Details about Martin Schneider

Access statistics for papers by Martin Schneider.

Last updated 2018-01-16. Update your information in the RePEc Author Service.

Short-id: psc69

Working Papers

2022

1. Modeling Uncertainty as Ambiguity: a Review
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

2021

2. Learning about Housing Cost: Survey Evidence from the German House Price Boom
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
3. Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)

2020

4. Inflation and the Price of Real Assets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) View citations (7)

2019

5. The Short Rate Disconnect in a Monetary Economy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2017

6. Firms’ Uncertainty and Ambiguity
   2017 Meeting Papers, Society for Economic Dynamics
7. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News
   Working Papers, U.S. Census Bureau, Center for Economic Studies View citations (7)
   Also in Working Papers, U.S. Census Bureau, Center for Economic Studies (2015) View citations (17)
   CESifo Working Paper Series, CESifo (2017) View citations (7)
   Department of Economics Working Papers, The University of Texas at Austin, Department of Economics (2014) View citations (12)
   NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (11)
8. Uncertainty shocks, asset supply and pricing over the business cycle
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (16)
   2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)

2016

9. Housing and Macroeconomics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (169)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (169)
   See also Chapter (2016)

2015

10. Banks' Risk Exposures
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
11. Distributional Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics View citations (32)
12. Endogenous confidence cycles
    2015 Meeting Papers, Society for Economic Dynamics
13. Payments, Credit and Asset Prices
    2015 Meeting Papers, Society for Economic Dynamics View citations (5)
14. Segmented Housing Search
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (1)
15. Uncertainty aversion and heterogeneous beliefs in linear models
    2015 Meeting Papers, Society for Economic Dynamics View citations (1)

2014

16. Asset Trading and Valuation with Uncertain Exposure
    Working Paper, Federal Reserve Bank of Richmond
17. Uncertainty in linear models
    2014 Meeting Papers, Society for Economic Dynamics

2013

18. Money as a Unit of Account
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (6)
    See also Journal Article in Econometrica (2017)
19. Money, markets & intermediaries
    2013 Meeting Papers, Society for Economic Dynamics

2012

20. Ambiguous Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
    Also in Working Papers, Duke University, Department of Economics (2012) View citations (20)
    2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (23)
    See also Journal Article in American Economic Review (2014)
21. Risk shocks in a business cycle model with ambiguity averse agents
    2012 Meeting Papers, Society for Economic Dynamics
22. The Housing Market(s) of San Diego
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)
    See also Journal Article in American Economic Review (2015)

2011

23. Publication Network Analysis of an Academic Family in Information Systems
    Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
24. Trading interest rate risk in derivatives markets
    2011 Meeting Papers, Society for Economic Dynamics

2010

25. Ambiguity and Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (165)
    See also Journal Article in Annual Review of Financial Economics (2010)
26. On the Optimality of a Dominant Unit of Account
    2010 Meeting Papers, Society for Economic Dynamics

2009

27. Momentum traders in a search model of the housing market
    2009 Meeting Papers, Society for Economic Dynamics View citations (247)
28. Momentum traders in the housing market: survey evidence and a search model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (292)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) View citations (326)
    See also Journal Article in American Economic Review (2009)
29. Trend and cycle in bond premia
    Staff Report, Federal Reserve Bank of Minneapolis View citations (8)

2008

30. Bond Positions, Expectations, and the Yield Curve
    2008 Meeting Papers, Society for Economic Dynamics View citations (14)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008) View citations (4)

2007

31. Bond Supply, Expectations, and the Yield Curve
    2007 Meeting Papers, Society for Economic Dynamics
32. Booms and Busts in Segmented Asset Markets
    2007 Meeting Papers, Society for Economic Dynamics
33. Inflation Illusion, Credit, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2006

34. Aggregate Implications of Wealth Redistribution: The Case of Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (37)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2006) View citations (34)
    See also Journal Article in Journal of the European Economic Association (2006)
35. Equilibrium Yield Curves
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (226)
    See also Chapter (2007)
36. Expectations and Asset Prices with Heterogeneous Households
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
37. Global Private Information in International Equity Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    See also Journal Article in Journal of Financial Economics (2009)
38. Housing, Consumption, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (83)
    See also Journal Article in Journal of Financial Economics (2007)
39. Inflation as a Redistribution Shock: Effects on Aggregates and Welfare
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (25)
40. Learning Under Ambiguity
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (23)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (6)
    See also Journal Article in Review of Economic Studies (2007)

2005

41. A Quantitative Model of Competitive Asset Pricing Under Private Information
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
42. Ambiguity, Information Quality and Asset Pricing
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (25)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) View citations (2)
    See also Journal Article in Journal of Finance (2008)
43. International Equity Flows and Returns: A Quantitative Equilibrium Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Staff Working Papers, Bank of Canada (2004) View citations (5)
    International Finance, University Library of Munich, Germany (2005) View citations (43)
    Working Paper Series, European Central Bank (2004) View citations (4)
    International Finance, University Library of Munich, Germany (2004) View citations (7)
44. Nominal Contracts, Coordination and Risk Sharing
    2005 Meeting Papers, Society for Economic Dynamics
45. Real Effects of Inflation Through the Redistribution of Nominal Wealth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2005) View citations (4)
46. Strategic Experimentation and Disruptive Technological Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article in Review of Economic Dynamics (2008)

2004

47. Characterizing Asymmetric Information in International Equity Markets
    International Finance, University Library of Munich, Germany View citations (11)
48. Housing v. Financial Wealth: a Cross-Country Comparison
    2004 Meeting Papers, Society for Economic Dynamics

