EconPapers    
Economics at your fingertips  
 

Details about Martin Eichenbaum

E-mail:
Homepage:https://faculty.wcas.northwestern.edu/~yona/
Phone:847-491-8232
Postal address:Department of Economics Northwestern University 2211 Campus Drive Evanston, IL 60208-2600
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Economics, Northwestern University, (more information at EDIRC)

Access statistics for papers by Martin Eichenbaum.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pei4


Jump to Journal Articles Books Edited books Chapters Software Items

Working Papers

2024

  1. Slow Learning
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2022

  1. Epidemics in the Neoclassical and New-Keynesian Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (34)
  2. Expectations, Infections, and Economic Activity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (4)
  3. The Macroeconomics of Testing and Quarantining
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (40)

2021

  1. Fiscal Stimulus with Imperfect Expectations: Spending vs. Tax Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article Fiscal stimulus with imperfect expectations: Spending vs. tax policy, Journal of Economic Theory, Elsevier (2024) Downloads (2024)
  2. Inequality in Life and Death
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads

    See also Journal Article Inequality in Life and Death, IMF Economic Review, Palgrave Macmillan (2022) Downloads View citations (4) (2022)

2020

  1. Epidemics in the New Keynesian Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  2. State Dependent Effects of Monetary Policy: the Refinancing Channel
    Working Papers, Princeton University. Economics Department. Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (28)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (27)

    See also Journal Article State-Dependent Effects of Monetary Policy: The Refinancing Channel, American Economic Review, American Economic Association (2022) Downloads View citations (22) (2022)
  3. The Macroeconomics of Epidemics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (681)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (676)

    See also Journal Article The Macroeconomics of Epidemics, The Review of Financial Studies, Society for Financial Studies (2021) Downloads View citations (165) (2021)
  4. Why is Unemployment so Countercyclical?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article Why is Unemployment so Countercyclical?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) Downloads View citations (8) (2021)

2018

  1. Does the New Keynesian Model Have a Uniqueness Problem?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  2. On DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    See also Journal Article On DSGE Models, Journal of Economic Perspectives, American Economic Association (2018) Downloads View citations (52) (2018)

2017

  1. Monetary Policy and the Predictability of Nominal Exchange Rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (29)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (27)

    See also Journal Article Monetary Policy and the Predictability of Nominal Exchange Rates, The Review of Economic Studies, Review of Economic Studies Ltd (2021) Downloads View citations (21) (2021)

2015

  1. Long-run Bulls and Bears
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (26)

    See also Journal Article Long-run bulls and bears, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (26) (2015)

2014

  1. Understanding the Great Recession
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (17)

    See also Journal Article Understanding the Great Recession, American Economic Journal: Macroeconomics, American Economic Association (2015) Downloads View citations (270) (2015)
    Chapter Understanding the Great Recession, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (5) (2013)

2013

  1. Unemployment and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (15)

    See also Journal Article Unemployment and Business Cycles, Econometrica, Econometric Society (2016) Downloads View citations (118) (2016)

2012

  1. How Frequent Are Small Price Changes?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    See also Journal Article How Frequent Are Small Price Changes?, American Economic Journal: Macroeconomics, American Economic Association (2014) Downloads View citations (64) (2014)
  2. Understanding Booms and Busts in Housing Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (103)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (98)

    See also Journal Article Understanding Booms and Busts in Housing Markets, Journal of Political Economy, University of Chicago Press (2016) Downloads View citations (163) (2016)
  3. Valuation Risk and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (15)

    See also Journal Article Valuation Risk and Asset Pricing, Journal of Finance, American Finance Association (2016) Downloads View citations (77) (2016)

2011

  1. Carry Trade and Momentum in Currency Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (117)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (120)

    See also Journal Article Carry Trade and Momentum in Currency Markets, Annual Review of Financial Economics, Annual Reviews (2011) Downloads View citations (117) (2011)

2010

  1. Do Peso Problems Explain the Returns to the Carry Trade?
    Working Papers, Duke University, Department of Economics Downloads View citations (42)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (53)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (46)

    See also Journal Article Do Peso Problems Explain the Returns to the Carry Trade?, The Review of Financial Studies, Society for Financial Studies (2011) Downloads View citations (246) (2011)
  2. Firm-specific capital, nominal rigidities and the business cycle
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (128)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) Downloads View citations (39)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) Downloads View citations (111)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (244)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (196)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2004) Downloads View citations (104)

    See also Journal Article Firm-Specific Capital, Nominal Rigidities and the Business Cycle, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (265) (2011)
  3. 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) Downloads View citations (58)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (46)
  4. When is the government spending multiplier large?
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (245)

    See also Journal Article When Is the Government Spending Multiplier Large?, Journal of Political Economy, University of Chicago Press (2011) Downloads View citations (1485) (2011)

2007

  1. The Returns to Currency Speculation in Emerging Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (112)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (111)

    See also Journal Article The Returns to Currency Speculation in Emerging Markets, American Economic Review, American Economic Association (2007) Downloads View citations (112) (2007)
  2. Understanding the Forward Premium Puzzle: A Microstructure Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (17)

