Publications
by members of
Center for Applied Economics and Policy Research (CAEPR)
Department of Economics
Indiana University
Bloomington, Indiana (United States)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters | Software components |
Working papers
2017
- Todd Walker & Giacomo Rondina, 2017.
"Confounding Dynamics,"
2017 Meeting Papers
525, Society for Economic Dynamics.
- Todd Walker, 2017. "Confounding Dynamics," 2017 Meeting Papers 141, Society for Economic Dynamics.
2015
- Baghestanian, Sascha & Walker, Todd B., 2015.
"Anchoring in experimental asset markets,"
SAFE Working Paper Series
54, Leibniz Institute for Financial Research SAFE, revised 2015.
- Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2015. "Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis," NBER Working Papers 21433, National Bureau of Economic Research, Inc.
2014
- Karsten Chipeniuk & Nets Hawk Katz & Todd Walker, 2014. "Approximate aggregation in the neoclassical growth model with ideosyncratic shocks," Papers 1404.4665, arXiv.org.
- Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014.
"Accuracy, Speed and Robustness of Policy Function Iteration,"
Auburn Economics Working Paper Series
auwp2014-08, Department of Economics, Auburn University.
- Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
2013
- Giacomo Rondina, 2013. "Informational Fragility of Dynamic Rational Expectations Equilibria," 2013 Meeting Papers 83, Society for Economic Dynamics.
2012
- Ken Kasa & Todd Walker & Charles Whiteman, 2012.
"Heterogenous Beliefs and Tests of Present Value Models,"
Discussion Papers
dp12-06, Department of Economics, Simon Fraser University.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014. "Heterogeneous Beliefs and Tests of Present Value Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
2011
- Eric M. Leeper & Todd B. Walker, 2011.
"Fiscal Limits in Advanced Economies,"
NBER Working Papers
16819, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," Economic Papers, The Economic Society of Australia, vol. 30(1), pages 33-47, March.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2011. "Foresight and Information Flows," NBER Working Papers 16951, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2011.
"Clearing Up the Fiscal Multiplier Morass,"
NBER Working Papers
17444, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2017. "Clearing Up the Fiscal Multiplier Morass," American Economic Review, American Economic Association, vol. 107(8), pages 2409-2454, August.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2015. "Clearing Up the Fiscal Multiplier Morass," CAEPR Working Papers 2015-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Eric M. Leeper & Todd B. Walker, 2011.
"Perceptions and misperceptions of fiscal inflation,"
BIS Working Papers
364, Bank for International Settlements.
- Eric M. Leeper & Todd B. Walker, 2012. "Perceptions and Misperceptions of Fiscal Inflation," NBER Chapters, in: Fiscal Policy after the Financial Crisis, pages 255-299, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Todd B. Walker, 2012. "Perceptions and Misperceptions of Fiscal Inflation," NBER Working Papers 17903, National Bureau of Economic Research, Inc.
- Todd B. Walker & Nora Traum & Eric M. Leeper, 2011. "The Fiscal Multiplier Morass: A Bayesian Perspective," 2011 Meeting Papers 583, Society for Economic Dynamics.
- Taisuke Otsu & Ke-Li Xu, 2011.
"Empirical Likelihood for Regression Discontinuity Design,"
Cowles Foundation Discussion Papers
1799, Cowles Foundation for Research in Economics, Yale University.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, vol. 186(1), pages 94-112.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58513, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014. "Empirical Likelihood for Regression Discontinuity Design," STICERD - Econometrics Paper Series 573, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Matsushita, Yukitoshi & Xu, Ke-Li, 2014. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58065, London School of Economics and Political Science, LSE Library.
2010
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010.
""Unfunded Liabilities" and Uncertain Fiscal Financing,"
NBER Working Papers
15782, National Bureau of Economic Research, Inc.
- Davig, Troy & Leeper, Eric M. & Walker, Todd B., 2010. ""Unfunded liabilities" and uncertain fiscal financing," Journal of Monetary Economics, Elsevier, vol. 57(5), pages 600-619, July.
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010. "\"Unfunded liabilities\" and uncertain fiscal financing," Research Working Paper RWP 10-09, Federal Reserve Bank of Kansas City.
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010.
"Inflation and the Fiscal Limit,"
NBER Working Papers
16495, National Bureau of Economic Research, Inc.
- Davig, Troy & Leeper, Eric M. & Walker, Todd B., 2011. "Inflation and the fiscal limit," European Economic Review, Elsevier, vol. 55(1), pages 31-47, January.
