NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by David Backus

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

July 2014Risk and Ambiguity in Models of Business Cycles
with Axelle Ferriere, Stanley Zin: w20319
September 2013Demography and Low Frequency Capital Flows
with Thomas Cooley, Espen Henriksen: w19465
August 2013Identifying Taylor Rules in Macro-Finance Models
with Mikhail Chernov, Stanley E. Zin: w19360
July 2011Sources of Entropy in Representative Agent Models
with Mikhail Chernov, Stanley E. Zin: w17219

Published: \Sources of entropy in representative agent models," with M. Chernov and S. Zin, 2014, Journal of Finance 69, 51-99. citation courtesy of

July 2010Monetary Policy and the Uncovered Interest Parity Puzzle
with Federico Gavazzoni, Christopher Telmer, Stanley E. Zin: w16218
November 2009Current Account Fact and Fiction
with Espen Henriksen, Frederic Lambert, Christopher Telmer: w15525
August 2009Disasters implied by equity index options
with Mikhail Chernov, Ian Martin: w15240

Published: David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December. citation courtesy of

November 2007Taxes and the Global Allocation of Capital
with Espen Henriksen, Kjetil Storesletten: w13624

Published: Backus, David & Henriksen, Espen & Storesletten, Kjetil, 2008. "Taxes and the global allocation of capital," Journal of Monetary Economics, Elsevier, vol. 55(1), pages 48-61, January. citation courtesy of

September 2007Cracking the Conundrum
with Jonathan H. Wright: w13419

Published: David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2007-1), pages 293-329. citation courtesy of

June 2004Exotic Preferences for Macroeconomists
with Bryan Routledge, Stanley Zin: w10597

Published: Exotic Preferences for Macroeconomists, David K. Backus, Bryan R. Routledge, Stanley E. Zin. in NBER Macroeconomics Annual 2004, Volume 19, Gertler and Rogoff. 2005

September 1998Discrete-Time Models of Bond Pricing
with Silverio Foresi, Chris Telmer: w6736

Published: Jegadeesh, N. and B. Tuckman (eds.) Advanced Fixed Income Valuation Tools. Wiley, 2000.

August 1998Oil Prices and the Terms of Trade
with Mario J. Crucini: w6697

Published: Journal of International Economics, (1999). citation courtesy of

January 1998Predictable Changes in Yields and Forward Rates
with Silverio Foresi, Abon Mozumdar, Liuren Wu: w6379

Published: Journal of Financial Economics, Volume: 59 Issue: 3 (March 2001) Pages: 281-311 citation courtesy of

June 1996Affine Models of Currency Pricing
with Silverio Foresi, Chris Telmer: w5623

Published: Journal of Finance, Volume 56: Issue 1 February 2001

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
with Silverio Foresi, Stanley Zin: w5638

Published: Backus, David, Silverio Foresi and Stanley Zin. "Arbitrage Opportunities In Arbitrage-Free Models On Bond Pricing," Journal of Business and Economic Statistics, 1998, v16(1,Jan), 13-26. citation courtesy of

March 1994Reverse Engineering the Yield Curve
with Stanley E. Zin: w4676
November 1993The Japanese Trade Balance: Recent History and Future Prospects
w4553

Published: Japan and the World Economy 10, (1998): 409-420.

October 1993International Business Cycles: Theory and Evidence
with Patrick J. Kehoe, Finn E. Kydland: w4493

Published:

  • Quarterly Review of the Federal Reserve Bank of Minneapolis, Fall 1993
  • T. Cooley, ed.: Frontiers in Business Cycle Research. Princeton University Press 1995

March 1993Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
with Stanley E. Zin: t0133

Published: Journal of Money, Credit and Banking, 25 (August 1993, Part 2) pp681-700.

December 1992Dynamics of the Trade Balance and the Terms of Trade: The S-Curve
with Patrick J. Kehoe, Finn E. Kydland: w4242

Published: "Dynamics of the Trade Balance and the Terms of Trade: the J Curve?" American Economic Review, 84 (March 1994) pp 84-103. citation courtesy of

Relative Price Movements in Dynamic General Equilibrium Models of International Trade
with Patrick J. Kehoe, Finn E. Kydland: w4243

Published: R. van der Ploeg ed.: Handbook of International Macroeconomics(Blackwell 1994)

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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