Details about Pengfei Wang

Homepage:	https://english.phbs.pku.edu.cn/2019/fulltime_0920/118.html
Phone:	(852)-2358-7612
Postal address:	Peking University HSBC Business School
Workplace:	HSBC Business School, Peking University, (more information at EDIRC)

Access statistics for papers by Pengfei Wang.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pwa169

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Working Papers

2024

1. Aggregate Demand Externality and Self-Fulfilling Default Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2. Inflation Disagreement Weakens the Power of Monetary Policy
   Working Paper Series, Federal Reserve Bank of San Francisco
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
3. Misallocation and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2022

4. A Theory of Housing Demand Shocks
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (10)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (9)
   2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (9)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2019) View citations (8)

2021

5. Turbulent Business Cycles
   Working Paper Series, Federal Reserve Bank of San Francisco

2020

6. Asset Bubbles and Monetary Policy
   Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (44)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (18)
   See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (65) (2020)
7. Discount Shock, Price-Rent Dynamics, and the Business Cycle
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (4)
   See also Journal Article DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2020) View citations (3) (2020)
8. Self-Fulfilling Risk Panics: An Expected Utility Framework
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

9. Convergence, Financial Development, and Policy Analysis
   Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (3)
   See also Journal Article Convergence, financial development, and policy analysis, Economic Theory, Springer (2020) View citations (7) (2020)
10. Interest-Rate Liberalization and Capital Misallocations
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
    See also Journal Article Interest Rate Liberalization and Capital Misallocations, American Economic Journal: Macroeconomics, American Economic Association (2021) View citations (15) (2021)

2018

11. A Search-Based Neoclassical Model of Capital Reallocation
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article A search-based neoclassical model of capital reallocation, European Economic Review, Elsevier (2020) View citations (5) (2020)
12. Financial Markets, the Real Economy, and Self-fulfilling Uncertainties
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties, Journal of Finance, American Finance Association (2019) View citations (14) (2019)

2017

13. Asset Bubbles and Foreign Interest Rate Shocks
    2017 Meeting Papers, Society for Economic Dynamics
    See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)
14. Online Appendix to ""Financial Development and Long-Run Volatility Trends"
    Online Appendices, Review of Economic Dynamics View citations (1)
    See also Journal Article Financial Development and Long-Run Volatility Trends, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (13) (2018)

2016

15. Adverse Selection and Self-fulfilling Business Cycles
    2016 Meeting Papers, Society for Economic Dynamics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (9)
    See also Journal Article Adverse selection and self-fulfilling business cycles, Journal of Monetary Economics, Elsevier (2018) View citations (14) (2018)
16. Saving China's Stock Market
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (2)
    See also Journal Article Saving China’s Stock Market?, IMF Economic Review, Palgrave Macmillan (2019) View citations (13) (2019)

2015

17. Credit Search and Credit Cycles
    Working Papers, Federal Reserve Bank of St. Louis View citations (14)
    See also Journal Article Credit search and credit cycles, Economic Theory, Springer (2016) View citations (17) (2016)
18. Housing Bubbles and Policy Analysis
    2015 Meeting Papers, Society for Economic Dynamics View citations (3)
19. Sentiments, Financial Markets, and Macroeconomic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Sentiments, financial markets, and macroeconomic fluctuations, Journal of Financial Economics, Elsevier (2016) View citations (47) (2016)

2014

20. Liquidity Premia, Price-Rent Dynamics, and Business Cycles
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
21. Private Information and Sunspots in Sequential Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Private information and sunspots in sequential asset markets, Journal of Economic Theory, Elsevier (2015) View citations (10) (2015)
22. Trade, Sectorial Reallocation, and Growth
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Trade, Sectorial Reallocation, and Growth, Annals of Economics and Finance, Society for AEF (2018) View citations (2) (2018)