    See also Journal Article Understanding the Forward Premium Puzzle: A Microstructure Approach, American Economic Journal: Macroeconomics, American Economic Association (2009) Downloads View citations (67) (2009)

2006

  1. Assessing Structural VARs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (179)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (77)

    See also Chapter Assessing Structural VARs, NBER Chapters, National Bureau of Economic Research, Inc (2007) Downloads View citations (66) (2007)
  2. The Returns to Currency Speculation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (122)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (116)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (114)

2005

  1. 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.) Downloads View citations (4)
    See also Journal Article Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions, Journal of the European Economic Association, MIT Press (2006) Downloads View citations (23) (2006)
  2. Assessing the Usefulness of Structural Vector Autoregressions
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  3. Evaluating Models of Sticky Prices
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (6)
  4. Government Finance in the Wake of Currency Crises
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (18)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) Downloads View citations (17)

    See also Journal Article Government finance in the wake of currency crises, Journal of Monetary Economics, Elsevier (2006) Downloads View citations (28) (2006)
  5. Modeling Exchange Rate Passthrough After Large Devaluations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (12)

    See also Journal Article Modeling exchange rate passthrough after large devaluations, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (77) (2007)
  6. Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Online Appendices, Review of Economic Dynamics Downloads View citations (59)
    See also Journal Article Firm-Specific Capital, Nominal Rigidities and the Business Cycle, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (265) (2011)
  7. The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (19)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (23)

    See also Journal Article The importance of nontradable goods' prices in cyclical real exchange rate fluctuations, Japan and the World Economy, Elsevier (2006) Downloads View citations (41) (2006)

2004

  1. Evaluating the Calvo Model of Sticky Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (140)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2003) Downloads View citations (22)
  2. Fiscal Policy in the Aftermath of 9/11
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2004) Downloads View citations (7)

    See also Journal Article Fiscal Policy in the Aftermath of 9/11, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (43) (2005)
  3. Large Devaluations and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (37)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (22)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (21)

    See also Journal Article Large Devaluations and the Real Exchange Rate, Journal of Political Economy, University of Chicago Press (2005) Downloads View citations (361) (2005)
  4. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (136)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (18)

    See also Journal Article The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology, Journal of the European Economic Association, MIT Press (2004) Downloads View citations (129) (2004)

2003

  1. Fiscal Shocks and Their Consequences
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)
    See also Journal Article Fiscal shocks and their consequences, Journal of Economic Theory, Elsevier (2004) Downloads View citations (343) (2004)
  2. How do Canadian hours worked respond to a technology shock?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  3. What Happens After a Technology Shock?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (404)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (237)
  4. Why is Inflation so Low after Large Devaluations?
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies Downloads View citations (9)

2002

  1. Why Are Rates of Inflation So Low After Large Devaluations?
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (84)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (105)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (78)

2001

  1. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (504)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (447)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2001) Downloads View citations (527)

    See also Journal Article Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy, Journal of Political Economy, University of Chicago Press (2005) Downloads View citations (5324) (2005)
  2. On the Fiscal Implications of Twin Crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2001) Downloads View citations (7)
    Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (12)

    See also Chapter On the Fiscal Implications of Twin Crises, NBER Chapters, National Bureau of Economic Research, Inc (2003) Downloads View citations (20) (2003)

2000

  1. Assessing the Effects of Fiscal Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (17)
  2. Fiscal Shocks in an Efficiency Wage Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (7)
  3. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
  4. On the Fundamentals of Self-Fulfilling Speculative Attacks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (21)

1999

  1. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (15)
  2. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (73)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (70)

    See also Journal Article Hedging and financial fragility in fixed exchange rate regimes, European Economic Review, Elsevier (2001) Downloads View citations (146) (2001)
  3. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (19)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations (33)
    Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (49)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (36)

    See also Journal Article Prospective Deficits and the Asian Currency Crisis, Journal of Political Economy, University of Chicago Press (2001) Downloads View citations (185) (2001)

1998

  1. Modeling Money
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (73)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (7)
  2. Monetary Policy Shocks: What Have We Learned and to What End?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (595)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1997) View citations (39)

    See also Chapter Monetary policy shocks: What have we learned and to what end?, Handbook of Macroeconomics, Elsevier (1999) Downloads View citations (2430) (1999)
  3. Understanding the Effects of a Shock to Government Purchases
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (49)

    See also Journal Article Understanding the Effects of a Shock to Government Purchases, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (1999) Downloads View citations (248) (1999)

1996

  1. Expectation Traps and Discretion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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 Expectation Traps and Discretion, Journal of Economic Theory, Elsevier (1998) Downloads View citations (120) (1998)
  2. Sticky Price and Limited Participation Models of Money: A Comparison
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996) View citations (11)
    Staff Report, Federal Reserve Bank of Minneapolis (1996) Downloads View citations (68)

    See also Journal Article Sticky price and limited participation models of money: A comparison, European Economic Review, Elsevier (1997) Downloads View citations (369) (1997)

1995

  1. Capital Utilization and Returns to Scale
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (273)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations (278)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (281)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (236)

