Details about Morten Ravn
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
- Financial frictions: micro vs macro volatility
Working Paper Series, European Central Bank View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (2)
2020
- (S)Cars and the Great Recession
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (2)
See also Journal Article (S)Cars and the Great Recession, Econometrica, Econometric Society (2022) View citations (3) (2022)
- Sentimental Business Cycles
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
See also Journal Article Sentimental Business Cycles, The Review of Economic Studies, Review of Economic Studies Ltd (2023) View citations (2) (2023)
2018
- 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 View citations (8)
2017
- Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach
2017 Meeting Papers, Society for Economic Dynamics View citations (13)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (25) Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (52) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) 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) View citations (23) (2021)
- The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy
Discussion Papers, Centre for Macroeconomics (CFM) View citations (14)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (8) NBER Working Papers, National Bureau of Economic Research, Inc (2017) 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) View citations (39) (2018)
2016
- Time-Consistent Fiscal Policy in a Debt Crisis
Discussion Papers, Centre for Macroeconomics (CFM) View citations (13)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (13) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (12) 2015 Meeting Papers, Society for Economic Dynamics (2015) VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015)
2015
- Job uncertainty and deep recessions
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (8)
Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (35) Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (55)
See also Journal Article Job uncertainty and deep recessions, Journal of Monetary Economics, Elsevier (2017) View citations (112) (2017)
2012
- A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (34)
See also Journal Article A reconciliation of SVAR and narrative estimates of tax multipliers, Journal of Monetary Economics, Elsevier (2014) View citations (147) (2014)
- The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
2012 Meeting Papers, Society for Economic Dynamics View citations (10)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) 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) View citations (809) (2013)
2011
- A New Approach to the Estimation of Tax Multipliers
2011 Meeting Papers, Society for Economic Dynamics
- Credit Channels in a Liquidity Trap
2011 Meeting Papers, Society for Economic Dynamics View citations (10)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (11)
2010
- Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in Working Paper Research, National Bank of Belgium (2009) View citations (21) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) 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) View citations (273) (2012)
- Fiscal Policy in an Expectations Driven Liquidity Trap
CEPR Discussion Papers, C.E.P.R. Discussion Papers 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) View citations (227) (2014)
- One TV, One Price?
Post-Print, HAL View citations (37)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) 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)
See also Journal Article One TV, One Price?, Scandinavian Journal of Economics, Wiley Blackwell (2010) View citations (36) (2010)
- Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
Online Appendices, Review of Economic Dynamics 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) View citations (197) (2011)
- Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers 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) 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) View citations (6) (2010)
2009
- Deep Habits and the Dynamic Effects of Monetary Policy Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
Also in Economics Working Papers, European University Institute (2008) 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) View citations (43) (2010)
- Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers 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)
- Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (36)
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) 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) View citations (197) (2011)
2008
- Incomplete Cost Pass-Through Under Deep Habits
Economics Working Papers, European University Institute View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (5) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) 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) View citations (14) (2010)
- The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence
2008 Meeting Papers, Society for Economic Dynamics View citations (23)
Also in Economics Working Papers, European University Institute (2008) View citations (27) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (19)
2007
- Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (128)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (115)
- 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 View citations (63)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) 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) View citations (71) (2007)
- Pricing to Habits and the Law of One Price
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (25)
Also in Economics Working Papers, European University Institute (2006) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (2)
See also Journal Article Pricing to Habits and the Law of One Price, American Economic Review, American Economic Association (2007) View citations (23) (2007)
2006
- The Consumption-Tightness Puzzle
Economics Working Papers, European University Institute View citations (27)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (27) NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (27)
See also Chapter The Consumption-Tightness Puzzle, NBER Chapters, National Bureau of Economic Research, Inc (2008) View citations (38) (2008)
2005
- "Aggregation Bias" DOES Explain the PPP Puzzle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (7)
- 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) View citations (49) CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies (2003) View citations (4) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (14) IMF Working Papers, International Monetary Fund (2003) 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) View citations (335) (2005)
- The Macroeconomics of Subsistence Points
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (7)
See also Journal Article MACROECONOMICS OF SUBSISTENCE POINTS, Macroeconomic Dynamics, Cambridge University Press (2008) View citations (30) (2008)
2004
- Deep Habits
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (57)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) 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) View citations (202) (2006)
- The HP-Filter in Cross-Country Comparisons
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
Also in Studies on the Spanish Economy, FEDEA View citations (34) Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (12) Working Papers, Barcelona School of Economics (2003) 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) (2001)
2003
- Markov Switching Causality and the Money-Output Relationship
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
See also Journal Article Markov switching causality and the money-output relationship, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (72) (2005)
- 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) View citations (51) (2003)
2002
- International Business Cycles: The Quantitative Role of Transportation Costs
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
See also Journal Article International business cycles: the quantitative role of transportation costs, Journal of International Money and Finance, Elsevier (2004) View citations (58) (2004)
2001
- Consumption Dynamics and Real Exchange Rate
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (52)
- On Adjusting the HP-Filter for the Frequency of Observations
CESifo Working Paper Series, CESifo View citations (53)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (164) Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
2000
- The macroeconomic effects of German unification: Real adjustments and the welfare state
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (57)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) 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) View citations (54) (2000)
1998
- Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State
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 (1997) View citations (6)
- Relative price riddles in international business cycle theory: Are transport costs the explanation?
