NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Sergio Rebelo

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

December 2012Valuation Risk and Asset Pricing
with Rui Albuquerque, Martin S. Eichenbaum: w18617
October 2012Non-linear Effects of Taxation on Growth
with Nir Jaimovich: w18473
March 2012How Frequent Are Small Price Changes?
with Martin S. Eichenbaum, Nir Jaimovich, Josephine Smith: w17956

Published: Martin Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2014. "How Frequent Are Small Price Changes?," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 137-55, April. citation courtesy of

April 2011Carry Trade and Momentum in Currency Markets
with Craig Burnside, Martin S. Eichenbaum: w16942

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011. "Carry Trade and Momentum in Currency Markets," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 511-535, December. citation courtesy of

March 2011What Explains the Lagged Investment Effect?
with Janice C. Eberly, Nicolas Vincent: w16889

Published: Eberly, Janice & Rebelo, Sergio & Vincent, Nicolas, 2012. "What explains the lagged-investment effect?," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 370-380. citation courtesy of

January 2011Understanding Booms and Busts in Housing Markets
with Craig Burnside, Martin Eichenbaum: w16734
October 2009When is the government spending multiplier large?
with Lawrence Christiano, Martin Eichenbaum: w15394

Published: Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2011. "When Is the Government Spending Multiplier Large?," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 78 - 121. citation courtesy of

June 2008Do Peso Problems Explain the Returns to the Carry Trade?
with A. Craig Burnside, Martin S. Eichenbaum, Isaac Kleshchelski: w14054

Published: Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2011. "Do Peso Problems Explain the Returns to the Carry Trade?," Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 853-891. citation courtesy of

March 2008Investment and Value: A Neoclassical Benchmark
with Janice Eberly, Nicolas Vincent: w13866
Reference Prices and Nominal Rigidities
with Martin Eichenbaum, Nir Jaimovich: w13829

Published: Martin Eichenbaum, Nir Jaimovich and Sergio Rebelo, `Reference Prices and Nominal Rigidities’, American Economic Review , February 2011, vol. 101, issue 1, 242 272.

September 2007News and Business Cycles in Open Economies
with Nir Jaimovich: w13444

Published: Nir Jaimovich & Sergio Rebelo, 2008. "News and Business Cycles in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1699-1711, December. citation courtesy of

July 2007Understanding the Forward Premium Puzzle: A Microstructure Approach
with Craig Burnside, Martin S. Eichenbaum: w13278

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009. "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 127-54, July. citation courtesy of

February 2007The Returns to Currency Speculation in Emerging Markets
with Craig Burnside, Martin Eichenbaum: w12916

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, vol. 97(2), pages 333-338, May. citation courtesy of

December 2006When Is It Optimal to Abandon a Fixed Exchange Rate?
with Carlos A. Vegh: w12793

Published: Rebelo, Sergio and Carlos Vegh. "When is it Optimal to Abandon a Fixed Exchange Rate." Review of Economic Studies 75, 3 (2008): 929-955.

October 2006Behavioral Theories of the Business Cycle
with Nir Jaimovich: w12570

Published: Nir Jaimovich & Sergio Rebelo, 2007. "Behavioral Theories of the Business Cycle," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 361-368, 04-05. citation courtesy of

September 2006Can News About the Future Drive the Business Cycle?
with Nir Jaimovich: w12537

Published: Nir Jaimovich & Sergio Rebelo, 2009. "Can News about the Future Drive the Business Cycle?," American Economic Review, American Economic Association, vol. 99(4), pages 1097-1118, September. citation courtesy of

August 2006The Returns to Currency Speculation
with Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski: w12489

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, vol. 97(2), pages 333-338, May.

October 2005The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
with Ariel Burstein, Martin Eichenbaum: w11699

Published: Burstein, Ariel, Martin Eichenbaum and Sergio Rebelo. "The Importance Of Nontradable Goods' Prices In Cyclical Real Exchange Rate Fluctuations," Japan and the World Economy, 2006, v18(3,Aug), 247-253. citation courtesy of

September 2005Modeling Exchange-Rate Passthrough After Large Devaluations
with Ariel Burstein, Martin Eichenbaum: w11638

Published: Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2007. "Modeling exchange rate passthrough after large devaluations," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 346-368, March. citation courtesy of

June 2005Real Business Cycle Models: Past, Present, and Future
w11401

Published:

December 2004Large Devaluations and the Real Exchange Rate
with Ariel Burstein, Martin Eichenbaum: w10986

Published: Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005. "Large Devaluations and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 113(4), pages 742-784, August. citation courtesy of

January 2004Investment Prices and Exchange Rates: Some Basic Facts
with Ariel Burstein, Joao C. Neves: w10238

Published: Ariel T. Burstein & João C. Neves & Sergio Rebelo, 2004. "Investment Prices and Exchange Rates: Some Basic Facts," Journal of the European Economic Association, MIT Press, vol. 2(2-3), pages 302-309, 04/05. citation courtesy of

June 2003Government Finance in the Wake of Currency Crises
with Craig Burnside, Martin Eichenbaum: w9786

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Government Finance In The Wake Of Currency Crises," Journal of Monetary Economics, 2006, v53(3,Apr), 401-440. citation courtesy of