2013

23. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles
    2013 Meeting Papers, Society for Economic Dynamics View citations (10)
24. Financial development and long-run volatility trends
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
    See also Journal Article Financial Development and Long-Run Volatility Trends, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (13) (2018)
25. Stock Market Bubbles and Unemployment
    2013 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) View citations (7)
    See also Journal Article Stock market bubbles and unemployment, Economic Theory, Springer (2016) View citations (37) (2016)
26. Two-Way Capital Flows and Global Imbalances: A Neoclassical Approach
    2013 Meeting Papers, Society for Economic Dynamics
    Also in Working Papers, Federal Reserve Bank of St. Louis (2012) View citations (5)
27. Uncertainty and Sentiment-Driven Equilibria
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2013) View citations (9)
    See also Chapter Uncertainty and Sentiment-Driven Equilibria, Studies in Economic Theory, Springer (2017) View citations (2) (2017)

2012

28. Banking Bubbles and Financial Crisis
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (6)
    See also Journal Article Banking bubbles and financial crises, Journal of Economic Theory, Elsevier (2015) View citations (41) (2015)
29. Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article Financial constraints, endogenous markups, and self-fulfilling equilibria, Journal of Monetary Economics, Elsevier (2013) View citations (43) (2013)
30. Land-Price Dynamics and Macroeconomic Fluctuations
    2012 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (35)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2011) View citations (54)
    Working Paper Series, Federal Reserve Bank of San Francisco (2011) View citations (17)
    See also Journal Article Land‐Price Dynamics and Macroeconomic Fluctuations, Econometrica, Econometric Society (2013) View citations (249) (2013)
31. Sectoral Bubbles and Endogenous Growth
    2012 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (4)
32. Sentiments and Aggregate Demand Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2012) View citations (7)
    See also Journal Article Sentiments and Aggregate Demand Fluctuations, Econometrica, Econometric Society (2015) View citations (113) (2015)
33. What inventories tell us about aggregate fluctuations -- a tractable approach to (S,s) policies
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (9) (2014)
34. When Do Inventories Destabilize the Economy? ---A Tractable Approach to (S,s) Policies
    2012 Meeting Papers, Society for Economic Dynamics

2011

35. Bubbles and Credit Constraints
    2011 Meeting Papers, Society for Economic Dynamics View citations (51)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (55)
36. Bubbles and Total Factor Productivity
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (6)
    See also Journal Article Bubbles and Total Factor Productivity, American Economic Review, American Economic Association (2012) View citations (112) (2012)
37. When do inventories destabilize the economy? an analytical approach to (S,s) policies
    Working Papers, Federal Reserve Bank of St. Louis

2010

38. Credit Risk and Business Cycles
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (27)
39. Do credit constraints amplify macroeconomic fluctuations?
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (9)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2009) View citations (25)
40. Financial Development and Economic Volatility:A Unified Explanation
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (7)
41. Hayashi meets Kiyotaki and Moore: a theory of capital adjustment costs
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
42. Indeterminate credit cycles
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)

2009

43. Does Lumy Investment Matter for Business Cycles?
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
44. Inventory accelerator in general equilibrium
    Working Papers, Federal Reserve Bank of St. Louis View citations (6)
45. Speculative bubbles and financial crisis
    Working Papers, Federal Reserve Bank of St. Louis View citations (16)
    See also Journal Article Speculative Bubbles and Financial Crises, American Economic Journal: Macroeconomics, American Economic Association (2012) View citations (39) (2012)

2008

46. A Defense of RBC:Understanding the Puzzling Effects of Technology Shocks
    2008 Meeting Papers, Society for Economic Dynamics

2007

47. Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
    Working Papers, Federal Reserve Bank of St. Louis
48. Imperfect competition and indeterminacy of aggregate output
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article Imperfect competition and indeterminacy of aggregate output, Journal of Economic Theory, Elsevier (2008) View citations (17) (2008)
49. Incomplete information and self-fulfilling prophecies
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
50. Understanding the puzzling effects of technology shocks
    Working Papers, Federal Reserve Bank of St. Louis View citations (6)

