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Details about Martin Schneider

E-mail:
Homepage:http://www.stanford.edu/~schneidr/
Workplace:Department of Economics, Stanford University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Martin Schneider.

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

Short-id: psc69


Jump to Journal Articles Chapters

Working Papers

2019

  1. The Short Rate Disconnect in a Monetary Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2017

  1. Firms’ Uncertainty and Ambiguity
    2017 Meeting Papers, Society for Economic Dynamics Downloads
  2. Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    Also in Department of Economics Working Papers, The University of Texas at Austin, Department of Economics (2014) Downloads View citations (9)
    Working Papers, U.S. Census Bureau, Center for Economic Studies (2015) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)
    Working Papers, U.S. Census Bureau, Center for Economic Studies (2017) Downloads View citations (2)
  3. Uncertainty shocks, asset supply and pricing over the business cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (11)
    2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)

2016

  1. Housing and Macroeconomics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (25)

    See also Chapter (2016)

2015

  1. Banks' Risk Exposures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. Distributional Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (11)
  3. Endogenous confidence cycles
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  4. Payments, Credit and Asset Prices
    2015 Meeting Papers, Society for Economic Dynamics View citations (3)
  5. Segmented Housing Search
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads
  6. Uncertainty aversion and heterogeneous beliefs in linear models
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

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

2013

  1. Money as a Unit of Account
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (4)

    See also Journal Article in Econometrica (2017)
  2. Money, markets & intermediaries
    2013 Meeting Papers, Society for Economic Dynamics

2012

  1. Ambiguous Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (15)
    Working Papers, Duke University, Department of Economics (2012) Downloads View citations (5)

    See also Journal Article in American Economic Review (2014)
  2. Risk shocks in a business cycle model with ambiguity averse agents
    2012 Meeting Papers, Society for Economic Dynamics
  3. The Housing Market(s) of San Diego
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)

    See also Journal Article in American Economic Review (2015)

2011

  1. 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)
  2. Trading interest rate risk in derivatives markets
    2011 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Ambiguity and Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (84)
    See also Journal Article in Annual Review of Financial Economics (2010)
  2. On the Optimality of a Dominant Unit of Account
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. Inflation and the price of real assets
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (5)
  2. Momentum traders in a search model of the housing market
    2009 Meeting Papers, Society for Economic Dynamics View citations (5)
  3. Momentum traders in the housing market: survey evidence and a search model
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (141)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (143)

    See also Journal Article in American Economic Review (2009)
  4. Trend and cycle in bond premia
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (6)

2008

  1. Bond Positions, Expectations, and the Yield Curve
    2008 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008) Downloads View citations (3)

2007

  1. Bond Supply, Expectations, and the Yield Curve
    2007 Meeting Papers, Society for Economic Dynamics
  2. Booms and Busts in Segmented Asset Markets
    2007 Meeting Papers, Society for Economic Dynamics
  3. Inflation Illusion, Credit, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2006

  1. Aggregate Implications of Wealth Redistribution: The Case of Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2006) Downloads View citations (20)

    See also Journal Article in Journal of the European Economic Association (2006)
  2. Equilibrium Yield Curves
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (86)
    See also Chapter (2007)
  3. Expectations and Asset Prices with Heterogeneous Households
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
  4. Global Private Information in International Equity Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    See also Journal Article in Journal of Financial Economics (2009)
  5. Housing, Consumption, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (80)

    See also Journal Article in Journal of Financial Economics (2007)
  6. Inflation as a Redistribution Shock: Effects on Aggregates and Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (11)
  7. Learning Under Ambiguity
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (23)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (5)

    See also Journal Article in Review of Economic Studies (2007)

2005

  1. A Quantitative Model of Competitive Asset Pricing Under Private Information
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
  2. Ambiguity, Information Quality and Asset Pricing
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (24)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2008)
  3. International Equity Flows and Returns: A Quantitative Equilibrium Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in International Finance, University Library of Munich, Germany (2005) Downloads View citations (42)
    International Finance, University Library of Munich, Germany (2004) Downloads View citations (6)
    Staff Working Papers, Bank of Canada (2004) Downloads View citations (4)
    Working Paper Series, European Central Bank (2004) Downloads View citations (4)
  4. Nominal Contracts, Coordination and Risk Sharing
    2005 Meeting Papers, Society for Economic Dynamics
  5. Real Effects of Inflation Through the Redistribution of Nominal Wealth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2005) Downloads View citations (3)
  6. Strategic Experimentation and Disruptive Technological Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2008)

2004

  1. Characterizing Asymmetric Information in International Equity Markets
    International Finance, University Library of Munich, Germany Downloads View citations (10)
  2. Housing v. Financial Wealth: a Cross-Country Comparison
    2004 Meeting Papers, Society for Economic Dynamics

2002

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

2001

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

2000

  1. Balance SHeet Effects, Bailout Guarantees and Financial Crises
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (108)
    See also Journal Article in Review of Economic Studies (2004)

