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Details about Morten Ravn

Homepage:https://sites.google.com/view/mortenoravn/home
Postal address:Department of Economics, University College London, Drayton House, Gower Street, London WC1E 6BT, UK
Workplace:Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Department of Economics, University College London (UCL), (more information at EDIRC)

Access statistics for papers by Morten Ravn.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pra16


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Working Papers

2021

  1. Financial frictions: micro vs macro volatility
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (2)

2020

  1. (S)Cars and the Great Recession
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (2)

    See also Journal Article (S)Cars and the Great Recession, Econometrica, Econometric Society (2022) Downloads View citations (3) (2022)
  2. Sentimental Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article Sentimental Business Cycles, The Review of Economic Studies, Review of Economic Studies Ltd (2023) Downloads View citations (2) (2023)

2018

  1. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (8)

2017

  1. Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (13)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (25)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (52)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (47)

    See also Journal Article Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach, Journal of the European Economic Association, European Economic Association (2021) Downloads View citations (23) (2021)
  2. The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (11)

    See also Journal Article The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar U.S. Housing Credit Policy, The Quarterly Journal of Economics, President and Fellows of Harvard College (2018) Downloads View citations (39) (2018)

2016

  1. Time-Consistent Fiscal Policy in a Debt Crisis
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (13)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (12)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads

2015

  1. Job uncertainty and deep recessions
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (8)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (35)
    Discussion Papers, Centre for Macroeconomics (CFM) (2014) Downloads View citations (55)

    See also Journal Article Job uncertainty and deep recessions, Journal of Monetary Economics, Elsevier (2017) Downloads View citations (112) (2017)

2012

  1. A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (34)
    See also Journal Article A reconciliation of SVAR and narrative estimates of tax multipliers, Journal of Monetary Economics, Elsevier (2014) Downloads View citations (147) (2014)
  2. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (8)

    See also Journal Article The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States, American Economic Review, American Economic Association (2013) Downloads View citations (809) (2013)

2011

  1. A New Approach to the Estimation of Tax Multipliers
    2011 Meeting Papers, Society for Economic Dynamics Downloads
  2. Credit Channels in a Liquidity Trap
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (11)

2010

  1. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Working Paper Research, National Bank of Belgium (2009) Downloads View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (46)

    See also Chapter Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (6) (2010)
    Journal Article Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks, American Economic Journal: Economic Policy, American Economic Association (2012) Downloads View citations (273) (2012)
  2. Fiscal Policy in an Expectations Driven Liquidity Trap
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (102)
    See also Journal Article Fiscal Policy in an Expectations-Driven Liquidity Trap, The Review of Economic Studies, Review of Economic Studies Ltd (2014) Downloads View citations (227) (2014)
  3. One TV, One Price?
    Post-Print, HAL View citations (37)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (4)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (37)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (36)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads

    See also Journal Article One TV, One Price?, Scandinavian Journal of Economics, Wiley Blackwell (2010) Downloads View citations (36) (2010)
  4. Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
    Online Appendices, Review of Economic Dynamics Downloads View citations (1)
    See also Journal Article Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (197) (2011)
  5. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    See also Journal Article Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, NBER International Seminar on Macroeconomics, University of Chicago Press (2011) Downloads View citations (22) (2011)
    Chapter Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, NBER Chapters, National Bureau of Economic Research, Inc (2010) Downloads View citations (6) (2010)

2009

  1. Deep Habits and the Dynamic Effects of Monetary Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in Economics Working Papers, European University Institute (2008) Downloads View citations (4)

    See also Chapter Deep Habits and the Dynamic Effects of Monetary Policy Shocks, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (33) (2010)
    Journal Article Deep habits and the dynamic effects of monetary policy shocks, Journal of the Japanese and International Economies, Elsevier (2010) Downloads View citations (43) (2010)
  2. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (43)
    See also Journal Article Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach, Economic Journal, Royal Economic Society (2010) View citations (160) (2010)
  3. Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (36)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (24)

