Details about Bent E. Sorensen

E-mail:
Homepage:	http://www.uh.edu/~bsorense
Workplace:	Department of Economics, University of Houston, (more information at EDIRC)

Access statistics for papers by Bent E. Sorensen.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: pso113

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Working Papers

2022

1. How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (87)
   See also Journal Article How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration, American Economic Journal: Macroeconomics, American Economic Association (2024) View citations (9) (2024)

2021

2. Inequality in Public School Spending across Space and Time
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Inequality in Public School Spending Across Space and Time, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)
3. Small firms and domestic bank dependence in Europe’s Great Recession
   ECON - Working Papers, Department of Economics - University of Zurich
   Also in European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2015) View citations (9)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (2)
   CESifo Working Paper Series, CESifo (2019) View citations (2)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (2)
   See also Journal Article Small firms and domestic bank dependence in Europe's great recession, Journal of International Economics, Elsevier (2022) View citations (2) (2022)

2020

4. Optimal allocations to heterogeneous agents with an application to stimulus checks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Optimal allocations to heterogeneous agents with an application to stimulus checks, Journal of Economic Dynamics and Control, Elsevier (2022) (2022)
5. Quantifying Productivity Gains from Foreign Investment
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (10)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (39)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (48)
   See also Journal Article Quantifying productivity gains from foreign investment, Journal of International Economics, Elsevier (2021) View citations (35) (2021)

2018

6. A concise test of rational consumer search
   Working Papers, Federal Reserve Bank of Boston View citations (1)
7. Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in ECON - Working Papers, Department of Economics - University of Zurich (2018) View citations (10)
8. Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (10)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (24)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (24)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) View citations (24)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (24)
   Working Papers, Barcelona School of Economics (2017) View citations (24)

2016

9. Moving to a new job: the role of home equity, debt, and access to credit
   Working Papers, Federal Reserve Bank of Boston View citations (1)

2015

10. How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts and Aggregate Implications
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (310)
11. How to construct nationally representative firm level data from the ORBIS global database
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (327)
12. The Rise and Fall of Consumption in the 2000s
    Working Papers (Old Series), Federal Reserve Bank of Cleveland
13. The rise and fall of consumption in the '00s
    Working Papers, Federal Reserve Bank of Boston View citations (2)

2014

14. Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
    See also Journal Article Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns, Scandinavian Journal of Economics, Wiley Blackwell (2014) View citations (37) (2014)
15. Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (20)
    See also Chapter Misallocation, Property Rights, and Access to Finance: Evidence from within and across Africa, NBER Chapters, National Bureau of Economic Research, Inc (2014) View citations (8) (2014)

2013

16. How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article How do politicians save? Buffer-stock management of unemployment insurance finance, Journal of Urban Economics, Elsevier (2016) View citations (7) (2016)
17. Moving to a Job: The Role of Home Equity, Debt, and Access to Credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2013) View citations (5)
    See also Journal Article Moving to a Job: The Role of Home Equity, Debt, and Access to Credit, American Economic Journal: Macroeconomics, American Economic Association (2017) View citations (14) (2017)

2012

18. Interaction effects in econometrics
    MPRA Paper, University Library of Munich, Germany View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (61)
    See also Journal Article Interaction effects in econometrics, Empirical Economics, Springer (2013) View citations (158) (2013)
19. Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade

2011

20. Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education
    Working Papers, University of Alberta, Department of Economics View citations (72)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (5)
    See also Journal Article Childhood determinants of risk aversion: The long shadow of compulsory education, Quantitative Economics, Econometric Society (2011) View citations (68) (2011)
21. Leverage Across Firms, Banks and Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (44)
    See also Journal Article Leverage across firms, banks, and countries, Journal of International Economics, Elsevier (2012) View citations (107) (2012)
    Chapter Leverage across Firms, Banks, and Countries, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (49) (2011)
22. Risk Sharing through Capital Gains
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (15)
    See also Journal Article Risk sharing through capital gains, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2012) View citations (16) (2012)
23. The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2010

