Rhys Michael Bidder
Personal Details
First Name: | Rhys |
Middle Name: | Michael |
Last Name: | Bidder |
Suffix: | |
RePEc Short-ID: | pbi195 |
[This author has chosen not to make the email address public] | |
https://www.rhysmichaelbidder-economist.com/ | |
+44(0)7392804636 |
Affiliation
Cambridge-INET
Faculty of Economics
University of Cambridge
Cambridge, United Kingdomhttps://www.inet.econ.cam.ac.uk/
RePEc:edi:incamuk (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Rhys M. Bidder & Nicolas Crouzet & Margaret M. Jacobson & Michael Siemer, 2023. "Debt Flexibility," Finance and Economics Discussion Series 2023-076, Board of Governors of the Federal Reserve System (U.S.).
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019.
"De-leveraging or De-risking? How Banks Cope with Loss,"
Working Paper Series
2017-3, Federal Reserve Bank of San Francisco.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
- Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016. "Stress Testing with Misspecified Models," Working Paper Series 2016-26, Federal Reserve Bank of San Francisco.
- Rhys Bidder & Ian Dew-Becker, 2016.
"Long-Run Risk is the Worst-Case Scenario,"
NBER Working Papers
22416, National Bureau of Economic Research, Inc.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
- Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
- Rhys M. Bidder & Ian Dew-Becker, 2014. "Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process," Working Paper Series 2014-16, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder & Matthew E. Smith, 2013.
"Doubts and Variability: A Robust Perspective on Exotic Consumption Series,"
Working Paper Series
2013-28, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2018. "Doubts and variability: A robust perspective on exotic consumption series," Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Matthew Smith & Rhys Bidder, 2013.
"Robust Animal Spirits,"
2013 Meeting Papers
265, Society for Economic Dynamics.
- Bidder, R.M. & Smith, M.E., 2012. "Robust animal spirits," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 738-750.
- Rhys M. Bidder, 2013. "Frequency shifting," Working Paper Series 2013-29, Federal Reserve Bank of San Francisco.
- Rhys Bidder & Kalin Nikolov & Tony Yates, "undated". "Self-confirming Inflation Persistence," CDMA Conference Paper Series 0908, Centre for Dynamic Macroeconomic Analysis.
Articles
- Rhys Bidder & John Krainer & Adam Shapiro, 2021.
"De-leveraging or de-risking? How banks cope with loss,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Code and data files for "De-leveraging or de-risking? How banks cope with loss"," Computer Codes 19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Online Appendix to "De-leveraging or de-risking? How banks cope with loss"," Online Appendices 19-100, Review of Economic Dynamics.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019. "De-leveraging or De-risking? How Banks Cope with Loss," Working Paper Series 2017-3, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2018. "How Do Banks Cope with Loss?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder, 2016. "Worst-case scenarios and asset prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rhys Bidder & Ian Dew-Becker, 2016.
"Long-Run Risk Is the Worst-Case Scenario,"
American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers 22416, National Bureau of Economic Research, Inc.
- Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
- Rhys M. Bidder & Tim Mahedy & Robert G. Valletta, 2016. "Trend Job Growth: Where's Normal?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder, 2015. "Are wages useful in forecasting price inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder, 2015. "Animal spirits and business cycles," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2012.
"Robust animal spirits,"
Journal of Monetary Economics, Elsevier, vol. 59(8), pages 738-750.
- Matthew Smith & Rhys Bidder, 2013. "Robust Animal Spirits," 2013 Meeting Papers 265, Society for Economic Dynamics.
Software components
- Rhys Bidder & John Krainer & Adam Shapiro, 2020.
"Code and data files for "De-leveraging or de-risking? How banks cope with loss","
Computer Codes
19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
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.Working papers
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019.
"De-leveraging or De-risking? How Banks Cope with Loss,"
Working Paper Series
2017-3, Federal Reserve Bank of San Francisco.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
Cited by:
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019.