    See also Journal Article Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (197) (2011)

2008

  1. Incomplete Cost Pass-Through Under Deep Habits
    Economics Working Papers, European University Institute Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (2)

    See also Journal Article Incomplete Cost Pass-Through Under Deep Habits, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) Downloads View citations (14) (2010)
  2. The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (23)
    Also in Economics Working Papers, European University Institute (2008) Downloads View citations (27)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (19)

2007

  1. Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (128)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (115)
  2. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (63)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (47)

    See also Journal Article Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States, Scandinavian Journal of Economics, Wiley Blackwell (2007) Downloads View citations (71) (2007)
  3. Pricing to Habits and the Law of One Price
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    Also in Economics Working Papers, European University Institute (2006) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (2)

    See also Journal Article Pricing to Habits and the Law of One Price, American Economic Review, American Economic Association (2007) Downloads View citations (23) (2007)

2006

  1. The Consumption-Tightness Puzzle
    Economics Working Papers, European University Institute Downloads View citations (27)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (27)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (27)

    See also Chapter The Consumption-Tightness Puzzle, NBER Chapters, National Bureau of Economic Research, Inc (2008) Downloads View citations (38) (2008)

2005

  1. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (7)
  2. PPP Strikes Back: Aggregation and the Real Exchange Rate
    Post-Print, HAL View citations (306)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (49)
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2003) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (14)
    IMF Working Papers, International Monetary Fund (2003) Downloads View citations (41)

    See also Journal Article PPP Strikes Back: Aggregation And the Real Exchange Rate, The Quarterly Journal of Economics, President and Fellows of Harvard College (2005) Downloads View citations (335) (2005)
  3. The Macroeconomics of Subsistence Points
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (7)

    See also Journal Article MACROECONOMICS OF SUBSISTENCE POINTS, Macroeconomic Dynamics, Cambridge University Press (2008) Downloads View citations (30) (2008)

2004

  1. Deep Habits
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (57)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (108)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (11)

    See also Journal Article Deep Habits, The Review of Economic Studies, Review of Economic Studies Ltd (2006) Downloads View citations (202) (2006)
  2. The HP-Filter in Cross-Country Comparisons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in Studies on the Spanish Economy, FEDEA Downloads View citations (34)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (12)
    Working Papers, Barcelona School of Economics (2003) Downloads View citations (11)

    See also Software Item GAUSS code for the HP-filter reformulated as a constrained minimization problem, QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (2001) Downloads (2001)

2003

  1. Markov Switching Causality and the Money-Output Relationship
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article Markov switching causality and the money-output relationship, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) Downloads View citations (72) (2005)
  2. Non-Linearities and Real Exchange Rate Dynamics
    Post-Print, HAL View citations (15)
    See also Journal Article Nonlinearities and Real Exchange Rate Dynamics, Journal of the European Economic Association, MIT Press (2003) Downloads View citations (51) (2003)

2002

  1. International Business Cycles: The Quantitative Role of Transportation Costs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article International business cycles: the quantitative role of transportation costs, Journal of International Money and Finance, Elsevier (2004) Downloads View citations (58) (2004)

2001

  1. Consumption Dynamics and Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (52)
  2. On Adjusting the HP-Filter for the Frequency of Observations
    CESifo Working Paper Series, CESifo Downloads View citations (53)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) Downloads View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (164)
    Other publications TiSEM, Tilburg University, School of Economics and Management (1997) Downloads

2000

  1. The macroeconomic effects of German unification: Real adjustments and the welfare state
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (57)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (1)

    See also Journal Article The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2000) Downloads View citations (54) (2000)

1998

  1. Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) Downloads View citations (6)
  2. Relative price riddles in international business cycle theory: Are transport costs the explanation?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (4)

1997

  1. Asymmetric effects of monetary policy in the US: Positive vs. negative or big vs. small?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (14)

1996

  1. A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small
    Archive Discussion Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (27)

