Details about Thomas Lubik

Access statistics for papers by Thomas Lubik.

Last updated 2012-05-09. Update your information in the RePEc Author Service.

Short-id: plu38

Working Papers

2019

1. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
   Working Paper, Federal Reserve Bank of Richmond

2017

2. Global Dynamics in a Search and Matching Model of the Labor Market
   Working Paper, Federal Reserve Bank of Richmond
3. Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan
   Working Paper, Federal Reserve Bank of Richmond

2012

4. Sales, inventories, and real interest rates: a century of stylized facts
   Working Paper, Federal Reserve Bank of Richmond View citations (5)

2011

5. Aggregate labor market dynamics in Hong Kong
   Working Paper, Federal Reserve Bank of Richmond View citations (2)
6. Deep Habits in the New Keynesian Phillips Curve
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
   Also in Working Paper, Federal Reserve Bank of Richmond (2011) View citations (1)

2010

7. Instability and indeterminacy in a simple search and matching model
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (4)
8. Inventories, Inflation Dynamics and the New Keynesian Phillips Curve
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
   Also in Working Paper, Federal Reserve Bank of Richmond (2010) View citations (1)
9. On-the-job search and the cyclical dynamics of the labor market
   Working Paper, Federal Reserve Bank of Richmond View citations (5)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (16)
   Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (1)
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2004) View citations (19)
   2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (1)

2009

10. Inventories and Optimal Monetary Policy
    School of Economics Working Papers, University of Adelaide, School of Economics View citations (4)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2009)
    See also Journal Article in Economic Quarterly (2009)

2008

11. Inflation Dynamics with Search Frictions: A Structural Econometric Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (61)
    Also in Working Paper, Federal Reserve Bank of Richmond (2008) View citations (59)
    See also Journal Article in Journal of Monetary Economics (2008)

2007

12. Does intra-firm bargaining matter for business cycle dynamics?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (17)

2006

13. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
14. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2010)

2005

15. A Bayesian Look at New Open Economy Macroeconomics
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (206)
    See also Chapter (2006)
16. A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (5)
    See also Journal Article in New Zealand Economic Papers (2006)
17. Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
18. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
19. Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (17)
20. Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
    Computing in Economics and Finance 2005, Society for Computational Economics
21. Persistence, Propagation and On-the-Job Search
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

22. A Note on Instability and Indeterminacy in Search and Matching Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (7)
23. How Large Are Returns to Scale in the U.S.? A View Across the Boundary
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (1)
    See also Journal Article in Economic Quarterly (2016)
24. Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
25. On-the-Job Search and Business Cycle Dynamics
    Econometric Society 2004 North American Summer Meetings, Econometric Society
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2003

26. An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (11)
    See also Journal Article in International Review of Economics & Finance (2007)
27. Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (70)
    See also Journal Article in Journal of Monetary Economics (2007)
28. Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (3)
29. Industrial Structure and Monetary Policy in a Small Open Economy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
30. Investment Spending,Equilibrium Indeterminacy and the Interactions of Monetary and Fiscal Policy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (6)
31. Real Wage Dynamics in a Monetary Business Cycle Model with Search Frictions
    Computing in Economics and Finance 2003, Society for Computational Economics
32. Testing for Indeterminacy:An Application to U.S. Monetary Policy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (9)
    See also Journal Article in American Economic Review (2004)
33. The (Ir)relevance of Real Wage Rigidity in the New Keynesian Model with Search Frictions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (42)
    See also Journal Article in Journal of Monetary Economics (2007)

2002

34. Computing Sunspots in Linear Rational Expectations Models
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2002) View citations (2)
35. Testing for Indeterminacy in Linear Rational Expectations Models
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)

2000

36. International Comovement Revisited: The Role of Non-Traded Goods and Price Stickiness
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics

Journal Articles

2019

1. How Likely Is the Zero Lower Bound?
   Economic Quarterly, 2019, (1Q), 41-54

2016

2. Beveridge Curve Shifts and Time-Varying Parameter VARs
   Economic Quarterly, 2016, (3Q), 197-226 View citations (3)
3. How Large Are Returns to Scale in the U.S.? A View Across the Boundary
   Economic Quarterly, 2016, (1Q), 79-103
   See also Working Paper (2004)

2015

4. The Rise in Long-Term Unemployment: Potential Causes and Implications
   Economic Quarterly, 2015, (2Q), 125-149
5. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
   Economic Quarterly, 2015, (4Q), 323-352 View citations (6)

2011

6. Monetary policy with unknown natural rates
   Richmond Fed Economic Brief, 2011, (Jul)
7. Potential causes and implications of the rise in long-term unemployment
   Richmond Fed Economic Brief, 2011, (Sep)

2010

8. Is the output gap a faulty gauge for monetary policy?
   Richmond Fed Economic Brief, 2010, (Jan) View citations (1)
9. The Lucas critique and the stability of empirical models
   Journal of Applied Econometrics, 2010, 25, (1), 177-194 View citations (17)
   See also Working Paper (2006)

2009

10. Estimating a search and matching model of the aggregate labor market
    Economic Quarterly, 2009, (Spr), 101-120 View citations (10)
11. Inventories and optimal monetary policy
    Economic Quarterly, 2009, (Fall), 357-382 View citations (4)
    See also Working Paper (2009)

2008

12. Do search frictions matter for inflation dynamics?
    European Economic Review, 2008, 52, (8), 1464-1479 View citations (7)
13. Inflation dynamics with search frictions: A structural econometric analysis
    Journal of Monetary Economics, 2008, 55, (5), 892-916 View citations (61)
    See also Working Paper (2008)

2007

14. An inventory of simple monetary policy rules in a New Keynesian macroeconomic model
    International Review of Economics & Finance, 2007, 16, (1), 15-36 View citations (28)
    See also Working Paper (2003)
15. Do central banks respond to exchange rate movements? A structural investigation
    Journal of Monetary Economics, 2007, 54, (4), 1069-1087 View citations (260)
    See also Working Paper (2003)
16. Non-stationarity and instability in small open-economy models even when they are "closed"
    Economic Quarterly, 2007, (Fall), 393-412 View citations (19)
17. Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply
    American Economic Review, 2007, 97, (1), 530-533 View citations (9)
18. The (ir)relevance of real wage rigidity in the New Keynesian model with search frictions
    Journal of Monetary Economics, 2007, 54, (3), 706-727 View citations (265)
    See also Working Paper (2003)

2006

19. A simple, structural, and empirical model of the antipodean transmission mechanism
    New Zealand Economic Papers, 2006, 40, (2), 91-126
    See also Working Paper (2005)
20. The cyclical upgrading of labor and on-the-job search
    Labour Economics, 2006, 13, (4), 459-477 View citations (59)

2004

21. Testing for Indeterminacy: An Application to U.S. Monetary Policy
    American Economic Review, 2004, 94, (1), 190-217 View citations (630)
    See also Working Paper (2003)

2003

22. Computing sunspot equilibria in linear rational expectations models
    Journal of Economic Dynamics and Control, 2003, 28, (2), 273-285 View citations (187)

Chapters

2006

1. A Bayesian Look at the New Open Economy Macroeconomics
   A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 313-382 View citations (56)
   See also Working Paper (2005)

Software Items