"The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets,"
CEPR Discussion Papers
14128, C.E.P.R. Discussion Papers.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series 7955, CESifo.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021. "The effect of US stress tests on monetary policy spillovers to emerging markets," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"Institutional Investors, the Dollar, and U.S. Credit Conditions,"
International Finance Discussion Papers
1246, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Sumit Agarwal & Ricardo Correa & Bernardo Morais & Jessica Roldán & Claudia Ruiz-Ortega, 2020.
"Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times,"
International Finance Discussion Papers
1288, Board of Governors of the Federal Reserve System (U.S.).
- Agarwal,Sumit & Correa,Ricardo & Morais,Bernardo & Roldan,Jessica & Ruiz Ortega,Claudia, 2020. "Owe a Bank Millions, the Bank Has a Problem : Credit Concentration in Bad Times," Policy Research Working Paper Series 9202, The World Bank.
- Bats, Joost V. & Houben, Aerdt C.F.J., 2020. "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2018. "How Do Banks Cope with Loss?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Yao Axel Ehouman, 2019. "Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience," EconomiX Working Papers 2019-19, University of Paris Nanterre, EconomiX.
- Kirti, Divya, 2018.
"When gambling for resurrection is too risky,"
ESRB Working Paper Series
69, European Systemic Risk Board.
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Teng Wang, 2020. "Branching Networks and Geographic Contagion of Commodity Price Shocks," Finance and Economics Discussion Series 2020-034, Board of Governors of the Federal Reserve System (U.S.).
- Schelling, Tan & Towbin, Pascal, 2021.
"Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment,"
CEPR Discussion Papers
16191, C.E.P.R. Discussion Papers.
- Dr. Andreas Fuster & Tan Schelling & Dr. Pascal Towbin, 2021. "Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment," Working Papers 2021-10, Swiss National Bank.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CEPR Discussion Papers
13237, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series 7288, CESifo.
- Boufateh, Talel & Saadaoui, Zied, 2021. "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 102(C).
- Rhys M. Bidder & Raffaella Giacomini & Andrew McKenna, 2016.
"Stress Testing with Misspecified Models,"
Working Paper Series
2016-26, Federal Reserve Bank of San Francisco.
Cited by:
- Jose Fique, 2017. "The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0," Technical Reports 111, Bank of Canada.
- Paul Ho, 2020.
"Global Robust Bayesian Analysis in Large Models,"
Working Paper
20-07, Federal Reserve Bank of Richmond.
- Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
- Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
- Michael W. McCracken & Joseph T. McGillicuddy, 2019.
"An empirical investigation of direct and iterated multistep conditional forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
- Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Paul H. Kupiec, 2018.
"On the accuracy of alternative approaches for calibrating bank stress test models,"
AEI Economics Working Papers
980152, American Enterprise Institute.
- Kupiec, Paul H., 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, vol. 38(C), pages 132-146.
- Rhys Bidder & Ian Dew-Becker, 2016.
"Long-Run Risk is the Worst-Case Scenario,"
NBER Working Papers
22416, National Bureau of Economic Research, Inc.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
- Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
Cited by:
- Ian Dew-Becker & Rhys Bidder, 2015.
"Long-Run Risk is the Worst-Case Scenario,"
2015 Meeting Papers
490, Society for Economic Dynamics.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers 22416, National Bureau of Economic Research, Inc.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
- Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023.
"Trading ambiguity: a tale of two heterogeneities,"
Post-Print
halshs-04213388, HAL.
- Sujoy Mukerji & Han N Ozsoylev & Jean-Marc Tallon, 2018. "Trading ambiguity: a tale of two heterogeneities," Working Papers halshs-01935319, HAL.
- Sujoy Mukerji & Han N Ozsoylev & Jean‐marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-03962563, HAL.
- Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04213388, HAL.
- Sujoy Mukerji & Han N. Ozsoylev & Jean‐Marc Tallon, 2023. "Trading Ambiguity: A Tale Of Two Heterogeneities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1127-1164, August.
- Dew-Becker, Ian & Nathanson, Charles G., 2019.
