Details about Carolin E. Pflueger

Access statistics for papers by Carolin E. Pflueger.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: ppf25

Working Papers

2024

1. Global Hegemony and Exorbitant Privilege
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2. Inflation and Treasury Convenience
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

3. Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
4. Inflation and Asset Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
5. Perceptions about Monetary Policy
   Working Paper Series, Federal Reserve Bank of San Francisco
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (9)

2020

6. Doubling Down on Debt: Limited Liability as a Financial Friction
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
7. 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

8. Financial Market Risk Perceptions and the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2018

9. A Measure of Risk Appetite for the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
10. 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 (17)

2017

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

2016

12. Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)

2014

13. Monetary Policy Drivers of Bond and Equity Risks
    2014 Meeting Papers, Society for Economic Dynamics View citations (68)

2013

14. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
    Harvard Business School Working Papers, Harvard Business School View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (16)

2011

15. Inflation-Indexed Bonds and the Expectations Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    See also Journal Article Inflation-Indexed Bonds and the Expectations Hypothesis, Annual Review of Financial Economics, Annual Reviews (2011) View citations (21) (2011)

Journal Articles

2025

1. Current Perceptions About Monetary Policy
   FRBSF Economic Letter, 2025, 2025, (05), 6

2015

2. A robust test for weak instruments in Stata
   Stata Journal, 2015, 15, (1), 216-225 View citations (97)
3. Inflation Risk in Corporate Bonds
   Journal of Finance, 2015, 70, (1), 115-162 View citations (39)

2013

4. A Robust Test for Weak Instruments
   Journal of Business & Economic Statistics, 2013, 31, (3), 358-369 View citations (563)

2011

5. Inflation-Indexed Bonds and the Expectations Hypothesis
   Annual Review of Financial Economics, 2011, 3, (1), 139-158 View citations (21)
   See also Working Paper Inflation-Indexed Bonds and the Expectations Hypothesis, NBER Working Papers (2011) View citations (23) (2011)

Software Items

2024

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