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Details about Francois Gourio

Homepage:https://sites.google.com/site/fgourio
Postal address:Federal Reserve Bank of Chicago Economic Research 230 S Lasalle Street Chicago IL 60604
Workplace:Federal Reserve Bank of Chicago, (more information at EDIRC)
Sciences économiques (Economics), Sciences Po, (more information at EDIRC)

Access statistics for papers by Francois Gourio.

Last updated 2023-03-05. Update your information in the RePEc Author Service.

Short-id: pgo158


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Working Papers

2024

  1. Downward Nominal Rigidities and Bond Premia
    Working Paper Series, Federal Reserve Bank of Chicago Downloads

2022

  1. Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022) Downloads View citations (4)

2020

  1. 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) Downloads View citations (1)
  2. Risk Premia at the ZLB: A Macroeconomic Interpretation
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (12)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2020) Downloads View citations (12)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (28)

2018

  1. Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (41)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (69)

    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) Downloads View citations (88) (2018)
  2. Weather Shocks and Climate Change
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2017

  1. Accounting for Medium-run Macro-finance Trends
    2017 Meeting Papers, Society for Economic Dynamics Downloads
  2. The Cross-Section of Labor Leverage and Equity Returns
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (3)
    Also in Working Papers, U.S. Census Bureau, Center for Economic Studies (2017) Downloads

    See also Journal Article The cross-section of labor leverage and equity returns, Journal of Financial Economics, Elsevier (2019) Downloads View citations (38) (2019)
  3. The Tradeoffs in Leaning Against the Wind
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (16)

    See also Journal Article The Trade offs in Leaning Against the Wind, IMF Economic Review, Palgrave Macmillan (2018) Downloads View citations (42) (2018)

2016

  1. A Missing Generation of Firms? Aggregate Effects of the Decline in New Business Formation
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)
  2. Firm Entry and Macroeconomic Dynamics: A State-level Analysis
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (46)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016) Downloads View citations (37)

    See also Journal Article Firm Entry and Macroeconomic Dynamics: A State-Level Analysis, American Economic Review, American Economic Association (2016) Downloads View citations (50) (2016)

2015

  1. Debt Covenants and Macroeconomic Dynamics
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  2. Risk Management for Monetary Policy Near the Zero Lower Bound
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (62)
    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) Downloads View citations (102) (2015)
  3. Risk Management for Monetary Policy at the Zero Lower Bound
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (92)
  4. Uncertainty and International Capital Flows
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (33)

2014

  1. Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2014) Downloads View citations (18)

    See also Journal Article Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?, American Economic Review, American Economic Association (2014) Downloads View citations (19) (2014)
  2. Financial Distress and Endogenous Uncertainty
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (13)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (2)

2013

  1. 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) Downloads View citations (12)
    Working Paper Series, Federal Reserve Bank of Chicago (2013) Downloads View citations (34)

    See also Journal Article Size‐dependent regulations, firm size distribution, and reallocation, Quantitative Economics, Econometric Society (2014) Downloads View citations (60) (2014)

2012

  1. Credit risk and disaster risk
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (9)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (1)

    See also Journal Article Credit Risk and Disaster Risk, American Economic Journal: Macroeconomics, American Economic Association (2013) Downloads View citations (109) (2013)
  2. Macroeconomic implications of time-varying risk premia
    Working Paper Series, European Central Bank Downloads

2011

  1. Customer Capital
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (31) (2014)
  2. Customer capital and the business cycle
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  3. International Risk Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article International risk cycles, Journal of International Economics, Elsevier (2013) Downloads View citations (118) (2013)

2010

  1. International Disaster Risk, Business Cycles, and Exchange Rates
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  2. Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Online Appendices, Review of Economic Dynamics Downloads 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) Downloads View citations (32) (2011)
  3. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (32) (2011)

2009

  1. Disaster risk and business cycles
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (20)

    See also Journal Article Disaster Risk and Business Cycles, American Economic Review, American Economic Association (2012) Downloads View citations (392) (2012)
  2. Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
    2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (2)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) 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) Downloads View citations (65) (2010)

2008

  1. 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) Downloads View citations (1) (2009)
  2. 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)
  3. 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) Downloads View citations (30) (2008)

2007

  1. 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)
  2. INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (125)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (125)
    2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads View citations (110)

    See also Journal Article Investment spikes: New facts and a general equilibrium exploration, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (121) (2007)
  3. 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) Downloads View citations (10) (2011)

2006

  1. Firms' Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (4)
  2. 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 (11)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (11)

2005

  1. Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (5)

Undated

  1. 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

  1. The Rise of Intangible Investment and the Transmission of Monetary Policy
    Chicago Fed Letter, 2023, no 482, 8 Downloads

2019

  1. Comment
    NBER Macroeconomics Annual, 2019, 33, (1), 284 - 296 Downloads
  2. Has Business Fixed Investment Really Been Unusually Low?
    Chicago Fed Letter, 2019 Downloads
  3. The cross-section of labor leverage and equity returns
    Journal of Financial Economics, 2019, 132, (2), 497-518 Downloads View citations (38)
    See also Working Paper The Cross-Section of Labor Leverage and Equity Returns, Working Paper Series (2017) Downloads View citations (3) (2017)
  4. What is Driving the Return Spread Between “Safe” and “Risky” Assets?
    Chicago Fed Letter, 2019 Downloads