    See also Chapter Capital Utilization and Returns to Scale, NBER Chapters, National Bureau of Economic Research, Inc (1995) Downloads View citations (261) (1995)
  2. Inside Money, Outside Money and Short Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (106)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (67)

    See also Journal Article Inside Money, Outside Money, and Short-Term Interest Rates, Journal of Money, Credit and Banking, Blackwell Publishing (1995) Downloads View citations (104) (1995)
  3. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)

    See also Journal Article Sectoral Solow residuals, European Economic Review, Elsevier (1996) Downloads View citations (67) (1996)

1994

  1. Factor Hoarding and the Propagation of Business Cycles Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (33)
    See also Journal Article Factor-Hoarding and the Propagation of Business-Cycle Shocks, American Economic Review, American Economic Association (1996) Downloads View citations (328) (1996)
  2. Identification and the effects of monetary policy shocks
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (56)
  3. Small Sample Properties of Generalized Method of Moments Based Wald Tests
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (13)
  4. The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (87)
  5. The effects of monetary policy shocks: evidence from the Flow of Funds
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (97)
    See also Journal Article The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds, The Review of Economics and Statistics, MIT Press (1996) Downloads View citations (748) (1996)

1993

  1. Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (37)

1992

  1. Liquidity Effects and the Monetary Transmission Mechanism
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (287)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1992) Downloads View citations (277)

    See also Journal Article Liquidity Effects and the Monetary Transmission Mechanism, American Economic Review, American Economic Association (1992) View citations (312) (1992)
  2. Liquidity Effects, Monetary Policy, and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (38)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) Downloads View citations (39)

    See also Journal Article Liquidity Effects, Monetary Policy, and the Business Cycle, Journal of Money, Credit and Banking, Blackwell Publishing (1995) Downloads View citations (152) (1995)

1991

  1. Identification and the Liquidity Effect of a Monetary Policy Shock
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (78)
  2. Liquidity effects, monetary policy, and the business cycle (technical appendix)
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (4)

1990

  1. Current real business cycle theories and aggregate labor market fluctuations
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (182)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (27)

    See also Journal Article Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations, American Economic Review, American Economic Association (1992) Downloads View citations (676) (1992)
  2. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (194)
    See also Journal Article Labor Hoarding and the Business Cycle, Journal of Political Economy, University of Chicago Press (1993) Downloads View citations (326) (1993)
  3. Real Business Cycle Theory: Wisdom or Whimsy?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (7)

    See also Journal Article Real business-cycle theory: Wisdom or whimsy?, Journal of Economic Dynamics and Control, Elsevier (1991) Downloads View citations (45) (1991)
  4. The Output, Employment, and Interest Rate Effects of Government Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1990) View citations (40)
    Working Papers, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (21)
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (31)

    See also Journal Article The output, employment, and interest rate effects of government consumption, Journal of Monetary Economics, Elsevier (1992) Downloads View citations (172) (1992)
  5. The permanent income hypothesis revisited
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (5)

    See also Journal Article The Permanent Income Hypothesis Revisited, Econometrica, Econometric Society (1991) Downloads View citations (77) (1991)
  6. 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 Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) Downloads View citations (31)
    NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (48)

    See also Journal Article Unit roots in real GNP: Do we know, and do we care?, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1990) Downloads View citations (130) (1990)

1988

  1. 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 Downloads View citations (22)
  2. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment, American Economic Review, American Economic Association (1989) Downloads View citations (116) (1989)

1987

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data, Journal of Business & Economic Statistics, American Statistical Association (1990) View citations (169) (1990)
  2. Temporal aggregation and structural inference in macroeconomics
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (40)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (14)

    See also Journal Article Temporal aggregation and structural inference in macroeconomics, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1987) Downloads View citations (76) (1987)
  3. Temporal aggregation and the stock adjustment model of inventories
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (2)

1986

  1. A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty, The Quarterly Journal of Economics, President and Fellows of Harvard College (1988) Downloads View citations (351) (1988)
  2. A continuous time, general equilibrium, inventory-sales model
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    Also in Working Papers, Federal Reserve Bank of Minneapolis (1985) Downloads View citations (1)
  3. Capital Accumulation and Annuities in an Adverse Selection Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article Capital Accumulation and Annuities in an Adverse Selection Economy, Journal of Political Economy, University of Chicago Press (1987) Downloads View citations (28) (1987)
  4. Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (62)
    See also Chapter Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles?, NBER Chapters, National Bureau of Economic Research, Inc (1986) Downloads View citations (63) (1986)

Journal Articles

2024

  1. Editorial
    NBER Macroeconomics Annual, 2024, 38, (1), xi - xviii Downloads
  2. Fiscal stimulus with imperfect expectations: Spending vs. tax policy
    Journal of Economic Theory, 2024, 217, (C) Downloads
    See also Working Paper Fiscal Stimulus with Imperfect Expectations: Spending vs. Tax Policy, NBER Working Papers (2021) Downloads View citations (5) (2021)

2023

  1. Editorial
    NBER Macroeconomics Annual, 2023, 37, (1), xi - xvii Downloads
  2. On the limits of rational expectations for policy analysis
    Canadian Journal of Economics/Revue canadienne d'économique, 2023, 56, (4), 1221-1237 Downloads