1995

  1. International consumption risk sharing
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads View citations (3)

    See also Journal Article International Consumption Risk Sharing, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1996) View citations (103) (1996)
  2. Minimum Wages: Curse or Blessing?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

Journal Articles

2023

  1. Sentimental Business Cycles
    The Review of Economic Studies, 2023, 90, (3), 1358-1393 Downloads View citations (2)
    See also Working Paper Sentimental Business Cycles, CEPR Discussion Papers (2020) Downloads View citations (8) (2020)

2022

  1. (S)Cars and the Great Recession
    Econometrica, 2022, 90, (5), 2319-2356 Downloads View citations (3)
    See also Working Paper (S)Cars and the Great Recession, CEPR Discussion Papers (2020) Downloads (2020)

2021

  1. Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach
    Journal of the European Economic Association, 2021, 19, (2), 1162-1202 Downloads View citations (23)
    See also Working Paper Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach, 2017 Meeting Papers (2017) Downloads View citations (13) (2017)

2019

  1. Does economic insecurity really impact on gun violence at US schools?
    Nature Human Behaviour, 2019, 3, (3), 198-199 Downloads View citations (4)
  2. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply
    American Economic Review, 2019, 109, (7), 2679-91 Downloads View citations (26)

2018

  1. The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar U.S. Housing Credit Policy
    The Quarterly Journal of Economics, 2018, 133, (3), 1503-1560 Downloads View citations (39)
    See also Working Paper The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy, Discussion Papers (2017) Downloads View citations (14) (2017)

2017

  1. Job uncertainty and deep recessions
    Journal of Monetary Economics, 2017, 90, (C), 125-141 Downloads View citations (112)
    See also Working Paper Job uncertainty and deep recessions, LSE Research Online Documents on Economics (2015) Downloads View citations (8) (2015)

2014

  1. A reconciliation of SVAR and narrative estimates of tax multipliers
    Journal of Monetary Economics, 2014, 68, (S), S1-S19 Downloads View citations (147)
    See also Working Paper A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers, CEPR Discussion Papers (2012) Downloads View citations (34) (2012)
  2. Fiscal Policy in an Expectations-Driven Liquidity Trap
    The Review of Economic Studies, 2014, 81, (4), 1637-1667 Downloads View citations (227)
    See also Working Paper Fiscal Policy in an Expectations Driven Liquidity Trap, CEPR Discussion Papers (2010) Downloads View citations (102) (2010)

2013

  1. The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
    American Economic Review, 2013, 103, (4), 1212-47 Downloads View citations (809)
    See also Working Paper The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States, 2012 Meeting Papers (2012) Downloads View citations (10) (2012)

2012

  1. Consumption, government spending, and the real exchange rate
    Journal of Monetary Economics, 2012, 59, (3), 215-234 Downloads View citations (160)
  2. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks
    American Economic Journal: Economic Policy, 2012, 4, (2), 145-81 Downloads View citations (273)
    See also Chapter Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks, NBER Chapters, 2010, 145-181 (2010) View citations (6) (2010)
    Working Paper Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks, NBER Working Papers (2010) Downloads View citations (12) (2010)

2011

  1. Leverage and the Financial Accelerator in a Liquidity Trap
    American Economic Review, 2011, 101, (3), 413-16 Downloads View citations (17)
  2. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 41 - 76 Downloads View citations (22)
    See also Working Paper Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, CEPR Discussion Papers (2010) Downloads View citations (19) (2010)
    Chapter Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, NBER Chapters, 2010, 41-76 (2010) Downloads View citations (6) (2010)
  3. The Research Agenda: Karel Mertens and Morten Ravn on Fiscal Policy, Anticipation Effects, Expectations and Crisis
    EconomicDynamics Newsletter, 2011, 12, (2) Downloads
  4. Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
    Review of Economic Dynamics, 2011, 14, (1), 27-54 Downloads View citations (197)
    See also Working Paper Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks", Online Appendices (2010) Downloads View citations (1) (2010)
    Working Paper Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks, CEPR Discussion Papers (2009) Downloads View citations (36) (2009)
    Software Item Code and data files for "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks", Computer Codes (2010) Downloads (2010)

