Details about Harald Uhlig
Access statistics for papers by Harald Uhlig.
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Short-id: puh1
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Working Papers
2020
- Central Bank Digital Currency: Central Banking For All?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (18)
See also Journal Article in Review of Economic Dynamics (2021)
- Central Bank Digital Currency: When Price and Bank Stability Collide
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
- Macroeconomic Dynamics and Reallocation in an Epidemic: Evaluating the “Swedish Solution”
NBER Working Papers, National Bureau of Economic Research, Inc View citations (92)
- Parallel Digital Currencies and Sticky Prices
Working Papers, Becker Friedman Institute for Research In Economics View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (1)
2019
- Cryptocurrencies, Currency Competition, and The Impossible Trinity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (16)
See also Chapter (2021)
- Interbank rate uncertainty and bank lending
Working Paper Series, European Central Bank View citations (5)
- Monetary policy shocks and the health of banks
Working Paper Series, European Central Bank View citations (3)
- Money markets, collateral and monetary policy
Working Paper Series, European Central Bank View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (8) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (8)
- Online Appendix to "Accounting for Post-Crisis Inflation: A Retro Analysis"
Online Appendices, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2020)
2018
- Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (5)
- Some Simple Bitcoin Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (57)
See also Journal Article in Journal of Monetary Economics (2019)
- The Dynamics of Sovereign Debt Crises and Bailouts
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
See also Journal Article in Journal of International Economics (2018)
2017
- The Macroeconomic Impact of Money Market Freezes
2017 Meeting Papers, Society for Economic Dynamics View citations (2)
- The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics
Natural Field Experiments, The Field Experiments Website View citations (3)
2016
- Cognitive Load Increases Risk Aversion
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (18)
2015
- Corporate Debt Structure and the Financial Crisis
Working Paper Series, European Central Bank View citations (58)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5) NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (3)
See also Journal Article in Journal of Money, Credit and Banking (2015)
- Online Appendix to "Fiscal Stimulus and Distortionary Taxation"
Online Appendices, Review of Economic Dynamics View citations (61)
See also Journal Article in Review of Economic Dynamics (2015)
- Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
2014
- A theory of pruning
Working Paper Series, European Central Bank View citations (8)
See also Journal Article in International Economic Review (2018)
- Accounting for Post-Crisis Inflation and Employment: A Retro Analysis
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (23)
- Financial Health Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article in Econometrica (2016)
2013
- Bayesian estimation of a DSGE model with asset prices
Discussion Papers, Deutsche Bundesbank View citations (15)
- Bundesverfassungsgericht und Krisenpolitik der EZB - Stellungnahmen der Ökonomen
Munich Reprints in Economics, University of Munich, Department of Economics View citations (1)
See also Journal Article in Wirtschaftsdienst (2013)
- Emergency Lending in a Monetary Union
2013 Meeting Papers, Society for Economic Dynamics
- Fiscal stimulus and distortionary taxation
Working Papers, Federal Reserve Bank of Philadelphia View citations (17)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (24) ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2011) View citations (38) FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2011) View citations (40) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (44)
See also Journal Article in Review of Economic Dynamics (2015)
- Is quantity theory still alive?