24. Deep Financial Integration and Volatility
    2010 Meeting Papers, Society for Economic Dynamics View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (16)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) View citations (24)
    See also Journal Article DEEP FINANCIAL INTEGRATION AND VOLATILITY, Journal of the European Economic Association, European Economic Association (2014) View citations (19) (2014)
25. House Prices and Risk Sharing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (1)
    Working Papers, University of Alberta, Department of Economics (2010) View citations (36)
    Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales (2010) View citations (36)
    New England Public Policy Center Working Paper, Federal Reserve Bank of Boston (2009) View citations (11)
    See also Journal Article House prices and risk sharing, Journal of Monetary Economics, Elsevier (2010) View citations (34) (2010)
26. Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank
    Working Paper, Norges Bank View citations (1)
27. The Effect of Education on Equity Holdings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article The Effect of Education on Equity Holdings, The B.E. Journal of Economic Analysis & Policy, De Gruyter (2012) View citations (2) (2012)

2008

28. Risk sharing and portfolio allocation in EMU
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (38)

2007

29. Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
    See also Chapter Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust, NBER Chapters, National Bureau of Economic Research, Inc (2009) View citations (19) (2009)
30. Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving
    MPRA Paper, University Library of Munich, Germany View citations (11)
31. Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (4)
32. Why Does Capital Flow to Rich States?
    2007 Meeting Papers, Society for Economic Dynamics View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (7)
    See also Journal Article Why Does Capital Flow to Rich States?, The Review of Economics and Statistics, MIT Press (2010) View citations (33) (2010)

2006

33. FU.S. banking deregulation, small businesses, and interstate insurance of personal income
    Working Paper, Norges Bank View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (5)
    See also Journal Article U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income, Journal of Finance, American Finance Association (2007) View citations (92) (2007)

2005

34. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
    See also Journal Article Home bias and international risk sharing: Twin puzzles separated at birth, Journal of International Money and Finance, Elsevier (2007) View citations (236) (2007)
35. Net Capital Flows and Productivity: Evidence from U.S. States
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (5)

2004

36. Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
37. The Buffer Stock Model and the Aggregate Propensity to Consume
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (1)
38. The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2001

39. Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2000) View citations (12)
    See also Journal Article Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces, Journal of Political Economy, University of Chicago Press (2002) View citations (55) (2002)

2000

40. Risk Sharing and Sectoral Specialization: Regional and International Evidence
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (3)
41. Risk sharing and industrial specialization; regional and international evidence
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (72)
    Also in Working Papers, Tel Aviv (1999) View citations (36)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (22)
    Working Papers, Brown University, Department of Economics (1999) View citations (53)
    JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research (1999) View citations (20)
    See also Journal Article Risk Sharing and Industrial Specialization: Regional and International Evidence, American Economic Review, American Economic Association (2003) View citations (293) (2003)

1999

42. Industrial specialization and the asymmetry of shocks across regions
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (13)
43. Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994
    Working Papers, Tel Aviv View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (4)
    Research Working Paper, Federal Reserve Bank of Kansas City (1999) View citations (1)
    See also Journal Article Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994, European Economic Review, Elsevier (2001) View citations (68) (2001)

1998

44. Consumption Smoothing through Fiscal Policy in OECD and EU Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
    Also in Working Papers, Tel Aviv (1997) View citations (14)
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research (1997)
    See also Chapter Consumption Smoothing through Fiscal Policy in OECD and EU Countries, NBER Chapters, National Bureau of Economic Research, Inc (1999) View citations (35) (1999)
45. Permanent Income, Consumption and Aggregate Constraints: Evidence from US States
    FMG Discussion Papers, Financial Markets Group
    Also in Working Papers, Tel Aviv (1998) View citations (1)
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research (1998) View citations (1)

1997

46. Federal Insurance of the U.S. States: An Empirical Investigation
    Working Papers, Tel Aviv View citations (6)
47. Income and Consumption Smoothing Among US States: Regions or Clubs?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Working Papers, Tel Aviv (1996) View citations (6)
    Discussion Papers, University of Copenhagen. Department of Economics (1996) View citations (7)