2010

  1. Deep habits and the dynamic effects of monetary policy shocks
    Journal of the Japanese and International Economies, 2010, 24, (2), 236-258 Downloads View citations (43)
    See also Working Paper Deep Habits and the Dynamic Effects of Monetary Policy Shocks, CEPR Discussion Papers (2009) Downloads View citations (21) (2009)
    Chapter Deep Habits and the Dynamic Effects of Monetary Policy Shocks, NBER Chapters, 2010, 236-258 (2010) View citations (33) (2010)
  2. Incomplete Cost Pass-Through Under Deep Habits
    Review of Economic Dynamics, 2010, 13, (2), 317-332 Downloads View citations (14)
    Also in Proceedings, 2008 (2008) Downloads View citations (1)

    See also Software Item Code file for "Incomplete cost pass-through under deep habits", Computer Codes (2010) Downloads (2010)
    Working Paper Incomplete Cost Pass-Through Under Deep Habits, Economics Working Papers (2008) Downloads View citations (2) (2008)
  3. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
    Economic Journal, 2010, 120, (544), 393-413 View citations (160)
    See also Working Paper Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach, CEPR Discussion Papers (2009) Downloads View citations (43) (2009)
  4. One TV, One Price?
    Scandinavian Journal of Economics, 2010, 112, (4), 753-781 Downloads View citations (36)
    See also Working Paper One TV, One Price?, Post-Print (2010) View citations (37) (2010)

2008

  1. MACROECONOMICS OF SUBSISTENCE POINTS
    Macroeconomic Dynamics, 2008, 12, (S1), 136-147 Downloads View citations (30)
    See also Working Paper The Macroeconomics of Subsistence Points, CEPR Discussion Papers (2005) Downloads (2005)

2007

  1. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
    Scandinavian Journal of Economics, 2007, 109, (4), 743-777 Downloads View citations (71)
    See also Working Paper Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States, CSEF Working Papers (2007) Downloads View citations (63) (2007)
  2. Pricing to Habits and the Law of One Price
    American Economic Review, 2007, 97, (2), 232-238 Downloads View citations (23)
    See also Working Paper Pricing to Habits and the Law of One Price, CEPR Discussion Papers (2007) Downloads View citations (25) (2007)

2006

  1. Deep Habits
    The Review of Economic Studies, 2006, 73, (1), 195-218 Downloads View citations (202)
    See also Working Paper Deep Habits, CEPR Discussion Papers (2004) Downloads View citations (57) (2004)
  2. The Consumption-Tightness Puzzle [with Comments]
    NBER International Seminar on Macroeconomics, 2006, 2006, (1), 9 - 63 Downloads

2005

  1. Markov switching causality and the money-output relationship
    Journal of Applied Econometrics, 2005, 20, (5), 665-683 Downloads View citations (72)
    See also Working Paper Markov Switching Causality and the Money-Output Relationship, CEPR Discussion Papers (2003) Downloads View citations (5) (2003)
  2. PPP Strikes Back: Aggregation And the Real Exchange Rate
    The Quarterly Journal of Economics, 2005, 120, (1), 1-43 Downloads View citations (335)
    See also Working Paper PPP Strikes Back: Aggregation and the Real Exchange Rate, Post-Print (2005) View citations (306) (2005)

2004

  1. Asymmetric effects of monetary policy in the United States
    Review, 2004, 86, (Sep), 41-60 Downloads View citations (95)
  2. International business cycles: the quantitative role of transportation costs
    Journal of International Money and Finance, 2004, 23, (4), 645-671 Downloads View citations (58)
    See also Working Paper International Business Cycles: The Quantitative Role of Transportation Costs, CEPR Discussion Papers (2002) Downloads View citations (5) (2002)

