Details about Francois Gourio
Access statistics for papers by Francois Gourio.
Last updated 2025-02-17. Update your information in the RePEc Author Service.
Short-id: pgo158
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Working Papers
2024
- Downward Nominal Rigidities and Bond Premia
Working Paper Series, Federal Reserve Bank of Chicago
2022
- Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
Also in Staff Reports, Federal Reserve Bank of New York (2022) View citations (4)
2020
- Adaptation and the Cost of Rising Temperature for the U.S. Economy
Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (1)
- Risk Premia at the ZLB: A Macroeconomic Interpretation
Working Paper Series, Federal Reserve Bank of Chicago View citations (13)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (13) 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (28)
2018
- Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc View citations (79)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2018) View citations (68)
See also Journal Article Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2018) View citations (101) (2018)
- Weather Shocks and Climate Change
2018 Meeting Papers, Society for Economic Dynamics View citations (1)
2017
- Accounting for Medium-run Macro-finance Trends
2017 Meeting Papers, Society for Economic Dynamics
- The Cross-Section of Labor Leverage and Equity Returns
Working Paper Series, Federal Reserve Bank of Chicago View citations (3)
Also in Working Papers, U.S. Census Bureau, Center for Economic Studies (2017) 
See also Journal Article The cross-section of labor leverage and equity returns, Journal of Financial Economics, Elsevier (2019) View citations (46) (2019)
- The Tradeoffs in Leaning Against the Wind
Working Paper Series, Federal Reserve Bank of Chicago View citations (10)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (16)
See also Journal Article The Trade offs in Leaning Against the Wind, IMF Economic Review, Palgrave Macmillan (2018) View citations (44) (2018)
2016
- A Missing Generation of Firms? Aggregate Effects of the Decline in New Business Formation
2016 Meeting Papers, Society for Economic Dynamics View citations (8)
- Firm Entry and Macroeconomic Dynamics: A State-level Analysis
Working Paper Series, Federal Reserve Bank of Chicago View citations (46)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016) View citations (37)
See also Journal Article Firm Entry and Macroeconomic Dynamics: A State-Level Analysis, American Economic Review, American Economic Association (2016) View citations (53) (2016)
2015
- Debt Covenants and Macroeconomic Dynamics
2015 Meeting Papers, Society for Economic Dynamics
- Risk Management for Monetary Policy Near the Zero Lower Bound
Working Paper Series, Federal Reserve Bank of Chicago View citations (67)
See also Journal Article Risk Management for Monetary Policy Near the Zero Lower Bound, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2015) View citations (104) (2015)
- Risk Management for Monetary Policy at the Zero Lower Bound
2015 Meeting Papers, Society for Economic Dynamics View citations (92)
- Uncertainty and International Capital Flows
2015 Meeting Papers, Society for Economic Dynamics View citations (37)
2014
- Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2014) View citations (19)
See also Journal Article Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?, American Economic Review, American Economic Association (2014) View citations (20) (2014)
- Financial Distress and Endogenous Uncertainty
2014 Meeting Papers, Society for Economic Dynamics View citations (13)
Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
2013
- Size-Dependent Regulations, Firm Size Distribution, and Reallocation
2013 Meeting Papers, Society for Economic Dynamics View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (12) Working Paper Series, Federal Reserve Bank of Chicago (2013) View citations (34)
See also Journal Article Size‐dependent regulations, firm size distribution, and reallocation, Quantitative Economics, Econometric Society (2014) View citations (61) (2014)
2012
- Credit risk and disaster risk
Working Paper Series, Federal Reserve Bank of Chicago View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (9) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (9) 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
See also Journal Article Credit Risk and Disaster Risk, American Economic Journal: Macroeconomics, American Economic Association (2013) View citations (115) (2013)
- Macroeconomic implications of time-varying risk premia
Working Paper Series, European Central Bank
2011
- Customer Capital
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)
See also Journal Article Customer Capital, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (31) (2014)
- Customer capital and the business cycle
2011 Meeting Papers, Society for Economic Dynamics View citations (1)
- International Risk Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
See also Journal Article International risk cycles, Journal of International Economics, Elsevier (2013) View citations (119) (2013)
2010
- International Disaster Risk, Business Cycles, and Exchange Rates
2010 Meeting Papers, Society for Economic Dynamics View citations (1)
- Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
Online Appendices, Review of Economic Dynamics View citations (5)
See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (34) (2011)
- Transitional Dynamics of Dividend and Capital Gains Tax Cuts
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (34) (2011)
2009
- Disaster risk and business cycles
2009 Meeting Papers, Society for Economic Dynamics View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (20)
See also Journal Article Disaster Risk and Business Cycles, American Economic Review, American Economic Association (2012) View citations (421) (2012)
- Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) View citations (2) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (3) 2007 Meeting Papers, Society for Economic Dynamics (2007)  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
See also Journal Article Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (68) (2010)
2008
- Is there a majority to support a capital tax cut?