2006

51. Imperfect competition and sunspots
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
52. Inflation dynamics: a cross-country investigation
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
    See also Journal Article Inflation dynamics: A cross-country investigation, Journal of Monetary Economics, Elsevier (2007) View citations (44) (2007)
53. Solving linear difference systems with lagged expectations by a method of undetermined coefficients
    Working Papers, Federal Reserve Bank of St. Louis View citations (8)

2005

54. Another look at sticky prices and output persistence
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    Also in Working Papers, Cornell University, Center for Analytic Economics (2004) View citations (1)
    See also Journal Article Another look at sticky prices and output persistence, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (24) (2006)

2004

55. Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics
    Working Papers, Cornell University, Center for Analytic Economics
    See also Journal Article Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (7) (2005)

Undated

56. Lumpy Investment and Corporate Tax Policy
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    See also Journal Article Lumpy Investment and Corporate Tax Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (10) (2014)

Journal Articles

2022

1. Asset Bubbles and Foreign Interest Rate Shocks
   Review of Economic Dynamics, 2022, 44, 315-348 View citations (1)
   See also Software Item Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks", Computer Codes (2021) (2021)
   Working Paper Asset Bubbles and Foreign Interest Rate Shocks, 2017 Meeting Papers (2017) (2017)

2021

2. Interest Rate Liberalization and Capital Misallocations
   American Economic Journal: Macroeconomics, 2021, 13, (2), 373-419 View citations (15)
   See also Working Paper Interest-Rate Liberalization and Capital Misallocations, Working Paper Series (2019) View citations (3) (2019)

2020

3. A search-based neoclassical model of capital reallocation
   European Economic Review, 2020, 128, (C) View citations (5)
   See also Working Paper A Search-Based Neoclassical Model of Capital Reallocation, Working Papers (2018) (2018)
4. Asset Bubbles and Monetary Policy
   Review of Economic Dynamics, 2020, 37 Supplement 1, S68-S98 View citations (65)
   See also Software Item Code and data files for "Asset Bubbles and Monetary Policy", Computer Codes (2020) (2020)
   Working Paper Asset Bubbles and Monetary Policy, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2020) View citations (44) (2020)
5. Convergence, financial development, and policy analysis
   Economic Theory, 2020, 69, (3), 523-568 View citations (7)
   See also Working Paper Convergence, Financial Development, and Policy Analysis, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2019) View citations (3) (2019)
6. DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE
   International Economic Review, 2020, 61, (3), 1229-1252 View citations (3)
   See also Working Paper Discount Shock, Price-Rent Dynamics, and the Business Cycle, FRB Atlanta Working Paper (2020) View citations (3) (2020)

2019

7. Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties
   Journal of Finance, 2019, 74, (3), 1503-1557 View citations (14)
   See also Working Paper Financial Markets, the Real Economy, and Self-fulfilling Uncertainties, NBER Working Papers (2018) (2018)
8. Monetary Policy and Rational Asset Price Bubbles: Comment
   American Economic Review, 2019, 109, (5), 1969-90 View citations (25)
9. Saving China’s Stock Market?
   IMF Economic Review, 2019, 67, (2), 349-394 View citations (13)
   See also Working Paper Saving China's Stock Market, IHEID Working Papers (2016) View citations (2) (2016)