"Directed attention and nonparametric learning,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
- Ian Dew-Becker & Charles G. Nathanson, 2017. "Directed Attention and Nonparametric Learning," NBER Working Papers 23917, National Bureau of Economic Research, Inc.
- Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
- Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Friberg, Richard & Seiler, Thomas, 2017. "Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 608-631.
- Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021. "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, vol. 140(3), pages 941-964.
- Gourieroux, Christian & Jasiak, Joann, 2010. "Inference for Noisy Long Run Component Process," MPRA Paper 98987, University Library of Munich, Germany.
- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021.
"When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance,"
NBER Working Papers
29195, National Bureau of Economic Research, Inc.
- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).
- Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Alexander Meyer-Gohde, 2017.
"Generalized Entropy and Model Uncertainty,"
SFB 649 Discussion Papers
SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
- Jozef Barunik & Josef Kurka, 2021. "Risks of heterogeneously persistent higher moments," Papers 2104.04264, arXiv.org, revised Mar 2024.
- Guihai Zhao, 2018.
"Ambiguity, Nominal Bond Yields and Real Bond Yields,"
Staff Working Papers
18-24, Bank of Canada.
- Guihai Zhao, 2020. "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
- Barunik, Jozef & Vacha, Lukas, 2018.
"Do co-jumps impact correlations in currency markets?,"
Journal of Financial Markets, Elsevier, vol. 37(C), pages 97-119.
- Jozef Barunik & Lukas Vacha, 2016. "Do co-jumps impact correlations in currency markets?," Papers 1602.05489, arXiv.org, revised Oct 2017.
- Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04192630, HAL.
- Rhys M. Bidder, 2016. "Worst-case scenarios and asset prices," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Hui Chen & Winston Wei Dou & Leonid Kogan, 2019. "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers 26418, National Bureau of Economic Research, Inc.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Alexander M. Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2020. "Necessary Evidence For A Risk Factor’s Relevance," NBER Working Papers 27227, National Bureau of Economic Research, Inc.
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
Cited by:
- Pierluigi Bologna & Anatoli Segura, 2016.
"Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach,"
Questioni di Economia e Finanza (Occasional Papers)
360, Bank of Italy, Economic Research and International Relations Area.
- Pierluigi Bologna & Anatoli Segura, 2017. "Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach," Journal of Financial Regulation, Oxford University Press, vol. 3(2), pages 159-186.
- Michael Jacobs, 2016. "Stress Testing and a Comparison of Alternative Methodologies for Scenario Generation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-7.
- Pritsker, Matt, 2019. "An overview of regulatory stress-testing and steps to improve it," Global Finance Journal, Elsevier, vol. 39(C), pages 39-43.
- Rhys M. Bidder & Ian Dew-Becker, 2014.
"Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process,"
Working Paper Series
2014-16, Federal Reserve Bank of San Francisco.
Cited by:
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder & Matthew E. Smith, 2013.
"Doubts and Variability: A Robust Perspective on Exotic Consumption Series,"
Working Paper Series
2013-28, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2018. "Doubts and variability: A robust perspective on exotic consumption series," Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
Cited by:
- Demian Pouzo & Ignacio Presno, 2015. "Sovereign Default Risk and Uncertainty Premia," Papers 1512.06960, arXiv.org.
- Ian Dew-Becker & Rhys Bidder, 2015.
"Long-Run Risk is the Worst-Case Scenario,"
2015 Meeting Papers
490, Society for Economic Dynamics.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers 22416, National Bureau of Economic Research, Inc.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
- Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2017.
"Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 1-39, January.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2012. "Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence," NBER Working Papers 18128, National Bureau of Economic Research, Inc.
- Jaroslav Borovička & Lars Peter Hansen & José A. Scheinkman, 2016.
"Misspecified Recovery,"
Journal of Finance, American Finance Association, vol. 71(6), pages 2493-2544, December.
- Jaroslav Borovicka & Lars Peter Hansen & Jose A. Scheinkman, 2015. "Misspecified Recovery," Working Papers 063_2014, Princeton University, Department of Economics, Econometric Research Program..