2022

  1. Editorial
    NBER Macroeconomics Annual, 2022, 36, (1), xi - xvii Downloads
  2. Inequality in Life and Death
    IMF Economic Review, 2022, 70, (1), 68-104 Downloads View citations (4)
    See also Working Paper Inequality in Life and Death, NBER Working Papers (2021) Downloads View citations (6) (2021)
  3. State-Dependent Effects of Monetary Policy: The Refinancing Channel
    American Economic Review, 2022, 112, (3), 721-61 Downloads View citations (22)
    See also Working Paper State Dependent Effects of Monetary Policy: the Refinancing Channel, Working Papers (2020) Downloads View citations (1) (2020)

2021

  1. Editorial
    NBER Macroeconomics Annual, 2021, 35, (1), xi - xvii Downloads
  2. Monetary Policy and the Predictability of Nominal Exchange Rates
    The Review of Economic Studies, 2021, 88, (1), 192-228 Downloads View citations (21)
    See also Working Paper Monetary Policy and the Predictability of Nominal Exchange Rates, Finance and Economics Discussion Series (2017) Downloads View citations (15) (2017)
  3. The Macroeconomics of Epidemics
    (Economic activity and the spread of viral diseases: Evidence from high frequency data)
    The Review of Financial Studies, 2021, 34, (11), 5149-5187 Downloads View citations (165)
    See also Working Paper The Macroeconomics of Epidemics, CEPR Discussion Papers (2020) Downloads View citations (681) (2020)
  4. Why is Unemployment so Countercyclical?
    Review of Economic Dynamics, 2021, 41, 4-37 Downloads View citations (8)
    See also Working Paper Why is Unemployment so Countercyclical?, NBER Working Papers (2020) Downloads View citations (3) (2020)

2020

  1. BRIDGING THE COVID-19 RECESSION: THE DON PATINKIN LECTURE
    Israel Economic Review, 2020, 18, (1), 81-90 Downloads
  2. Editorial
    NBER Macroeconomics Annual, 2020, 34, (1), xi - xviii Downloads

2019

  1. Editorial
    NBER Macroeconomics Annual, 2019, 33, (1), xi - xvii Downloads

2018

  1. Editorial
    NBER Macroeconomics Annual, 2018, 32, (1), xiii - xxi Downloads
  2. On DSGE Models
    Journal of Economic Perspectives, 2018, 32, (3), 113-40 Downloads View citations (52)
    See also Working Paper On DSGE Models, NBER Working Papers (2018) Downloads View citations (52) (2018)
  3. Understanding the Volatility of the Canadian Exchange Rate
    C.D. Howe Institute Commentary, 2018, (502) Downloads View citations (1)

2017

  1. Editorial
    NBER Macroeconomics Annual, 2017, 31, (1), xiii - xvii Downloads

2016

  1. Editorial
    NBER Macroeconomics Annual, 2016, 30, (1), xi - xiv Downloads
  2. Understanding Booms and Busts in Housing Markets
    Journal of Political Economy, 2016, 124, (4), 1088 - 1147 Downloads View citations (163)
    See also Working Paper Understanding Booms and Busts in Housing Markets, 2012 Meeting Papers (2012) Downloads View citations (5) (2012)
  3. Unemployment and Business Cycles
    Econometrica, 2016, 84, 1523-1569 Downloads View citations (118)
    Also in Econometrica, 2016, 84, (4), 1523-1569 (2016) Downloads View citations (51)

    See also Working Paper Unemployment and Business Cycles, NBER Working Papers (2013) Downloads View citations (43) (2013)
  4. Valuation Risk and Asset Pricing
    Journal of Finance, 2016, 71, (6), 2861-2904 Downloads View citations (77)
    See also Working Paper Valuation Risk and Asset Pricing, CEPR Discussion Papers (2012) Downloads View citations (14) (2012)

2015

  1. Comment
    NBER Macroeconomics Annual, 2015, 29, (1), 129 - 145 Downloads
  2. Long-run bulls and bears
    Journal of Monetary Economics, 2015, 76, (S), S21-S36 Downloads View citations (26)
    See also Working Paper Long-run Bulls and Bears, NBER Working Papers (2015) Downloads View citations (26) (2015)
  3. Understanding the Great Recession
    American Economic Journal: Macroeconomics, 2015, 7, (1), 110-67 Downloads View citations (270)
    See also Working Paper Understanding the Great Recession, NBER Working Papers (2014) Downloads View citations (41) (2014)
    Chapter Understanding the Great Recession, NBER Chapters, 2013 (2013) View citations (5) (2013)

2014

  1. How Frequent Are Small Price Changes?
    American Economic Journal: Macroeconomics, 2014, 6, (2), 137-55 Downloads View citations (64)
    See also Working Paper How Frequent Are Small Price Changes?, NBER Working Papers (2012) Downloads View citations (56) (2012)

