2009
|
|
w15528 |
Katheryn N. Russ
Diego Valderrama
|
Financial Choice in a Non-Ricardian Model of Trade |
|
w15512 |
Moritz Schularick
Alan M. Taylor
|
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870–2008 |
|
w15506 |
Jaroslav Borovička
Lars Peter Hansen
Mark Hendricks
José A. Scheinkman
|
Risk Price Dynamics |
|
w15499 |
William Kerr
Ramana Nanda
|
Banking Deregulations, Financing Constraints, and Firm Entry Size |
|
w15498 |
William Kerr
Ramana Nanda
|
Financing Constraints and Entrepreneurship |
|
w15494 |
Stephanie Schmitt-Grohé
Martín Uribe
|
Foreign Demand for Domestic Currency and the Optimal Rate of Inflation |
|
w15487 |
Dimitri Vayanos
Jean-Luc Vila
|
A Preferred-Habitat Model of the Term Structure of Interest Rates |
|
w15432 |
Enrique G. Mendoza
Vincenzo Quadrini
|
Financial Globalization, Financial Crises and Contagion |
|
w15424 |
Stephen G. Cecchetti
Craig Hakkio
|
Inflation targeting and private sector forecasts |
|
w15414 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crises and Liquidity in Over-the-Counter Markets |
|
w15399 |
François Gourio
|
Disasters Risk and Business Cycles |
|
w15388 |
David G. Blanchflower
Conall MacCoille
|
The formation of inflation expectations: an empirical analysis for the UK |
|
w15379 |
Stephen G. Cecchetti
Marion Kohler
Christian Upper
|
Financial Crises and Economic Activity |
|
w15367 |
David O. Lucca
Francesco Trebbi
|
Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements |
|
w15362 |
Amir E. Khandani
Andrew W. Lo
Robert C. Merton
|
Systemic Risk and the Refinancing Ratchet Effect |
|
w15353 |
Sergio Mayordomo
Juan Ignacio Peña
Eduardo S. Schwartz
|
Towards a Common European Monetary Union Risk Free Rate |
|
w15297 |
Lasse Heje Pedersen
|
When Everyone Runs for the Exit |
|
w15289 |
Vasco Cúrdia
Michael Woodford
|
Credit Spreads and Monetary Policy |
|
w15270 |
Andrew Ang
Jean Boivin
Sen Dong
Rudy Loo-Kung
|
Monetary Policy Shifts and the Term Structure |
|
w15268 |
Francisco J. Buera
Yongseok Shin
|
Productivity Growth and Capital Flows: The Dynamics of Reforms |
|
w15260 |
Lieven Baele
Geert Bekaert
Koen Inghelbrecht
|
The Determinants of Stock and Bond Return Comovements |
|
w15243 |
Fatih Guvenen
|
A Parsimonious Macroeconomic Model for Asset Pricing |
|
w15240 |
David Backus
Mikhail Chernov
Ian Martin
|
Disasters implied by equity index options |
|
w15227 |
Yosef Bonaparte
Russell Cooper
|
Costly Portfolio Adjustment |
|
w15225 |
Craig Burnside
Alexandra Tabova
|
Risk, Volatility, and the Global Cross-Section of Growth Rates |
|
w15197 |
Douglas W. Diamond
Raghuram G. Rajan
|
Illiquidity and Interest Rate Policy |
|
w15138 |
Emmanuel Farhi
Jean Tirole
|
Collective Moral Hazard, Maturity Mismatch and Systemic Bailouts |
|
w15123 |
Espen Henriksen
Finn E. Kydland
Roman Sustek
|
The High Cross-Country Correlations of Prices and Interest Rates |
|
w15118 |
Willem H. Buiter
|
Negative Nominal Interest Rates: Three ways to overcome the zero lower bound |
|
w15110 |
Paul Beaudry
Amartya Lahiri
|
Risk Allocation, Debt Fueled Expansion and Financial Crisis |
|
w15072 |
Harald Uhlig
|
A Model of a Systemic Bank Run |
|
w15062 |
Emmanuel Farhi
Samuel Paul Fraiberger
Xavier Gabaix
Romain Ranciere
Adrien Verdelhan
|
Crash Risk in Currency Markets |
|
w15045 |
Efraim Benmelech
Jennifer Dlugosz
|
The Credit Rating Crisis |
|
w15024 |
Geert Bekaert
Eric Engstrom
|
Inflation and the Stock Market:Understanding the "Fed Model" |
|
w15020 |
Yuko Hashimoto
Takatoshi Ito
|
Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture |
|
w15014 |
John Y. Campbell
Robert J. Shiller
Luis M. Viceira
|
Understanding Inflation-Indexed Bond Markets |
|
w14993 |
Peter L. Rousseau
|
Monetary Policy and the Dollar |
|
w14931 |
Söhnke M. Bartram
Gregory Brown
René M. Stulz
|
Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? |
|
w14925 |
Douglas W. Diamond
Raghuram G. Rajan
|
Fear of Fire Sales and the Credit Freeze |
|
w14914 |
Francisco J. Buera
Joseph Kaboski
Yongseok Shin
|
Finance and Development: A Tale of Two Sectors |
|
w14894 |
Riccardo DiCecio
Edward Nelson
|
Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model |
|
w14872 |
Frank Schorfheide
Keith Sill
Maxym Kryshko
|
DSGE Model-Based Forecasting of Non-modelled Variables |
|
w14870 |
S. Boragan Aruoba
Frank Schorfheide
|
Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs |
|
w14863 |
Simon Gilchrist
Vladimir Yankov
Egon Zakrajsek
|
Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets |
|
w14862 |
Marvin Goodfriend
Robert G. King
|
The Great Inflation Drift |
|
w14826 |
Maurice Obstfeld
Jay C. Shambaugh
Alan M. Taylor
|
Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008 |
|
w14815 |
Ravi Bansal
Ivan Shaliastovich
|
Confidence Risk and Asset Prices |
|
w14814 |
Ravi Bansal
Ivan Shaliastovich
|
Learning and Asset-Price Jumps |
|
w14772 |
Lars Ljungqvist
Harald Uhlig
|
Optimal Endowment Destruction under Campbell-Cochrane Habit Formation |
|
w14770 |
Jess Benhabib
|
A Note on Regime Switching, Monetary Policy, and Multiple Equilibria |
|
w14760 |
Robert J. Barro
José F. Ursúa
|
Stock-Market Crashes and Depressions |
|
w14710 |
Roger E.A. Farmer
Tao Zha
Daniel F. Waggoner
|
Understanding Markov-Switching Rational Expectations Models |
|
w14688 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Global Imbalances and Financial Fragility |
|
w14656 |
Carmen M. Reinhart
Kenneth S. Rogoff
|
The Aftermath of Financial Crises |
2008
|
|
w14621 |
Olivier Coibion
