Details about Andrew Theo Levin
Access statistics for papers by Andrew Theo Levin.
Last updated 2024-11-07. Update your information in the RePEc Author Service.
Short-id: ple143
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Working Papers
2025
- A Bayesian Assessment of the Origins of COVID-19 using Spatiotemporal and Zoonotic Data
NBER Working Papers, National Bureau of Economic Research, Inc
2022
- Quantifying the Costs and Benefits of Quantitative Easing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2021
- 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)
See also Journal Article Do Monetary Policy Frameworks Matter in Low-Income Countries?, IMF Economic Review, Palgrave Macmillan (2023) (2023)
2020
- 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 (39)
- Incorporating Scenario Analysis into the Federal Reserve’s Policy Strategy and Communications
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- 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 (5)
2019
- Digital Cash: Principles & Practical Steps
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
- 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 (42)
See also Journal Article The evolution of macro models at the Federal Reserve Board, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1997) View citations (169) (1997)
2017
- Central Bank Digital Currency And The Future Of Monetary Policy
Economics Working Papers, Hoover Institution, Stanford University View citations (177)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (203)
2015
- Labor Market Slack and Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
- 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 New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling, Journal of the European Economic Association, MIT Press (2006) View citations (114) (2006)
2014
- 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 Cyclical Changes in Firm Volatility, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (4) (2018)
2013
- Labor Force Participation and Monetary Policy in the Wake of the Great Recession
UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (60)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (47) IMF Working Papers, International Monetary Fund (2013) View citations (48)
See also Journal Article Labor Force Participation and Monetary Policy in the Wake of the Great Recession, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (82) (2014)
2012
- When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan
Working Papers, DNB View citations (11)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (10)
See also Journal Article When did firms become more different? Time-varying firm-specific volatility in Japan, Journal of the Japanese and International Economies, Elsevier (2012) View citations (10) (2012)
2011
- 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
- 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 (11)
See also Chapter Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (19) (2013)
2009
- 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)
- 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 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound, International Journal of Central Banking, International Journal of Central Banking (2010) View citations (108) (2010)
- 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
- 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 (33)
See also Journal Article Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (188) (2011)
- Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
Working Papers, Federal Reserve Bank of St. Louis View citations (31)
See also Journal Article Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy, Journal of Monetary Economics, Elsevier (2008) View citations (37) (2008)
2007
- 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)
- Financial market perceptions of recession risk
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
- Macroeconomic Volatility, Learning, and the Term Structure of Interest Rates
2007 Meeting Papers, Society for Economic Dynamics
- Strategic Complementarities and Optimal Monetary Policy
2007 Meeting Papers, Society for Economic Dynamics View citations (44)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (42) Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (44)
- Three Great American Disinflations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (8) CFS Working Paper Series, Center for Financial Studies (CFS) (2006) View citations (3)
See also Journal Article Three great American disinflations, Proceedings, Federal Reserve Bank of San Francisco (2007) View citations (12) (2007)
2006
- 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 (59)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (124)
- Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
Working Paper Series, Federal Reserve Bank of San Francisco View citations (69)
- Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere
Working Papers Central Bank of Chile, Central Bank of Chile View citations (24)
See also Journal Article Inflation targeting and the anchoring of inflation expectations in the western hemisphere, Economic Review, Federal Reserve Bank of San Francisco (2007) View citations (26) (2007) Chapter Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2007) View citations (74) (2007)
- 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 Relative Price Distortion and Optimal Monetary Policy in Open Economies, Korean Economic Review, Korean Economic Association (2008) (2008)
2005
- Conditional Welfare Comparisons of Monetary Policy Rules
Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (4) Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (4)
- Corporate Leverage and Financial Fragility in General Equilibrium
Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
- 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
- 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 (44)
See also Journal Article Identifying the influences of nominal and real rigidities in aggregate price-setting behavior, Journal of Monetary Economics, Elsevier (2007) View citations (99) (2007)
- Inflation persistence and monetary policy design: an overview
Working Paper Series, European Central Bank View citations (35)
- Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (339)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2005) View citations (110) Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (325)
See also Chapter Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models, NBER Chapters, National Bureau of Economic Research, Inc (2006) View citations (179) (2006)
- The Determinants of Market Frictions in the Corporate Market
Computing in Economics and Finance 2005, Society for Computational Economics View citations (13)
- The Magnitude and Cyclical Behavior of Financial Market Frictions
2005 Meeting Papers, Society for Economic Dynamics
Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (92) Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (63)
2004
- Evaluating the Magnitude of Financial Market Frictions: Evidence from Firm-Level Data
Econometric Society 2004 North American Summer Meetings, Econometric Society
- Explicit inflation objectives and macroeconomic outcomes
Working Paper Series, European Central Bank View citations (51)
- 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 (2)
- Is inflation persistence intrinsic in industrial economies?
