Details about Todd B. Walker

Access statistics for papers by Todd B. Walker.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pwa179

Working Papers

2024

1. Monetary Policy Shocks: Data or Methods?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2. Zero-risk weights and capital misallocation
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Zero-risk weights and capital misallocation, Journal of Financial Stability, Elsevier (2024) (2024)

2023

3. EQUIVALENCE RESULTS WITH ENDOGENOUS SIGNAL EXTRACTION
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington

2022

4. Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2017

5. Confounding Dynamics
   2017 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (18)
   See also Journal Article Confounding dynamics, Journal of Economic Theory, Elsevier (2021) View citations (6) (2021)

2015

6. Anchoring in experimental asset markets
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (11)
   See also Journal Article Anchoring in experimental asset markets, Journal of Economic Behavior & Organization, Elsevier (2015) View citations (7) (2015)
7. Clearing Up the Fiscal Multiplier Morass
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (49)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (82)
   See also Journal Article Clearing Up the Fiscal Multiplier Morass, American Economic Review, American Economic Association (2017) View citations (191) (2017)
8. Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)

2014

9. Accuracy, Speed and Robustness of Policy Function Iteration
   Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (61)
   See also Journal Article Accuracy, Speed and Robustness of Policy Function Iteration, Computational Economics, Springer (2014) View citations (50) (2014)
10. Approximate aggregation in the neoclassical growth model with ideosyncratic shocks
    Papers, arXiv.org

2013

11. Informational Fragility of Dynamic Rational Expectations Equilibria
    2013 Meeting Papers, Society for Economic Dynamics View citations (2)

2012

12. Fiscal Foresight and Information Flows
    IMF Working Papers, International Monetary Fund View citations (8)
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2009) View citations (41)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (64)
    See also Journal Article Fiscal Foresight and Information Flows, Econometrica, Econometric Society (2013) View citations (321) (2013)
13. Heterogenous Beliefs and Tests of Present Value Models
    Discussion Papers, Department of Economics, Simon Fraser University View citations (3)
    See also Journal Article Heterogeneous Beliefs and Tests of Present Value Models, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (27) (2014)
14. Perceptions and Misperceptions of Fiscal Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    Also in BIS Working Papers, Bank for International Settlements (2011) View citations (13)
    See also Chapter Perceptions and Misperceptions of Fiscal Inflation, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (20) (2012)

2011

15. Fiscal Limits in Advanced Economies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
    See also Journal Article Fiscal Limits in Advanced Economies, Economic Papers, The Economic Society of Australia (2011) View citations (41) (2011)
16. Foresight and Information Flows
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
17. The Fiscal Multiplier Morass: A Bayesian Perspective
    2011 Meeting Papers, Society for Economic Dynamics View citations (16)

2010

18. "Unfunded Liabilities" and Uncertain Fiscal Financing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) View citations (51)
    See also Journal Article "Unfunded liabilities" and uncertain fiscal financing, Journal of Monetary Economics, Elsevier (2010) View citations (70) (2010)
19. Government Investment and Fiscal Stimulus
    IMF Working Papers, International Monetary Fund View citations (262)
    See also Journal Article Government investment and fiscal stimulus, Journal of Monetary Economics, Elsevier (2010) View citations (256) (2010)
20. Inflation and the Fiscal Limit
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (8)
    See also Journal Article Inflation and the fiscal limit, European Economic Review, Elsevier (2011) View citations (87) (2011)
21. Quantitative Effects of Fiscal Foresight
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Chapter Quantitative Effects of Fiscal Foresight, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (4) (2010)
    Journal Article Quantitative Effects of Fiscal Foresight, American Economic Journal: Economic Policy, American Economic Association (2012) View citations (109) (2012)

