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Details about Kristoffer P. Nimark

E-mail:
Homepage:http://www.kris-nimark.net
Postal address:CREI Ramon Trias Fargas 25-27 08005 Barcelona Spain
Workplace:Department of Economics, Cornell University, (more information at EDIRC)

Access statistics for papers by Kristoffer P. Nimark.

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

Short-id: pni93


Jump to Journal Articles

Working Papers

2019

  1. Sectoral Media Focus and Aggregate Fluctuations
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads

2018

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

2017

  1. Dynamic Higher Order Expectations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (9)
    2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads View citations (3)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011) Downloads View citations (38)

2016

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

2015

  1. Speculation and the Bond Market: An Empirical No-arbitrage Framework
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Management Science (2019)
  2. State-Dependent Media Focus: Measurement and Economic Implications
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

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

2013

  1. Man-Bites-Dog Business Cycle
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) Downloads
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)

    See also Journal Article in American Economic Review (2014)
  2. Speculation, Risk Premia and Expectations in the Yield Curve
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013) Downloads

2012

  1. Speculative Dynamics in the Term Structure of Interest Rates
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (4)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads View citations (9)

2011

  1. A Medium-Scale New Keynesian Open Economy Model of Australia
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (21)
    See also Journal Article in The Economic Record (2011)

2009

  1. A low dimensional Kalman filter for systems with lagged observables
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (6)
  2. A structural model of Australia as a small open economy
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (18)
    Also in RBA Research Discussion Papers, Reserve Bank of Australia (2007) Downloads View citations (10)

    See also Journal Article in Australian Economic Review (2009)
  3. Non-nested Information Sets and the Term Structure of Interest Rates
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2008

  1. A Medium-scale Open Economy Model of Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (9)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2008) Downloads View citations (5)
  2. Combining Multivariate Density Forecasts Using Predictive Criteria
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (14)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2008) Downloads View citations (22)
  3. Monetary policy with signal extraction from the bond market
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (21)
    See also Journal Article in Journal of Monetary Economics (2008)

2007

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

2006

  1. Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (2)

2005

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

2003

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

Journal Articles

2019

  1. Inattention and belief polarization
    Journal of Economic Theory, 2019, 180, (C), 203-228 Downloads View citations (2)
    See also Working Paper (2018)
  2. News media and delegated information choice
    Journal of Economic Theory, 2019, 181, (C), 160-196 Downloads View citations (22)
  3. Speculation and the Bond Market: An Empirical No-Arbitrage Framework
    Management Science, 2019, 65, (9), 4179-4203 Downloads View citations (4)
    See also Working Paper (2015)

2017

  1. Speculation and the Term Structure of Interest Rates
    Review of Financial Studies, 2017, 30, (11), 4003-4037 Downloads View citations (6)

2015

  1. A low dimensional Kalman filter for systems with lagged states in the measurement equation
    Economics Letters, 2015, 127, (C), 10-13 Downloads View citations (7)

2014

  1. Man-Bites-Dog Business Cycles
    American Economic Review, 2014, 104, (8), 2320-67 Downloads View citations (64)
    See also Working Paper (2013)

2011

  1. A Medium‐Scale New Keynesian Open Economy Model of Australia
    The Economic Record, 2011, 87, (276), 11-36 Downloads View citations (22)
    See also Working Paper (2011)

2009

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

2008

  1. Dynamic pricing and imperfect common knowledge
    Journal of Monetary Economics, 2008, 55, (2), 365-382 Downloads View citations (94)
    See also Working Paper (2007)
  2. Monetary policy with signal extraction from the bond market
    Journal of Monetary Economics, 2008, 55, (8), 1389-1400 Downloads View citations (21)
    See also Working Paper (2008)
 
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