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Details about Sergio Rebelo

E-mail:
Homepage:https://www.kellogg.northwestern.edu/faculty/rebelo/htm/research.html
Postal address:Kellogg School of Management Northwestern University 2001 Sheridan Road Evanston, IL 60208-2001
Workplace:Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Department of Finance, Kellogg Graduate School of Management, Northwestern University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Sergio Rebelo.

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Working Papers

2019

  1. Trading Up and the Skill Premium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (9)

    See also Chapter Trading Up and the Skill Premium, NBER Chapters, National Bureau of Economic Research, Inc (2019) Downloads View citations (8) (2019)
  2. What is the Optimal Immigration Policy? Migration, Jobs and Welfare
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (8)

2018

  1. Markups Across Space and Time
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (37)
  2. Rare Disasters, Financial Development, and Sovereign Debt
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (9)
  3. Should Robots be Taxed?
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (51)
  4. State Dependent Effects of Monetary Policy: the Refinancing Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (27)

2017

  1. A World Equilibrium Model of the Oil Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
  2. Monetary Policy and the Predictability of Nominal Exchange Rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (27)
  3. The Cyclicality of Gross Margins
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. Long-run Bulls and Bears
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (26)

    See also Journal Article Long-run bulls and bears, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (26) (2015)
  2. Trading Down and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2015) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (21)

    See also Journal Article Trading down and the business cycle, Journal of Monetary Economics, Elsevier (2019) Downloads View citations (25) (2019)

2013

  1. Non-linear effects of taxation on growth
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (16)

    See also Journal Article Nonlinear Effects of Taxation on Growth, Journal of Political Economy, University of Chicago Press (2017) Downloads View citations (53) (2017)

2012

  1. How Frequent Are Small Price Changes?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    See also Journal Article How Frequent Are Small Price Changes?, American Economic Journal: Macroeconomics, American Economic Association (2014) Downloads View citations (64) (2014)
  2. Understanding Booms and Busts in Housing Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (98)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (103)
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012) Downloads View citations (5)

    See also Journal Article Understanding Booms and Busts in Housing Markets, Journal of Political Economy, University of Chicago Press (2016) Downloads View citations (162) (2016)
  3. Valuation Risk and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (14)

    See also Journal Article Valuation Risk and Asset Pricing, Journal of Finance, American Finance Association (2016) Downloads View citations (74) (2016)

2011

  1. Carry Trade and Momentum in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (120)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (117)

    See also Journal Article Carry Trade and Momentum in Currency Markets, Annual Review of Financial Economics, Annual Reviews (2011) Downloads View citations (117) (2011)
  2. What Explains the Lagged Investment Effect?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (7)

    See also Journal Article What explains the lagged-investment effect?, Journal of Monetary Economics, Elsevier (2012) Downloads View citations (81) (2012)

2010

  1. Do Peso Problems Explain the Returns to the Carry Trade?
    Working Papers, Duke University, Department of Economics Downloads View citations (42)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (53)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (46)

    See also Journal Article Do Peso Problems Explain the Returns to the Carry Trade?, The Review of Financial Studies, Society for Financial Studies (2011) Downloads View citations (246) (2011)
  2. Reference Prices and Nominal Rigidities
    2010 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (58)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (46)
  3. When is the government spending multiplier large?
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (245)

    See also Journal Article When Is the Government Spending Multiplier Large?, Journal of Political Economy, University of Chicago Press (2011) Downloads View citations (1480) (2011)

2009

  1. Investment and Value: a Neoclassical Benchmark
    Cahiers de recherche, CIRPEE Downloads View citations (17)
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2008) Downloads View citations (46)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (48)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (55)

2007

  1. News and Business Cycles in Open Economies
    Discussion Papers, Stanford Institute for Economic Policy Research Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (11)

    See also Journal Article News and Business Cycles in Open Economies, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (81) (2008)
  2. The Returns to Currency Speculation in Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (111)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (112)

    See also Journal Article The Returns to Currency Speculation in Emerging Markets, American Economic Review, American Economic Association (2007) Downloads View citations (112) (2007)
  3. Understanding the Forward Premium Puzzle: A Microstructure Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (17)

    See also Journal Article Understanding the Forward Premium Puzzle: A Microstructure Approach, American Economic Journal: Macroeconomics, American Economic Association (2009) Downloads View citations (67) (2009)

2006

  1. Behavioral Theories of the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Discussion Papers, Stanford Institute for Economic Policy Research (2006) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (2)