2018

10. Adverse selection and self-fulfilling business cycles
    Journal of Monetary Economics, 2018, 94, (C), 114-130 View citations (14)
    See also Working Paper Adverse Selection and Self-fulfilling Business Cycles, 2016 Meeting Papers (2016) (2016)
11. Asset Bubbles and Credit Constraints
    American Economic Review, 2018, 108, (9), 2590-2628 View citations (100)
12. Financial Development and Long-Run Volatility Trends
    Review of Economic Dynamics, 2018, 28, 221-251 View citations (13)
    See also Software Item Code and data files for "Financial Development and Long-Run Volatility Trends", Computer Codes (2017) (2017)
    Working Paper Online Appendix to ""Financial Development and Long-Run Volatility Trends", Online Appendices (2017) View citations (1) (2017)
    Working Paper Financial development and long-run volatility trends, Working Papers (2013) View citations (5) (2013)
13. Market thickness and the impact of unemployment on housing market outcomes
    Journal of Monetary Economics, 2018, 98, (C), 27-49 View citations (5)
14. The perils of credit booms
    Economic Theory, 2018, 66, (4), 819-861 View citations (6)
15. Trade, Sectorial Reallocation, and Growth
    Annals of Economics and Finance, 2018, 19, (1), 49-74 View citations (2)
    See also Working Paper Trade, Sectorial Reallocation, and Growth, MPRA Paper (2014) (2014)

2017

16. Two‐way Capital Flows and Global Imbalances
    Economic Journal, 2017, 127, (599), 229-269 View citations (9)

2016

17. Chaotic banking crises and regulations
    Economic Theory, 2016, 61, (2), 393-422 View citations (10)
    Also in Economic Theory, 2016, 61, (2), 393-422 (2016) View citations (10)
18. Credit search and credit cycles
    Economic Theory, 2016, 61, (2), 215-239 View citations (17)
    See also Working Paper Credit Search and Credit Cycles, Working Papers (2015) View citations (14) (2015)
19. Endogenous information acquisition and countercyclical uncertainty
    Journal of Economic Theory, 2016, 165, (C), 601-642 View citations (11)
20. Sentiments, financial markets, and macroeconomic fluctuations
    Journal of Financial Economics, 2016, 120, (2), 420-443 View citations (47)
    See also Working Paper Sentiments, Financial Markets, and Macroeconomic Fluctuations, NBER Working Papers (2015) View citations (1) (2015)
21. Stock market bubbles and unemployment
    Economic Theory, 2016, 61, (2), 273-307 View citations (37)
    See also Working Paper Stock Market Bubbles and Unemployment, 2013 Meeting Papers (2013) View citations (5) (2013)

2015

22. A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
    Quantitative Economics, 2015, 6, (3), 599-635 View citations (36)
23. Asset bubbles, collateral, and policy analysis
    Journal of Monetary Economics, 2015, 76, (S), S57-S70 View citations (45)
24. Banking bubbles and financial crises
    Journal of Economic Theory, 2015, 157, (C), 763-792 View citations (41)
    See also Working Paper Banking Bubbles and Financial Crisis, Boston University - Department of Economics - Working Papers Series (2012) View citations (6) (2012)
25. Private information and sunspots in sequential asset markets
    Journal of Economic Theory, 2015, 158, (PB), 558-584 View citations (10)
    See also Working Paper Private Information and Sunspots in Sequential Asset Markets, NBER Working Papers (2014) View citations (1) (2014)
26. Sentiments and Aggregate Demand Fluctuations
    Econometrica, 2015, 83, 549-585 View citations (113)
    See also Working Paper Sentiments and Aggregate Demand Fluctuations, NBER Working Papers (2012) View citations (19) (2012)

2014

27. A Q-theory model with lumpy investment
    Economic Theory, 2014, 57, (1), 133-159 View citations (4)
28. Credit Constraints and Self-Fulfilling Business Cycles
    American Economic Journal: Macroeconomics, 2014, 6, (1), 32-69 View citations (73)
29. Lumpy Investment and Corporate Tax Policy
    Journal of Money, Credit and Banking, 2014, 46, (6), 1171-1203 View citations (10)
    See also Working Paper Lumpy Investment and Corporate Tax Policy, Boston University - Department of Economics - Working Papers Series View citations (1)
30. Sectoral bubbles, misallocation, and endogenous growth
    Journal of Mathematical Economics, 2014, 53, (C), 153-163 View citations (76)
31. What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies
    Journal of Economic Dynamics and Control, 2014, 44, (C), 196-217 View citations (9)
    See also Working Paper What inventories tell us about aggregate fluctuations -- a tractable approach to (S,s) policies, Working Papers (2012) (2012)

