Details about Andrew Theo Levin

E-mail:
Homepage:	http://www.dartmouth.edu/~alevin
Phone:	603-646-8138
Postal address:	Dartmouth College Economics Dept. 6106 Rockefeller Hall Hanover, NH 03755-3514 USA
Workplace:	Economics Department, Dartmouth College, (more information at EDIRC)

Access statistics for papers by Andrew Theo Levin.

Last updated 2023-01-22. Update your information in the RePEc Author Service.

Short-id: ple143

---

Jump to Journal Articles Books Chapters Software Items

Working Papers

2022

1. Quantifying the Costs and Benefits of Quantitative Easing
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

2. Do Monetary Policy Frameworks Matter in Low Income Countries?
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in IMF Working Papers, International Monetary Fund (2020) View citations (1)

2020

3. Assessing the Age Specificity of Infection Fatality Rates for COVID-19: Systematic Review, Meta-analysis, & Public Policy Implications
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
4. Incorporating Scenario Analysis into the Federal Reserve’s Policy Strategy and Communications
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
5. Limitations on the Effectiveness of Monetary Policy Forward Guidance in the Context of the COVID-19 Pandemic
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2019

6. Digital Cash: Principles & Practical Steps
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
7. The Evolution of Macro Models at the Federal Reserve Board
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (44)
   See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1997)

2017

8. Central Bank Digital Currency And The Future Of Monetary Policy
   Economics Working Papers, Hoover Institution, Stanford University View citations (123)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (124)

2015

9. Labor Market Slack and Monetary Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)

2014

10. Cyclical changes in firm volatility
    Working Papers, DNB View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2011) View citations (14)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011) View citations (22)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2013

11. Labor Force Participation and Monetary Policy in the Wake of the Great Recession
    IMF Working Papers, International Monetary Fund View citations (48)
    Also in UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2013) View citations (60)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (47)
    See also Journal Article in Journal of Money, Credit and Banking (2014)

2012

12. When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (8)
    Also in Working Papers, DNB (2012) View citations (8)
    See also Journal Article in Journal of the Japanese and International Economies (2012)

2011

13. Reconsidering the Microeconomic Foundations of Price-Setting Behavior
    2011 Meeting Papers, Society for Economic Dynamics
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (2)

2010

14. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Chapter (2013)

2009

15. Evidence from surveys of price-setting managers: Policy lessons and directions for ongoing research
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (6)
16. Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    See also Journal Article in International Journal of Central Banking (2010)
17. Measuring Changes in Firm-Level Volatility: An Application to Japan
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (4)

2008

18. Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (34)
    See also Journal Article in American Economic Journal: Macroeconomics (2011)
19. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
    Working Papers, Federal Reserve Bank of St. Louis View citations (26)
    See also Journal Article in Journal of Monetary Economics (2008)

2007

20. Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
21. Financial market perceptions of recession risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
22. Macroeconomic Volatility, Learning, and the Term Structure of Interest Rates
    2007 Meeting Papers, Society for Economic Dynamics
23. Strategic Complementarities and Optimal Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (38)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (37)
24. Three Great American Disinflations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (3)
    CFS Working Paper Series, Center for Financial Studies (2007)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (8)
    See also Journal Article in Proceedings (2007)

2006

25. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (58)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (75)
26. Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (57)
27. Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (25)
    See also Chapter (2007)
    Journal Article in Economic Review (2007)
28. Relative Price Distortion and Optimal Monetary Policy in Open Economies
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
    See also Journal Article in Korean Economic Review (2008)

