Francois Gourio
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Francois Gourio & Leena Rudanko, 2014.
"Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?,"
NBER Working Papers
19900, National Bureau of Economic Research, Inc.
- Fran?ois Gourio & Leena Rudanko, 2014. "Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?," American Economic Review, American Economic Association, vol. 104(5), pages 183-188, May.
- Leena Rudanko, 2014. "Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?," 2014 Meeting Papers 149, Society for Economic Dynamics.
- François Gourio & Leena Rudanko, 2014. "Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?," Working Paper Series WP-2014-2, Federal Reserve Bank of Chicago.
Mentioned in:
- Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?
by Christian Zimmermann in NEP-DGE blog on 2014-03-05 22:15:32
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- François Gourio & Jianjun Miao, 2010.
"Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 131-168, January.
- Francois Gourio & Jianjun Miao, 2006. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series WP2006-053, Boston University - Department of Economics.
- Francois Gourio & Jianjun Miao, 2009. "Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform," NBER Working Papers 15044, National Bureau of Economic Research, Inc.
- Jianjun Miao & Francois Gourio, 2007. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," 2007 Meeting Papers 147, Society for Economic Dynamics.
- Francois Gourio & Jianjun Miao, 2006. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-160, Boston University - Department of Economics.
- François Gourio & Jianjun Miao, 2008. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series wp2008-002, Boston University - Department of Economics.
Mentioned in:
- Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform (AEJ:MA 2010) in ReplicationWiki ()
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
Mentioned in:
- Disaster Risk and Business Cycles (AER 2012) in ReplicationWiki ()
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
Mentioned in:
- Credit Risk and Disaster Risk (AEJ:MA 2013) in ReplicationWiki ()
Working papers
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Finance and Economics Discussion Series
2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Staff Reports 1002, Federal Reserve Bank of New York.
Cited by:
- Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022.
"Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges,"
Finance and Economics Discussion Series
2022-006, Board of Governors of the Federal Reserve System (U.S.).
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
- Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023. "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series 2833, European Central Bank.
- Charles Fries & François Gourio, 2020.
"Adaptation and the Cost of Rising Temperature for the U.S. Economy,"
Working Paper Series
WP 2020-08, Federal Reserve Bank of Chicago.
- Charles Fries & François Gourio, 2020. "Adaptation and the Cost of Rising Temperature for the U.S. economy," Working Paper Series WP-2020-08, Federal Reserve Bank of Chicago.
Cited by:
- Liu, Bo & Hirsch, Barry, 2020.
"Winter Weather and Work Hours: Heterogeneous Effects and Regional Adaptation,"
IZA Discussion Papers
13831, Institute of Labor Economics (IZA).
- Bo Liu & Barry T. Hirsch, 2021. "Winter weather and work hours: Heterogeneous effects and regional adaptation," Contemporary Economic Policy, Western Economic Association International, vol. 39(4), pages 867-881, October.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina & Mr. Chris Papageorgiou, 2019.
"Macroeconomic Outcomes in Disaster-Prone Countries,"
IMF Working Papers
2019/217, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni & Papageorgiou, Chris, 2023. "Macroeconomic outcomes in disaster-prone countries," Journal of Development Economics, Elsevier, vol. 161(C).
- François Gourio & Phuong Ngo, 2020.
"Risk Premia at the ZLB: A Macroeconomic Interpretation,"
Working Paper Series
WP 2020-01, Federal Reserve Bank of Chicago.
- Phuong Ngo & Francois Gourio, 2016. "Risk Premia at the ZLB: a macroeconomic interpretation," 2016 Meeting Papers 1585, Society for Economic Dynamics.
- François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP-2020-01, Federal Reserve Bank of Chicago.
Cited by:
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
Working papers
630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Taisuke Nakata & Hiroatsu Tanaka, 2020. "Equilibrium Yield Curves and the Interest Rate Lower Bound," CARF F-Series CARF-F-482, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013.
"Time-Varying Inflation Risk and Stock Returns,"
Staff Reports
621, Federal Reserve Bank of New York.
- Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020. "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, vol. 136(2), pages 444-470.
- Abraham Lioui & Andrea Tarelli, 2023. "Money Illusion and TIPS Demand," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 171-214, February.
- Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2017. "Level and Volatility Shocks to Fiscal Policy: Term Structure Implications," 2017 Meeting Papers 258, Society for Economic Dynamics.
- Marcello Pericoli & Marco Taboga, 2022.
"Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models [Pricing the Term Structure with Linear Regressions],"
Journal of Financial Econometrics, Oxford University Press, vol. 20(5), pages 807-838.
- Marcello Pericoli & Marco Taboga, 2018. "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers) 1189, Bank of Italy, Economic Research and International Relations Area.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022.
"Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms,"
Staff Reports
1002, Federal Reserve Bank of New York.
- Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
- Mohsan Bilal, 2017. "Zeroing in: Asset Pricing at the Zero Lower Bound," 2017 Meeting Papers 377, Society for Economic Dynamics.
- Hördahl, Peter & Tristani, Oreste, 2019.
"Modelling yields at the lower bound through regime shifts,"
Working Paper Series
2320, European Central Bank.
- Peter Hördahl & Oreste Tristani, 2019. "Modelling yields at the lower bound through regime shifts," BIS Working Papers 813, Bank for International Settlements.
- Marco Bassetto & Wei Cui, 2018. "The Fiscal Theory of the Price Level in an Environment of Low Interest Rates," 2018 Meeting Papers 574, Society for Economic Dynamics.
- Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020. "Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime," FRB Atlanta Working Paper 2020-19, Federal Reserve Bank of Atlanta.
- Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).
- Qianying Chen & Mitsuru Katagiri & Jay Surti, 2018. "Banking in a Steady State of Low Growth and Interest Rates," IMF Working Papers 2018/192, International Monetary Fund.
- Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018.
"Oil, Equities, and the Zero Lower Bound,"
Finance and Economics Discussion Series
2018-058, Board of Governors of the Federal Reserve System (U.S.).
- Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021. "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 214-253, April.
- Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
- Jaccard, Ivan, 2024.
"Monetary asymmetries without (and with) price stickiness,"
Working Paper Series
2928, European Central Bank.
- Jaccard, Ivan, 2024. "Monetary Asymmetries without (and with) Price Stickiness," Dynare Working Papers 81, CEPREMAP.
- Ivan Jaccard, 2024. "Monetary Asymmetries Without (And With) Price Stickiness," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 1003-1047, May.
- Mitsuru Katagiri, 2022. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2235-2272, December.
- Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
- Ermolov, Andrey, 2022. "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, vol. 145(1), pages 1-28.
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2023.
"Nominal Rigidities and the Term Structures of Equity and Bond Returns,"
Working Papers
23-11, Federal Reserve Bank of Cleveland.
- Pier dup Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (U.S.).
- Bassetto, Marco & Cui, Wei, 2018.
"The fiscal theory of the price level in a world of low interest rates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 5-22.
- Marco Bassetto & Wei Cui, 2017. "The Fiscal Theory of the Price Level in a World of Low Interest Rates," Discussion Papers 1731, Centre for Macroeconomics (CFM).
- Marco Bassetto & Wei Cui, 2017. "The Fiscal Theory of the Price Level in a World of Low Interest Rates," Working Paper Series WP-2017-25, Federal Reserve Bank of Chicago.
- Bassetto, Marco & Cui, Wei, 2017. "The fiscal theory of the price level in a world of low interest rates," LSE Research Online Documents on Economics 84951, London School of Economics and Political Science, LSE Library.
- Kuk Mo Jung & Ju Hyun Pyun, 2020. "A Long-Run Approach to Money, Unemployment and Equity Prices," Working Papers 2001, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh, 2021.
"Can Monetary Policy Create Fiscal Capacity?,"
NBER Working Papers
29129, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick, 2021. "Can Monetary Policy Create Fiscal Capacity?," CEPR Discussion Papers 16414, C.E.P.R. Discussion Papers.
- Jung, Kuk Mo & Pyun, Ju Hyun, 2023. "A long-run approach to money, unemployment, and equity prices," Economic Modelling, Elsevier, vol. 125(C).
- Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021.
"Discount Rates, Debt Maturity, and the Fiscal Theory,"
Staff Working Papers
21-58, Bank of Canada.
- Corhay, Alexandre & Kind, Thilo & Kung, Howard & Morales, Gonzalo, 2021. "Discount rates, debt maturity, and the fiscal theory," SAFE Working Paper Series 323, Leibniz Institute for Financial Research SAFE.
- Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
- François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
- Robert A. Connolly & Chris Stivers & Licheng Sun, 2022. "Stock returns and inflation shocks in weaker economic times," Financial Management, Financial Management Association International, vol. 51(3), pages 827-867, September.
- Ricardo Lagos & Shengxing Zhang, 2018.
"A Monetary Model of Bilateral Over-the-Counter Markets,"
NBER Working Papers
25239, National Bureau of Economic Research, Inc.
- Ricardo Lagos & Shengxing Zhang, 2019. "A Monetary Model of Bilateral Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 205-227, July.
- Mitsuru Katagiri, 2018. "Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy," IMF Working Papers 2018/242, International Monetary Fund.
- Gadi Barlevy, 2022. "On Speculative Frenzies and Stabilization Policy," Working Paper Series WP 2022-35, Federal Reserve Bank of Chicago.
- Maksim Isakin & Phuong V. Ngo, 2020. "Variance Decomposition Analysis for Nonlinear Economic Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1362-1374, December.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Li, Erica X.N. & Zha, Tao & Zhang, Ji & Zhou, Hao, 2022.
"Does fiscal policy matter for stock-bond return correlation?,"
Journal of Monetary Economics, Elsevier, vol. 128(C), pages 20-34.
- Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020. "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers 27861, National Bureau of Economic Research, Inc.
- Alberto Di Iorio & Marco Fanari, 2020. "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers) 578, Bank of Italy, Economic Research and International Relations Area.
- Charles Fries & Francois Gourio, 2018.
"Weather Shocks and Climate Change,"
2018 Meeting Papers
1159, Society for Economic Dynamics.
Cited by:
- Stephie Fried, 2019. "Seawalls and Stilts: A Quantitative Macro Study of Climate Adaptation," 2019 Meeting Papers 898, Society for Economic Dynamics.
- Emmanuel Farhi & François Gourio, 2018.
"Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia,"
Working Paper Series
WP-2018-19, Federal Reserve Bank of Chicago.
- Emmanuel Farhi & Francois Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 147-250.
- Emmanuel Farhi & François Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," NBER Working Papers 25282, National Bureau of Economic Research, Inc.
Cited by:
- Olivier J Blanchard, 2019.
"Public Debt and Low Interest Rates,"
Working Paper Series
WP19-4, Peterson Institute for International Economics.
- Olivier Blanchard, 2019. "Public Debt and Low Interest Rates," American Economic Review, American Economic Association, vol. 109(4), pages 1197-1229, April.
- Olivier J. Blanchard, 2019. "Public Debt and Low Interest Rates," NBER Working Papers 25621, National Bureau of Economic Research, Inc.
- Barış Kaymak & Immo Schott, 2023.
"Corporate Tax Cuts and the Decline in the Manufacturing Labor Share,"
Econometrica, Econometric Society, vol. 91(6), pages 2371-2408, November.
- Barış Kaymak & Immo Schott, 2023. "Corporate Tax Cuts and the Decline of the Manufacturing Labor Share," International Finance Discussion Papers 1379, Board of Governors of the Federal Reserve System (U.S.).
- Barış Kaymak & Immo Schott, 2022. "Corporate tax cuts and the decline of the manufacturing labor share," Working Papers 22-39, Federal Reserve Bank of Cleveland.
- Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2023.
"Human Capitalists,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 1-61.
- Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2022. "Human Capitalists," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 1-61, National Bureau of Economic Research, Inc.
- Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2021. "Human Capitalists," NBER Working Papers 28815, National Bureau of Economic Research, Inc.
- Ellen McGrattan, 2023.
"Taxes, Regulations, and the Value of U.S. Corporations: A Reassessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 131-145, October.
- Ellen McGrattan, 2023. "Code and data files for "Taxes, Regulations, and the Value of U.S. Corporations: A Reassessment"," Computer Codes 23-164, Review of Economic Dynamics.
- Ellen R. McGrattan, 2023. "Taxes, Regulations, and the Value of U.S. Corporations: A Reassessment," Staff Report 647, Federal Reserve Bank of Minneapolis.
- Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "The neutral rate in Canada: 2020 update," Staff Analytical Notes 2020-24, Bank of Canada.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020.
"Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment,"
Working Paper Series
2352, European Central Bank.
- Smets, Frank & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," CEPR Discussion Papers 16050, C.E.P.R. Discussion Papers.
- Günter Coenen & Carlos Montes‐Galdón & Frank Smets, 2023. "Effects of State‐Dependent Forward Guidance, Large‐Scale Asset Purchases, and Fiscal Stimulus in a Low‐Interest‐Rate Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 825-858, June.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," CFS Working Paper Series 639, Center for Financial Studies (CFS).
- Günter Coenen & Carlos Montes-Galdón & Frank Smets, 2019. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/983, Ghent University, Faculty of Economics and Business Administration.
- Fernando Broner & Alberto Martín & Jaume Ventura, 2020.
"On Public Spending and Economic Unions,"
Working Papers
1167, Barcelona School of Economics.
- Ventura, Jaume & Broner, Fernando & MartÃn, Alberto, 2020. "On Public Spending and Economic Unions," CEPR Discussion Papers 15309, C.E.P.R. Discussion Papers.
- Fernando Broner & Alberto Martin & Jaume Ventura, 2021. "On Public Spending and Economic Unions," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 122-154, March.
- Fernando Broner & Alberto Martin & Jaume Ventura, 2020. "On Public Spending and Economic Unions," NBER Working Papers 27831, National Bureau of Economic Research, Inc.
- Maarten de Ridder, 2019.
"Market Power and Innovation in the Intangible Economy,"
Discussion Papers
1907, Centre for Macroeconomics (CFM).
- De Ridder, M., 2019. "Market Power and Innovation in the Intangible Economy," Cambridge Working Papers in Economics 1931, Faculty of Economics, University of Cambridge.
- de Ridder, Maarten, 2019. "Market power and innovation in the intangible economy," LSE Research Online Documents on Economics 100946, London School of Economics and Political Science, LSE Library.
- Atif Mian & Ludwig Straub & Amir Sufi, 2020.
"Indebted Demand,"
CESifo Working Paper Series
8210, CESifo.
- Atif R. Mian & Ludwig Straub & Amir Sufi, 2020. "Indebted Demand," NBER Working Papers 26940, National Bureau of Economic Research, Inc.
- Atif Mian & Ludwig Straub & Amir Sufi, 2021. "Indebted Demand," Working Papers 2021-82, Princeton University. Economics Department..
- Atif Mian & Ludwig Straub & Amir Sufi, 2021. "Indebted Demand," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(4), pages 2243-2307.
- Atif Mian & Ludwig Straub & Amir Sufi, 2021. "Indebted Demand," BIS Working Papers 968, Bank for International Settlements.
- Nitschka, Thomas & Satkurunathan, Shajivan, 2021.
"Habits die hard: implications for bond and stock markets internationally,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242358, Verein für Socialpolitik / German Economic Association.
- Dr. Thomas Nitschka & Shajivan Satkurunathan, 2021. "Habits die hard: implications for bond and stock markets internationally," Working Papers 2021-08, Swiss National Bank.
- Ufuk Akcigit & Sina T. Ates, 2019.
"What Happened to U.S. Business Dynamism?,"
NBER Working Papers
25756, National Bureau of Economic Research, Inc.