    See also Journal Article Behavioral Theories of the Business Cycle, Journal of the European Economic Association, MIT Press (2007) Downloads View citations (27) (2007)
  2. Can News About the Future Drive the Business Cycle?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (110)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (112)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (110)

    See also Journal Article Can News about the Future Drive the Business Cycle?, American Economic Review, American Economic Association (2009) Downloads View citations (726) (2009)
  3. The Returns to Currency Speculation
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (114)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (116)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (122)
  4. When Is It Optimal to Abandon a Fixed Exchange Rate?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

2005

  1. Modeling Exchange Rate Passthrough After Large Devaluations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (12)

    See also Journal Article Modeling exchange rate passthrough after large devaluations, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (77) (2007)
  2. Real Business Cycle Models: Past, Present and Future
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (138)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (138)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (137)
  3. The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (19)

    See also Journal Article The importance of nontradable goods' prices in cyclical real exchange rate fluctuations, Japan and the World Economy, Elsevier (2006) Downloads View citations (41) (2006)

2004

  1. Investment Prices and Exchange Rates: Some Basic Facts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (67)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (68)

    See also Journal Article Investment Prices and Exchange Rates: Some Basic Facts, Journal of the European Economic Association, MIT Press (2004) Downloads View citations (67) (2004)
  2. Large Devaluations and the Real Exchange Rate
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (37)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (21)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (22)

    See also Journal Article Large Devaluations and the Real Exchange Rate, Journal of Political Economy, University of Chicago Press (2005) Downloads View citations (359) (2005)

2003

  1. Government Finance in the Wake of Currency Crises
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (18)

    See also Journal Article Government finance in the wake of currency crises, Journal of Monetary Economics, Elsevier (2006) Downloads View citations (27) (2006)

2002

  1. Why Are Rates of Inflation So Low After Large Devaluations?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (105)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2002) Downloads View citations (84)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (78)

2001

  1. Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (33)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2000) Downloads View citations (109)
    NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (77)

    See also Journal Article Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations, Journal of Monetary Economics, Elsevier (2003) Downloads View citations (458) (2003)
  2. Equilibrium Unemployment
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (91)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (37)
    NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations (19)

    See also Journal Article Equilibrium unemployment, Journal of Monetary Economics, Elsevier (2001) Downloads View citations (97) (2001)
  3. On the Fiscal Implications of Twin Crises
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (12)
    Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (6)

    See also Chapter On the Fiscal Implications of Twin Crises, NBER Chapters, National Bureau of Economic Research, Inc (2003) Downloads View citations (20) (2003)

2000

  1. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
  2. On the Fundamentals of Self-Fulfilling Speculative Attacks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (25)
  3. Resuscitating Real Business Cycles
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (249)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (204)

    See also Chapter Resuscitating real business cycles, Handbook of Macroeconomics, Elsevier (1999) Downloads View citations (840) (1999)

1999

  1. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (15)
  2. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (70)
    Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (73)

    See also Journal Article Hedging and financial fragility in fixed exchange rate regimes, European Economic Review, Elsevier (2001) Downloads View citations (146) (2001)
  3. Long Run Policy Analysis and Long Run Growth
    Levine's Working Paper Archive, David K. Levine Downloads View citations (34)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads View citations (102)

    See also Journal Article Long-Run Policy Analysis and Long-Run Growth, Journal of Political Economy, University of Chicago Press (1991) Downloads View citations (1687) (1991)
  4. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank Downloads View citations (12)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (49)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations (33)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (19)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (36)

    See also Journal Article Prospective Deficits and the Asian Currency Crisis, Journal of Political Economy, University of Chicago Press (2001) Downloads View citations (184) (2001)

1998

  1. On the Dynamics of Trade Reform
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article On the dynamics of trade reform, Journal of International Economics, Elsevier (2000) Downloads View citations (17) (2000)
  2. The Role of Knowledge and Capital in Economic Growth
    Research Paper, World Institute for Development Economics Research View citations (13)

1997

  1. Beyond Balanced Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (47)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (40)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1997)

    See also Journal Article Beyond Balanced Growth, The Review of Economic Studies, Review of Economic Studies Ltd (2001) Downloads View citations (658) (2001)
  2. On the Determinant of Economic Growth
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
  3. On the Optimality of Interest Rate Smoothing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1996)

    See also Journal Article On the optimality of interest rate smoothing, Journal of Monetary Economics, Elsevier (1999) Downloads View citations (34) (1999)
  4. What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms)
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) Downloads View citations (17)

