Details about Geoffrey Woglom

Access statistics for papers by Geoffrey Woglom.

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Short-id: pwo289

Working Papers

2007

1. The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility
   MPRA Paper, University Library of Munich, Germany View citations (5)

2002

2. The S&P 500 effect: not such good news in the long run
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

1995

3. Do Credit Markets Discipline Sovereign Borrowers? Evidence from US States
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (222)
   See also Journal Article Do Credit Markets Discipline Sovereign Borrowers? Evidence from the U.S. States, Journal of Money, Credit and Banking, Blackwell Publishing (1995) View citations (215) (1995)

1991

4. Market-Based Fiscal Discipline in Monetary Unions: Evidence From the U.S. Municipal Bond Market
   IMF Working Papers, International Monetary Fund View citations (20)
   See also Chapter Market-based Fiscal Discipline in Monetary Unions: Evidence from the US Municipal Bond Market, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)

1975

5. Search Models of The Labor Market and The Long-Run Phillips Curve
   Boston College Working Papers in Economics, Boston College Department of Economics

1973

6. Income Distribution Considerations In Government Investment Decisions
   Boston College Working Papers in Economics, Boston College Department of Economics

Journal Articles

2013

1. The buy-and-hold horizon and portfolio choice
   Quantitative Finance, 2013, 13, (2), 159-166

2011

2. FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
   South African Journal of Economics, 2011, 79, (1), 50-67 View citations (34)

2010

3. THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
   South African Journal of Economics, 2010, 78, (2), 170-191 View citations (26)

2005

4. FORECASTING SOUTH AFRICAN INFLATION
   South African Journal of Economics, 2005, 73, (2), 302-320 View citations (8)

2003

5. Endowment spending rates, intergenerational equity and the sources of capital gains
   Economics of Education Review, 2003, 22, (6), 591-601 View citations (5)
6. How Has Inflation Targeting Affected Monetary Policy in South Africa?
   South African Journal of Economics, 2003, 71, (2), 198-210 View citations (12)

2001

7. More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
   Econometrica, 2001, 69, (5), 1381-89 View citations (22)

1995

8. Do Credit Markets Discipline Sovereign Borrowers? Evidence from the U.S. States
   Journal of Money, Credit and Banking, 1995, 27, (4), 1046-59 View citations (215)
   See also Working Paper Do Credit Markets Discipline Sovereign Borrowers? Evidence from US States, CEPR Discussion Papers (1995) View citations (222) (1995)

1991

9. Nominal Disturbances, Wage Flexibility and Shifting Resources in a Two Sector Economy
   Economic Journal, 1991, 101, (408), 1200-1213 View citations (1)

1990

10. Systematic Risk and the Theory of Wage Indexation
    The Journal of Business, 1990, 63, (2), 217-37 View citations (3)

1987

11. The Conformity of Wage Indexation Models with the "Stylized Facts': A Comment
    American Economic Review, 1987, 77, (4), 747-49

1986

12. The Degree of Indexation in Major U.S. Union Contracts
    ILR Review, 1986, 39, (3), 439-448 View citations (9)

1984

13. The Effects of Expectations on Union Wages
    American Economic Review, 1984, 74, (3), 418-32 View citations (6)

1983

14. Estimating Models with Rational Expectations
    Journal of Money, Credit and Banking, 1983, 15, (3), 275-85

1982

15. Capital formation and demographics
    Journal of Macroeconomics, 1982, 4, (3), 277-292
16. Underemployment Equilibrium with Rational Expectations
    The Quarterly Journal of Economics, 1982, 97, (1), 89-107 View citations (23)

1981

17. A Reexamination of the Role of Stocks in the Consumption Function and the Transmission Mechanism: A Note
    Journal of Money, Credit and Banking, 1981, 13, (2), 215-20

1980

18. Are period models well defined?
    Journal of Macroeconomics, 1980, 2, (4), 333-350 View citations (2)
19. Rational expectations and economic policy: Stanley Fischer, ed., (University of Chicago Press, Chicago, 1980) pp. ix+293, $22.00
    Journal of Monetary Economics, 1980, 6, (4), 587-589 View citations (1)

1979

20. First-round "crowding out" in a generalized IS-LM model
    Journal of Macroeconomics, 1979, 1, (1), 119-130
21. Rational Expectations and Monetary Policy in a Simple Macroeconomic Model
    The Quarterly Journal of Economics, 1979, 93, (1), 91-105 View citations (15)

1977

22. On Two Specifications of Asset Equilibrium in Macroeconomic Models: A Note
    Journal of Political Economy, 1977, 85, (2), 395-400 View citations (1)
23. Two-Sector Aggregative Models and the Investment Demand Function
    American Economic Review, 1977, 67, (4), 723-27

1974

24. Government investment decisions and institutional constraints on income redistribution
    Journal of Public Economics, 1974, 3, (2), 171-180 View citations (1)

Chapters

2017

1. Market-based Fiscal Discipline in Monetary Unions: Evidence from the US Municipal Bond Market
   Chapter 4 in TRADE CURRENCIES AND FINANCE, 2017, pp 127-163
   See also Working Paper Market-Based Fiscal Discipline in Monetary Unions: Evidence From the U.S. Municipal Bond Market, International Monetary Fund (1991) View citations (20) (1991)