2018

  1. Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
    Brookings Papers on Economic Activity, 2018, 49, (2 (Fall)), 147-250 Downloads View citations (88)
    See also Working Paper Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia, Working Paper Series (2018) Downloads View citations (41) (2018)
  2. Seasonal and Business Cycles of U.S. Employment
    Economic Perspectives, 2018, (3), 1-28 Downloads View citations (7)
  3. The Trade offs in Leaning Against the Wind
    IMF Economic Review, 2018, 66, (1), 70-115 Downloads View citations (42)
    See also Working Paper The Tradeoffs in Leaning Against the Wind, Working Paper Series (2017) Downloads View citations (8) (2017)

2017

  1. Changes in the Risk-Management Environment for Monetary Policy
    Chicago Fed Letter, 2017 Downloads

2016

  1. Firm Entry and Macroeconomic Dynamics: A State-Level Analysis
    American Economic Review, 2016, 106, (5), 214-18 Downloads View citations (50)
    See also Working Paper Firm Entry and Macroeconomic Dynamics: A State-level Analysis, Working Paper Series (2016) Downloads View citations (46) (2016)

2015

  1. Recent Trends in Capital Accumulation and Implications for Investment
    Chicago Fed Letter, 2015 Downloads View citations (6)
  2. Risk Management for Monetary Policy Near the Zero Lower Bound
    Brookings Papers on Economic Activity, 2015, 46, (1 (Spring)), 141-219 Downloads View citations (102)
    See also Working Paper Risk Management for Monetary Policy Near the Zero Lower Bound, Working Paper Series (2015) Downloads View citations (62) (2015)
  3. The Effect of Weather on First-Quarter GDP
    Chicago Fed Letter, 2015 Downloads View citations (3)
  4. The Effect of Winter Weather on U.S. Economic Activity
    Economic Perspectives, 2015, (Q I) Downloads View citations (16)

2014

  1. Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?
    American Economic Review, 2014, 104, (5), 183-88 Downloads View citations (19)
    See also Working Paper Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?, NBER Working Papers (2014) Downloads View citations (18) (2014)
  2. Customer Capital
    The Review of Economic Studies, 2014, 81, (3), 1102-1136 Downloads View citations (31)
    See also Working Paper Customer Capital, NBER Working Papers (2011) Downloads View citations (13) (2011)
  3. Size‐dependent regulations, firm size distribution, and reallocation
    Quantitative Economics, 2014, 5, 377-416 Downloads View citations (60)
    See also Working Paper Size-Dependent Regulations, Firm Size Distribution, and Reallocation, 2013 Meeting Papers (2013) View citations (2) (2013)
  4. What is the Economic Impact of the Slowdown in New Business Formation?
    Chicago Fed Letter, 2014, (Sep) Downloads View citations (7)

2013

  1. Credit Risk and Disaster Risk
    American Economic Journal: Macroeconomics, 2013, 5, (3), 1-34 Downloads View citations (109)
    See also Working Paper Credit risk and disaster risk, Working Paper Series (2012) Downloads View citations (13) (2012)
  2. International risk cycles
    Journal of International Economics, 2013, 89, (2), 471-484 Downloads View citations (118)
    See also Working Paper International Risk Cycles, NBER Working Papers (2011) Downloads View citations (12) (2011)

2012

  1. Disaster Risk and Business Cycles
    American Economic Review, 2012, 102, (6), 2734-66 Downloads View citations (392)
    See also Working Paper Disaster risk and business cycles, 2009 Meeting Papers (2009) Downloads View citations (6) (2009)

2011

  1. Putty-clay technology and stock market volatility
    Journal of Monetary Economics, 2011, 58, (2), 117-131 Downloads 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)
  2. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    Review of Economic Dynamics, 2011, 14, (2), 368-383 Downloads View citations (32)
    See also Working Paper Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Online Appendices (2010) Downloads View citations (5) (2010)
    Working Paper Transitional Dynamics of Dividend and Capital Gains Tax Cuts, NBER Working Papers (2010) Downloads View citations (5) (2010)
    Software Item Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Computer Codes (2010) Downloads (2010)

2010

  1. Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform
    American Economic Journal: Macroeconomics, 2010, 2, (1), 131-68 Downloads View citations (65)
    See also Working Paper Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform, NBER Working Papers (2009) Downloads View citations (2) (2009)

2009

  1. Is there a majority to support a capital tax cut?
    Journal of Economic Dynamics and Control, 2009, 33, (6), 1278-1295 Downloads 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

  1. Disasters and Recoveries
    American Economic Review, 2008, 98, (2), 68-73 Downloads View citations (72)
  2. Time-series predictability in the disaster model
    Finance Research Letters, 2008, 5, (4), 191-203 Downloads 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

  1. Investment spikes: New facts and a general equilibrium exploration
    Journal of Monetary Economics, 2007, 54, (Supplement 1), 1-22 Downloads View citations (121)
    See also Working Paper INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION, Boston University - Department of Economics - Working Papers Series (2007) View citations (125) (2007)

Chapters

2018

  1. Comment on "The Tail That Keeps the Riskless Rate Low"
    A chapter in NBER Macroeconomics Annual 2018, volume 33, 2018, pp 284-296 Downloads

Software Items

2010

  1. Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Computer Codes, Review of Economic Dynamics Downloads
    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) Downloads View citations (32) (2011)
 
Page updated 2024-05-25