective deficits and the asian currency crisis
Policy Research Working Paper Series, The World Bank View citations (12)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations (33) CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (19) Working Paper Series, Federal Reserve Bank of Chicago (1998) View citations (48) NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (36)
See also Journal Article in Journal of Political Economy (2001)
1998
- Modeling Money
NBER Working Papers, National Bureau of Economic Research, Inc View citations (73)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (7)
- Monetary Policy Shocks: What Have We Learned and to What End?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (594)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (30)
See also Chapter (1999)
- Understanding the Effects of a Shock to Government Purchases
NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) View citations (47)
See also Journal Article in Review of Economic Dynamics (1999)
1996
- Expectation Traps and Discretion
NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996) View citations (4) Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1996) View citations (9)
See also Journal Article in Journal of Economic Theory (1998)
- Sticky Price and Limited Participation Models of Money: A Comparison
NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
Also in Staff Report, Federal Reserve Bank of Minneapolis (1996) View citations (66) Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996) View citations (9)
See also Journal Article in European Economic Review (1997)
1995
- Capital Utilization and Returns to Scale
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (269)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (204) NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (267) CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (274)
See also Chapter (1995)
- Inside Money, Outside Money and Short Term Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (105)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (56)
See also Journal Article in Journal of Money, Credit and Banking (1995)
- Sectoral Solow Residuals
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)
See also Journal Article in European Economic Review (1996)
1994
- Factor Hoarding and the Propagation of Business Cycles Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
See also Journal Article in American Economic Review (1996)
- Identification and the effects of monetary policy shocks
Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (52)
- Small Sample Properties of Generalized Method of Moments Based Wald Tests
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (14)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (12)
- The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
- The effects of monetary policy shocks: evidence from the Flow of Funds
Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (76)
See also Journal Article in The Review of Economics and Statistics (1996)
1993
- Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (34)
1992
- Liquidity Effects and the Monetary Transmission Mechanism
NBER Working Papers, National Bureau of Economic Research, Inc View citations (284)
Also in Staff Report, Federal Reserve Bank of Minneapolis (1992) View citations (242)
See also Journal Article in American Economic Review (1992)
- Liquidity Effects, Monetary Policy, and the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (28) Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (38)
See also Journal Article in Journal of Money, Credit and Banking (1995)
1991
- Identification and the Liquidity Effect of a Monetary Policy Shock
NBER Working Papers, National Bureau of Economic Research, Inc View citations (78)
- Liquidity effects, monetary policy, and the business cycle (technical appendix)
Working Papers, Federal Reserve Bank of Minneapolis View citations (4)
1990
- Current real business cycle theories and aggregate labor market fluctuations
Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (22)
Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations (180)
See also Journal Article in American Economic Review (1992)
- Labor Hoarding and the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (194)
See also Journal Article in Journal of Political Economy (1993)
- Real Business Cycle Theory: Wisdom or Whimsy?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (4)
See also Journal Article in Journal of Economic Dynamics and Control (1991)
- The Output, Employment, and Interest Rate Effects of Government Consumption
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (35) Working Papers, Federal Reserve Bank of Minneapolis (1990) View citations (21) Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations (30)
See also Journal Article in Journal of Monetary Economics (1992)
- The permanent income hypothesis revisited
Staff Report, Federal Reserve Bank of Minneapolis View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations (5)
See also Journal Article in Econometrica (1991)
- Unit roots in real GNP: do we know, and do we care?
Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (60)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) View citations (47) Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) View citations (26)
See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1990)
1988
- Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
- Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article in American Economic Review (1989)
1987
- Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Journal of Business & Economic Statistics (1990)
- Temporal aggregation and structural inference in macroeconomics
Working Papers, Federal Reserve Bank of Minneapolis View citations (40)
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1986) View citations (13)
See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1987)
- Temporal aggregation and the stock adjustment model of inventories
Working Papers, Federal Reserve Bank of Minneapolis View citations (2)
1986
- A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in The Quarterly Journal of Economics (1988)
- A continuous time, general equilibrium, inventory-sales model
Working Papers, Federal Reserve Bank of Minneapolis 
Also in Working Papers, Federal Reserve Bank of Minneapolis (1985) View citations (1)
- Capital Accumulation and Annuities in an Adverse Selection Economy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
See also Journal Article in Journal of Political Economy (1987)
- Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
See also Chapter (1986)
Journal Articles
2022
- Inequality in Life and Death
IMF Economic Review, 2022, 70, (1), 68-104 View citations (2)
See also Working Paper (2021)
- State-Dependent Effects of Monetary Policy: The Refinancing Channel
American Economic Review, 2022, 112, (3), 721-61 View citations (10)
See also Working Paper (2020)
2021
- Editorial
NBER Macroeconomics Annual, 2021, 35, (1), xi - xvii
- Monetary Policy and the Predictability of Nominal Exchange Rates
Review of Economic Studies, 2021, 88, (1), 192-228 View citations (10)
See also Working Paper (2017)
- The Macroeconomics of Epidemics
(Economic activity and the spread of viral diseases: Evidence from high frequency data)
Review of Financial Studies, 2021, 34, (11), 5149-5187 View citations (94)
See also Working Paper (2020)
- Why is Unemployment so Countercyclical?
Review of Economic Dynamics, 2021, 41, 4-37 View citations (5)
See also Working Paper (2020)
2020
- BRIDGING THE COVID-19 RECESSION: THE DON PATINKIN LECTURE
Israel Economic Review, 2020, 18, (1), 81-90
- Editorial
NBER Macroeconomics Annual, 2020, 34, (1), xi - xviii
2019
- Editorial
NBER Macroeconomics Annual, 2019, 33, (1), xi - xvii
2018
- Editorial
NBER Macroeconomics Annual, 2018, 32, (1), xiii - xxi
- On DSGE Models
Journal of Economic Perspectives, 2018, 32, (3), 113-40 View citations (52)
See also Working Paper (2018)
- Understanding the Volatility of the Canadian Exchange Rate
C.D. Howe Institute Commentary, 2018, (502)
2017
- Editorial
NBER Macroeconomics Annual, 2017, 31, (1), xiii - xvii
2016
- Editorial
NBER Macroeconomics Annual, 2016, 30, (1), xi - xiv
- Understanding Booms and Busts in Housing Markets
Journal of Political Economy, 2016, 124, (4), 1088 - 1147 View citations (149)
See also Working Paper (2012)
- Unemployment and Business Cycles
Econometrica, 2016, 84, (4), 1523-1569 View citations (42)
Also in Econometrica, 2016, 84, 1523-1569 (2016) View citations (108)
See also Working Paper (2013)
- Valuation Risk and Asset Pricing
Journal of Finance, 2016, 71, (6), 2861-2904 View citations (62)
See also Working Paper (2012)
2015
- Comment
NBER Macroeconomics Annual, 2015, 29, (1), 129 - 145
- Long-run bulls and bears
Journal of Monetary Economics, 2015, 76, (S), S21-S36 View citations (23)
See also Working Paper (2015)
- Understanding the Great Recession
American Economic Journal: Macroeconomics, 2015, 7, (1), 110-67 View citations (248)
See also Working Paper (2014) Chapter (2013)
2014
- How Frequent Are Small Price Changes?
American Economic Journal: Macroeconomics, 2014, 6, (2), 137-55 View citations (52)
See also Working Paper (2012)
2012
- Comment
NBER Macroeconomics Annual, 2012, 26, (1), 49 - 60
2011
- Carry Trade and Momentum in Currency Markets
Annual Review of Financial Economics, 2011, 3, (1), 511-535 View citations (108)
See also Working Paper (2011)
- Do Peso Problems Explain the Returns to the Carry Trade?
Review of Financial Studies, 2011, 24, (3), 853-891 View citations (228)
See also Working Paper (2010)
- Firm-Specific Capital, Nominal Rigidities and the Business Cycle
Review of Economic Dynamics, 2011, 14, (2), 225-247 View citations (254)
See also Working Paper (2010) Working Paper (2005) Software Item (2010)
- Reference Prices, Costs, and Nominal Rigidities
American Economic Review, 2011, 101, (1), 234-62 View citations (193)
- When Is the Government Spending Multiplier Large?
