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Details about Todd B. Walker

Homepage:http://pages.iu.edu/~walkertb/
Workplace:Department of Economics, Indiana University, (more information at EDIRC)
Center for Applied Economics and Policy Research (CAEPR), Department of Economics, Indiana University, (more information at EDIRC)

Access statistics for papers by Todd B. Walker.

Last updated 2021-01-11. Update your information in the RePEc Author Service.

Short-id: pwa179


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Working Papers

2017

  1. Confounding Dynamics
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (18)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (1)

2015

  1. Anchoring in experimental asset markets
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (11)
    See also Journal Article Anchoring in experimental asset markets, Journal of Economic Behavior & Organization, Elsevier (2015) Downloads View citations (7) (2015)
  2. Clearing Up the Fiscal Multiplier Morass
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (49)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (82)

    See also Journal Article Clearing Up the Fiscal Multiplier Morass, American Economic Review, American Economic Association (2017) Downloads View citations (169) (2017)
  3. Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)

2014

  1. Accuracy, Speed and Robustness of Policy Function Iteration
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (55)
    See also Journal Article Accuracy, Speed and Robustness of Policy Function Iteration, Computational Economics, Springer (2014) Downloads View citations (44) (2014)
  2. Approximate aggregation in the neoclassical growth model with ideosyncratic shocks
    Papers, arXiv.org Downloads

2013

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

2012

  1. Fiscal Foresight and Information Flows
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2009) Downloads View citations (41)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (64)

    See also Journal Article Fiscal Foresight and Information Flows, Econometrica, Econometric Society (2013) Downloads View citations (307) (2013)
  2. Heterogenous Beliefs and Tests of Present Value Models
    Discussion Papers, Department of Economics, Simon Fraser University Downloads 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) Downloads View citations (27) (2014)
  3. Perceptions and Misperceptions of Fiscal Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in BIS Working Papers, Bank for International Settlements (2011) Downloads View citations (13)

    See also Chapter Perceptions and Misperceptions of Fiscal Inflation, NBER Chapters, National Bureau of Economic Research, Inc (2012) Downloads View citations (18) (2012)

2011

  1. Fiscal Limits in Advanced Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
    See also Journal Article Fiscal Limits in Advanced Economies, Economic Papers, The Economic Society of Australia (2011) View citations (40) (2011)
  2. Foresight and Information Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)
  3. The Fiscal Multiplier Morass: A Bayesian Perspective
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (16)

2010

  1. "Unfunded Liabilities" and Uncertain Fiscal Financing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (59)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) Downloads View citations (51)

    See also Journal Article "Unfunded liabilities" and uncertain fiscal financing, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (69) (2010)
  2. Government Investment and Fiscal Stimulus
    IMF Working Papers, International Monetary Fund Downloads View citations (244)
    See also Journal Article Government investment and fiscal stimulus, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (246) (2010)
  3. 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) Downloads View citations (8)

    See also Journal Article Inflation and the fiscal limit, European Economic Review, Elsevier (2011) Downloads View citations (84) (2011)
  4. Quantitative Effects of Fiscal Foresight
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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) Downloads View citations (103) (2012)

2009

  1. Alternative Tilts for Nonparametric Option Pricing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Alternative tilts for nonparametric option pricing, Journal of Futures Markets, John Wiley & Sons, Ltd. (2010) Downloads View citations (6) (2010)
  2. Disparity, Shortfall, and Twice-Endogenous HARA Utility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Disparity, Shortfall, and Twice-Endogenous HARA Utility, Econometric Reviews, Taylor & Francis Journals (2013) Downloads View citations (2) (2013)
  3. 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 Downloads View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (51)

2008

  1. Fiscal Foresight: Analytical Issues
    2008 Meeting Papers, Society for Economic Dynamics Downloads
  2. Fiscal Foresight: Analytics and Econometrics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (126)
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2008) Downloads View citations (99)

2006

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (2)
    Also in Finance, University Library of Munich, Germany (2005) Downloads 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) Downloads View citations (16) (2007)

Journal Articles

2019

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

2018

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

2017

  1. Clearing Up the Fiscal Multiplier Morass
    American Economic Review, 2017, 107, (8), 2409-54 Downloads View citations (169)
    See also Working Paper Clearing Up the Fiscal Multiplier Morass, CAEPR Working Papers (2015) Downloads View citations (49) (2015)