2012

  1. Comment
    NBER Macroeconomics Annual, 2012, 26, (1), 49 - 60 Downloads

2011

  1. Carry Trade and Momentum in Currency Markets
    Annual Review of Financial Economics, 2011, 3, (1), 511-535 Downloads View citations (117)
    See also Working Paper Carry Trade and Momentum in Currency Markets, CEPR Discussion Papers (2011) Downloads View citations (117) (2011)
  2. Do Peso Problems Explain the Returns to the Carry Trade?
    The Review of Financial Studies, 2011, 24, (3), 853-891 Downloads View citations (246)
    See also Working Paper Do Peso Problems Explain the Returns to the Carry Trade?, Working Papers (2010) Downloads View citations (42) (2010)
  3. Firm-Specific Capital, Nominal Rigidities and the Business Cycle
    Review of Economic Dynamics, 2011, 14, (2), 225-247 Downloads View citations (265)
    See also Software Item Code files for "Firm-Specific Capital, Nominal Rigidities and the Business Cycle", Computer Codes (2010) Downloads (2010)
    Working Paper Firm-specific capital, nominal rigidities and the business cycle, International Finance Discussion Papers (2010) Downloads View citations (128) (2010)
    Working Paper Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle", Online Appendices (2005) Downloads View citations (59) (2005)
  4. Reference Prices, Costs, and Nominal Rigidities
    American Economic Review, 2011, 101, (1), 234-62 Downloads View citations (218)
  5. When Is the Government Spending Multiplier Large?
    Journal of Political Economy, 2011, 119, (1), 78 - 121 Downloads View citations (1485)
    See also Working Paper When is the government spending multiplier large?, FRB Atlanta CQER Working Paper (2010) Downloads View citations (15) (2010)

2009

  1. Understanding the Forward Premium Puzzle: A Microstructure Approach
    American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 Downloads View citations (67)
    See also Working Paper Understanding the Forward Premium Puzzle: A Microstructure Approach, NBER Working Papers (2007) Downloads View citations (20) (2007)

2008

  1. Carry Trade: The Gains of Diversification
    Journal of the European Economic Association, 2008, 6, (2-3), 581-588 Downloads View citations (46)

2007

  1. Estimating the frequency of price re-optimization in Calvo-style models
    Journal of Monetary Economics, 2007, 54, (7), 2032-2047 Downloads View citations (121)
  2. Modeling exchange rate passthrough after large devaluations
    Journal of Monetary Economics, 2007, 54, (2), 346-368 Downloads View citations (77)
    See also Working Paper Modeling Exchange Rate Passthrough After Large Devaluations, CEPR Discussion Papers (2005) Downloads View citations (11) (2005)
  3. The Returns to Currency Speculation in Emerging Markets
    American Economic Review, 2007, 97, (2), 333-338 Downloads View citations (112)
    See also Working Paper The Returns to Currency Speculation in Emerging Markets, NBER Working Papers (2007) Downloads View citations (112) (2007)

2006

  1. Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions
    Journal of the European Economic Association, 2006, 4, (2-3), 475-483 Downloads View citations (23)
    See also Working Paper Alternative procedures for estimating vector autoregressions identified with long-run restrictions, International Finance Discussion Papers (2005) Downloads View citations (4) (2005)
  2. Government finance in the wake of currency crises
    Journal of Monetary Economics, 2006, 53, (3), 401-440 Downloads View citations (28)
    See also Working Paper Government Finance in the Wake of Currency Crises, 2005 Meeting Papers (2005) Downloads View citations (1) (2005)
  3. The importance of nontradable goods' prices in cyclical real exchange rate fluctuations
    Japan and the World Economy, 2006, 18, (3), 247-253 Downloads View citations (41)
    See also Working Paper The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations, RCER Working Papers (2005) Downloads View citations (23) (2005)

2005

  1. Fiscal Policy in the Aftermath of 9/11
    Journal of Money, Credit and Banking, 2005, 37, (1), 1-22 View citations (43)
    See also Working Paper Fiscal Policy in the Aftermath of 9/11, NBER Working Papers (2004) Downloads View citations (8) (2004)
  2. Large Devaluations and the Real Exchange Rate
    Journal of Political Economy, 2005, 113, (4), 742-784 Downloads View citations (361)
    See also Working Paper Large Devaluations and the Real Exchange Rate, CEPR Discussion Papers (2004) Downloads View citations (21) (2004)
  3. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    Journal of Political Economy, 2005, 113, (1), 1-45 Downloads View citations (5324)
    Also in Proceedings, 2001, (Jun) (2001) Downloads View citations (313)

    See also Working Paper Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy, NBER Working Papers (2001) Downloads View citations (504) (2001)

2004

  1. Fiscal shocks and their consequences
    Journal of Economic Theory, 2004, 115, (1), 89-117 Downloads View citations (343)
    See also Working Paper Fiscal Shocks and Their Consequences, NBER Working Papers (2003) Downloads View citations (57) (2003)
  2. Government guarantees and self-fulfilling speculative attacks
    Journal of Economic Theory, 2004, 119, (1), 31-63 Downloads View citations (86)
  3. 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 Downloads View citations (129)
    See also Working Paper The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology, NBER Working Papers (2004) Downloads View citations (136) (2004)

2003

  1. Testing the Calvo model of sticky prices
    Economic Perspectives, 2003, 27, (Q II), 40-53 Downloads View citations (17)