1996

48. International Risk Sharing and European Monetary Unification
    Working Papers, Tel Aviv View citations (9)
    Also in Working Papers, Brown University, Department of Economics (1996) View citations (3)
    See also Journal Article International risk sharing and European monetary unification, Journal of International Economics, Elsevier (1998) View citations (281) (1998)
49. Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics

1995

50. CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
51. Channels of Interstate Risksharing: U.S. 1963-1990
    Working Papers, Tel Aviv View citations (7)
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (3)
52. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
    Discussion Papers, University of Copenhagen. Department of Economics View citations (9)
    Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (243)
    See also Journal Article GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study, Journal of Business & Economic Statistics, American Statistical Association (1996) View citations (185) (1996)
53. Worker Flows and Job Flows in Danish Manufacturing, 1980-91
    Discussion Papers, University of Copenhagen. Department of Economics View citations (19)
    See also Journal Article Worker Flows and Job Flows in Danish Manufacturing, 1980-91, Economic Journal, Royal Economic Society (1998) View citations (30) (1998)

1994

54. Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

1992

55. Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    Also in Discussion Papers, University of Copenhagen. Department of Economics
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. (1992)

1989

56. Cheats, Banks and Liquidity Constraints
    Discussion Papers, University of Copenhagen. Department of Economics

Journal Articles

2024

1. How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration
   American Economic Journal: Macroeconomics, 2024, 16, (2), 353-74 View citations (9)
   See also Working Paper How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration, Tinbergen Institute Discussion Papers (2022) View citations (87) (2022)

2022

2. Inequality in Public School Spending Across Space and Time
   Review of Economic Dynamics, 2022, 46, 244-279 View citations (1)
   See also Software Item Code and data files for "Inequality in Public School Spending Across Space and Time", Computer Codes (2021) (2021)
   Working Paper Inequality in Public School Spending across Space and Time, CEPR Discussion Papers (2021) View citations (1) (2021)
3. Optimal allocations to heterogeneous agents with an application to stimulus checks
   Journal of Economic Dynamics and Control, 2022, 138, (C)
   See also Working Paper Optimal allocations to heterogeneous agents with an application to stimulus checks, CEPR Discussion Papers (2020) View citations (2) (2020)
4. Small firms and domestic bank dependence in Europe's great recession
   Journal of International Economics, 2022, 137, (C) View citations (2)
   See also Working Paper Small firms and domestic bank dependence in Europe’s Great Recession, ECON - Working Papers (2021) (2021)

2021

5. Quantifying productivity gains from foreign investment
   Journal of International Economics, 2021, 131, (C) View citations (35)
   See also Working Paper Quantifying Productivity Gains from Foreign Investment, Tinbergen Institute Discussion Papers (2020) View citations (10) (2020)
6. Selective bargain hunting: A concise test of rational consumer search
   Economic Inquiry, 2021, 59, (3), 1089-1105

2020

7. Cash flow sensitivities and bank-finance shocks in non-listed firms
   International Journal of Banking, Accounting and Finance, 2020, 11, (1), 35-70

2019

8. Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?
   IMF Economic Review, 2019, 67, (3), 443-495 View citations (14)
9. The Rise and Fall of Consumption in the 2000s: A Tangled Tale
   Economica, 2019, 86, (343), 495-531 View citations (2)

2017

10. Moving to a Job: The Role of Home Equity, Debt, and Access to Credit
    American Economic Journal: Macroeconomics, 2017, 9, (2), 149-81 View citations (14)
    See also Working Paper Moving to a Job: The Role of Home Equity, Debt, and Access to Credit, CEPR Discussion Papers (2013) View citations (13) (2013)

2016

11. How do politicians save? Buffer-stock management of unemployment insurance finance
    Journal of Urban Economics, 2016, 93, (C), 18-29 View citations (7)
    See also Working Paper How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance, CEPR Discussion Papers (2013) (2013)

2015

12. Why Has Consumption Been So Volatile in the New Millennium?
    Economic Commentary, 2015, (July)

2014

13. DEEP FINANCIAL INTEGRATION AND VOLATILITY
    Journal of the European Economic Association, 2014, 12, (6), 1558-1585 View citations (19)
    See also Working Paper Deep Financial Integration and Volatility, 2010 Meeting Papers (2010) View citations (19) (2010)
14. Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns
    Scandinavian Journal of Economics, 2014, 116, (1), 253-276 View citations (37)
    See also Working Paper Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns, NBER Working Papers (2014) View citations (28) (2014)