Working Paper Series, European Central Bank View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (11) NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (13)
See also Journal Article in Economic Journal (2016)
- Sovereign Default Risk and Banks in a Monetary Union
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (29) CESifo Working Paper Series, CESifo (2013) View citations (29)
See also Journal Article in German Economic Review (2014)
2012
- How Do Laffer Curves Differ Across Countries?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (29)
See also Chapter (2012)
- MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION
2012 Meeting Papers, Society for Economic Dynamics View citations (17)
2011
- Bank Finance Versus Bond Finance
NBER Working Papers, National Bureau of Economic Research, Inc View citations (78)
See also Journal Article in Journal of Money, Credit and Banking (2011)
- The dynamics of sovereign debt crises in a monetary union
2011 Meeting Papers, Society for Economic Dynamics View citations (1)
- Transitions in the German labor market: Structure and crisis
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)
See also Journal Article in Journal of Monetary Economics (2012)
2010
- A Law of Large Numbers for Large Economies
Levine's Working Paper Archive, David K. Levine View citations (8)
See also Journal Article in Economic Theory (1996)
- Easy EZ in DSGE
2010 Meeting Papers, Society for Economic Dynamics
- Economics and Reality
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Journal of Macroeconomics (2012)
- How far are we from the slippery slope? The Laffer curve revisited
Working Paper Series, European Central Bank View citations (50)
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations (20) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (34) NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (43)
2009
- A Model of a Systemic Bank Run
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Journal of Monetary Economics (2010)
- Monetary policy in Europe vs the US: what explains the difference?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (3)
- Optimal Endowment Destruction under Campbell-Cochrane Habit Formation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
- The Macroeconomics of Real Estate
2009 Meeting Papers, Society for Economic Dynamics View citations (4)
- Unit Roots in White Noise
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Econometric Theory (2012)
2008
- The Slow Decline of East Germany
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
See also Journal Article in Journal of Comparative Economics (2008)
- What are the Effects of Fiscal Policy Shocks?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (58)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (101) Discussion Paper, Tilburg University, Center for Economic Research (2002) View citations (106) SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) View citations (67)
See also Journal Article in Journal of Applied Econometrics (2009)
2007
- Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (63)
Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (49) SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2007) View citations (64)
See also Journal Article in American Economic Review (2007)
- Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification
2007 Meeting Papers, Society for Economic Dynamics View citations (1)
- Regional labor markets, network externalities and migration: the case of German reunification
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) 
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations (51)
See also Journal Article in American Economic Review (2006)
2006
- Approximate Solutions to Dynamic Models - Linear Methods
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
- New Evidence on the Puzzles: Monetary Policy and Exchange Rates
Computing in Economics and Finance 2006, Society for Computational Economics View citations (8)
- On the Coexistence of Banks and Markets
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
See also Journal Article in Scandinavian Journal of Economics (2007)
- Pension Systems and the Allocation of Macroeconomic Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006)  Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations (3)
See also Chapter (2008)
- The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsuarable, Idiosyncratic Risk
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (2)
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations (3) CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2006) View citations (2)
2005
- Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?
2005 Meeting Papers, Society for Economic Dynamics View citations (21)
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (12) Working Paper Series, European Central Bank (2005) View citations (30)
- Competitive Risk Sharing Contracts with One-Sided Commitment
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (3) CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (5) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (2)
See also Journal Article in Journal of Monetary Economics (2006)
- Employment duration and resistance to wage reductions
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
- New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (19)
See also Journal Article in Journal of International Economics (2008)
2004
- Towards a Monthly Business Cycle Chronology for the Euro Area
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
See also Journal Article in Journal of Business Cycle Measurement and Analysis (2005)
- What moves GNP?
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (9)
2002
- One Money, But Many Fiscal Policies in Europe: What are the Consequences?
Discussion Paper, Tilburg University, Center for Economic Research View citations (37)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (59)
- Should Smart Investors Buy Funds with High Returns in the Past?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) View citations (1) Discussion Paper, Tilburg University, Center for Economic Research (1999)
2001
- Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions
Discussion Paper, Tilburg University, Center for Economic Research View citations (9)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) View citations (6) CESifo Working Paper Series, CESifo (2001) View citations (8)
- On Adjusting the HP-Filter for the Frequency of Observations
CESifo Working Paper Series, CESifo View citations (46)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (160)
2000
- Should We be Afraid of Friedman's Rule?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
Also in Macroeconomics, University Library of Munich, Germany (2000) View citations (17) Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations (10)
See also Journal Article in Journal of the Japanese and International Economies (2000)
1999
- Fickle Investors: An Impediment to Growth
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (6)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1998)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (6)
See also Journal Article in European Economic Review (1999)
- On Consumption Bunching under Campbell-Cochrane Habit Formation
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (5)
- What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (81)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (21)
See also Journal Article in Journal of Monetary Economics (2005)
- What is the real story for interest rate volatility?
Working Paper, Federal Reserve Bank of Richmond 
See also Journal Article in German Economic Review (2000)
1998
- Catching up with the Keynesians
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics 
Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1996)
- Debt Contracts, Collapse and Regulation as Competition Phenomena
Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (5)
- Employment Duration and Resistance to Wage Reductions: Experimental Evidence
Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) View citations (5)
See also Journal Article in Homo Oeconomicus (2005)
1997
- An Analysis of the 'Stability Pact'
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations (10)
- Capital Income Taxation and the Sustainability of Permanent Primary Deficits
Discussion Paper, Tilburg University, Center for Economic Research
- Growth and the Cycle: Creative Destruction versus Entrenchment
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
See also Journal Article in Journal of Economics (1999)
- Long Term Debt and the Political Support for a Monetary Union
Discussion Paper, Tilburg University, Center for Economic Research 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997)
- Preferences, Consumption Smoothing and Risk Premia
Discussion Paper, Tilburg University, Center for Economic Research View citations (10)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997) View citations (12)
1996
- Bayesian Vector Autoregressions with Stochastic Volatility
Discussion Paper, Tilburg University, Center for Economic Research 
See also Journal Article in Econometrica (1997)
- Effort and the Cycle: Cyclical Implications of Efficiency Wages
Discussion Paper, Tilburg University, Center for Economic Research View citations (10)
1995
- A toolkit for analyzing nonlinear dynamic stochastic models easily
Discussion Paper, Tilburg University, Center for Economic Research View citations (65)
Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1995) View citations (166)
See also Software Item (1998)
- Can Habit Formation be Reconciled with Business Cycle Facts?