- Jaroslav Boroviv{c}ka & Lars Peter Hansen & Jos'e A. Scheinkman, 2014. "Misspecified Recovery," Papers 1412.0042, arXiv.org, revised Oct 2015.
- Jaroslav Borovička & Lars P. Hansen & José A. Scheinkman, 2014. "Misspecified Recovery," NBER Working Papers 20209, National Bureau of Economic Research, Inc.
- Alexander Meyer-Gohde, 2017.
"Generalized Entropy and Model Uncertainty,"
SFB 649 Discussion Papers
SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Demian Pouzo & Ignacio Presno, 2016. "Sovereign Default Risk and Uncertainty Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 230-266, July.
- Timothy M. Christensen, 2020. "Existence and uniqueness of recursive utilities without boundedness," Papers 2008.00963, arXiv.org, revised Aug 2021.
- Rhys M. Bidder & Ian Dew-Becker, 2014. "Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process," Working Paper Series 2014-16, Federal Reserve Bank of San Francisco.
- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
- Matthew Smith & Rhys Bidder, 2013.
"Robust Animal Spirits,"
2013 Meeting Papers
265, Society for Economic Dynamics.
- Bidder, R.M. & Smith, M.E., 2012. "Robust animal spirits," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 738-750.
Cited by:
- Cosmin L. Ilut & Hikaru Saijo, 2016.
"Learning, Confidence, and Business Cycles,"
NBER Working Papers
22958, National Bureau of Economic Research, Inc.
- Hikaru Saijo & Cosmin Ilut, 2016. "Learning, Confidence and Business Cycle," 2016 Meeting Papers 664, Society for Economic Dynamics.
- Hikaru Saijo & Cosmin Ilut, 2015. "Learning, Confidence, and Business Cycles," 2015 Meeting Papers 917, Society for Economic Dynamics.
- 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, 2014. "Uncertainty shocks in a model of effective demand," Research Working Paper RWP 14-15, Federal Reserve Bank of Kansas City.
- Susanto Basu & Brent Bundick, 2017. "Uncertainty Shocks in a Model of Effective Demand," Econometrica, Econometric Society, vol. 85, pages 937-958, May.
- Axelle Ferriere & Anastasios Karantounias, 2019.
"Fiscal Austerity in Ambiguous Times,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-02084280, HAL.
- Axelle Ferriere & Anastasios G. Karantounias, 2019. "Fiscal Austerity in Ambiguous Times," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 89-131, January.
- Axelle Ferrière & Anastasios G. Karantounias, 2016. "Fiscal Austerity in Ambiguous Times," FRB Atlanta Working Paper 2016-6, Federal Reserve Bank of Atlanta.
- Axelle Ferriere & Anastasios Karantounias, 2019. "Fiscal Austerity in Ambiguous Times," Post-Print halshs-02084280, HAL.
- Hakon Tretvoll, 2018.
"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.
- Hakon Tretvoll, 2017. "Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"," Computer Codes 13-34, Review of Economic Dynamics.
- Dew-Becker, Ian & Nathanson, Charles G., 2019.
"Directed attention and nonparametric learning,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
- Ian Dew-Becker & Charles G. Nathanson, 2017. "Directed Attention and Nonparametric Learning," NBER Working Papers 23917, National Bureau of Economic Research, Inc.
- Riccardo M Masolo & Francesca Monti, 2021.
"Ambiguity, Monetary Policy and Trend Inflation,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo & Monti, Francesca, 2015. "Ambiguity, monetary policy and trend inflation," Bank of England working papers 565, Bank of England.
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Yulei Luo & Jun Nie & Eric Young, 2015.
"Robust permanent income in general equilibrium,"
Research Working Paper
RWP 15-14, Federal Reserve Bank of Kansas City.
- Luo, Yulei & Nie, Jun & Young, Eric, 2015. "Robust Permanent Income in General Equilibrium," MPRA Paper 63985, University Library of Munich, Germany.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2018.
"Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 810-854.
- Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017. "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers 11950, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers 20081, National Bureau of Economic Research, Inc.
- Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers 202, Society for Economic Dynamics.
- Kwon, Hyosung & Miao, Jianjun, 2017.
"Three types of robust Ramsey problems in a linear-quadratic framework,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 211-231.
- Hyosung Kwon & Jianjun Miao, 2013. "Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework," Boston University - Department of Economics - Working Papers Series 2013-019, Boston University - Department of Economics.
- María Isabel Rojas-Triana & Jeisson Gabriel Parra-Mariño & Jhancarlos Gutierrez-Ayala, 2020. "Teoría y empírica de los espíritus animales e incidencia en la inversión: caso Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 12(2), pages 523-552, August.
- Karantounias, Anastasios G., 2023.
"Doubts about the model and optimal policy,"
Journal of Economic Theory, Elsevier, vol. 210(C).
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," School of Economics Discussion Papers 0423, School of Economics, University of Surrey.
- Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," Discussion Papers 2312, Centre for Macroeconomics (CFM).
- Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
- Lan, Hong & Meyer-Gohde, Alexander, 2014.
"Decomposing Risk in Dynamic Stochastic General Equilibrium,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100523, Verein für Socialpolitik / German Economic Association.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Decomposing Risk in Dynamic Stochastic General Equilibrium," SFB 649 Discussion Papers SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Backus, David & Ferriere, Axelle & Zin, Stanley, 2015.
"Risk and ambiguity in models of business cycles,"
Journal of Monetary Economics, Elsevier, vol. 69(C), pages 42-63.
- David Backus & Axelle Ferriere & Stanley Zin, 2014. "Risk and Ambiguity in Models of Business Cycles," NBER Working Papers 20319, National Bureau of Economic Research, Inc.
- Dung Viet Tran, 2020. "Economic policy uncertainty and bank dividend policy," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(3), pages 339-361, September.
- Alexander Meyer-Gohde, 2014.
"Risky Linear Approximations,"
SFB 649 Discussion Papers
SFB649DP2014-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Alexander Meyer-Gohde, 2014. "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes 200, Quantitative Macroeconomics & Real Business Cycles, revised 2017.
- Orlando Gomes, 2015. "Sentiment Cyclicality," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(2), pages 104-134, December.
- Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
- Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
- Jaroslav Borovicka, 2016.
"Identifying ambiguity shocks in business cycle models using survey data,"
2016 Meeting Papers
1615, Society for Economic Dynamics.
- Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.
- Ted Temzelides & Borghan Narajabad, 2014.
"Robust Dynamic Optimal Taxation and Environmental Externalities,"
2014 Meeting Papers
59, Society for Economic Dynamics.
- Xin Li & Borghan Narajabad & Ted Temzelides, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," CESifo Working Paper Series 4562, CESifo.
- Xin Li & Borghan N. Narajabad & Ted Temzelides, 2014. "Robust Dynamic Optimal Taxation and Environmental Externalities," Finance and Economics Discussion Series 2014-75, Board of Governors of the Federal Reserve System (U.S.).
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
- Lars Hansen & Jaroslav Borovicka, 2013. "Robust preference expansions," 2013 Meeting Papers 1199, Society for Economic Dynamics.
- Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Ambiguous Business Cycles: A Quantitative Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"," Computer Codes 19-269, Review of Economic Dynamics.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
- Luo, Yulei & Nie, Jun & Young, Eric, 2014.
"Model Uncertainty and Intertemporal Tax Smoothing,"
MPRA Paper
54268, University Library of Munich, Germany.
- Yulei Luo & Jun Nie & Eric Young, 2012. "Model uncertainty and intertemporal tax smoothing," Research Working Paper RWP 12-01, Federal Reserve Bank of Kansas City.
- Luo, Yulei & Nie, Jun & Young, Eric R., 2014. "Model uncertainty and intertemporal tax smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 289-314.
- Rhys M. Bidder & Andrew McKenna, 2015.
"Robust stress testing,"
Working Paper Series
2015-13, Federal Reserve Bank of San Francisco.