Yuriy Gorodnichenko
|
Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation |
|
w14616 |
J. Christina Wang
Susanto Basu
John G. Fernald
|
A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output |
|
w14615 |
Susanto Basu
Robert Inklaar
J. Christina Wang
|
The Value of Risk: Measuring the Service Output of U.S. Commercial Banks |
|
w14614 |
J. Christina Wang
Susanto Basu
|
Risk Bearing, Implicit Financial Services and Specialization in the Financial Industry |
|
w14612 |
Markus K. Brunnermeier
|
Deciphering the Liquidity and Credit Crunch 2007-08 |
|
w14596 |
Andreas Beyer
Vitor Gaspar
Christina Gerberding
Otmar Issing
|
Opting Out of the Great Inflation: German Monetary Policy After the Break Down of Bretton Woods |
|
w14586 |
Olivier Coibion
Yuriy Gorodnichenko
|
What Can Survey Forecasts Tell Us About Informational Rigidities? |
|
w14549 |
Michelle J. White
|
Bankruptcy: Past Puzzles, Recent Reforms, and the Mortgage Crisis |
|
w14534 |
Bennett T. McCallum
|
Inflation Determination with Taylor Rules: Is New Keynesian Analysis Critically Flawed? |
|
w14519 |
Ulf Söderström
|
Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model |
|
w14489 |
Stephen G. Cecchetti
Kermit L. Schoenholtz
|
How Central Bankers See It: The First Decade of ECB Policy and Beyond |
|
w14473 |
Markus K. Brunnermeier
Stefan Nagel
Lasse H. Pedersen
|
Carry Trades and Currency Crashes |
|
w14444 |
Enrique G. Mendoza
|
Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q |
|
w14422 |
Asaf Bernstein
Eric Hughson
Marc D. Weidenmier
|
Can a Lender of Last Resort Stabilize Financial Markets? Lessons from the Founding of the Fed |
|
w14401 |
Takeo Hoshi
Anil K Kashyap
|
Will the U.S. Bank Recapitalization Succeed? Eight Lessons from Japan |
|
w14379 |
Alon Binyamini
Assaf Razin
|
Inflation-Output Tradeoff as Equilibrium Outcome of Globalization |
|
w14378 |
William A. Brock
Charles F. Manski
|
Competitive Lending with Partial Knowledge of Loan Repayment |
|
w14366 |
Zhiguo He
Arvind Krishnamurthy
|
A Model of Capital and Crises |
|
w14351 |
Rajnish Mehra
Facundo Piguillem
Edward C. Prescott
|
Intermediated Quantities and Returns |
|
w14259 |
Olivier J. Blanchard
|
The State of Macro |
|
w14255 |
Manuel Amador
Pierre-Olivier Weill
|
Learning from Prices: Public Communication and Welfare |
|
w14244 |
Matthew Canzoneri
Robert E. Cumby
Behzad Diba
David Lopez-Salido
|
Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework |
|
w14243 |
Lars Peter Hansen
|
Modeling the Long Run: Valuation in Dynamic Stochastic Economies |
|
w14223 |
James D. Hamilton
|
Daily Monetary Policy Shocks and the Delayed Response of New Home Sales |
|
w14217 |
Maurice Obstfeld
Jay C. Shambaugh
Alan M. Taylor
|
Financial Stability, the Trilemma, and International Reserves |
|
w14190 |
Jean Boivin
Marc P. Giannoni
Benoît Mojon
|
How Has the Euro Changed the Monetary Transmission? |
|
w14120 |
Gary Richardson
Patrick Van Horn
|
Intensified Regulatory Scrutiny and Bank Distress in New York City During the Great Depression |
|
w14119 |
Ricardo Lagos
Guillaume Rocheteau
Pierre-Olivier Weill
|
Crashes and Recoveries in Illiquid Markets |
|
w14098 |
Peter N. Ireland
|
On the Welfare Cost of Inflation and the Recent Behavior of Money Demand |
|
w14058 |
Jennifer Huang
Jiang Wang
|
Market Liquidity, Asset Prices and Welfare |
|
w14049 |
Enrique G. Mendoza
Marco E. Terrones
|
An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data |
|
w14013 |
Jennifer Huang
Jiang Wang
|
Liquidity and Market Crashes |
|
w13974 |
Farley Grubb
|
Creating Maryland's Paper Money Economy, 1720-1739: The Role of Power, Print, and Markets |
|
w13940 |
Robert J. Barro
José F. Ursúa
|
Macroeconomic Crises since 1870 |
|
w13955 |
Emmanuel Farhi
Jean Tirole
|
Competing Liquidities: Corporate Securities, Real Bonds and Bubbles |
|
w13943 |
John B. Taylor
John C. Williams
|
A Black Swan in the Money Market |
|
w13936 |
Atif Mian
Amir Sufi
|
The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis |
|
w13909 |
Menzie D. Chinn
Jeffrey A. Frankel
|
The Euro May Over the Next 15 Years Surpass the Dollar as Leading International Currency |
|
w13892 |
Lars E.O. Svensson
Noah Williams
|
Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach |
|
w13861 |
Enrique G. Mendoza
Vivian Z. Yue
|
A Solution to the Default Risk-Business Cycle Disconnect |
|
w13805 |
Emmanuel Farhi
Xavier Gabaix
|
Rare Disasters and Exchange Rates |
|
w13761 |
Carmen M. Reinhart
Kenneth S. Rogoff
|
Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison |
|
w13736 |
Jean Boivin
Marc Giannoni
|
Global Forces and Monetary Policy Effectiveness |
|
w13724 |
Xavier Gabaix
|
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance |
2007
|
|
w13685 |
John B. Taylor
|
The Explanatory Power of Monetary Policy Rules |
|
w13682 |
John B. Taylor
|
Housing and Monetary Policy |
|
w13677 |
Ramon Marimon
Javier Díaz-Giménez
Giorgia Giovannetti
Pedro Teles
|
Nominal Debt as a Burden on Monetary Policy |
|
w13655 |
V. V. Chari
Patrick J. Kehoe
|
The Heterogeneous State of Modern Macroeconomics: A Reply to Solow |
|
w13650 |
Dirk Krueger
Hanno Lustig
Fabrizio Perri
|
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data |
|
w13639 |
Guido Lorenzoni
|
Inefficient Credit Booms |
|
w13635 |
Josephine M. Smith
John B. Taylor
|
The Long and the Short End of the Term Structure of Policy Rules |
|
w13607 |
Dale F. Gray
Robert C. Merton
Zvi Bodie
|
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
|
w13580 |