1995

  1. Capital Utilization and Returns to Scale
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (278)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (281)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (273)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (236)

    See also Chapter Capital Utilization and Returns to Scale, NBER Chapters, National Bureau of Economic Research, Inc (1995) Downloads View citations (261) (1995)
  2. Real Effects of Exchange Rate-Based Stabilization: An Analysis of Competing Theories
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (178)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (193)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations (167)

    See also Chapter Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories, NBER Chapters, National Bureau of Economic Research, Inc (1995) Downloads View citations (170) (1995)
  3. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)

    See also Journal Article Sectoral Solow residuals, European Economic Review, Elsevier (1996) Downloads View citations (67) (1996)

1994

  1. Business Cycles in a Small Open Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article Business cycles in a small open economy, European Economic Review, Elsevier (1995) Downloads View citations (260) (1995)
  2. Fiscal Policy and Economic Growth: An Empirical Investigation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (38)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (1040)

    See also Journal Article Fiscal policy and economic growth: An empirical investigation, Journal of Monetary Economics, Elsevier (1993) Downloads View citations (1149) (1993)
  3. Policy, Technology Adoption and Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) Downloads View citations (37)

1993

  1. Growth Effects of Flat-Rate Taxes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    See also Journal Article Growth Effects of Flat-Rate Taxes, Journal of Political Economy, University of Chicago Press (1995) Downloads View citations (370) (1995)

1992

  1. Growth in Open Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (90)
    Also in Policy Research Working Paper Series, The World Bank (1991) Downloads View citations (6)

    See also Journal Article Growth in open economies, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1992) Downloads View citations (89) (1992)
  2. How Do National Policies Affect Long-Run Growth? A Research Agenda
    World Bank - Discussion Papers, World Bank View citations (3)
    Also in Policy Research Working Paper Series, The World Bank (1991) Downloads View citations (7)
  3. Marginal income tax rates and economic growth in developing countries
    Policy Research Working Paper Series, The World Bank Downloads View citations (4)
    See also Journal Article Marginal income tax rates and economic growth in developing countries, European Economic Review, Elsevier (1993) Downloads View citations (94) (1993)

1990

  1. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (194)
    See also Journal Article Labor Hoarding and the Business Cycle, Journal of Political Economy, University of Chicago Press (1993) Downloads View citations (325) (1993)
  2. Public Policy and Economic Growth: Developing Neoclassical Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (497)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1988) View citations (5)

    See also Journal Article Public Policy and Economic Growth: Developing Neoclassical Implications, Journal of Political Economy, University of Chicago Press (1990) Downloads View citations (513) (1990)

1989

  1. LOW FREQUENCY FILTERING AND REAL BUSINESS CYCLES
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (18)
    See also Journal Article Low frequency filtering and real business cycles, Journal of Economic Dynamics and Control, Elsevier (1993) Downloads View citations (435) (1993)
  2. TRANSITIONAL DYNAMICS AND ECONOMIC GROWTH IN THE NEOCLASSICAL MODEL
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (22)

    See also Journal Article Transitional Dynamics and Economic Growth in the Neoclassical Model, American Economic Review, American Economic Association (1993) Downloads View citations (249) (1993)

Journal Articles

2019

  1. Trading down and the business cycle
    Journal of Monetary Economics, 2019, 102, (C), 96-121 Downloads View citations (25)
    See also Working Paper Trading Down and the Business Cycle, NBER Working Papers (2015) Downloads View citations (16) (2015)

2018

  1. Understanding the Volatility of the Canadian Exchange Rate
    C.D. Howe Institute Commentary, 2018, (502) Downloads View citations (1)

2017

  1. Nonlinear Effects of Taxation on Growth
    Journal of Political Economy, 2017, 125, (1), 265 - 291 Downloads View citations (53)
    See also Working Paper Non-linear effects of taxation on growth, FRB Atlanta CQER Working Paper (2013) Downloads View citations (5) (2013)

2016

  1. Understanding Booms and Busts in Housing Markets
    Journal of Political Economy, 2016, 124, (4), 1088 - 1147 Downloads View citations (162)
    See also Working Paper Understanding Booms and Busts in Housing Markets, 2012 Meeting Papers (2012) Downloads View citations (5) (2012)
  2. Valuation Risk and Asset Pricing
    Journal of Finance, 2016, 71, (6), 2861-2904 Downloads View citations (74)
    See also Working Paper Valuation Risk and Asset Pricing, NBER Working Papers (2012) Downloads View citations (15) (2012)