- Ufuk Akcigit & Sina Ates, 2019. "What Happened to the U.S. Business Dynamism?," 2019 Meeting Papers 150, Society for Economic Dynamics.
- Ufuk Akcigit & Sina T. Ates, 2019. "What Happened to U.S. Business Dynamism?," CESifo Working Paper Series 7854, CESifo.
- Akcigit, Ufuk & Ates, Sina T., 2019. "What Happened to U.S. Business Dynamism?," CEPR Discussion Papers 13669, C.E.P.R. Discussion Papers.
- Ufuk Akcigit & Sina T. Ates, 2020. "What Happened to U.S. Business Dynamism?," FEDS Notes 2020-02-14, Board of Governors of the Federal Reserve System (U.S.).
- Ufuk Akcigit & Sina T. Ates, 2023. "What Happened to US Business Dynamism?," Journal of Political Economy, University of Chicago Press, vol. 131(8), pages 2059-2124.
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
Working papers
630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- P. Andrade & J. Galí & H. Le Bihan & J. Matheron, 2018.
"The Optimal Inflation Target and the Natural Rate of Interest,"
Working papers
670, Banque de France.
- GalÃ, Jordi & Andrade, Philippe & Le Bihan, Hervé & Matheron, Julien, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," CEPR Discussion Papers 12723, C.E.P.R. Discussion Papers.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The optimal inflation target and the natural rate of interest," Economics Working Papers 1591, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Philippe Andrade & Jordi Gali & Herve Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 173-255.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2017. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 1009, Barcelona School of Economics.
- Philippe Andrade & Jordi Galí & Hervé Le Bihan & Julien Matheron, 2018. "The Optimal Inflation Target and the Natural Rate of Interest," NBER Working Papers 24328, National Bureau of Economic Research, Inc.
- Philippe Andrade & Jordi Gali & Hervé Le Bihan & Julien Matheron, 2019. "The Optimal Inflation Target and the Natural Rate of Interest," Working Papers 19-18, Federal Reserve Bank of Boston.
- Emmanuel Farhi & François Gourio, 2019. "What is Driving the Return Spread Between “Safe” and “Risky” Assets?," Chicago Fed Letter, Federal Reserve Bank of Chicago.
- Lukasz Rachel & Lawrence H. Summers, 2019.
"On Secular Stagnation in the Industrialized World,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(1 (Spring), pages 1-76.
- Łukasz Rachel & Lawrence H. Summers, 2019. "On Secular Stagnation in the Industrialized World," NBER Working Papers 26198, National Bureau of Economic Research, Inc.
- Has van Vlokhoven, 2024. "Estimating the Cost of Capital and the Profit Share," The Economic Journal, Royal Economic Society, vol. 134(661), pages 2175-2206.
- Akcigit, Ufuk & Ates, Sina T., 2019.
"Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory,"
CEPR Discussion Papers
13668, C.E.P.R. Discussion Papers.
- Ufuk Akcigit & Sina T. Ates, 2019. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," CESifo Working Paper Series 7849, CESifo.
- Ufuk Akcigit & Sina T. Ates, 2019. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," NBER Working Papers 25755, National Bureau of Economic Research, Inc.
- Ufuk Akcigit & Sina T. Ates, 2021. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(1), pages 257-298, January.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019.
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Cited by:
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"“Leaning against the wind”, macroprudential policy and the financial cycle,"
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"Monetary Policy and Endogenous Financial Crises,"
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- José Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary policy and endogenous financial crises," BIS Working Papers 991, Bank for International Settlements.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," Working Papers 1308, Barcelona School of Economics.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," NBER Working Papers 29602, National Bureau of Economic Research, Inc.
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- F. Boissay & F. Collard & Jordi Galí & C. Manea, 2021. "Monetary policy and endogenous financial crises," Economics Working Papers 1810, Department of Economics and Business, Universitat Pompeu Fabra.
- Boissay, Frederic & Collard, Fabrice & GalÃ, Jordi & Manea, Cristina, 2022. "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers 16825, C.E.P.R. Discussion Papers.
- Frédéric Boissay & Fabrice Collard & Jordi Gali & Cristina Manea, 2023. "Monetary Policy and Endogenous Financial Crises," Working Papers hal-03917780, HAL.
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"Speculation-driven Business Cycles,"
Working Papers
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"Optimal simple objectives for monetary policy when banks matter,"
CAMA Working Papers
2020-98, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2020. "Optimal simple objectives for monetary policy when banks matter," Bank of England working papers 890, Bank of England.
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"How does monetary policy affect household indebtedness?,"
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"Leaning against the wind and crisis risk,"
CEPR Discussion Papers
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- Moritz Schularick & Lucas ter Steege & Felix Ward, 2021. "Leaning against the Wind and Crisis Risk," American Economic Review: Insights, American Economic Association, vol. 3(2), pages 199-214, June.
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"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
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"Monetary policy and macroprudential policy: Different and separate?,"
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"Discount Rates, Debt Maturity, and the Fiscal Theory,"
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"What macroeconomic conditions lead financial crises?,"
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"Firm Entry and Macroeconomic Dynamics: A State-level Analysis,"
Finance and Economics Discussion Series
2016-043, Board of Governors of the Federal Reserve System (U.S.).
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Journal of Monetary Economics, Elsevier, vol. 117(C), pages 871-886.
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- Sanjay R. Singh & Vaishali Garga, 2019. "Output Hysteresis and Optimal Monetary Policy," Working Papers 331, University of California, Davis, Department of Economics.
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"Job flows, jobless recoveries, and the Great Moderation,"
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963, Society for Economic Dynamics.
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"Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions,"
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- Dudley Cooke & Tatiana Damjanovic, 2016. "Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions," CEMAP Working Papers 2016_02, Durham University Business School.
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"Give Me Your Tired, Your Poor, Your High-Skilled Labor: H-1B Lottery Outcomes and Entrepreneurial Success,"
NBER Working Papers
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"Optimal Fiscal Policy in a Model of Firm Entry with Financial Frictions,"
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"Demographics and the Decline in Firm Entry: Lessons from a Life-Cycle Model,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
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- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017. "Uncertainty Shocks and Firm Dynamics: Search and Monitoring in the Credit Market," CEPREMAP Working Papers (Docweb) 1707, CEPREMAP.
- Tian, Can, 2022. "Learning and firm dynamics in a stochastic equilibrium," Journal of Economic Theory, Elsevier, vol. 203(C).
- Tian, Can, 2018. "Firm-level entry and exit dynamics over the business cycles," European Economic Review, Elsevier, vol. 102(C), pages 298-326.
- William F. Lincoln & Andrew H. McCallum & Michael Siemer, 2018. "The Great Recession and a Missing Generation of Exporters," Working Papers 18-33, Center for Economic Studies, U.S. Census Bureau.
- Enisse Kharroubi, 2022. "Growth expectations and the dynamics of firm entry," BIS Working Papers 1036, Bank for International Settlements.
- Bernstein, Joshua & Richter, Alexander W. & Throckmorton, Nathaniel A., 2021. "Cyclical net entry and exit," European Economic Review, Elsevier, vol. 136(C).
- Camino-Mogro, Segundo, 2020. "Turbulence in startups: Effect of COVID-19 lockdown on creation of new firms and its capital," MPRA Paper 104502, University Library of Munich, Germany.
- Bianca Barbaro & Giorgio Massari & Patrizio Tirelli, 2022. "Who killed business dynamism in the U.S.?," Working Papers 494, University of Milano-Bicocca, Department of Economics, revised Aug 2022.
- Sergio Salgado, 2019. "Technical Change and Entrepreneurship," 2019 Meeting Papers 634, Society for Economic Dynamics.
- Andrea Colciago & Marco Membretti, 2024. "Barriers to Entry and the Labor Market," Working Papers 813, DNB.
- Stelios Giannoulakis, 2021. "Uncertainty, firm entry, and investment dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(5), pages 623-642, November.
- de Ridder, M. & Pfajfar, D., 2017. "Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks," Cambridge Working Papers in Economics 1717, Faculty of Economics, University of Cambridge.
- Schneck, Stefan, 2018. "Times are a changin'? The emergence of new firms and rank persistence," Working Papers 01/18, Institut für Mittelstandsforschung (IfM) Bonn.
- Cavallari, Lilia & Romano, Simone & Naticchioni, Paolo, 2021. "The original sin: Firms’ dynamics and the life-cycle consequences of economic conditions at birth," European Economic Review, Elsevier, vol. 138(C).
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Aubhik Khan & Julia Thomas & Tatsuro Senga, 2018. "The Persistent Effects of Entry and Exit," 2018 Meeting Papers 707, Society for Economic Dynamics.
- Péter Bauer & Marianna Endrész, 2018. "Firm Dynamics and Aggregate Growth: The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(2), pages 68-98.
- Steven J. Davis & John C. Haltiwanger, 2019.
"Dynamism Diminished: The Role of Housing Markets and Credit Conditions,"
NBER Working Papers
25466, National Bureau of Economic Research, Inc.
- Steven J. Davis & John Haltiwanger, 2024. "Dynamism Diminished: The Role of Housing Markets and Credit Conditions," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 29-61, April.
- Aubhik Khan & Julia Thomas & Tatsuro Senga, 2019. "Business Formation and Economic Growth Beyond the Great Recession," 2019 Meeting Papers 1453, Society for Economic Dynamics.
- William Lincoln & Andrew McCallum & Michael Siemer, 2018. "The Great Recession and a Missing Generation of Exporters," 2018 Meeting Papers 558, Society for Economic Dynamics.
- Stefan Schneck, 2020. "Times are a Changin’? The Emergence of New Firms and Rank Reshuffling," Journal of Industry, Competition and Trade, Springer, vol. 20(1), pages 1-33, March.
- Todd Messer & Michael Siemer & Francois Gourio, 2016.
"A Missing Generation of Firms? Aggregate Effects of the Decline in New Business Formation,"
2016 Meeting Papers
752, Society for Economic Dynamics.
Cited by:
- Ia Vardishvili, 2023.
"Entry Decision, the Option to Delay Entry, and Business Cycles,"
Auburn Economics Working Paper Series
auwp2023-04, Department of Economics, Auburn University.
- Ia Vardishvili, 2020. "Entry Decision, the Option to Delay Entry, and Business Cycles," Auburn Economics Working Paper Series auwp2020-07, Department of Economics, Auburn University.
- Marcin Bielecki, 2022.
"Long Shadows of Financial Shocks: An Endogenous Growth Perspective,"
Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 1-23.
- Marcin Bielecki, 2017. "Long shadows of financial shocks: an endogenous growth perspective," Working Papers 2017-22, Faculty of Economic Sciences, University of Warsaw.
- Cumming, Fergus, 2022.
"Mortgage cash-flows and employment,"
European Economic Review, Elsevier, vol. 144(C).
- Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
- Marcin Bielecki, 2022.
"Innovation and Endogenous Growth over the Business Cycle with Frictional Labor Markets,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(3), pages 263-302, September.
- Marcin Bielecki, 2017. "Innovation and endogenous growth over business cycle with frictional labor markets," Working Papers 2017-26, Faculty of Economic Sciences, University of Warsaw.
- Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
- Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2017.
"Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment,"
LEM Papers Series
2017/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dosi, Giovanni & Pereira, Marcelo C. & Roventini, Andrea & Virgillito, Maria Enrica, 2017. "Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment," GLO Discussion Paper Series 64, Global Labor Organization (GLO).
- G Dosi & M C Pereira & A Roventini & M E Virgillito, 2018. "Causes and consequences of hysteresis: aggregate demand, productivity, and employment," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1015-1044.
- Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2017. "Causes and consequences of hysteresis : aggregate demand, productivity and employment," Documents de Travail de l'OFCE 2017-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Ia Vardishvili, 2023.
"Entry Decision, the Option to Delay Entry, and Business Cycles,"
Auburn Economics Working Paper Series
auwp2023-04, Department of Economics, Auburn University.
- Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015.
"Uncertainty and International Capital Flows,"
2015 Meeting Papers
880, Society for Economic Dynamics.
Cited by:
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018.
"Volatility Risk Pass-Through,"
CEPR Discussion Papers
13325, C.E.P.R. Discussion Papers.
- Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016. "Volatility Risk Pass-Through," 2016 Meeting Papers 135, Society for Economic Dynamics.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018. "Volatility Risk Pass-through," NBER Working Papers 25276, National Bureau of Economic Research, Inc.
- Hernández Vega Marco A., 2021. "The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico," Working Papers 2021-11, Banco de México.
- Sangyup Choi & Davide Furceri, 2018.
"Uncertainty and Cross-Border Banking Flows,"
Working papers
2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
- Choi, Sangyup & Furceri, Davide, 2019. "Uncertainty and cross-border banking flows," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 260-274.
- Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," IMF Working Papers 2018/004, International Monetary Fund.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2017.
"Firm-Level Political Risk: Measurement and Effects,"
NBER Working Papers
24029, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Working Papers Series 96, Institute for New Economic Thinking.
- Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-325, Boston University - Department of Economics.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2017. "Firm-level political risk: Measurement and effects," CEPR Discussion Papers 12436, C.E.P.R. Discussion Papers.
- Feng, Chaonan & Han, Liyan & Vigne, Samuel & Xu, Yang, 2023. "Geopolitical risk and the dynamics of international capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Dr. Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Gad, Mahmoud & Nikolaev, Valeri & Tahoun, Ahmed & van Lent, Laurence, 2024. "Firm-level political risk and credit markets," Journal of Accounting and Economics, Elsevier, vol. 77(2).
- Kollmann, Robert, 2016.
"International business cycles and risk sharing with uncertainty shocks and recursive preferences,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
- Kollmann, Robert, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," MPRA Paper 70183, University Library of Munich, Germany.
- Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
- Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020. "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, vol. 54(C).
- Chatjuthamard, Pattanaporn & Mook Lee, Sang & Kim, Young S. & Jiraporn, Pornsit & Potosky, Denise, 2024. "Climate change and shareholder value: Evidence from textual analysis and Trump’s unexpected victory," Journal of Business Research, Elsevier, vol. 180(C).
- Agustin Benetrix & Michael Curran, 2020. "Uncertainty Shocks and the Cross-Border Funding of Banks: Unmasking Heterogeneity," Trinity Economics Papers tep0920, Trinity College Dublin, Department of Economics.
- Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
- J. Scott Davis & Eric Van Wincoop, 2017.
"Globalization and the Increasing Correlation between Capital Inflows and Outflows,"
Globalization Institute Working Papers
323, Federal Reserve Bank of Dallas.
- Davis, J. Scott & Van Wincoop, Eric, 2018. "Globalization and the increasing correlation between capital inflows and outflows," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 83-100.
- J. Scott Davis & Eric van Wincoop, 2017. "Globalization and the Increasing Correlation between Capital Inflows and Outflows," NBER Working Papers 23671, National Bureau of Economic Research, Inc.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development," Working papers 2019rwp-144, Yonsei University, Yonsei Economics Research Institute.
- Alessandra Fogli & Fabrizio Perri, 2015.
"Macroeconomic Volatility and External Imbalances,"
NBER Working Papers
20872, National Bureau of Economic Research, Inc.
- Fogli, Alessandra & Perri, Fabrizio, 2015. "Macroeconomic volatility and external imbalances," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 1-15.
- Alessandra Fogli & Fabrizio Perri, 2015. "Macroeconomic Volatility and External Imbalances," Staff Report 512, Federal Reserve Bank of Minneapolis.
- Bai, Chenjiang & Duan, Yuejiao & Liu, Congya & Qiu, Leiju, 2022. "International taxation sentiment and COVID-19 crisis," Research in International Business and Finance, Elsevier, vol. 63(C).