Journal of Political Economy, 2011, 119, (1), 78 - 121 View citations (1413)
See also Working Paper (2010)
2009
- Understanding the Forward Premium Puzzle: A Microstructure Approach
American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 View citations (64)
See also Working Paper (2007)
2008
- Carry Trade: The Gains of Diversification
Journal of the European Economic Association, 2008, 6, (2-3), 581-588 View citations (44)
2007
- Estimating the frequency of price re-optimization in Calvo-style models
Journal of Monetary Economics, 2007, 54, (7), 2032-2047 View citations (117)
- Modeling exchange rate passthrough after large devaluations
Journal of Monetary Economics, 2007, 54, (2), 346-368 View citations (70)
See also Working Paper (2005)
- The Returns to Currency Speculation in Emerging Markets
American Economic Review, 2007, 97, (2), 333-338 View citations (109)
See also Working Paper (2007)
2006
- Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions
Journal of the European Economic Association, 2006, 4, (2-3), 475-483 View citations (22)
See also Working Paper (2005)
- Government finance in the wake of currency crises
Journal of Monetary Economics, 2006, 53, (3), 401-440 View citations (26)
See also Working Paper (2005)
- The importance of nontradable goods' prices in cyclical real exchange rate fluctuations
Japan and the World Economy, 2006, 18, (3), 247-253 View citations (33)
See also Working Paper (2005)
2005
- Fiscal Policy in the Aftermath of 9/11
Journal of Money, Credit and Banking, 2005, 37, (1), 1-22 View citations (42)
See also Working Paper (2004)
- Large Devaluations and the Real Exchange Rate
Journal of Political Economy, 2005, 113, (4), 742-784 View citations (346)
See also Working Paper (2004)
- Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
Journal of Political Economy, 2005, 113, (1), 1-45 View citations (5018)
Also in Proceedings, 2001, (Jun) (2001) View citations (313)
See also Working Paper (2001)
2004
- Fiscal shocks and their consequences
Journal of Economic Theory, 2004, 115, (1), 89-117 View citations (336)
See also Working Paper (2003)
- Government guarantees and self-fulfilling speculative attacks
Journal of Economic Theory, 2004, 119, (1), 31-63 View citations (84)
- The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
Journal of the European Economic Association, 2004, 2, (2-3), 381-395 View citations (123)
See also Working Paper (2004)
2003
- Testing the Calvo model of sticky prices
Economic Perspectives, 2003, 27, (Q II), 40-53 View citations (17)
2001
- Hedging and financial fragility in fixed exchange rate regimes
European Economic Review, 2001, 45, (7), 1151-1193 View citations (145)
See also Working Paper (1999)
- Prospective Deficits and the Asian Currency Crisis
Journal of Political Economy, 2001, 109, (6), 1155-1197 View citations (181)
See also Working Paper (1999)
2000
- Understanding the Korean and Thai currency crises
Economic Perspectives, 2000, 25, (Q III), 45-60 View citations (3)
1999
- The Research Agenda: Larry Christiano and Martin Eichenbaum write about their current research program on the monetary transmission mechanism
EconomicDynamics Newsletter, 1999, 1, (1) View citations (5)
- Understanding the Effects of a Shock to Government Purchases
Review of Economic Dynamics, 1999, 2, (1), 166-206 View citations (244)
See also Working Paper (1998)
1998
- Costly capital reallocation and the effects of government spending: A comment
Carnegie-Rochester Conference Series on Public Policy, 1998, 48, (1), 195-209 View citations (6)
- Expectation Traps and Discretion
Journal of Economic Theory, 1998, 81, (2), 462-492 View citations (116)
See also Working Paper (1996)
- How does an increase in government purchases affect economy?