Discussion Paper, Tilburg University, Center for Economic Research View citations (13)
See also Journal Article in Review of Economic Dynamics (2000)
- Rule of Thumb and Dynamic Programming
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
- Transition and Financial Collapse
Discussion Paper, Tilburg University, Center for Economic Research View citations (5)
Also in CESifo Working Paper Series, CESifo (1993)
1994
- Increasing the Capital Income Tax Leads to Faster Growth
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
1992
- BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances
Working Papers, Princeton, Department of Economics - Econometric Research Program
- What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective
Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (1)
1991
- Portfolio Insurance And Asset Prices
Working Papers, Princeton, Department of Economics - Financial Research Center View citations (2)
1989
- Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
See also Journal Article in Journal of Business & Economic Statistics (1990)
1988
- Reasonable extreme bounds analysis
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 
See also Journal Article in Journal of Econometrics (1990)
- Understanding unit rooters: a helicopter tour
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (4)
See also Journal Article in Econometrica (1991)
Journal Articles
2021
- Central Bank Digital Currency: Central Banking For All?
Review of Economic Dynamics, 2021, 41, 225-242 View citations (10)
See also Working Paper (2020)
2020
- Accounting for Post-Crisis Inflation: A Retro Analysis
Review of Economic Dynamics, 2020, 35, 133-153 View citations (10)
See also Working Paper (2019) Software Item (2019)
2019
- Currency Substitution under Transaction Costs
AEA Papers and Proceedings, 2019, 109, 83-87 View citations (11)
- Some simple bitcoin economics
Journal of Monetary Economics, 2019, 106, (C), 16-26 View citations (49)
See also Working Paper (2018)
- What is the macroeconomic impact of changing money market conditions?
Research Bulletin, 2019, 57
2018
- A THEORY OF PRUNING
International Economic Review, 2018, 59, (4), 1825-1836 View citations (2)
See also Working Paper (2014)
- The dynamics of sovereign debt crises and bailouts
Journal of International Economics, 2018, 114, (C), 1-13 View citations (29)
See also Working Paper (2018)
2017
- Business Cycles and International Trade
Journal of Political Economy, 2017, 125, (6), 1761 - 1766
- Comment
NBER Macroeconomics Annual, 2017, 31, (1), 183 - 197
- Introduction
Journal of Political Economy, 2017, 125, (6), 1723 - 1727
2016
- Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices
Quantitative Economics, 2016, 7, (1), 257-287 View citations (9)
- Comment
NBER Macroeconomics Annual, 2016, 30, (1), 257 - 267
- Financial Health Economics
Econometrica, 2016, 84, 195-242 View citations (18)
See also Working Paper (2014)
- Is Quantity Theory Still Alive?