January 2002Why Are Rates of Inflation So Low After Large Devaluations?
with Ariel Burstein, Martin Eichenbaum: w8748
May 2001On the Fiscal Implications of Twin Crises
with Craig Burnside, Martin Eichenbaum: w8277

Published: On the Fiscal Implications of Twin Crises, A. Craig Burnside, Martin S. Eichenbaum, Sergio Rebelo. in Managing Currency Crises in Emerging Markets, Dooley and Frankel. 2003

August 2000Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations
with Ariel T. Burstein, Joao C. Neves: w7862

Published: Burstein, Ariel T., Joao C. Neves and Sergio Rebelo. "Distribution Costs And Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," Journal of Monetary Economics, 2003, v50(6,Sep), 1189-1214. citation courtesy of

February 2000Resuscitating Real Business Cycles
with Robert G. King: w7534

Published:

  • Published as "Real Business Cycles and the Test of the Adelmans", Journal of Monetary Economics, Vol. 33, no. 2 (1994): 405-438.
  • King, Robert G. & Rebelo, Sergio T., 1999. "Resuscitating real business cycles," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007 Elsevier.

On the Fundamentals of Self-Fulfilling Speculative Attacks
with Craig Burnside, Martin Eichenbaum: w7554

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Government Guarantees And Self-Fulfilling Speculative Attacks," Journal of Economic Theory, 2004, v119(1,Nov), 31-63.

May 1999Hedging and Financial Fragility in Fixed Exchange Rate Regimes
with Craig Burnside, Martin Eichenbaum: w7143

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Hedging And Financial Fragility In Fixed Exchange Rate Regimes," European Economic Review, 2001, v45(7,Jun), 1151-1193. citation courtesy of

October 1998Prospective Deficits and the Asian Currency Crisis
with Craig Burnside, Martin Eichenbaum: w6758

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Prospective Deficits And The Asian Currency Crisis," Journal of Political Economy, 2001, v109(6,Dec), 1155-1197. citation courtesy of

August 1998On the Dynamics of Trade Reform
with Rui Albuquerque: w6700

Published: Albuquerque, Rui and Sergio Rebelo. "On The Dynamics Of Trade Reform," Journal of International Economics, 2000, v51(1,Jun), 21-47. citation courtesy of

September 1997Beyond Balanced Growth
with Piyabha Kongsamut, Danyang Xie: w6159

Published: Kongsamut, Piyabha, Sergio Rebelo and Danyang Xie. "Beyond Balanced Growth," Review of Economic Studies, 2001, v68(237,Oct), 869-882. citation courtesy of

What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms)
w6168
February 1997Equilibrium Unemployment
with Joao Gomes, Jeremy Greenwood: w5922

Published: Gomes, Joao, Jeremy Greenwood and Sergio Rebelo. "Equilibrium Unemployment," Journal of Monetary Economics, 2001, v48(1,Aug), 109-152. citation courtesy of

On the Optimality of Interest Rate Smoothing
with Danyang Xie: w5947

Published: Journal of Monetary Economics, Vol. 43, no. 2 (April 1999): 263-282. citation courtesy of

October 1995Sectoral Solow Residuals
with Craig Burnside, Martin Eichenbaum: w5286

Published: Burnside, A. Craig, Martin S. Eichenbaum and Sergio T. Rebelo. "Sectoral Solow Residuals," European Economic Review, 1996, v40(3-5,Apr), 861-869. citation courtesy of

July 1995Real Effects of Exchange Rate-Based Stabilization: An Analysis of Competing Theories
with Carlos A. Vegh: w5197

Published:

May 1995Capital Utilization and Returns to Scale
with Craig Burnside, Martin Eichenbaum: w5125

Published:

March 1994Policy, Technology Adoption, and Growth
with William Easterly, Robert King, Ross Levine: w4681

Published: Economic Growth and the Structure of Long Term Development, Luigi L. Pasinetti and Robert M. Solow, eds. St. Martin's Press, 1994.

October 1993Fiscal Policy and Economic Growth: An Empirical Investigation
with William Easterly: w4499

Published: Easterly, William & Rebelo, Sergio. "Fiscal policy and economic growth: An empirical investigation," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 417-458, December 1993 citation courtesy of

August 1993Growth Effects of Flat-Rate Taxes
with Nancy L. Stokey: w4426

Published: Journal of Political Economy, vol 103, no 3, pp 519-550, June 1995. citation courtesy of

February 1993Growth in Open Economics
r1772

Published: Carnegie-Rochester Conference Series in Public Policy, Vol. 36, pp. 5-46 (1992).

December 1990Labor Hoarding and the Business Cycle
with Craig Burnside, Martin Eichenbaum: w3556

Published: Journal of Political Economy, Vol. 101, No. 2, pp. 245-273 (April 1993). citation courtesy of

April 1990Long Run Policy Analysis and Long Run Growth
w3325

Published: Journal of Political Economy, Vol. 99, No. 3, pp. 500-521, (June 1991). citation courtesy of

Public Policy and Economic Growth: Developing Neoclassical Implications
with Robert G. King: w3338

Published: Journal of Political Economy 98, October 1990, No. 5 part 2 5126-5150 citation courtesy of

November 1989Transitional Dynamics and Economic Growth in the Neoclassical Model
with Robert G. King: w3185

Published: American Economic Review, vol. 83, no. 4, p. 908-931, Sept. 1993 citation courtesy of

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