1996

  1. Coordination and Correlation in Markov Rational Belief Equilibria
    Working Papers, Banca Italia - Servizio di Studi View citations (16)
    See also Journal Article in Economic Theory (1996)

Journal Articles

2017

  1. Money as a Unit of Account
    Econometrica, 2017, 85, 1537-1574 Downloads View citations (2)
    See also Working Paper (2013)

2016

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

2015

  1. The Housing Market(s) of San Diego
    American Economic Review, 2015, 105, (4), 1371-1407 Downloads View citations (33)
    See also Working Paper (2012)

2014

  1. Ambiguous Business Cycles
    American Economic Review, 2014, 104, (8), 2368-99 Downloads View citations (62)
    See also Working Paper (2012)
  2. Housing Assignment with Restrictions: Theory and Evidence from Stanford University's Campus
    American Economic Review, 2014, 104, (5), 67-72 Downloads View citations (2)
  3. Redistribution effects of inflation
    Journal of Economic Dynamics and Control, 2014, 49, (C), 49-51 Downloads View citations (3)

2011

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

2010

  1. Ambiguity and Asset Markets
    Annual Review of Financial Economics, 2010, 2, (1), 315-346 Downloads View citations (81)
    See also Working Paper (2010)
  2. Interest Rate Risk in Credit Markets
    American Economic Review, 2010, 100, (2), 579-84 Downloads View citations (3)
  3. Recovery of the Austrian Economy Continues
    Economic Outlook for Austria from 2010 to 2012 (December 2010)

    Monetary Policy & the Economy, 2010, (4), 6–31 Downloads
  4. The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets
    EconomicDynamics Newsletter, 2010, 11, (2) Downloads

2009

  1. Global private information in international equity markets
    Journal of Financial Economics, 2009, 94, (1), 18-46 Downloads View citations (52)
    See also Working Paper (2006)
  2. Momentum Traders in the Housing Market: Survey Evidence and a Search Model
    American Economic Review, 2009, 99, (2), 406-11 Downloads View citations (157)
    See also Working Paper (2009)

2008

  1. Ambiguity, Information Quality, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 197-228 Downloads View citations (141)
    See also Working Paper (2005)
  2. Organisationskapital und Humankapital als strategische Ressourcen
    Zeitschrift fuer Personalforschung. German Journal of Research in Human Resource Management, 2008, 22, (1), 12 - 34 Downloads
  3. Strategic Experimentation and Disruptive Technological Change
    Review of Economic Dynamics, 2008, 11, (2), 386-412 Downloads View citations (6)
    See also Working Paper (2005)

2007

  1. Asset Prices and Asset Quantities
    Journal of the European Economic Association, 2007, 5, (2-3), 380-389 Downloads View citations (6)
  2. Housing, consumption and asset pricing
    Journal of Financial Economics, 2007, 83, (3), 531-569 Downloads View citations (201)
    See also Working Paper (2006)
  3. International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1
    Review of Economic Studies, 2007, 74, (1), 1-30 Downloads View citations (37)
  4. Learning Under Ambiguity
    Review of Economic Studies, 2007, 74, (4), 1275-1303 Downloads View citations (117)
    See also Working Paper (2006)
  5. Output Growth in Austria and Germany: What Explains the Growth Differentials since the Early 1990s?
    Monetary Policy & the Economy, 2007, (2), 27–57 Downloads

2006

  1. Aggregate Implications of Wealth Redistribution: The Case of Inflation
    Journal of the European Economic Association, 2006, 4, (2-3), 493-502 Downloads View citations (21)
    See also Working Paper (2006)
  2. Inflation and the Redistribution of Nominal Wealth
    Journal of Political Economy, 2006, 114, (6), 1069-1097 Downloads View citations (183)

2004

  1. Balance Sheet Effects, Bailout Guarantees and Financial Crises
    Review of Economic Studies, 2004, 71, (3), 883-913 Downloads View citations (129)
    See also Working Paper (2000)

2003

  1. IID: independently and indistinguishably distributed
    Journal of Economic Theory, 2003, 113, (1), 32-50 Downloads View citations (14)
    See also Working Paper (2002)
  2. Recursive multiple-priors
    Journal of Economic Theory, 2003, 113, (1), 1-31 Downloads View citations (305)
    See also Working Paper (2001)

1996

  1. Coordination and correlation in Markov rational belief equilibria (*)
    Economic Theory, 1996, 8, (3), 489-520 View citations (13)
    See also Working Paper (1996)

Chapters

2016

  1. Housing and Macroeconomics
    Elsevier Downloads View citations (30)
    See also Working Paper (2016)

2015

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

2012

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

2008

  1. Inflation Illusion, Credit, and Asset Prices
    A chapter in Asset Prices and Monetary Policy, 2008, pp 147-189 Downloads View citations (7)

2007

  1. Equilibrium Yield Curves
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 389-472 Downloads View citations (48)
    See also Working Paper (2006)
 
Page updated 2019-11-14