- Croce, Mariano & Gavazzoni, Federico & Colacito, Ric & Ready, Robert, 2018.
"Currency Risk Factors in a Recursive Multicountry Economy,"
CEPR Discussion Papers
12610, C.E.P.R. Discussion Papers.
- Robert Ready & Mariano Croce & Federico Gavazzoni & Riccardo Colacito, 2016. "Currency Risk Factors in a Recursive Multi-Country Economy," 2016 Meeting Papers 297, Society for Economic Dynamics.
- Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Felix Gerding & Espen Henriksen & Ina Simonovska, 2014.
"The Risky Capital of Emerging Markets,"
NBER Working Papers
20769, National Bureau of Economic Research, Inc.
- Ina Simonovska & Espen Henriksen & Joel David, 2016. "The Risky Capital of Emerging Markets," 2016 Meeting Papers 125, Society for Economic Dynamics.
- Pattanaporn Chatjuthamard & Sirimon Treepongkaruna & Pornsit Jiraporn & Napatsorn Jiraporn, 2021. "Does firm‐level political risk influence corporate social responsibility (CSR)? Evidence from earnings conference calls," The Financial Review, Eastern Finance Association, vol. 56(4), pages 721-741, November.
- M. Kabir Hassan & M. Sydul Karim & Tarun Mukherjee, 2023. "Does corporate diversification retrench the effects of firm‐level political risk?," The Financial Review, Eastern Finance Association, vol. 58(4), pages 663-702, November.
- Christian Friedrich & Pierre Guérin, 2016.
"The Dynamics of Capital Flow Episodes,"
Staff Working Papers
16-9, Bank of Canada.
- Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
- Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022.
"Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence,"
CAMA Working Papers
2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Choi, Sangyup & Ciminelli, Gabriele & Furceri, Davide, 2023. "Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," Working papers 2022rwp-195, Yonsei University, Yonsei Economics Research Institute.
- Summaira Malik & Ali Abbas & Malik Shahzad Shabbir & Carlos Samuel Ramos-Meza, 2024. "Business Cycle Fluctuations, Foreign Direct Investment, and Real Effective Exchange Rate Nexus Among Asian Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 5466-5479, June.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2021.
"Policy uncertainty and foreign direct investment,"
Review of International Economics, Wiley Blackwell, vol. 29(2), pages 195-227, May.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "Policy Uncertainty and Foreign Direct Investment," GRU Working Paper Series GRU_2020_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
- Gao, Xiang & Hu, Yichuan & Wang, Huanhuan & Wang, Xiaohu, 2022. "Brexit and global equity fund capital reallocation," Journal of International Money and Finance, Elsevier, vol. 125(C).
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
- Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018.
"Volatility Risk Pass-Through,"
CEPR Discussion Papers
13325, C.E.P.R. Discussion Papers.
- Charles L. Evans & Jonas D. M. Fisher & François Gourio & Spencer D. Krane, 2015.
"Risk Management for Monetary Policy Near the Zero Lower Bound,"
Working Paper Series
WP-2015-3, Federal Reserve Bank of Chicago.
- Charles Evans & Jonas Fisher & Francois Gourio & Spencer Krane, 2015. "Risk Management for Monetary Policy Near the Zero Lower Bound," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(1 (Spring), pages 141-219.
Cited by:
- Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020.
"The term structure and inflation uncertainty,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
- Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016. "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers 11730, C.E.P.R. Discussion Papers.
- Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
- Krane, Spencer David & Melosi, Leonardo & Rottner, Matthias, 2023. "Learning monetary policy strategies at the effective lower bound with sudden surprises," Discussion Papers 22/2023, Deutsche Bundesbank.
- Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819, February.
- Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020.
"The global effects of Covid-19-induced uncertainty,"
Economics Letters, Elsevier, vol. 194(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," CAMA Working Papers 2020-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers 11/2020, Bank of Finland.
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series 8280, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," "Marco Fanno" Working Papers 0256, Dipartimento di Scienze Economiche "Marco Fanno".
- Beck, Guenter W. & Wieland, Volker, 2017. "How to normalize monetary policy in the Euro area," IMFS Working Paper Series 115, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gross, Isaac & Hansen, James, 2021. "Optimal policy design in nonlinear DSGE models: An n-order accurate approximation," European Economic Review, Elsevier, vol. 140(C).
- Efrem Castelnuovo & Guay Lim, 2019.
"What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin Seneca, 2017.
"Risk Shocks Close to the Zero Lower Bound,"
2017 Meeting Papers
107, Society for Economic Dynamics.
- Seneca, Martin, 2016. "Risk shocks close to the zero lower bound," Bank of England working papers 606, Bank of England.
- Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019. "Irreversible monetary policy at the zero lower bound," Discussion Papers 1906, Graduate School of Economics, Kobe University.
- Christopher J. Gust & Benjamin K. Johannsen & J. David López-Salido, 2015. "Monetary Policy, Incomplete Information, and the Zero Lower Bound," Finance and Economics Discussion Series 2015-99, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
- Andrea Ajello & Isabel Cairó & Vasco Curdia & Thomas A. Lubik & Albert Queraltó, 2020. "Monetary Policy Tradeoffs and the Federal Reserve's Dual Mandate," Finance and Economics Discussion Series 2020-066, Board of Governors of the Federal Reserve System (U.S.).
- Campbell, Jeffrey R. & Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2019.
"The limits of forward guidance,"
Journal of Monetary Economics, Elsevier, vol. 108(C), pages 118-134.
- Melosi, Leonardo & Campbell, Jeffrey & Ferroni, Filippo & Fisher, Jonas, 2019. "The Limits of Forward Guidance," CEPR Discussion Papers 13612, C.E.P.R. Discussion Papers.
- Jeffrey Campbell & Filippo Ferroni & Jonas Fisher & Leonardo Melosi, 2019. "The limits of forward guidance," 2019 Meeting Papers 1109, Society for Economic Dynamics.
- Jeffrey R. Campbell & Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi, 2019. "The limits of forward guidance," Working Paper Series WP-2019-3, Federal Reserve Bank of Chicago.
- Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019.
"Effective lower bound risk,"
European Economic Review, Elsevier, vol. 120(C).
- Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2019. "Effective Lower Bound Risk," Finance and Economics Discussion Series 2019-077, Board of Governors of the Federal Reserve System (U.S.).
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018.
"Risk Management-Driven Policy Rate Gap,"
Melbourne Institute Working Paper Series
wp2018n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," CESifo Working Paper Series 7177, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk management-driven policy rate gap," CAMA Working Papers 2018-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018. "Risk management-driven policy rate gap," Economics Letters, Elsevier, vol. 171(C), pages 235-238.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," "Marco Fanno" Working Papers 0225, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020.
"Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009),"
CAMA Working Papers
2020-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series 8497, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009)," "Marco Fanno" Working Papers 0261, Dipartimento di Scienze Economiche "Marco Fanno".
- Tillmann Peter, 2021. "Robust Monetary Policy Under Uncertainty About the Lower Bound," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 309-321, January.
- John C. Williams, 2015. "China, rates, and the outlook: may the (economic) force be with you," Speech 152, Federal Reserve Bank of San Francisco.
- Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020.
"Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-17, June.
- Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
- Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020. "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-17, June.
- Aleksandra Praščević & Milutin Ješić, 2019. "Modeling Macroeconomic Policymakers’ Interactions under Zero Lower Bound Environment: The New Keynesian Theoretical Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(1), pages 5-38.
- Spencer D. Krane & Leonardo Melosi & Matthias Rottner, 2023. "Learning Monetary Policy Strategies at the Effective Lower Bound with Sudden Surprises," Working Paper Series WP 2023-22, Federal Reserve Bank of Chicago.
- Efrem Castelnuovo, 2019.
"Domestic and Global Uncertainty: A Survey and Some New Results,"
Melbourne Institute Working Paper Series
wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
- Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019.
"Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains,"
Working Papers
201965, University of Pretoria, Department of Economics.
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Bank of Finland Research Discussion Papers
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"Uncertainty and Monetary Policy in Good and Bad Times,"
Melbourne Institute Working Paper Series
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Economics Letters, Elsevier, vol. 162(C), pages 177-181.
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"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
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"Endogenous Forecast Switching Near the Zero Lower Bound,"
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Cited by:
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"The term structure and inflation uncertainty,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
- Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016. "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers 11730, C.E.P.R. Discussion Papers.
- Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
- Krane, Spencer David & Melosi, Leonardo & Rottner, Matthias, 2023. "Learning monetary policy strategies at the effective lower bound with sudden surprises," Discussion Papers 22/2023, Deutsche Bundesbank.
- Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819, February.
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
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"The global effects of Covid-19-induced uncertainty,"
Economics Letters, Elsevier, vol. 194(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," CAMA Working Papers 2020-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers 11/2020, Bank of Finland.
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series 8280, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," "Marco Fanno" Working Papers 0256, Dipartimento di Scienze Economiche "Marco Fanno".
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Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
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- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Andrea Ajello & Isabel Cairó & Vasco Curdia & Thomas A. Lubik & Albert Queraltó, 2020. "Monetary Policy Tradeoffs and the Federal Reserve's Dual Mandate," Finance and Economics Discussion Series 2020-066, Board of Governors of the Federal Reserve System (U.S.).
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Journal of Monetary Economics, Elsevier, vol. 108(C), pages 118-134.
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"Effective lower bound risk,"
European Economic Review, Elsevier, vol. 120(C).
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"Intermediation Markups and Monetary Policy Passthrough,"
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- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018.
"Risk Management-Driven Policy Rate Gap,"
Melbourne Institute Working Paper Series
wp2018n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," CESifo Working Paper Series 7177, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk management-driven policy rate gap," CAMA Working Papers 2018-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," "Marco Fanno" Working Papers 0225, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020.
"Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009),"
CAMA Working Papers
2020-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series 8497, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009)," "Marco Fanno" Working Papers 0261, Dipartimento di Scienze Economiche "Marco Fanno".
- John C. Williams, 2015. "China, rates, and the outlook: may the (economic) force be with you," Speech 152, Federal Reserve Bank of San Francisco.
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Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-17, June.
- Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
- Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020. "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-17, June.
- Spencer D. Krane & Leonardo Melosi & Matthias Rottner, 2023. "Learning Monetary Policy Strategies at the Effective Lower Bound with Sudden Surprises," Working Paper Series WP 2023-22, Federal Reserve Bank of Chicago.
- Efrem Castelnuovo, 2019.
"Domestic and Global Uncertainty: A Survey and Some New Results,"
Melbourne Institute Working Paper Series
wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
- Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019.
"Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains,"
Working Papers
201965, University of Pretoria, Department of Economics.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021. "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, vol. 61(6), pages 2963-2983, December.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017.
"Estimating the real effects of uncertainty shocks at the zero lower bound,"
Bank of Finland Research Discussion Papers
6/2017, Bank of Finland.
- Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino, 2015. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0200, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series 6622, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," Melbourne Institute Working Paper Series wp2017n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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"Firm Size Distortions and the Productivity Distribution: Evidence from France,"
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- Van Reenen, John & Garicano, Luis & Lelarge, Claire, 2013. "Firm Size Distortions and the Productivity Distribution: Evidence from France," CEPR Discussion Papers 9495, C.E.P.R. Discussion Papers.
- Luis Garicano & Claire Lelarge & John Van Reenen, 2012. "Firm Size Distortions and the Productivity Distribution: Evidence from France," CEP Discussion Papers dp1128, Centre for Economic Performance, LSE.
- Garicano, Luis & Lelargez, Claire & Van Reenen, John, 2016. "Firm size distortions and the productivity distribution: evidence from France," LSE Research Online Documents on Economics 66765, London School of Economics and Political Science, LSE Library.
- Luis Garicano & Claire LeLarge & John Van Reenen, 2013. "Firm Size Distortions and the Productivity Distribution: Evidence from France," NBER Working Papers 18841, National Bureau of Economic Research, Inc.
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- Pierre Cahuc & Pauline Carry & Franck Malherbet & Pedro S Martins, 2022. "Employment Effects of Restricting Fixed-Term Contracts: Theory and Evidence," SciencePo Working papers hal-03812811, HAL.
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"The Cost of Regulatory Compliance in the United States,"
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"ITQs, Firm Dynamics and Wealth Distribution: Does Full Tradability Increase Inequality?,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(2), pages 249-273, October.
- Da Rocha Alvarez, Jose Maria & Sempere, Jaume, 2015. "ITQs, Firm Dynamics and Wealth Distribution: Does full tradability increase inequality?," MPRA Paper 66083, University Library of Munich, Germany.
- Enrique Moral-Benito, 2016.
"Growing by learning: firm-level evidence on the size-productivity nexus,"
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"Policy distortions and aggregate productivity with endogenous establishment-level productivity,"
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- José-María Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," NBER Working Papers 23339, National Bureau of Economic Research, Inc.
- Marina Mendes Tavares & Diego Restuccia & Jose-Maria Da-Rocha, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," 2014 Meeting Papers 1196, Society for Economic Dynamics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2021. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-702, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2019. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-629, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
- Jose Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-523, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-579, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2016. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-558, University of Toronto, Department of Economics.
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"The Impact of Regulation on Innovation,"
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"International Risk Cycles,"
NBER Working Papers
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"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
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"Real Exchange Variability in a Two-Country Business Cycle Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
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"Risk sharing in a world economy with uncertainty shocks,"
CAMA Working Papers
2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," Globalization Institute Working Papers 258, Federal Reserve Bank of Dallas.
- Kollmann, Robert, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," CEPR Discussion Papers 10940, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," Working Papers ECARES ECARES 2015-43, ULB -- Universite Libre de Bruxelles.
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"Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel,"
CEPR Discussion Papers
11911, C.E.P.R. Discussion Papers.
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- Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," MPRA Paper 77558, University Library of Munich, Germany.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Globalization Institute Working Papers 307, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2017. "Explaining international business cycle synchronization: Recursive preferences and the terms of trade channel," CAMA Working Papers 2017-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2019. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Open Economies Review, Springer, vol. 30(1), pages 65-85, February.
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"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
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"Solution Methods for Models with Rare Disasters,"
CEPR Discussion Papers
11115, C.E.P.R. Discussion Papers.
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"Exchange Rates and Interest Parity,"
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"Exchange Rates, Interest Rates, and the Risk Premium,"
NBER Working Papers
21042, National Bureau of Economic Research, Inc.
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"Uncertainty spillover and policy reactions,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 64-77, April.
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"When the Walk Is Not Random: Commodity Prices and Exchange Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
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"The Real Exchange Rate, Real Interest Rates, and the Risk Premium,"
Economics Series
265, Institute for Advanced Studies.
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"International Contagion Through Leveraged Financial Institutions,"
NBER Working Papers
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"Rare disasters, the natural interest rate and monetary policy,"
Temi di discussione (Economic working papers)
1309, Bank of Italy, Economic Research and International Relations Area.
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"The Term Structure of Currency Carry Trade Risk Premia,"
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19623, National Bureau of Economic Research, Inc.
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"International business cycles and risk sharing with uncertainty shocks and recursive preferences,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
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- Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
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"Commodity Trade and the Carry Trade: A Tale of Two Countries,"
Journal of Finance, American Finance Association, vol. 72(6), pages 2629-2684, December.
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"Online Appendix to "Structural Asymmetries and Financial Imbalances in the Eurozone","
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CEPR Discussion Papers
16299, C.E.P.R. Discussion Papers.
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"Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities,"
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"Crash Risk in Currency Returns,"
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753, Society for Economic Dynamics.
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"Disaster Risk and Asset Returns : An International Perspective,"
International Finance Discussion Papers
1199, Board of Governors of the Federal Reserve System (U.S.).
