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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 2024-11-07. Update your information in the RePEc Author Service.

Short-id: ple143


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Working Papers

2025

  1. A Bayesian Assessment of the Origins of COVID-19 using Spatiotemporal and Zoonotic Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2022

  1. Quantifying the Costs and Benefits of Quantitative Easing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2021

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

    See also Journal Article Do Monetary Policy Frameworks Matter in Low-Income Countries?, IMF Economic Review, Palgrave Macmillan (2023) Downloads (2023)

2020

  1. 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 Downloads View citations (39)
  2. Incorporating Scenario Analysis into the Federal Reserve’s Policy Strategy and Communications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. 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 Downloads View citations (5)

2019

  1. Digital Cash: Principles & Practical Steps
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
  2. 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.) Downloads 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) Downloads View citations (169) (1997)

2017

  1. Central Bank Digital Currency And The Future Of Monetary Policy
    Economics Working Papers, Hoover Institution, Stanford University Downloads View citations (177)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (203)

2015

  1. Labor Market Slack and Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
  2. New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modelling
    Working Papers, Barcelona School of Economics Downloads View citations (13)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads 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) Downloads View citations (114) (2006)

2014

  1. Cyclical changes in firm volatility
    Working Papers, DNB Downloads View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2011) Downloads View citations (14)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011) Downloads View citations (22)

    See also Journal Article Cyclical Changes in Firm Volatility, Journal of Money, Credit and Banking, Blackwell Publishing (2018) Downloads View citations (4) (2018)

2013

  1. 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 Downloads View citations (60)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (47)
    IMF Working Papers, International Monetary Fund (2013) Downloads 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) Downloads View citations (82) (2014)

2012

  1. When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan
    Working Papers, DNB Downloads View citations (11)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads 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) Downloads View citations (10) (2012)

2011

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

2010

  1. 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 Downloads 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) Downloads View citations (19) (2013)

2009

  1. Evidence from surveys of price-setting managers: Policy lessons and directions for ongoing research
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (6)
  2. Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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) Downloads View citations (108) (2010)
  3. Measuring Changes in Firm-Level Volatility: An Application to Japan
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (4)

2008

  1. 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.) Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads 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) Downloads View citations (188) (2011)
  2. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (31)
    See also Journal Article Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy, Journal of Monetary Economics, Elsevier (2008) Downloads View citations (37) (2008)

2007

  1. 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.) Downloads View citations (1)
  2. Financial market perceptions of recession risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (18)
  3. Macroeconomic Volatility, Learning, and the Term Structure of Interest Rates
    2007 Meeting Papers, Society for Economic Dynamics
  4. Strategic Complementarities and Optimal Monetary Policy
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (44)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (42)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) Downloads View citations (44)
  5. Three Great American Disinflations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (8)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (3)

    See also Journal Article Three great American disinflations, Proceedings, Federal Reserve Bank of San Francisco (2007) Downloads View citations (12) (2007)

2006

  1. 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 Downloads View citations (59)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (124)
  2. Higher-order perturbation solutions to dynamic, discrete-time rational expectations models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (69)
  3. Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads 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) Downloads 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) Downloads View citations (74) (2007)
  4. Relative Price Distortion and Optimal Monetary Policy in Open Economies
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (1)
    See also Journal Article Relative Price Distortion and Optimal Monetary Policy in Open Economies, Korean Economic Review, Korean Economic Association (2008) Downloads (2008)

2005

  1. 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)
  2. Corporate Leverage and Financial Fragility in General Equilibrium
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
  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
  4. 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) Downloads 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) Downloads View citations (99) (2007)
  5. Inflation persistence and monetary policy design: an overview
    Working Paper Series, European Central Bank Downloads View citations (35)
  6. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (339)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2005) Downloads 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) Downloads View citations (179) (2006)
  7. The Determinants of Market Frictions in the Corporate Market
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (13)
  8. 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) Downloads View citations (92)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (63)