Working Paper Series, European Central Bank View citations (173)
Also in Working Papers, Federal Reserve Bank of St. Louis (2003) View citations (127) Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (69)
- Optimal Monetary Policy in an Imperfect World
Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
- Optimal Monetary Policy with Endogenous Capital Accumulation
2004 Meeting Papers, Society for Economic Dynamics View citations (35)
2003
- Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (10) Working Paper Series, European Central Bank (2001) View citations (62) Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (38)
See also Journal Article Data uncertainty and the role of money as an information variable for monetary policy, European Economic Review, Elsevier (2005) View citations (107) (2005)
- Monetary Policy Implications of Endogenous Capital Accumulation
Computing in Economics and Finance 2003, Society for Computational Economics
- Parameter Uncertainty and the Central Bank's Objective Function
Computing in Economics and Finance 2003, Society for Computational Economics View citations (18)
- Robust Monetary Policy with Competing Reference Models
Computing in Economics and Finance 2003, Society for Computational Economics View citations (224)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (207)
See also Journal Article Robust monetary policy with competing reference models, Journal of Monetary Economics, Elsevier (2003) View citations (239) (2003)
- The Non-Linearity of the Financial Accelerator
Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
- The performance of forecast-based monetary policy rules under model uncertainty
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (266)
Also in Computing in Economics and Finance 2000, Society for Computational Economics (2000) View citations (6) Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (35) Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (5) Working Paper Series, European Central Bank (2001) View citations (42)
See also Journal Article The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty, American Economic Review, American Economic Association (2003) View citations (305) (2003)
2002
- Is Inflation Persistence Inherent in Industrial Economies?
Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
- Optimal Monetary Policy with Durable and Non-Durable Goods
Computing in Economics and Finance 2002, Society for Computational Economics View citations (36)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (38) Working Paper Series, European Central Bank (2002) View citations (49)
- 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 Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?, The Review of Economics and Statistics, MIT Press (2004) View citations (134) (2004)
2001
- Evaluating Information Variables for Monetary Policy in a Noisy Economic Environment
Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
- Imperfect Credibility and Inflation Persistence
Computing in Economics and Finance 2001, Society for Computational Economics View citations (81)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (56)
See also Journal Article Imperfect credibility and inflation persistence, Journal of Monetary Economics, Elsevier (2003) View citations (365) (2003)
- 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 Patience, persistence, and welfare costs of incomplete markets in open economies, Journal of International Economics, Elsevier (2003) View citations (21) (2003)
- The Effects of Dollarization on Macroeconomic Stability
Computing in Economics and Finance 2001, Society for Computational Economics View citations (5)
2000
- Patience, Persistence and Properties of Two-Country Incomplete Market Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (4)
- 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 (27)
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2000) View citations (25)
1999
- Inaccuracy of Loglinearization in Welfare Calculations: Complete vs. Incomplete Market Economies
Computing in Economics and Finance 1999, Society for Computational Economics
- Optimal Monetary Policy with Staggered Wage and Price Contracts
Computing in Economics and Finance 1999, Society for Computational Economics View citations (97)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (37)
See also Journal Article Optimal monetary policy with staggered wage and price contracts, Journal of Monetary Economics, Elsevier (2000) View citations (2036) (2000)
- 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
- Macroeconomic implications of competitive college admissions
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
- Robustness of Simple Monetary Policy Rules under Model Uncertainty
NBER Working Papers, National Bureau of Economic Research, Inc View citations (123)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (209)
See also Chapter Robustness of Simple Monetary Policy Rules under Model Uncertainty, NBER Chapters, National Bureau of Economic Research, Inc (1999) View citations (378) (1999)
- Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model
Working Papers, Stockholm - International Economic Studies View citations (14)
Also in Seminar Papers, Stockholm University, Institute for International Economic Studies (1998) View citations (13) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (6)
- 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 What Determines Public Support for Affirmative Action?, Southern Economic Journal, John Wiley & Sons (2003) (2003)
1997
- A guide to FRB/Global
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
1996
- 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 VARHAC Covariance Matrix Estimator (RATS), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) (1996) Software Item VARHAC Covariance Matrix Estimator (FORTRAN), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) (1996) Software Item VARHAC Covariance Matrix Estimator (GAUSS), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) (1996)
- Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (26)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995)
Journal Articles
2024
- Rajan, Raghuram. Monetary Policy and Its Unintended Consequences
Journal of Economic Literature, 2024, 62, (2), 813-14
- The composition of UN peacekeeping operations and aid worker security
Journal of Peace Research, 2024, 61, (5), 726-743
2023
- Do Monetary Policy Frameworks Matter in Low-Income Countries?
