Details about Carolin E. Pflueger

Access statistics for papers by Carolin E. Pflueger.

Last updated 2016-09-29. Update your information in the RePEc Author Service.

Short-id: ppf25

Working Papers

2022

1. Perceptions about Monetary Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2020

2. Doubling Down on Debt: Limited Liability as a Financial Friction
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

4. Financial Market Risk Perceptions and the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc

2018

5. A Measure of Risk Appetite for the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
6. Macroeconomic Drivers of Bond and Equity Risks
   Harvard Business School Working Papers, Harvard Business School View citations (9)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (16)

2017

7. Flexible Prices and Leverage
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)

2016

8. Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)

2014

9. Monetary Policy Drivers of Bond and Equity Risks
   2014 Meeting Papers, Society for Economic Dynamics View citations (66)

2013

10. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
    Harvard Business School Working Papers, Harvard Business School View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (15)

2011

11. Inflation-Indexed Bonds and the Expectations Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    See also Journal Article in Annual Review of Financial Economics (2011)

Journal Articles

2015

1. A robust test for weak instruments in Stata
   Stata Journal, 2015, 15, (1), 216-225 View citations (69)
2. Inflation Risk in Corporate Bonds
   Journal of Finance, 2015, 70, (1), 115-162 View citations (26)

2013

3. A Robust Test for Weak Instruments
   Journal of Business & Economic Statistics, 2013, 31, (3), 358-369 View citations (366)

2011

4. Inflation-Indexed Bonds and the Expectations Hypothesis
   Annual Review of Financial Economics, 2011, 3, (1), 139-158 View citations (19)
   See also Working Paper (2011)

Software Items

2020

1. WEAKIVTEST: Stata module to perform weak instrument test for a single endogenous regressor in TSLS and LIML
   Statistical Software Components, Boston College Department of Economics