2013

15. Interaction effects in econometrics
    Empirical Economics, 2013, 45, (1), 583-603 View citations (158)
    See also Working Paper Interaction effects in econometrics, MPRA Paper (2012) View citations (6) (2012)
16. Keeping the house or moving for a job
    Economic Commentary, 2013, (Jul)

2012

17. Leverage across firms, banks, and countries
    Journal of International Economics, 2012, 88, (2), 284-298 View citations (107)
    See also Chapter Leverage across Firms, Banks, and Countries, NBER Chapters, 2011 (2011) View citations (49) (2011)
    Working Paper Leverage Across Firms, Banks and Countries, CEPR Discussion Papers (2011) View citations (32) (2011)
18. Risk sharing through capital gains
    Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 472-492 View citations (16)
    Also in Canadian Journal of Economics, 2012, 45, (2), 472-492 (2012) View citations (33)
    See also Working Paper Risk Sharing through Capital Gains, NBER Working Papers (2011) View citations (8) (2011)
19. Subjective Well-Being: Keeping Up with the Perception of the Joneses
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2012, 109, (3), 439-469 View citations (34)
20. The Effect of Education on Equity Holdings
    The B.E. Journal of Economic Analysis & Policy, 2012, 12, (1), 41 View citations (2)
    See also Working Paper The Effect of Education on Equity Holdings, CEPR Discussion Papers (2010) (2010)

2011

21. Childhood determinants of risk aversion: The long shadow of compulsory education
    Quantitative Economics, 2011, 2, (1), 37-72 View citations (68)
    See also Working Paper Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education, Working Papers (2011) View citations (72) (2011)

2010

22. House prices and risk sharing
    Journal of Monetary Economics, 2010, 57, (8), 975-987 View citations (34)
    See also Working Paper House Prices and Risk Sharing, CEPR Discussion Papers (2010) View citations (35) (2010)
23. Why Does Capital Flow to Rich States?
    The Review of Economics and Statistics, 2010, 92, (4), 769-783 View citations (33)
    See also Working Paper Why Does Capital Flow to Rich States?, 2007 Meeting Papers (2007) View citations (4) (2007)

2008

24. What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption?
    The Review of Economics and Statistics, 2008, 90, (1), 65-80 View citations (33)

2007

25. Banking deregulation helps small business owners stabilize their income
    The Regional Economist, 2007, (Apr), 10-11 View citations (5)
26. Financial Integration within E.U. Countries: The Role of Institutions, Confidence, and Trust [with Comments]
    NBER International Seminar on Macroeconomics, 2007, 2007, (1), 325 - 400
27. Home bias and international risk sharing: Twin puzzles separated at birth
    Journal of International Money and Finance, 2007, 26, (4), 587-605 View citations (236)
    See also Working Paper Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth, CEPR Discussion Papers (2005) View citations (22) (2005)
28. Producer Prices versus Consumer Prices in the Measurement of Risk Sharing
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (1), 3-17
29. U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income
    Journal of Finance, 2007, 62, (6), 2763-2801 View citations (92)
    See also Working Paper FU.S. banking deregulation, small businesses, and interstate insurance of personal income, Working Paper (2006) View citations (2) (2006)

2003

30. FINANCIAL MARKET INTEGRATION IN THE MIDDLE EAST: HOW BIG IS THE PEACE DIVIDEND?
    Israel Economic Review, 2003, 1, (2), 1-19 View citations (2)
31. Risk Sharing and Industrial Specialization: Regional and International Evidence
    American Economic Review, 2003, 93, (3), 903-918 View citations (293)
    See also Working Paper Risk sharing and industrial specialization; regional and international evidence, Research Working Paper (2000) View citations (72) (2000)

2002

32. Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces
    Journal of Political Economy, 2002, 110, (3), 634-645 View citations (55)
    See also Working Paper Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces, CEPR Discussion Papers (2001) View citations (13) (2001)