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
1997
- 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 View citations (14)
1996
- 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
- International consumption risk sharing
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) 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)
- Minimum Wages: Curse or Blessing?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Journal Articles
2023
- Sentimental Business Cycles
The Review of Economic Studies, 2023, 90, (3), 1358-1393 View citations (2)
See also Working Paper Sentimental Business Cycles, CEPR Discussion Papers (2020) View citations (8) (2020)
2022
- (S)Cars and the Great Recession
Econometrica, 2022, 90, (5), 2319-2356 View citations (3)
See also Working Paper (S)Cars and the Great Recession, CEPR Discussion Papers (2020) (2020)
2021
- Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach
Journal of the European Economic Association, 2021, 19, (2), 1162-1202 View citations (23)
See also Working Paper Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach, 2017 Meeting Papers (2017) View citations (13) (2017)
2019
- Does economic insecurity really impact on gun violence at US schools?
Nature Human Behaviour, 2019, 3, (3), 198-199 View citations (4)
- The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply
American Economic Review, 2019, 109, (7), 2679-91 View citations (26)
2018
- 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 View citations (39)
See also Working Paper The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy, Discussion Papers (2017) View citations (14) (2017)
2017
- Job uncertainty and deep recessions
Journal of Monetary Economics, 2017, 90, (C), 125-141 View citations (112)
See also Working Paper Job uncertainty and deep recessions, LSE Research Online Documents on Economics (2015) View citations (8) (2015)
2014
- A reconciliation of SVAR and narrative estimates of tax multipliers
Journal of Monetary Economics, 2014, 68, (S), S1-S19 View citations (147)
See also Working Paper A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers, CEPR Discussion Papers (2012) View citations (34) (2012)
- Fiscal Policy in an Expectations-Driven Liquidity Trap
The Review of Economic Studies, 2014, 81, (4), 1637-1667 View citations (227)
See also Working Paper Fiscal Policy in an Expectations Driven Liquidity Trap, CEPR Discussion Papers (2010) View citations (102) (2010)
2013
- The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
American Economic Review, 2013, 103, (4), 1212-47 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) View citations (10) (2012)
2012
- Consumption, government spending, and the real exchange rate
Journal of Monetary Economics, 2012, 59, (3), 215-234 View citations (160)
- Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks
American Economic Journal: Economic Policy, 2012, 4, (2), 145-81 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) View citations (12) (2010)
2011
- Leverage and the Financial Accelerator in a Liquidity Trap
American Economic Review, 2011, 101, (3), 413-16 View citations (17)
- Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
NBER International Seminar on Macroeconomics, 2011, 7, (1), 41 - 76 View citations (22)
See also Working Paper Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, CEPR Discussion Papers (2010) View citations (19) (2010) Chapter Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, NBER Chapters, 2010, 41-76 (2010) View citations (6) (2010)
- The Research Agenda: Karel Mertens and Morten Ravn on Fiscal Policy, Anticipation Effects, Expectations and Crisis
EconomicDynamics Newsletter, 2011, 12, (2)
- Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks
Review of Economic Dynamics, 2011, 14, (1), 27-54 View citations (197)
See also Working Paper Online Appendix to "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks", Online Appendices (2010) View citations (1) (2010) Working Paper Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks, CEPR Discussion Papers (2009) 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) (2010)
2010
- Deep habits and the dynamic effects of monetary policy shocks
Journal of the Japanese and International Economies, 2010, 24, (2), 236-258 View citations (43)
See also Working Paper Deep Habits and the Dynamic Effects of Monetary Policy Shocks, CEPR Discussion Papers (2009) 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)
- Incomplete Cost Pass-Through Under Deep Habits
Review of Economic Dynamics, 2010, 13, (2), 317-332 View citations (14)
Also in Proceedings, 2008 (2008) View citations (1)
See also Software Item Code file for "Incomplete cost pass-through under deep habits", Computer Codes (2010) (2010) Working Paper Incomplete Cost Pass-Through Under Deep Habits, Economics Working Papers (2008) View citations (2) (2008)
- 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) View citations (43) (2009)
- One TV, One Price?
