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Simon Gilchrist

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Personal Details

First Name: Simon
Middle Name:
Last Name: Gilchrist
Suffix:

RePEc Short-ID: pgi28

Email:
Homepage: http://people.bu.edu/sgilchri
Postal Address: Dept. of Economics Boston University 270 Bay State Road Boston, MA 02215
Phone: 617-353-6824

Affiliation

Department of Economics
Boston University
Location: Boston, Massachusetts (United States)
Homepage: http://www.bu.edu/econ/
Email:
Phone: 617-353-4389
Fax: 617-353-444
Postal: 270 Bay State Road, Boston, MA 02215
Handle: RePEc:edi:decbuus (more details at EDIRC)

Works

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Working papers

  1. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Working Papers 20094, National Bureau of Economic Research, Inc.
  2. Simon Gilchrist & Benoît Mojon, 2014. "Credit Risk in the Euro Area," NBER Working Papers 20041, National Bureau of Economic Research, Inc.
  3. Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
  4. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
  5. Simon Gilchrist & Egon Zakrajsek, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," NBER Working Papers 19337, National Bureau of Economic Research, Inc.
  6. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013. "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers 965, Society for Economic Dynamics.
  7. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2012. "Missallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs," NBER Working Papers 18550, National Bureau of Economic Research, Inc.
  8. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2012. "Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs," Finance and Economics Discussion Series 2012-08, Board of Governors of the Federal Reserve System (U.S.).
  9. Simon Gilchrist & Egon Zakrajšek, 2011. "Credit Spreads and Business Cycle Fluctuations," NBER Working Papers 17021, National Bureau of Economic Research, Inc.
  10. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
  11. Egon Zakrajsek & Simon Gilchrist, 2011. "Misallocation Losses Owing to Financial Distortions: Direct Evidence From Dispersion in Borrowing Costs," 2011 Meeting Papers 1390, Society for Economic Dynamics.
  12. Jae Sim & Egon Zakrajsek & Simon Gilchrist, 2010. "Uncertainty, Financial Frictions, and Investment Dynamics," 2010 Meeting Papers 1285, Society for Economic Dynamics.
  13. Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," NBER Working Papers 14863, National Bureau of Economic Research, Inc.
  14. Simon Gilchrist & Jae W. Sim, 2007. "Investment during the Korean Financial Crisis: A Structural Econometric Analysis," NBER Working Papers 13315, National Bureau of Economic Research, Inc.
  15. Simon Gilchrist & Jae W. Sim, 2007. "Investment During The Korean Financial Crisis: A Structural Econometric Approach," Boston University - Department of Economics - Working Papers Series WP2007-001, Boston University - Department of Economics.
  16. Simon Gilchrist & Egon Zakrajsek, 2007. "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market," NBER Working Papers 13174, National Bureau of Economic Research, Inc.
  17. Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc.
  18. Simon Gilchrist & Egon Zakrajsek & Fabio Natalucci, 2006. "Interest Rates and Investment Redux," Computing in Economics and Finance 2006 126, Society for Computational Economics.
  19. Olga M. Fuentes & Simon Gilchrist, 2005. "Skill-biased Technology Adoption: Evidence for the Chilean manufacturing sector," Boston University - Department of Economics - Working Papers Series WP2005-045, Boston University - Department of Economics.
  20. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do stock price bubbles influence corporate investment?," Staff Reports 177, Federal Reserve Bank of New York.
  21. Simon Gilchrist & John C. Williams, 2004. "Investment, Capacity, and Uncertainty: A Putty-Clay Approach," NBER Working Papers 10446, National Bureau of Economic Research, Inc.
  22. Simon Gilchrist, 2003. "Financial Markets and Financial Leverage in a Two-Country World-Economy," Working Papers Central Bank of Chile 228, Central Bank of Chile.
  23. Mark Gertler & Simon Gilchrist & Fabio Natalucci, 2003. "External Constraints on Monetary Policy and the Financial Accelerator," NBER Working Papers 10128, National Bureau of Economic Research, Inc.
  24. Simon Gilchrist & Jean-Olivier Hairault & Hubert Kempf, 2002. "Monetary policy and the financial accelerator in a monetary union," International Finance Discussion Papers 750, Board of Governors of the Federal Reserve System (U.S.).
  25. Simon Gilchrist & John C. Williams, 2001. "Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan," Working Papers 01-1, Federal Reserve Bank of Boston.
  26. Simon Gilchrist & John Williams, 1998. "Investment, capacity, and output: a putty-clay approach," Finance and Economics Discussion Series 1998-44, Board of Governors of the Federal Reserve System (U.S.).
  27. Simon Gilchrist & John C. Williams, 1998. "Putty-Clay and Investment: A Business Cycle Analysis," NBER Working Papers 6812, National Bureau of Economic Research, Inc.
  28. Ben Bernanke & Mark Gertler & Simon Gilchrist, 1998. "The Financial Accelerator in a Quantitative Business Cycle Framework," NBER Working Papers 6455, National Bureau of Economic Research, Inc.
  29. Bernanke, B. & Gertler, M. & Gilchrist, S., 1998. "The Financial Accelerator in a Quantitative Business Cycle Framework," Working Papers 98-03, C.V. Starr Center for Applied Economics, New York University.
  30. Simon Gilchrist & Charles Himmelberg, 1998. "Investment, Fundamentals and Finance," NBER Working Papers 6652, National Bureau of Economic Research, Inc.
  31. Simon Gilchrist & Charles P. Himmelberg, 1995. "Hypothesis Testing with Two-Step GMM Estimators," Working Papers 95-02, New York University, Leonard N. Stern School of Business, Department of Economics.
  32. Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1994. "The Financial Accelerator and the Flight to Quality," Working Papers 94-24, C.V. Starr Center for Applied Economics, New York University.
  33. Ben Bernanke & Mark Gertler & Simon Gilchrist, 1994. "The Financial Accelerator and the Flight to Quality," NBER Working Papers 4789, National Bureau of Economic Research, Inc.
  34. Gertler, M. & Gilchrist, S., 1993. "Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms," Working Papers 93-02, C.V. Starr Center for Applied Economics, New York University.
  35. Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  36. Mark Gertler & Simon Gilchrist, 1993. "The role of credit market imperfections in the monetary transmission mechanism: arguments and evidence," Finance and Economics Discussion Series 93-5, Board of Governors of the Federal Reserve System (U.S.).
  37. Mark Gertler & Simon Gilchrist, 1993. "The cyclical behavior of short term business lending: implications for financial propagation mechanisms," Finance and Economics Discussion Series 93-6, Board of Governors of the Federal Reserve System (U.S.).
  38. Gertler, M. & Gilchrist, S., 1992. "Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms," Working Papers 92-08, C.V. Starr Center for Applied Economics, New York University.
  39. Mark Gertler & Simon Gilchrist, 1991. "Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms," NBER Working Papers 3892, National Bureau of Economic Research, Inc.