Economic Journal, 2016, 126, (591), 442-464 View citations (14)
See also Working Paper (2013)
2015
- Comment on the Campbell-Cochrane Habit Model
Journal of Political Economy, 2015, 123, (5), 1201 - 1213 View citations (11)
- Corporate Debt Structure and the Financial Crisis
Journal of Money, Credit and Banking, 2015, 47, (8), 1571-1598 View citations (57)
See also Working Paper (2015)
- Fiscal Stimulus and Distortionary Taxation
Review of Economic Dynamics, 2015, 18, (4), 894-920 View citations (61)
See also Software Item (2015) Working Paper (2013) Working Paper (2015)
2014
- Sovereign Default Risk and Banks in a Monetary Union
German Economic Review, 2014, 15, (1), 23-41 View citations (26)
See also Working Paper (2013)
2013
- Bundesverfassungsgericht und Krisenpolitik der EZB — Stellungnahmen der Ökonomen
Wirtschaftsdienst, 2013, 93, (7), 431-454 View citations (1)
See also Working Paper (2013)
- Interview with Harald Uhlig
MNB Bulletin (discontinued), 2013, 8, (1), 62-67
2012
- Agents as Empirical Macroeconomists: Thomas J. Sargent’s Contribution to Economics
Scandinavian Journal of Economics, 2012, 114, (4), 1055-1081
- Economics and reality
Journal of Macroeconomics, 2012, 34, (1), 29-41 View citations (7)
See also Working Paper (2010)
- Transitions in the German labor market: Structure and crisis
Journal of Monetary Economics, 2012, 59, (1), 64-79 View citations (115)
See also Working Paper (2011)
- UNIT ROOTS IN WHITE NOISE
Econometric Theory, 2012, 28, (3), 485-508 View citations (3)
See also Working Paper (2009)
2011
- Bank Finance versus Bond Finance
Journal of Money, Credit and Banking, 2011, 43, (7), 1399-1421 View citations (80)
See also Working Paper (2011)
- Report of the Editors 2009–2010
Econometrica, 2011, 79, (1), 327-330
- The Laffer curve revisited
Journal of Monetary Economics, 2011, 58, (4), 305-327 View citations (262)
2010
- "Stimulus" und die Konsequenzen
ZEW Wachstums- und Konjunkturanalysen, 2010, 13, (1), 6-7
- A model of a systemic bank run
Journal of Monetary Economics, 2010, 57, (1), 78-96 View citations (89)
See also Working Paper (2009)
- Some Fiscal Calculus
American Economic Review, 2010, 100, (2), 30-34 View citations (137)
2009
- What are the effects of fiscal policy shocks?
Journal of Applied Econometrics, 2009, 24, (6), 960-992 View citations (714)
See also Working Paper (2008)
2008
- New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates
Journal of International Economics, 2008, 76, (1), 1-13 View citations (160)
See also Working Paper (2005)
- The slow decline of East Germany
Journal of Comparative Economics, 2008, 36, (4), 517-541 View citations (32)
See also Working Paper (2008)
2007
- Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model
American Economic Review, 2007, 97, (2), 239-243 View citations (85)
See also Working Paper (2007)
- On the Coexistence of Banks and Markets*
Scandinavian Journal of Economics, 2007, 109, (2), 225-243 View citations (2)
See also Working Paper (2006)
2006
- Competitive risk sharing contracts with one-sided commitment
Journal of Monetary Economics, 2006, 53, (7), 1661-1691 View citations (69)
See also Working Paper (2005)
- Debt contracts and collapse as competition phenomena
Journal of Financial Intermediation, 2006, 15, (4), 556-574 View citations (8)
- Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification
American Economic Review, 2006, 96, (2), 383-387 View citations (81)
See also Working Paper (2007)
2005
- Employment Duration and Resistance to Wage Reductions: Experimental Evidence
Homo Oeconomicus, 2005, 22, 169-189 View citations (2)
See also Working Paper (1998)
- Towards a Monthly Business Cycle Chronology for the Euro Area
Journal of Business Cycle Measurement and Analysis, 2005, 2005, (1), 43-69 View citations (7)
See also Working Paper (2004)
- What are the effects of monetary policy on output? Results from an agnostic identification procedure
Journal of Monetary Economics, 2005, 52, (2), 381-419 View citations (1115)
See also Working Paper (1999)
2004
- Commentary on The macroeconomic effects of inflation targeting
Review, 2004, 86, (Jul), 81-88 View citations (2)
- Comments on "Optimal fiscal and monetary policy under imperfect competition"
Journal of Macroeconomics, 2004, 26, (2), 211-217 View citations (2)
- Do Technology Shocks Lead to a Fall in Total Hours Worked?
Journal of the European Economic Association, 2004, 2, (2-3), 361-371 View citations (155)
2002
- On adjusting the Hodrick-Prescott filter for the frequency of observations
The Review of Economics and Statistics, 2002, 84, (2), 371-375 View citations (931)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
Macroeconomic Dynamics, 2002, 6, (2), 242-265 View citations (21)
2001
- EconomicDynamics Interviews Harald Uhlig on Dynamic Contracts
EconomicDynamics Newsletter, 2001, 2, (2)
2000
- Can Habit Formation be Reconciled with Business Cycle Facts?
Review of Economic Dynamics, 2000, 3, (1), 79-99 View citations (135)
See also Working Paper (1995)
- Should We Be Afraid of Friedman's Rule?