Marvin Goodfriend
|
How the World Achieved Consensus on Monetary Policy |
|
w13566 |
Frederic S. Mishkin
|
Will Monetary Policy Become More of a Science? |
|
w13521 |
Lawrence Christiano
Roberto Motto
Massimo Rostagno
|
Shocks, Structures or Monetary Policies? The Euro Area and US After 2001 |
|
w13518 |
Frederic S. Mishkin
|
Housing and the Monetary Transmission Mechanism |
|
w13502 |
Lawrence Christiano
Roberto Motto
Massimo Rostagno
|
Two Reasons Why Money and Credit May be Useful in Monetary Policy |
|
w13471 |
Martin S. Feldstein
|
Housing, Credit Markets and the Business Cycle |
|
w13448 |
Andrew Ang
Sen Dong
Monika Piazzesi
|
No-Arbitrage Taylor Rules |
|
w13430 |
Xavier Gabaix
|
Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices |
|
w13419 |
David K. Backus
Jonathan H. Wright
|
Cracking the Conundrum |
|
w13416 |
Fernando E. Alvarez
Francesco Lippi
|
Financial Innovation and the Transactions Demand for Cash |
|
w13414 |
Lars E.O. Svensson
Noah M. Williams
|
Bayesian and Adaptive Optimal Policy under Model Uncertainty |
|
w13412 |
Enrique G. Mendoza
Vincenzo Quadrini
José-Victor Ríos-Rull
|
On the Welfare Implications of Financial Globalization without Financial Development |
|
w13398 |
Andrew Atkeson
V. V. Chari
Patrick J. Kehoe
|
On the Optimal Choice of a Monetary Policy Instrument |
|
w13363 |
Igor Livshits
James MacGee
Michèle Tertilt
|
Accounting for the Rise in Consumer Bankruptcies |
|
w13361 |
Ralph S.J Koijen
Otto Van Hemert
Stijn Van Nieuwerburgh
|
Mortgage Timing |
|
w13320 |
Boyan Jovanovic
|
Bubbles in Prices of Exhaustible Resources |
|
w13315 |
Simon Gilchrist
Jae W. Sim
|
Investment during the Korean Financial Crisis: A Structural Econometric Analysis |
|
w13310 |
Tai-wei Hu
John Kennan
Neil Wallace
|
Coalition-Proof Trade and the Friedman Rule in the Lagos-Wright Model |
|
w13307 |
Boyan Jovanovic
|
Investment Options and the Business Cycle |
|
w13254 |
Fabio Braggion
Lawrence J. Christiano
Jorge Roldos
|
Optimal Monetary Policy in a 'Sudden Stop' |
|
w13251 |
Rui Albuquerque
Neng Wang
|
Agency Conflicts, Investment, and Asset Pricing |
|
w13245 |
Michael F. Gallmeyer
Burton Hollifield
Francisco Palomino
Stanley E. Zin
|
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models |
|
w13244 |
Domenico Delli Gatti
Mauro Gallegati
Bruce C. Greenwald
Joseph E. Stiglitz
|
Net Worth, Exchange Rates, and Monetary Policy: The Effects of a Devaluation in a Financially Fragile Environment |
|
w13209 |
Kiminori Matsuyama
|
Aggregate Implications of Credit Market Imperfections |
|
w13207 |
Marvin Goodfriend
Bennett T. McCallum
|
Banking and Interest Rates in Monetary Policy Analysis: A Quantitative Exploration |
|
w13204 |
Veronica Guerrieri
Guido Lorenzoni
|
Liquidity and Trading Dynamics |
|
w13196 |
Ravi Bansal
|
Long-Run Risks and Financial Markets |
|
w13174 |
Simon Gilchrist
Egon Zakrajsek
|
Investment and the Cost of Capital: New Evidence from the Corporate Bond Market |
|
w13123 |
Ceyhun Bora Durdu
Enrique G. Mendoza
Marco E. Terrones
|
Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Merchantilism |
|
w13112 |
James D. Hamilton
|
Daily Changes in Fed Funds Futures Prices |
|
w13104 |
Jeremy Greenwood
Juan M. Sanchez
Cheng Wang
|
Financing Development: The Role of Information Costs |
|
w13092 |
Guido Lorenzoni
Karl Walentin
|
Financial Frictions, Investment and Tobin's q |
|
w13089 |
Galina Hale
Assaf Razin
Hui Tong
|
Credit Constraints and Stock Price Volatility |
|
w13076 |
Fernando A. Broner
Guido Lorenzoni
Sergio L. Schmukler
|
Why Do Emerging Economies Borrow Short Term? |
|
w13024 |
Laura X. L. Liu
Toni Whited
Lu Zhang
|
Regularities |
|
w13003 |
N. Nergiz Dincer
Barry Eichengreen
|
Central Bank Transparency: Where, Why, and with What Effects? |
|
w12982 |
Michael D. Bordo
Christopher Erceg
Andrew Levin
Ryan Michaels
|
Three Great American Disinflations |
|
w12957 |
Monika Piazzesi
Martin Schneider
|
Inflation Illusion, Credit, and Asset Pricing |
|
w12948 |
Lars Peter Hansen
|
Beliefs, Doubts and Learning: Valuing Economic Risk |
|
w12938 |
Mark Carlson
Kris James Mitchener
|
Branch Banking as a Device for Discipline: Competition and Bank Survivorship During the Great Depression |
|
w12930 |
Andrew Ang
Geert Bekaert
Min Wei
|
The Term Structure of Real Rates and Expected Inflation |
|
w12919 |
Willem H. Buiter
|
Seigniorage |
|
w12912 |
Mariano M. Croce
Martin Lettau
Sydney C. Ludvigson
|
Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows |
|
w12896 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Collective Risk Management in a Flight to Quality Episode |
|
w12881 |
Arvind Krishnamurthy
Annette Vissing-Jorgensen
|
The Demand for Treasury Debt |
|
w12839 |
Willem H. Buiter
|
Is Numerairology the Future of Monetary Economics? Unbundling numeraire and medium of exchange through a virtual currency and a shadow exchange rate |
|
w12835 |
Peter L. Rousseau
|
Backing, the Quantity Theory, and the Transition to the U.S. Dollar, 1723-1850 |
|
w12824 |
Jean Boivin
Marc Giannoni
Ilian Mihov
|
Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data |
2006
|
|
w12781 |
Wei Xiong
Hongjun Yan
|
Heterogeneous Expectations and Bond Markets |
|
w12763 |
Robert J. Barro
|
On the Welfare Costs of Consumption Uncertainty |
|
w12753 |
Ricardo J. Caballero
|
On the Macroeconomics of Asset Shortages |
|
w12719 |
Gary Richardson
|
A Comment Concerning Deposit Insurance and Moral Hazard |
|
w12717 |
Gary Richardson
|