2001

33. Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
    Journal of International Economics, 2001, 55, (1), 107-137 View citations (187)
34. Is state fiscal policy asymmetric over the business cycle?
    Economic Review, 2001, 86, (Q III), 43-64 View citations (16)
35. Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994
    European Economic Review, 2001, 45, (7), 1271-1310 View citations (68)
    See also Working Paper Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994, Working Papers (1999) View citations (4) (1999)

2000

36. Is risk sharing in the United States a regional phenomenon?
    Economic Review, 2000, 85, (Q II), 33-47 View citations (20)
37. The demand for risky assets: Sample selection and household portfolios
    Journal of Econometrics, 2000, 97, (1), 117-144 View citations (36)

1999

38. Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
    Journal of Econometrics, 1999, 91, (1), 61-87 View citations (122)

1998

39. International risk sharing and European monetary unification
    Journal of International Economics, 1998, 45, (2), 211-238 View citations (281)
    See also Working Paper International Risk Sharing and European Monetary Unification, Working Papers (1996) View citations (9) (1996)
40. Worker Flows and Job Flows in Danish Manufacturing, 1980-91
    Economic Journal, 1998, 108, (451), 1750-71 View citations (30)
    See also Working Paper Worker Flows and Job Flows in Danish Manufacturing, 1980-91, Discussion Papers (1995) View citations (19) (1995)

1997

41. GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
    Journal of Econometrics, 1997, 76, (1-2), 397-403 View citations (10)

1996

42. A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps
    Journal of Business & Economic Statistics, 1996, 14, (1), 31-43 View citations (20)
43. Channels of Interstate Risk Sharing: United States 1963–1990
    The Quarterly Journal of Economics, 1996, 111, (4), 1081-1110 View citations (441)
44. Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations
    The Review of Economics and Statistics, 1996, 78, (4), 726-32 View citations (41)
45. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
    Journal of Business & Economic Statistics, 1996, 14, (3), 328-52 View citations (185)
    See also Working Paper GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study, Discussion Papers (1995) View citations (9) (1995)

1994

46. Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
    Econometric Theory, 1994, 10, (5), 937-966 View citations (10)

1992

47. Continuous Record Asymptotics in Systems of Stochastic Differential Equations
    Econometric Theory, 1992, 8, (1), 28-51
48. The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market
    Journal of Business & Economic Statistics, 1992, 10, (2), 179-92 View citations (13)

Chapters

2014

1. Misallocation, Property Rights, and Access to Finance: Evidence from within and across Africa
   A chapter in African Successes, Volume III: Modernization and Development, 2014, pp 183-211 View citations (8)
   See also Working Paper Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa, C.E.P.R. Discussion Papers (2014) View citations (14) (2014)

2011

2. Leverage across Firms, Banks, and Countries
   A chapter in Global Financial Crisis, 2011 View citations (49)
   See also Journal Article Leverage across firms, banks, and countries, Elsevier (2012) View citations (107) (2012)
   Working Paper Leverage Across Firms, Banks and Countries, C.E.P.R. Discussion Papers (2011) View citations (32) (2011)

2009

3. Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust
   A chapter in NBER International Seminar on Macroeconomics 2007, 2009, pp 325-391 View citations (19)
   See also Working Paper Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust, National Bureau of Economic Research, Inc (2007) View citations (44) (2007)

2006

4. The Impact of the EMU on Channels of Risk Sharing between Member Countries
   A chapter in Proceedings of the Conference on Human and Economic Resources, 2006, pp 399-429 View citations (9)

1999

5. Consumption Smoothing through Fiscal Policy in OECD and EU Countries
   A chapter in Fiscal Institutions and Fiscal Performance, 1999, pp 59-80 View citations (35)
   See also Working Paper Consumption Smoothing through Fiscal Policy in OECD and EU Countries, National Bureau of Economic Research, Inc (1998) View citations (47) (1998)

Software Items

2021

1. Code and data files for "Inequality in Public School Spending Across Space and Time"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Inequality in Public School Spending Across Space and Time, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)