2009

22. Alternative Tilts for Nonparametric Option Pricing
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Alternative tilts for nonparametric option pricing, Journal of Futures Markets, John Wiley & Sons, Ltd. (2010) View citations (6) (2010)
23. Disparity, Shortfall, and Twice-Endogenous HARA Utility
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Disparity, Shortfall, and Twice-Endogenous HARA Utility, Econometric Reviews, Taylor & Francis Journals (2013) View citations (2) (2013)
24. GOVERNMENT INVESTMENT AND FISCAL STIMULUS IN THE SHORT AND LONG RUNS
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (51)

2008

25. Fiscal Foresight: Analytical Issues
    2008 Meeting Papers, Society for Economic Dynamics
26. Fiscal Foresight: Analytics and Econometrics
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (99)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (125)

2006

27. Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
28. How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (2)
    Also in Finance, University Library of Munich, Germany (2005) View citations (1)
    See also Journal Article How equilibrium prices reveal information in a time series model with disparately informed, competitive traders, Journal of Economic Theory, Elsevier (2007) View citations (16) (2007)

Journal Articles

2024

1. Zero-risk weights and capital misallocation
   Journal of Financial Stability, 2024, 72, (C)
   See also Working Paper Zero-risk weights and capital misallocation, Discussion Papers (2024) (2024)

2023

2. Information Aggregation Bias and Samuelson's Dictum
   Journal of Money, Credit and Banking, 2023, 55, (5), 1119-1145

2022

3. Households, auctioneers, and aggregation
   European Economic Review, 2022, 141, (C)

2021

4. Confounding dynamics
   Journal of Economic Theory, 2021, 196, (C) View citations (6)
   See also Working Paper Confounding Dynamics, 2017 Meeting Papers (2017) View citations (1) (2017)
5. Forward inflation expectations: Evidence from inflation caps and floors
   Journal of Macroeconomics, 2021, 70, (C)

2019

6. Structural asset pricing theory with wavelets
   Quantitative Finance, 2019, 19, (10), 1659-1672

2018

7. Inflation Targeting in Emerging Economies
   Revista ESPE - Ensayos sobre Política Económica, 2018, 36, (85), 7-20 View citations (1)
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2018, 36, (85), 7-20 (2018) View citations (1)

2017

8. Clearing Up the Fiscal Multiplier Morass
   American Economic Review, 2017, 107, (8), 2409-54 View citations (191)
   See also Working Paper Clearing Up the Fiscal Multiplier Morass, CAEPR Working Papers (2015) View citations (49) (2015)

2016

9. Learning and Informational Stability of Dynamic REE with Incomplete Information
   Review of Economic Dynamics, 2016, 21, 147-159 View citations (3)
10. Taking financial frictions to the data
    Journal of Economic Dynamics and Control, 2016, 64, (C), 39-65 View citations (18)

2015

11. Anchoring in experimental asset markets
    Journal of Economic Behavior & Organization, 2015, 116, (C), 15-25 View citations (7)
    See also Working Paper Anchoring in experimental asset markets, SAFE Working Paper Series (2015) View citations (11) (2015)
12. Solving generalized multivariate linear rational expectations models
    Journal of Economic Dynamics and Control, 2015, 60, (C), 95-111 View citations (12)

2014

13. Accuracy, Speed and Robustness of Policy Function Iteration
    Computational Economics, 2014, 44, (4), 445-476 View citations (50)
    See also Working Paper Accuracy, Speed and Robustness of Policy Function Iteration, Auburn Economics Working Paper Series (2014) View citations (61) (2014)
14. Heterogeneous Beliefs and Tests of Present Value Models
    The Review of Economic Studies, 2014, 81, (3), 1137-1163 View citations (27)
    See also Working Paper Heterogenous Beliefs and Tests of Present Value Models, Discussion Papers (2012) View citations (3) (2012)