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
See also Journal Article Is there a majority to support a capital tax cut?, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (1) (2009)
- Labor Leverage, Firms Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Returns
2008 Meeting Papers, Society for Economic Dynamics View citations (6)
- Time-series predictability in the disaster model
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (26)
See also Journal Article Time-series predictability in the disaster model, Finance Research Letters, Elsevier (2008) View citations (30) (2008)
2007
- Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
- INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (127)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (127) 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (112)
See also Journal Article Investment spikes: New facts and a general equilibrium exploration, Journal of Monetary Economics, Elsevier (2007) View citations (126) (2007)
- PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
See also Journal Article Putty-clay technology and stock market volatility, Journal of Monetary Economics, Elsevier (2011) View citations (10) (2011)
2006
- Firms' Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns
2006 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (5)
- The Marginal Worker and The Aggregate Elasticity of Labor Supply
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)
Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (11)
2005
- Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns
2005 Meeting Papers, Society for Economic Dynamics View citations (4)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (5)
Undated
- Transitional Dynamics of Dividend Tax Reform
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
Journal Articles
2023
- The Rise of Intangible Investment and the Transmission of Monetary Policy
Chicago Fed Letter, 2023, no 482, 8
2019
- Comment
NBER Macroeconomics Annual, 2019, 33, (1), 284 - 296
- Has Business Fixed Investment Really Been Unusually Low?
Chicago Fed Letter, 2019
- The cross-section of labor leverage and equity returns
Journal of Financial Economics, 2019, 132, (2), 497-518 View citations (46)
See also Working Paper The Cross-Section of Labor Leverage and Equity Returns, Working Paper Series (2017) View citations (3) (2017)
- What is Driving the Return Spread Between “Safe” and “Risky” Assets?
Chicago Fed Letter, 2019
2018
- Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
Brookings Papers on Economic Activity, 2018, 49, (2 (Fall)), 147-250 View citations (101)
See also Working Paper Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia, NBER Working Papers (2018) View citations (79) (2018)
- Seasonal and Business Cycles of U.S. Employment
Economic Perspectives, 2018, (3), 1-28 View citations (9)
- The Trade offs in Leaning Against the Wind
IMF Economic Review, 2018, 66, (1), 70-115 View citations (44)
See also Working Paper The Tradeoffs in Leaning Against the Wind, Working Paper Series (2017) View citations (10) (2017)
2017
- Changes in the Risk-Management Environment for Monetary Policy
Chicago Fed Letter, 2017
2016
- Firm Entry and Macroeconomic Dynamics: A State-Level Analysis
American Economic Review, 2016, 106, (5), 214-18 View citations (53)
See also Working Paper Firm Entry and Macroeconomic Dynamics: A State-level Analysis, Working Paper Series (2016) View citations (46) (2016)
2015
- Recent Trends in Capital Accumulation and Implications for Investment
Chicago Fed Letter, 2015 View citations (6)
- Risk Management for Monetary Policy Near the Zero Lower Bound
Brookings Papers on Economic Activity, 2015, 46, (1 (Spring)), 141-219 View citations (104)
See also Working Paper Risk Management for Monetary Policy Near the Zero Lower Bound, Working Paper Series (2015) View citations (67) (2015)
- The Effect of Weather on First-Quarter GDP
Chicago Fed Letter, 2015 View citations (3)
- The Effect of Winter Weather on U.S. Economic Activity
Economic Perspectives, 2015, (Q I) View citations (19)
2014
- Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?