Economic Perspectives, 1998, 22, (Q III), 29-43 View citations (2)
1997
- Dynamic effects of monetary policy; a conference sponsored by the Federal Reserve Bank of Cleveland, November 6-8, 1996
Proceedings, 1997, (Nov)
- Some Thoughts on Practical Stabilization Policy
American Economic Review, 1997, 87, (2), 236-39 View citations (48)
- Sticky price and limited participation models of money: A comparison
European Economic Review, 1997, 41, (6), 1201-1249 View citations (367)
See also Working Paper (1996)
1996
- Factor-Hoarding and the Propagation of Business-Cycle Shocks
American Economic Review, 1996, 86, (5), 1154-74 View citations (327)
See also Working Paper (1994)
- Sectoral Solow residuals
European Economic Review, 1996, 40, (3-5), 861-869 View citations (66)
See also Working Paper (1995)
- Small-Sample Properties of GMM-Based Wald Tests
Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations (49)
- Some comments on the role of econometrics in economic theory
Economic Perspectives, 1996, 20, (Jan), 22-31 View citations (5)
Also in Economic Journal, 1995, 105, (433), 1609-21 (1995) View citations (11)
- The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds
The Review of Economics and Statistics, 1996, 78, (1), 16-34 View citations (726)
Also in Proceedings, 1994, (Apr) (1994) View citations (39)
See also Working Paper (1994)
1995
- Inside Money, Outside Money, and Short-Term Interest Rates
Journal of Money, Credit and Banking, 1995, 27, (4), 1354-86 View citations (103)
Also in Proceedings, 1994, 1354-1401 (1994) View citations (16)
See also Working Paper (1995)
- Liquidity Effects, Monetary Policy, and the Business Cycle
Journal of Money, Credit and Banking, 1995, 27, (4), 1113-36 View citations (147)
See also Working Paper (1992)
- Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
The Quarterly Journal of Economics, 1995, 110, (4), 975-1009 View citations (653)
1993
- Interest rate smoothing in an equilibrium business cycle model
Proceedings, 1993, (Mar) View citations (4)
- Labor Hoarding and the Business Cycle
Journal of Political Economy, 1993, 101, (2), 245-73 View citations (323)
See also Working Paper (1990)
1992
- 'Interpreting the macroeconomic time series facts: The effects of monetary policy': by Christopher Sims
European Economic Review, 1992, 36, (5), 1001-1011 View citations (151)
- Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations
American Economic Review, 1992, 82, (3), 430-50 View citations (671)
See also Working Paper (1990)
- Liquidity Effects and the Monetary Transmission Mechanism
American Economic Review, 1992, 82, (2), 346-53 View citations (307)
See also Working Paper (1992)
- Liquidity effects, the monetary transmission mechanism, and monetary policy
Economic Perspectives, 1992, 16, (Nov), 2-14 View citations (71)
- The output, employment, and interest rate effects of government consumption
Journal of Monetary Economics, 1992, 30, (1), 73-86 View citations (169)
See also Working Paper (1990)
1991
- Real business-cycle theory: Wisdom or whimsy?
Journal of Economic Dynamics and Control, 1991, 15, (4), 607-626 View citations (44)
See also Working Paper (1990)
- Technology shocks and the business cycle
Economic Perspectives, 1991, 15, (Mar), 14-31
- The Permanent Income Hypothesis Revisited
Econometrica, 1991, 59, (2), 397-423 View citations (76)
See also Working Paper (1990)
1990
- Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
Journal of Business & Economic Statistics, 1990, 8, (1), 53-69 View citations (164)
See also Working Paper (1987)
- Unit roots in real GNP: Do we know, and do we care?
Carnegie-Rochester Conference Series on Public Policy, 1990, 32, (1), 7-61 View citations (130)
See also Working Paper (1990)
1989
- Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
American Economic Review, 1989, 79, (4), 853-64 View citations (115)
See also Working Paper (1988)
1988
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
The Quarterly Journal of Economics, 1988, 103, (1), 51-78 View citations (341)
See also Working Paper (1986)
1987
- Capital Accumulation and Annuities in an Adverse Selection Economy
Journal of Political Economy, 1987, 95, (2), 334-54 View citations (28)
See also Working Paper (1986)
- Temporal aggregation and structural inference in macroeconomics
Carnegie-Rochester Conference Series on Public Policy, 1987, 26, (1), 63-130 View citations (71)
See also Working Paper (1987)
1985
- A shred of evidence on public acceptance of privately issued currency
Quarterly Review, 1985, 9, (Win) View citations (1)
- The Distribution of Wealth and Welfare in the Presence of Incomplete Annuity Markets
The Quarterly Journal of Economics, 1985, 100, (3), 789-806 View citations (17)
- Uncertain lifetimes and the welfare enhancing properties of annuity markets and social security
Journal of Public Economics, 1985, 26, (3), 303-326 View citations (85)
- Vector autoregressions for causal inference? comment