- Andrew McKenna & Rhys Bidder, 2014. "Robust Stress Testing," 2014 Meeting Papers 853, Society for Economic Dynamics.
- Laura Veldkamp, 2022. "Understanding Uncertainty Shocks and the Role of Black Swans," Finance and Economics Discussion Series 2022-083, Board of Governors of the Federal Reserve System (U.S.).
- Laura Veldkamp & Anna Orlik, 2016. "Understanding Uncertainty Shocks and the Role of the Black Swan," Working Papers 16-04, New York University, Leonard N. Stern School of Business, Department of Economics.
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Alexander Meyer-Gohde, 2017.
"Generalized Entropy and Model Uncertainty,"
SFB 649 Discussion Papers
SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Bennett, Federico & Montamat, Giselle & Roch, Francisco, 2023. "Robust optimal macroprudential policy," Journal of International Economics, Elsevier, vol. 141(C).
- Lee, Sang Seok & Luk, Paul, 2018. "The Asian Financial Crisis and international reserve accumulation: A robust control approach," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 284-309.
- Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
- Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte, 2018. "Policy uncertainty, investment, and the cost of capital," Journal of Financial Stability, Elsevier, vol. 39(C), pages 28-45.
- Leyla Jianyu Han & Kenneth Kasa, 2019. "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers dp19-04, Department of Economics, Simon Fraser University.
- Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
- Callan Windsor & Gianni La Cava & James Hansen, 2014. "Home Price Beliefs in Australia," RBA Research Discussion Papers rdp2014-04, Reserve Bank of Australia.
- Anna Orlik & Laura Veldkamp, 2014.
"Understanding Uncertainty Shocks and the Role of Black Swans,"
NBER Working Papers
20445, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Orlik, Anna, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers 10147, C.E.P.R. Discussion Papers.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Takayuki Ogawa & Jun Sakamoto, 2021. "Welfare implications of mitigating investment uncertainty," Annals of Finance, Springer, vol. 17(4), pages 559-582, December.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Sylvain Leduc & Zheng Liu, 2012.
"Uncertainty shocks are aggregate demand shocks,"
Working Paper Series
2012-10, Federal Reserve Bank of San Francisco.
- Zheng Liu & Sylvain Leduc, 2013. "Uncertainty Shocks Are Aggregate Demand Shocks," 2013 Meeting Papers 270, Society for Economic Dynamics.
- Leduc, Sylvain & Liu, Zheng, 2016. "Uncertainty shocks are aggregate demand shocks," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 20-35.
- Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
Articles
- Rhys Bidder & John Krainer & Adam Shapiro, 2021.
"De-leveraging or de-risking? How banks cope with loss,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
See citations under working paper version above.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Code and data files for "De-leveraging or de-risking? How banks cope with loss"," Computer Codes 19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Online Appendix to "De-leveraging or de-risking? How banks cope with loss"," Online Appendices 19-100, Review of Economic Dynamics.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019. "De-leveraging or De-risking? How Banks Cope with Loss," Working Paper Series 2017-3, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
See citations under working paper version above.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
- Rhys Bidder & Ian Dew-Becker, 2016.
"Long-Run Risk Is the Worst-Case Scenario,"
American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.
See citations under working paper version above.
- Rhys Bidder & Ian Dew-Becker, 2016. "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers 22416, National Bureau of Economic Research, Inc.
- Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
- Rhys M. Bidder & Tim Mahedy & Robert G. Valletta, 2016.
"Trend Job Growth: Where's Normal?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- John C. Williams, 2016. "Assessing the New Normal(s). Speech to the Federal Home Loan Bank of San Francisco’s 2016 Member Conference, San Francisco, California, October 21, 2016," Speech 171, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018.
"Supporting Strong, Steady, and Sustainable Growth,"
Speech
187, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018. "Supporting Strong, Steady, and Sustainable Growth," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018.
"Expecting the Expected: Staying Calm When the Data Meet the Forecasts,"
Speech
186, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018. "Expecting the Expected: Staying Calm When the Data Meet the Forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John C. Williams, 2017.