2001

  1. Hedging and financial fragility in fixed exchange rate regimes
    European Economic Review, 2001, 45, (7), 1151-1193 Downloads View citations (146)
    See also Working Paper Hedging and Financial Fragility in Fixed Exchange Rate Regimes, NBER Working Papers (1999) Downloads View citations (67) (1999)
  2. Prospective Deficits and the Asian Currency Crisis
    Journal of Political Economy, 2001, 109, (6), 1155-1197 Downloads View citations (185)
    See also Working Paper Prospective deficits and the asian currency crisis, Policy Research Working Paper Series (1999) Downloads View citations (12) (1999)

2000

  1. Understanding the Korean and Thai currency crises
    Economic Perspectives, 2000, 25, (Q III), 45-60 Downloads View citations (3)

1999

  1. The Research Agenda: Larry Christiano and Martin Eichenbaum write about their current research program on the monetary transmission mechanism
    EconomicDynamics Newsletter, 1999, 1, (1) Downloads View citations (6)
  2. Understanding the Effects of a Shock to Government Purchases
    Review of Economic Dynamics, 1999, 2, (1), 166-206 Downloads View citations (248)
    See also Working Paper Understanding the Effects of a Shock to Government Purchases, NBER Working Papers (1998) Downloads View citations (23) (1998)

1998

  1. Costly capital reallocation and the effects of government spending: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1998, 48, (1), 195-209 Downloads View citations (7)
  2. Expectation Traps and Discretion
    Journal of Economic Theory, 1998, 81, (2), 462-492 Downloads View citations (120)
    See also Working Paper Expectation Traps and Discretion, NBER Working Papers (1996) Downloads View citations (47) (1996)
  3. How does an increase in government purchases affect economy?
    Economic Perspectives, 1998, 22, (Q III), 29-43 Downloads View citations (2)

1997

  1. Dynamic effects of monetary policy; a conference sponsored by the Federal Reserve Bank of Cleveland, November 6-8, 1996
    Proceedings, 1997, (Nov)
  2. Some Thoughts on Practical Stabilization Policy
    American Economic Review, 1997, 87, (2), 236-39 Downloads View citations (49)
  3. Sticky price and limited participation models of money: A comparison
    European Economic Review, 1997, 41, (6), 1201-1249 Downloads View citations (369)
    See also Working Paper Sticky Price and Limited Participation Models of Money: A Comparison, NBER Working Papers (1996) Downloads View citations (26) (1996)

1996

  1. Factor-Hoarding and the Propagation of Business-Cycle Shocks
    American Economic Review, 1996, 86, (5), 1154-74 Downloads View citations (328)
    See also Working Paper Factor Hoarding and the Propagation of Business Cycles Shocks, NBER Working Papers (1994) Downloads View citations (33) (1994)
  2. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 Downloads View citations (67)
    See also Working Paper Sectoral Solow Residuals, NBER Working Papers (1995) Downloads View citations (5) (1995)
  3. Small-Sample Properties of GMM-Based Wald Tests
    Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations (52)
  4. Some comments on the role of econometrics in economic theory
    Economic Perspectives, 1996, 20, (Jan), 22-31 Downloads View citations (5)
    Also in Economic Journal, 1995, 105, (433), 1609-21 (1995) Downloads View citations (11)
  5. The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds
    The Review of Economics and Statistics, 1996, 78, (1), 16-34 Downloads View citations (748)
    Also in Proceedings, 1994, (Apr) (1994) View citations (39)

    See also Working Paper The effects of monetary policy shocks: evidence from the Flow of Funds, Working Paper Series, Macroeconomic Issues (1994) View citations (97) (1994)

1995

  1. Inside Money, Outside Money, and Short-Term Interest Rates
    Journal of Money, Credit and Banking, 1995, 27, (4), 1354-86 Downloads View citations (104)
    Also in Proceedings, 1994, 1354-1401 (1994) View citations (16)

    See also Working Paper Inside Money, Outside Money and Short Term Interest Rates, NBER Working Papers (1995) Downloads View citations (106) (1995)
  2. Liquidity Effects, Monetary Policy, and the Business Cycle
    Journal of Money, Credit and Banking, 1995, 27, (4), 1113-36 Downloads View citations (152)
    See also Working Paper Liquidity Effects, Monetary Policy, and the Business Cycle, NBER Working Papers (1992) Downloads View citations (43) (1992)
  3. Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
    The Quarterly Journal of Economics, 1995, 110, (4), 975-1009 Downloads View citations (733)

1993

  1. Interest rate smoothing in an equilibrium business cycle model
    Proceedings, 1993, (Mar) View citations (4)
  2. Labor Hoarding and the Business Cycle
    Journal of Political Economy, 1993, 101, (2), 245-73 Downloads View citations (326)
    See also Working Paper Labor Hoarding and the Business Cycle, NBER Working Papers (1990) Downloads View citations (194) (1990)