Carnegie-Rochester Conference Series on Public Policy, 1985, 22, (1), 305-318 View citations (4)
1984
- Rational expectations and the smoothing properties of inventories of finished goods
Journal of Monetary Economics, 1984, 14, (1), 71-96 View citations (44)
1983
- A rational expectations equilibrium model of inventories of finished goods and employment
Journal of Monetary Economics, 1983, 12, (2), 259-277 View citations (16)
Books
2022
- NBER Macroeconomics Annual 2021, volume 36
NBER Books, National Bureau of Economic Research, Inc
2021
- NBER Macroeconomics Annual 2020, volume 35
NBER Books, National Bureau of Economic Research, Inc
2020
- NBER Macroeconomics Annual 2019, volume 34
NBER Books, National Bureau of Economic Research, Inc View citations (1)
2019
- NBER Macroeconomics Annual 2018, volume 33
NBER Books, National Bureau of Economic Research, Inc View citations (4)
2018
- NBER Macroeconomics Annual 2017, volume 32
NBER Books, National Bureau of Economic Research, Inc
2017
- NBER Macroeconomics Annual 2016, Volume 31
NBER Books, National Bureau of Economic Research, Inc View citations (57)
2016
- NBER Macroeconomics Annual 2015, Volume 30
NBER Books, National Bureau of Economic Research, Inc View citations (8)
Edited books
2022
- NBER Macroeconomics Annual 2021
National Bureau of Economic Research Books, University of Chicago Press
2021
- NBER Macroeconomics Annual 2020
National Bureau of Economic Research Books, University of Chicago Press
2020
- NBER Macroeconomics Annual 2019
National Bureau of Economic Research Books, University of Chicago Press View citations (5)
2019
- NBER Macroeconomics Annual 2018
National Bureau of Economic Research Books, University of Chicago Press View citations (9)
2018
- NBER Macroeconomics Annual 2017
National Bureau of Economic Research Books, University of Chicago Press View citations (14)
Undated
- NBER Macroeconomics Annual 2016
National Bureau of Economic Research Books, University of Chicago Press View citations (199)
Chapters
2022
- Editorial in "NBER Macroeconomics Annual 2022, volume 37"
A chapter in NBER Macroeconomics Annual 2022, volume 37, 2022, pp -11--5
2021
- Editorial in "NBER Macroeconomics Annual 2021, volume 36"
A chapter in NBER Macroeconomics Annual 2021, volume 36, 2021, pp -11--5
2020
- Editorial in "NBER Macroeconomics Annual 2020, volume 35"
A chapter in NBER Macroeconomics Annual 2020, volume 35, 2020
2019
- Editorial in "NBER Macroeconomics Annual 2019, volume 34"
A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019 View citations (1)
2018
- Lessons from the Quiet Zero Lower Bound
Chapter 3 in The Structural Foundations of Monetary Policy, 2018
2017
- Editorial in "NBER Macroeconomics Annual 2017, volume 32"
A chapter in NBER Macroeconomics Annual 2017, volume 32, 2017
2016
- Editorial in "NBER Macroeconomics Annual 2016, Volume 31"
A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016
2015
- Editorial in "NBER Macroeconomics Annual 2015, Volume 30"
A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp -5--8
2014
- Comment on "Quantifying the Lasting Harm to the US Economy from the Financial Crisis"
A chapter in NBER Macroeconomics Annual 2014, Volume 29, 2014, pp 129-145
2013
- Understanding the Great Recession
A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (5)
See also Journal Article in American Economic Journal: Macroeconomics (2015) Working Paper (2014)
2011
- Comment on "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing"
A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 49-60 View citations (1)
2007
- Assessing Structural VARs
A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 1-106 View citations (66)
See also Working Paper (2006)
2003
- On the Fiscal Implications of Twin Crises
A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-223 View citations (20)
See also Working Paper (2001)
1999
- Monetary policy shocks: What have we learned and to what end?
Chapter 02 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 65-148 View citations (2252)
See also Working Paper (1998)
1995
- Capital Utilization and Returns to Scale
A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 View citations (253)
See also Working Paper (1995)
1987
- Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles?
A chapter in NBER Macroeconomics Annual 1987, Volume 2, 1987, pp 317-321
1986
- Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles?
A chapter in NBER Macroeconomics Annual 1986, Volume 1, 1986, pp 91-146 View citations (63)
See also Working Paper (1986)
Software Items
2021
- Code and data files for "Why is Unemployment so Countercyclical?"
Computer Codes, Review of Economic Dynamics
2010
- Code files for "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
Computer Codes, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2011)
2001
- Matlab code for On the Fiscal Implications of Twin Crises
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|