2003

  1. Nonlinearities and Real Exchange Rate Dynamics
    Journal of the European Economic Association, 2003, 1, (2-3), 639-649 Downloads View citations (51)
    See also Working Paper Non-Linearities and Real Exchange Rate Dynamics, Post-Print (2003) View citations (15) (2003)

2002

  1. On adjusting the Hodrick-Prescott filter for the frequency of observations
    The Review of Economics and Statistics, 2002, 84, (2), 371-375 Downloads View citations (1109)

2000

  1. The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
    Review of Economic Dynamics, 2000, 3, (3), 423-460 Downloads View citations (54)
    See also Working Paper The macroeconomic effects of German unification: Real adjustments and the welfare state, Economics Working Papers (2000) Downloads View citations (57) (2000)

1999

  1. Schooling, Training, Growth and Minimum Wages
    Scandinavian Journal of Economics, 1999, 101, (3), 441-457 Downloads View citations (24)

1997

  1. International business cycles in theory and in practice
    Journal of International Money and Finance, 1997, 16, (2), 255-283 Downloads View citations (23)
  2. Permanent and Transitory Shocks, and the UK Business Cycle
    Journal of Applied Econometrics, 1997, 12, (1), 27-48 Downloads View citations (15)

1996

  1. International Consumption Risk Sharing
    International Economic Review, 1996, 37, (3), 573-601 View citations (103)
    See also Working Paper International consumption risk sharing, Economics Working Papers (1995) Downloads View citations (1) (1995)

1995

  1. Stylized facts and regime changes: Are prices procyclical?
    Journal of Monetary Economics, 1995, 36, (3), 497-526 Downloads View citations (31)

Chapters

2010

  1. Deep Habits and the Dynamic Effects of Monetary Policy Shocks
    A chapter in Sticky Prices and Inflation Dynamics (NBER-TCER-CEPR), 2010, pp 236-258 View citations (33)
    See also Journal Article Deep habits and the dynamic effects of monetary policy shocks, Elsevier (2010) Downloads View citations (43) (2010)
    Working Paper Deep Habits and the Dynamic Effects of Monetary Policy Shocks, C.E.P.R. Discussion Papers (2009) Downloads View citations (21) (2009)
  2. Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks
    A chapter in Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), 2010, pp 145-181 View citations (6)
    See also Working Paper Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks, National Bureau of Economic Research, Inc (2010) Downloads View citations (12) (2010)
    Journal Article Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks, American Economic Association (2012) Downloads View citations (273) (2012)
  3. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 41-76 Downloads View citations (6)
    See also Journal Article Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, University of Chicago Press (2011) Downloads View citations (22) (2011)
    Working Paper Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, C.E.P.R. Discussion Papers (2010) Downloads View citations (19) (2010)

2008

  1. The Consumption-Tightness Puzzle
    A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 9-63 Downloads View citations (38)
    See also Working Paper The Consumption-Tightness Puzzle, European University Institute (2006) Downloads View citations (27) (2006)

Software Items

2010

  1. Code and data files for "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (197) (2011)
  2. Code file for "Incomplete cost pass-through under deep habits"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Incomplete Cost Pass-Through Under Deep Habits, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) Downloads View citations (14) (2010)

2001

  1. GAUSS code for the HP-filter reformulated as a constrained minimization problem
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper The HP-Filter in Cross-Country Comparisons, CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (18) (2004)

1994

  1. GAUSS code for solving for the decision rules using a Ricatti Equation approach
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

Undated

  1. Alternate GAUSS program for the Hodrick-Prescott Filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. GAUSS code for Backus-Kehoe-Kydland
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. GAUSS code for Mehra-Prescott
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. GAUSS program for Hodrick-Prescott filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. King-Plosser-Rebelo GAUSS programmes
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

Editor

  1. The Economic Journal
    Royal Economic Society
 
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