- Todd Walker & Eric Leeper & Troy Davig, 2010. "Inflation and the Fiscal Limit," 2010 Meeting Papers 837, Society for Economic Dynamics.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010.
"Quantitative Effects of Fiscal Foresight,"
NBER Working Papers
16363, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2012. "Quantitative Effects of Fiscal Foresight," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 115-144, May.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010. "Quantitative Effects of Fiscal Foresight," NBER Chapters, in: Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), pages 115-144, National Bureau of Economic Research, Inc.
- Ms. Susan S. Yang & Todd B. Walker & Eric M. Leeper, 2010.
"Government Investment and Fiscal Stimulus,"
IMF Working Papers
2010/229, International Monetary Fund.
- Leeper, Eric M. & Walker, Todd B. & Yang, Shu-Chun S., 2010. "Government investment and fiscal stimulus," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1000-1012, November.
2009
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009.
"Fiscal Foresight and Information Flows,"
NBER Working Papers
14630, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013. "Fiscal Foresight and Information Flows," Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, May.
- Eric Leeper & Todd Walker & Susan Yang SHu-Chun, 2009. "Fiscal Foresight And Information Flows," CAEPR Working Papers 2009-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Todd B. Walker & Eric M. Leeper & Ms. Susan S. Yang, 2012. "Fiscal Foresight and Information Flows," IMF Working Papers 2012/153, International Monetary Fund.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009.
"Government Investment and Fiscal Stimulus in the Short and Long Runs,"
NBER Working Papers
15153, National Bureau of Economic Research, Inc.
- Eric Leeper & Todd B. Walker & Susan Shu-Chun Yang, 2009. "Government Investment And Fiscal Stimulus In The Short And Long Runs," CAEPR Working Papers 2009-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009.
"Disparity, Shortfall, and Twice-Endogenous HARA Utility,"
MPRA Paper
17139, University Library of Munich, Germany.
- M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
- Walker, Todd B & Haley, M. Ryan, 2009.
"Alternative Tilts for Nonparametric Option Pricing,"
MPRA Paper
17140, University Library of Munich, Germany.
- M. Ryan Haley & Todd B. Walker, 2010. "Alternative tilts for nonparametric option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(10), pages 983-1006, October.
- Gerhard Glomm & Juergen Jung & Changmin Lee & Chung Tran, 2009. "Public Sector Pension Policies and Capital Accumulation in Emerging Economies," Discussion Papers 2009-10, School of Economics, The University of New South Wales.
2008
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2008.
"Fiscal Foresight: Analytics and Econometrics,"
NBER Working Papers
14028, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2008. "Fiscal Foresight: Analytics and Econometrics," CAEPR Working Papers 2008-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Todd B. Walker & Shu-Chun Susan Yang & Eric M. Leeper, 2008. "Fiscal Foresight: Analytical Issues," 2008 Meeting Papers 786, Society for Economic Dynamics.
2007
- Changmin Lee, 2007. "Where do the Talented People Work as Outside Directors?," CAEPR Working Papers 2007-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Changmin Lee, 2007. "What's Happened over the Past 10 Years to the Selection of Retired CEOs as Board Members?," CAEPR Working Papers 2007-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Oct 2008.
- Changmin Lee, 2007. "The Unbalanced Matching in a Director Market," CAEPR Working Papers 2007-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
2006
- Todd B. Walker, 2006.
"How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders,"
CAEPR Working Papers
2006-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Walker, Todd B., 2007. "How equilibrium prices reveal information in a time series model with disparately informed, competitive traders," Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
- Todd B. Walker, 2005. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance 0509021, University Library of Munich, Germany.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006. "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Ke-Li Xu & Peter C.B. Phillips, 2006.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances,"
Cowles Foundation Discussion Papers
1585, Cowles Foundation for Research in Economics, Yale University.
- Xu, Ke-Li & Phillips, Peter C.B., 2008. "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January.
- Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2006.
2005
- Gerhard Glomm & Jürgen Jung & Changmin Lee & Chung Tran, 2005. "Public Pensions and Capital Accumulation: The Case of Brazil," CESifo Working Paper Series 1539, CESifo.
Journal articles
2019
- Elizabeth Ann Housworth & Todd B. Walker & Chen Xu, 2019. "Structural asset pricing theory with wavelets," Quantitative Finance, Taylor & Francis Journals, vol. 19(10), pages 1659-1672, October.
2018
- Todd B. Walker, 2018.