Journal of the Japanese and International Economies, 2000, 14, (4), 261-303 View citations (14)
See also Working Paper (2000)
- Tax Policy and Aggregate Demand Management under Catching Up with the Joneses
American Economic Review, 2000, 90, (3), 356-366 View citations (404)
- What is the Real Story for Interest Rate Volatility?
German Economic Review, 2000, 1, (1), 43-67 View citations (4)
See also Working Paper (1999)
1999
- An Analysis of the Stability and Growth Pact
Economic Journal, 1999, 109, (458), 546-71 View citations (176)
- Fickle investors: An impediment to growth?
European Economic Review, 1999, 43, (7), 1345-1370 View citations (6)
See also Working Paper (1999)
- Growth and the cycle: Creative destruction versus entrenchment
Journal of Economics, 1999, 69, (3), 239-266 View citations (9)
See also Working Paper (1997)
- Rules of Thumb versus Dynamic Programming
American Economic Review, 1999, 89, (1), 148-174 View citations (61)
1998
- The robustness of identified VAR conclusions about money: A comment
Carnegie-Rochester Conference Series on Public Policy, 1998, 49, (1), 245-263 View citations (7)
1997
- Bayesian Vector Autoregressions with Stochastic Volatility
Econometrica, 1997, 65, (1), 59-74 View citations (78)
See also Working Paper (1996)
1996
- A law of large numbers for large economies (*)
Economic Theory, 1996, 8, (1), 41-50 View citations (110)
See also Working Paper (2010)
- Increasing the capital income tax may lead to faster growth
European Economic Review, 1996, 40, (8), 1521-1540 View citations (106)
1994
- Bayesian Analysis of Stochastic Volatility Models: Comment
Journal of Business & Economic Statistics, 1994, 12, (4), 410-12
- On Jeffreys Prior when Using the Exact Likelihood Function
Econometric Theory, 1994, 10, (3-4), 633-644 View citations (16)
- What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective
Econometric Theory, 1994, 10, (3-4), 645-671 View citations (97)
1993
- The Impact of Large Portfolio Insurers on Asset Prices
Journal of Finance, 1993, 48, (5), 1943-55 View citations (3)
- The Timing of Information in a General Equilibrium Framework
Journal of Economic Theory, 1993, 59, (2), 275-287 View citations (5)
1991
- Understanding Unit Rooters: A Helicopter Tour
Econometrica, 1991, 59, (6), 1591-99 View citations (195)
See also Working Paper (1988)
1990
- Reasonable extreme-bounds analysis
Journal of Econometrics, 1990, 44, (1-2), 159-170 View citations (42)
See also Working Paper (1988)
- Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
Journal of Business & Economic Statistics, 1990, 8, (1), 1-17 View citations (130)
See also Working Paper (1989)
Edited books
2016
- Handbook of Macroeconomics, vol 2
Handbook of Macroeconomics, Elsevier View citations (22)
Chapters
2021
- Cryptocurrencies, Currency Competition, and the Impossible Trinity
A chapter in NBER International Seminar on Macroeconomics 2021, 2021
See also Working Paper (2019)
2016
- Comment on "Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?"
A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 183-197
- Housing and Credit Markets
Elsevier View citations (3)
2015
- Comment on "External and Public Debt Crises"
A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 257-267
2012
- How Do Laffer Curves Differ across Countries?
A chapter in Fiscal Policy after the Financial Crisis, 2012, pp 211-249 View citations (33)
See also Working Paper (2012)
2009
- Comment on "How Has the Euro Changed the Monetary Transmission Mechanism?"
A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 141-152 View citations (2)
2008
- Pension Systems and the Allocation of Macroeconomic Risk
A chapter in NBER International Seminar on Macroeconomics 2006, 2008, pp 241-344 
See also Working Paper (2006)
2007
- Monetary Policy in Europe versus the United States: What Explains the Difference?
A chapter in International Dimensions of Monetary Policy, 2007, pp 489-533
Software Items
2019
- Code and data files for "Accounting for Post-Crisis Inflation: A Retro Analysis"
Computer Codes, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2020)
2015
- Code and data files for "Fiscal Stimulus and Distortionary Taxation"
Computer Codes, Review of Economic Dynamics 
See also Journal Article in Review of Economic Dynamics (2015)
2002
- NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily
Statistical Software Components, Boston College Department of Economics
1998
- A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (38)
See also Working Paper (1995)
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