2015

  1. Long-run bulls and bears
    Journal of Monetary Economics, 2015, 76, (S), S21-S36 Downloads View citations (26)
    See also Working Paper Long-run Bulls and Bears, NBER Working Papers (2015) Downloads View citations (26) (2015)

2014

  1. How Frequent Are Small Price Changes?
    American Economic Journal: Macroeconomics, 2014, 6, (2), 137-55 Downloads View citations (64)
    See also Working Paper How Frequent Are Small Price Changes?, NBER Working Papers (2012) Downloads View citations (56) (2012)

2012

  1. What explains the lagged-investment effect?
    Journal of Monetary Economics, 2012, 59, (4), 370-380 Downloads View citations (81)
    See also Working Paper What Explains the Lagged Investment Effect?, CEPR Discussion Papers (2011) Downloads View citations (13) (2011)

2011

  1. Carry Trade and Momentum in Currency Markets
    Annual Review of Financial Economics, 2011, 3, (1), 511-535 Downloads View citations (117)
    See also Working Paper Carry Trade and Momentum in Currency Markets, NBER Working Papers (2011) Downloads View citations (120) (2011)
  2. Do Peso Problems Explain the Returns to the Carry Trade?
    The Review of Financial Studies, 2011, 24, (3), 853-891 Downloads View citations (246)
    See also Working Paper Do Peso Problems Explain the Returns to the Carry Trade?, Working Papers (2010) Downloads View citations (42) (2010)
  3. Reference Prices, Costs, and Nominal Rigidities
    American Economic Review, 2011, 101, (1), 234-62 Downloads View citations (214)
  4. When Is the Government Spending Multiplier Large?
    Journal of Political Economy, 2011, 119, (1), 78 - 121 Downloads View citations (1480)
    See also Working Paper When is the government spending multiplier large?, FRB Atlanta CQER Working Paper (2010) Downloads View citations (15) (2010)

2009

  1. Can News about the Future Drive the Business Cycle?
    American Economic Review, 2009, 99, (4), 1097-1118 Downloads View citations (726)
    See also Working Paper Can News About the Future Drive the Business Cycle?, CEPR Discussion Papers (2006) Downloads View citations (110) (2006)
  2. Understanding the Forward Premium Puzzle: A Microstructure Approach
    American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 Downloads View citations (67)
    See also Working Paper Understanding the Forward Premium Puzzle: A Microstructure Approach, NBER Working Papers (2007) Downloads View citations (20) (2007)

2008

  1. Carry Trade: The Gains of Diversification
    Journal of the European Economic Association, 2008, 6, (2-3), 581-588 Downloads View citations (46)
  2. News and Business Cycles in Open Economies
    Journal of Money, Credit and Banking, 2008, 40, (8), 1699-1711 View citations (81)
    See also Working Paper News and Business Cycles in Open Economies, Discussion Papers (2007) Downloads View citations (11) (2007)
  3. When is it Optimal to Abandon a Fixed Exchange Rate? -super-1
    The Review of Economic Studies, 2008, 75, (3), 929-955 Downloads View citations (15)

2007

  1. Behavioral Theories of the Business Cycle
    Journal of the European Economic Association, 2007, 5, (2-3), 361-368 Downloads View citations (27)
    See also Working Paper Behavioral Theories of the Business Cycle, NBER Working Papers (2006) Downloads View citations (1) (2006)
  2. Modeling exchange rate passthrough after large devaluations
    Journal of Monetary Economics, 2007, 54, (2), 346-368 Downloads View citations (77)
    See also Working Paper Modeling Exchange Rate Passthrough After Large Devaluations, CEPR Discussion Papers (2005) Downloads View citations (11) (2005)
  3. The Returns to Currency Speculation in Emerging Markets
    American Economic Review, 2007, 97, (2), 333-338 Downloads View citations (112)
    See also Working Paper The Returns to Currency Speculation in Emerging Markets, CEPR Discussion Papers (2007) Downloads View citations (111) (2007)

2006

  1. Government finance in the wake of currency crises
    Journal of Monetary Economics, 2006, 53, (3), 401-440 Downloads View citations (27)
    See also Working Paper Government Finance in the Wake of Currency Crises, RCER Working Papers (2003) Downloads View citations (17) (2003)
  2. The importance of nontradable goods' prices in cyclical real exchange rate fluctuations
    Japan and the World Economy, 2006, 18, (3), 247-253 Downloads View citations (41)
    See also Working Paper The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations, NBER Working Papers (2005) Downloads View citations (23) (2005)