Scandinavian Journal of Economics, 2010, 112, (4), 753-781 View citations (36)
See also Working Paper One TV, One Price?, Post-Print (2010) View citations (37) (2010)
2008
- MACROECONOMICS OF SUBSISTENCE POINTS
Macroeconomic Dynamics, 2008, 12, (S1), 136-147 View citations (30)
See also Working Paper The Macroeconomics of Subsistence Points, CEPR Discussion Papers (2005) (2005)
2007
- Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
Scandinavian Journal of Economics, 2007, 109, (4), 743-777 View citations (71)
See also Working Paper Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States, CSEF Working Papers (2007) View citations (63) (2007)
- Pricing to Habits and the Law of One Price
American Economic Review, 2007, 97, (2), 232-238 View citations (23)
See also Working Paper Pricing to Habits and the Law of One Price, CEPR Discussion Papers (2007) View citations (25) (2007)
2006
- Deep Habits
The Review of Economic Studies, 2006, 73, (1), 195-218 View citations (202)
See also Working Paper Deep Habits, CEPR Discussion Papers (2004) View citations (57) (2004)
- The Consumption-Tightness Puzzle [with Comments]
NBER International Seminar on Macroeconomics, 2006, 2006, (1), 9 - 63
2005
- Markov switching causality and the money-output relationship
Journal of Applied Econometrics, 2005, 20, (5), 665-683 View citations (72)
See also Working Paper Markov Switching Causality and the Money-Output Relationship, CEPR Discussion Papers (2003) View citations (5) (2003)
- PPP Strikes Back: Aggregation And the Real Exchange Rate
The Quarterly Journal of Economics, 2005, 120, (1), 1-43 View citations (335)
See also Working Paper PPP Strikes Back: Aggregation and the Real Exchange Rate, Post-Print (2005) View citations (306) (2005)
2004
- Asymmetric effects of monetary policy in the United States
Review, 2004, 86, (Sep), 41-60 View citations (95)
- International business cycles: the quantitative role of transportation costs
Journal of International Money and Finance, 2004, 23, (4), 645-671 View citations (58)
See also Working Paper International Business Cycles: The Quantitative Role of Transportation Costs, CEPR Discussion Papers (2002) View citations (5) (2002)
2003
- Nonlinearities and Real Exchange Rate Dynamics
Journal of the European Economic Association, 2003, 1, (2-3), 639-649 View citations (51)
See also Working Paper Non-Linearities and Real Exchange Rate Dynamics, Post-Print (2003) View citations (15) (2003)
2002
- On adjusting the Hodrick-Prescott filter for the frequency of observations
The Review of Economics and Statistics, 2002, 84, (2), 371-375 View citations (1109)
2000
- The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State
Review of Economic Dynamics, 2000, 3, (3), 423-460 View citations (54)
See also Working Paper The macroeconomic effects of German unification: Real adjustments and the welfare state, Economics Working Papers (2000) View citations (57) (2000)
1999
- Schooling, Training, Growth and Minimum Wages
Scandinavian Journal of Economics, 1999, 101, (3), 441-457 View citations (24)
1997
- International business cycles in theory and in practice
Journal of International Money and Finance, 1997, 16, (2), 255-283 View citations (23)
- Permanent and Transitory Shocks, and the UK Business Cycle
Journal of Applied Econometrics, 1997, 12, (1), 27-48 View citations (15)
1996
- 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) View citations (1) (1995)
1995
- Stylized facts and regime changes: Are prices procyclical?
Journal of Monetary Economics, 1995, 36, (3), 497-526 View citations (31)
Chapters
2010
- 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) View citations (43) (2010) Working Paper Deep Habits and the Dynamic Effects of Monetary Policy Shocks, C.E.P.R. Discussion Papers (2009) View citations (21) (2009)
- 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) View citations (12) (2010) Journal Article Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks, American Economic Association (2012) View citations (273) (2012)
- Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks
A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 41-76 View citations (6)
See also Journal Article Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, University of Chicago Press (2011) View citations (22) (2011) Working Paper Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks, C.E.P.R. Discussion Papers (2010) View citations (19) (2010)
2008
- The Consumption-Tightness Puzzle
A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 9-63 View citations (38)
See also Working Paper The Consumption-Tightness Puzzle, European University Institute (2006) View citations (27) (2006)
Software Items
2010
- Code and data files for "Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks"
Computer Codes, Review of Economic Dynamics
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) View citations (197) (2011)
- Code file for "Incomplete cost pass-through under deep habits"
Computer Codes, Review of Economic Dynamics
See also Journal Article Incomplete Cost Pass-Through Under Deep Habits, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) View citations (14) (2010)
2001
- GAUSS code for the HP-filter reformulated as a constrained minimization problem
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
See also Working Paper The HP-Filter in Cross-Country Comparisons, CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (18) (2004)
1994
- GAUSS code for solving for the decision rules using a Ricatti Equation approach
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
Undated
- Alternate GAUSS program for the Hodrick-Prescott Filter
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- GAUSS code for Backus-Kehoe-Kydland
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- GAUSS code for Mehra-Prescott
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- GAUSS program for Hodrick-Prescott filter
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- King-Plosser-Rebelo GAUSS programmes
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
Editor
- The Economic Journal
Royal Economic Society
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