Bank Distress during the Great Depression: The Illiquidity-Insolvency Debate Revisited |
|
w12716 |
Gary Richardson
|
Correspondent Clearing and the Banking Panics of the Great Depression |
|
w12715 |
Gary Richardson
|
Quarterly Data on the Categories and Causes of Bank Distress During the Great Depression |
|
w12713 |
Jeffrey A. Frankel
|
The Effect of Monetary Policy on Real Commodity Prices |
|
w12662 |
Michael D. Bordo
Owen Humpage
Anna J. Schwartz
|
The Historical Origins of U.S. Exchange Market Intervention Policy |
|
w12638 |
Glenn D. Rudebusch
John C. Williams
|
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections |
|
w12634 |
Dirk Krueger
Hanno Lustig
|
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? |
|
w12614 |
Christian Hellwig
Guido Lorenzoni
|
Bubbles and Self-Enforcing Debt |
|
w12612 |
Atif Mian
Asim Ijaz Khwaja
|
Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market |
|
w12609 |
Monika Piazzesi
Martin Schneider
|
Equilibrium Yield Curves |
|
w12594 |
Ching-Yi Chung
Gary Richardson
|
Deposit Insurance and the Composition of Bank Suspensions in Developing Economies: Lessons from the State Deposit Insurance Experiments of the 1920S |
|
w12590 |
Gary Richardson
|
Bank Distress During the Great Contraction, 1929 to 1933, New Data from the Archives of the Board of Governors |
|
w12564 |
Enrique G. Mendoza
|
Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q |
|
w12560 |
Francis E. Warnock
Veronica Cacdac Warnock
|
International Capital Flows and U.S. Interest Rates |
|
w12540 |
Roger E. A. Farmer
Daniel F. Waggoner
Tao Zha
|
Indeterminacy in a Forward Looking Regime Switching Model |
|
w12477 |
Guido Lorenzoni
|
A Theory of Demand Shocks |
|
w12476 |
Patrick Kehoe
Varadarajan V. Chari
|
Modern Macroeconomics in Practice: How Theory is Shaping Policy |
|
w12470 |
Tommaso Monacelli
|
Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints |
|
w12462 |
Thomas Philippon
|
The Bond Market's q |
|
w12454 |
Kenneth Kuttner
|
Can Central Banks Target Bond Prices? |
|
w12442 |
Simon Gilchrist
Masashi Saito
|
Expectations, Asset Prices, and Monetary Policy: The Role of Learning |
|
w12420 |
Roberto Rigobon
Brian Sack
|
Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices |
|
w12393 |
Michael D. Bordo
|
Sudden Stops, Financial Crises, and Original Sin in Emerging Countries: Déjà vu? |
|
w12337 |
Anders B. Trolle
Eduardo S. Schwartz
|
A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives |
|
w12283 |
Bernardo S. de M. Carvalho
Márcio G.P. Garcia
|
Ineffective Controls on Capital Inflows Under Sophisticated Financial Markets: Brazil in the Nineties |
|
w12277 |
Vitor Gaspar
Anil K. Kashyap
|
Stability First: Reflections Inspired by Otmar Issing's Success as the ECB's Chief Economist |
|
w12248 |
Geert Bekaert
Eric Engstrom
Yuhang Xing
|
Risk, Uncertainty and Asset Prices |
|
w12247 |
Geert Bekaert
Eric Engstrom
Steven R. Grenadier
|
Stock and Bond Returns with Moody Investors |
|
w12243 |
Giorgio E. Primiceri
Ernst Schaumburg
Andrea Tambalotti
|
Intertemporal Disturbances |
|
w12189 |
Michael Bordo
Harold James
|
One World Money, Then and Now |
|
w12146 |
Clemens Sialm
|
Investment Taxes and Equity Returns |
|
w12136 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Flight to Quality and Collective Risk Management |
|
w12129 |
Ricardo J. Caballero
Takeo Hoshi
Anil K. Kashyap
|
Zombie Lending and Depressed Restructuring in Japan |
|
w12074 |
Kris James Mitchener
|
Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression |
|
w12035 |
Michael D. Bordo
Peter L. Rousseau
|
Legal-Political Factors and the Historical Evolution of the Finance-Growth Link |
|
w12014 |
Erica X. N. Li
Dmitry Livdan
Lu Zhang
|
Optimal Market Timing |
|
w11978 |
Joseph Engelberg
Charles F. Manski
Jared Williams
|
Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters |
|
w11966 |
Enrique G. Mendoza
|
Lessons From the Debt-Deflation Theory of Sudden Stops |
|
w11962 |
Darrell Duffie
Leandro Siata
Ke Wang
|
Multi-Period Corporate Default Prediction With Stochastic Covariates |
|
w11946 |
Stephen G. Cecchetti
Alfonso Flores-Lagunes
Stefan Krause
|
Assessing the Sources of Changes in the Volatility of Real Growth |
|
w11942 |
Marc Giannoni
|
Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty |
|
w11929 |
Refet Gurkaynak
Justin Wolfers
|
Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk |
2005
|
|
w11834 |
Ricardo Caballero
Arvind Krishnamurthy
|
Financial System Risk and Flight to Quality |
|
w11784 |
Farley Grubb
|
Two Theories of Money Reconciled: The Colonial Puzzle Revisited with New Evidence |
|
w11756 |
Clemens Sialm
|
Tax Changes and Asset Pricing: Time-Series Evidence |
|
w11733 |
Lars Svensson
Noah Williams
|
Monetary Policy with Model Uncertainty: Distribution Forecast Targeting |
|
w11703 |
Sydeny C. Ludvigson
Serena Ng
|
Macro Factors in Bond Risk Premia |
|
w11687 |
Hanno Lustig
Christopher Sleet
Sevin Yeltekin
|
Fiscal Hedging and the Yield Curve |
|
w11668 |
Hans Fehr
Sabine Jokisch
Laurence J. Kotlikoff
|
Will China Eat Our Lunch or Take Us Out to Dinner? Simulating the Transition Paths of the U.S., EU, Japan, and China |
|
w11633 |
Philippe Bacchetta
Eric van Wincoop
|
Rational Inattention: A Solution to the Forward Discount Puzzle |
|
w11618 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Bubbles and Capital Flow Volatility: Causes and Risk Management |
|
w11562 |
Marvin Goodfriend
Robert King
|
The Incredible Volcker Disinflation |
|
w11538 |
Andrew Ang
Geert Bekaert
