NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Simon Gilchrist

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

Working Papers

May 2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
with David López-Salido, Egon Zakrajšek: w20094
April 2014Uncertainty, Financial Frictions, and Investment Dynamics
with Jae W. Sim, Egon Zakrajšek: w20038
Credit Risk in the Euro Area
with Benoît Mojon: w20041
August 2013The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk
with Egon Zakrajsek: w19337

Published: Simon Gilchrist & Egon Zakrajšek, 2013. "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December. citation courtesy of

November 2012Missallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs
with Jae W. Sim, Egon Zakrajšek: w18550
May 2011Credit Spreads and Business Cycle Fluctuations
with Egon Zakrajšek: w17021

Published: Simon Gilchrist & Egon Zakrajsek, 2012. "Credit Spreads and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June. citation courtesy of

January 2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
with Jon Faust, Jonathan H. Wright, Egon Zakrajsek: w16725

Published: Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December. citation courtesy of

April 2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets
with Vladimir Yankov, Egon Zakrajsek: w14863

Published: Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009. "Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 471-493, May. citation courtesy of

August 2007Investment during the Korean Financial Crisis: A Structural Econometric Analysis
with Jae W. Sim: w13315
June 2007Investment and the Cost of Capital: New Evidence from the Corporate Bond Market
with Egon Zakrajsek: w13174
August 2006Expectations, Asset Prices, and Monetary Policy: The Role of Learning
with Masashi Saito: w12442

Published: Expectations, Asset Prices, and Monetary Policy: The Role of Learning, Simon Gilchrist, Masashi Saito. in Asset Prices and Monetary Policy, Campbell. 2008

September 2004Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan
with John C. Williams: w10732
June 2004Do Stock Price Bubbles Influence Corporate Investment?
with Charles P. Himmelberg, Gur Huberman: w10537

Published: Gilchrist, Simon, Charles P. Himmelberg and Gur Huberman. "Do Stock Price Bubbles Influence Corporate Investment?," Journal of Monetary Economics, 2005, v52(4,May), 805-827. citation courtesy of

April 2004Investment, Capacity, and Uncertainty: A Putty-Clay Approach
with John C. Williams: w10446

Published: Gilchrist, Simon and John C. Williams. "Investment, Capacity, And Uncertainty: A Putty-Clay Approach," Review of Economic Dynamics, 2005, v8(1,Jan), 1-27. citation courtesy of

December 2003External Constraints on Monetary Policy and the Financial Accelerator
with Mark Gertler, Fabio Natalucci: w10128

Published:

November 1998Putty-Clay and Investment: A Business Cycle Analysis
with John C. Williams: w6812

Published: Gilchrist, Simon and John C. Williams. "Putty-Clay And Investment: A Business Cycle Analysis," Journal of Political Economy, 2000, v108(5,Oct), 928-960. citation courtesy of

July 1998Investment, Fundamentals and Finance
with Charles Himmelberg: w6652

Published: Investment: Fundamentals and Finance, Simon Gilchrist, Charles Himmelberg. in NBER Macroeconomics Annual 1998, volume 13, Bernanke and Rotemberg. 1999

March 1998The Financial Accelerator in a Quantitative Business Cycle Framework
with Ben Bernanke, Mark Gertler: w6455

Published:

  • Review of Economics and Statistics, Vol. 78, no. 1 (February 1996): 1-15.
  • Bernanke, Ben S. & Gertler, Mark & Gilchrist, Simon, 1999. "The financial accelerator in a quantitative business cycle framework," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 21, pages 1341-1393 Elsevier.

July 1994The Financial Accelerator and the Flight to Quality
with Ben Bernanke, Mark Gertler: w4789

Published: Review of Economics and Statistics, vol. LXXVIII, no. 1, February 1996, pp. 1-15 citation courtesy of

November 1991Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms
with Mark Gertler: w3892

Published: Gertler, Mark & Gilchrist, Simon, 1994. "Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms," The Quarterly Journal of Economics, MIT Press, vol. 109(2), pages 309-40, May citation courtesy of

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

 
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