"Inflation Targeting in Emerging Economies,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 36(85), pages 7-20, November.
- Todd B. Walker, 2018. "Inflation Targeting in Emerging Economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 36(85), pages 7-20, April.
2017
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2017.
"Clearing Up the Fiscal Multiplier Morass,"
American Economic Review, American Economic Association, vol. 107(8), pages 2409-2454, August.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2011. "Clearing Up the Fiscal Multiplier Morass," NBER Working Papers 17444, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Nora Traum & Todd B. Walker, 2015. "Clearing Up the Fiscal Multiplier Morass," CAEPR Working Papers 2015-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
2016
- Giacomo Rondina & Todd Walker, 2016. "Learning and Informational Stability of Dynamic REE with Incomplete Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 147-159, July.
- Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
2015
- Baghestanian, Sascha & Walker, Todd B., 2015.
"Anchoring in experimental asset markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
- Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," SAFE Working Paper Series 54, Leibniz Institute for Financial Research SAFE, revised 2015.
- Tan, Fei & Walker, Todd B., 2015. "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 95-111.
2014
- Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014.
"Accuracy, Speed and Robustness of Policy Function Iteration,"
Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
- Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Auburn Economics Working Paper Series auwp2014-08, Department of Economics, Auburn University.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014.
"Heterogeneous Beliefs and Tests of Present Value Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
- Ken Kasa & Todd Walker & Charles Whiteman, 2012. "Heterogenous Beliefs and Tests of Present Value Models," Discussion Papers dp12-06, Department of Economics, Simon Fraser University.
2013
- M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013.
"Disparity, Shortfall, and Twice-Endogenous HARA Utility,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
- Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.
- Rondina, Giacomo & Walker, Todd B., 2013. "A note on Futia (1981)’s non-existence pathology of rational expectations equilibria," Economics Letters, Elsevier, vol. 120(2), pages 177-180.
- Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013.
"Fiscal Foresight and Information Flows,"
Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, May.
- Eric Leeper & Todd Walker & Susan Yang SHu-Chun, 2009. "Fiscal Foresight And Information Flows," CAEPR Working Papers 2009-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009. "Fiscal Foresight and Information Flows," NBER Working Papers 14630, National Bureau of Economic Research, Inc.
- Todd B. Walker & Eric M. Leeper & Ms. Susan S. Yang, 2012. "Fiscal Foresight and Information Flows," IMF Working Papers 2012/153, International Monetary Fund.
2012
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2012.
"Quantitative Effects of Fiscal Foresight,"
American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 115-144, May.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010. "Quantitative Effects of Fiscal Foresight," NBER Chapters, in: Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), pages 115-144, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010. "Quantitative Effects of Fiscal Foresight," NBER Working Papers 16363, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2012. "Corrigendum: Quantitative Effects of Fiscal Foresight," American Economic Journal: Economic Policy, American Economic Association, vol. 4(3), pages 283-283, August.
2011
- Eric Leeper & Todd Walker, 2011.
"Information Flows and News Driven Business Cycles,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 55-71, January.
- Eric Leeper & Todd Walker, 2010. "Code and data files for "Information Flows and News Driven Business Cycles"," Computer Codes 09-244, Review of Economic Dynamics.
- Davig, Troy & Leeper, Eric M. & Walker, Todd B., 2011.
"Inflation and the fiscal limit,"
European Economic Review, Elsevier, vol. 55(1), pages 31-47, January.
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010. "Inflation and the Fiscal Limit," NBER Working Papers 16495, National Bureau of Economic Research, Inc.
- Todd Walker & Eric Leeper & Troy Davig, 2010. "Inflation and the Fiscal Limit," 2010 Meeting Papers 837, Society for Economic Dynamics.
- Solow, Benjamin L. & Solow, John L. & Walker, Todd B., 2011. "Moving on up: The Rooney rule and minority hiring in the NFL," Labour Economics, Elsevier, vol. 18(3), pages 332-337, June.
- Eric M. Leeper & Todd B. Walker, 2011.
"Fiscal Limits in Advanced Economies,"
Economic Papers, The Economic Society of Australia, vol. 30(1), pages 33-47, March.
- Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," NBER Working Papers 16819, National Bureau of Economic Research, Inc.
- Lee, Changmin, 2011. "New evidence on what happens to CEOs after they retire," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 474-482, June.
2010
- Davig, Troy & Leeper, Eric M. & Walker, Todd B., 2010.