Min Wei
|
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
|
w11480 |
Laura X.L. Liu
Jerold B. Warner
Lu Zhang
|
Momentum Profits and Macroeconomic Risk |
|
w11459 |
Evgeny Lyandres
Le Sun
Lu Zhang
|
Investment-Based Underperformance Following Seasoned Equity Offerings |
|
w11340 |
Geert Bekaert
Seonghoon Cho
Antonio Moreno
|
New-Keynesian Macroeconomics and the Term Structure |
|
w11326 |
Naiping Lu
Lu Zhang
|
The Value Spread as a Predictor of Returns |
|
w11323 |
Murillo Campello
Long Chen
Lu Zhang
|
Expected Returns, Yield Spreads, and Asset Pricing Tests |
|
w11322 |
Lu Zhang
|
Anomalies |
|
w11291 |
Mark Carlson
Kris James Mitchener
|
Branch Banking, Bank Competition, and Financial Stability |
|
w11285 |
Jean Boivin
Serena Ng
|
Understanding and Comparing Factor-Based Forecasts |
|
w11276 |
Michael Gallmeyer
Burton Hollifield
Stanley E. Zin
|
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
|
w11222 |
Claude B. Erb
Campbell R. Harvey
|
The Tactical and Strategic Value of Commodity Futures |
|
w11191 |
Christian Hellwig
Arijit Mukherji
Aleh Tsyvinski
|
Self-Fulfilling Currency Crises: The Role of Interest Rates |
|
w11178 |
Ceyhun Bora Durdu
Enrique G. Mendoza
|
Are Asset Price Guarantees Useful for Preventing Sudden Stops?: A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff |
|
w11169 |
Peter Hecht
Tuomo Vuolteenaho
|
Explaining Returns with Cash-Flow Proxies |
|
w11167 |
Lars E.O. Svensson
|
Monetary Policy with Judgment: Forecast Targeting |
|
w11166 |
Michael Ehrmann
Marcel Fratzscher
Roberto Rigobon
|
Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission |
|
w11102 |
Seok-Kyun Hur
|
Money Growth and Interest Rates |
|
w11089 |
Francis X. Diebold
Monika Piazzesi
Glenn Rudebusch
|
Modeling Bond Yields in Finance and Macroeconomics |
|
w11054 |
Dongchul Cho
|
Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea |
|
w11034 |
David Altig
Lawrence Christiano
Martin Eichenbaum
Jesper Linde
|
Firm-Specific Capital, Nominal Rigidities and the Business Cycle |
2004
|
|
w10999 |
Philippe Aghion
Jeremy C. Stein
|
Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants |
|
w10951 |
Charles W. Calomiris
Joseph R. Mason
|
Resolving the Puzzle of the Underissuance of National Bank Notes |
|
w10940 |
Enrique G. Mendoza
Katherine A. Smith
|
Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices |
|
w10915 |
Julio J. Rotemberg
|
Fair Pricing |
|
w10878 |
Takatoshi Ito
Frederic S. Mishkin
|
Two Decades of Japanese Monetary Policy and the Deflation Problem |
|
w10848 |
Willem H. Buiter
|
The Elusive Welfare Economics of Price Stability as a Monetary Policy Objective: Should New Keynesian Central Bankers Pursue Price Stability? |
|
w10827 |
Andres Velasco
Roberto Chang
|
Monetary Policy and the Currency Denomination of Debt: A Tale of Two Equilibria |
|
w10818 |
Takatoshi Ito
|
Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting? |
|
w10790 |
Enrique G. Mendoza
Ceyhun Bora Durdu
|
Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees |
|
w10747 |
Lars E.O. Svensson
|
Targeting Rules vs. Instrument Rules for Monetary Policy: What is Wrong with McCallum and Nelson? |
|
w10743 |
Darrell Duffie
Ke Wang
|
Multi-Period Corporate Failure Prediction with Stochastic Covariates |
|
w10702 |
Peter L. Rousseau
|
A Common Currency: Early U.S. Monetary Policy and the Transition to the Dollar |
|
w10672 |
Andrew Ang
Monika Piazzesi
Min Wei
|
What Does the Yield Curve Tell us about GDP Growth? |
|
w10616 |
Francis X. Diebold
Glenn D. Rudebusch
S. Boragan Aruoba
|
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach |
|
w10532 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Fiscal Policy and Financial Depth |
|
w10524 |
Willem Buiter
|
A Small Corner of Intertemporal Public Finance - New Developments in Monetary Economics: 2 Ghosts, 2 Eccentricities, A Fallacy, A Mirage and A Mythos |
|
w10519 |
Ricardo Caballero
Kevin Cowan
Jonathan Kearns
|
Fear of Sudden Stops: Lessons from Australia and Chile |
|
w10517 |
Ricardo Caballero
Arvind Krishnamurthy
|
Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective |
|
w10475 |
Kris James Mitchener
|
Bank Supervision, Regulation, and Instability During the Great Depression |
|
w10431 |
Michael D. Bordo
Joseph G Haubrich
|
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 |
|
w10402 |
Ben S. Bernanke
Kenneth N. Kuttner
|
What Explains the Stock Market's Reaction to Federal Reserve Policy? |
|
w10390 |
Carlo A. Favero
Francesco Giavazzi
|
Inflation Targeting and Debt: Lessons from Brazil |
|
w10362 |
Troy Davig
Eric M. Leeper
Hess Chung
|
Monetary and Fiscal Policy Switching |
|
w10298 |
Boyan Jovanovic
Peter L. Rousseau
|
Interest Rates and Initial Public Offerings |
|
w10295 |
Leonardo Gambacorta
|
How Do Banks Set Interest Rates? |
|
w10293 |
Aaron Tornell
Frank Westermann
Lorenza Martinez
|
The Positive Link Between Financial Liberalization, Growth and Crises |
|
w10290 |
Alan Auerbach
Maurice Obstfeld
|
Monetary and Fiscal Remedies for Deflation |
|
w10289 |
Aaron Tornell
Frank Westermann
Lorenza Martinez
|
NAFTA and Mexico's Less-Than-Stellar Performance |
|
w10255 |
Lawrence J. Christiano
Roberto Motto
Massimo Rostagno
|
The Great Depression and the Friedman-Schwartz Hypothesis |
|
w10220 |
Ben S. Bernanke
Jean Boivin
Piotr Eliasz
|
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach |
2003
|
|
w10171 |
Michael D. Bordo
Robert D. Dittmar
William T. Gavin
|
Gold, Fiat Money, and Price Stability |
|