American Economic Review, 2014, 104, (5), 183-88 View citations (20)
See also Working Paper Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?, NBER Working Papers (2014) View citations (19) (2014)
- Customer Capital
The Review of Economic Studies, 2014, 81, (3), 1102-1136 View citations (31)
See also Working Paper Customer Capital, NBER Working Papers (2011) View citations (13) (2011)
- Size‐dependent regulations, firm size distribution, and reallocation
Quantitative Economics, 2014, 5, 377-416 View citations (61)
See also Working Paper Size-Dependent Regulations, Firm Size Distribution, and Reallocation, 2013 Meeting Papers (2013) View citations (2) (2013)
- What is the Economic Impact of the Slowdown in New Business Formation?
Chicago Fed Letter, 2014, (Sep) View citations (7)
2013
- Credit Risk and Disaster Risk
American Economic Journal: Macroeconomics, 2013, 5, (3), 1-34 View citations (115)
See also Working Paper Credit risk and disaster risk, Working Paper Series (2012) View citations (13) (2012)
- International risk cycles
Journal of International Economics, 2013, 89, (2), 471-484 View citations (119)
See also Working Paper International Risk Cycles, NBER Working Papers (2011) View citations (12) (2011)
2012
- Disaster Risk and Business Cycles
American Economic Review, 2012, 102, (6), 2734-66 View citations (421)
See also Working Paper Disaster risk and business cycles, 2009 Meeting Papers (2009) View citations (6) (2009)
2011
- Putty-clay technology and stock market volatility
Journal of Monetary Economics, 2011, 58, (2), 117-131 View citations (10)
See also Working Paper PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY, Boston University - Department of Economics - Working Papers Series (2007) View citations (3) (2007)
- Transitional Dynamics of Dividend and Capital Gains Tax Cuts
Review of Economic Dynamics, 2011, 14, (2), 368-383 View citations (34)
See also Working Paper Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Online Appendices (2010) View citations (5) (2010) Working Paper Transitional Dynamics of Dividend and Capital Gains Tax Cuts, NBER Working Papers (2010) View citations (5) (2010) Software Item Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Computer Codes (2010) (2010)
2010
- Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform
American Economic Journal: Macroeconomics, 2010, 2, (1), 131-68 View citations (68)
See also Working Paper Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform, NBER Working Papers (2009) View citations (2) (2009)
2009
- Is there a majority to support a capital tax cut?
Journal of Economic Dynamics and Control, 2009, 33, (6), 1278-1295 View citations (1)
See also Working Paper Is there a majority to support a capital tax cut?, Boston University - Department of Economics - Working Papers Series (2008) (2008)
2008
- Disasters and Recoveries
American Economic Review, 2008, 98, (2), 68-73 View citations (73)
- Time-series predictability in the disaster model
Finance Research Letters, 2008, 5, (4), 191-203 View citations (30)
See also Working Paper Time-series predictability in the disaster model, Boston University - Department of Economics - Working Papers Series (2008) View citations (26) (2008)
2007
- Investment spikes: New facts and a general equilibrium exploration
Journal of Monetary Economics, 2007, 54, (Supplement 1), 1-22 View citations (126)
See also Working Paper INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION, Boston University - Department of Economics - Working Papers Series (2007) View citations (127) (2007)
Chapters
2018
- Comment on "The Tail That Keeps the Riskless Rate Low"
A chapter in NBER Macroeconomics Annual 2018, volume 33, 2018, pp 284-296
Software Items
2010
- Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (34) (2011)
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