2005

  1. Business Cycles
    Annals of Economics and Finance, 2005, 6, (2), 229-250 Downloads View citations (2)
  2. Large Devaluations and the Real Exchange Rate
    Journal of Political Economy, 2005, 113, (4), 742-784 Downloads View citations (359)
    See also Working Paper Large Devaluations and the Real Exchange Rate, 2004 Meeting Papers (2004) Downloads View citations (37) (2004)

2004

  1. Government guarantees and self-fulfilling speculative attacks
    Journal of Economic Theory, 2004, 119, (1), 31-63 Downloads View citations (86)
  2. Investment Prices and Exchange Rates: Some Basic Facts
    Journal of the European Economic Association, 2004, 2, (2-3), 302-309 Downloads View citations (67)
    See also Working Paper Investment Prices and Exchange Rates: Some Basic Facts, CEPR Discussion Papers (2004) Downloads View citations (67) (2004)

2003

  1. Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations
    Journal of Monetary Economics, 2003, 50, (6), 1189-1214 Downloads View citations (458)
    See also Working Paper Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization, CEPR Discussion Papers (2001) Downloads View citations (33) (2001)

2002

  1. Production, Growth and Business Cycles: Technical Appendix
    Computational Economics, 2002, 20, (1-2), 87-116 Downloads View citations (155)

2001

  1. Beyond Balanced Growth
    The Review of Economic Studies, 2001, 68, (4), 869-882 Downloads View citations (658)
    See also Working Paper Beyond Balanced Growth, NBER Working Papers (1997) Downloads View citations (47) (1997)
  2. Equilibrium unemployment
    Journal of Monetary Economics, 2001, 48, (1), 109-152 Downloads View citations (97)
    See also Working Paper Equilibrium Unemployment, RCER Working Papers (2001) Downloads View citations (91) (2001)
  3. Hedging and financial fragility in fixed exchange rate regimes
    European Economic Review, 2001, 45, (7), 1151-1193 Downloads View citations (146)
    See also Working Paper Hedging and Financial Fragility in Fixed Exchange Rate Regimes, NBER Working Papers (1999) Downloads View citations (67) (1999)
  4. Prospective Deficits and the Asian Currency Crisis
    Journal of Political Economy, 2001, 109, (6), 1155-1197 Downloads View citations (184)
    See also Working Paper Prospective deficits and the asian currency crisis, Policy Research Working Paper Series (1999) Downloads View citations (12) (1999)

2000

  1. Interest-rate and borrowing defense against speculative attack a comment
    Carnegie-Rochester Conference Series on Public Policy, 2000, 53, (1), 349-359 Downloads
  2. On the dynamics of trade reform
    Journal of International Economics, 2000, 51, (1), 21-47 Downloads View citations (17)
    See also Working Paper On the Dynamics of Trade Reform, NBER Working Papers (1998) Downloads View citations (9) (1998)
  3. Understanding the Korean and Thai currency crises
    Economic Perspectives, 2000, 25, (Q III), 45-60 Downloads View citations (3)

1999

  1. On the optimality of interest rate smoothing
    Journal of Monetary Economics, 1999, 43, (2), 263-282 Downloads View citations (34)
    See also Working Paper On the Optimality of Interest Rate Smoothing, NBER Working Papers (1997) Downloads View citations (5) (1997)

1997

  1. Comment on "Money in a Real Business Cycle Model."
    Journal of Money, Credit and Banking, 1997, 29, (4), 612-15

1996

  1. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 Downloads View citations (67)
    See also Working Paper Sectoral Solow Residuals, NBER Working Papers (1995) Downloads View citations (5) (1995)

1995

  1. Business cycles in a small open economy
    European Economic Review, 1995, 39, (6), 1089-1113 Downloads View citations (260)
    See also Working Paper Business Cycles in a Small Open Economy, CEPR Discussion Papers (1994) Downloads View citations (14) (1994)
  2. Growth Effects of Flat-Rate Taxes
    Journal of Political Economy, 1995, 103, (3), 519-50 Downloads View citations (370)
    See also Working Paper Growth Effects of Flat-Rate Taxes, NBER Working Papers (1993) Downloads View citations (18) (1993)