2016

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

2015

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

2014

  1. Accuracy, Speed and Robustness of Policy Function Iteration
    Computational Economics, 2014, 44, (4), 445-476 Downloads View citations (44)
    See also Working Paper Accuracy, Speed and Robustness of Policy Function Iteration, Auburn Economics Working Paper Series (2014) Downloads View citations (55) (2014)
  2. Heterogeneous Beliefs and Tests of Present Value Models
    The Review of Economic Studies, 2014, 81, (3), 1137-1163 Downloads View citations (27)
    See also Working Paper Heterogenous Beliefs and Tests of Present Value Models, Discussion Papers (2012) Downloads View citations (3) (2012)

2013

  1. A note on Futia (1981)’s non-existence pathology of rational expectations equilibria
    Economics Letters, 2013, 120, (2), 177-180 Downloads
  2. Disparity, Shortfall, and Twice-Endogenous HARA Utility
    Econometric Reviews, 2013, 32, (4), 524-541 Downloads View citations (2)
    See also Working Paper Disparity, Shortfall, and Twice-Endogenous HARA Utility, MPRA Paper (2009) Downloads View citations (1) (2009)
  3. Fiscal Foresight and Information Flows
    Econometrica, 2013, 81, (3), 1115-1145 Downloads View citations (307)
    See also Working Paper Fiscal Foresight and Information Flows, IMF Working Papers (2012) Downloads View citations (7) (2012)

2012

  1. Corrigendum: Quantitative Effects of Fiscal Foresight
    American Economic Journal: Economic Policy, 2012, 4, (3), 283-283 Downloads View citations (86)
  2. Quantitative Effects of Fiscal Foresight
    American Economic Journal: Economic Policy, 2012, 4, (2), 115-44 Downloads View citations (103)
    See also Working Paper Quantitative Effects of Fiscal Foresight, NBER Working Papers (2010) Downloads View citations (4) (2010)
    Chapter Quantitative Effects of Fiscal Foresight, NBER Chapters, 2010, 115-144 (2010) View citations (4) (2010)

2011

  1. Fiscal Limits in Advanced Economies
    Economic Papers, 2011, 30, (1), 33-47 View citations (40)
    See also Working Paper Fiscal Limits in Advanced Economies, NBER Working Papers (2011) Downloads View citations (42) (2011)
  2. Inflation and the fiscal limit
    European Economic Review, 2011, 55, (1), 31-47 Downloads View citations (84)
    See also Working Paper Inflation and the Fiscal Limit, 2010 Meeting Papers (2010) View citations (3) (2010)
  3. Information Flows and News Driven Business Cycles
    Review of Economic Dynamics, 2011, 14, (1), 55-71 Downloads View citations (52)
    See also Software Item Code and data files for "Information Flows and News Driven Business Cycles", Computer Codes (2010) Downloads (2010)
  4. Moving on up: The Rooney rule and minority hiring in the NFL
    Labour Economics, 2011, 18, (3), 332-337 Downloads View citations (3)

2010

  1. "Unfunded liabilities" and uncertain fiscal financing
    Journal of Monetary Economics, 2010, 57, (5), 600-619 Downloads View citations (69)
    See also Working Paper "Unfunded Liabilities" and Uncertain Fiscal Financing, NBER Working Papers (2010) Downloads View citations (59) (2010)
  2. Alternative tilts for nonparametric option pricing
    Journal of Futures Markets, 2010, 30, (10), 983-1006 Downloads View citations (6)
    See also Working Paper Alternative Tilts for Nonparametric Option Pricing, MPRA Paper (2009) Downloads View citations (2) (2009)
  3. Government investment and fiscal stimulus
    Journal of Monetary Economics, 2010, 57, (8), 1000-1012 Downloads View citations (246)
    See also Working Paper Government Investment and Fiscal Stimulus, IMF Working Papers (2010) Downloads View citations (244) (2010)

2007

  1. How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
    Journal of Economic Theory, 2007, 137, (1), 512-537 Downloads 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) Downloads View citations (2) (2006)
  2. Multiple equilibria in a simple asset pricing model
    Economics Letters, 2007, 97, (3), 191-196 Downloads View citations (5)
  3. On the sources of the Great Moderation - discussion
    Proceedings, 2007, (Nov) Downloads

Chapters

2012

  1. Perceptions and Misperceptions of Fiscal Inflation
    A chapter in Fiscal Policy after the Financial Crisis, 2012, pp 255-299 Downloads View citations (18)
    See also Working Paper Perceptions and Misperceptions of Fiscal Inflation, National Bureau of Economic Research, Inc (2012) Downloads View citations (14) (2012)

2010

  1. 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) Downloads View citations (4) (2010)
    Journal Article Quantitative Effects of Fiscal Foresight, American Economic Association (2012) Downloads View citations (103) (2012)

Software Items

2010

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