2013

32. Financial constraints, endogenous markups, and self-fulfilling equilibria
    Journal of Monetary Economics, 2013, 60, (7), 789-805 View citations (43)
    See also Working Paper Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria, NBER Working Papers (2012) (2012)
33. Land‐Price Dynamics and Macroeconomic Fluctuations
    Econometrica, 2013, 81, (3), 1147-1184 View citations (249)
    See also Working Paper Land-Price Dynamics and Macroeconomic Fluctuations, 2012 Meeting Papers (2012) View citations (2) (2012)

2012

34. Bubbles and Total Factor Productivity
    American Economic Review, 2012, 102, (3), 82-87 View citations (112)
    See also Working Paper Bubbles and Total Factor Productivity, Boston University - Department of Economics - Working Papers Series (2011) View citations (6) (2011)
35. Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment
    Review of Economic Dynamics, 2012, 15, (2), 207-225 View citations (26)
    See also Software Item Code files for "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment Costs", Computer Codes (2011) (2011)
36. Speculative Bubbles and Financial Crises
    American Economic Journal: Macroeconomics, 2012, 4, (3), 184-221 View citations (39)
    See also Working Paper Speculative bubbles and financial crisis, Working Papers (2009) View citations (16) (2009)
37. Understanding Expectation-Driven Fluctuations: A Labor-Market Approach
    Journal of Money, Credit and Banking, 2012, 44, 487-506 View citations (17)
    Also in Journal of Money, Credit and Banking, 2012, 44, (2‐3), 487-506 (2012) View citations (10)

2011

38. Understanding the Effects of Technology Shocks
    Review of Economic Dynamics, 2011, 14, (4), 705-724 View citations (13)
    See also Software Item Code and data files for "Understanding the Effects of Technology Shocks", Computer Codes (2010) (2010)
39. Volatility, growth, and welfare
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1696-1709 View citations (16)

2008

40. Imperfect competition and indeterminacy of aggregate output
    Journal of Economic Theory, 2008, 143, (1), 519-540 View citations (17)
    See also Working Paper Imperfect competition and indeterminacy of aggregate output, Working Papers (2007) View citations (1) (2007)

2007

41. Inflation dynamics: A cross-country investigation
    Journal of Monetary Economics, 2007, 54, (7), 2004-2031 View citations (44)
    See also Working Paper Inflation dynamics: a cross-country investigation, Working Papers (2006) View citations (3) (2006)

2006

42. Another look at sticky prices and output persistence
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2533-2552 View citations (24)
    See also Working Paper Another look at sticky prices and output persistence, Working Papers (2005) View citations (4) (2005)

2005

43. Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics
    Journal of Economic Dynamics and Control, 2005, 29, (8), 1361-1383 View citations (7)
    See also Working Paper Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics, Working Papers (2004) (2004)

Chapters

2021

1. Pandemic and Panic: Government as the Supplier of Last Resort
   Chapter 6 in Impact of COVID-19 on Asian Economies and Policy Responses, 2021, pp 33-43

2017

2. Uncertainty and Sentiment-Driven Equilibria
   Springer View citations (2)
   See also Working Paper Uncertainty and Sentiment-Driven Equilibria, National Bureau of Economic Research, Inc (2013) View citations (14) (2013)

2011

3. Comment on "Oil Shocks in A DSGE Model for the Korean Economy"
   A chapter in Commodity Prices and Markets, 2011, pp 323-324

Software Items

2021

1. Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)

2020

2. Code and data files for "Asset Bubbles and Monetary Policy"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (65) (2020)

2017

3. Code and data files for "Financial Development and Long-Run Volatility Trends"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Financial Development and Long-Run Volatility Trends, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) View citations (13) (2018)

2011

4. Code files for "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment Costs"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2012) View citations (26) (2012)

2010

5. Code and data files for "Understanding the Effects of Technology Shocks"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Understanding the Effects of Technology Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (13) (2011)