1992

  1. 'Interpreting the macroeconomic time series facts: The effects of monetary policy': by Christopher Sims
    European Economic Review, 1992, 36, (5), 1001-1011 Downloads View citations (153)
  2. Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations
    American Economic Review, 1992, 82, (3), 430-50 Downloads View citations (676)
    See also Working Paper Current real business cycle theories and aggregate labor market fluctuations, Discussion Paper / Institute for Empirical Macroeconomics (1990) Downloads View citations (182) (1990)
  3. Liquidity Effects and the Monetary Transmission Mechanism
    American Economic Review, 1992, 82, (2), 346-53 View citations (312)
    See also Working Paper Liquidity Effects and the Monetary Transmission Mechanism, NBER Working Papers (1992) Downloads View citations (287) (1992)
  4. Liquidity effects, the monetary transmission mechanism, and monetary policy
    Economic Perspectives, 1992, 16, (Nov), 2-14 Downloads View citations (74)
  5. The output, employment, and interest rate effects of government consumption
    Journal of Monetary Economics, 1992, 30, (1), 73-86 Downloads View citations (172)
    See also Working Paper The Output, Employment, and Interest Rate Effects of Government Consumption, NBER Working Papers (1990) Downloads View citations (28) (1990)

1991

  1. Real business-cycle theory: Wisdom or whimsy?
    Journal of Economic Dynamics and Control, 1991, 15, (4), 607-626 Downloads View citations (45)
    See also Working Paper Real Business Cycle Theory: Wisdom or Whimsy?, NBER Working Papers (1990) Downloads View citations (7) (1990)
  2. Technology shocks and the business cycle
    Economic Perspectives, 1991, 15, (Mar), 14-31 Downloads View citations (2)
  3. The Permanent Income Hypothesis Revisited
    Econometrica, 1991, 59, (2), 397-423 Downloads View citations (77)
    See also Working Paper The permanent income hypothesis revisited, Staff Report (1990) Downloads View citations (1) (1990)

1990

  1. Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
    Journal of Business & Economic Statistics, 1990, 8, (1), 53-69 View citations (169)
    See also Working Paper Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data, NBER Working Papers (1987) Downloads View citations (6) (1987)
  2. Unit roots in real GNP: Do we know, and do we care?
    Carnegie-Rochester Conference Series on Public Policy, 1990, 32, (1), 7-61 Downloads View citations (130)
    See also Working Paper Unit roots in real GNP: do we know, and do we care?, Working Paper Series, Macroeconomic Issues (1990) View citations (60) (1990)

1989

  1. Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment
    American Economic Review, 1989, 79, (4), 853-64 Downloads View citations (116)
    See also Working Paper Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment, NBER Working Papers (1988) Downloads View citations (8) (1988)

1988

  1. 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 Downloads View citations (351)
    See also Working Paper A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty, NBER Working Papers (1986) Downloads View citations (3) (1986)

1987

  1. Capital Accumulation and Annuities in an Adverse Selection Economy
    Journal of Political Economy, 1987, 95, (2), 334-54 Downloads View citations (28)
    See also Working Paper Capital Accumulation and Annuities in an Adverse Selection Economy, NBER Working Papers (1986) Downloads View citations (18) (1986)
  2. Temporal aggregation and structural inference in macroeconomics
    Carnegie-Rochester Conference Series on Public Policy, 1987, 26, (1), 63-130 Downloads View citations (76)
    See also Working Paper Temporal aggregation and structural inference in macroeconomics, Working Papers (1987) Downloads View citations (40) (1987)

1985

  1. A shred of evidence on public acceptance of privately issued currency
    Quarterly Review, 1985, 9, (Win) Downloads View citations (2)
  2. The Distribution of Wealth and Welfare in the Presence of Incomplete Annuity Markets
    The Quarterly Journal of Economics, 1985, 100, (3), 789-806 Downloads View citations (17)
  3. Uncertain lifetimes and the welfare enhancing properties of annuity markets and social security
    Journal of Public Economics, 1985, 26, (3), 303-326 Downloads View citations (87)
  4. Vector autoregressions for causal inference? comment
    Carnegie-Rochester Conference Series on Public Policy, 1985, 22, (1), 305-318 Downloads View citations (5)

1984

  1. Rational expectations and the smoothing properties of inventories of finished goods
    Journal of Monetary Economics, 1984, 14, (1), 71-96 Downloads View citations (44)

1983

  1. A rational expectations equilibrium model of inventories of finished goods and employment
    Journal of Monetary Economics, 1983, 12, (2), 259-277 Downloads View citations (16)

Books

2024

  1. NBER Macroeconomics Annual 2023, volume 38
    NBER Books, National Bureau of Economic Research, Inc

2023

  1. NBER Macroeconomics Annual 2022, volume 37
    NBER Books, National Bureau of Economic Research, Inc

2022

  1. NBER Macroeconomics Annual 2021, volume 36
    NBER Books, National Bureau of Economic Research, Inc

2021

  1. NBER Macroeconomics Annual 2020, volume 35
    NBER Books, National Bureau of Economic Research, Inc

2020

  1. NBER Macroeconomics Annual 2019, volume 34
    NBER Books, National Bureau of Economic Research, Inc View citations (1)

2019

  1. NBER Macroeconomics Annual 2018, volume 33
    NBER Books, National Bureau of Economic Research, Inc View citations (4)