Articles

  1. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December.
  2. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2013. "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 159-176, January.
  3. Simon Gilchrist & Egon Zakrajšek, 2013. "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
  4. Simon Gilchrist & Egon Zakrajsek, 2012. "Credit Spreads and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June.
  5. Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan, vol. 59(2), pages 195-232, June.
  6. Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009. "Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 471-493, May.
  7. Gilchrist, Simon, 2007. "Comment on: Banking and interest rates in monetary policy analysis: A quantitative exploration," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1508-1514, July.
  8. Simon Gilchrist, 2006. "Has the development of the structured credit market affected the cost of corporate debt? - comments," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  9. Simon Gilchrist & John C. Williams, 2005. "Investment, Capacity, and Uncertainty: A Putty-Clay Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 1-27, January.
  10. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May.
  11. Simon Gilchrist, 2002. "Houses as collateral: has the link between house prices and consumption in the U.K. changed? commentary," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 179-182.
  12. Gilchrist, Simon & Leahy, John V., 2002. "Monetary policy and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 75-97, January.
  13. Simon Gilchrist, 2001. "Identifying the liquidity effect at the daily frequency (commentary)," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 59-82.
  14. Mark Gertler & Simon Gilchrist & Fabio Natalucci, 2001. "External constraints on monetary policy and the financial accelerator," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  15. Simon Gilchrist & John C. Williams, 2000. "Putty-Clay and Investment: A Business Cycle Analysis," Journal of Political Economy, University of Chicago Press, vol. 108(5), pages 928-960, October.
  16. Bernanke, Ben & Gertler, Mark & Gilchrist, Simon, 1996. "The Financial Accelerator and the Flight to Quality," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 1-15, February.
  17. Simon G. Gilchrist & Egon Zakrajsek, 1995. "The importance of credit for macroeconomic activity: identification through heterogeneity," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 39, pages 129-173.
  18. Gilchrist, Simon, 1995. "Commercial paper, corporate finance, and the business cycle: a microeconomic perspective : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 251-255, June.
  19. Gilchrist, Simon & Himmelberg, Charles P., 1995. "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
  20. Gertler, Mark & Gilchrist, Simon, 1994. "Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms," The Quarterly Journal of Economics, MIT Press, vol. 109(2), pages 309-40, May.
  21. Gertler, Mark & Gilchrist, Simon, 1993. " The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 95(1), pages 43-64.
  22. Gertler, Mark & Gilchrist, Simon, 1993. "The cyclical behavior of short-term business lending: Implications for financial propagation mechanisms," European Economic Review, Elsevier, vol. 37(2-3), pages 623-631, April.

Software components

  1. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2012. "Code and data files for "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs"," Computer Codes 11-238, Review of Economic Dynamics.