2004

  1. Evaluating the Magnitude of Financial Market Frictions: Evidence from Firm-Level Data
    Econometric Society 2004 North American Summer Meetings, Econometric Society
  2. Explicit inflation objectives and macroeconomic outcomes
    Working Paper Series, European Central Bank Downloads View citations (51)
  3. 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)
  4. Is inflation persistence intrinsic in industrial economies?
    Working Paper Series, European Central Bank Downloads View citations (173)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2003) Downloads View citations (127)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (69)
  5. Optimal Monetary Policy in an Imperfect World
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
  6. Optimal Monetary Policy with Endogenous Capital Accumulation
    2004 Meeting Papers, Society for Economic Dynamics View citations (35)

2003

  1. Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (10)
    Working Paper Series, European Central Bank (2001) Downloads View citations (62)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads 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) Downloads View citations (107) (2005)
  2. Monetary Policy Implications of Endogenous Capital Accumulation
    Computing in Economics and Finance 2003, Society for Computational Economics
  3. Parameter Uncertainty and the Central Bank's Objective Function
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (18)
  4. 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) Downloads View citations (207)

    See also Journal Article Robust monetary policy with competing reference models, Journal of Monetary Economics, Elsevier (2003) Downloads View citations (239) (2003)
  5. The Non-Linearity of the Financial Accelerator
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
  6. The performance of forecast-based monetary policy rules under model uncertainty
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads 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) Downloads View citations (35)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (5)
    Working Paper Series, European Central Bank (2001) Downloads 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) Downloads View citations (305) (2003)

2002

  1. Is Inflation Persistence Inherent in Industrial Economies?
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
  2. 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) Downloads View citations (38)
    Working Paper Series, European Central Bank (2002) Downloads View citations (49)
  3. 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.) Downloads
    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) Downloads View citations (134) (2004)

2001

  1. Evaluating Information Variables for Monetary Policy in a Noisy Economic Environment
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
  2. 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) Downloads View citations (56)

    See also Journal Article Imperfect credibility and inflation persistence, Journal of Monetary Economics, Elsevier (2003) Downloads View citations (365) (2003)
  3. 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) Downloads View citations (2)

    See also Journal Article Patience, persistence, and welfare costs of incomplete markets in open economies, Journal of International Economics, Elsevier (2003) Downloads View citations (21) (2003)
  4. The Effects of Dollarization on Macroeconomic Stability
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (5)

2000

  1. Patience, Persistence and Properties of Two-Country Incomplete Market Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (4)
  2. 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 Downloads View citations (27)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (25)

1999

  1. Inaccuracy of Loglinearization in Welfare Calculations: Complete vs. Incomplete Market Economies
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Optimal Monetary Policy with Staggered Wage and Price Contracts
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads View citations (97)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (37)

    See also Journal Article Optimal monetary policy with staggered wage and price contracts, Journal of Monetary Economics, Elsevier (2000) Downloads View citations (2036) (2000)
  3. 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

  1. Macroeconomic implications of competitive college admissions
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  2. Robustness of Simple Monetary Policy Rules under Model Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (123)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (209)

    See also Chapter Robustness of Simple Monetary Policy Rules under Model Uncertainty, NBER Chapters, National Bureau of Economic Research, Inc (1999) Downloads View citations (378) (1999)
  3. 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) Downloads View citations (13)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (6)
  4. What determines public support for affirmative action?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article What Determines Public Support for Affirmative Action?, Southern Economic Journal, John Wiley & Sons (2003) Downloads (2003)

1997

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

1996

  1. A Practitioner's Guide to Robust Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    See also Software Item VARHAC Covariance Matrix Estimator (RATS), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) Downloads (1996)
    Software Item VARHAC Covariance Matrix Estimator (FORTRAN), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) Downloads (1996)
    Software Item VARHAC Covariance Matrix Estimator (GAUSS), QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1996) Downloads (1996)
  2. Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) Downloads

Journal Articles

2024

  1. Rajan, Raghuram. Monetary Policy and Its Unintended Consequences
    Journal of Economic Literature, 2024, 62, (2), 813-14 Downloads
  2. The composition of UN peacekeeping operations and aid worker security
    Journal of Peace Research, 2024, 61, (5), 726-743 Downloads