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- Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
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"Capital Flow Waves: Surges, Stops, Flight, and Retrenchment,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
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"Global Spillover Effects of US Uncertainty,"
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"Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences,"
CAMA Working Papers
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- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann, 2014. "Exchange rates dynamics with long-run risk and recursive preferences," Globalization Institute Working Papers 212, Federal Reserve Bank of Dallas.
- Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
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"Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints,"
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"The Economics of Currency Risk,"
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"How Non-traded Goods May Generate Quasi-quadratic Costs for Capital Adjustment,"
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"How Can Asset Prices Value Exchange Rate Wedges?,"
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"A Consumption-Based Approach to Exchange Rate Predictability,"
Borradores de Economia
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- Lorenzo Garlappi & Jack Favilukis, 2015. "The Carry Trade and UIP when Markets are Incomplete," 2015 Meeting Papers 242, Society for Economic Dynamics.
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
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- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
- Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
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"The impact of uncertainty shocks in emerging economies,"
Journal of International Economics, Elsevier, vol. 90(2), pages 316-325.
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- Hwang, So Jung & Suh, Hyunduk, 2021. "Overall and time-varying effects of global and domestic uncertainty on the Korean economy," Journal of Asian Economics, Elsevier, vol. 76(C).
- Francois Gourio & Leena Rudanko, 2011.
"Customer Capital,"
NBER Working Papers
17191, National Bureau of Economic Research, Inc.
- François Gourio & Leena Rudanko, 2014. "Customer Capital," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1102-1136.
- Leena Rudanko & Francois Gourio, 2010. "Customer Capital," 2010 Meeting Papers 121, Society for Economic Dynamics.
Cited by:
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2014. "Analytical Derivation of Power Laws in Firm Size Variables from Gibrat’s Law and Quasi-inversion Symmetry: A Geomorphological Approach," UTokyo Price Project Working Paper Series 019, University of Tokyo, Graduate School of Economics.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2015.
"Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions,"
SciencePo Working papers Main
hal-03392977, HAL.
- Nicolas Petrovsky-Nadeau & Etienne Wasmer, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Working Papers hal-00972918, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2015. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Post-Print hal-03392977, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers hal-01073540, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers Main hal-01073540, HAL.
- Nicolas Petrovsky-Nadeau & Etienne Wasmer, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," SciencePo Working papers Main hal-00972918, HAL.
- Nicolas Petrosky-Nadeau & Etienne Wasmer, 2014. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," Working Papers hal-01073540, HAL.
- Petrosky-Nadeau, Nicolas & Wasmer, Etienne, 2015. "Macroeconomic dynamics in a model of goods, labor, and credit market frictions," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 97-113.
- Petrosky-Nadeau, Nicolas & Wasmer, Etienne, 2011. "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," IZA Discussion Papers 5763, Institute of Labor Economics (IZA).
- Nicolas Petrosky-Nadeau & Etienne Wasmer, "undated". "Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions," GSIA Working Papers 2011-E6, Carnegie Mellon University, Tepper School of Business.
- Ruediger Bachmann & Gabriel Ehrlich & Ying Fan & Dimitrije Ruzic, 2017.
"Firms and Collective Reputation: A Study of the Volkswagen Emissions Scandal,"
CESifo Working Paper Series
6805, CESifo.
- Bachmann, Rüdiger & Ehrlich, Gabriel & Ruzic, Dimitrije & Fan, Ying, 2017. "Firms and Collective Reputation: a Study of the Volkswagen Emissions Scandal," CEPR Discussion Papers 12504, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Gabriel Ehrlich & Ying Fan & Dimitrije Ruzic & Benjamin Leard, 2019. "Firms and Collective Reputation: a Study of the Volkswagen Emissions Scandal," NBER Working Papers 26117, National Bureau of Economic Research, Inc.
- Rüdiger Bachmann & Gabriel Ehrlich & Ying Fan & Dimitrije Ruzic & Benjamin Leard, 2023. "Firms and Collective Reputation: a Study of the Volkswagen Emissions Scandal," Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 484-525.
- MIZUNO Takayuki & SOUMA Wataru & WATANABE Tsutomu, 2015. "Buyer-Supplier Networks and Aggregate Volatility," Discussion papers 15056, Research Institute of Economy, Trade and Industry (RIETI).
- Gumpert, Anna & Li, Haishi & Moxnes, Andreas & Ramondo, Natalia & Tintelnot, Felix, 2020.
"The life-cycle dynamics of exporters and multinational firms,"
Journal of International Economics, Elsevier, vol. 126(C).
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- Anna Gumpert & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," CESifo Working Paper Series 6758, CESifo.
- Anna Gumpert & Haishi Li & Andreas Moxnes & Natalia Ramondo & Felix Tintelnot, 2017. "The Life-Cycle Dynamics of Exporters and Multinational Firms," NBER Working Papers 24013, National Bureau of Economic Research, Inc.
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- Allen Tran, 2013. "Customer Driven Establishment Dynamics and Allocative Efficiency," 2013 Meeting Papers 115, Society for Economic Dynamics.
- Shouyong Shi, 2013.
"Customer Relationship and Sales,"
Working Papers
tecipa-490, University of Toronto, Department of Economics.
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- Shouyong Shi, 2011. "Customer Relationship and Sales," Working Papers tecipa-429, University of Toronto, Department of Economics.
- Shouyong Shi, 2013. "Customer Relationship and Sales," 2013 Meeting Papers 88, Society for Economic Dynamics.
- Takayuki Mizuno & Wataru Souma & Tsutomu Watanabe, 2014. "Buyer-Supplier Networks and Aggregate Volatility," CARF F-Series CARF-F-353, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ana Luisa Pessoa de Araujo, 2017. "Wage Inequality and Job Stability," Opportunity and Inclusive Growth Institute Working Papers 5, Federal Reserve Bank of Minneapolis.
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"Inflation Dynamics During the Financial Crisis,"
Finance and Economics Discussion Series
2015-12, Board of Governors of the Federal Reserve System (U.S.).
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- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2017. "Inflation Dynamics during the Financial Crisis," American Economic Review, American Economic Association, vol. 107(3), pages 785-823, March.
- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajsek, 2013. "Inflation Dynamics During the Financial Crisis," Working Papers 78, Brandeis University, Department of Economics and International Business School.
- Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2016. "Inflation Dynamics During the Financial Crisis," NBER Working Papers 22827, National Bureau of Economic Research, Inc.
- Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2014. "Inflation Dynamics During the Financial Crisis," 2014 Meeting Papers 206, Society for Economic Dynamics.
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"Demand or Productivity: What Determines Firm Growth?,"
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- Schivardi, Fabiano & Pozzi, Andrea, 2012. "Demand or productivity: What determines firm growth?," CEPR Discussion Papers 9184, C.E.P.R. Discussion Papers.
- Andrea Pozzi & Fabiano Schivardi, 2016. "Demand or productivity: what determines firm growth?," RAND Journal of Economics, RAND Corporation, vol. 47(3), pages 608-630, August.
- A. Pozzi & F. Schivardi, 2012. "Demand or productivity: What determines firm growth?," Working Paper CRENoS 201224, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- King, Philip & Millard, Stephen, 2014.
"Modelling the service sector,"
LSE Research Online Documents on Economics
58234, London School of Economics and Political Science, LSE Library.
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- Philip King & Stephen Millard, 2014. "Modelling the service sector," Discussion Papers 1401, Centre for Macroeconomics (CFM).
- Pollak, Andreas, 2022. "A Unified Theory of Growth, Cycles and Unemployment - Part I: Technology, Competition and Growth," MPRA Paper 117768, University Library of Munich, Germany.
- Luigi Paciello & Andrea Pozzi & Nicholas Trachter, 2014.
"Price Dynamics with Customer Markets,"
Working Paper
14-17, Federal Reserve Bank of Richmond.
- Luigi Paciello & Andrea Pozzi & Nicholas Trachter, 2013. "Price Dynamics with Customer Markets," EIEF Working Papers Series 1328, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2017.
- Luigi Paciello & Andrea Pozzi & Nicholas Trachter, 2019. "Price Dynamics With Customer Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(1), pages 413-446, February.
- Paciello, Luigi & Pozzi, Andrea & Trachter, Nicholas, 2014. "Price Dynamics with Customer Markets," CEPR Discussion Papers 10220, C.E.P.R. Discussion Papers.
- Paciello, Luigi & Pozzi, Andrea & Trachter, Nicholas, 2017. "Price Dynamics with Customer Markets," CEPR Discussion Papers 11753, C.E.P.R. Discussion Papers.
- Hall, R.E., 2016.
"Macroeconomics of Persistent Slumps,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2131-2181,
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- Robert E. Hall, 2016. "Macroeconomics of Persistent Slumps," NBER Working Papers 22230, National Bureau of Economic Research, Inc.
- Larkin, Yelena, 2013. "Brand perception, cash flow stability, and financial policy," Journal of Financial Economics, Elsevier, vol. 110(1), pages 232-253.
- Alok Johri & Terry Yip, 2017. "Financial Shocks,Supply-chain Relationships and the Great Trade Collapse," Department of Economics Working Papers 2017-11, McMaster University.
- Takayuki Mizuno & Wataru Souma & Tsutomu Watanabe, 2014. "The Structure and Evolution of Buyer-Supplier Networks," CARF F-Series CARF-F-339, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Claudio Ferraz & Frederico Finan & Dimitri Szerman, 2015.
"Procuring Firm Growth: The Effects of Government Purchases on Firm Dynamics,"
NBER Working Papers
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- Claudio Ferraz & Frederico Finan & Dimitri Joe de Alencar Szerman, 2015. "Procuring Firm Growth: The Effects of Government Purchases on Firm Dynamics," Textos para discussão 639, Department of Economics PUC-Rio (Brazil).
- Mizuno, Takayuki & Souma, Wataru & Watanabe, Tsutomu, 2014. "The Structure and Evolution of Buyer-Supplier Networks," Working Paper Series 27, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Takayuki Mizuno & Wataru Souma & Tsutomu Watanabe, 2014. "Buyer-Supplier Networks and Aggregate Volatility," UTokyo Price Project Working Paper Series 033, University of Tokyo, Graduate School of Economics.
- Alok Johri & Terry Yip, 2015. "Financial Shocks, Customer Capital and the Trade Collapse of 2008-2009," Department of Economics Working Papers 2015-13, McMaster University, revised Sep 2015.
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"The Macro Impact of Short-Termism,"
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- Murphy, Daniel, 2013.
"Why are Goods and Services more Expensive in Rich Countries? Demand Complementarities and Cross-Country Price Differences,"
Working Papers
636, Research Seminar in International Economics, University of Michigan.
- Daniel P. Murphy, 2013. "Why are goods and services more expensive in rich countries? demand complementarities and cross-country price differences," Globalization Institute Working Papers 156, Federal Reserve Bank of Dallas.
- Huang, Wei-Chi & Lai, Ching-Chong & Chen, Ping-Ho, 2017. "International R&D funding and patent collateral in an R&D-based growth model," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 545-561.
- Costas Arkolakis, 2011.
"A Unified Theory of Firm Selection and Growth,"
NBER Working Papers
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- Costas Arkolakis, 2009. "A Unified Theory of Firm Selection and Growth," CESifo Working Paper Series 2679, CESifo.
- Costas Arkolakis, 2016. "A Unified Theory of Firm Selection and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(1), pages 89-155.
- Peters, Ryan H. & Taylor, Lucian A., 2017. "Intangible capital and the investment-q relation," Journal of Financial Economics, Elsevier, vol. 123(2), pages 251-272.
- Den Haan, Wouter, 2013. "Inventories and the Role of Goods-Market Frictions for Business Cycles," CEPR Discussion Papers 9628, C.E.P.R. Discussion Papers.
- Takushi Kurozumi & Willem Van Zandweghe, 2016.
"Kinked Demand Curves, the Natural Rate Hypothesis, and Macroeconomic Stability,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 240-257, April.
- Takushi Kurozumi & Willem Van Zandweghe, 2015. "Code and data files for "Kinked Demand Curves, the Natural Rate Hypothesis, and Macroeconomic Stability"," Computer Codes 13-259, Review of Economic Dynamics.
- Takushi Kurozumi & Willem Van Zandweghe, 2013. "Kinked demand curves, the natural rate hypothesis, and macroeconomic stability," Research Working Paper RWP 13-08, Federal Reserve Bank of Kansas City.
- Leena Rudanko & Francois Gourio, 2011.
"Customer capital and the business cycle,"
2011 Meeting Papers
120, Society for Economic Dynamics.
Cited by:
- Allen Tran, 2013. "Customer Driven Establishment Dynamics and Allocative Efficiency," 2013 Meeting Papers 115, Society for Economic Dynamics.
- Francois Gourio & Jianjun Miao, 2010.
"Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts","
Online Appendices
08-187, Review of Economic Dynamics.
- Francois Gourio & Jianjun Miao, 2011. "Transitional Dynamics of Dividend and Capital Gains Tax Cuts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 368-383, April.
Cited by:
- Chung Tran & Sebastian Wende, 2017.
"On the Marginal Excess Burden of Taxation in an Overlapping Generations Model,"
ANU Working Papers in Economics and Econometrics
2017-652, Australian National University, College of Business and Economics, School of Economics.
- Tran, Chung & Wende, Sebastian, 2021. "On the marginal excess burden of taxation in an overlapping generations model," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Seppo Kari & Jussi Laitila, 2015.
"Nonlinear Dividend Tax and the Dynamics of the Firm,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 71(2), pages 153-177, June.
- Kari, Seppo & Laitila, Jussi, 2012. "Non-linear dividend tax and dynamics of the firm," Working Papers 41, VATT Institute for Economic Research.
- Anagnostopoulos, Alexis & Cárceles-Poveda, Eva & Lin, Danmo, 2012.
"Dividend and capital gains taxation under incomplete markets,"
Journal of Monetary Economics, Elsevier, vol. 59(7), pages 599-611.
- Alexis Anagnostopoulos & Eva Carceles-Poveda, 2010. "Dividend and Capital Gains Taxation under Incomplete Markets," Department of Economics Working Papers 10-06, Stony Brook University, Department of Economics.
- Arpad Abraham & Pavel Brendler & Eva Carceles, 2021.
"Capital Tax Reforms With Policy Uncertainty,"
Department of Economics Working Papers
21-01, Stony Brook University, Department of Economics.
- Árpád Ábrahám & Pavel Brendler & Eva Cárceles‐Poveda, 2024. "Capital Tax Reforms With Policy Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 75-116, February.
- Arpad Abraham & Pavel Brendler & Eva Carceles, 2023. "Capital Tax Reforms With Policy Uncertainty," Department of Economics Working Papers 23-01, Stony Brook University, Department of Economics.
- Danilo Stojanovic, 2022. "The 2003 Tax Reform and Corporate Payout Policy in the US," CERGE-EI Working Papers wp727, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Dudley Cooke & Tatiana Damjanovic, 2020.
"Optimal Fiscal Policy in a Model of Firm Entry with Financial Frictions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 74-96, January.
- Dudley Cooke & Tatiana Damjanovic, 2019. "Code and data files for "Optimal Fiscal Policy in a Model of Firm Entry with Financial Frictions"," Computer Codes 18-243, Review of Economic Dynamics.
- Stylianos Asimakopoulos & James Malley & Apostolis Philippopoulos & Jim Malley, 2024.
"The Firm-Level and Aggregate Effects of Corporate Payout Policy,"
CESifo Working Paper Series
11460, CESifo.
- Stylianos Asimakopoulos & James Malley & Apostolis Philippopoulos, 2024. "The Firm-level and Aggregate E¤ects of Corporate Payout Policy," Working Papers 2024_13, Business School - Economics, University of Glasgow.
- Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Eva Carceles-Poveda, 2018.
"Financing Corporate Tax Cuts with Shareholder Taxes,"
Department of Economics Working Papers
18-07, Stony Brook University, Department of Economics.
- Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Eva Cárceles‐Poveda, 2022. "Financing corporate tax cuts with shareholder taxes," Quantitative Economics, Econometric Society, vol. 13(1), pages 315-354, January.
- Armenter, Roc & Hnatkovska, Viktoria, 2017. "Taxes and capital structure: Understanding firms’ savings," Journal of Monetary Economics, Elsevier, vol. 87(C), pages 13-33.
- Ji, Philip Inyeob, 2016. "Is corporate payout taxation a long run phenomenon? Evidence from international data," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 84-100.
- Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022.
"Share Buybacks and Corporate Tax Cuts,"
IEAS Working Paper : academic research
22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023. "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Matteo F. Ghilardi & Roy Zilberman, 2022.
"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
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359000594, Lancaster University Management School, Economics Department.
- Matteo F. Ghilardi & Roy Zilberman, 2024. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(3), pages 409-448.
- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," IMF Working Papers 2022/127, International Monetary Fund.
- Chen, Peter & Karabarbounis, Loukas & Neiman, Brent, 2017.
"The global rise of corporate saving,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 1-19.
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- Peter Chen & Loukas Karabarbounis & Brent Neiman, 2017. "The Global Rise of Corporate Saving," Working Papers 736, Federal Reserve Bank of Minneapolis.
- Jacob, Martin, 2021. "Dividend taxes, employment, and firm productivity," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Pham, Ngoc-Sang, 2023.
"Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation,"
Mathematical Social Sciences, Elsevier, vol. 123(C), pages 95-104.
- Ngoc-Sang Pham, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," Post-Print halshs-04033250, HAL.
- Pham, Ngoc-Sang, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," MPRA Paper 117131, University Library of Munich, Germany.
- Anagnostopoulos, Alexis & Atesagaoglu, Orhan Erem, 2023. "Shareholder tax cuts with household and firm heterogeneity," Finance Research Letters, Elsevier, vol. 57(C).
- Vasiliki Dimakopoulou & George Economides & Apostolis Philippopoulos, 2021. "The ECB's Policy, the Recovery Fund and the Importance of Trust: The Case of Greece," CESifo Working Paper Series 9371, CESifo.
- James Malley & Apostolis Philippopoulos & Jim Malley, 2022.
"The Macroeconomic Effects of Funding U.S. Infrastructure,"
CESifo Working Paper Series
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- Malley, James & Philippopoulos, Apostolis, 2023. "The macroeconomic effects of funding U.S. infrastructure," European Economic Review, Elsevier, vol. 152(C).
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"The macroeconomics of firms' savings,"
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- Kizuku Takao, 2014. "Dynamic effects of anticipated and temporary tax changes in a R&D-Based growth model," Discussion Papers in Economics and Business 14-10, Osaka University, Graduate School of Economics.
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- Teegawende H. Zeida, 2021. "Online Appendix to "The Tax Cuts and Jobs Act (TCJA): A Quantitative Evaluation of Key Provisions"," Online Appendices 19-358, Review of Economic Dynamics.
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- Jiang, Lunan, 2015. "Dividend Taxes, Household Heterogeneity, and the US Great Depression," MPRA Paper 77029, University Library of Munich, Germany.
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"International Disaster Risk, Business Cycles, and Exchange Rates,"
2010 Meeting Papers
435, Society for Economic Dynamics.
Cited by:
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"Aggregation without the aggravation? Nonparametric analysis of the representative consumer,"
CeMMAP working papers
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- Cherchye, L.J.H. & Crawford, I. & de Rock, B. & Vermeulen, F.M.P., 2011. "Aggregation without the Aggravation? Nonparametric Analysis of the Representative Consumer," Other publications TiSEM e6102eac-a248-49dc-ae8e-1, Tilburg University, School of Economics and Management.
- Cherchye, Laurens & Crawford, Ian & De Rock, Bram & Vermeulen, Frederic, 2011. "Aggregation without the Aggravation? Nonparametric Analysis of the Representative Consumer," IZA Discussion Papers 6266, Institute of Labor Economics (IZA).
- Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen, 2012. "Aggregation without the aggravation? Nonparametric analysis of the representative consumer," CeMMAP working papers 03/12, Institute for Fiscal Studies.
- Cherchye, L.J.H. & Crawford, I. & de Rock, B. & Vermeulen, F.M.P., 2011. "Aggregation without the Aggravation? Nonparametric Analysis of the Representative Consumer," Discussion Paper 2011-143, Tilburg University, Center for Economic Research.
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"Aggregation without the aggravation? Nonparametric analysis of the representative consumer,"
CeMMAP working papers
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"Transitional Dynamics of Dividend and Capital Gains Tax Cuts,"
NBER Working Papers
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Cited by:
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"On the Marginal Excess Burden of Taxation in an Overlapping Generations Model,"
ANU Working Papers in Economics and Econometrics
2017-652, Australian National University, College of Business and Economics, School of Economics.
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"Nonlinear Dividend Tax and the Dynamics of the Firm,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 71(2), pages 153-177, June.
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"Dividend and capital gains taxation under incomplete markets,"
Journal of Monetary Economics, Elsevier, vol. 59(7), pages 599-611.
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- Arpad Abraham & Pavel Brendler & Eva Carceles, 2021.
"Capital Tax Reforms With Policy Uncertainty,"
Department of Economics Working Papers
21-01, Stony Brook University, Department of Economics.
- Árpád Ábrahám & Pavel Brendler & Eva Cárceles‐Poveda, 2024. "Capital Tax Reforms With Policy Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 75-116, February.
- Arpad Abraham & Pavel Brendler & Eva Carceles, 2023. "Capital Tax Reforms With Policy Uncertainty," Department of Economics Working Papers 23-01, Stony Brook University, Department of Economics.
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"Optimal Fiscal Policy in a Model of Firm Entry with Financial Frictions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 74-96, January.
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"The Firm-Level and Aggregate Effects of Corporate Payout Policy,"
CESifo Working Paper Series
11460, CESifo.
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"Financing Corporate Tax Cuts with Shareholder Taxes,"
Department of Economics Working Papers
18-07, Stony Brook University, Department of Economics.
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"Share Buybacks and Corporate Tax Cuts,"
IEAS Working Paper : academic research
22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
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"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
Working Papers
359000594, Lancaster University Management School, Economics Department.
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- Matteo Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," IMF Working Papers 2022/127, International Monetary Fund.
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"The global rise of corporate saving,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 1-19.
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"Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation,"
Mathematical Social Sciences, Elsevier, vol. 123(C), pages 95-104.
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"The Macroeconomic Effects of Funding U.S. Infrastructure,"
CESifo Working Paper Series
9530, CESifo.
- Malley, James & Philippopoulos, Apostolis, 2023. "The macroeconomic effects of funding U.S. infrastructure," European Economic Review, Elsevier, vol. 152(C).
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Working Papers
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"The Tax Cuts and Jobs Act (TCJA): A Quantitative Evaluation of Key Provisions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 74-97, October.
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- Tuochen Li & Liang Yang, 2021. "The Effects of Tax Reduction and Fee Reduction Policies on the Digital Economy," Sustainability, MDPI, vol. 13(14), pages 1-20, July.
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- Jiang, Lunan, 2015. "Dividend Taxes, Household Heterogeneity, and the US Great Depression," MPRA Paper 77029, University Library of Munich, Germany.
- Michael Siemer, 2014. "Firm Entry and Employment Dynamics in the Great Recession," Finance and Economics Discussion Series 2014-56, Board of Governors of the Federal Reserve System (U.S.).
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"Disasters Risk and Business Cycles,"
NBER Working Papers
15399, National Bureau of Economic Research, Inc.
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- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
Cited by:
- Croce, M.M. & Nguyen, Thien T. & Raymond, S. & Schmid, L., 2019. "Government debt and the returns to innovation," Journal of Financial Economics, Elsevier, vol. 132(3), pages 205-225.
- Freire, Gustavo, 2021. "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019.
"Costly Default And Asymmetric Real Business Cycles,"
LIDAM Discussion Papers IRES
2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
- Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
- Fève, Patrick & Garcia Sanchez, Pablo & Moura, Alban & Pierrard, Olivier, 2019. "Costly default and asymetric real business cycles," TSE Working Papers 19-1048, Toulouse School of Economics (TSE).
- Kuehn, Lars-Alexander & Petrosky-Nadeau, Nicolas & Zhang, Lu, 2011.
"An Equilibrium Asset Pricing Model with Labor Market Search,"
Working Paper Series
2012-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, "undated". "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers 2010-E63, Carnegie Mellon University, Tepper School of Business.
- Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau & Lu Zhang, 2012. "An Equilibrium Asset Pricing Model with Labor Market Search," NBER Working Papers 17742, National Bureau of Economic Research, Inc.
- Susanto Basu & Brent Bundick, 2011.
"Uncertainty Shocks in a Model of Effective Demand,"
Boston College Working Papers in Economics
774, Boston College Department of Economics, revised 01 Nov 2015.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers 12-15, Federal Reserve Bank of Boston.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty Shocks in a Model of Effective Demand," NBER Working Papers 18420, National Bureau of Economic Research, Inc.
- Susanto Basu & Brent Bundick, 2017. "Uncertainty Shocks in a Model of Effective Demand," Econometrica, Econometric Society, vol. 85, pages 937-958, May.
- Susanto Basu & Brent Bundick, 2014. "Uncertainty shocks in a model of effective demand," Research Working Paper RWP 14-15, Federal Reserve Bank of Kansas City.
- Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
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"Approximating time varying structural models with time invariant structures,"
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- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015. "Approximating Time Varying Structural Models With Time Invariant Structures," Working Paper 15-10, Federal Reserve Bank of Richmond.
- Li, Erica X.N. & Palomino, Francisco, 2014. "Nominal rigidities, asset returns, and monetary policy," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 210-225.
- Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
- João F Gomes & Marco Grotteria & Jessica A Wachter, 2019.
"Cyclical Dispersion in Expected Defaults,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(4), pages 1275-1308.
- João F. Gomes & Marco Grotteria & Jessica A. Wachter, 2017. "Cyclical Dispersion in Expected Defaults," NBER Working Papers 23704, National Bureau of Economic Research, Inc.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2024.
"The Finance Uncertainty Multiplier,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 577-615.
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- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2018. "The Finance Uncertainty Multiplier," NBER Working Papers 24571, National Bureau of Economic Research, Inc.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2023. "The Finance Uncertainty Multiplier," Working Papers 01/2023, Centre for Household Finance and Macroeconomic Research (HOFIMAR), BI Norwegian Business School.
- Alfaro, Ivan & Bloom, Nicholas & Lin, Xiaoji, 2017. "The Finance Uncertainty Multiplier," Working Paper Series 2017-30, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Gabriel Chodorow-Reich & Loukas Karabarbounis & Rohan Kekre, 2019.
"The Macroeconomics of the Greek Depression,"
Working Papers
758, Federal Reserve Bank of Minneapolis.
- Karabarbounis, Loukas & Chodorow-Reich, Gabriel & Kekre, Rohan, 2019. "The Macroeconomics of the Greek Depression," CEPR Discussion Papers 13762, C.E.P.R. Discussion Papers.
- Gabriel Chodorow-Reich & Loukas Karabarbounis & Rohan Kekre, 2019. "The Macroeconomics of the Greek Depression," 2019 Meeting Papers 1396, Society for Economic Dynamics.
- Gabriel Chodorow-Reich & Loukas Karabarbounis & Rohan Kekre, 2019. "The Macroeconomics of the Greek Depression," NBER Working Papers 25900, National Bureau of Economic Research, Inc.
- Gabriel Chodorow-Reich & Loukas Karabarbounis & Rohan Kekre, 2023. "The Macroeconomics of the Greek Depression," American Economic Review, American Economic Association, vol. 113(9), pages 2411-2457, September.
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021.
"Uncertainty and Monetary Policy during the Great Recession,"
Economics Working Papers
2021-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 577-606, May.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series 8985, CESifo.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty And Monetary Policy During The Great Recession," "Marco Fanno" Working Papers 0270, Dipartimento di Scienze Economiche "Marco Fanno".
- Robert J. Barro & Tao Jin, 2016.
"Rare Events and Long-Run Risks,"
NBER Working Papers
21871, National Bureau of Economic Research, Inc.
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- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," Working Paper 115371, Harvard University OpenScholar.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015.
"The Tail that Wags the Economy: Beliefs and Persistent Stagnation,"
NBER Working Papers
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- Veldkamp, Laura & Venkateswaran, Venky, 2018. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," CEPR Discussion Papers 11352, C.E.P.R. Discussion Papers.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," Working Papers 2019-6, Federal Reserve Bank of St. Louis.
- Heiberger, Christopher, 2020. "Labor market search, endogenous disasters and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021.
"Risky Business Cycles,"
NBER Working Papers
28693, National Bureau of Economic Research, Inc.
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics, revised 17 Sep 2024.
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
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"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
Cambridge Working Papers in Economics
2156, Faculty of Economics, University of Cambridge.
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"Solution Methods for Models with Rare Disasters,"
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"Uncertainty Shocks as Second-Moment News Shocks,"
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"r Minus g,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 1-17, April.
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"Measuring Macroeconomic Tail Risk,"
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"The return on everything and the business cycle in production economies,"
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"Time-Varying Rare Disaster Risks, Oil Returns and Volatility,"
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"Online Appendix to "Rare Events and Long-Run Risks","
Online Appendices
18-485, Review of Economic Dynamics.
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- Vasilev, Aleksandar, 2018. "An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2016)," EconStor Preprints 182577, ZBW - Leibniz Information Centre for Economics.
- Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series 480, Center for Financial Studies (CFS).
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- François Gourio, 2008.
"Is there a majority to support a capital tax cut?,"
Boston University - Department of Economics - Working Papers Series
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Cited by:
- Kyösti Pietola & Sami Myyrä & Eija Pouta, 2011. "The Effects of Changes in Capital Gains Taxes on Land Sales: Empirical Evidence from Finland," Land Economics, University of Wisconsin Press, vol. 87(4), pages 582-594.
- François Gourio, 2008.
"Time-series predictability in the disaster model,"
Boston University - Department of Economics - Working Papers Series
wp2008-016, Boston University - Department of Economics.
- Gourio, François, 2008. "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, vol. 5(4), pages 191-203, December.
Cited by:
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
- Volker Wieland & Christos Koulovatianos, 2011.
"Asset Pricing under Rational Learning about Rare Disasters,"
2011 Meeting Papers
1417, Society for Economic Dynamics.
- Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
- Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"The role of time‐varying rare disaster risks in predicting bond returns and volatility,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
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"Time-Varying Rare Disaster Risks, Oil Returns and Volatility,"
Working Papers
201762, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
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"Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?,"
NBER Working Papers
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- Jessica A. Wachter, 2013. "Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?," Journal of Finance, American Finance Association, vol. 68(3), pages 987-1035, June.
- Jessica Wachter, 2008. "Can time-varying risk of rare disasters explain aggregate stock market volatility?," 2008 Meeting Papers 944, Society for Economic Dynamics.
- Huynh, Thanh D. & Nguyen, Thu Ha & Truong, Cameron, 2020. "Climate risk: The price of drought," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Priyank Gandhi & Hanno Lustig & Alberto Plazzi, 2016.
"Equity is Cheap for Large Financial Institutions: The International Evidence,"
NBER Working Papers
22355, National Bureau of Economic Research, Inc.
- Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi, 2016. "Equity is Cheap for Large Financial Institutions: The International Evidence," Swiss Finance Institute Research Paper Series 16-22, Swiss Finance Institute, revised Jun 2016.
- Gandhi, Priyank & Lustig, Hanno & Plazzi, Alberto, 2016. "Equity Is Cheap for Large Financial Institutions: The International Evidence," Research Papers 3454, Stanford University, Graduate School of Business.
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- Jerry Tsai, 2013. "Rare Disasters and the Term Structure of Interest Rates," Economics Series Working Papers 665, University of Oxford, Department of Economics.
- Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series 1463, European Central Bank.
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- Ludvigson, Sydney C., 2013.
"Advances in Consumption-Based Asset Pricing: Empirical Tests,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 799-906,
Elsevier.
- Sydney C. Ludvigson, 2011. "Advances in Consumption-Based Asset Pricing: Empirical Tests," NBER Working Papers 16810, National Bureau of Economic Research, Inc.
- Max Gillman & Michal Kejak & Michal Pakos, 2014. "Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices," CERGE-EI Working Papers wp507, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019. "Policy News and Stock Market Volatility," NBER Working Papers 25720, National Bureau of Economic Research, Inc.
- Jim Dolmas, 2013. "Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion," Working Papers 1309, Federal Reserve Bank of Dallas.
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- Max Gillman & Michal Kejak & Michal Pakos, 2014.
"Learning about Rare Disasters: Implications for Consumptions and Asset Prices,"
CEU Working Papers
2014_2, Department of Economics, Central European University.
- Max Gillman & Michal Kejak & Michal Pakoš, 2015. "Learning about Rare Disasters: Implications For Consumption and Asset Prices," Review of Finance, European Finance Association, vol. 19(3), pages 1053-1104.
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- Manela, Asaf & Moreira, Alan, 2017. "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, vol. 123(1), pages 137-162.
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
- Berkman, Henk & Jacobsen, Ben & Lee, John B., 2011. "Time-varying rare disaster risk and stock returns," Journal of Financial Economics, Elsevier, vol. 101(2), pages 313-332, August.
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- Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
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- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
- Boston University & Francois Gourio, 2008.
"Labor Leverage, Firms Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Returns,"
2008 Meeting Papers
149, Society for Economic Dynamics.
Cited by:
- Francois Gourio, 2007.
"Putty-Clay Technology And Stock Market Volatility,"
Boston University - Department of Economics - Working Papers Series
WP2007-005, Boston University - Department of Economics.
- Gourio, François, 2011. "Putty-clay technology and stock market volatility," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 117-131, March.
- Roberto Marfè, 2016.
"Labor Rigidity and the Dynamics of the Value Premium,"
Carlo Alberto Notebooks
460, Collegio Carlo Alberto.
- Roberto Marfè, 2017. "Labor Rigidity and the Dynamics of the Value Premium," 2017 Meeting Papers 466, Society for Economic Dynamics.
- Roberto Marfè, 2015. "Labor Rigidity and the Dynamics of the Value Premium," Carlo Alberto Notebooks 429, Collegio Carlo Alberto.
- Lukas Schmid & Joao Gomes, 2009. "Equilibrium Credit Spreads and the Macroeconomy," 2009 Meeting Papers 1109, Society for Economic Dynamics.
- Xiaolan Zhang, 2014. "Who Bears Firm-Level Risk? Implications for Cash Flow Volatility," 2014 Meeting Papers 184, Society for Economic Dynamics.
- Francois Gourio, 2007.
"Putty-Clay Technology And Stock Market Volatility,"
Boston University - Department of Economics - Working Papers Series
WP2007-005, Boston University - Department of Economics.
- Francois Gourio & Anil K Kashyap, 2007.
"Investment Spikes: New Facts And A General Equilibrium Exploration,"
Boston University - Department of Economics - Working Papers Series
WP2007-006, Boston University - Department of Economics.
- Gourio, Francois & Kashyap, Anil K, 2007. "Investment spikes: New facts and a general equilibrium exploration," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 1-22, September.
- Francois Gourio & Anil K. Kashyap, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," NBER Working Papers 13157, National Bureau of Economic Research, Inc.
- Anil Kashyap & Francois Gourio, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," 2007 Meeting Papers 148, Society for Economic Dynamics.
Cited by:
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2018.
"Quantifying Reduced-Form Evidence on Collateral Constraints,"
Working Papers
hal-03393129, HAL.
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2018. "Quantifying Reduced-Form Evidence on Collateral Constraints," SciencePo Working papers hal-03393129, HAL.
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2022. "Quantifying Reduced‐Form Evidence on Collateral Constraints," Journal of Finance, American Finance Association, vol. 77(4), pages 2143-2181, August.
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2022. "Quantifying Reduced-Form Evidence on Collateral Constraints," Post-Print hal-03869851, HAL.
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2022. "Quantifying Reduced-Form Evidence on Collateral Constraints," SciencePo Working papers Main hal-03869851, HAL.
- Sylvain Catherine & Thomas Chaney & Zongbo Huang & David Sraer & David Thesmar, 2018. "Quantifying Reduced-Form Evidence on Collateral Constraints," SciencePo Working papers Main hal-03393129, HAL.
- Matthias Kehrig & Nicolas Vincent, 2013. "Financial Frictions and Investment Dynamics in Multi-Plant Firms," Working Papers 13-56, Center for Economic Studies, U.S. Census Bureau.
- Isabelle Mejean & Andrei Levchenko & Julian di Giovanni, 2013.
"Firms, Destinations, and Aggregate Fluctuations,"
2013 Meeting Papers
352, Society for Economic Dynamics.
- Julian di Giovanni & Andrei A. Levchenko & Isabelle Méjean, 2012. "Firms, Destinations, and Aggregate Fluctuations," Working Papers 630, Research Seminar in International Economics, University of Michigan.
- Julian di Giovanni & Andrei Levchenko & Isabelle Mejean, 2014. "Firms, Destinations, and Aggregate Fluctuations," NBER Working Papers 20061, National Bureau of Economic Research, Inc.
- Julian di Giovanni & Andrei A. Levchenko & Isabelle Méjean, 2013. "Firms, destinations, and aggregate fluctuations," Economics Working Papers 1387, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2014.
- Levchenko, Andrei & di Giovanni, Julian & Mejean, Isabelle, 2012. "Firms, Destinations, and Aggregate Fluctuations," CEPR Discussion Papers 9168, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Andrei A. Levchenko & Isabelle Mejean, 2014. "Firms, Destinations, and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 82(4), pages 1303-1340, July.
- Julia K. Thomas & Aubhik Khan, 2004.
"Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics,"
2004 Meeting Papers
455, Society for Economic Dynamics.
- Aubhik Khan & Julia K. Thomas, 2006. "Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics," 2006 Meeting Papers 294, Society for Economic Dynamics.
- Aubhik Khan & Julia K. Thomas, 2008. "Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics," Econometrica, Econometric Society, vol. 76(2), pages 395-436, March.
- Aubhik Khan & Julia K. Thomas, 2004. "Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics," Staff Report 352, Federal Reserve Bank of Minneapolis.
- Aubhik Khan & Julia Thomas, 2007. "Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics," NBER Working Papers 12845, National Bureau of Economic Research, Inc.
- Aubhik Khan & Julia K. Thomas, 2004. "Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics," Working Papers 04-15, Federal Reserve Bank of Philadelphia.
- Aubhik Khan & Julia K. Thomas, 2007. "Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics," Working Papers 07-24, Federal Reserve Bank of Philadelphia.
- NIREI Makoto, 2024. "Empirical Estimation of the Propagation of Investment Spikes over the Production Network," Discussion papers 24029, Research Institute of Economy, Trade and Industry (RIETI).
- Sveen, Tommy & Weinke, Lutz, 2007. "Lumpy investment, sticky prices, and the monetary transmission mechanism," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 23-36, September.
- Ryan Michaels & Michael Elsby, 2012.
"Fixed Adjustment Costs and Aggregate Fluctuations,"
2012 Meeting Papers
679, Society for Economic Dynamics.
- Elsby, Michael W.L. & Michaels, Ryan, 2019. "Fixed adjustment costs and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 128-147.
- Ruediger Bachmann & Ricardo J. Caballero & Eduardo Engel, 2008.
"Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model,"
Cowles Foundation Discussion Papers
1566R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2010.
- Ruediger Bachmann & Ricardo J. Caballero & Eduardo M.R.A. Engel, 2006. "Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model," NBER Working Papers 12336, National Bureau of Economic Research, Inc.
- R?diger Bachmann & Ricardo J. Caballero & Eduardo M. R. A. Engel, 2013. "Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 29-67, October.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012.
"Economic Policies with Endogenous Innovation and Keynesian Demand Management,"
Post-Print
hal-01410703, HAL.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Economic policies with endogenous innovation and keynesian demand management," Post-Print hal-03414188, HAL.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Economic policies with endogenous innovation and keynesian demand management," SciencePo Working papers Main hal-03414188, HAL.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Economic policies with endogenous innovation and Keynesian demand management," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 5, pages 110-148, Edward Elgar Publishing.
- Guimarães, Bernardo de Vasconcellos & Machado, Caio Henrique, 2015.
"Demand expectations and the timing of stimulus policies,"
Textos para discussão
379, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Guimaraes, Bernardo, 2015. "Demand expectations and the timing of stimulus policies," LSE Research Online Documents on Economics 86322, London School of Economics and Political Science, LSE Library.
- Guimaraes, Bernardo & Machado, Caio, 2013. "Demand expectations and the timing of stimulus policies," MPRA Paper 48895, University Library of Munich, Germany.
- Bernardo Guimaraes & Caio Machado, 2014. "Demand expectations and the timing of stimulus Policies," Discussion Papers 1503, Centre for Macroeconomics (CFM).
- Guimaraes, Bernardo & Machado, Caio, 2014. "Demand expectations and the timing of stimulus policies," CEPR Discussion Papers 9977, C.E.P.R. Discussion Papers.
- Yi Wen & Leo Kaas & Costas Azariadis, 2014.
"Self-Fulfilling Credit Cycles,"
2014 Meeting Papers
1169, Society for Economic Dynamics.
- Costas Azariadis & Leo Kaas & Yi Wen, 2016. "Self-Fulfilling Credit Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1364-1405.
- Costas Azariadis & Leo Kaas, 2012. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2012-16, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Self-fulfilling credit cycles," Working Papers 2012-047, Federal Reserve Bank of St. Louis.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," CESifo Working Paper Series 5289, CESifo.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Papers 2015-5, Federal Reserve Bank of St. Louis.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2015-07, Department of Economics, University of Konstanz.
- Ejarque, Joao & Nilsen, Øivind Anti, 2008.
"Identifying Adjustment Costs of Net and Gross Employment Changes,"
IZA Discussion Papers
3703, Institute of Labor Economics (IZA).
- Ejarque, João Miguel & Nilsen, Øivind Anti, 2008. "Identifying Adjustment Costs of Net and Gross Employment Changes," Economics Discussion Papers 8924, University of Essex, Department of Economics.
- Oivind A. Nilsen & Joao M. Ejarque, 2007. "Identifying Adjustment Costs of Net and Gross Employment Changes," 2007 Meeting Papers 670, Society for Economic Dynamics.
- Francois Gourio, 2007. "Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle," Boston University - Department of Economics - Working Papers Series WP2007-007, Boston University - Department of Economics.
- Rüdiger Bachmann & Lin Ma, 2016.
"Lumpy Investment, Lumpy Inventories,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 821-855, August.
- Rüdiger Bachmann & Lin Ma, 2012. "Lumpy Investment, Lumpy Inventories," NBER Working Papers 17924, National Bureau of Economic Research, Inc.
- Verona, Fabio, 2013.
"Investment dynamics with information costs,"
Bank of Finland Research Discussion Papers
18/2013, Bank of Finland.
- Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Gourio, Francois & Kashyap, Anil K, 2007.
"Investment spikes: New facts and a general equilibrium exploration,"
Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 1-22, September.
- Francois Gourio & Anil K. Kashyap, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," NBER Working Papers 13157, National Bureau of Economic Research, Inc.
- Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts And A General Equilibrium Exploration," Boston University - Department of Economics - Working Papers Series WP2007-006, Boston University - Department of Economics.
- Anil Kashyap & Francois Gourio, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," 2007 Meeting Papers 148, Society for Economic Dynamics.
- Min Fang, 2021. "Lumpy Investment, Fluctuations in Volatility and Monetary Policy," Working Papers 002001, University of Florida, Department of Economics.
- Isaac Baley & Andrés Blanco, 2019.
"Aggregate Dynamics in Lumpy Economies,"
Working Papers
1116, Barcelona School of Economics.
- Isaac Baley & Andrés Blanco, 2021. "Aggregate Dynamics in Lumpy Economies," Econometrica, Econometric Society, vol. 89(3), pages 1235-1264, May.
- Isaac Baley & Andrés Blanco, 2019. "Aggregate dynamics in lumpy economies," Economics Working Papers 1670, Department of Economics and Business, Universitat Pompeu Fabra.
- Isaac Baley & Julio Blanco, 2019. "Aggregate Dynamics in Lumpy Economies," 2019 Meeting Papers 903, Society for Economic Dynamics.
- Jiao, Feng & Zhang, Chuanqian, 2022. "Lumpy investment and credit risk," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Eslava, Marcela & Haltiwanger, John C. & Kugler, Adriana & Kugler, Maurice, 2005.
"Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants,"
IZA Discussion Papers
1751, Institute of Labor Economics (IZA).
- M. Eslava, J. Haltwanger, A. Kugler, M. Kugler, 2008. "Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants," Working Papers eg0059, Wilfrid Laurier University, Department of Economics, revised 2008.
- Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2005. "Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants," NBER Working Papers 11656, National Bureau of Economic Research, Inc.
- Kugler, Adriana D. & Eslava, Marcela & Haltiwanger Jr, John C & Kugler, Maurice, 2005. "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," CEPR Discussion Papers 5267, C.E.P.R. Discussion Papers.
- Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2008. "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," CID Working Papers 184, Center for International Development at Harvard University.
- Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2010. "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," The Review of Economics and Statistics, MIT Press, vol. 92(2), pages 378-391, May.
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"Uncertainty Traps,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1641-1692.
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"Credit supply and green Investments,"
CAGE Online Working Paper Series
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CESifo Working Paper Series
9977, CESifo.
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American Economic Review, American Economic Association, vol. 107(3), pages 824-857, March.
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"Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries,"
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"Good Dispersion, Bad Dispersion,"
CEPR Discussion Papers
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"Threats and opportunities in the digital era: Automation spikes and employment dynamics,"
Research Policy, Elsevier, vol. 50(7).
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Bank of Finland Research Discussion Papers
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"Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles,"
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"Large Open Economies and Fixed Costs of Capital Adjustment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 125-146, July.
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"An Empirical Study of Interaction-Based Aggregate Investment Fluctuations,"
The Japanese Economic Review, Japanese Economic Association, vol. 68(2), pages 137-157, June.
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Boston University - Department of Economics - Working Papers Series
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"What happens after an investment spike - investment events and firm performance,"
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"Firms' Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns,"
2006 Meeting Papers
846, Society for Economic Dynamics.
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"Detecting Propagation Effects by Observing Aggregate Distributions: The Case of Lumpy Investments,"
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"Entry and Exit Echoes,"
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1171-1203, September.
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"Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle,"
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2004 Meeting Papers
455, Society for Economic Dynamics.
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- Julia K. Thomas & Aubhik Khan, 2004.
"Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics,"
2004 Meeting Papers
455, Society for Economic Dynamics.
