Details about Cosmin Ilut

Access statistics for papers by Cosmin Ilut.

Last updated 2023-01-24. Update your information in the RePEc Author Service.

Short-id: pil25

Working Papers

2025

1. HANK's Response to Aggregate Uncertainty in an Estimated Business Cycle Model
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. Smooth Diagnostic Expectations
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Uncertainty or Frictions? A Quantitative Model of Scarce Safe Assets
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

4. Modeling Uncertainty as Ambiguity: a Review
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)

2021

5. Diagnostic Business Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2020

6. Economic Agents as Imperfect Problem Solvers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (13)

2017

7. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News
   CESifo Working Paper Series, CESifo View citations (7)
   Also in Department of Economics Working Papers, The University of Texas at Austin, Department of Economics (2014) View citations (12)
   Working Papers, U.S. Census Bureau, Center for Economic Studies (2015) View citations (17)
   NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (11)
   Working Papers, U.S. Census Bureau, Center for Economic Studies (2017) View citations (7)
   See also Journal Article Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News, Journal of Political Economy, University of Chicago Press (2018) View citations (44) (2018)
8. Uncertainty shocks, asset supply and pricing over the business cycle
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (17)
   2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)
   See also Journal Article Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (38) (2018)

2016

9. Learning, Confidence and Business Cycle
   2016 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in 2015 Meeting Papers, Society for Economic Dynamics (2015)
   NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (11)
10. Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2016) View citations (14)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (2)

2015

11. Uncertainty aversion and heterogeneous beliefs in linear models
    2015 Meeting Papers, Society for Economic Dynamics View citations (1)

2014

12. Evidence for Relational Contracts in Sovereign Bank Lending
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
    See also Journal Article EVIDENCE FOR RELATIONAL CONTRACTS IN SOVEREIGN BANK LENDING, Journal of the European Economic Association, European Economic Association (2016) View citations (7) (2016)
13. Monetary/Fiscal Policy Mix and Agents' Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
    See also Journal Article Monetary/Fiscal Policy Mix and Agent's Beliefs, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (92) (2017)
14. Uncertainty in linear models
    2014 Meeting Papers, Society for Economic Dynamics

2012

15. Ambiguous Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (23)
    Working Papers, Duke University, Department of Economics (2012) View citations (20)
    See also Journal Article Ambiguous Business Cycles, American Economic Review, American Economic Association (2014) View citations (187) (2014)
16. Risk shocks in a business cycle model with ambiguity averse agents
    2012 Meeting Papers, Society for Economic Dynamics

2011

17. Evidence for Dynamic Contracts in Sovereign Bank Lending
    Working Papers, Duke University, Department of Economics View citations (4)
18. Monetary Policy and Stock Market Booms
    Working Papers, Banco Central de Reserva del Perú View citations (6)
    Also in Working Papers, Duke University, Department of Economics (2010) View citations (184)
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2010) View citations (111)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (201)
    See also Journal Article Monetary policy and stock market booms, Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2010) View citations (95) (2010)

2010

19. Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
    Working Papers, Duke University, Department of Economics View citations (20)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (5)
    See also Journal Article Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle, American Economic Journal: Macroeconomics, American Economic Association (2012) View citations (68) (2012)

2008

20. Monetary policy and stock market boom-bust cycles
    Working Paper Series, European Central Bank View citations (223)

2006

21. Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (4)

Journal Articles

2018

1. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News
   Journal of Political Economy, 2018, 126, (5), 2011 - 2071 View citations (44)
   See also Working Paper Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News, CESifo Working Paper Series (2017) View citations (7) (2017)
2. Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle
   The Review of Economic Studies, 2018, 85, (2), 810-854 View citations (38)
   See also Working Paper Uncertainty shocks, asset supply and pricing over the business cycle, CEPR Discussion Papers (2017) View citations (21) (2017)

2017

3. Monetary/Fiscal Policy Mix and Agent's Beliefs
   Review of Economic Dynamics, 2017, 26, 113-139 View citations (92)
   See also Working Paper Monetary/Fiscal Policy Mix and Agents' Beliefs, NBER Working Papers (2014) View citations (8) (2014)
   Software Item Code and data files for "Monetary/Fiscal Policy Mix and Agent's Beliefs", Computer Codes (2017) (2017)

2016

4. EVIDENCE FOR RELATIONAL CONTRACTS IN SOVEREIGN BANK LENDING
   Journal of the European Economic Association, 2016, 14, (2), 375-404 View citations (7)
   Also in Journal of the European Economic Association, 2016, 14, (2), 375-404 (2016) View citations (7)
   See also Working Paper Evidence for Relational Contracts in Sovereign Bank Lending, NBER Working Papers (2014) View citations (7) (2014)

2014

5. Ambiguous Business Cycles
   American Economic Review, 2014, 104, (8), 2368-99 View citations (187)
   See also Working Paper Ambiguous Business Cycles, NBER Working Papers (2012) View citations (26) (2012)

2012

6. Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
   American Economic Journal: Macroeconomics, 2012, 4, (3), 33-65 View citations (68)
   See also Working Paper Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle, Working Papers (2010) View citations (20) (2010)

2010

7. Monetary policy and stock market booms
   Proceedings - Economic Policy Symposium - Jackson Hole, 2010, 85-145 View citations (95)
   See also Working Paper Monetary Policy and Stock Market Booms, Working Papers (2011) View citations (6) (2011)

Software Items

2017

1. Code and data files for "Monetary/Fiscal Policy Mix and Agent's Beliefs"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Monetary/Fiscal Policy Mix and Agent's Beliefs, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (92) (2017)