2023

  1. Do Monetary Policy Frameworks Matter in Low-Income Countries?
    IMF Economic Review, 2023, 71, (4), 1000-1024 Downloads
    See also Working Paper Do Monetary Policy Frameworks Matter in Low Income Countries?, NBER Working Papers (2021) Downloads (2021)

2018

  1. Cyclical Changes in Firm Volatility
    Journal of Money, Credit and Banking, 2018, 50, (2-3), 317-349 Downloads View citations (4)
    See also Working Paper Cyclical changes in firm volatility, Working Papers (2014) Downloads View citations (4) (2014)

2017

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

2014

  1. Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
    International Journal of Central Banking, 2014, 10, (2), 337-400 Downloads View citations (24)
  2. Comment on “Chronic Deflation in Japan”
    Asian Economic Policy Review, 2014, 9, (1), 42-43 Downloads View citations (1)
  3. Establishing and Maintaining a Firm Nominal Anchor
    International Journal of Central Banking, 2014, 10, (2), 405-412 Downloads View citations (2)
  4. Labor Force Participation and Monetary Policy in the Wake of the Great Recession
    Journal of Money, Credit and Banking, 2014, 46, (S2), 3-49 Downloads 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) Downloads View citations (60) (2013)
  5. The design and communication of systematic monetary policy strategies
    Journal of Economic Dynamics and Control, 2014, 49, (C), 52-69 Downloads View citations (11)

2012

  1. 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 Downloads View citations (10)
    See also Working Paper When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan, Working Papers (2012) Downloads View citations (11) (2012)

2011

  1. 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 Downloads 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) Downloads View citations (5) (2008)
  2. Bifurcation in Perturbation Analysis:Calvo Pricing Examples
    Computational Economics, 2011, 37, (3), 221-236 Downloads

2010

  1. 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 Downloads View citations (259)
  2. Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    International Journal of Central Banking, 2010, 6, (1), 143-189 Downloads View citations (108)
    See also Working Paper Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound, CEPR Discussion Papers (2009) Downloads View citations (9) (2009)

2008

  1. Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\"
    Review, 2008, 90, (Jul), 301-306 Downloads
  2. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
    Journal of Monetary Economics, 2008, 55, (Supplement 1), S48-S62 Downloads View citations (37)
    See also Working Paper Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy, Working Papers (2008) Downloads View citations (31) (2008)
  3. Relative Price Distortion and Optimal Monetary Policy in Open Economies
    Korean Economic Review, 2008, 24, 5-31 Downloads
    See also Working Paper Relative Price Distortion and Optimal Monetary Policy in Open Economies, Computing in Economics and Finance 2006 (2006) Downloads View citations (1) (2006)

2007

  1. Identifying the influences of nominal and real rigidities in aggregate price-setting behavior
    Journal of Monetary Economics, 2007, 54, (8), 2439-2466 Downloads 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)
  2. Inflation targeting and the anchoring of inflation expectations in the western hemisphere
    Economic Review, 2007, 25-47 Downloads View citations (26)
    Also in Journal Economía Chilena (The Chilean Economy), 2006, 9, (3), 19-52 (2006) Downloads 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) Downloads 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) Downloads View citations (74) (2007)
  3. Reconsidering the natural rate hypothesis in a New Keynesian framework
    Journal of Monetary Economics, 2007, 54, (5), 1344-1365 Downloads View citations (64)
  4. Three great American disinflations
    Proceedings, 2007 Downloads View citations (12)
    See also Working Paper Three Great American Disinflations, NBER Working Papers (2007) Downloads View citations (15) (2007)

2006

  1. 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 Downloads 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) Downloads View citations (13) (2015)
  2. Optimal monetary policy with durable consumption goods
    Journal of Monetary Economics, 2006, 53, (7), 1341-1359 Downloads View citations (198)
  3. Sectoral and Aggregate Inflation Dynamics in the Euro Area
    Journal of the European Economic Association, 2006, 4, (2-3), 585-593 Downloads View citations (81)