"Looking Back, Looking Ahead,"
Speech
172, Federal Reserve Bank of San Francisco.
- John C. Williams, 2017. "Looking Back, Looking Ahead," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson, 2018. "The Disappointing Recovery in U.S. Output after 2009," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rhys M. Bidder, 2015.
"Are wages useful in forecasting price inflation?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021. "The changing link between labor cost and price inflation in the United States," Working Paper Series 2583, European Central Bank.
- Maurice Obstfeld, 2019.
"Global Dimensions of U.S. Monetary Policy,"
NBER Working Papers
26039, National Bureau of Economic Research, Inc.
- Maurice Obstfeld, 2020. "Global Dimensions of U.S. Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 73-132, February.
- Obstfeld, Maurice, 2019. "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers 13887, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2019. "Global Dimensions of US Monetary Policy," Working Paper Series WP19-16, Peterson Institute for International Economics.
- Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2019.
"The link between labor cost and price inflation in the euro area,"
Working Paper Series
2235, European Central Bank.
- Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2019. "The link between labor cost and price inflation in the euro area," Working Papers Central Bank of Chile 848, Central Bank of Chile.
- Donayre, Luiggi & Panovska, Irina, 2018. "U.S. wage growth and nonlinearities: The roles of inflation and unemployment," Economic Modelling, Elsevier, vol. 68(C), pages 273-292.
- Richard Senner & Didier Sornette, 2019. "The Holy Grail of Crypto Currencies: Ready to Replace Fiat Money?," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(4), pages 966-1000, October.
- Nickel, Christiane & Bobeica, Elena & Koester, Gerrit & Lis, Eliza & Porqueddu, Mario, 2019. "Understanding low wage growth in the euro area and European countries," Occasional Paper Series 232, European Central Bank.
- Michael T. Kiley, 2023. "The Role of Wages in Trend Inflation: Back to the 1980s?," Finance and Economics Discussion Series 2023-022, Board of Governors of the Federal Reserve System (U.S.).
- Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2020. "The Link between Labor Cost Inflation and Price Inflation in the Euro Area," Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 4, pages 071-148, Central Bank of Chile.
- Elke Hahn, 2021. "How are wage developments passed through to prices in the euro area? Evidence from a BVAR model," Applied Economics, Taylor & Francis Journals, vol. 53(22), pages 2467-2485, May.
- Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Kashyap, Anil & Schoenholtz, Kermit L., 2017. "Deflating Inflation Expectations: The Implications of Inflation’s Simple Dynamics," CEPR Discussion Papers 11925, C.E.P.R. Discussion Papers.
- Hahn, Elke, 2020. "The wage-price pass-through in the euro area: does the growth regime matter?," Working Paper Series 2485, European Central Bank.
- Rhys M. Bidder, 2015.
"Animal spirits and business cycles,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Yuriy Bilan & Maryna Brychko & Anna Buriak & Tetyana Vasilyeva, 2019. "Financial, business and trust cycles: the issues of synchronization," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(1), pages 113-138.
- Bidder, R.M. & Smith, M.E., 2012.
"Robust animal spirits,"
Journal of Monetary Economics, Elsevier, vol. 59(8), pages 738-750.
See citations under working paper version above.
- Matthew Smith & Rhys Bidder, 2013. "Robust Animal Spirits," 2013 Meeting Papers 265, Society for Economic Dynamics.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 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-UPT: Utility Models and Prospect Theory (3) 2014-07-21 2015-08-25 2016-08-14
- NEP-BAN: Banking (2) 2017-02-19 2024-01-08
- NEP-CTA: Contract Theory and Applications (1) 2013-10-18
- NEP-DGE: Dynamic General Equilibrium (1) 2013-10-05
- NEP-ENE: Energy Economics (1) 2017-02-19
- NEP-FOR: Forecasting (1) 2015-11-07
- NEP-ORE: Operations Research (1) 2016-08-14
- NEP-RMG: Risk Management (1) 2016-08-14
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