w10163 |
Willem H. Buiter
|
Helicopter Money: Irredeemable Fiat Money and the Liquidity Trap |
|
w10089 |
Eric Leeper
|
An "Inflation Reports" Report |
|
w10048 |
Francis X. Diebold
Canlin Li
|
Forecasting the Term Structure of Government Bond Yields |
|
w10042 |
Andrew Ang
Jun Liu
|
How to Discount Cashflows with Time-Varying Expected Returns |
|
w10016 |
Fernando Alvarez
Andrew Atkeson
Chris Edmond
|
On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand |
|
w9981 |
Marvin Goodfriend
|
Inflation Targeting in the United States? |
|
w9934 |
Daron Acemoglu
Simon Johnson
|
Unbundling Institutions |
|
w9840 |
Laurent Calvet
Martin Gonzalez-Eiras
Paolo Sodini
|
Financial Innovation, Market Participation and Asset Prices |
|
w9838 |
Bennett T. McCallum
|
Monetary Policy in Economies with Little or No Money |
|
w9835 |
Claudio Raddatz
Roberto Rigobon
|
Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis? |
|
w9829 |
Jean Boivin
Serena Ng
|
Are More Data Always Better for Factor Analysis? |
|
w9814 |
Alan J. Auerbach
Maurice Obstfeld
|
The Case for Open-Market Purchases in a Liquidity Trap |
|
w9759 |
John Y. Campbell
Joao F. Cocco
|
Household Risk Management and Optimal Mortgage Choice |
|
w9747 |
Lars E. O. Svensson
Michael Woodford
|
Implementing Optimal Policy through Inflation-Forecast Targeting |
|
w9640 |
Roberto Rigobon
Brian Sack
|
Spillovers Across U.S. Financial Markets |
|
w9629 |
Christian Gollier
Richard Zeckhauser
|
Collective Investment Decision Making with Heterogeneous Time Preferences |
|
w9609 |
Roberto Rigobon
Brian Sack
|
The Effects of War Risk on U.S. Financial Markets |
|
w9599 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Inflation Targeting and Sudden Stops |
|
w9552 |
Eric M. Leeper
Jennifer E. Roush
|
Putting 'M' back into Monetary Policy |
|
w9486 |
Lars E. O. Svensson
|
Monetary Policy and Real Stabilization |
|
w9457 |
Gerardo della Paolera
Alan M. Taylor
|
Gaucho Banking Redux |
|
w9430 |
Lars E. O. Svensson
Michael Woodford
|
Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux |
|
w9421 |
Lars E. O. Svensson
|
What is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules |
2002
|
|
w9391 |
Pierre-Olivier Gourinchas
Aaron Tornell
|
Exchange Rate Dynamics, Learning and Misperception |
|
t0287 |
Nelson C. Mark
Donggyu Sul
|
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
|
w9333 |
Peter L. Rousseau
|
Historical Perspectives on Financial Development and Economic Growth |
|
w9320 |
Julio J. Rotemberg
|
Customer Anger at Price Increases, Time Variation in the Frequency of Price Changes and Monetary Policy |
|
w9261 |
George J. Hall
|
Exchange Rates and Casualties During the First World War |
|
w9235 |
Laurence Ball
|
Short-Run Money Demand |
|
w9219 |
Aaron Tornell
Frank Westermann
|
Boom-Bust Cycles in Middle Income Countries: Facts and Explanation |
|
w9192 |
Eric M. Leeper
Tao Zha
|
Modest Policy Interventions |
|
w9178 |
John H. Cochrane
Monika Piazzesi
|
Bond Risk Premia |
|
w9084 |
David B. Gordon
Eric M. Leeper
|
The Price Level, the Quantity Theory of Money, and the Fiscal Theory of the Price Level |
|
w9063 |
Eric M. Leeper
Tao Zha
|
Empirical Analysis of Policy Interventions |
|
w8992 |
Frederic S. Mishkin
Eugene N. White
|
U.S. Stock Market Crashes and Their Aftermath: Implications for Monetary Policy |
|
w8990 |
Jun Liu
Francis A. Longstaff
Ravit E. Mandell
|
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
|
w8925 |
Lars E.O. Svensson
|
Inflation Targeting: Should It Be Modeled as an Instrument Rule or a Targeting Rule? |
|
w8839 |
John H. Cochrane
Monika Piazzesi
|
The Fed and Interest Rates: A High-Frequency Identification |
|
w8838 |
Roberto Chang
Andres Velasco
|
Dollarization: Analytical Issues |
|
w8794 |
Roberto Rigobon
Brian P. Sack
|
The Impact of Monetary Policy on Asset Prices |
|
w8767 |
Jordi Gali
|
New Perspectives on Monetary Policy, Inflation, and the Business Cycle |
|
w8765 |
Matthew B. Canzoneri
Robert E. Cumby
Behzad T. Diba
|
The Need for International Policy Coordination: What's Old, What's New, What's Yet to Come? |
|
w8758 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
A Dual Liquidity Model for Emerging Markets |
2001
|
|
w8679 |
Bernhard Paasche
Stanley E. Zin
|
Competition and Intervention in Sovereign Debt Markets |
|
w8617 |
Frederic S. Mishkin
|
The Transmission Mechanism and the Role of Asset Prices in Monetary Policy |
|
w8607 |
Yeung Lewis Chan
Leonid Kogan
|
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices |
|
w8597 |
Boyan Jovanovic
Peter L. Rousseau
|
Liquidity Effects in the Bond Market |
|
w8582 |
Michael D. Bordo
William G. Dewald
|
Bond Market Inflation Expectations in Industrial Countries: Historical Comparisons |
|
w8428 |
Ricardo Caballero
Arvind Krishnamurthy
|
A "Vertical" Analysis of Crises and Intervention: Fear of Floating and Ex-ante Problems |
|
w8427 |
Ricardo Caballero
Arvind Krishnamurthy
|
Smoothing Sudden Stops |
|
w8403 |
Lawrence J. Christiano
Martin Eichenbaum
Charles Evans
|
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy |
|
w8363 |
Andrew Ang
Monika Piazzesi
|
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
|
w8360 |
Fernando Alvarez
Urban J. Jermann
|
The Size of the Permanent Component of Asset Pricing Kernels |
|
w8358 |
Harrison Hong
Jeffrey D. Kubik
Jeremy C. Stein
|
Social Interaction and Stock-Market Participation |
|
w8352 |
Hans-Werner Sinn
Frank Westermann
|
Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate |
|