2018

  1. NBER Macroeconomics Annual 2017, volume 32
    NBER Books, National Bureau of Economic Research, Inc

2017

  1. NBER Macroeconomics Annual 2016, Volume 31
    NBER Books, National Bureau of Economic Research, Inc View citations (57)

2016

  1. NBER Macroeconomics Annual 2015, Volume 30
    NBER Books, National Bureau of Economic Research, Inc View citations (8)

Edited books

2024

  1. NBER Macroeconomics Annual, 2023
    National Bureau of Economic Research Books, University of Chicago Press

2023

  1. NBER Macroeconomics Annual, 2022
    National Bureau of Economic Research Books, University of Chicago Press

2022

  1. NBER Macroeconomics Annual 2021
    National Bureau of Economic Research Books, University of Chicago Press

2021

  1. NBER Macroeconomics Annual 2020
    National Bureau of Economic Research Books, University of Chicago Press

2020

  1. NBER Macroeconomics Annual 2019
    National Bureau of Economic Research Books, University of Chicago Press View citations (5)

2019

  1. NBER Macroeconomics Annual 2018
    National Bureau of Economic Research Books, University of Chicago Press View citations (9)

2018

  1. NBER Macroeconomics Annual 2017
    National Bureau of Economic Research Books, University of Chicago Press View citations (14)

2017

  1. NBER Macroeconomics Annual 2016
    National Bureau of Economic Research Books, University of Chicago Press View citations (3)

2016

  1. NBER Macroeconomics Annual 2015
    National Bureau of Economic Research Books, University of Chicago Press View citations (2)

Undated

  1. NBER Macroeconomics Annual 2016
    National Bureau of Economic Research Books, University of Chicago Press View citations (199)

Chapters

2023

  1. Editorial in "NBER Macroeconomics Annual 2023, volume 38"
    A chapter in NBER Macroeconomics Annual 2023, volume 38, 2023 Downloads

2022

  1. Editorial in "NBER Macroeconomics Annual 2022, volume 37"
    A chapter in NBER Macroeconomics Annual 2022, volume 37, 2022, pp -11--5 Downloads

2021

  1. Editorial in "NBER Macroeconomics Annual 2021, volume 36"
    A chapter in NBER Macroeconomics Annual 2021, volume 36, 2021, pp -11--5

2020

  1. Editorial in "NBER Macroeconomics Annual 2020, volume 35"
    A chapter in NBER Macroeconomics Annual 2020, volume 35, 2020 Downloads

2019

  1. Editorial in "NBER Macroeconomics Annual 2019, volume 34"
    A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019 Downloads View citations (1)

2018

  1. Lessons from the Quiet Zero Lower Bound
    Chapter 3 in The Structural Foundations of Monetary Policy, 2018 Downloads

2017

  1. Editorial in "NBER Macroeconomics Annual 2017, volume 32"
    A chapter in NBER Macroeconomics Annual 2017, volume 32, 2017

2016

  1. Editorial in "NBER Macroeconomics Annual 2016, Volume 31"
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016

2015

  1. Editorial in "NBER Macroeconomics Annual 2015, Volume 30"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp -5--8 Downloads

2014

  1. 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 Downloads

2013

  1. Understanding the Great Recession
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (5)
    See also Journal Article Understanding the Great Recession, American Economic Association (2015) Downloads View citations (270) (2015)
    Working Paper Understanding the Great Recession, National Bureau of Economic Research, Inc (2014) Downloads View citations (41) (2014)

2011

  1. Comment on "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing"
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 49-60 Downloads View citations (1)

2007

  1. Assessing Structural VARs
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 1-106 Downloads View citations (66)
    See also Working Paper Assessing Structural VARs, National Bureau of Economic Research, Inc (2006) Downloads View citations (179) (2006)

2003

  1. On the Fiscal Implications of Twin Crises
    A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-223 Downloads View citations (20)
    See also Working Paper On the Fiscal Implications of Twin Crises, C.E.P.R. Discussion Papers (2001) Downloads View citations (8) (2001)

1999

  1. 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 Downloads View citations (2430)
    See also Working Paper Monetary Policy Shocks: What Have We Learned and to What End?, National Bureau of Economic Research, Inc (1998) Downloads View citations (595) (1998)

1995

  1. Capital Utilization and Returns to Scale
    A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 Downloads View citations (261)
    See also Working Paper Capital Utilization and Returns to Scale, National Bureau of Economic Research, Inc (1995) Downloads View citations (273) (1995)

1987

  1. 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 Downloads

1986

  1. Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles?
    A chapter in NBER Macroeconomics Annual 1986, Volume 1, 1986, pp 91-146 Downloads View citations (63)
    See also Working Paper Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?, National Bureau of Economic Research, Inc (1986) Downloads View citations (62) (1986)

Software Items

2021

  1. Code and data files for "Why is Unemployment so Countercyclical?"
    Computer Codes, Review of Economic Dynamics Downloads

2010

  1. Code files for "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Firm-Specific Capital, Nominal Rigidities and the Business Cycle, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (265) (2011)

2001

  1. Matlab code for On the Fiscal Implications of Twin Crises
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2024-07-17