2005

29. Conditional Welfare Comparisons of Monetary Policy Rules
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (4)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (4)
30. Corporate Leverage and Financial Fragility in General Equilibrium
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
31. Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    Computing in Economics and Finance 2005, Society for Computational Economics
32. Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (9)
    Also in Working Paper Series, European Central Bank (2004) View citations (41)
    See also Journal Article in Journal of Monetary Economics (2007)
33. Inflation persistence and monetary policy design: an overview
    Working Paper Series, European Central Bank View citations (32)
34. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (321)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2005) View citations (105)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (315)
    See also Chapter (2006)
35. New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modelling
    Working Papers, Barcelona School of Economics View citations (13)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (40)
    See also Journal Article in Journal of the European Economic Association (2006)
36. The Determinants of Market Frictions in the Corporate Market
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (13)
37. The Magnitude and Cyclical Behavior of Financial Market Frictions
    2005 Meeting Papers, Society for Economic Dynamics
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (62)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (92)

2004

38. Evaluating the Magnitude of Financial Market Frictions: Evidence from Firm-Level Data
    Econometric Society 2004 North American Summer Meetings, Econometric Society
39. Explicit inflation objectives and macroeconomic outcomes
    Working Paper Series, European Central Bank View citations (49)
40. Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
    Econometric Society 2004 North American Winter Meetings, Econometric Society
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (1)
41. Is inflation persistence intrinsic in industrial economies?
    Working Paper Series, European Central Bank View citations (168)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2003) View citations (86)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (64)
42. Optimal Monetary Policy in an Imperfect World
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
43. Optimal Monetary Policy with Endogenous Capital Accumulation
    2004 Meeting Papers, Society for Economic Dynamics View citations (33)

2003

44. Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (5)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (32)
    CFS Working Paper Series, Center for Financial Studies (2003)
    Working Paper Series, European Central Bank (2001) View citations (62)
    See also Journal Article in European Economic Review (2005)
45. Monetary Policy Implications of Endogenous Capital Accumulation
    Computing in Economics and Finance 2003, Society for Computational Economics
46. Parameter Uncertainty and the Central Bank's Objective Function
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (18)
47. Robust Monetary Policy with Competing Reference Models
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (216)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (138)
    See also Journal Article in Journal of Monetary Economics (2003)
48. The Non-Linearity of the Financial Accelerator
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
49. The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty
    CFS Working Paper Series, Center for Financial Studies
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (29)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (5)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (254)
    Computing in Economics and Finance 2000, Society for Computational Economics (2000) View citations (6)
    Working Paper Series, European Central Bank (2001) View citations (45)
    See also Journal Article in American Economic Review (2003)

2002

50. Is Inflation Persistence Inherent in Industrial Economies?
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
51. Optimal Monetary Policy with Durable and Non-Durable Goods
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (36)
    Also in Working Paper Series, European Central Bank (2002) View citations (45)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (38)
52. Recent U.S. macroeconomic stability: good policies, good practices or good luck?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in The Review of Economics and Statistics (2004)

2001

53. Evaluating Information Variables for Monetary Policy in a Noisy Economic Environment
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
54. Imperfect Credibility and Inflation Persistence
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (85)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (52)
    See also Journal Article in Journal of Monetary Economics (2003)
55. Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (2)
    See also Journal Article in Journal of International Economics (2003)
56. The Effects of Dollarization on Macroeconomic Stability
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (5)

2000

57. Patience, Persistence and Properties of Two-Country Incomplete Market Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (4)
58. Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (25)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2000) View citations (23)

1999

59. Inaccuracy of Loglinearization in Welfare Calculations: Complete vs. Incomplete Market Economies
    Computing in Economics and Finance 1999, Society for Computational Economics
60. Optimal Monetary Policy with Staggered Wage and Price Contracts
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (98)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (39)
    See also Journal Article in Credit and Capital Markets (2019)
61. The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (9)

1998

62. Macroeconomic implications of competitive college admissions
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
63. Robustness of Simple Monetary Policy Rules under Model Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (125)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (203)
    See also Chapter (1999)
64. Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model
    Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (10)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (6)
    Working Papers, Stockholm - International Economic Studies (1998) View citations (9)
65. What determines public support for affirmative action?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in Southern Economic Journal (2003)

1997

66. A guide to FRB/Global
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

1996

67. A Practitioner's Guide to Robust Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (48)
    See also Software Item (1996)
    Software Item (1996)
    Software Item (1996)
68. Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995)