2005

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

2004

  1. Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?
    The Review of Economics and Statistics, 2004, 86, (3), 824-832 Downloads View citations (134)
    See also Working Paper Recent U.S. macroeconomic stability: good policies, good practices or good luck?, International Finance Discussion Papers (2002) Downloads (2002)
  2. The macroeconomic effects of inflation targeting
    Review, 2004, 86, (Jul), 51-80 Downloads View citations (235)

2003

  1. Imperfect credibility and inflation persistence
    Journal of Monetary Economics, 2003, 50, (4), 915-944 Downloads View citations (365)
    See also Working Paper Imperfect Credibility and Inflation Persistence, Computing in Economics and Finance 2001 (2001) View citations (81) (2001)
  2. Patience, persistence, and welfare costs of incomplete markets in open economies
    Journal of International Economics, 2003, 61, (2), 385-396 Downloads 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)
  3. Robust monetary policy with competing reference models
    Journal of Monetary Economics, 2003, 50, (5), 945-975 Downloads 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)
  4. The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty
    American Economic Review, 2003, 93, (3), 622-645 Downloads View citations (305)
    See also Working Paper The performance of forecast-based monetary policy rules under model uncertainty, CFS Working Paper Series (2003) Downloads View citations (266) (2003)
  5. What Determines Public Support for Affirmative Action?
    Southern Economic Journal, 2003, 69, (3), 612-627 Downloads
    See also Working Paper What determines public support for affirmative action?, International Finance Discussion Papers (1998) Downloads (1998)

2002

  1. Comment on: Monetary policy rules in the open economy: effects on welfare and business cycles
    Journal of Monetary Economics, 2002, 49, (5), 1017-1023 Downloads View citations (5)
  2. Unit root tests in panel data: asymptotic and finite-sample properties
    Journal of Econometrics, 2002, 108, (1), 1-24 Downloads View citations (5687)

2000

  1. Optimal monetary policy with staggered wage and price contracts
    Journal of Monetary Economics, 2000, 46, (2), 281-313 Downloads View citations (2036)
    See also Working Paper Optimal Monetary Policy with Staggered Wage and Price Contracts, Computing in Economics and Finance 1999 (1999) Downloads View citations (97) (1999)

1997

  1. 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 Downloads View citations (59)
  2. Evaluating International Economic Policy with the Federal Reserve's Global Model
    Federal Reserve Bulletin, 1997, 83, (10), pp. 797-817 Downloads View citations (6)
    Also in Federal Reserve Bulletin, 1997, (Oct), 797-817 (1997) Downloads View citations (10)
  3. The evolution of macro models at the Federal Reserve Board
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 43-81 Downloads View citations (169)
    See also Working Paper The Evolution of Macro Models at the Federal Reserve Board, Finance and Economics Discussion Series (2019) Downloads View citations (42) (2019)

Books

2018

  1. Do We Need Central Bank Digital Currency? Economics, Technology and Institutions
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (19)

Chapters

2018

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

2013

  1. 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 Downloads 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) Downloads View citations (11) (2010)

2007

  1. 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 Downloads
  2. 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 Downloads View citations (74)
    See also Working Paper Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere, Central Bank of Chile (2006) Downloads 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) Downloads View citations (26) (2007)

2006

  1. Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
    A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 229-312 Downloads View citations (179)
    See also Working Paper Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models, National Bureau of Economic Research, Inc (2005) Downloads View citations (339) (2005)

1999

  1. Robustness of Simple Monetary Policy Rules under Model Uncertainty
    A chapter in Monetary Policy Rules, 1999, pp 263-318 Downloads View citations (378)
    See also Working Paper Robustness of Simple Monetary Policy Rules under Model Uncertainty, National Bureau of Economic Research, Inc (1998) Downloads View citations (123) (1998)

Software Items

1996

  1. VARHAC Covariance Matrix Estimator (FORTRAN)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (48) (1996)
  2. VARHAC Covariance Matrix Estimator (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (48) (1996)
  3. VARHAC Covariance Matrix Estimator (RATS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper A Practitioner's Guide to Robust Covariance Matrix Estimation, NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (48) (1996)

1995

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