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"Putty-Clay Technology And Stock Market Volatility,"
Boston University - Department of Economics - Working Papers Series
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"Are There Long-Run Effects of the Minimum Wage?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 306-333, April.
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- R. Førsund, Finn & Vislie, Jon, 2011. "From Macro Growth to Disaggregated Production Studies," Memorandum 22/2011, Oslo University, Department of Economics.
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"Capital Heterogeneity as a Source of Comparative Advantage: Putty-Clay Technology in a Ricardian Model,"
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"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
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- François Gourio, 2006.
"Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns,"
Boston University - Department of Economics - Working Papers Series
WP2006-005, Boston University - Department of Economics.
- Francois Gourio, 2006. "Firms' Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns," 2006 Meeting Papers 846, Society for Economic Dynamics.
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"Investment spikes: New facts and a general equilibrium exploration,"
Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 1-22, September.
- Francois Gourio & Anil K. Kashyap, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," NBER Working Papers 13157, National Bureau of Economic Research, Inc.
- Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts And A General Equilibrium Exploration," Boston University - Department of Economics - Working Papers Series WP2007-006, Boston University - Department of Economics.
- Anil Kashyap & Francois Gourio, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," 2007 Meeting Papers 148, Society for Economic Dynamics.
- Mariano Max Croce, 2010. "Tax Uncertainty, Leverage and Asset Prices," 2010 Meeting Papers 1084, Society for Economic Dynamics.
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- François Gourio & Pierre-Alexandre Noual, 2006.
"The Marginal Worker and The Aggregate Elasticity of Labor Supply,"
Boston University - Department of Economics - Working Papers Series
WP2006-009, Boston University - Department of Economics.
- Francois Gourio & Pierre-Alexandre Noual, 2006. "The Marginal Worker and the Aggregate Elasticity of Labor Supply," 2006 Meeting Papers 509, Society for Economic Dynamics.
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"Household search and the aggregate labor market,"
Discussion Papers
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- Mankart, Jochen & Oikonomou, Rigas, 2012. "Household Search and the Aggregate Labor Market," Economics Working Paper Series 1225, University of St. Gallen, School of Economics and Political Science.
- Jochen Mankart & Rigas Oikonomou, 2017. "Household Search and the Aggregate Labour Market," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1735-1788.
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"Nature or Nurture? Learning and Female Labor Force Dynamics,"
Working Papers
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- Laura Veldkamp & Alessandra Fogli, 2007. "Nature or Nurture? Learning and Female Labor Force Dynamics," 2007 Meeting Papers 1021, Society for Economic Dynamics.
- Veldkamp, Laura & Fogli, Alessandra, 2007. "Nature or Nurture? Learning and Female Labour Force Dynamics," CEPR Discussion Papers 6324, C.E.P.R. Discussion Papers.
- Alessandra Fogli & Laura Veldkamp, 2007. "Nature or nurture? learning and female labor force dynamics," Staff Report 386, Federal Reserve Bank of Minneapolis.
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"Who Benefits from the Earned Income Tax Credit? Incidence among Recipients, Coworkers and Firms,"
IZA Discussion Papers
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Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
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Economics Working Papers
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"Transitional Dynamics of Dividend and Capital Gains Tax Cuts,"
NBER Working Papers
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- François Gourio, 2005.
"Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns,"
Boston University - Department of Economics - Working Papers Series
WP2005-002, Boston University - Department of Economics.
- Francois Gourio, 2005. "Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns," 2005 Meeting Papers 66, Society for Economic Dynamics.
Cited by:
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"Financial Markets and the Real Economy,"
Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
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- João F. Gomes & Leonid Kogan & Motohiro Yogo, 2009. "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941-986.
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"Anomalies,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
- Lu Zhang, 2005. "Anomalies," NBER Working Papers 11322, National Bureau of Economic Research, Inc.
- Belo, Frederico, 2010. "Production-based measures of risk for asset pricing," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 146-163, March.
- Francois Gourio & Jianjun Miao, "undated".
"Transitional Dynamics of Dividend Tax Reform,"
Boston University - Department of Economics - Working Papers Series
wp2008-021, Boston University - Department of Economics.
Cited by:
- Francois Gourio & Jianjun Miao, 2006.
"Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-160, Boston University - Department of Economics.
- Francois Gourio & Jianjun Miao, 2006. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series WP2006-053, Boston University - Department of Economics.
- Francois Gourio & Jianjun Miao, 2009. "Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform," NBER Working Papers 15044, National Bureau of Economic Research, Inc.
- Jianjun Miao & Francois Gourio, 2007. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," 2007 Meeting Papers 147, Society for Economic Dynamics.
- François Gourio & Jianjun Miao, 2008. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series wp2008-002, Boston University - Department of Economics.
- François Gourio & Jianjun Miao, 2010. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 131-168, January.
- Strulik, Holger & Trimborn, Timo, 2010.
"Anticipated tax reforms and temporary tax cuts: A general equilibrium analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2141-2158, October.
- Strulik, Holger & Trimborn, Timo, 2008. "Anticipated Tax Reforms and Temporary Tax Cuts: A General Equilibrium Analysis," Hannover Economic Papers (HEP) dp-406, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Francois Gourio & Jianjun Miao, 2006.
"Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-160, Boston University - Department of Economics.
Articles
- Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel, 2019.
"The cross-section of labor leverage and equity returns,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 497-518.
See citations under working paper version above.
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017. "The Cross-Section of Labor Leverage and Equity Returns," Working Paper Series WP-2017-22, Federal Reserve Bank of Chicago.
- Andres Donangelo & Fran�ois Gourio & Matthias Kehrig & Miguel Palacios, 2017. "The Cross-Section of Labor Leverage and Equity Returns," Working Papers 17-70, Center for Economic Studies, U.S. Census Bureau.
- Menelik Geremew & François Gourio, 2018.
"Seasonal and Business Cycles of U.S. Employment,"
Economic Perspectives, Federal Reserve Bank of Chicago, issue 3, pages 1-28.
Cited by:
- Andrew Taeho Kim & Matt Erickson & Yurong Zhang & ChangHwan Kim, 2022. "Who is the “She” in the Pandemic “She-Cession”? Variation in COVID-19 Labor Market Outcomes by Gender and Family Status," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 41(3), pages 1325-1358, June.
- Mutascu, Mihai, 2019. "Phillips curve in US: New insights in time and frequency," Research in Economics, Elsevier, vol. 73(1), pages 85-96.
- Cowan, Benjamin & Jones, Todd R. & Swigert, Jeffrey, 2024.
"Parental and Student Time Use Around the Academic Year,"
Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 66-110.
- Benjamin Cowan & Todd R. Jones & Jeffrey Swigert, 2023. "Parental and Student Time Use around the Academic Year," CESifo Working Paper Series 10391, CESifo.
- Cowan, Benjamin & Jones, Todd R. & Swigert, Jeffrey, 2023. "Parental and Student Time Use around the Academic Year," IZA Discussion Papers 16086, Institute of Labor Economics (IZA).
- Benjamin W. Cowan & Todd R. Jones & Jeffrey M. Swigert, 2023. "Parental and Student Time Use Around the Academic Year," NBER Working Papers 31177, National Bureau of Economic Research, Inc.
- John Coglianese & Brendan M. Price, 2020. "Income in the Off-Season: Household Adaptation to Yearly Work Interruptions," Finance and Economics Discussion Series 2020-084, Board of Governors of the Federal Reserve System (U.S.).
- John Coglianese & Brendan M. Price, 2020. "Income in the Off-Season: Household Adaptation to Yearly Work Interruptions," Upjohn Working Papers 20-337, W.E. Upjohn Institute for Employment Research.
- Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
- Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael, 2022. "The perils of working with big data, and a SMALL checklist you can use to recognize them," Business Horizons, Elsevier, vol. 65(4), pages 481-492.
- François Gourio & Anil K. Kashyap & Jae W. Sim, 2018.
"The Trade offs in Leaning Against the Wind,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(1), pages 70-115, March.
See citations under working paper version above.
- François Gourio & Anil K. Kashyap & Jae W. Sim, 2017. "The Tradeoffs in Leaning Against the Wind," Working Paper Series WP-2017-21, Federal Reserve Bank of Chicago.
- François Gourio & Anil K. Kashyap & Jae Sim, 2017. "The Tradeoffs in Leaning Against the Wind," NBER Working Papers 23658, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Francois Gourio, 2018.
"Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 147-250.
See citations under working paper version above.
- Emmanuel Farhi & François Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," NBER Working Papers 25282, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & François Gourio, 2018. "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Working Paper Series WP-2018-19, Federal Reserve Bank of Chicago.
- François Gourio & Todd Messer & Michael Siemer, 2016.
"Firm Entry and Macroeconomic Dynamics: A State-Level Analysis,"
American Economic Review, American Economic Association, vol. 106(5), pages 214-218, May.
See citations under working paper version above.
- François Gourio & Todd Messer & Michael Siemer, 2016. "Firm Entry and Macroeconomic Dynamics: A State-level Analysis," Working Paper Series WP-2016-1, Federal Reserve Bank of Chicago.
- François Gourio & Todd Messer & Michael Siemer, 2016. "Firm Entry and Macroeconomic Dynamics: A State-level Analysis," Finance and Economics Discussion Series 2016-043, Board of Governors of the Federal Reserve System (U.S.).
- Justin Bloesch & François Gourio, 2015.
"The Effect of Winter Weather on U.S. Economic Activity,"
Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I.
Cited by:
- Brigitte Roth Tran, 2022.
"Sellin' in the Rain: Weather, Climate, and Retail Sales,"
Working Paper Series
2022-02, Federal Reserve Bank of San Francisco.
- Brigitte Roth Tran, 2023. "Sellin’ in the Rain: Weather, Climate, and Retail Sales," Management Science, INFORMS, vol. 69(12), pages 7423-7447, December.
- Ivan T. Ivanov & Tom Zimmermann, 2018. "Claim Dilution in the Municipal Debt Market," Finance and Economics Discussion Series 2018-011, Board of Governors of the Federal Reserve System (U.S.).
- Colacito, Riccardo & Hoffmann, Bridget & Phan, Toan, 2016.
"Temperature and Growth: A Panel Analysis of the United States,"
IDB Publications (Working Papers)
7654, Inter-American Development Bank.
- Riccardo Colacito & Bridget Hoffman & Toan Phan, 2018. "Temperature and Growth: A Panel Analysis of the United States," Working Paper 18-9, Federal Reserve Bank of Richmond.
- Riccardo Colacito & Bridget Hoffmann & Toan Phan, 2019. "Temperature and Growth: A Panel Analysis of the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 313-368, March.
- Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi, 2023.
"When Climate Meets Real Estate: A Survey of the Literature,"
FHFA Staff Working Papers
23-05, Federal Housing Finance Agency.
- Justin Contat & Carrie Hopkins & Luis Mejia & Matthew Suandi, 2024. "When climate meets real estate: A survey of the literature," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(3), pages 618-659, May.
- Yoo, Jonghyun & Eom, Jiyong & Zhou, Yuyu, 2024. "Thermal comfort and retail sales: A big data analysis of extreme temperature's impact on brick-and-mortar stores," Journal of Retailing and Consumer Services, Elsevier, vol. 77(C).
- Gallic, Ewen & Vermandel, Gauthier, 2017. "Weather Shocks, Climate Change and Business Cycles," MPRA Paper 81230, University Library of Munich, Germany.
- Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024.
"Macroeconomic Spillovers of Weather Shocks across U.S. States,"
FEEM Working Papers
343506, Fondazione Eni Enrico Mattei (FEEM).
- Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers 2403.10907, arXiv.org, revised Apr 2024.
- Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Working Papers 2024.09, Fondazione Eni Enrico Mattei.
- Charles Fries & François Gourio, 2020.
"Adaptation and the Cost of Rising Temperature for the U.S. Economy,"
Working Paper Series
WP 2020-08, Federal Reserve Bank of Chicago.
- Charles Fries & François Gourio, 2020. "Adaptation and the Cost of Rising Temperature for the U.S. economy," Working Paper Series WP-2020-08, Federal Reserve Bank of Chicago.
- Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, December.
- Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
- Hyunju Kang & Hyunduk Suh & Jongmin Yu, 2019.
"Does Air Pollution Affect Consumption Behavior? Evidence from Korean Retail Sales,"
Asian Economic Journal, East Asian Economic Association, vol. 33(3), pages 235-251, September.
- Hyunju Kang & Hyunduk Suh & Jongmin Yu, 2017. "Does Air Pollution Affect Consumption Behavior? Evidence from Korean Retail Sales," Inha University IBER Working Paper Series 2017-4, Inha University, Institute of Business and Economic Research, revised Apr 2017.
- Kuroda, Yuta, 2022. "The effect of pollen exposure on consumption behaviors: Evidence from home scanner data," Resource and Energy Economics, Elsevier, vol. 67(C).
- Sultana Zeenat Fouzia & Jianhong Mu & Yong Chen, 2020. "Local labour market impacts of climate-related disasters: a demand-and-supply analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 15(3), pages 336-352, July.
- James R. Brown & Matthew T. Gustafson & Ivan T. Ivanov, 2021. "Weathering Cash Flow Shocks," Journal of Finance, American Finance Association, vol. 76(4), pages 1731-1772, August.
- Brigitte Roth Tran, 2022.
"Sellin' in the Rain: Weather, Climate, and Retail Sales,"
Working Paper Series
2022-02, Federal Reserve Bank of San Francisco.
- François Gourio & Thomas H. Klier, 2015.
"Recent Trends in Capital Accumulation and Implications for Investment,"
Chicago Fed Letter, Federal Reserve Bank of Chicago.
Cited by:
- King, Carey W., 2020. "An integrated biophysical and economic modeling framework for long-term sustainability analysis: the HARMONEY model," Ecological Economics, Elsevier, vol. 169(C).
- Daan Steenkamp, 2016.
"Factor substitution and productivity in New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/12, Reserve Bank of New Zealand.
- Daan Steenkamp, 2018. "Factor Substitution and Productivity in New Zealand," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 64-79, March.
- Malherbe, Frederic & McMahon, Michael, 2024.
"Beyond Pangloss: Financial sector origins of inefficient economic booms,"
Journal of Monetary Economics, Elsevier, vol. 145(C).
- McMahon, Michael & Malherbe, Frédéric, 2020. "Beyond Pangloss: Financial sector origins of inefficient economic booms," CEPR Discussion Papers 15180, C.E.P.R. Discussion Papers.
- Miguel Leon-Ledesma & Alessio Moro, 2016. "The rise of the service economy and the real return on capital," Studies in Economics 1604, School of Economics, University of Kent.
- Tarek Benjamin Moll & Lukasz Rachel & Pascual Restrepo, 2019. "Uneven Growth: Automation’s Impact on Income and Wealth Inequality," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-333, Boston University - Department of Economics.
- François Gourio, 2015.
"The Effect of Weather on First-Quarter GDP,"
Chicago Fed Letter, Federal Reserve Bank of Chicago.
Cited by:
- Larry Hughes & Moniek Jong & Zach Thorne, 2021. "(De)coupling and (De)carbonizing in the economies and energy systems of the G20," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(4), pages 5614-5639, April.
- Hanna Yatsenko, 2020. "The Impact of Weather Conditions on Economic Activity in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 25-49.
- Boneva, Lena & Ferrucci, Gianluigi, 2022. "Inflation and climate change: the role of climate variables in inflation forecasting and macro modelling," LSE Research Online Documents on Economics 115533, London School of Economics and Political Science, LSE Library.
- Charles Evans & Jonas Fisher & Francois Gourio & Spencer Krane, 2015.
"Risk Management for Monetary Policy Near the Zero Lower Bound,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 46(1 (Spring), pages 141-219.
See citations under working paper version above.
- Charles L. Evans & Jonas D. M. Fisher & François Gourio & Spencer D. Krane, 2015. "Risk Management for Monetary Policy Near the Zero Lower Bound," Working Paper Series WP-2015-3, Federal Reserve Bank of Chicago.
- François Gourio & Leena Rudanko, 2014.
"Customer Capital,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1102-1136.
See citations under working paper version above.
- Francois Gourio & Leena Rudanko, 2011. "Customer Capital," NBER Working Papers 17191, National Bureau of Economic Research, Inc.
- Leena Rudanko & Francois Gourio, 2010. "Customer Capital," 2010 Meeting Papers 121, Society for Economic Dynamics.
- François Gourio & Todd Messer & Michael Siemer, 2014.
"What is the Economic Impact of the Slowdown in New Business Formation?,"
Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
Cited by:
- Ufuk Akcigit & Sina T. Ates, 2019.
"What Happened to U.S. Business Dynamism?,"
NBER Working Papers
25756, National Bureau of Economic Research, Inc.
- Ufuk Akcigit & Sina Ates, 2019. "What Happened to the U.S. Business Dynamism?," 2019 Meeting Papers 150, Society for Economic Dynamics.
- Ufuk Akcigit & Sina T. Ates, 2019. "What Happened to U.S. Business Dynamism?," CESifo Working Paper Series 7854, CESifo.
- Akcigit, Ufuk & Ates, Sina T., 2019. "What Happened to U.S. Business Dynamism?," CEPR Discussion Papers 13669, C.E.P.R. Discussion Papers.
- Ufuk Akcigit & Sina T. Ates, 2020. "What Happened to U.S. Business Dynamism?," FEDS Notes 2020-02-14, Board of Governors of the Federal Reserve System (U.S.).
- Ufuk Akcigit & Sina T. Ates, 2023. "What Happened to US Business Dynamism?," Journal of Political Economy, University of Chicago Press, vol. 131(8), pages 2059-2124.
- Akcigit, Ufuk & Akgunduz, Yusuf Emre & Ozcan Tok, Elif & Cilasun, Seyit Mümin & Yilmaz, Fatih, 2019.
"Facts on Business Dynamism in Turkey,"
CEPR Discussion Papers
13999, C.E.P.R. Discussion Papers.
- Ufuk Akcigit & Yusuf Emre Akgunduz & Seyit Mumin Cilasun & Elif Ozcan Tok & Fatih Yilmaz, 2019. "Facts on Business Dynamism in Turkey," Working Papers 1930, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Akcigit, Ufuk & Akgunduz, Yusuf Emre & Cilasun, Seyit Mumin & Ozcan-Tok, Elif & Yilmaz, Fatih, 2020. "Facts on business dynamism in Turkey," European Economic Review, Elsevier, vol. 128(C).
- Akcigit, Ufuk & Ates, Sina T., 2019.
"Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory,"
CEPR Discussion Papers
13668, C.E.P.R. Discussion Papers.
- Ufuk Akcigit & Sina T. Ates, 2019. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," CESifo Working Paper Series 7849, CESifo.
- Ufuk Akcigit & Sina T. Ates, 2019. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," NBER Working Papers 25755, National Bureau of Economic Research, Inc.
- Ufuk Akcigit & Sina T. Ates, 2021. "Ten Facts on Declining Business Dynamism and Lessons from Endogenous Growth Theory," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(1), pages 257-298, January.
- Peter Bauer & Igor Fedotenkov & Aurelien Genty & Issam Hallak & Peter Harasztosi & David Martinez Turegano & David Nguyen & Nadir Preziosi & Ana Rincon-Aznar & Miguel Sanchez Martinez, 2020. "Productivity in Europe: Trends and drivers in a service-based economy," JRC Research Reports JRC119785, Joint Research Centre.
- Laurent Cavenaile & Pau Roldan, 2019.
"Advertising, innovation and economic growth,"
Working Papers
1902, Banco de España.
- Pau Roldan & Laurent Cavenaile, 2016. "Advertising, Innovation and Economic Growth," 2016 Meeting Papers 150, Society for Economic Dynamics.
- Laurent Cavenaile & Pau Roldan-Blanco, 2021. "Advertising, Innovation, and Economic Growth," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(3), pages 251-303, July.
- Sedláček, Petr, 2020. "Lost generations of firms and aggregate labor market dynamics," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 16-31.
- Ufuk Akcigit & Sina T. Ates, 2019.
"What Happened to U.S. Business Dynamism?,"
NBER Working Papers
25756, National Bureau of Economic Research, Inc.
- Fran?ois Gourio & Leena Rudanko, 2014.
"Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?,"
American Economic Review, American Economic Association, vol. 104(5), pages 183-188, May.
See citations under working paper version above.
- Francois Gourio & Leena Rudanko, 2014. "Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?," NBER Working Papers 19900, National Bureau of Economic Research, Inc.
- François Gourio & Leena Rudanko, 2014. "Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?," Working Paper Series WP-2014-2, Federal Reserve Bank of Chicago.
- François Gourio & Nicolas Roys, 2014.
"Size‐dependent regulations, firm size distribution, and reallocation,"
Quantitative Economics, Econometric Society, vol. 5, pages 377-416, July.
See citations under working paper version above.
- Nicolas Roys & Francois Gourio, 2013. "Size-Dependent Regulations, Firm Size Distribution, and Reallocation," 2013 Meeting Papers 199, Society for Economic Dynamics.
- François Gourio & Nicolas A. Roys, 2012. "Size-Dependent Regulations, Firm Size Distribution, and Reallocation," NBER Working Papers 18657, National Bureau of Economic Research, Inc.
- François Gourio & Nicolas Roys, 2013. "Size-dependent regulations, firm size distribution, and reallocation," Working Paper Series WP-2013-11, Federal Reserve Bank of Chicago.
- Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013.
"International risk cycles,"
Journal of International Economics, Elsevier, vol. 89(2), pages 471-484.
See citations under working paper version above.
- François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
See citations under working paper version above.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
See citations under working paper version above.
- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
- Francois Gourio & Jianjun Miao, 2011.
"Transitional Dynamics of Dividend and Capital Gains Tax Cuts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 368-383, April.
See citations under working paper version above.
- Francois Gourio & Jianjun Miao, 2010. "Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"," Computer Codes 08-187, Review of Economic Dynamics.
- François Gourio & Jianjun Miao, 2010. "Transitional Dynamics of Dividend and Capital Gains Tax Cuts," NBER Working Papers 16157, National Bureau of Economic Research, Inc.
- Francois Gourio & Jianjun Miao, 2010. "Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"," Online Appendices 08-187, Review of Economic Dynamics.
- Gourio, François, 2011.
"Putty-clay technology and stock market volatility,"
Journal of Monetary Economics, Elsevier, vol. 58(2), pages 117-131, March.
See citations under working paper version above.
- Francois Gourio, 2007. "Putty-Clay Technology And Stock Market Volatility," Boston University - Department of Economics - Working Papers Series WP2007-005, Boston University - Department of Economics.
- François Gourio & Jianjun Miao, 2010.
"Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 131-168, January.
See citations under working paper version above.
- Francois Gourio & Jianjun Miao, 2006. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series WP2006-053, Boston University - Department of Economics.
- Francois Gourio & Jianjun Miao, 2009. "Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform," NBER Working Papers 15044, National Bureau of Economic Research, Inc.
- Jianjun Miao & Francois Gourio, 2007. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," 2007 Meeting Papers 147, Society for Economic Dynamics.
- Francois Gourio & Jianjun Miao, 2006. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-160, Boston University - Department of Economics.
- François Gourio & Jianjun Miao, 2008. "Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform," Boston University - Department of Economics - Working Papers Series wp2008-002, Boston University - Department of Economics.
- Gourio, François, 2009.
"Is there a majority to support a capital tax cut?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1278-1295, June.
See citations under working paper version above.
- François Gourio, 2008. "Is there a majority to support a capital tax cut?," Boston University - Department of Economics - Working Papers Series wp2008-001, Boston University - Department of Economics.
- Francois Gourio, 2008.
"Disasters and Recoveries,"
American Economic Review, American Economic Association, vol. 98(2), pages 68-73, May.
Cited by:
- Xavier Gabaix & Samuel Fraiberg & Romain Ranciere & Adrien Verdehlha & Emmanuel Farhi, 2010.
"Crash Risk in Currency Market,"
2010 Meeting Papers
640, Society for Economic Dynamics.
- Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc.
- Gabaix, Xavier & Verdelhan, Adrien & Rancière, Romain & Farhi, Emmanuel & Fraiberger, Samuel P., 2009. "Crash Risk in Currency Markets," CEPR Discussion Papers 7322, C.E.P.R. Discussion Papers.
- Emmanuel Farhi & Samuel Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2015. "Crash Risk in Currency Markets," Working Paper 20948, Harvard University OpenScholar.
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
- Michael D. Bordo & Joseph G. Haubrich, 2012.
"Deep recessions, fast recoveries, and financial crises: evidence from the American record,"
Working Papers (Old Series)
1214, Federal Reserve Bank of Cleveland.
- Michael D. Bordo & Joseph G. Haubrich, 2017. "Deep Recessions, Fast Recoveries, And Financial Crises: Evidence From The American Record," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 527-541, January.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record," NBER Working Papers 18194, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2016.
"Rare Events and Long-Run Risks,"
NBER Working Papers
21871, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," Working Paper 115371, Harvard University OpenScholar.
- Goetz von Peter & Sebastian von Dahlen & Sweta Saxena, 2023.
"Unmitigated Disasters? Risk Sharing and Macroeconomic Recovery in a Large International Panel,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2023,
National Bureau of Economic Research, Inc.
- von Peter, Goetz & von Dahlen, Sebastian & Saxena, Sweta, 2024. "Unmitigated disasters? Risk sharing and macroeconomic recovery in a large international panel," Journal of International Economics, Elsevier, vol. 149(C).
- Goetz von Peter & Sebastian von Dahlen & Sweta C Saxena, 2024. "Unmitigated disasters? Risk-sharing and macroeconomic recovery in a large international panel," BIS Working Papers 1175, Bank for International Settlements.
- Volker Wieland & Christos Koulovatianos, 2011.
"Asset Pricing under Rational Learning about Rare Disasters,"
2011 Meeting Papers
1417, Society for Economic Dynamics.
- Wieland, Volker & Koulovatianos, Christos, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers 8514, C.E.P.R. Discussion Papers.
- Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Marlène Isoré, 2012. "Essays in macro-finance [Essais de macro-finance]," SciencePo Working papers Main tel-03669376, HAL.
- George M. Constantinides & Anisha Ghosh, 2017.
"Asset Pricing with Countercyclical Household Consumption Risk,"
Journal of Finance, American Finance Association, vol. 72(1), pages 415-460, February.
- George M. Constantinides & Anisha Ghosh, 2014. "Asset Pricing with Countercyclical Household Consumption Risk," NBER Working Papers 20110, National Bureau of Economic Research, Inc.
- Anisha Ghosh & George Constantinides, 2015. "Asset Pricing with Countercyclical Household Consumption Risk," 2015 Meeting Papers 185, Society for Economic Dynamics.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"The role of time‐varying rare disaster risks in predicting bond returns and volatility,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
- Roberto Marfe & Julien Penasse, 2024.
"Measuring Macroeconomic Tail Risk,"
Carlo Alberto Notebooks
715 JEL Classification: E, Collegio Carlo Alberto.
- Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
- Marfè, Roberto & Pénasse, Julien, 2024. "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, vol. 156(C).
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017.
"Time-Varying Rare Disaster Risks, Oil Returns and Volatility,"
Working Papers
201762, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
- Hiroaki Ishiwata & Muneta Yokomatsu, 2018. "Dynamic Stochastic Macroeconomic Model of Disaster Risk Reduction Investment in Developing Countries," Risk Analysis, John Wiley & Sons, vol. 38(11), pages 2424-2440, November.
- Robert S. Pindyck & Neng Wang, 2009.
"The Economic and Policy Consequences of Catastrophes,"
NBER Working Papers
15373, National Bureau of Economic Research, Inc.
- Robert S. Pindyck, 2009. "The Economic and Policy Consequences of Catastrophes," Working Papers 0912, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Robert S. Pindyck & Neng Wang, 2013. "The Economic and Policy Consequences of Catastrophes," American Economic Journal: Economic Policy, American Economic Association, vol. 5(4), pages 306-339, November.
- Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019.
"Skewed Business Cycles,"
2019 Meeting Papers
1189, Society for Economic Dynamics.
- Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019. "Skewed Business Cycles," NBER Working Papers 26565, National Bureau of Economic Research, Inc.
- Nicholas Bloom & Fatih Guvenen & Sergio Salgado, 2016. "Skewed Business Cycles," 2016 Meeting Papers 1621, Society for Economic Dynamics.
- Marlène Isoré & Urszula Szczerbowicz, 2015.
"Disaster Risk and Preference Shifts in a New Keynesian Model,"
Working Papers
2015-16, CEPII research center.
- Isoré, Marlène & Szczerbowicz, Urszula, 2017. "Disaster risk and preference shifts in a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 97-125.
- Isoré, Marlène & Szczerbowicz, Urszula, 2015. "Disaster risk and preference shifts in a New Keynesian model," MPRA Paper 65643, University Library of Munich, Germany.
- M. Isoré & U. Szczerbowicz, 2016. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working papers 614, Banque de France.
- Shiba Suzuki, 2013.
"An Exploration of the Effect of Doubt During Disasters on Equity Premiums,"
Discussion Papers
22, Meisei University, School of Economics.
- Suzuki, Shiba, 2014. "An exploration of the effect of doubt during disasters on equity premiums," Economics Letters, Elsevier, vol. 123(3), pages 270-273.
- Yang-Ho Park, 2013. "Volatility of volatility and tail risk premiums," Finance and Economics Discussion Series 2013-54, Board of Governors of the Federal Reserve System (U.S.).
- Michael Hasler & Roberto Marfè, 2015.
"Disaster Recovery and the Term Structure of Dividend Strips,"
Carlo Alberto Notebooks
410, Collegio Carlo Alberto.
- Michael Hasler & Roberto Marfè, 2016. "Disaster recovery and the term structure of dividend strips?," Carlo Alberto Notebooks 458, Collegio Carlo Alberto.
- Hasler, Michael & Marfè, Roberto, 2016. "Disaster recovery and the term structure of dividend strips," Journal of Financial Economics, Elsevier, vol. 122(1), pages 116-134.
- Marlène Isoré & Urszula Szczerbowicz, 2013. "Disaster Risk in a New Keynesian Model," Working Papers 2013-12, CEPII research center.
- Goetz von Peter & Sebastian von Dahlen & Sweta C Saxena, 2012. "Unmitigated disasters? New evidence on the macroeconomic cost of natural catastrophes," BIS Working Papers 394, Bank for International Settlements.
- Lars Peter Hansen, 2008. "Modeling the Long Run: Valuation in Dynamic Stochastic Economies," NBER Working Papers 14243, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2017.
"Disaster Risk and Asset Returns : An International Perspective,"
International Finance Discussion Papers
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See citations under working paper version above.
- François Gourio, 2008. "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series wp2008-016, Boston University - Department of Economics.
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See citations under working paper version above.
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- Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts And A General Equilibrium Exploration," Boston University - Department of Economics - Working Papers Series WP2007-006, Boston University - Department of Economics.
- Anil Kashyap & Francois Gourio, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," 2007 Meeting Papers 148, Society for Economic Dynamics.
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