IMF Economic Review, 2023, 71, (4), 1000-1024 
See also Working Paper Do Monetary Policy Frameworks Matter in Low Income Countries?, NBER Working Papers (2021) (2021)
2018
- Cyclical Changes in Firm Volatility
Journal of Money, Credit and Banking, 2018, 50, (2-3), 317-349 View citations (4)
See also Working Paper Cyclical changes in firm volatility, Working Papers (2014) View citations (4) (2014)
2017
- Policy credibility and alternative approaches to disinflation
Research in Economics, 2017, 71, (3), 422-440 View citations (6)
2014
- Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
International Journal of Central Banking, 2014, 10, (2), 337-400 View citations (24)
- Comment on “Chronic Deflation in Japan”
Asian Economic Policy Review, 2014, 9, (1), 42-43 View citations (1)
- Establishing and Maintaining a Firm Nominal Anchor
International Journal of Central Banking, 2014, 10, (2), 405-412 View citations (2)
- 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 (82)
See also Working Paper Labor Force Participation and Monetary Policy in the Wake of the Great Recession, UTokyo Price Project Working Paper Series (2013) View citations (60) (2013)
- The design and communication of systematic monetary policy strategies
Journal of Economic Dynamics and Control, 2014, 49, (C), 52-69 View citations (11)
2012
- 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 (10)
See also Working Paper When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan, Working Papers (2012) View citations (11) (2012)
2011
- 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 (188)
See also Working Paper Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?, Finance and Economics Discussion Series (2008) View citations (5) (2008)
- Bifurcation in Perturbation Analysis:Calvo Pricing Examples
Computational Economics, 2011, 37, (3), 221-236
2010
- 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 (259)
- Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
International Journal of Central Banking, 2010, 6, (1), 143-189 View citations (108)
See also Working Paper Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound, CEPR Discussion Papers (2009) View citations (9) (2009)
2008
- Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\"
Review, 2008, 90, (Jul), 301-306
- Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
Journal of Monetary Economics, 2008, 55, (Supplement 1), S48-S62 View citations (37)
See also Working Paper Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy, Working Papers (2008) View citations (31) (2008)
- Relative Price Distortion and Optimal Monetary Policy in Open Economies
Korean Economic Review, 2008, 24, 5-31 
See also Working Paper Relative Price Distortion and Optimal Monetary Policy in Open Economies, Computing in Economics and Finance 2006 (2006) View citations (1) (2006)
2007
- Identifying the influences of nominal and real rigidities in aggregate price-setting behavior
Journal of Monetary Economics, 2007, 54, (8), 2439-2466 View citations (99)
See also Working Paper Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior, Computing in Economics and Finance 2005 (2005) View citations (9) (2005)
- 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 (21)
See also Working Paper Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere, Working Papers Central Bank of Chile (2006) View citations (24) (2006) Chapter Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere, Central Banking, Analysis, and Economic Policies Book Series, 2007, 11, 415-465 (2007) View citations (74) (2007)
- Reconsidering the natural rate hypothesis in a New Keynesian framework
Journal of Monetary Economics, 2007, 54, (5), 1344-1365 View citations (64)
- Three great American disinflations
Proceedings, 2007 View citations (12)
See also Working Paper Three Great American Disinflations, NBER Working Papers (2007) View citations (15) (2007)
2006
- 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 (114)
See also Working Paper New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modelling, Working Papers (2015) View citations (13) (2015)
- Optimal monetary policy with durable consumption goods
Journal of Monetary Economics, 2006, 53, (7), 1341-1359 View citations (198)
- Sectoral and Aggregate Inflation Dynamics in the Euro Area
Journal of the European Economic Association, 2006, 4, (2-3), 585-593 View citations (81)
2005
- 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)
- 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 Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy, CFS Working Paper Series (2003) View citations (5) (2003)
- No-arbitrage Taylor rules - comments
Proceedings, 2005
2004
- 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 (134)
See also Working Paper Recent U.S. macroeconomic stability: good policies, good practices or good luck?, International Finance Discussion Papers (2002) (2002)
