Details about Lucas M Herrenbrueck

Access statistics for papers by Lucas M Herrenbrueck.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: phe556

Working Papers

2025

1. How does asset market liquidity affect the real economy? A quantitative assessment of the transmission channels
   Working Papers, University of Hawaii at Manoa, Department of Economics

2024

2. What’s so Inconvenient About TIPS?
   Working Papers, University of California, Davis, Department of Economics

2023

3. The real effects of financial disruptions in a monetary economy
   Working Papers, University of Hawaii at Manoa, Department of Economics View citations (5)
   Also in Working Papers, VCU School of Business, Department of Economics (2023) View citations (5)
   See also Journal Article The real effects of financial disruptions in a monetary economy, Journal of Monetary Economics, Elsevier (2025) View citations (1) (2025)

2022

4. Online Appendix to "The Strategic Determination of the Supply of Liquid Assets"
   Online Appendices, Review of Economic Dynamics View citations (1)
   See also Journal Article The Strategic Determination of the Supply of Liquid Assets, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (4) (2023)

2020

5. Why a pandemic recession should boost asset prices (... according to standard economic theory)
   Discussion Papers, Department of Economics, Simon Fraser University

2019

6. Interest Rates, Moneyness, and the Fisher Equation
   Discussion Papers, Department of Economics, Simon Fraser University View citations (7)
   Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (8)
7. No Elephant in the Room? Noisy Convergence and the Global Growth Incidence Curve
   Discussion Papers, Department of Economics, Simon Fraser University

2018

8. Asset Safety versus Asset Liquidity
   Working Papers, University of California, Davis, Department of Economics View citations (10)
   See also Journal Article Asset Safety versus Asset Liquidity, Journal of Political Economy, University of Chicago Press (2023) View citations (4) (2023)

2017

9. The Liquidity-Augmented Model of Macroeconomic Aggregates
   Discussion Papers, Department of Economics, Simon Fraser University View citations (11)

2016

10. Quantitative Easing and the Liquidity Channel of Monetary Policy
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (9)
    Discussion Papers, Department of Economics, Simon Fraser University (2016) View citations (9)
11. Smart-Dating in Speed-Dating: How a Simple Search Model Can Explain Matching Decisions
    Discussion Papers, Department of Economics, Simon Fraser University View citations (1)
    See also Journal Article Smart-dating in speed-dating: How a simple Search model can explain matching decisions, European Economic Review, Elsevier (2018) View citations (1) (2018)
12. The Strategic Determination of the Supply of Liquid Assets
    Working Papers, University of California, Davis, Department of Economics View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (17)
    See also Journal Article The Strategic Determination of the Supply of Liquid Assets, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (4) (2023)

2015

13. A Tractable Model of Indirect Asset Liquidity
    Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (5)
    Working Papers, University of California, Davis, Department of Economics (2015) View citations (1)
    See also Journal Article A tractable model of indirect asset liquidity, Journal of Economic Theory, Elsevier (2017) View citations (29) (2017)
14. An Open-Economy Model with Money, Endogenous Search, and Heterogeneous Firms
    Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
    See also Journal Article AN OPEN-ECONOMY MODEL WITH MONEY, ENDOGENOUS SEARCH, AND HETEROGENEOUS FIRMS, Economic Inquiry, Western Economic Association International (2017) View citations (6) (2017)
15. Instability of Endogenous Price Dispersion Equilibria: A Simulation
    Discussion Papers, Department of Economics, Simon Fraser University
    See also Journal Article Instability of endogenous price dispersion equilibria: A simulation, Canadian Journal of Economics, Canadian Economics Association (2018) (2018)

2013

16. A Search-Theoretic Model of the Term Premium
    Working Papers, University of California, Davis, Department of Economics View citations (19)
    See also Journal Article A search-theoretic model of the term premium, Theoretical Economics, Econometric Society (2016) View citations (47) (2016)
17. Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets
    Working Papers, University of California, Davis, Department of Economics View citations (2)
    See also Journal Article Monetary Policy, Asset Prices, and Liquidity in Over‐the‐Counter Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (108) (2016)

Journal Articles

2025

1. The real effects of financial disruptions in a monetary economy
   Journal of Monetary Economics, 2025, 151, (C) View citations (1)
   See also Working Paper The real effects of financial disruptions in a monetary economy, Working Papers (2023) View citations (5) (2023)

2023

2. Asset Safety versus Asset Liquidity
   Journal of Political Economy, 2023, 131, (5), 1172 - 1212 View citations (4)
   See also Working Paper Asset Safety versus Asset Liquidity, Working Papers (2018) View citations (10) (2018)
3. The Strategic Determination of the Supply of Liquid Assets
   Review of Economic Dynamics, 2023, 49, 1-36 View citations (4)
   See also Software Item Code and data files for "The Strategic Determination of the Supply of Liquid Assets", Computer Codes (2022) (2022)
   Working Paper The Strategic Determination of the Supply of Liquid Assets, Working Papers (2016) View citations (7) (2016)
   Working Paper Online Appendix to "The Strategic Determination of the Supply of Liquid Assets", Online Appendices (2022) View citations (1) (2022)

2022

4. The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach
   Review of Economic Dynamics, 2022, 45, 134-167 View citations (14)
   See also Software Item Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach", Computer Codes (2021) (2021)

2021

5. Why a pandemic recession boosts asset prices
   Journal of Mathematical Economics, 2021, 93, (C) View citations (1)

2019

6. Frictional asset markets and the liquidity channel of monetary policy
   Journal of Economic Theory, 2019, 181, (C), 82-120 View citations (21)

2018

7. Instability of endogenous price dispersion equilibria: A simulation
   Canadian Journal of Economics, 2018, 51, (4), 1363-1385
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2018, 51, (4), 1363-1385 (2018)
   See also Working Paper Instability of Endogenous Price Dispersion Equilibria: A Simulation, Discussion Papers (2015) (2015)
8. Smart-dating in speed-dating: How a simple Search model can explain matching decisions
   European Economic Review, 2018, 106, (C), 54-76 View citations (1)
   See also Working Paper Smart-Dating in Speed-Dating: How a Simple Search Model Can Explain Matching Decisions, Discussion Papers (2016) View citations (1) (2016)

2017

9. A tractable model of indirect asset liquidity
   Journal of Economic Theory, 2017, 168, (C), 252-260 View citations (29)
   See also Working Paper A Tractable Model of Indirect Asset Liquidity, Discussion Papers (2015) View citations (5) (2015)
10. AN OPEN-ECONOMY MODEL WITH MONEY, ENDOGENOUS SEARCH, AND HETEROGENEOUS FIRMS
    Economic Inquiry, 2017, 55, (4), 1648-1670 View citations (6)
    See also Working Paper An Open-Economy Model with Money, Endogenous Search, and Heterogeneous Firms, Discussion Papers (2015) View citations (2) (2015)

2016

11. A search-theoretic model of the term premium
    Theoretical Economics, 2016, 11, (3) View citations (47)
    See also Working Paper A Search-Theoretic Model of the Term Premium, Working Papers (2013) View citations (19) (2013)
12. Monetary Policy, Asset Prices, and Liquidity in Over‐the‐Counter Markets
    Journal of Money, Credit and Banking, 2016, 48, (1), 35-79 View citations (108)
    See also Working Paper Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets, Working Papers (2013) View citations (2) (2013)

Software Items

2022

1. Code and data files for "The Strategic Determination of the Supply of Liquid Assets"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article The Strategic Determination of the Supply of Liquid Assets, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (4) (2023)

2021

2. Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (14) (2022)