Chapters

  1. Markus Brunnermeier & Arvind Krishnamurthy & Gary Gorton, 2013. "Liquidity Mismatch Measurement," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling National Bureau of Economic Research, Inc.
  2. William F. Bassett & Simon Gilchrist & Gretchen C. Weinbach & Egon Zakrajsek, 2011. "Improving Our Ability to Monitor Bank Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling National Bureau of Economic Research, Inc.
  3. Simon Gilchrist & Masashi Saito, 2008. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Chapters, in: Asset Prices and Monetary Policy, pages 45-102 National Bureau of Economic Research, Inc.
  4. Olga Fuentes & Simon Gilchrist, 2005. "Trade Orientation and Labor Market Evolution: Evidence from Chilean Plant-level Data," Central Banking, Analysis, and Economic Policies Book Series, in: Jorge Restrepo & Andrea Tokman R. & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Edi (ed.), Labor Markets and Institutions, edition 1, volume 8, chapter 13, pages 411-435 Central Bank of Chile.
  5. Simon Gilchrist, 2004. "Financial Markets and Financial Leverage in a Two-Country World Economy," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Antonio Ahumada & J. Rodrigo Fuentes & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Banking Market Structure and Monetary Policy, edition 1, volume 7, chapter 2, pages 027-058 Central Bank of Chile.
  6. Simon Gilchrist & Charles Himmelberg, 1999. "Investment: Fundamentals and Finance," NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 223-274 National Bureau of Economic Research, Inc.
  7. Bernanke, Ben S. & Gertler, Mark & Gilchrist, Simon, 1999. "The financial accelerator in a quantitative business cycle framework," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 21, pages 1341-1393 Elsevier.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-06-07
  2. NEP-BAN: Banking (9) 2011-05-14 2012-05-15 2012-12-06 2012-12-22 2013-09-25 2013-09-28 2014-04-18 2014-04-18 2014-05-09. Author is listed
  3. NEP-BEC: Business Economics (4) 2006-05-09 2009-04-13 2011-05-14 2012-05-15
  4. NEP-CBA: Central Banking (6) 2003-12-07 2006-05-08 2009-04-13 2013-09-25 2013-09-28 2014-05-17. Author is listed
  5. NEP-CFN: Corporate Finance (2) 2004-06-07 2004-08-02
  6. NEP-DEV: Development (2) 2001-08-15 2006-05-08
  7. NEP-DGE: Dynamic General Equilibrium (5) 1998-10-15 2001-04-02 2007-08-14 2007-08-14 2014-04-18. Author is listed
  8. NEP-EEC: European Economics (3) 2001-08-15 2014-04-18 2014-05-09
  9. NEP-EFF: Efficiency & Productivity (2) 2006-05-08 2012-12-06
  10. NEP-FDG: Financial Development & Growth (1) 2007-08-27
  11. NEP-FIN: Finance (2) 2003-10-20 2004-08-02
  12. NEP-FMK: Financial Markets (3) 2003-10-20 2009-04-13 2014-05-09
  13. NEP-FOR: Forecasting (1) 2012-12-22
  14. NEP-HRM: Human Capital & Human Resource Management (1) 2006-05-06
  15. NEP-IFN: International Finance (4) 1998-08-21 2003-01-27 2003-12-07 2007-08-14
  16. NEP-INO: Innovation (1) 2006-05-15
  17. NEP-INT: International Trade (1) 2006-05-07
  18. NEP-LAB: Labour Economics (1) 2006-05-18
  19. NEP-LAM: Central & South America (1) 2013-09-25
  20. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  21. NEP-MAC: Macroeconomics (18) 2003-12-07 2004-02-29 2004-09-30 2006-05-11 2007-06-18 2007-08-14 2007-08-14 2007-08-27 2009-04-13 2011-05-14 2013-09-25 2013-09-28 2014-02-02 2014-04-18 2014-04-18 2014-05-09 2014-05-17 2014-06-22. Author is listed
  22. NEP-MIC: Microeconomics (1) 2004-06-07
  23. NEP-MON: Monetary Economics (6) 2003-01-27 2003-12-07 2013-09-25 2013-09-28 2014-05-17 2014-06-22. Author is listed
  24. NEP-NEU: Neuroeconomics (1) 2013-09-25
  25. NEP-OPM: Open Economy Macroeconomics (2) 2014-04-18 2014-05-09
  26. NEP-PKE: Post Keynesian Economics (1) 1998-06-03
  27. NEP-RMG: Risk Management (3) 2004-02-29 2013-09-25 2013-09-28
  28. NEP-SEA: South East Asia (2) 2006-05-17 2007-08-14
  29. NEP-TID: Technology & Industrial Dynamics (3) 1998-08-31 1998-10-15 2001-08-15

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
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  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
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  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Number of Abstract Views in RePEc Services over the past 12 months
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  30. Breadth of citations across fields
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