2013

15. A note on Futia (1981)’s non-existence pathology of rational expectations equilibria
    Economics Letters, 2013, 120, (2), 177-180
16. Disparity, Shortfall, and Twice-Endogenous HARA Utility
    Econometric Reviews, 2013, 32, (4), 524-541 View citations (2)
    See also Working Paper Disparity, Shortfall, and Twice-Endogenous HARA Utility, MPRA Paper (2009) View citations (1) (2009)
17. Fiscal Foresight and Information Flows
    Econometrica, 2013, 81, (3), 1115-1145 View citations (321)
    See also Working Paper Fiscal Foresight and Information Flows, IMF Working Papers (2012) View citations (8) (2012)

2012

18. Corrigendum: Quantitative Effects of Fiscal Foresight
    American Economic Journal: Economic Policy, 2012, 4, (3), 283-283 View citations (92)
19. Quantitative Effects of Fiscal Foresight
    American Economic Journal: Economic Policy, 2012, 4, (2), 115-44 View citations (109)
    See also Working Paper Quantitative Effects of Fiscal Foresight, NBER Working Papers (2010) View citations (4) (2010)
    Chapter Quantitative Effects of Fiscal Foresight, NBER Chapters, 2010, 115-144 (2010) View citations (4) (2010)

2011

20. Fiscal Limits in Advanced Economies
    Economic Papers, 2011, 30, (1), 33-47 View citations (41)
    See also Working Paper Fiscal Limits in Advanced Economies, NBER Working Papers (2011) View citations (43) (2011)
21. Inflation and the fiscal limit
    European Economic Review, 2011, 55, (1), 31-47 View citations (87)
    See also Working Paper Inflation and the Fiscal Limit, 2010 Meeting Papers (2010) View citations (3) (2010)
22. Information Flows and News Driven Business Cycles
    Review of Economic Dynamics, 2011, 14, (1), 55-71 View citations (52)
    See also Software Item Code and data files for "Information Flows and News Driven Business Cycles", Computer Codes (2010) (2010)
23. Moving on up: The Rooney rule and minority hiring in the NFL
    Labour Economics, 2011, 18, (3), 332-337 View citations (4)

2010

24. "Unfunded liabilities" and uncertain fiscal financing
    Journal of Monetary Economics, 2010, 57, (5), 600-619 View citations (70)
    See also Working Paper "Unfunded Liabilities" and Uncertain Fiscal Financing, NBER Working Papers (2010) View citations (61) (2010)
25. Alternative tilts for nonparametric option pricing
    Journal of Futures Markets, 2010, 30, (10), 983-1006 View citations (6)
    See also Working Paper Alternative Tilts for Nonparametric Option Pricing, MPRA Paper (2009) View citations (2) (2009)
26. Government investment and fiscal stimulus
    Journal of Monetary Economics, 2010, 57, (8), 1000-1012 View citations (256)
    See also Working Paper Government Investment and Fiscal Stimulus, IMF Working Papers (2010) View citations (262) (2010)

2007

27. How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
    Journal of Economic Theory, 2007, 137, (1), 512-537 View citations (16)
    See also Working Paper How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders, CAEPR Working Papers (2006) View citations (2) (2006)
28. Multiple equilibria in a simple asset pricing model
    Economics Letters, 2007, 97, (3), 191-196 View citations (5)
29. On the sources of the Great Moderation - discussion
    Proceedings, 2007, (Nov)

Chapters

2012

1. Perceptions and Misperceptions of Fiscal Inflation
   A chapter in Fiscal Policy after the Financial Crisis, 2012, pp 255-299 View citations (20)
   See also Working Paper Perceptions and Misperceptions of Fiscal Inflation, National Bureau of Economic Research, Inc (2012) View citations (16) (2012)

2010

2. Quantitative Effects of Fiscal Foresight
   A chapter in Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), 2010, pp 115-144 View citations (4)
   See also Working Paper Quantitative Effects of Fiscal Foresight, National Bureau of Economic Research, Inc (2010) View citations (4) (2010)
   Journal Article Quantitative Effects of Fiscal Foresight, American Economic Association (2012) View citations (109) (2012)

Software Items

2010

1. Code and data files for "Information Flows and News Driven Business Cycles"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Information Flows and News Driven Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (52) (2011)