2002

49. IID: Independently and Indistinguishably Distributed
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)
    See also Journal Article in Journal of Economic Theory (2003)

2001

50. Recursive Multiple-Priors
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (40)
    See also Journal Article in Journal of Economic Theory (2003)

2000

51. Balance SHeet Effects, Bailout Guarantees and Financial Crises
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (117)
    See also Journal Article in Review of Economic Studies (2004)

1996

52. Coordination and Correlation in Markov Rational Belief Equilibria
    Working Papers, Banca Italia - Servizio di Studi View citations (17)
    See also Journal Article in Economic Theory (1996)

Journal Articles

2017

1. Money as a Unit of Account
   Econometrica, 2017, 85, 1537-1574 View citations (17)
   See also Working Paper (2013)

2016

2. Comment
   NBER Macroeconomics Annual, 2016, 30, (1), 167 - 175

2015

3. The Housing Market(s) of San Diego
   American Economic Review, 2015, 105, (4), 1371-1407 View citations (78)
   See also Working Paper (2012)

2014

4. Ambiguous Business Cycles
   American Economic Review, 2014, 104, (8), 2368-99 View citations (159)
   See also Working Paper (2012)
5. Housing Assignment with Restrictions: Theory and Evidence from Stanford University's Campus
   American Economic Review, 2014, 104, (5), 67-72 View citations (4)
6. Redistribution effects of inflation
   Journal of Economic Dynamics and Control, 2014, 49, (C), 49-51 View citations (6)

2011

7. Crisis of Confidence to Trigger Marked Slump in Growth in 2012
   Monetary Policy & the Economy, 2011, (4), 5–29

2010

8. Ambiguity and Asset Markets
   Annual Review of Financial Economics, 2010, 2, (1), 315-346 View citations (165)
   See also Working Paper (2010)
9. Interest Rate Risk in Credit Markets
   American Economic Review, 2010, 100, (2), 579-84 View citations (5)
10. Recovery of the Austrian Economy Continues
    Economic Outlook for Austria from 2010 to 2012 (December 2010)
    Monetary Policy & the Economy, 2010, (4), 6–31
11. The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets
    EconomicDynamics Newsletter, 2010, 11, (2)

2009

12. Global private information in international equity markets
    Journal of Financial Economics, 2009, 94, (1), 18-46 View citations (81)
    See also Working Paper (2006)
13. Momentum Traders in the Housing Market: Survey Evidence and a Search Model
    American Economic Review, 2009, 99, (2), 406-11 View citations (329)
    See also Working Paper (2009)

2008

14. Ambiguity, Information Quality, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 197-228 View citations (261)
    See also Working Paper (2005)
15. Organisationskapital und Humankapital als strategische Ressourcen
    Zeitschrift fuer Personalforschung. German Journal of Research in Human Resource Management, 2008, 22, (1), 12 - 34
16. Strategic Experimentation and Disruptive Technological Change
    Review of Economic Dynamics, 2008, 11, (2), 386-412 View citations (6)
    See also Working Paper (2005)

2007

17. Asset Prices and Asset Quantities
    Journal of the European Economic Association, 2007, 5, (2-3), 380-389 View citations (8)
18. Housing, consumption and asset pricing
    Journal of Financial Economics, 2007, 83, (3), 531-569 View citations (341)
    See also Working Paper (2006)
19. International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1
    Review of Economic Studies, 2007, 74, (1), 1-30 View citations (62)
20. Learning Under Ambiguity
    Review of Economic Studies, 2007, 74, (4), 1275-1303 View citations (199)
    See also Working Paper (2006)
21. Output Growth in Austria and Germany: What Explains the Growth Differentials since the Early 1990s?
    Monetary Policy & the Economy, 2007, (2), 27–57

2006

22. Aggregate Implications of Wealth Redistribution: The Case of Inflation
    Journal of the European Economic Association, 2006, 4, (2-3), 493-502 View citations (38)
    See also Working Paper (2006)
23. Inflation and the Redistribution of Nominal Wealth
    Journal of Political Economy, 2006, 114, (6), 1069-1097 View citations (328)

2004

24. Balance Sheet Effects, Bailout Guarantees and Financial Crises
    Review of Economic Studies, 2004, 71, (3), 883-913 View citations (264)
    See also Working Paper (2000)

2003

25. IID: independently and indistinguishably distributed
    Journal of Economic Theory, 2003, 113, (1), 32-50 View citations (23)
    See also Working Paper (2002)
26. Recursive multiple-priors
    Journal of Economic Theory, 2003, 113, (1), 1-31 View citations (412)
    See also Working Paper (2001)

1996

27. Coordination and correlation in Markov rational belief equilibria (*)
    Economic Theory, 1996, 8, (3), 489-520 View citations (17)
    See also Working Paper (1996)

Chapters

2016

1. Housing and Macroeconomics
   Elsevier View citations (169)
   See also Working Paper (2016)

2015

2. Comment on "Demystifying the Chinese Housing Boom"
   A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 167-175 View citations (3)

2012

3. Remapping the Flow of Funds
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012, pp 57-64

2008

4. Inflation Illusion, Credit, and Asset Prices
   A chapter in Asset Prices and Monetary Policy, 2008, pp 147-189 View citations (20)

2007

5. Equilibrium Yield Curves
   A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 389-472 View citations (126)
   See also Working Paper (2006)