w8350 |
Roberto Rigobon
Brian Sack
|
Measuring the Reaction of Monetary Policy to the Stock Market |
|
w8323 |
Peter L. Rousseau
Richard Sylla
|
Financial Systems, Economic Growth, and Globalization |
|
w8255 |
Lars E.O. Svensson
Michael Woodford
|
Indicator Variables for Optimal Policy under Asymmetric Information |
|
w8248 |
Frank A. Wolak
Robert H. Patrick
|
The Impact of Market Rules and Market Structure on the Price Determination Process in the England and Wales Electricity Market |
|
w8246 |
Monika Piazzesi
|
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects |
|
w8182 |
Russell Cooper
Joao Ejarque
|
Exhuming Q: Market Power vs. Capital Market Imperfections |
|
w8072 |
Michael Woodford
|
Fiscal Requirements for Price Stability |
2000
|
|
w8060 |
Martin Schneider
Aaron Tornell
|
Balance SHeet Effects, Bailout Guarantees and Financial Crises |
|
w8044 |
Jean-Pierre Danthine
Francesco Giavazzi
Ernst-Ludwig von Thadden
|
European Financial Markets After EMU: A First Assessment |
|
w8025 |
Stefan Gerlach
Lars E.O. Svensson
|
Money and Inflation in the Euro Area: A Case for Monetary Indicators? |
|
w7971 |
Ricardo Caballero
Arvind Krishnamurthy
|
International and Domestic Collateral Constraints in a Model of Emerging Market Crises |
|
w7953 |
Lars E.O. Svensson
Michael Woodford
|
Indicator Variables for Optimal Policy |
|
w7951 |
P.R. Agenor
J. Aizenman
A. Hoffmaister
|
The Credit Crunch in East Asia: What can Bank Excess Liquid Assets Tell us? |
|
w7916 |
Bennett T. McCallum
|
The Present and Future of Monetary Policy Rules |
|
w7864 |
Maurice Obstfeld
Kenneth Rogoff
|
Do We Really Need a New International Monetary Compact? |
|
w7853 |
Michael Woodford
|
Monetary Policy in a World Without Money |
|
w7598 |
Lars E.O. Svensson
|
The First Year of the Eurosystem: Inflation Targeting or Not? |
|
w7753 |
Aaron Tornell
|
Robust-H-infinity Forecasting and Asset Pricing Anomalies |
|
w7725 |
Bennett T. McCallum
|
Alternative Monetary Policy Rules: A Comparison with Historical Settings for the United States, the United Kingdom, and Japan |
|
w7178 |
Lars E.O. Svensson
|
Does the P* Model Provide Any Rationale for Monetary Targeting? |
|
w7677 |
Bennett T. McCallum
|
Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates |
|
w7609 |
Geert Bekaert
Robert J. Hodrick
|
Expectations Hypotheses Tests |
|
w7559 |
Ben Bernanke
Mark Gertler
|
Monetary Policy and Asset Price Volatility |
|
w7549 |
Mark Gertler
Cara S. Lown
|
The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications |
|
w7516 |
Lars E.O. Svensson
|
How Should Monetary Policy be Conducted in an Era of Price Stability? |
1999
|
|
w7448 |
Peter L. Rousseau
Richard Sylla
|
Emerging Financial Markets and Early U.S. Growth |
|
w7446 |
Pierre-Richard Agenor
Joshua Aizenman
|
Financial Sector Inefficiencies and Coordinate Failures: Implications for Crisis Management |
|
w5962 |
Lars E. O. Svensson
|
Inflation Targeting: Some Extensions |
|
w7425 |
Brett Katzman
John Kennan
Neil Wallace
|
Optimal Monetary Impulse-Response Functions in a Matching Model |
|
w7386 |
Gerardo della Paolera
Alan M. Taylor
|
Internal Versus External Convertibility and Developing-Country FinancialCrises: Lessons from the Argentine Bank Bailout of the 1930's |
|
w7365 |
Michael D. Bordo
Lars Jonung
|
The Future of EMU: What Does the History of Monetary Unions Tell Us? |
|
w7350 |
Tamim Bayoumi
|
The Morning After: Explaining the Slowdown in Japanese Growth in the 1990s |
|
w7276 |
Lars E.O. Svensson
|
Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability |
|
w7253 |
Michael Hutchison
Kathleen McDill
|
Are All Banking Crises Alike? The Japanese Experience in International Comparison |
|
w7245 |
Willem H. Buiter
Nikolaos Panigirtzoglou
|
Liquidity Traps: How to Avoid Them and How to Escape Them |
|
w7242 |
Charles Engel
John H. Rogers
|
Violating the Law of One Price: Should We Make a Federal Case Out of It? |
|
w7179 |
Glenn D. Rudebusch
Lars E.O. Svensson
|
Eurosystem Monetary Targeting: Lessons from U.S. Data |
|
w7177 |
Lars E.O. Svensson
|
Monetary Policy Issues for the Eurosystem |
|
w7160 |
Robert J. Shiller
|
Designing Indexed Units of Account |
|
w7139 |
Aaron Tornell
|
Common Fundamentals in the Tequila and Asian Crises |
|
w7060 |
Fernando Alvarez
Andrew Atkeson
Patrick J. Kehoe
|
Money and Interest Rates with Endogeneously Segmented Markets |
|
w7057 |
Wouter den Haan
Garey Ramey
Joel Watson
|
Liquidity Flows and Fragility of Business Enterprises |
|
w7055 |
Owen Lamont
|
Economic Tracking Portfolios |
|
w7017 |
Lawrence J. Christiano
Christopher J. Gust
|
Taylor Rules in a Limited Participation Model |
|
w5497 |
Michael D. Bordo
Tamim Bayoumi
|
Getting Pegged: Comparing the 1879 and 1925 Gold Resumptions |
|
h0117 |
Peter L. Rousseau
|
Share Liquidity and Industrial Growth in an Emerging Market: The Case of New England, 1854-1897 |
|
w6973 |
Owen Lamont
|
Investment Plans and Stock Returns |
|
w6914 |
Robert E. Hall
|
Controlling the Price Level |
1998
|
|
w6850 |
P.R. Agenor
J. Aizenman
A. Hoffmaister
|
Contagion, Bank Lending Spreads and Output Fluctuations |
|
w6843 |
Ricardo J. Caballero
Arvind Krishnamurthy
|
Emerging Market Crises: An Asset Markets Perspective |
|
w6790 |
Lars E.O. Svensson
|
Inflation Targeting as a Monetary Policy Rule |
|
w6771 |
John H. Cochrane
|
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
|
w6736 |
David Backus
Silverio Foresi
Chris Telmer
|
Discrete-Time Models of Bond Pricing |
|
w6717 |