- The macroeconomic effects of inflation targeting
Review, 2004, 86, (Jul), 51-80 View citations (235)
2003
- Imperfect credibility and inflation persistence
Journal of Monetary Economics, 2003, 50, (4), 915-944 View citations (365)
See also Working Paper Imperfect Credibility and Inflation Persistence, Computing in Economics and Finance 2001 (2001) View citations (81) (2001)
- Patience, persistence, and welfare costs of incomplete markets in open economies
Journal of International Economics, 2003, 61, (2), 385-396 View citations (21)
See also Working Paper Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies, Computing in Economics and Finance 2001 (2001) View citations (3) (2001)
- Robust monetary policy with competing reference models
Journal of Monetary Economics, 2003, 50, (5), 945-975 View citations (239)
See also Working Paper Robust Monetary Policy with Competing Reference Models, Computing in Economics and Finance 2003 (2003) View citations (224) (2003)
- The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty
American Economic Review, 2003, 93, (3), 622-645 View citations (305)
See also Working Paper The performance of forecast-based monetary policy rules under model uncertainty, CFS Working Paper Series (2003) View citations (266) (2003)
- What Determines Public Support for Affirmative Action?
Southern Economic Journal, 2003, 69, (3), 612-627 
See also Working Paper What determines public support for affirmative action?, International Finance Discussion Papers (1998) (1998)
2002
- 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)
- Unit root tests in panel data: asymptotic and finite-sample properties
Journal of Econometrics, 2002, 108, (1), 1-24 View citations (5687)
2000
- Optimal monetary policy with staggered wage and price contracts
Journal of Monetary Economics, 2000, 46, (2), 281-313 View citations (2036)
See also Working Paper Optimal Monetary Policy with Staggered Wage and Price Contracts, Computing in Economics and Finance 1999 (1999) View citations (97) (1999)
1997
- 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 (59)
- Evaluating International Economic Policy with the Federal Reserve's Global Model
Federal Reserve Bulletin, 1997, 83, (10), pp. 797-817 View citations (6)
Also in Federal Reserve Bulletin, 1997, (Oct), 797-817 (1997) View citations (10)
- The evolution of macro models at the Federal Reserve Board
Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 43-81 View citations (169)
See also Working Paper The Evolution of Macro Models at the Federal Reserve Board, Finance and Economics Discussion Series (2019) View citations (42) (2019)
Books
2018
- Do We Need Central Bank Digital Currency? Economics, Technology and Institutions
SUERF Studies, SUERF - The European Money and Finance Forum View citations (19)
Chapters
2018
- Monetary Policy and Payments
Chapter 4 in The Structural Foundations of Monetary Policy, 2018
- Robust Design Principles for Monetary Policy Committees
A chapter in Central Bank Frameworks: Evolution or Revolution?, 2018 View citations (1)
2013
- 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 Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation, National Bureau of Economic Research, Inc (2010) View citations (11) (2010)
2007
- 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
- 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 (74)
See also Working Paper Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere, Central Bank of Chile (2006) View citations (24) (2006) Journal Article Inflation targeting and the anchoring of inflation expectations in the western hemisphere, Federal Reserve Bank of San Francisco (2007) View citations (26) (2007)
2006
- Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 229-312 View citations (179)
See also Working Paper Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models, National Bureau of Economic Research, Inc (2005) View citations (339) (2005)
1999
- Robustness of Simple Monetary Policy Rules under Model Uncertainty
A chapter in Monetary Policy Rules, 1999, pp 263-318 View citations (378)
See also Working Paper Robustness of Simple Monetary Policy Rules under Model Uncertainty, National Bureau of Economic Research, Inc (1998) View citations (123) (1998)
Software Items
1996
- VARHAC Covariance Matrix Estimator (FORTRAN)
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) View citations (48) (1996)
- VARHAC Covariance Matrix Estimator (GAUSS)
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) View citations (48) (1996)
- VARHAC Covariance Matrix Estimator (RATS)
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) View citations (48) (1996)
1995
- RATS code for Business Cycles Statistics and their Standard Errors
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
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