1993

  1. Fiscal policy and economic growth: An empirical investigation
    Journal of Monetary Economics, 1993, 32, (3), 417-458 Downloads View citations (1149)
    See also Working Paper Fiscal Policy and Economic Growth: An Empirical Investigation, CEPR Discussion Papers (1994) Downloads View citations (38) (1994)
  2. Labor Hoarding and the Business Cycle
    Journal of Political Economy, 1993, 101, (2), 245-73 Downloads View citations (325)
    See also Working Paper Labor Hoarding and the Business Cycle, NBER Working Papers (1990) Downloads View citations (194) (1990)
  3. Low frequency filtering and real business cycles
    Journal of Economic Dynamics and Control, 1993, 17, (1-2), 207-231 Downloads View citations (435)
    See also Working Paper LOW FREQUENCY FILTERING AND REAL BUSINESS CYCLES, RCER Working Papers (1989) View citations (18) (1989)
  4. Marginal income tax rates and economic growth in developing countries
    European Economic Review, 1993, 37, (2-3), 409-417 Downloads View citations (94)
    See also Working Paper Marginal income tax rates and economic growth in developing countries, Policy Research Working Paper Series (1992) Downloads View citations (4) (1992)
  5. Transitional Dynamics and Economic Growth in the Neoclassical Model
    American Economic Review, 1993, 83, (4), 908-31 Downloads View citations (249)
    See also Working Paper TRANSITIONAL DYNAMICS AND ECONOMIC GROWTH IN THE NEOCLASSICAL MODEL, RCER Working Papers (1989) View citations (25) (1989)

1992

  1. Business cycles from 1850 to 1950: New facts about old data
    European Economic Review, 1992, 36, (2-3), 459-467 Downloads View citations (22)
  2. Growth in open economies
    Carnegie-Rochester Conference Series on Public Policy, 1992, 36, (1), 5-46 Downloads View citations (89)
    See also Working Paper Growth in Open Economies, CEPR Discussion Papers (1992) Downloads View citations (90) (1992)

1991

  1. Long-Run Policy Analysis and Long-Run Growth
    Journal of Political Economy, 1991, 99, (3), 500-521 Downloads View citations (1687)
    See also Working Paper Long Run Policy Analysis and Long Run Growth, Levine's Working Paper Archive (1999) Downloads View citations (34) (1999)

1990

  1. Public Policy and Economic Growth: Developing Neoclassical Implications
    Journal of Political Economy, 1990, 98, (5), S126-50 Downloads View citations (513)
    See also Working Paper Public Policy and Economic Growth: Developing Neoclassical Implications, NBER Working Papers (1990) Downloads View citations (497) (1990)

1988

  1. Production, growth and business cycles: I. The basic neoclassical model
    Journal of Monetary Economics, 1988, 21, (2-3), 195-232 Downloads View citations (1380)
  2. Production, growth and business cycles: II. New directions
    Journal of Monetary Economics, 1988, 21, (2-3), 309-341 Downloads View citations (651)

Chapters

2019

  1. Trading Up and the Skill Premium
    A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019, pp 285-316 Downloads View citations (8)
    See also Working Paper Trading Up and the Skill Premium, C.E.P.R. Discussion Papers (2019) Downloads View citations (10) (2019)

2003

  1. On the Fiscal Implications of Twin Crises
    A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-223 Downloads View citations (20)
    See also Working Paper On the Fiscal Implications of Twin Crises, University of Rochester - Center for Economic Research (RCER) (2001) Downloads View citations (7) (2001)

1999

  1. Resuscitating real business cycles
    Chapter 14 in Handbook of Macroeconomics, 1999, vol. 1, Part B, pp 927-1007 Downloads View citations (840)
    See also Working Paper Resuscitating Real Business Cycles, University of Rochester - Center for Economic Research (RCER) (2000) Downloads View citations (249) (2000)

1995

  1. Capital Utilization and Returns to Scale
    A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 Downloads View citations (261)
    See also Working Paper Capital Utilization and Returns to Scale, University of Rochester - Center for Economic Research (RCER) (1995) View citations (278) (1995)
  2. Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories
    A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 125-188 Downloads View citations (170)
    See also Working Paper Real Effects of Exchange Rate-Based Stabilization: An Analysis of Competing Theories, National Bureau of Economic Research, Inc (1995) Downloads View citations (178) (1995)

Software Items

2001

  1. Matlab code for On the Fiscal Implications of Twin Crises
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
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