Ricardo J. Caballero
Mohamad L. Hammour
|
Improper Churn: Social Costs and Macroeconomic Consequences |
|
w6652 |
Simon Gilchrist
Charles Himmelberg
|
Investment, Fundamentals and Finance |
|
w6646 |
John H. Cochrane
|
A Frictionless View of U.S. Inflation |
|
w6599 |
Bennett T. McCallum
Edward Nelson
|
Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model |
|
w6597 |
Laurence Ball
|
Another Look at Long-Run Money Demand |
|
w6593 |
Orazio Attanasio
Luigi Guiso
Tuillo Jappelli
|
The Demand for Money, Financial Innovation, and the Welfare Cost of Inflation: An Analysis with Household Data |
|
w6588 |
Raquel Fernandez
|
Education and Borrowing Constraints: Tests vs. Prices |
|
w6471 |
Matthew B. Canzoneri
Robert E. Cumby
Behzad T. Diba
|
Is the Price Level Determined by the Needs of Fiscal Solvency? |
|
w6455 |
Ben Bernanke
Mark Gertler
Simon Gilchrist
|
The Financial Accelerator in a Quantitative Business Cycle Framework |
|
w6400 |
Lawrence J. Christiano
Martin Eichenbaum
Charles L. Evans
|
Monetary Policy Shocks: What Have We Learned and to What End? |
|
w6396 |
Willem H. Buiter
|
The Young Person's Guide to Neutrality, Price Level Indeterminacy, Interest Rate Pegs, and Fiscal Theories of the Price Level |
|
w6379 |
David Backus
Silverio Foresi
Abon Mozumdar
Liuren Wu
|
Predictable Changes in Yields and Forward Rates |
|
w6369 |
Rudiger Dornbusch
Carlo A. Favero
Francesco Giavazzi
|
The Immediate Challenges for the European Central Bank |
|
w6356 |
Robert J. Shiller
|
Indexed Units of Account: Theory and Assessment of Historical Experience |
1997
|
|
w6311 |
Alessandro Missale
Francesco Giavazzi
Pierpaolo Benigno
|
Managing the Public Debt in Fiscal Stabilizations: The Evidence |
|
w5797 |
Lars E. O. Svensson
|
Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets |
|
w6201 |
Michael D. Bordo
Anna J. Schwartz
|
Monetary Policy Regimes and Economic Performance: The Historical Record |
|
w6094 |
Russell Cooper
Dean Corbae
|
Financial Fragility and the Great Depression |
|
w6092 |
Menzie D. Chinn
Michael P. Dooley
|
Monetary Policy in Japan, Germany and the United States: Does One Size Fit All? |
|
w5080 |
Frederic S. Mishkin
John Simon
|
An Empirical Examination of the Fisher Effect in Australia |
|
w5963 |
Charles W. Calomiris
David C. Wheelock
|
Was the Great Depression a Watershed for American Monetary Policy? |
|
w5947 |
Sergio Rebelo
Danyang Xie
|
On the Optimality of Interest Rate Smoothing |
|
w5944 |
Pierluigi Balduzzi
Giuseppe Bertola
Silverio Foresi
Leora Klapper
|
Interest Rate Targeting and the Dynamics of Short-Term Rates |
|
w5930 |
Raquel Fernandez
Jordi Gali
|
To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints |
|
w4860 |
Michael D. Bordo
Anna J. Schwartz
|
The Specie Standard as a Contingent Rule: Some Evidence for Core and Peripheral Countries, 1880-1990 |
|
w5877 |
Paul Soderlind
Lars E. O. Svensson
|
New Techniques to Extract Market Expectations from Financial Instruments |
|
w5872 |
Jeremy Bulow
Paul Klemperer
|
The Generalized War of Attrition |
1996
|
|
w5821 |
David G. Barr
John Y. Campbell
|
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
|
w5792 |
Wouter J. Den Haan
|
Understanding Equilibrium Models with a Small and a Large Number of Agents |
|
w5789 |
Robert P. Flood
Nancy P. Marion
|
Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies |
|
w4546 |
Michael D. Bordo
Hugh Rockoff
Angela Redish
|
A Comparison of the United States and Canadian Banking Systems in the Twentieth Century: Stability vs. Efficiency? |
|
w5752 |
Torben G. Andersen
Tim Bollerslev
|
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
|
w5638 |
David Backus
Silverio Foresi
Stanley Zin
|
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
|
w5637 |
Boyan Jovanovic
Masako Ueda
|
Contracts and Money |
|
w5587 |
John Y. Campbell
Robert J. Shiller
|
A Scorecard for Indexed Government Debt |
|
w5532 |
Torsten Persson
Guido Tabellini
|
Monetary Cohabitation in Europe |
|
w4692 |
Bennett T. McCallum
|
Monetary Policy Rules and Financial Stability |
|
w5504 |
Casey B. Mulligan
Xavier Sala-i-Martin
|
Adoption of Financial Technologies: Implications for Money Demand and Monetary Policy |
|
w5499 |
Owen Lamont
|
Cash Flow and Investment: Evidence from Internal Capital Markets |
1995
|
|
w5371 |
Michael D. Bordo
Bruce Mizrach
Anna J. Schwartz
|
Real Versus Pseudo-International Systemic Risk: Some Lessons from History |
|
w5358 |
Takatoshi Ito
Tokuo Iwaisako
|
Explaining Asset Bubbles in Japan |
|
w5347 |
Michael P. Dooley
Menzie Chinn
|
Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration |
|
w4977 |
R. Glenn Hubbard
|
Is There a `Credit Channel' for Monetary Policy? |
|
w5269 |
V. V. Chari
Lawrence J. Christiano
Martin Eichenbaum
|
Inside Money, Outside Money and Short Term Interest Rates |
|
w5191 |
Maurice Obstfeld
Kenneth Rogoff
|
The Mirage of Fixed Exchange Rates |
|
w5146 |
Ben S. Bernanke
Mark Gertler
|
Inside the Black Box: The Credit Channel of Monetary Policy Transmission |
|
w5130 |
Russell Cooper
Joao Ejarque
|
Financial Intermediation and The Great Depression: A Multiple Equilibrium Interpretation |
|
w5087 |
Willem H. Buiter
|
Generational Accounts, Aggregate Saving and Intergenerational Distribution |
|
w5083 |
Nobuhiro Kiyotaki
John Moore
|
Credit Cycles |
|
w5031 |
John Y. Campbell
|
Some Lessons from the Yield Curve |
|
w4326 |
Jeffrey A. Miron
Christina D. Romer
David N. Weil
|
Historical Perspectives on the Monetary Transmission Mechanism |