Journal Articles

2019

1. Optimal Monetary Policy with Staggered Wage and Price Contracts
   Credit and Capital Markets, 2019, 52, (4), 537-571
   Also in Journal of Monetary Economics, 2000, 46, (2), 281-313 (2000) View citations (1887)
   See also Working Paper (1999)

2018

2. Cyclical Changes in Firm Volatility
   Journal of Money, Credit and Banking, 2018, 50, (2-3), 317-349 View citations (2)
   See also Working Paper (2014)

2017

3. Policy credibility and alternative approaches to disinflation
   Research in Economics, 2017, 71, (3), 422-440 View citations (6)

2014

4. Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
   International Journal of Central Banking, 2014, 10, (2), 337-400 View citations (19)
5. Comment on “Chronic Deflation in Japan”
   Asian Economic Policy Review, 2014, 9, (1), 42-43 View citations (1)
6. Establishing and Maintaining a Firm Nominal Anchor
   International Journal of Central Banking, 2014, 10, (2), 405-412 View citations (2)
7. Labor Force Participation and Monetary Policy in the Wake of the Great Recession
   Journal of Money, Credit and Banking, 2014, 46, (S2), 3-49 View citations (77)
   See also Working Paper (2013)
8. The design and communication of systematic monetary policy strategies
   Journal of Economic Dynamics and Control, 2014, 49, (C), 52-69 View citations (11)

2012

9. When did firms become more different? Time-varying firm-specific volatility in Japan
   Journal of the Japanese and International Economies, 2012, 26, (4), 578-601 View citations (8)
   See also Working Paper (2012)

2011

10. Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?
    American Economic Journal: Macroeconomics, 2011, 3, (2), 104-29 View citations (162)
    See also Working Paper (2008)
11. Bifurcation in Perturbation Analysis:Calvo Pricing Examples
    Computational Economics, 2011, 37, (3), 221-236

2010

12. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden
    Journal of the European Economic Association, 2010, 8, (6), 1208-1242 View citations (219)
13. Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    International Journal of Central Banking, 2010, 6, (1), 143-189 View citations (99)
    See also Working Paper (2009)

2008

14. Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\"
    Review, 2008, 90, (Jul), 301-306
15. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
    Journal of Monetary Economics, 2008, 55, (Supplement 1), S48-S62 View citations (33)
    See also Working Paper (2008)
16. Relative Price Distortion and Optimal Monetary Policy in Open Economies
    Korean Economic Review, 2008, 24, 5-31
    See also Working Paper (2006)

2007

17. Identifying the influences of nominal and real rigidities in aggregate price-setting behavior
    Journal of Monetary Economics, 2007, 54, (8), 2439-2466 View citations (94)
    See also Working Paper (2005)
18. Inflation targeting and the anchoring of inflation expectations in the western hemisphere
    Economic Review, 2007, 25-47 View citations (26)
    Also in Journal Economía Chilena (The Chilean Economy), 2006, 9, (3), 19-52 (2006) View citations (22)
    See also Chapter (2007)
    Working Paper (2006)
19. Reconsidering the natural rate hypothesis in a New Keynesian framework
    Journal of Monetary Economics, 2007, 54, (5), 1344-1365 View citations (56)
20. Three great American disinflations
    Proceedings, 2007 View citations (9)
    See also Working Paper (2007)

2006

21. New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling
    Journal of the European Economic Association, 2006, 4, (2-3), 562-574 View citations (112)
    See also Working Paper (2005)
22. Optimal monetary policy with durable consumption goods
    Journal of Monetary Economics, 2006, 53, (7), 1341-1359 View citations (175)
23. Sectoral and Aggregate Inflation Dynamics in the Euro Area
    Journal of the European Economic Association, 2006, 4, (2-3), 585-593 View citations (78)