""Unfunded liabilities" and uncertain fiscal financing,"
Journal of Monetary Economics, Elsevier, vol. 57(5), pages 600-619, July.
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010. "\"Unfunded liabilities\" and uncertain fiscal financing," Research Working Paper RWP 10-09, Federal Reserve Bank of Kansas City.
- Troy Davig & Eric M. Leeper & Todd B. Walker, 2010. ""Unfunded Liabilities" and Uncertain Fiscal Financing," NBER Working Papers 15782, National Bureau of Economic Research, Inc.
- Leeper, Eric M. & Walker, Todd B. & Yang, Shu-Chun S., 2010.
"Government investment and fiscal stimulus,"
Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1000-1012, November.
- Ms. Susan S. Yang & Todd B. Walker & Eric M. Leeper, 2010. "Government Investment and Fiscal Stimulus," IMF Working Papers 2010/229, International Monetary Fund.
- M. Ryan Haley & Todd B. Walker, 2010.
"Alternative tilts for nonparametric option pricing,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(10), pages 983-1006, October.
- Walker, Todd B & Haley, M. Ryan, 2009. "Alternative Tilts for Nonparametric Option Pricing," MPRA Paper 17140, University Library of Munich, Germany.
- Glomm Gerhard & Jung Juergen & Lee Changmin & Tran Chung, 2010. "Public Sector Pension Policies and Capital Accumulation in an Emerging Economy: The Case of Brazil," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-40, June.
- Xu, Ke-Li, 2010. "Reweighted Functional Estimation Of Diffusion Models," Econometric Theory, Cambridge University Press, vol. 26(2), pages 541-563, April.
2009
- Xu, Ke-Li, 2009. "Empirical likelihood-based inference for nonparametric recurrent diffusions," Journal of Econometrics, Elsevier, vol. 153(1), pages 65-82, November.
2008
- Xu, Ke-Li, 2008. "Testing against nonstationary volatility in time series," Economics Letters, Elsevier, vol. 101(3), pages 288-292, December.
- Ke-Li Xu, 2008. "Bootstrapping Autoregression under Non-stationary Volatility," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 1-26, March.
- Xu, Ke-Li & Phillips, Peter C.B., 2008.
"Adaptive estimation of autoregressive models with time-varying variances,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January.
- Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2006.
- Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation for Research in Economics, Yale University.
2007
- Walker, Todd B. & Whiteman, Charles H., 2007. "Multiple equilibria in a simple asset pricing model," Economics Letters, Elsevier, vol. 97(3), pages 191-196, December.
- Todd B. Walker, 2007. "On the sources of the Great Moderation - discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Walker, Todd B., 2007.
"How equilibrium prices reveal information in a time series model with disparately informed, competitive traders,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
- Todd B. Walker, 2006. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Todd B. Walker, 2005. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance 0509021, University Library of Munich, Germany.
2006
- Peter C. B. Phillips & Ke‐Li Xu, 2006. "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, March.
Chapters
2012
- Eric M. Leeper & Todd B. Walker, 2012.
"Perceptions and Misperceptions of Fiscal Inflation,"
NBER Chapters, in: Fiscal Policy after the Financial Crisis, pages 255-299,
National Bureau of Economic Research, Inc.
- Eric M. Leeper & Todd B. Walker, 2011. "Perceptions and misperceptions of fiscal inflation," BIS Working Papers 364, Bank for International Settlements.
- Eric M. Leeper & Todd B. Walker, 2012. "Perceptions and Misperceptions of Fiscal Inflation," NBER Working Papers 17903, National Bureau of Economic Research, Inc.
2010
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010.
"Quantitative Effects of Fiscal Foresight,"
NBER Chapters, in: Fiscal Policy (Trans-Atlantic Public Economics Seminar, TAPES), pages 115-144,
National Bureau of Economic Research, Inc.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2012. "Quantitative Effects of Fiscal Foresight," American Economic Journal: Economic Policy, American Economic Association, vol. 4(2), pages 115-144, May.
- Eric M. Leeper & Alexander W. Richter & Todd B. Walker, 2010. "Quantitative Effects of Fiscal Foresight," NBER Working Papers 16363, National Bureau of Economic Research, Inc.
Software components
2010
- Eric Leeper & Todd Walker, 2010.
"Code and data files for "Information Flows and News Driven Business Cycles","
Computer Codes
09-244, Review of Economic Dynamics.
- Eric Leeper & Todd Walker, 2011. "Information Flows and News Driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 55-71, January.