Kurt F. Lewis
Personal Details
First Name: | Kurt |
Middle Name: | F. |
Last Name: | Lewis |
Suffix: | |
RePEc Short-ID: | ple319 |
| |
https://kurtflewis.com | |
Board of Governors of the Federal Reserve System 20th Street and Constitution Avenue NW Washington, DC 20551 | |
202-452-3424 |
Affiliation
(99%) Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)
(1%) Applied Economics
Johns Hopkins University
Washington, District of Columbia (United States)http://advanced.jhu.edu/academic/applied-economics/
RePEc:edi:aejhuus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kurt F. Lewis & Francisco Vazquez-Grande, 2017. "Measuring the Natural Rate of Interest : A Note on Transitory Shocks," Finance and Economics Discussion Series 2017-059, Board of Governors of the Federal Reserve System (U.S.).
- Kurt F. Lewis & Francis A. Longstaff & Lubomir Petrasek, 2017. "Asset Mispricing," NBER Working Papers 23231, National Bureau of Economic Research, Inc.
- Giovanni Favara & Simon Gilchrist & Kurt F. Lewis & Egon Zakrajšek, 2016. "Updating the Recession Risk and the Excess Bond Premium," FEDS Notes 2016-10-06, Board of Governors of the Federal Reserve System (U.S.).
- Giovanni Favara & Simon Gilchrist & Kurt F. Lewis & Egon Zakrajšek, 2016. "Recession Risk and the Excess Bond Premium," FEDS Notes 2016-04-08, Board of Governors of the Federal Reserve System (U.S.).
- Thomas B. King & Kurt F. Lewis, 2015.
"Credit Risk, Liquidity and Lies,"
Finance and Economics Discussion Series
2015-112, Board of Governors of the Federal Reserve System (U.S.).
- Thomas B. King & Kurt F. Lewis, 2020. "Credit Risk, Liquidity, and Lies," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 219-267, October.
- Thomas B. King & Kurt F. Lewis, 2014. "What Drives Bank Funding Spreads?," Working Paper Series WP-2014-23, Federal Reserve Bank of Chicago.
- Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012.
"Using policy intervention to identify financial stress,"
Finance and Economics Discussion Series
2012-02, Board of Governors of the Federal Reserve System (U.S.).
- Mark Carlson & Kurt Lewis & William Nelson, 2014. "Using Policy Intervention To Identify Financial Stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 59-72, January.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008.
"Distress in the financial sector and economic activity,"
Finance and Economics Discussion Series
2008-43, Board of Governors of the Federal Reserve System (U.S.).
- Carlson Mark A & King Thomas & Lewis Kurt, 2011. "Distress in the Financial Sector and Economic Activity," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
- Kurt F. Lewis, 2008.
"The two-period rational inattention model: accelerations and analyses,"
Finance and Economics Discussion Series
2008-22, Board of Governors of the Federal Reserve System (U.S.).
- Kurt Lewis, 2009. "The Two-Period Rational Inattention Model: Accelerations and Analyses," Computational Economics, Springer;Society for Computational Economics, vol. 33(1), pages 79-97, February.
- Lewis, Kurt F. & Whiteman, Charles H., 2006.
"Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era,"
Discussion Paper Series 1: Economic Studies
2006,28, Deutsche Bundesbank.
- Kurt F. Lewis & Charles H. Whiteman, 2015. "Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 15-35, January.
Articles
- Kurt F. Lewis & Charles H. Whiteman, 2015.
"Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 15-35, January.
- Lewis, Kurt F. & Whiteman, Charles H., 2006. "Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era," Discussion Paper Series 1: Economic Studies 2006,28, Deutsche Bundesbank.
- Mark Carlson & Kurt Lewis & William Nelson, 2014.
"Using Policy Intervention To Identify Financial Stress,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 59-72, January.
- Mark A. Carlson & Kurt F. Lewis & William R. Nelson, 2012. "Using policy intervention to identify financial stress," Finance and Economics Discussion Series 2012-02, Board of Governors of the Federal Reserve System (U.S.).
- Carlson Mark A & King Thomas & Lewis Kurt, 2011.
"Distress in the Financial Sector and Economic Activity,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
- Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
- Kurt Lewis, 2009.
"The Two-Period Rational Inattention Model: Accelerations and Analyses,"
Computational Economics, Springer;Society for Computational Economics, vol. 33(1), pages 79-97, February.
- Kurt F. Lewis, 2008. "The two-period rational inattention model: accelerations and analyses," Finance and Economics Discussion Series 2008-22, Board of Governors of the Federal Reserve System (U.S.).
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (5) 2015-01-26 2016-02-23 2016-09-04 2016-10-16 2017-06-11. Author is listed
- NEP-BAN: Banking (2) 2015-01-26 2016-02-23
- NEP-FDG: Financial Development and Growth (2) 2008-10-07 2009-02-07
- NEP-BEC: Business Economics (1) 2009-02-07
- NEP-CBA: Central Banking (1) 2008-06-07
- NEP-CFN: Corporate Finance (1) 2015-01-26
- NEP-CMP: Computational Economics (1) 2008-06-07
- NEP-DGE: Dynamic General Equilibrium (1) 2008-06-07
- NEP-ECM: Econometrics (1) 2006-09-23
- NEP-ETS: Econometric Time Series (1) 2006-09-23
- NEP-FMK: Financial Markets (1) 2017-04-09
- NEP-FOR: Forecasting (1) 2006-09-23
- NEP-RMG: Risk Management (1) 2016-10-16
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