Details about Kristoffer P. Nimark

Access statistics for papers by Kristoffer P. Nimark.

Last updated 2020-09-12. Update your information in the RePEc Author Service.

Short-id: pni93

Working Papers

2019

1. Sectoral Media Focus and Aggregate Fluctuations
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016)

2018

2. Inattention and Belief Polarization
   2018 Meeting Papers, Society for Economic Dynamics
   See also Journal Article in Journal of Economic Theory (2019)

2017

3. Dynamic Higher Order Expectations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (15)
   2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (19)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011) View citations (43)

2016

4. Delegated information choice
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2015

5. Speculation and the Bond Market: An Empirical No-arbitrage Framework
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
6. State-Dependent Media Focus: Measurement and Economic Implications
   2015 Meeting Papers, Society for Economic Dynamics

2014

7. Public Information in Populations with Heterogeneous Interests
   2014 Meeting Papers, Society for Economic Dynamics
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)

2013

8. Man-Bites-Dog Business Cycle
   Working Papers, Barcelona School of Economics View citations (3)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) View citations (2)
   2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (2)
   See also Journal Article in American Economic Review (2014)
9. Speculation, Risk Premia and Expectations in the Yield Curve
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) View citations (1)
   Working Papers, Barcelona School of Economics (2013) View citations (1)

2012

10. Speculative Dynamics in the Term Structure of Interest Rates
    Working Papers, Barcelona School of Economics View citations (7)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (11)

2011

11. A Medium-Scale New Keynesian Open Economy Model of Australia
    Working Papers, Barcelona School of Economics View citations (27)
    See also Journal Article in The Economic Record (2011)

2009

12. A low dimensional Kalman filter for systems with lagged observables
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
13. A structural model of Australia as a small open economy
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (20)
    Also in RBA Research Discussion Papers, Reserve Bank of Australia (2007) View citations (19)
    See also Journal Article in Australian Economic Review (2009)
14. Non-nested Information Sets and the Term Structure of Interest Rates
    2009 Meeting Papers, Society for Economic Dynamics

2008

15. A Medium-scale Open Economy Model of Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (9)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2008) View citations (8)
16. Combining Multivariate Density Forecasts Using Predictive Criteria
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (24)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2008) View citations (27)
17. Monetary policy with signal extraction from the bond market
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (33)
    See also Journal Article in Journal of Monetary Economics (2008)

2007

18. Dynamic Pricing and Imperfect Common Knowledge
    RBA Research Discussion Papers, Reserve Bank of Australia
    See also Journal Article in Journal of Monetary Economics (2008)

2006

19. Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (3)

2005

20. Calvo pricing and imperfect common knowledge: a forward looking model of rational inflation inertia
    Working Paper Series, European Central Bank View citations (10)

2003

21. Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
22. Monetary Policy Performance and the Accuracy of Observations
    Economics Working Papers, European University Institute

Journal Articles

2019

1. Inattention and belief polarization
   Journal of Economic Theory, 2019, 180, (C), 203-228 View citations (12)
   See also Working Paper (2018)
2. News media and delegated information choice
   Journal of Economic Theory, 2019, 181, (C), 160-196 View citations (33)

2017

3. Speculation and the Term Structure of Interest Rates
   Review of Financial Studies, 2017, 30, (11), 4003-4037 View citations (10)

2015

4. A low dimensional Kalman filter for systems with lagged states in the measurement equation
   Economics Letters, 2015, 127, (C), 10-13 View citations (9)

2014

5. Man-Bites-Dog Business Cycles
   American Economic Review, 2014, 104, (8), 2320-67 View citations (85)
   See also Working Paper (2013)

2011

6. A Medium‐Scale New Keynesian Open Economy Model of Australia
   The Economic Record, 2011, 87, (276), 11-36 View citations (25)
   See also Working Paper (2011)

2009

7. A Structural Model of Australia as a Small Open Economy
   Australian Economic Review, 2009, 42, (1), 24-41 View citations (26)
   See also Working Paper (2009)

2008

8. Dynamic pricing and imperfect common knowledge
   Journal of Monetary Economics, 2008, 55, (2), 365-382 View citations (128)
   See also Working Paper (2007)
9. Monetary policy with signal extraction from the bond market
   Journal of Monetary Economics, 2008, 55, (8), 1389-1400 View citations (32)
   See also Working Paper (2008)