2005

24. Comment on: "Endogenous objectives and the evaluation of targeting rules for monetary policy"
    Journal of Monetary Economics, 2005, 52, (5), 913-919 View citations (1)
25. Data uncertainty and the role of money as an information variable for monetary policy
    European Economic Review, 2005, 49, (4), 975-1006 View citations (107)
    See also Working Paper (2003)
26. No-arbitrage Taylor rules - comments
    Proceedings, 2005

2004

27. Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?
    The Review of Economics and Statistics, 2004, 86, (3), 824-832 View citations (132)
    See also Working Paper (2002)
28. The macroeconomic effects of inflation targeting
    Review, 2004, 86, (Jul), 51-80 View citations (187)

2003

29. Imperfect credibility and inflation persistence
    Journal of Monetary Economics, 2003, 50, (4), 915-944 View citations (340)
    See also Working Paper (2001)
30. Patience, persistence, and welfare costs of incomplete markets in open economies
    Journal of International Economics, 2003, 61, (2), 385-396 View citations (19)
    See also Working Paper (2001)
31. Robust monetary policy with competing reference models
    Journal of Monetary Economics, 2003, 50, (5), 945-975 View citations (222)
    See also Working Paper (2003)
32. The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty
    American Economic Review, 2003, 93, (3), 622-645 View citations (297)
    See also Working Paper (2003)
33. What Determines Public Support for Affirmative Action?
    Southern Economic Journal, 2003, 69, (3), 612-627
    See also Working Paper (1998)

2002

34. Comment on: Monetary policy rules in the open economy: effects on welfare and business cycles
    Journal of Monetary Economics, 2002, 49, (5), 1017-1023 View citations (5)
35. Unit root tests in panel data: asymptotic and finite-sample properties
    Journal of Econometrics, 2002, 108, (1), 1-24 View citations (4966)

1997

36. Complementarities between Exports and Human Capital in Economic Growth: Evidence from the Semi-industrialized Countries
    Economic Development and Cultural Change, 1997, 46, (1), 155-74 View citations (53)
37. Evaluating International Economic Policy with the Federal Reserve's Global Model
    Federal Reserve Bulletin, 1997, 83, (10), pp. 797-817
    Also in Federal Reserve Bulletin, 1997, (Oct), 797-817 (1997) View citations (10)
38. The evolution of macro models at the Federal Reserve Board
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 43-81 View citations (152)
    See also Working Paper (2019)

Books

2018

1. Do We Need Central Bank Digital Currency? Economics, Technology and Institutions
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (16)

Chapters

2018

1. Monetary Policy and Payments
   Chapter 4 in The Structural Foundations of Monetary Policy, 2018
2. Robust Design Principles for Monetary Policy Committees
   A chapter in Central Bank Frameworks: Evolution or Revolution?, 2018 View citations (1)

2013

3. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation
   A chapter in The Great Inflation: The Rebirth of Modern Central Banking, 2013, pp 217-244 View citations (19)
   See also Working Paper (2010)

2007

4. Comment on "Monetary Policy in Europe versus the United States: What Explains the Difference?"
   A chapter in International Dimensions of Monetary Policy, 2007, pp 533-545
5. Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere
   Chapter 11 in Monetary Policy under Inflation Targeting, 2007, vol. 11, pp 415-465 View citations (66)
   See also Journal Article in Economic Review (2007)
   Working Paper (2006)

2006

6. Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
   A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 229-312 View citations (178)
   See also Working Paper (2005)

1999

7. Robustness of Simple Monetary Policy Rules under Model Uncertainty
   A chapter in Monetary Policy Rules, 1999, pp 263-318 View citations (375)
   See also Working Paper (1998)

Software Items

1996

1. VARHAC Covariance Matrix Estimator (FORTRAN)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (1996)
2. VARHAC Covariance Matrix Estimator (GAUSS)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (1996)
3. VARHAC Covariance Matrix Estimator (RATS)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (1996)

1995

4. RATS code for Business Cycles Statistics and their Standard Errors
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles