David Backus
(deceased)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1992.
"International Real Business Cycles,"
Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 745-775, August.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1991. "International real business cycles," Staff Report 146, Federal Reserve Bank of Minneapolis.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1987. "International real business cycles," Working Papers 426, Federal Reserve Bank of Minneapolis.
Mentioned in:
- International business cycle synchronization: what is the role of financial linkages?
by bankunderground in Bank Underground on 2016-04-06 11:30:09
- David Backus & Silverio Foresi & Chris I. Telmer, 1996.
"Affine Models of Currency Pricing,"
NBER Working Papers
5623, National Bureau of Economic Research, Inc.
- David Backus & Silverio Foresi & Chris Telmer, 1996. "Affine Models of Currency Pricing," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-9, New York University, Leonard N. Stern School of Business-.
Mentioned in:
- Yogi Berra and the Dollar
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-12-22 19:32:54
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1994.
"Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?,"
American Economic Review, American Economic Association, vol. 84(1), pages 84-103, March.
- Morten Ravn, "undated". "GAUSS code for Backus-Kehoe-Kydland," QM&RBC Codes 106, Quantitative Macroeconomics & Real Business Cycles.
- David Backus & Patrick Kehoe & Finn E. Kydland, 1992. "Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"," QM&RBC Codes 5a, Quantitative Macroeconomics & Real Business Cycles.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Dynamics of the Trade Balance and the Terms of Trade: The S-Curve," NBER Working Papers 4242, National Bureau of Economic Research, Inc.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Dynamics of the trade balance and the terms of trade: the S-curve," Working Papers (Old Series) 9211, Federal Reserve Bank of Cleveland.
- Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E., "undated". "Backus_Kehoe_Kydland," Instructional Stata datasets for econometrics backus, Boston College Department of Economics.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Dynamics of the trade balance and the terms of trade: the J-curve revisited," Discussion Paper / Institute for Empirical Macroeconomics 65, Federal Reserve Bank of Minneapolis.
- David Backus & Patrick Kehoe & Finn E. Kydland, 1992. "DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"," QM&RBC Codes 5, Quantitative Macroeconomics & Real Business Cycles.
Mentioned in:
- Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1992.
"International Real Business Cycles,"
Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 745-775, August.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1991. "International real business cycles," Staff Report 146, Federal Reserve Bank of Minneapolis.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1987. "International real business cycles," Working Papers 426, Federal Reserve Bank of Minneapolis.
Mentioned in:
Working papers
- Chernov, Mikhail & Backus, David & Boyarchenko, Nina, 2016.
"Term structures of asset prices and returns,"
CEPR Discussion Papers
11227, C.E.P.R. Discussion Papers.
- Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018. "Term structures of asset prices and returns," Journal of Financial Economics, Elsevier, vol. 129(1), pages 1-23.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term Structures of Asset Prices and Returns," NBER Working Papers 22162, National Bureau of Economic Research, Inc.
- David K. Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Staff Reports 774, Federal Reserve Bank of New York.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Chernov, Mikhail & Creal, Drew, 2022.
"International yield curves and currency puzzles,"
CEPR Discussion Papers
13252, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Drew D. Creal, 2018. "International Yield Curves and Currency Puzzles," NBER Working Papers 25206, National Bureau of Economic Research, Inc.
- Mikhail Chernov & Drew Creal, 2023. "International Yield Curves and Currency Puzzles," Journal of Finance, American Finance Association, vol. 78(1), pages 209-245, February.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018.
"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Research Papers
3621, Stanford University, Graduate School of Business.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2019. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3775, Stanford University, Graduate School of Business.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers 24439, National Bureau of Economic Research, Inc.
- Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
- Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016.
"Vulnerable growth,"
Staff Reports
794, Federal Reserve Bank of New York.
- Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016. "Vulnerable Growth," CEPR Discussion Papers 11583, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018. "Vulnerable Growth," Liberty Street Economics 20180409, Federal Reserve Bank of New York.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
- Nina Boyarchenko & Domenico Giannone & Tobias Adrian, 2017. "Vulnerable Growth," 2017 Meeting Papers 1317, Society for Economic Dynamics.
- Fousseni Chabi-Yo & Riccardo Colacito, 2019. "The Term Structures of Coentropy in International Financial Markets," Management Science, INFORMS, vol. 65(8), pages 3541-3558, August.
- A. Ronald Gallant & George Tauchen, 2021. "Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior," JRFM, MDPI, vol. 14(3), pages 1-15, March.
- TAKAMIZAWA, Hideyuki & 高見澤, 秀幸, 2018.
"An Equilibrium Model of Term Structures of Bonds and Equities,"
Working Paper Series
G-1-19, Hitotsubashi University Center for Financial Research.
- Takamizawa, Hideyuki, 2022. "An equilibrium model of the term structures of bonds and equities," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2020.
"Manufacturing Risk-Free Government Debt,"
Research Papers
3882, Stanford University, Graduate School of Business.
- Van Nieuwerburgh, Stijn & Jiang, Zhengyang & Lustig, Hanno & Xiaolan, Mindy, 2021. "Manufacturing Risk-free Government Debt," CEPR Discussion Papers 16304, C.E.P.R. Discussion Papers.
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2021. "Manufacturing Risk-Free Government Debt," CESifo Working Paper Series 8902, CESifo.
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2020. "Manufacturing Risk-free Government Debt," NBER Working Papers 27786, National Bureau of Economic Research, Inc.
- Stefano Giglio & Bryan Kelly, 2016.
"Excess Volatility: Beyond Discount Rates,"
NBER Working Papers
22045, National Bureau of Economic Research, Inc.
- Stefano Giglio & Bryan Kelly, 2018. "Excess Volatility: Beyond Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 71-127.
- Likuan Qin & Vadim Linetsky, 2016. "The Long Bond, Long Forward Measure and Long-Term Factorization in Heath-Jarrow-Morton Models," Papers 1610.00818, arXiv.org, revised Jul 2017.
- Indrajit Mitra & Yu Xu, 2020. "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper 2020-20, Federal Reserve Bank of Atlanta.
- Chen, Dongxu & Wu, Ke & Zhu, Yifeng, 2022. "Stock return asymmetry in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Zviadadze, Irina, 2018.
"Term Structure of Risk in Expected Returns,"
CEPR Discussion Papers
13414, C.E.P.R. Discussion Papers.
- Irina Zviadadze, 2021. "Term Structure of Risk in Expected Returns [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6032-6086.
- Irina Zviadadze, 2017. "Term Structure of Risk on Macrofinance Models," 2017 Meeting Papers 965, Society for Economic Dynamics.
- Lloyd, Simon & Marin, Emile, 2020.
"Exchange rate risk and business cycles,"
Bank of England working papers
872, Bank of England.
- Lloyd, S. P. & Marin, E. A., 2019. "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics 1996, Faculty of Economics, University of Cambridge.
- Likuan Qin & Vadim Linetsky, 2016. "Long-Term Factorization of Affine Pricing Kernels," Papers 1610.00778, arXiv.org, revised Jul 2017.
- Likuan Qin & Vadim Linetsky, 2018. "Long-term factorization in Heath–Jarrow–Morton models," Finance and Stochastics, Springer, vol. 22(3), pages 621-641, July.
- Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020. "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Ye Li & Chen Wang, 2023. "Valuation Duration of the Stock Market," Papers 2310.07110, arXiv.org.
- Likuan Qin & Vadim Linetsky & Yutian Nie, 2016. "Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums," Papers 1601.06477, arXiv.org.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015.
"Pareto Weights as Wedges in Two-Country Models,"
NBER Working Papers
21773, National Bureau of Economic Research, Inc.
- Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer, 2016. "Pareto weights as wedges in two-country models," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 98-110.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2016. "Pareto weights as wedges in two-country models," Working Papers 16-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015. "Pareto weights as wedges in two-country models," Working Papers 15-13, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Epstein, Brendan & Mukherjee, Rahul & Ramnath, Shanthi, 2016.
"Taxes and international risk sharing,"
Journal of International Economics, Elsevier, vol. 102(C), pages 310-326.
- Brendan Epstein & Rahul Mukherjee & Shanthi Ramnath, 2014. "Taxes and International Risk Sharing," International Finance Discussion Papers 1110, Board of Governors of the Federal Reserve System (U.S.).
- Aidi Tang, 2023. "Financial Integration and International Dynamics: The Role of Volatility Shocks," Mathematics, MDPI, vol. 11(23), pages 1-27, November.
- Yoonhee Park & Doo Hun Lim & Woocheol Kim & Hana Kang, 2020. "Organizational Support and Adaptive Performance: The Revolving Structural Relationships between Job Crafting, Work Engagement, and Adaptive Performance," Sustainability, MDPI, vol. 12(12), pages 1-14, June.
- 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.
- Dmitriev, Alexandre, 2017. "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 1-34.
- 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.
- 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.
Cited by:
- Bonciani, Dario & Oh, Joonseok Jason, 2019. "The long-run effects of uncertainty shocks," Bank of England working papers 802, Bank of England.
- Paciello, Luigi & Michelacci, Claudio, 2017.
"Ambiguous Policy Announcements,"
CEPR Discussion Papers
11754, C.E.P.R. Discussion Papers.
- Claudio Michelacci & Luigi Paciello, 2017. "Ambiguous Policy Announcements," EIEF Working Papers Series 1701, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2017.
- Claudio Michelacci & Luigi Paciello, 2020. "Ambiguous Policy Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2356-2398.
- OH, Joonseok; ROGANTINI PICCO, Anna, 2019.
"Macro uncertainty and unemployment risk,"
Economics Working Papers
ECO 2019/02, European University Institute.
- Oh, Joonseok & Rogantini Picco, Anna, 2020. "Macro Uncertainty and Unemployment Risk," Working Paper Series 395, Sveriges Riksbank (Central Bank of Sweden).
- Robert Ulbricht & Ludwig Straub, 2015.
"Endogenous Uncertainty and Credit Crunches,"
2015 Meeting Papers
199, Society for Economic Dynamics.
- Straub, Ludwig & Ulbricht, Robert, 2015. "Endogenous Uncertainty and Credit Crunches," TSE Working Papers 15-604, Toulouse School of Economics (TSE), revised Dec 2017.
- Ludwig Straub & Robert Ulbricht, 2020. "Endogenous Uncertainty and Credit Crunches," Boston College Working Papers in Economics 1036, Boston College Department of Economics, revised 13 Jan 2023.
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022. "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers 22-14, Federal Reserve Bank of Cleveland.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015.
"The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation,"
Working Papers
15-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2016. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2016 Meeting Papers 245, Society for Economic Dynamics.
- Venky Venkateswaran & Laura Veldkamp & Julian Kozlowski, 2015. "The Tail that Wags the Economy: Belief-Driven Business Cycles and Persistent Stagnation," 2015 Meeting Papers 800, Society for Economic Dynamics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018.
"The Tail that Keeps the Riskless Rate Low,"
NBER Working Papers
24362, National Bureau of Economic Research, Inc.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail That Keeps the Riskless Rate Low," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283, National Bureau of Economic Research, Inc.
- Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
- Meyer-Gohde, Alexander, 2019.
"Generalized entropy and model uncertainty,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Alexander Meyer-Gohde, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Makarov, Dmitry, 2021. "Optimal portfolio under ambiguous ambiguity," Finance Research Letters, Elsevier, vol. 43(C).
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019.
"The Tail that Wags the Economy: Beliefs and Persistent Stagnation,"
Working Papers
2019-6, Federal Reserve Bank of St. Louis.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2020. "The Tail That Wags the Economy: Beliefs and Persistent Stagnation," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 2839-2879.
- Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2015. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," NBER Working Papers 21719, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Venkateswaran, Venky, 2018. "The Tail that Wags the Economy: Beliefs and Persistent Stagnation," CEPR Discussion Papers 11352, C.E.P.R. Discussion Papers.
- Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
- 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).
- 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.
- Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022.
"Currency volatility and global technological innovation,"
Journal of International Economics, Elsevier, vol. 137(C).
- Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan & Xu, Qi, 2021. "Currency Volatility and Global Technological Innovation," CEPR Discussion Papers 16611, C.E.P.R. Discussion Papers.
- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
- Chiaki Hara & Toshiki Honda, 2022. "Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors," Management Science, INFORMS, vol. 68(6), pages 4246-4260, June.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015.
"Pareto Weights as Wedges in Two-Country Models,"
NBER Working Papers
21773, National Bureau of Economic Research, Inc.
- Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer, 2016. "Pareto weights as wedges in two-country models," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 98-110.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2016. "Pareto weights as wedges in two-country models," Working Papers 16-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015. "Pareto weights as wedges in two-country models," Working Papers 15-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Paciello, Luigi & Michelacci, Claudio, 2020.
"Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households,"
CEPR Discussion Papers
14557, C.E.P.R. Discussion Papers.
- Claudio Michelacci & Luigi Paciello, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," EIEF Working Papers Series 2006, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2020.
- Li Zhe & Luo Shuixing, 2019. "Is risk shock a key factor driving business cycles in China?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(1), pages 1-18, January.
- Bonciani, Dario & Ricci, Martino, 2020.
"The global effects of global risk and uncertainty,"
Bank of England working papers
863, Bank of England.
- Bonciani, Dario & Ricci, Martino, 2018. "The global effects of global risk and uncertainty," Working Paper Series 2179, European Central Bank.
- Eric André & Antoine Bommier & François Le Grand, 2022.
"The impact of risk aversion and ambiguity aversion on annuity and saving choices,"
Post-Print
hal-04325572, HAL.
- Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Hening Liu & Yuzhao Zhang, 2022. "Financial Uncertainty with Ambiguity and Learning," Management Science, INFORMS, vol. 68(3), pages 2120-2140, March.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Working Papers
553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Joel M. David & Espen Henriksen & Ina Simonovska, 2014.
"The Risky Capital of Emerging Markets,"
NBER Working Papers
20769, National Bureau of Economic Research, Inc.
- Ina Simonovska & Espen Henriksen & Joel David, 2016. "The Risky Capital of Emerging Markets," 2016 Meeting Papers 125, Society for Economic Dynamics.
- A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
- 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. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Makarov, Dmitry, 2020. "Optimal portfolio under ambiguous ambiguity," MPRA Paper 108837, University Library of Munich, Germany, revised Dec 2020.
- David Backus & Thomas Cooley & Espen Henriksen, 2013.
"Demography and Low Frequency Capital Flows,"
NBER Working Papers
19465, National Bureau of Economic Research, Inc.
- David Backus & Thomas Cooley & Espen Henriksen, 2013. "Demography and Low-Frequency Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 94-102, National Bureau of Economic Research, Inc.
Cited by:
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2015.
"Fertility, Longevity and International Capital Flows,"
Working Papers
hal-01164462, HAL.
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2015. "Fertility, Longevity and International Capital Flows," Sciences Po publications info:hdl:2441/5402sfihji9, Sciences Po.
- Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2015. "Fertility, Longevity and International Capital Flows," SciencePo Working papers Main hal-01164462, HAL.
- Chadwick C. Curtis & Steven Lugauer & Nelson Mark, "undated".
"Demographics and Aggregate Household Saving in Japan, China, and India,"
GRU Working Paper Series
GRU_2016_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015. "Demographics and Aggregate Household Saving in Japan, China, and India," NBER Working Papers 21555, National Bureau of Economic Research, Inc.
- Curtis, Chadwick C. & Lugauer, Steven & Mark, Nelson C., 2017. "Demographics and aggregate household saving in Japan, China, and India," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 175-191.
- D.D. Evans, Martin, 2017.
"External balances, trade and financial conditions,"
Journal of International Economics, Elsevier, vol. 107(C), pages 165-184.
- Evans, Martin, 2015. "External Balances, Trade and Financial Conditions," MPRA Paper 66201, University Library of Munich, Germany.
- Martin D D Evans, 2015. "External Balances, Trade and Financial Conditions," Working Papers gueconwpa~15-15-08, Georgetown University, Department of Economics.
- Mervyn King & David Low, 2014. "Measuring the ''World'' Real Interest Rate," NBER Working Papers 19887, National Bureau of Economic Research, Inc.
- Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019.
"On secular stagnation and low interest rates: Demography matters,"
International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
- Ferrero, Giuseppe & Gross, Marco & Neri, Stefano, 2017. "On secular stagnation and low interest rates: demography matters," Working Paper Series 2088, European Central Bank.
- Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017. "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers) 1137, Bank of Italy, Economic Research and International Relations Area.
- Katerina Koka, 2015. "The Impact of the Population Age Structure on the Response to Negative Asset Shocks," Economics Bulletin, AccessEcon, vol. 35(4), pages 2270-2281.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2013.
"Identifying Taylor Rules in Macro-Finance Models,"
NBER Working Papers
19360, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2013. "Identifying Taylor Rules in Macro-finance Models," Working Papers 13-12, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Merim KASUMOVIĆ & Mirna MEŠIĆ, 2018. "Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(614), S), pages 41-54, Spring.
- Dongho Song, 2014.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
PIER Working Paper Archive
14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Dongho Song, 2016. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics 915, Boston College Department of Economics, revised 19 Jul 2016.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014.
"Macroeconomic Drivers of Bond and Equity Risks,"
NBER Working Papers
20070, National Bureau of Economic Research, Inc.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Macroeconomic Drivers of Bond and Equity Risks," Harvard Business School Working Papers 14-031, Harvard Business School, revised Aug 2018.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020. "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3148-3185.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013.
"Monetary policy risk: Rules vs. discretion,"
CEPR Discussion Papers
9611, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2021. "Monetary Policy Risk: Rules vs. Discretion," NBER Working Papers 28983, National Bureau of Economic Research, Inc.
Cited by:
- Merim KASUMOVIĆ & Mirna MEŠIĆ, 2018. "Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(614), S), pages 41-54, Spring.
- Dongho Song, 2014.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
PIER Working Paper Archive
14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Dongho Song, 2016. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics 915, Boston College Department of Economics, revised 19 Jul 2016.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014.
"Macroeconomic Drivers of Bond and Equity Risks,"
NBER Working Papers
20070, National Bureau of Economic Research, Inc.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Macroeconomic Drivers of Bond and Equity Risks," Harvard Business School Working Papers 14-031, Harvard Business School, revised Aug 2018.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020. "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3148-3185.
- Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
- Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011.
"Sources of entropy in representative agent models,"
CEPR Discussion Papers
8488, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Stanley Zin, 2014. "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, vol. 69(1), pages 51-99, February.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2011. "Sources of Entropy in Representative Agent Models," Working Papers 11-21, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Zhigang Feng & Matthew Hoelle, 2017. "Indeterminacy in stochastic overlapping generations models: real effects in the long run," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 559-585, February.
- Borovička, Jaroslav & Hansen, Lars Peter, 2014.
"Examining macroeconomic models through the lens of asset pricing,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 67-90.
- Jaroslav Borovicka & Lars Peter Hansen, 2012. "Examining macroeconomic models through the lens of asset pricing," Working Paper Series WP-2012-01, Federal Reserve Bank of Chicago.
- Sang Byung Seo & Jessica A. Wachter, 2019. "Option Prices in a Model with Stochastic Disaster Risk," Management Science, INFORMS, vol. 65(8), pages 3449-3469, August.
- Hansen, Lars Peter, 2013.
"Uncertainty Outside and Inside Economic Models,"
Nobel Prize in Economics documents
2013-7, Nobel Prize Committee.
- Lars Peter Hansen, 2014. "Uncertainty Outside and Inside Economic Models," NBER Working Papers 20394, National Bureau of Economic Research, Inc.
- 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.
- David K. Backus & Nina Boyarchenko & Mikhail Chernov, 2016.
"Term structures of asset prices and returns,"
Staff Reports
774, Federal Reserve Bank of New York.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term Structures of Asset Prices and Returns," NBER Working Papers 22162, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Backus, David & Boyarchenko, Nina, 2016. "Term structures of asset prices and returns," CEPR Discussion Papers 11227, C.E.P.R. Discussion Papers.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018. "Term structures of asset prices and returns," Journal of Financial Economics, Elsevier, vol. 129(1), pages 1-23.
- Tjeerd de Vries, 2021. "A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models," Papers 2105.08208, arXiv.org, revised Oct 2023.
- Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2013.
"The Term Structure of Currency Carry Trade Risk Premia,"
NBER Working Papers
19623, National Bureau of Economic Research, Inc.
- Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2017. "The Term Structure of Currency Carry Trade Risk Premia," Research Papers repec:ecl:stabus:3411, Stanford University, Graduate School of Business.
- Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2014. "The Term Structure of Currency Carry Trade Risk Premia," 2014 Meeting Papers 837, Society for Economic Dynamics.
- Hansen, Lars Peter, 2013. "Risk Pricing over Alternative Investment Horizons," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1571-1611, Elsevier.
- Caio Almeida & René Garcia, 2017. "Economic Implications of Nonlinear Pricing Kernels," Management Science, INFORMS, vol. 63(10), pages 3361-3380, October.
- Timothy Christensen, 2014. "Nonparametric Stochastic Discount Factor Decomposition," Papers 1412.4428, arXiv.org, revised May 2017.
- Anisha Ghosh & Christian Julliard, 2011.
"What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models,"
FMG Discussion Papers
dp691, Financial Markets Group.
- Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 119061, London School of Economics and Political Science, LSE Library.
- Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
- Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2017. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 65131, London School of Economics and Political Science, LSE Library.
- Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
- Samim Ghamami & Paul Glasserman, 2019. "Submodular Risk Allocation," Management Science, INFORMS, vol. 65(10), pages 4656-4675, October.
- Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
- Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
- Jaroslav Borovička & Lars P. Hansen & José A. Scheinkman, 2014.
"Misspecified Recovery,"
NBER Working Papers
20209, 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.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019.
"Benchmark Interest Rates When the Government is Risky,"
NBER Working Papers
26429, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
- Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021. "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
- Robert J. Kurtzman & David Zeke, 2016.
"Accounting for Productivity Dispersion over the Business Cycle,"
Finance and Economics Discussion Series
2016-045, Board of Governors of the Federal Reserve System (U.S.).
- David Zeke & Robert Kurtzman, 2016. "Accounting for Productivity Dispersion over the Business Cycle," 2016 Meeting Papers 482, Society for Economic Dynamics.
- Fousseni Chabi-Yo & Riccardo Colacito, 2019. "The Term Structures of Coentropy in International Financial Markets," Management Science, INFORMS, vol. 65(8), pages 3541-3558, August.
- Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012.
"Crash Risk in Currency Returns,"
2012 Meeting Papers
753, Society for Economic Dynamics.
- Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2018. "Crash Risk in Currency Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 137-170, February.
- Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby, 2022.
"Conditional Dynamics and the Multihorizon Risk-Return Trade-Off,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1310-1347.
- Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig, 2018. "Conditional dynamics and the multi-horizon risk-return trade-off," CEPR Discussion Papers 13365, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Lars A. Lochstoer & Stig R. H. Lundeby, 2018. "Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off," NBER Working Papers 25361, National Bureau of Economic Research, Inc.
- Jianfeng Yu, 2012.
"Online Appendix to "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models","
Online Appendices
10-230, Review of Economic Dynamics.
- Jianfeng Yu, 2012. "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 317-335, October.
- Pietro Murialdo & Linda Ponta & Anna Carbone, 2020. "Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach," Papers 2004.14736, arXiv.org.
- Irina Zviadadze, 2017.
"Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,"
Journal of Finance, American Finance Association, vol. 72(4), pages 1529-1566, August.
- Irina Zviadadze, 2014. "Term-structure of consumption risk premia in the cross-section of currency returns," 2014 Meeting Papers 1075, Society for Economic Dynamics.
- Caio Almeida & Kym Ardison & René Garcia & Jose Vicente, 2017.
"Nonparametric Tail Risk, Stock Returns, and the Macroeconomy,"
Journal of Financial Econometrics, Oxford University Press, vol. 15(3), pages 333-376.
- René Garcia & Caio Almeida & Kym Ardison & Jose Vicente, 2016. "Nonparametric Tail Risk, Stock Returns and the Macroeconomy," CIRANO Working Papers 2016s-20, CIRANO.
- Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu, 2018. "A test of general asymmetric dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1026-1043, November.
- Favero, Carlo A. & Tamoni, Andrea & Ortu, Fulvio & Yang, Haoxi, 2016. "Implications of Return Predictability across Horizons for Asset Pricing Models," CEPR Discussion Papers 11645, C.E.P.R. Discussion Papers.
- Qin, Guyue & Shang, Pengjian, 2021. "Analysis of time series using a new entropy plane based on past entropy," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers CWP37/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Almeida, Caio & Ardison, Kym & Garcia, René, 2020.
"Nonparametric assessment of hedge fund performance,"
Journal of Econometrics, Elsevier, vol. 214(2), pages 349-378.
- Caio Almeida & Kim Ardison & René Garcia, 2020. "Nonparametric Assessment of Hedge Fund Performance," Post-Print hal-02550789, HAL.
- Almeida, Caio & Ardison, Kim & Garcia, René, 2019. "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers 19-1024, Toulouse School of Economics (TSE).
- Indrajit Mitra & Yu Xu, 2020. "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper 2020-20, Federal Reserve Bank of Atlanta.
- Timothy M. Christensen, 2015. "Nonparametric stochastic discount factor decomposition," CeMMAP working papers CWP24/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
- Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung, 2022. "Learning, slowly unfolding disasters, and asset prices," Journal of Financial Economics, Elsevier, vol. 143(1), pages 527-549.
- Ponta, Linda & Murialdo, Pietro & Carbone, Anna, 2021. "Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
- Zviadadze, Irina, 2018.
"Term Structure of Risk in Expected Returns,"
CEPR Discussion Papers
13414, C.E.P.R. Discussion Papers.
- Irina Zviadadze, 2021. "Term Structure of Risk in Expected Returns [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6032-6086.
- Zhanyu Chen & Kai Zhang & Hongbiao Zhao, 2022. "A Skellam market model for loan prime rate options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 525-551, March.
- Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes: Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
- Oh, Gabjin & Kim, Ho-yong & Ahn, Seok-Won & Kwak, Wooseop, 2015. "Analyzing the financial crisis using the entropy density function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 464-469.
- Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers 37/14, Institute for Fiscal Studies.
- Polanski, Arnold & Stoja, Evarist, 2016. "Extreme risk interdependence," ESRB Working Paper Series 12, European Systemic Risk Board.
- Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
- Liu, Yan, 2021. "Index option returns and generalized entropy bounds," Journal of Financial Economics, Elsevier, vol. 139(3), pages 1015-1036.
- Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
- Paul SCHNEIDER, 2014.
"Generalized Risk Premia,"
Swiss Finance Institute Research Paper Series
14-29, Swiss Finance Institute.
- Schneider, Paul, 2015. "Generalized risk premia," Journal of Financial Economics, Elsevier, vol. 116(3), pages 487-504.
- P. Lopez, 2014. "The Term Structure of the Welfare Cost of Uncertainty," Working papers 521, Banque de France.
- Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics 60737, London School of Economics and Political Science, LSE Library.
- Nikolay Gospodinov & Esfandiar Maasoumi, 2017. "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper 2017-10, Federal Reserve Bank of Atlanta.
- Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous epstein-zin investors," LSE Research Online Documents on Economics 62003, London School of Economics and Political Science, LSE Library.
- Weidong Tian, 2021. "Long Run Law and Entropy," Papers 2111.06238, arXiv.org.
- Polanski, Arnold & Stoja, Evarist, 2015. "Extreme risk interdependence," Bank of England working papers 563, Bank of England.
- Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2017.
"Nominal Exchange Rate Stationarity and Long-Term Bond Returns,"
2017 Meeting Papers
1633, Society for Economic Dynamics.
- Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2016. "Nominal Exchange Rate Stationarity and Long-Term Bond Returns," Research Papers 3411, Stanford University, Graduate School of Business.
- Qiu, Chen & Otsu, Taisuke, 2022. "Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect," LSE Research Online Documents on Economics 110494, London School of Economics and Political Science, LSE Library.
- Pierlauro Lopez, 2021. "Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?," Working Papers 21-16R, Federal Reserve Bank of Cleveland, revised 16 May 2023.
- Timothy M. Christensen, 2015. "Nonparametric stochastic discount factor decomposition," CeMMAP working papers 24/15, Institute for Fiscal Studies.
- Chen Qiu & Taisuke Otsu, 2022. "Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect," Quantitative Economics, Econometric Society, vol. 13(1), pages 63-94, January.
- Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2012. "Sources of Risk in Currency Returns," CEPR Discussion Papers 8745, C.E.P.R. Discussion Papers.
- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
- Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
- David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010.
"Monetary Policy and the Uncovered Interest Parity Puzzle,"
NBER Working Papers
16218, National Bureau of Economic Research, Inc.
Cited by:
- Alfred Guender, 2011. "CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules," Working Papers in Economics 11/18, University of Canterbury, Department of Economics and Finance.
- Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
- Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018.
"Volatility Risk Pass-Through,"
CEPR Discussion Papers
13325, C.E.P.R. Discussion Papers.
- Yang Liu & Mariano Croce & Ivan Shaliastovich & Ric Colacito, 2016. "Volatility Risk Pass-Through," 2016 Meeting Papers 135, Society for Economic Dynamics.
- Riccardo Colacito & Mariano Max Croce & Yang Liu & Ivan Shaliastovich, 2018. "Volatility Risk Pass-through," NBER Working Papers 25276, National Bureau of Economic Research, Inc.
- Varela, Liliana & Salomao, Juliana, 2018.
"Exchange Rate Exposure and Firm Dynamics,"
CEPR Discussion Papers
12654, C.E.P.R. Discussion Papers.
- Salomao, Juliana & Varela, Liliana, 2022. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 108168, London School of Economics and Political Science, LSE Library.
- Juliana Salomao & Liliana Varela, 2022. "Exchange Rate Exposure and Firm Dynamics [Credit Constraints and the Cyclicality of R&D Investment: Evidence from France]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 481-514.
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series 364, Competitive Advantage in the Global Economy (CAGE).
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
- Juliana Salomao & Liliana Varela, 2018. "Exchange Rate Exposure and Firm Dynamics," 2018 Meeting Papers 523, Society for Economic Dynamics.
- Salomao, Juliana & Varela, Liliana, 2020. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 118906, London School of Economics and Political Science, LSE Library.
- Andrew Ang & Allan Timmermann, 2011.
"Regime Changes and Financial Markets,"
NBER Working Papers
17182, National Bureau of Economic Research, Inc.
- Andrew Ang & Allan Timmermann, 2012. "Regime Changes and Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 313-337, October.
- Timmermann, Allan & Ang, Andrew, 2011. "Regime Changes and Financial Markets," CEPR Discussion Papers 8480, C.E.P.R. Discussion Papers.
- Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013.
"Globally correlated nominal fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
- Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009. "Globally Correlated Nominal Fluctuations," NBER Working Papers 15123, National Bureau of Economic Research, Inc.
- Federico Gavazzoni & Ana Maria Santacreu, 2015.
"International R&D Spillovers and Asset Prices,"
Working Papers
2015-41, Federal Reserve Bank of St. Louis.
- Ana Maria Santacreu & Federico Gavazzoni, 2015. "International R&D Spillovers and Asset Prices," 2015 Meeting Papers 405, Society for Economic Dynamics.
- Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
- Ana Santacreu & Ilian Mihov, 2013.
"Exchange rates as an instrument of monetary policy,"
2013 Meeting Papers
773, Society for Economic Dynamics.
- Mihov, Ilian & Heipertz, Jonas & Santacreu, Ana, 2017. "The Exchange Rate as an Instrument of Monetary Policy," CEPR Discussion Papers 12137, C.E.P.R. Discussion Papers.
- Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020.
"How puzzling is the forward premium puzzle? A meta-analysis,"
Working Papers
46, European Stability Mechanism.
- Zigraiova, Diana & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2021. "How puzzling is the forward premium puzzle? A meta-analysis," European Economic Review, Elsevier, vol. 134(C).
- Havranek, Tomas & Zigraiova, Diana & Irsova, Zuzana & Novak, Jiri, 2021. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," CEPR Discussion Papers 15817, C.E.P.R. Discussion Papers.
- Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," Working Papers IES 2020/6, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Zigraiova, Diana & Havranek, Tomas & Novak, Jiri, 2020. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," EconStor Preprints 213578, ZBW - Leibniz Information Centre for Economics.
- Havranek, Tomas & Novak, Jiri & Zigraiova, Diana, 2020. "How puzzling is the forward premium puzzle? A meta-analysis," MetaArXiv 348kc, Center for Open Science.
- Borisenko, Dmitry & Pozdeev, Igor, 2017. "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance 1708, University of St. Gallen, School of Finance, revised 1710.
- Alfred V Guender, 2015. "International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle," Working Papers in Economics 15/15, University of Canterbury, Department of Economics and Finance.
- Ali, Syed Zahid & Anwar, Sajid, 2022. "Risk-premium shocks and the prudent exchange rate policy," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 97-122.
- Cheolbeom Park & Sookyung Park, 2014.
"Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?,"
Discussion Paper Series
1404, Institute of Economic Research, Korea University.
- Park, Cheolbeom & Park, Sookyung, 2017. "Can monetary policy cause the uncovered interest parity puzzle?," Japan and the World Economy, Elsevier, vol. 41(C), pages 34-44.
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"The Real Exchange Rate, Real Interest Rates, and the Risk Premium,"
NBER Working Papers
17116, National Bureau of Economic Research, Inc.
- Engel, Charles, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Economics Series 265, Institute for Advanced Studies.
- Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Working Papers 272011, Hong Kong Institute for Monetary Research.
- Deebii Nwiado & Lezaasi LeneeTorbira, 2016. "A Panel Data Analysis of the Validity of Uncovered Interest Rate Parity (UIRP) in Selected African Countries," Research in World Economy, Research in World Economy, Sciedu Press, vol. 7(2), pages 15-25, December.
- Nikhil Patel, 2016. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," BIS Working Papers 539, Bank for International Settlements.
- Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012.
"Crash Risk in Currency Returns,"
2012 Meeting Papers
753, Society for Economic Dynamics.
- Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2018. "Crash Risk in Currency Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 137-170, February.
- Cavusoglu, Nevin & Goldberg, Michael D. & Stillwagon, Josh, 2021. "Currency returns and downside risk: Debt, volatility, and the gap from benchmark values," Journal of Macroeconomics, Elsevier, vol. 68(C).
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"International Portfolio Allocation under Model Uncertainty,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 144-189, January.
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- A. Craig Burnside & Jeremy J. Graveline, 2012.
"On the Asset Market View of Exchange Rates,"
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"Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,"
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"Exchange Rate Predictability, Risk Premiums, and Predictive System,"
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2006, Institute of Economic Research, Korea University.
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"Exchange Rate Parities and Taylor Rule Deviations,"
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8961, CESifo.
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"Inflation Targeting and the Forward Bias Puzzle in Emerging Countries,"
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2017-12, University of Paris Nanterre, EconomiX.
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"Managing macroeconomic fluctuations with flexible exchange rate targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
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"The HighFrequency Response of the RandDollar Rate to Inflation Surprises,"
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5028, South African Reserve Bank.
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- Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
- Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010.
"Countercyclical Currency Risk Premia,"
NBER Working Papers
16427, National Bureau of Economic Research, Inc.
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- Hiroshi Ugai, "undated". "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," Working Papers e102, Tokyo Center for Economic Research.
- Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019. "New Evidence on the Portfolio Balance Approach to Currency Returns," Working Papers Series 89, Institute for New Economic Thinking.
- Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2011.
"Risk, Monetary Policy and the Exchange Rate,"
NBER Working Papers
17133, National Bureau of Economic Research, Inc.
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- Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012. "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 247-309.
- Nessrine Hamzaoui & Boutheina Regaieg, 2016. "Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 694-702.
- Husted, Lucas & Rogers, John & Sun, Bo, 2018.
"Uncertainty, currency excess returns, and risk reversals,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 228-241.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
- John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2018.
"Unconventional Monetary Policy and International Risk Premia,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1827-1850, December.
- John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017. "International correlation risk," LSE Research Online Documents on Economics 84140, London School of Economics and Political Science, LSE Library.
- Charles Engel, 2013.
"Exchange Rates and Interest Parity,"
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19336, National Bureau of Economic Research, Inc.
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- Jung, Kuk Mo & Lee, Seungduck, 2015. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," MPRA Paper 64164, University Library of Munich, Germany.
- Seungduck Lee & Kuk Mo Jung, 2019. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," Working Papers 1902, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Seungduck Lee & Kuk Mo Jung, 2020. "A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1397-1433, September.
- Atanasov, Victoria & Nitschka, Thomas, 2014.
"Currency excess returns and global downside market risk,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 268-285.
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- Charles Engel, 2015.
"Exchange Rates, Interest Rates, and the Risk Premium,"
NBER Working Papers
21042, National Bureau of Economic Research, Inc.
- Charles Engel, 2016. "Exchange Rates, Interest Rates, and the Risk Premium," American Economic Review, American Economic Association, vol. 106(2), pages 436-474, February.
- Aloosh, Arash, 2014. "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper 59931, University Library of Munich, Germany.
- Charles W. Calomiris & Harry Mamaysky, 2019. "Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes," NBER Working Papers 25714, National Bureau of Economic Research, Inc.
- Shaowen Luo, 2023. "Risk and return in the foreign exchange market: Measurement without VARs," International Finance, Wiley Blackwell, vol. 26(1), pages 64-81, April.
- Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
- Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
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"Currency Risk Factors in a Recursive Multicountry Economy,"
CEPR Discussion Papers
12610, C.E.P.R. Discussion Papers.
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- Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin, 2017.
"The Carry Trade: Risks and Drawdowns,"
Critical Finance Review, now publishers, vol. 6(2), pages 211-262, September.
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- Hiroshi Ugai, 2015. "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," UTokyo Price Project Working Paper Series 060, University of Tokyo, Graduate School of Economics, revised Dec 2015.
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- David Backus & Espen Henriksen & Frederic Lambert & Christopher Telmer, 2009.
"Current Account Fact and Fiction,"
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Cited by:
- Ellen R. McGrattan & Edward C. Prescott, 2007.
"Technology capital and the U.S. current account,"
Working Papers
646, Federal Reserve Bank of Minneapolis.
- Edward Prescott & Ellen McGrattan, 2007. "Technology Capital and the U.S. Current Account," 2007 Meeting Papers 90, Society for Economic Dynamics.
- Ellen R. McGrattan & Edward C. Prescott, 2009. "Technology capital and the U.S. current account," Staff Report 406, Federal Reserve Bank of Minneapolis.
- Ellen R McGrattan & Edward C Prescott, 2008. "Technology Capital and the U.S. Current Account," Levine's Bibliography 122247000000001827, UCLA Department of Economics.
- Ellen R. McGrattan & Edward C. Prescott, 2010. "Technology Capital and the US Current Account," American Economic Review, American Economic Association, vol. 100(4), pages 1493-1522, September.
- Ellen R. McGrattan & Edward C. Prescott, 2008. "Technology Capital and the U.S. Current Account," NBER Working Papers 13983, National Bureau of Economic Research, Inc.
- Mark Gertler & Lars Svensson & Andrea Ferrero, 2008.
"Current Account Dynamics and Monetary Policy,"
2008 Meeting Papers
359, Society for Economic Dynamics.
- Andrea Ferrero & Mark Gertler & Lars E. O. Svensson, 2007. "Current Account Dynamics and Monetary Policy," NBER Chapters, in: International Dimensions of Monetary Policy, pages 199-244, National Bureau of Economic Research, Inc.
- Andrea Ferrero & Mark Gertler & Lars E.O. Svensson, 2008. "Current Account Dynamics and Monetary Policy," NBER Working Papers 13906, National Bureau of Economic Research, Inc.
- Andrea Ferrero & Mark Gertler & Lars E. O. Svensson, 2008. "Current account dynamics and monetary policy," Working Paper Series 2008-26, Federal Reserve Bank of San Francisco.
- Enrique G. Mendoza & Vincenzo Quadrini & Jose-Victor Rios-Rull, 2007.
"Financial Integration, Financial Deepness and Global Imbalances,"
NBER Working Papers
12909, National Bureau of Economic Research, Inc.
- Mendoza, Enrique & Quadrini, Vincenzo, 2007. "Financial Integration, Financial Deepness and Global Imbalances," CEPR Discussion Papers 6149, C.E.P.R. Discussion Papers.
- Enrique G. Mendoza, 2007. "Financial Integration, Financial Deepness and Global Imbalance," 2007 Meeting Papers 746, Society for Economic Dynamics.
- Christopher J. Gust & Sylvain Leduc & Nathan Sheets, 2008.
"The adjustment of global external balances: does partial exchange rate pass-through to trade prices matter?,"
Working Paper Series
2008-16, Federal Reserve Bank of San Francisco.
- Gust, Christopher & Leduc, Sylvain & Sheets, Nathan, 2009. "The adjustment of global external balances: Does partial exchange-rate pass-through to trade prices matter?," Journal of International Economics, Elsevier, vol. 79(2), pages 173-185, November.
- Christopher J. Gust & Nathan Sheets, 2006. "The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?," International Finance Discussion Papers 850, Board of Governors of the Federal Reserve System (U.S.).
- Ferrero, Andrea, 2010. "A structural decomposition of the U.S. trade balance: Productivity, demographics and fiscal policy," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 478-490, May.
- Timothy J. Kehoe & Kim J. Ruhl & Joseph B. Steinberg, 2013.
"Global Imbalances and Structural Change in the United States,"
NBER Working Papers
19339, National Bureau of Economic Research, Inc.
- Timothy J. Kehoe & Kim J. Ruhl & Joe Steinberg, 2013. "Global imbalances and structural change in the United States," Staff Report 489, Federal Reserve Bank of Minneapolis.
- Timothy J. Kehoe & Kim J. Ruhl & Joseph B. Steinberg, 2015. "Global Imbalances and Structural Change in the United States," Working Papers 15-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Timothy J. Kehoe & Kim J. Ruhl & Joseph B. Steinberg, 2018. "Global Imbalances and Structural Change in the United States," Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 761-796.
- Kim Ruhl & Joseph Steinberg & Timothy Kehoe, 2013. "Global Imbalances and Structural Change in the United States," 2013 Meeting Papers 1089, Society for Economic Dynamics.
- Benigno, Pierpaolo, 2009.
"Are valuation effects desirable from a global perspective?,"
Journal of Development Economics, Elsevier, vol. 89(2), pages 170-180, July.
- Pierpaolo Benigno, 2006. "Are Valuation Effects Desirable from a Global Perspective?," NBER Working Papers 12219, National Bureau of Economic Research, Inc.
- Eichengreen, Barry, 2006. "Global imbalances: The new economy, the dark matter, the savvy investor, and the standard analysis," Journal of Policy Modeling, Elsevier, vol. 28(6), pages 645-652, September.
- Miller, Marcus, 2006.
"Fear and Market Failure: Global Imbalances and 'Self-insurance',"
CEPR Discussion Papers
6000, C.E.P.R. Discussion Papers.
- Marcus Miller & Lei Zhang, 2007. "Fear and Market Failure: Global Imbalances and “Self-Insurance”," Research Department Publications 4498, Inter-American Development Bank, Research Department.
- Durdu, C. Bora & Mendoza, Enrique G. & Terrones, Marco E., 2013.
"On the solvency of nations: Cross-country evidence on the dynamics of external adjustment,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 762-780.
- C. Bora Durdu & Enrique G. Mendoza & Marco E. Terrones, 2012. "On the Solvency of Nations: Cross-Country Evidence on the Dynamics of External Adjustment," NBER Working Papers 18380, National Bureau of Economic Research, Inc.
- C. Bora Durdu & Enrique G. Mendoza & Marco E. Terrones, 2012. "On the Solvency of Nations: Cross-Country Evidence on the Dynamics of External Adjustment," Koç University-TUSIAD Economic Research Forum Working Papers 1218, Koc University-TUSIAD Economic Research Forum.
- Charles Engel & John H. Rogers, 2006.
"The U.S. Current Account Deficit and the Expected Share of World Output,"
NBER Working Papers
11921, National Bureau of Economic Research, Inc.
- Engel, Charles & Rogers, John H., 2006. "The U.S. current account deficit and the expected share of world output," Journal of Monetary Economics, Elsevier, vol. 53(5), pages 1063-1093, July.
- Charles Engel & John H. Rogers, 2006. "The U.S. current account deficit and the expected share of world output," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Charles Engel & John H. Rogers, 2006. "The U.S. current account deficit and the expected share of world output," Working Paper Series 2006-38, Federal Reserve Bank of San Francisco.
- Charles Engel & John H. Rogers, 2006. "The U.S. current account deficit and the expected share of world output," International Finance Discussion Papers 856, Board of Governors of the Federal Reserve System (U.S.).
- Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007.
"US imbalances: The role of technology and policy,"
Journal of International Money and Finance, Elsevier, vol. 26(4), pages 523-545, June.
- Smets, Frank & Dedola, Luca & Bems, Rudolfs, 2007. "US Imbalances: The Role of Technology and Policy," CEPR Discussion Papers 6110, C.E.P.R. Discussion Papers.
- Bems, Rudolfs & Dedola, Luca & Smets, Frank, 2007. "US imbalances: the role of technology and policy," Working Paper Series 719, European Central Bank.
- Bora Durdu & Enrique G. Mendoza & Marco E. Terrones, 2009.
"On the solvency of nations: are global imbalances consistent with intertemporal budget constraints?,"
International Finance Discussion Papers
975, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Enrique G. Mendoza & Mr. Marco Terrones & Ceyhun Bora Durdu, 2010. "On the Solvency of Nations: Are Global Imbalances Consistent with Intertemporal Budget Constraints?," IMF Working Papers 2010/050, International Monetary Fund.
- Michele Cavallo & Cedric Tille, 2006.
"Could capital gains smooth a current account rebalancing?,"
2006 Meeting Papers
252, Society for Economic Dynamics.
- Michele Cavallo & Cédric Tille, 2006. "Could capital gains smooth a current account rebalancing?," Working Paper Series 2006-03, Federal Reserve Bank of San Francisco.
- Michele Cavallo & Cédric Tille, 2006. "Could capital gains smooth a current account rebalancing?," Staff Reports 237, Federal Reserve Bank of New York.
- D.D. Evans, Martin, 2017.
"External balances, trade and financial conditions,"
Journal of International Economics, Elsevier, vol. 107(C), pages 165-184.
- Evans, Martin, 2015. "External Balances, Trade and Financial Conditions," MPRA Paper 66201, University Library of Munich, Germany.
- Martin D D Evans, 2015. "External Balances, Trade and Financial Conditions," Working Papers gueconwpa~15-15-08, Georgetown University, Department of Economics.
- Ricardo Crespo & Daniel Heymann & Pablo Schiaffino, 2015. "Dealing with uncertainty evolving beliefs, rationalizations & the origins of economic crises," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2015-8, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Michael Graff & Kam-Ki Tang & Jie Zhang, "undated".
"Demography, Financial Openness, National Savings and External Balance,"
MRG Discussion Paper Series
2008, School of Economics, University of Queensland, Australia.
- Michael Graff & Kam Ki Tang & Jie Zhang, 2008. "Demography, Financial Openness, National Savings and External Balance," KOF Working papers 08-194, KOF Swiss Economic Institute, ETH Zurich.
- Kaiji Chen & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2006. "Secular Movements in U.S. Saving and Consumption," 2006 Meeting Papers 154, Society for Economic Dynamics.
- Ester Faia & Eleni Iliopulos, 2011.
"Financial openness, financial frictions and optimal monetary policy,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00628737, HAL.
- Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," Post-Print hal-00628737, HAL.
- Faia, Ester & Iliopulos, Eleni, 2011. "Financial openness, financial frictions and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1976-1996.
- Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," PSE-Ecole d'économie de Paris (Postprint) hal-00628737, HAL.
- Marcus Miller & Lei Zhang, 2007.
"Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances,"
Money Macro and Finance (MMF) Research Group Conference 2006
152, Money Macro and Finance Research Group.
- Marcus Miller & Lei Zhang, 2006. "Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances"," WEF Working Papers 0014, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- Kollmann, Robert, 2006. "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers 5512, C.E.P.R. Discussion Papers.
- Fogli, Alessandra & Perri, Fabrizio, 2015.
"Macroeconomic volatility and external imbalances,"
Journal of Monetary Economics, Elsevier, vol. 69(C), pages 1-15.
- Alessandra Fogli & Fabrizio Perri, 2015. "Macroeconomic Volatility and External Imbalances," NBER Working Papers 20872, National Bureau of Economic Research, Inc.
- Alessandra Fogli & Fabrizio Perri, 2015. "Macroeconomic Volatility and External Imbalances," Staff Report 512, Federal Reserve Bank of Minneapolis.
- Giancarlo Corsetti & Gernot J. Müller, 2008.
"Twin Deficits, Openness, and the Business Cycle,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 404-413, 04-05.
- Corsetti, Giancarlo & Müller, Gernot, 2007. "Twin Deficits, Openness and the Business Cycle," CEPR Discussion Papers 6492, C.E.P.R. Discussion Papers.
- José De Gregorio, 2005. "Global Imbalances and Exchange Rate Adjustment," Economic Policy Papers Central Bank of Chile 15, Central Bank of Chile.
- Broer, Tobias, 2014. "Domestic or global imbalances? Rising income risk and the fall in the US current account," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 47-67.
- Alessandra Fogli & Fabrizio Perri, 2006.
"The "Great Moderation" and the US External Imbalance,"
NBER Working Papers
12708, National Bureau of Economic Research, Inc.
- Perri, Fabrizio & Fogli, Alessandra, 2006. "The 'Great Moderation' and the US External Imbalance," CEPR Discussion Papers 6010, C.E.P.R. Discussion Papers.
- Alessandra Fogli & Fabrizio Perri, 2006. "The Great Moderation and the U.S. External Imbalance," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 209-225, December.
- Fabrizio Perri & Alessandra Fogli, 2007. "The "great moderation'' and the US external imbalance," 2007 Meeting Papers 41, Society for Economic Dynamics.
- Eichengreen, Barry, 2006. "Global Imbalances and the Asian Economies: Implications for Regional Cooperation," Working Papers on Regional Economic Integration 4, Asian Development Bank.
- Roberto Duncan, 2014.
"A threshold model of the US current account,"
Globalization Institute Working Papers
202, Federal Reserve Bank of Dallas.
- Duncan, Roberto, 2015. "A threshold model of the US current account," Economic Modelling, Elsevier, vol. 48(C), pages 270-280.
- Roberto Duncan, 2014. "A Threshold Model of the US Current Account," Working Papers 20, Peruvian Economic Association.
- Baclet, A. & Vidon, E., 2008. "The world distribution of external imbalances: revisiting the stylised facts," Occasional papers 6, Banque de France.
- Charles Engel, 2005. "The US Current Account Deficit: A Re-examination of the Role of Private Saving," RBA Research Discussion Papers rdp2005-09, Reserve Bank of Australia.
- Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany.
- Claudio Borio & Piti Disyatat, 2011. "Global imbalances and the financial crisis: Link or no link?," BIS Working Papers 346, Bank for International Settlements.
- Chen, Kaiji & Imrohoroglu, Ayse & Imrohoroglu, Selahattin, 2009. "A quantitative assessment of the decline in the U.S. current account," Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1135-1147, November.
- Ester Faia & Eleni Iliopulos, 2010.
"Financial Globalization, Financial Frictions and Optimal Monetary Policy,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00497486, HAL.
- Ester Faia & Eleni Iliopulos, 2010. "Financial Globalization, Financial Frictions and Optimal Monetary Policy," Documents de travail du Centre d'Economie de la Sorbonne 10053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Ester Faia & Eleni Iliopulos, 2010. "Financial globalization, financial frictions and optimal monetary policy," Globalization Institute Working Papers 52, Federal Reserve Bank of Dallas.
- Faia, Ester & Iliopulos, Esti, 2010. "Financial globalization, financial frictions and optimal monetary policy," Kiel Working Papers 1639, Kiel Institute for the World Economy (IfW Kiel).
- Ester Faia & Eleni Iliopulos, 2010. "Financial Globalization, Financial Frictions and Optimal Monetary Policy," Post-Print halshs-00497486, HAL.
- Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
- Edwards, Sebastian, 2006.
"The U.S. current account deficit: Gradual correction or abrupt adjustment?,"
Journal of Policy Modeling, Elsevier, vol. 28(6), pages 629-643, September.
- Sebastian Edwards, 2006. "The U.S. Current Account Deficit: Gradual Correction or Abrupt Adjustment?," NBER Working Papers 12154, National Bureau of Economic Research, Inc.
- Ansgar Belke & Steffen Elstner & Svetlana Rujin, 2022.
"Growth Prospects and the Trade Balance in Advanced Economies,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1209-1234, October.
- Belke, Ansgar & Elstner, Steffen & Rujin, Svetlana, 2020. "Growth prospects and the trade balance in advanced economies," Ruhr Economic Papers 827, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, revised 2020.
- Elyas Elyasiani & Elena Kalotychou & Sotiris Staikouras & Gang Zhao, 2015. "Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(1), pages 21-52, August.
- Miller, Marcus & Zhang, Lei, 2007. "Fear and Market Failure: Global Imbalances and ¿Self-Insurance¿," IDB Publications (Working Papers) 1606, Inter-American Development Bank.
- Roe, Terry L. & Shane, Mathew & Heerman, Kari, 2011. "Macroeconomic Imbalances in the World Economy," Working Papers 109244, University of Minnesota, Center for International Food and Agricultural Policy.
- Barry Eichengreen, 2008. "Should there be a coordinated response to the problem of global imbalances? Can there be one?," Working Papers 69, United Nations, Department of Economics and Social Affairs.
- Pierre-Olivier Gourinchas & Hélène Rey, 2005.
"From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege,"
NBER Working Papers
11563, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Hélène Rey, 2007. "From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 11-66, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Rey, Hélène, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege," CEPREMAP Working Papers (Docweb) 0606, CEPREMAP.
- Rey, Hélène & Gourinchas, Pierre-Olivier, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and The Exorbitant Privilege," CEPR Discussion Papers 5220, C.E.P.R. Discussion Papers.
- Serven, Luis & Nguyen, Ha, 2010. "Global imbalances before and after the global crisis," Policy Research Working Paper Series 5354, The World Bank.
- Liu, Kai & Zhou, Xuan, 2015. "The U.S. Dollar and Global Imbalances," MPRA Paper 64786, University Library of Munich, Germany.
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LSE Research Online Documents on Economics
88077, London School of Economics and Political Science, LSE Library.
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SAFE Working Paper Series
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"Rare Macroeconomic Disasters,"
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"Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?,"
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3412, Stanford University, Graduate School of Business.
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- Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag, 2021.
"Equilibrium Asset Pricing in Directed Networks [Risk premia and term premia in general equilibrium],"
Review of Finance, European Finance Association, vol. 25(3), pages 777-818.
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- Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2020. "Equilibrium asset pricing in directed networks," SAFE Working Paper Series 74, Leibniz Institute for Financial Research SAFE, revised 2020.
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"Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes,"
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"Rare Disasters and Risk Sharing with Heterogeneous Beliefs,"
NBER Working Papers
16035, National Bureau of Economic Research, Inc.
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- Pascal Albert & Michael Herold & Matthias Muck, 2023. "Estimation of rare disaster concerns from option prices—An arbitrage‐free RND‐based smile construction approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1807-1835, December.
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"Generalized Risk Premia,"
Swiss Finance Institute Research Paper Series
14-29, Swiss Finance Institute.
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- Weidong Tian, 2021. "Long Run Law and Entropy," Papers 2111.06238, arXiv.org.
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- Finer, David Andrew, 2022. "No Shock Waves through Wall Street? Market Responses to the Risk of Nuclear War," Working Papers 318, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
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- Ji Ho Kwon, 2021. "On the factors of Bitcoin’s value at risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
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- Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
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"The Cyclical Component of US Asset Returns,"
2009 Meeting Papers
13, Society for Economic Dynamics.
Cited by:
- François Gourio, 2009.
"Disasters Risk and Business Cycles,"
NBER Working Papers
15399, National Bureau of Economic Research, Inc.
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- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- François Gourio, 2009.
"Disasters Risk and Business Cycles,"
NBER Working Papers
15399, National Bureau of Economic Research, Inc.
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"Nonbanks in the Payments System: Vertical Integration Issues,"
Working Papers
07-22, New York University, Leonard N. Stern School of Business, Department of Economics.
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Cited by:
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"Network Neutrality on the Internet: A Two-sided Market Analysis,"
Working Paper Series
727, Research Institute of Industrial Economics, revised 09 Nov 2011.
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"Taxes and the Global Allocation of Capital,"
NBER Working Papers
13624, National Bureau of Economic Research, Inc.
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Cited by:
- Stefanie Haller & Marie Hyland, 2014.
"Capital-Energy Substitution: Evidence from a Panel of Irish Manufacturing Firms,"
Open Access publications
10197/8608, School of Economics, University College Dublin.
- Haller, Stefanie A. & Hyland, Marie, 2014. "Capital–energy substitution: Evidence from a panel of Irish manufacturing firms," Energy Economics, Elsevier, vol. 45(C), pages 501-510.
- Hyland, Marie & Haller, Stefanie, 2014. "Capital-Energy Substitution: Evidence from a Panel of Irish Manufacturing Firms," Papers RB2014/3/3, Economic and Social Research Institute (ESRI).
- Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2008.
"Evidence on the Insurance Effect of Redistributive Taxation,"
Discussion Papers
0809, University of Exeter, Department of Economics.
- Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2010. "Evidence on the Insurance Effect of Redistributive Taxation," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 965-973, November.
- Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2006. "Evidence on the Insurance Effect of Redistributive Taxation," Vienna Economics Papers vie0611, University of Vienna, Department of Economics.
- Christos Koulovatianos & Charles Grant & Alex Michaelides & Mario Padula, 2009. "Evidence on the Insurance Effect of Redistributive Taxation," Discussion Papers 09/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012.
"The banking and distribution sectors in a small open economy DSGE Model,"
Working Papers
454, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012. "The banking and distribution sectors in a small open economy DSGE Model," RSCAS Working Papers 2012/53, European University Institute.
- Ralf Ewert & Rainer Niemann, 2012. "Limited Liability, Asymmetric Taxation, and Risk Taking - Why Partial Tax Neutralities Can Be Harmful," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 68(1), pages 83-120, March.
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"Do Intangible Assets Explain High U.S. Foreign Direct Investment Returns?,"
2009 Meeting Papers
373, Society for Economic Dynamics.
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- Cunat, Alejandro & Deak, Szabolcs & Maffezzoli, Marco, 2008.
"Tax cuts in open economies,"
LSE Research Online Documents on Economics
19620, London School of Economics and Political Science, LSE Library.
- Alejandro Cuñat & Szabolcs Deák & Marco Maffezzoli, 2010. "Tax Cuts in Open Economies," DEGIT Conference Papers c015_052, DEGIT, Dynamics, Economic Growth, and International Trade.
- Alejandro Cuñat & Szabolcs Deak & Marco Maffezzoli, 2008. "Tax Cuts in Open Economies," CEP Discussion Papers dp0860, Centre for Economic Performance, LSE.
- Alejandro Cuñat & Szabolcs Deák & Marco Maffezzoli, 2008. "Tax Cuts in Open Economies," Working Papers 332, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Alejandro Cunat & Szabolcs Deak & Marco Maffezzoli, 2022. "Tax Cuts in Open Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 83-108, July.
- Thien Nguyen & Lukas Schmid & Howard Kung & Mariano Croce, 2012. "Fiscal Policies and Asset Prices," 2012 Meeting Papers 565, Society for Economic Dynamics.
- Renaat Van de Kerckhove & Freddy Heylen & Tim Buyse, 2011.
"Pension reform, employment by age, and long-run growth in OECD countries,"
2011 Meeting Papers
736, Society for Economic Dynamics.
- T. Buyse & F. Heylen & R. Van De Kerckhove, 2011. "Pension reform, employment by age, and long-run growth in OECD countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/719, Ghent University, Faculty of Economics and Business Administration.
- Pagenhardt, Laura & Große Steffen, Christoph & Rieth, Malte, 2021.
"Commited to Flexible Fiscal Rules,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242330, Verein für Socialpolitik / German Economic Association.
- Chistoph Grosse-Steffen & Laura Pagenhardt & Malte Rieth, 2021. "Committed to Flexible Fiscal Rules," Working papers 854, Banque de France.
- Simona Rasciute & Sean Puckett & Eric J. Pentecost, 2015. "The Allocation Of Oecd Direct Investment Between Ceecs: A Discrete Choice Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 67(S1), pages 26-39, December.
- Vito Polito, 2010.
"Up or Down? Capital Income Taxation in the United States and the United Kingdom,"
CESifo Working Paper Series
3260, CESifo.
- Polito, Vito, 2011. "Up or down? Capital income taxation in the United States and the United Kingdom," Cardiff Economics Working Papers E2011/13, Cardiff University, Cardiff Business School, Economics Section.
- Vito Polito, 2012. "Up or Down? Capital Income Taxation in the United States and the United Kingdom," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 68(1), pages 48-82, March.
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"Biases in approximating log production,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 708-714, June.
- Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010. "Biases in approximating log production," MPRA Paper 27527, University Library of Munich, Germany.
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"Fiscal policy and TFP in the OECD : Measuring direct and indirect effects,"
Working Paper Research
274, National Bank of Belgium.
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- Jonathan R. W. Temple, 2008.
"The Calibration of CES Production Functions,"
Bristol Economics Discussion Papers
08/606, School of Economics, University of Bristol, UK.
- Temple, Jonathan, 2012. "The calibration of CES production functions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 294-303.
- Pedro Gomes & Javier Fernandez-Blanco, 2013. "On the Composition Effects on the Labor Market Outcomes," 2013 Meeting Papers 561, Society for Economic Dynamics.
- R. Schoonackers & F. Heylen, 2011. "Fiscal Policy and TFP in the OECD: A Non-Stationary Panel Approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/701, Ghent University, Faculty of Economics and Business Administration.
- Longobardi, Ernesto & Polito, Vito, 2011. "Capital income taxation incentives during economic downturns: re-thinking theory and evidence," Cardiff Economics Working Papers E2011/15, Cardiff University, Cardiff Business School, Economics Section.
- Andrew Glover & Jacob Short, 2019.
"Can Capital Deepening Explain the Global Decline in Labor’s Share?,"
Staff Working Papers
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- Andrew Glover & Jacob Short, 2020. "Can Capital Deepening Explain the Global Decline in Labor's Share?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 35-53, January.
- Till Gross, 2013. "Capital Tax Competition and Dynamic Optimal Taxation," Carleton Economic Papers 13-08, Carleton University, Department of Economics.
- Andrew Glover & Jacob Short, 2019.
"Online Appendix to "Can Capital Deepening Explain the Global Decline in Labor's Share?","
Online Appendices
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- Andrew Glover & Jacob Short, 2020. "Can Capital Deepening Explain the Global Decline in Labor's Share?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 35-53, January.
- Grant, Charles & Koulovatianos, Christos & Michaelides, Alexander & Padula, Mario, 2008.
"Evidence on the insurance effect of marginal income taxes,"
CFS Working Paper Series
2008/06, Center for Financial Studies (CFS).
- Michaelides, Alexander & Grant, Charles & Padula, Mario & Koulovatianos, Christos, 2008. "Evidence on the Insurance Effect of Marginal Income Taxes," CEPR Discussion Papers 6710, C.E.P.R. Discussion Papers.
- Tim Buyse & Freddy Heylen & Renaat Van de Kerckhove, 2013.
"Pension reform, employment by age, and long-run growth,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(2), pages 769-809, April.
- Tim BUYSE & Freddy HEYLEN & Renaat VAN DE KERCKHOVE, 2011. "Pension reform, employment by age and long-run growth," LIDAM Discussion Papers IRES 2011025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli, 2011.
"LSM: A DSGE Model for Luxembourg,"
Post-Print
hal-00639888, HAL.
- Deák, Szabolcs & Fontagné, Lionel & Maffezzoli, Marco & Marcellino, Massimiliano, 2011. "LSM: A DSGE model for Luxembourg," Economic Modelling, Elsevier, vol. 28(6), pages 2862-2872.
- Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli, 2011. "LSM: A DSGE Model for Luxembourg," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00639888, HAL.
- Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli, 2011. "LSM: A DSGE Model for Luxembourg," PSE-Ecole d'économie de Paris (Postprint) hal-00639888, HAL.
- Oliwia Komada, 2023. "Raising America's future: search for optimal child-related transfers," GRAPE Working Papers 84, GRAPE Group for Research in Applied Economics.
- David K. Backus & Jonathan H. Wright, 2007.
"Cracking the conundrum,"
Finance and Economics Discussion Series
2007-46, Board of Governors of the Federal Reserve System (U.S.).
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Working Papers 07-21, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023.
"Perceptions about Monetary Policy,"
Working Paper Series
2023-31, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Carolin E. Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," CESifo Working Paper Series 10182, CESifo.
- Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022. "Perceptions about monetary policy," IMFS Working Paper Series 176, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17758, C.E.P.R. Discussion Papers.
- Bauer, Michael & Pflueger, Carolin & Sunderam, Adi, 2022. "Perceptions about Monetary Policy," CEPR Discussion Papers 17574, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022. "Perceptions about Monetary Policy," NBER Working Papers 30480, National Bureau of Economic Research, Inc.
- Mehmet Pasaogullari & Simeon Tsonevy, 2011. "The term structure of inflation compensation in the nominal yield curve," Working Papers (Old Series) 1133, Federal Reserve Bank of Cleveland.
- Jesus Sierra, 2014. "International Capital Flows and Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-36.
- Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.
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"Macroeconomics and the Term Structure,"
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"Preferred-habitat investors and the US term structure of real rates,"
Bank of England working papers
435, Bank of England.
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"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
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"Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds,"
Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
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"An Extended Macro-Finance Model with Financial Factors,"
MPRA Paper
18840, University Library of Munich, Germany.
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- Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
- Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
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"Time-Variation in Term Permia: International Survey-Based Evidence,"
LSF Research Working Paper Series
09-02, Luxembourg School of Finance, University of Luxembourg.
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"Do Central Banks Rebalance Their Currency Shares?,"
NBER Working Papers
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"The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy,"
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8b320ebf-1447-46c9-82e3-c, Tilburg University, School of Economics and Management.
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"The TIPS Yield Curve and Inflation Compensation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.
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"The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia,"
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"Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure","
Online Appendices
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"Macro-finance VARs and bond risk premia: A caveat,"
Review of Financial Economics, Elsevier, vol. 18(4), pages 163-171, October.
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"Restrictions on Risk Prices in Dynamic Term Structure Models,"
Working Paper Series
2011-03, Federal Reserve Bank of San Francisco.
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"Yield Curve Dynamics and Fiscal Policy Shocks,"
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"Uncovering the US term premium: An alternative route,"
Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1181-1193.
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"Decomposition of the Czech government bond yield curve,"
Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134,
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- Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
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"Financial Risk Measurement for Financial Risk Management,"
PIER Working Paper Archive
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- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
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"Greenspan's Conundrum and the Fed's Ability to Affect Long‐Term Yields,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 513-543, March.
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- Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
- Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
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"Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?,"
Working Paper Series
2226, European Central Bank.
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- Gabriele Zinna, 2016. "Price Pressures on UK Real Rates: An Empirical Investigation," Review of Finance, European Finance Association, vol. 20(4), pages 1587-1630.
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"Securitization and asset prices,"
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- Yunus Aksoy & Henrique S. Basso, 2014. "Securitization and Asset Prices," Birkbeck Working Papers in Economics and Finance 1411, Birkbeck, Department of Economics, Mathematics & Statistics.
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"The Term Structure and the Expectations Hypothesis: a Threshold Model,"
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- Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.
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"No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth,"
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- Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014.
"Nominal Term Structure and Term Premia. Evidence from Chile,"
MPRA Paper
60911, University Library of Munich, Germany.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016. "Nominal term structure and term premia: evidence from Chile," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
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Economics Working Papers
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- Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
- Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
- Olaf Posch, 2018.
"Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule,"
CESifo Working Paper Series
6925, CESifo.
- Posch, Olaf, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181616, Verein für Socialpolitik / German Economic Association.
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"Large-scale asset purchases by the Federal Reserve: did they work?,"
Staff Reports
441, Federal Reserve Bank of New York.
- Joseph E. Gagnon & Matthew Raskin & Julie Remache & Brian P. Sack, 2011. "Large-scale asset purchases by the Federal Reserve: did they work?," Economic Policy Review, Federal Reserve Bank of New York, vol. 17(May), pages 41-59.
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- Helmut Herwartz & Jan Roestel, 2011. "Convergence of Real Capital Market Interest Rates—Evidence from Inflation Indexed Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1523-1541, October.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016.
"Term Structure Persistence,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
- Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
- Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021.
"Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
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"Bond Risk Premiums and Optimal Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
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"Recursive Preferences,"
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Cited by:
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- Stan Zin & David Backus & Bryan Routledge, 2004.
"International Risk Sharing with exotic preferences,"
2004 Meeting Papers
149, Society for Economic Dynamics.
Cited by:
- Asen Kochov & Yangwei Song, 2023. "Intertemporal Hedging and Trade in Repeated Games With Recursive Utility," Econometrica, Econometric Society, vol. 91(6), pages 2333-2369, November.
- David Backus & Bryan Routledge & Stanley Zin, 2004.
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NBER Working Papers
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- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414, National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Nengjiu Ju & Jianjun Miao, "undated".
"Ambiguity, Learning, and Asset Returns,"
Boston University - Department of Economics - Working Papers Series
wp2009-014, Boston University - Department of Economics.
- Ju, Nengjiu & Miao, Jianjun, 2009. "Ambiguity, Learning, and Asset Returns," MPRA Paper 14737, University Library of Munich, Germany, revised Apr 2009.
- Nengjiu Ju & Jianjun Miao, 2010. "Ambiguity, Learning, and Asset Returns," CEMA Working Papers 438, China Economics and Management Academy, Central University of Finance and Economics.
- Jianjun Miao & NENGJIU JU, 2010. "Ambiguity, Learning, And Asset Returns," Boston University - Department of Economics - Working Papers Series WP2010-031, Boston University - Department of Economics.
- Nengjiu Ju & Jianjun Miao, 2012. "Ambiguity, Learning, and Asset Returns," Econometrica, Econometric Society, vol. 80(2), pages 559-591, March.
- Kareen Rozen, 2010.
"Foundations of Intrinsic Habit Formation,"
Econometrica, Econometric Society, vol. 78(4), pages 1341-1373, July.
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- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Cowles Foundation Discussion Papers 1642R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Levine's Working Paper Archive 122247000000002062, David K. Levine.
- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Cowles Foundation Discussion Papers 1642, Cowles Foundation for Research in Economics, Yale University.
- Yulei Luo & Jun Nie & Eric R. Young, 2013.
"Robust Control, Informational Frictions, and International Consumption Correlations,"
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- Yulei Luo & Jun Nie & Eric Young, 2010. "Robust control, informational frictions, and international consumption correlations," Research Working Paper RWP 10-16, Federal Reserve Bank of Kansas City.
- Yulei Luo & Eric R.Young & Jun Nie, 2011. "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers 209, Society for Economic Dynamics.
- Luo, Yulei & Nie, Jun & Young, Eric R., 2014. "Robust control, informational frictions, and international consumption correlations," European Economic Review, Elsevier, vol. 67(C), pages 1-27.
- Antoine Bommier & Asen Kochov & François Le Grand, 2019.
"Ambiguity and endogenous discounting,"
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- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009.
"Asset Pricing in a Production Economy with Chew-Dekel Preferences,"
Cahiers de recherche
10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
- Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2006.
"Probabilistic Aging,"
CESifo Working Paper Series
1680, CESifo.
- Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2005. "Probabilistic Aging," University of St. Gallen Department of Economics working paper series 2005 2005-08, Department of Economics, University of St. Gallen.
- Beggs, Alan, 2021. "Games with second-order expected utility," Games and Economic Behavior, Elsevier, vol. 130(C), pages 569-590.
- Stephen Satchell & Susan Thorp, 2008.
"Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments,"
CAMA Working Papers
2008-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stephen Satchell & Susan Thorp, 2007. "Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments," Research Paper Series 209, Quantitative Finance Research Centre, University of Technology, Sydney.
- Maria Demertzis & Alexander F. Tieman, 2007. "Dealing With Uncertainty: Robust Rules In Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 295-307, May.
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"Pricing Assets in an Economy with Two Types of People,"
NBER Working Papers
22228, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
- Luo, Yulei & Young, Eric, 2014.
"Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth,"
MPRA Paper
57111, University Library of Munich, Germany.
- Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
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"Risk Premia: Short and Long-term,"
Working Papers
w0169, Center for Economic and Financial Research (CEFIR).
- Stanislav Khrapov, 2012. "Risk Premia: Short and Long-term," Working Papers w0169, New Economic School (NES).
- Jianjun Miao & Neng Wang, 2007.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - Working Papers Series
WP2007-016, Boston University - Department of Economics.
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Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.
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Finance
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"The Distribution of Exchange Rate Volatility,"
Center for Financial Institutions Working Papers
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Studies on the Spanish Economy
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The Journal of Business, University of Chicago Press, vol. 79(3), pages 1445-1474, May.
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FAME Research Paper Series
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"Discrete-Time Models of Bond Pricing,"
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Journal of Finance, American Finance Association, vol. 57(3), pages 1239-1284, June.
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"The Finite Moment Log Stable Process and Option Pricing,"
Journal of Finance, American Finance Association, vol. 58(2), pages 753-777, April.
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"The Distribution of Exchange Rate Volatility,"
Center for Financial Institutions Working Papers
99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
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Finance
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"Design and Estimation of Affine Yield Models,"
GSIA Working Papers
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"Asset Pricing Under The Quadratic Class,"
Finance
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"Oil Prices and the Terms of Trade,"
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"International Business Cycles: The Quantitative Role of Transportation Costs,"
CEPR Discussion Papers
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"Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies,"
Working Papers
2305, Florida International University, Department of Economics.
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"Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea,"
Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
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"What Can Account for Fluctuations in the Terms of Trade?,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
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"Productivity, Energy Prices and the Great Moderation: A New Link,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 715-724, July.
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- Pedro Silos & Karsten Jeske & Rajeev Dhawan, 2008. "Productivity, Energy Prices and the Great Moderation: A New Link," 2008 Meeting Papers 877, Society for Economic Dynamics.
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2015 Meeting Papers
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"Pricing-to-market, trade costs, and international relative prices,"
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Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
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"On the link between current account and oil price fluctuations in diversified economies : The case of Canada,"
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- Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
- Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2016-08, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
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- Juan Pablo Medina & Claudio Soto, 2005. "Oil Shocks and Monetary Policy in an Estimated DSGE Model for a Small Open Economy," Working Papers Central Bank of Chile 353, Central Bank of Chile.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012.
"Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?,"
MPRA Paper
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"Demand, markups and the business cycle,"
European Economic Review, Elsevier, vol. 127(C).
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- Giulia Brancaccio & Myrto Kalouptsidi & Theodore Papageorgiou, 2023.
"The impact of oil prices on world trade,"
Review of International Economics, Wiley Blackwell, vol. 31(2), pages 444-463, May.
- Giulia Brancaccio & Myrto Kalouptsidi & Theodore Papageorgiou, 2021. "The Impact of Oil Prices on World Trade," Boston College Working Papers in Economics 1030, Boston College Department of Economics.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2014.
"Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era,"
Working Paper Series
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- Barry Eichengreen & Livia Chiu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 173-206, February.
- Barry Eichengreen & Livia Chiţu & Arnaud Mehl, 2016. "Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 173-206, February.
- Alan V. DEARDORFF, 2016. "What Do We (and Others) Mean by “The Terms of Trade”?," Turkish Economic Review, KSP Journals, vol. 3(2), pages 281-291, June.
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"A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns,"
Journal of Monetary Economics, Elsevier, vol. 51(4), pages 781-808, May.
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- Sophio Togonidze & Evzen Kocenda, 2020.
"Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile,"
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2020/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2020.
- Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile," FFA Working Papers 4.005, Prague University of Economics and Business, revised 25 Apr 2022.
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"Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries,"
International Review of Financial Analysis, Elsevier, vol. 20(3), pages 152-164, June.
- Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper 96299, University Library of Munich, Germany.
- Takeshi Niizeki, 2012. "Energy-Saving Technological Change in Japan," Global COE Hi-Stat Discussion Paper Series gd11-218, Institute of Economic Research, Hitotsubashi University.
- M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
- Baek, Jungho, 2020. "An asymmetric approach to the oil prices-trade balance nexus: New evidence from bilateral trade between Korea and her 14 trading partners," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 199-209.
- Ashutosh Kar & Pratyay Ranjan Datta, 2020. "Logistics Cost Dynamics in International Business: A Causal Approach," Foreign Trade Review, , vol. 55(4), pages 478-495, November.
- Hock Wong, 2010. "Terms of trade and economic growth in Japan and Korea: an empirical analysis," Empirical Economics, Springer, vol. 38(1), pages 139-158, February.
- Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022. "Oil volatility risk," Journal of Financial Economics, Elsevier, vol. 144(2), pages 456-491.
- Yazid Dissou & Lilia Karnizova & Qian Sun, 2012.
"Industry-level Econometric Estimates of Energy-capital-labour Substitution with a Nested CES Production Function,"
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- Yazid Dissou & Lilia Karnizova & Qian Sun, 2015. "Industry-level Econometric Estimates of Energy-Capital-Labor Substitution with a Nested CES Production Function," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(1), pages 107-121, March.
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"How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets,"
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- Luis-Gonzalo Llosa, 2014. "How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets," Working Papers 7, Peruvian Economic Association.
- Loughran, Tim & McDonald, Bill & Pragidis, Ioannis, 2019. "Assimilation of oil news into prices," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 105-118.
- Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta, 2014. "The Asymmetric Effect of Oil Price on Growth across US States," Working Papers 201459, University of Pretoria, Department of Economics.
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"Oil Price Dynamics in a Real Business Cycle Model,"
CAMA Working Papers
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- Vipin Arora & Pedro Gomis-Porqueras, 2011. "A Repayment Model of House Prices Oil Price Dynamics in a Real Business Cycle Model," Monash Economics Working Papers 11-11, Monash University, Department of Economics.
- Lee, Chi-Chuan & Lee, Chien-Chiang, 2019. "Oil price shocks and Chinese banking performance: Do country risks matter?," Energy Economics, Elsevier, vol. 77(C), pages 46-53.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Energy Economics, Elsevier, vol. 40(C), pages 665-678.
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- Almuth Scholl, 2002. "Limited Enforceable International Loans, International Risk Sharing and Trade," SFB 649 Discussion Papers SFB649DP2005-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Aug 2005.
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"Trade, production sharing, and the international transmission of business cycles,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 775-795, May.
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- Ariel Burstein & Christopher Kurz & Linda Tesar, 2008. "Trade, Production Sharing, and the International Transmission of Business Cycles," NBER Working Papers 13731, National Bureau of Economic Research, Inc.
- Ariel Burstein & Christopher Johann Kurz & Linda Tesar, 2004. "Trade, Production Sharing and the International Transmission of Business Cycles," Working Papers 522, Research Seminar in International Economics, University of Michigan.
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"On the environmental, economic and budgetary impacts of fossil fuel prices: A dynamic general equilibrium analysis of the Portuguese case,"
Energy Economics, Elsevier, vol. 42(C), pages 248-261.
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"Terms of Trade Shocks and Endogenous Search Unemployment: A Two-Sector Model with Non-Traded Goods,"
Pacific Economic Review, Wiley Blackwell, vol. 19(2), pages 201-215, May.
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"Oil Price Shocks, Macroeconomic Stability and Welfare in a Small Open Economy,"
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Working Papers ECARES
2010_001, ULB -- Universite Libre de Bruxelles.
- Parantap Basu & Robert Kollmann, 2013. "Productive Government Purchases And The Real Exchange Rate," Manchester School, University of Manchester, vol. 81(4), pages 461-469, July.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016.
"A Risk-based Theory of Exchange Rate Stabilization,"
NBER Working Papers
22790, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020. "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series 2016-15, Federal Reserve Bank of San Francisco.
- Nagayasu, Jun, 2015. "Regional Inflation and Consumption Behaviors," MPRA Paper 68566, University Library of Munich, Germany.
- Metodij Hadzi-Vaskov & Clemens J.M. Kool, 2007. "Stochastic Discount Factor Approach to International Risk-Sharing: A Trilateral Framework," EcoMod2007 23900031, EcoMod.
- Marta Arespa & Diego Gruber, 2016. "Product Quality and International Price Dynamics," UB School of Economics Working Papers 2016/340, University of Barcelona School of Economics.
- de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.
- Jacek Rothert, 2020.
"International Business Cycles In Emerging Markets,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 753-781, May.
- Jacek Rothert, 2019. "International Business Cycles in Emerging Markets," Departmental Working Papers 63, United States Naval Academy Department of Economics.
- Enders, Zeno & Müller, Gernot J., 2009. "On the international transmission of technology shocks," Journal of International Economics, Elsevier, vol. 78(1), pages 45-59, June.
- Hu, Chenyue, 2020. "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, vol. 126(C).
- Rabanal, Pau & Tuesta, Vicente, 2010. "Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 780-797, April.
- Dutton, Marilyn & Strauss, Jack, 1997. "Cointegration tests of purchasing power parity: the impact of non-traded goods," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 433-444, June.
- Ghosh, Baidyanath N. & Li, Eric A.L., 2009. "Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(1), pages 1-39.
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2006. "International risk sharing is better than you think, or exchange rates are too smooth," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 671-698, May.
- Ramondo, Natalia & Rappoport, Veronica, 2010.
"The role of multinational production in a risky environment,"
Journal of International Economics, Elsevier, vol. 81(2), pages 240-252, July.
- VEronica Rappoport & Natalia Ramondo, 2009. "The Role of Multinational Production in a Risky Environment," 2009 Meeting Papers 1106, Society for Economic Dynamics.
- Croce, Mariano & Gavazzoni, Federico & Colacito, Ric & Ready, Robert, 2018.
"Currency Risk Factors in a Recursive Multicountry Economy,"
CEPR Discussion Papers
12610, C.E.P.R. Discussion Papers.
- Robert Ready & Mariano Croce & Federico Gavazzoni & Riccardo Colacito, 2016. "Currency Risk Factors in a Recursive Multi-Country Economy," 2016 Meeting Papers 297, Society for Economic Dynamics.
- Enrique Martínez García, 2007. "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers 02, Federal Reserve Bank of Dallas.
- Nan Li & Keyu Jin, 2012. "International Transmission through Relative Prices," 2012 Meeting Papers 1185, Society for Economic Dynamics.
- Jalali-Naini, Ahmad Reza & Naderian, Mohammad Amin, 2020. "Financial vulnerability, fiscal procyclicality and inflation targeting in developing commodity exporting economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 84-97.
- Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
- Ke Pang, 2011. "Equity home bias, incomplete financial markets, and nominal rigidities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 340-363, February.
- Ibrahim Ayoade Adekunle & Sheriffdeen Adewale Tella & Oluwaseyi Adedayo Adelowokan, 2021. "Macroeconomic policy volatility and household consumption in Africa," SN Business & Economics, Springer, vol. 1(3), pages 1-22, March.
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021.
"Macroeconomic and policy implications of eurobonds,"
International Review of Law and Economics, Elsevier, vol. 65(C).
- Cristina Badarau & F. Huart & I. Sangaré, 2021. "Macroeconomic and policy implications of eurobonds," Post-Print hal-03407523, HAL.
- Karabarbounis, Loukas, 2010. "Labor wedges and open economy puzzles," MPRA Paper 31370, University Library of Munich, Germany.
- Inga Heiland, 2017. "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74.
- Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers 1207, Society for Economic Dynamics.
- Kano, Takashi & 加納, 隆, 2014.
"Exchange Rates and Fundamentals: Closing a Two-country Model,"
Discussion Papers
2013-07, Graduate School of Economics, Hitotsubashi University.
- Takashi Kano, 2013. "Exchange Rates and Fundamentals:Closing a Two-country Model," UTokyo Price Project Working Paper Series 011, University of Tokyo, Graduate School of Economics.
- Takashi Kano, 2013. "Exchange Rates and Fundamentals: Closing a Two-country Model," CAMA Working Papers 2013-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giancarlo Corsetti, 2007.
"New Open Economy Macroeconomics,"
RSCAS Working Papers
2007/27, European University Institute.
- Corsetti, Giancarlo, 2007. "New Open Economy Macroeconomics," CEPR Discussion Papers 6578, C.E.P.R. Discussion Papers.
- Rabitsch, Katrin, 2016. "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers 53, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Evers, Michael P., 2007. "Optimum Policy Domains in an Interdependent World," Bonn Econ Discussion Papers 12/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Kollmann, Robert, 2020. "Global Liquidity Traps," MPRA Paper 102324, University Library of Munich, Germany.
- Yépez, Carlos A., 2019. "Informality and international business cycles," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 252-263.
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo Maria & Poncela, Pilar, 2023. "Risk sharing channels in OECD countries: A heterogeneous panel VAR approach," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Doriana Ruffino & Jonathan Treussard, 2006. "A Study of Inaction in Investment Games via the Early Exercise Premium Representation," Boston University - Department of Economics - Working Papers Series WP2006-040, Boston University - Department of Economics.
- Michael R. Pakko, 1998.
"Characterizing Cross-Country Consumption Correlations,"
The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 169-174, February.
- Michael R. Pakko, 1994. "Characterizing cross-country consumption correlations," Working Papers 1994-026, Federal Reserve Bank of St. Louis.
- Lambrias, Kyriacos, 2016.
"Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets,"
Working Paper Series
1946, European Central Bank.
- Kyriacos Lambrias, 2020. "Real exchange rates and international co-movement: News-shocks and non-tradable goods with complete markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 154-169, January.
- Tony Zhang, 2022. "Monetary Policy Spillovers through Invoicing Currencies," Journal of Finance, American Finance Association, vol. 77(1), pages 129-161, February.
- Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
- Gurdip Bakshi & Mario Cerrato & John Crosby, 2016. "Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies," Working Papers 2017_01, Business School - Economics, University of Glasgow.
- Karabarbounis, Loukas, 2014. "Home production, labor wedges, and international business cycles," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 68-84.
- Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008. "Real exchange rate volatility and disconnect: an empirical investigation," Temi di discussione (Economic working papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Predrag Petroviæ, 2016. "Backus–Smith puzzle and the European Union: It’s not just the nominal exchange rate," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 393-418.
- Aydan Dogan, 2014. "Euro- US Real Exchange Rate Dynamics: How Far Can We Push Equilibrium Models?," Studies in Economics 1409, School of Economics, University of Kent.
- Robin Greenwood & Samuel G. Hanson & Jeremy C. Stein & Adi Sunderam, 2020. "A Quantity-Driven Theory of Term Premia and Exchange Rates," NBER Working Papers 27615, National Bureau of Economic Research, Inc.
- Wei-Bin Zhang, 2017. "Multi-Regional Growth, Agglomeration and Land Values in a Generalized Heckscher-Ohlin Trade Model," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 3(3), pages 270-305.
- Iyer, Tara, 2020. "The welfare implications of exchange rate choices in developing agricultural economies," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Pierre Olivier Gourinchas, 2023. "International Macroeconomics: From the Great Financial Crisis to COVID-19, and Beyond," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 1-34, March.
- Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena & Petrova Diana & Chentsov Alexander, 2018. "Building of monetary and currency markets models," Research Paper Series, Gaidar Institute for Economic Policy, issue 175P, pages 1-96.
- Nicolas Coeurdacier & Hélène Rey, 2010.
"Home bias in open economy financial macroeconomics,"
SciencePo Working papers Main
hal-01069440, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers Main hal-03473901, HAL.
- Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, vol. 24(2), pages 197-215, April.
- Oviedo, P. Marcelo & Singh, Rajesh, 2012. "Investment Composition and International Business Cycles," Staff General Research Papers Archive 35096, Iowa State University, Department of Economics.
- Michael B. Devereux & Viktoria Hnatkovska, 2011. "Consumption Risk-Sharing and the Real Exchange Rate: Why does the Nominal Exchange Rate Make Such a Difference?," NBER Working Papers 17288, National Bureau of Economic Research, Inc.
- Yongseung Jung, 2017. "Understanding the Real Exchange Rate and Consumption: Limited Asset Market Participation," Korean Economic Review, Korean Economic Association, vol. 33, pages 127-152.
- Lilia Cavallari & Federico Etro, 2017. "Demand, Markups and the Business Cycle. Bayesian Estimation and Quantitative Analysis in Closed and Open Economies," Working Papers 2017:09, Department of Economics, University of Venice "Ca' Foscari".
- Rodrigo Caputo & Luis Oscar Herrera, 2013. "Efficient CPI-Based Taylor Rules in Small Open Economies," Working Papers Central Bank of Chile 694, Central Bank of Chile.
- Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.
- Islamaj Ergys, 2014. "Industrial specialization, financial integration and international consumption risk sharing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-33, January.
- Katrin Rabitsch, 2016. "An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 422-446, May.
- Michael R. Pakko, 2003.
"Substitution elasticities and investment dynamics in two country business cycle models,"
Working Papers
2002-030, Federal Reserve Bank of St. Louis.
- Pakko Michael R., 2003. "Substitution Elasticities and Investment Dynamics in Two-Country Business Cycle Models," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-20, November.
- Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers 911, Society for Economic Dynamics.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor & Stewen, Iryna, 2018.
"Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone,"
CEPR Discussion Papers
13254, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2018. "Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone," ECON - Working Papers 311, Department of Economics - University of Zurich.
- Jiang, Mingming, 2016. "By force of demand: Explaining cyclical fluctuations of international trade and government spending," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 249-267.
- Sercu, Piet & Vinaimont, Tom, 2006. "The forward bias in the ECU: Peso risks vs. fads and fashions," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2409-2432, August.
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
- Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
- Mathias Hoffmann & Rahel Suter, 2010. "The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Parity: Global vs Domestic Factors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 349-371, March.
- M. Hadzi-Vaskov & C.J.M. Kool, 2007. "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers 07-34, Utrecht School of Economics.
- Nagayasu, Jun, 2017. "Inflation and consumption of nontradable goods: Global implications from regional analyses," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 478-491.
- Tara Iyer, 2016. "Optimal Monetary Policy in an Open Emerging Market Economy," Working Paper Series WP-2016-6, Federal Reserve Bank of Chicago.
- Loukas Karabarbounis, 2012. "Home Production, Labor Wedges, and International Real Business Cycles," NBER Working Papers 18366, National Bureau of Economic Research, Inc.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2019. "Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 443-495, September.
- Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007. "Productivity and the dollar," Working Paper Series 2007-27, Federal Reserve Bank of San Francisco.
- Zhengyang Jiang, 2019. "US Fiscal Cycle and the Dollar," 2019 Meeting Papers 667, Society for Economic Dynamics.
- Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
- Mirela Sandulescu & Fabio Trojani & Andrea Vedolin, 2021. "Model‐Free International Stochastic Discount Factors," Journal of Finance, American Finance Association, vol. 76(2), pages 935-976, April.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
- Oviedo, P. Marcelo & Singh, Rajesh, 2008. "International Business Cycles with Mutliple Input Investment Technologies," Staff General Research Papers Archive 32800, Iowa State University, Department of Economics.
- Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
- Sheng Wang & Rufei Guo, 2016. "Asymmetric Exchange Rate Pass-through and Monetary Policy in Open Economy," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 33-53, May.
- Luis Opazo, 2006. "The Backus-Smith Puzzle: The Role of Expectations," Working Papers Central Bank of Chile 395, Central Bank of Chile.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "Return Volatility and International Portfolio Choice," 2007 Meeting Papers 474, Society for Economic Dynamics.
- Zhang Wei-Bin, 2015. "A Synthesis of the Heckscher-Ohlin and Oniki-Uzawa Trade Models with Heterogeneous Tastes, Different Technologies, and Endogenous Wealth," Scientific Annals of Economics and Business, Sciendo, vol. 62(3), pages 391-410, November.
- Jonathan J Adams & Philip Barrett, 2017. "Resolving International Macro Puzzles with Imperfect Risk Sharing and Global Solution Methods," Working Papers 001003, University of Florida, Department of Economics.
- David K. Backus, 1993.
"The Japanese Trade Balance: Recent History and Future Prospects,"
NBER Working Papers
4553, National Bureau of Economic Research, Inc.
- David K. Backus, 1993. "The Japanese Trade Balance: Recent History and Future Prospects," Working Papers 93-25, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Walter, Jason & Baek, Jungho & Koo, Won W., 2012. "International trade and macroeconomic dynamics: The case of U.S. bilateral trade with G-7 countries," Research in Economics, Elsevier, vol. 66(4), pages 398-405.
- Martin Cincibuch & Jiri Podpiera, 2004. "Beyond Balassa - Samuelson: Real Appreciation in Tradables in Transition Countries," Working Papers 2004/09, Czech National Bank.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1993.
"International Business Cycles: Theory and Evidence,"
NBER Working Papers
4493, National Bureau of Economic Research, Inc.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," Working Papers 93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
Cited by:
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2005.
"DSGE Models of High Exchange-Rate Volatility and Low Pass-Through,"
CEPR Discussion Papers
5377, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE models of high exchange-rate volatility and low pass-through," International Finance Discussion Papers 845, Board of Governors of the Federal Reserve System (U.S.).
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers ECO2005/23, European University Institute.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "High exchange-rate volatility and low pass-through," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1113-1128, September.
- Sylvain Leduc & Giancarlo Corsetti & Luca Dedola, 2005. "Pass-Through and Exchange-Rate Fluctuations in a DSGE Model of Price," 2005 Meeting Papers 381, Society for Economic Dynamics.
- Martin Bodenstein, 2006.
"International Asset Markets and Real Exchange Rate Volatility,"
International Finance Discussion Papers
884, Board of Governors of the Federal Reserve System (U.S.).
- Martin Bodenstein, 2005. "International Asset Markets and Real Exchange Rate Volatility," 2005 Meeting Papers 352, Society for Economic Dynamics.
- Martin Bodenstein, 2008. "International Asset Markets and Real Exchange Rate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
- Ester Faia & Tommaso Monacelli, 2008.
"Optimal Monetary Policy in a Small Open Economy with Home Bias,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 721-750, June.
- Monacelli, Tommas & Faia, Ester, 2006. "Optimal Monetary Policy in a Small Open Economy with Home Bias," CEPR Discussion Papers 5522, C.E.P.R. Discussion Papers.
- Ester Faia & Tommaso Monacelli, 2008. "Optimal Monetary Policy in a Small Open Economy with Home Bias," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 721-750, June.
- Ester Faia & Tommaso Monacelli, 2006. "Optimal Monetary Policy in a Small Open Economy with Home Bias," Computing in Economics and Finance 2006 521, Society for Computational Economics.
- Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 75-90.
- Gabriel J. Felbermayr & Wilhelm Kohler, 2007.
"Immigration And Native Welfare,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(3), pages 731-760, August.
- Gabriel J Felbermayr & Wilhelm Kohler, 2014. "Immigration and Native Welfare," World Scientific Book Chapters, in: European Economic Integration, WTO Membership, Immigration and Offshoring, chapter 10, pages 335-372, World Scientific Publishing Co. Pte. Ltd..
- Gabriel J. Felbermayr & Wilhelm Kohler, 2004. "Immigration and native welfare," Economics working papers 2004-01, Department of Economics, Johannes Kepler University Linz, Austria.
- Felbermayr, Gabriel & Kohler, Wilhelm K., 2007. "Immigration and native welfare," Munich Reprints in Economics 20608, University of Munich, Department of Economics.
- Burstein, Ariel T. & Neves, Joao C. & Rebelo, Sergio, 2003.
"Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1189-1214, September.
- Rebelo, Sérgio & Neves, Joao C & Burstein, Ariel Tomas, 2001. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilization," CEPR Discussion Papers 2944, C.E.P.R. Discussion Papers.
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," RCER Working Papers 473, University of Rochester - Center for Economic Research (RCER).
- Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000. "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations," NBER Working Papers 7862, National Bureau of Economic Research, Inc.
- Michael Artis & Toshihiro Okubo, 2008.
"The Intranational Business Cycle: Evidence from Japan,"
Discussion Paper Series
221, Research Institute for Economics & Business Administration, Kobe University.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Centre for Growth and Business Cycle Research Discussion Paper Series 101, Economics, The University of Manchester.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Hi-Stat Discussion Paper Series d07-234, Institute of Economic Research, Hitotsubashi University.
- Artis, Michael & Okubo, Toshihiro, 2008. "The Intranational Business Cycle: Evidence from Japan," CEPR Discussion Papers 6686, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005.
"International risk-sharing and the transmission of productivity shocks,"
International Finance Discussion Papers
826, Board of Governors of the Federal Reserve System (U.S.).
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2003. "International risk-sharing and the transmission of productivity shocks," Working Papers 03-19, Federal Reserve Bank of Philadelphia.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2008. "International Risk Sharing and the Transmission of Productivity Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(2), pages 443-473.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2004. "International risk-sharing and the transmission of productivity shocks," Working Paper Series 308, European Central Bank.
- Giancarlo CORSETTI & Luca DEDOLA & Sylvain LEDUC, 2003. "International Risk-Sharing and the Transmission of Productivity Shocks," Economics Working Papers ECO2003/22, European University Institute.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2004. "International Risk Sharing and the Transmission of Productivity Shocks," CEPR Discussion Papers 4746, C.E.P.R. Discussion Papers.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1992.
"Dynamics of the Trade Balance and the Terms of Trade: The S-Curve,"
NBER Working Papers
4242, National Bureau of Economic Research, Inc.
- David Backus & Patrick Kehoe & Finn E. Kydland, 1992. "Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"," QM&RBC Codes 5a, Quantitative Macroeconomics & Real Business Cycles.
- Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1994. "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?," American Economic Review, American Economic Association, vol. 84(1), pages 84-103, March.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Dynamics of the trade balance and the terms of trade: the S-curve," Working Papers (Old Series) 9211, Federal Reserve Bank of Cleveland.
- Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E., "undated". "Backus_Kehoe_Kydland," Instructional Stata datasets for econometrics backus, Boston College Department of Economics.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1992. "Dynamics of the trade balance and the terms of trade: the J-curve revisited," Discussion Paper / Institute for Empirical Macroeconomics 65, Federal Reserve Bank of Minneapolis.
- David Backus & Patrick Kehoe & Finn E. Kydland, 1992. "DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"," QM&RBC Codes 5, Quantitative Macroeconomics & Real Business Cycles.
- Enrique Martínez García & Jens Sondergaard, 2008.
"The real exchange rate in sticky price models: does investment matter?,"
Globalization Institute Working Papers
17, Federal Reserve Bank of Dallas.
- Martínez-García, Enrique & Søndergaard, Jens, 2013. "Investment And Real Exchange Rates In Sticky Price Models," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 195-234, March.
- Martinez-Garcia, Enrique & Sondergaard, Jens, 2009. "The real exchange rate in sticky-price models: does investment matter?," Bank of England working papers 368, Bank of England.
- Martin Boileau & Michel Normandin, 2005.
"Closing International Real Business Cycle Models with Restricted Financial Markets,"
Cahiers de recherche
0506, CIRPEE.
- Michel Normandin & Martin Boileau, 2005. "Closing International Real Business Cycle Models with Restricted Financial Markets," Cahiers de recherche 05-03, HEC Montréal, Institut d'économie appliquée.
- Boileau, Martin & Normandin, Michel, 2008. "Closing international real business cycle models with restricted financial markets," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 733-756, September.
- Michael Gail, 1998. "Stylized Facts and International Business Cycles - The German Case," Volkswirtschaftliche Diskussionsbeiträge 69-98, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 2000.
- D. Siena, 2014. "The European Monetary Union and Imbalances: Is it an Anticipation Story ?," Working papers 501, Banque de France.
- Xavier Jaravel & Erick Sager, 2019.
"What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models,"
2019 Meeting Papers
1320, Society for Economic Dynamics.
- Jaravel, Xavier & Sager, Erick, 2019. "What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models," CEPR Discussion Papers 13902, C.E.P.R. Discussion Papers.
- Xavier Jaravel & Erick Sager, 2019. "What are the price effects of trade? Evidence from the US and implications for quantitative trade models," CEP Discussion Papers dp1642, Centre for Economic Performance, LSE.
- Xavier Jaravel & Erick Sager, 2019. "What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models," Finance and Economics Discussion Series 2019-068, Board of Governors of the Federal Reserve System (U.S.).
- Luca Dedola & Sylvain Leduc, 2002. "Why are business cycles alike across exchange-rate regimes?," Working Papers 02-11, Federal Reserve Bank of Philadelphia.
- Patrick J. Kehoe & Fabrizio Perri, 2000.
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"Entrepreneurial risk aversion, net worth effects and real fluctuations,"
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"Foreign Aid and the Business Cycle,"
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"International Comovements, Business Cycle and Inflation: a Historical Perspective,"
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CEPR Discussion Papers
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Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
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12960, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, vol. 85(C), pages 13-28.
- Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
Articles
- Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018.
"Term structures of asset prices and returns,"
Journal of Financial Economics, Elsevier, vol. 129(1), pages 1-23.
See citations under working paper version above.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term Structures of Asset Prices and Returns," NBER Working Papers 22162, National Bureau of Economic Research, Inc.
- David K. Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Staff Reports 774, Federal Reserve Bank of New York.
- Chernov, Mikhail & Backus, David & Boyarchenko, Nina, 2016. "Term structures of asset prices and returns," CEPR Discussion Papers 11227, C.E.P.R. Discussion Papers.
- David Backus & Nina Boyarchenko & Mikhail Chernov, 2016. "Term structures of asset prices and returns," Working Papers 16-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer, 2016.
"Pareto weights as wedges in two-country models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 98-110.
See citations under working paper version above.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2016. "Pareto weights as wedges in two-country models," Working Papers 16-07, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015. "Pareto Weights as Wedges in Two-Country Models," NBER Working Papers 21773, National Bureau of Economic Research, Inc.
- David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015. "Pareto weights as wedges in two-country models," Working Papers 15-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- 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.
See citations under working paper version above.
- 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.
- David Backus & Mikhail Chernov & Stanley Zin, 2014.
"Sources of Entropy in Representative Agent Models,"
Journal of Finance, American Finance Association, vol. 69(1), pages 51-99, February.
See citations under working paper version above.
- David Backus & Mikhail Chernov & Stanley E. Zin, 2011. "Sources of Entropy in Representative Agent Models," NBER Working Papers 17219, National Bureau of Economic Research, Inc.
- David Backus & Mikhail Chernov & Stanley Zin, 2011. "Sources of Entropy in Representative Agent Models," Working Papers 11-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011. "Sources of entropy in representative agent models," CEPR Discussion Papers 8488, C.E.P.R. Discussion Papers.
- David Backus & Mikhail Chernov & Ian Martin, 2011.
"Disasters Implied by Equity Index Options,"
Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December.
See citations under working paper version above.
- David Backus & Mikhail Chernov & Ian Martin, 2009. "Disasters Implied by Equity Index Options," Working Papers 09-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Mikhail Chernov & Ian Martin, 2009. "Disasters implied by equity index options," NBER Working Papers 15240, National Bureau of Economic Research, Inc.
- Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers 7416, C.E.P.R. Discussion Papers.
- Backus, David & Henriksen, Espen & Storesletten, Kjetil, 2008.
"Taxes and the global allocation of capital,"
Journal of Monetary Economics, Elsevier, vol. 55(1), pages 48-61, January.
See citations under working paper version above.
- David Backus & Espen Henriksen & Kjetil Storesletten, 2007. "Taxes and the Global Allocation of Capital," NBER Working Papers 13624, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007.
"Cracking the Conundrum,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
See citations under working paper version above.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Working Papers 07-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David K. Backus & Jonathan H. Wright, 2007. "Cracking the conundrum," Finance and Economics Discussion Series 2007-46, Board of Governors of the Federal Reserve System (U.S.).
- Backus, David K., 2005.
"Comment on: "Exchange rate regime durability and performance in developing versus advanced economies","
Journal of Monetary Economics, Elsevier, vol. 52(1), pages 65-68, January.
Cited by:
- Mohammad Karimi & Marcel-Cristian Voia, 2014.
"Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 233-262,
Springer.
- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Currency Crises, Exchange Rate Regimes, and Capital Account Liberalization: A Duration Analysis Approach," Carleton Economic Papers 11-12, Carleton University, Department of Economics.
- Sajid Anwar & Lan Nguyen, 2011. "Financial development and economic growth in Vietnam," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 348-360, July.
- KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change [The industrialization of Africa: the importance of structural factors and exchange rate regime]," MPRA Paper 68736, University Library of Munich, Germany.
- Cunha, Alexandre B., 2005. "A Direct Proof of the First Welfare Theorem," Insper Working Papers wpe_30, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Mohammad Karimi & Marcel-Cristian Voia, 2014.
"Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 233-262,
Springer.
- David K. Backus & Silverio Foresi & Chris I. Telmer, 2001.
"Affine Term Structure Models and the Forward Premium Anomaly,"
Journal of Finance, American Finance Association, vol. 56(1), pages 279-304, February.
Cited by:
- David R. Haab & Thomas Nitschka, 2020.
"Carry trade and forward premium puzzle from the perspective of a safe‐haven currency,"
Review of International Economics, Wiley Blackwell, vol. 28(2), pages 376-394, May.
- Dr. Thomas Nitschka & David Haab, 2018. "Carry trade and forward premium puzzle from the perspective of a safe-haven currency," Working Papers 2018-17, Swiss National Bank.
- Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022. "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Adrien Verdelhan, 2012.
"The Share of Systematic Variation in Bilateral Exchange Rates,"
2012 Meeting Papers
763, Society for Economic Dynamics.
- Adrien Verdelhan, 2018. "The Share of Systematic Variation in Bilateral Exchange Rates," Journal of Finance, American Finance Association, vol. 73(1), pages 375-418, February.
- Mo, Henry & Wu, Liuren, 2007. "International capital asset pricing: Evidence from options," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 465-498, September.
- Anella Munro, 2014.
"Exchange rates, expected returns and risk: UIP unbound,"
CAMA Working Papers
2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Anella Munro, 2014. "Exchange rates, expected returns and risk," Reserve Bank of New Zealand Discussion Paper Series DP2014/01, Reserve Bank of New Zealand.
- Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022.
"The Term Structure of Currency Futures' Risk Premia,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(1), pages 5-38.
- Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022. "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 5-38, February.
- Moore, Michael J. & Roche, Maurice J., 2002.
"Less of a puzzle: a new look at the forward forex market,"
Journal of International Economics, Elsevier, vol. 58(2), pages 387-411, December.
- Maurice J. Roche & Michael J. Moore, "undated". "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series n, Department of Economics, National University of Ireland - Maynooth.
- Maurice J. Roche & Michael J. Moore, 1999. "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series n910799, Department of Economics, National University of Ireland - Maynooth.
- Barbara Rossi, 2013.
"Exchange rate predictability,"
Economics Working Papers
1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Taboga, Marco & Pericoli, Marcello, 2008.
"Bond risk premia, macroeconomic fundamentals and the exchange rate,"
MPRA Paper
9523, University Library of Munich, Germany.
- Marcello Pericoli & Marco Taboga, 2009. "Bond risk premia, macroeconomic fundamentals and the exchange rate," Temi di discussione (Economic working papers) 699, Bank of Italy, Economic Research and International Relations Area.
- Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
- Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian, 2015. "Why do term structures in different currencies co-move?," Journal of Financial Economics, Elsevier, vol. 115(1), pages 58-83.
- Clark, Todd E. & West, Kenneth D., 2006.
"Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis,"
Journal of Econometrics, Elsevier, vol. 135(1-2), pages 155-186.
- Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015.
"Not so disconnected: exchange rates and the capital stock,"
Working Paper Series
2015-21, Federal Reserve Bank of San Francisco.
- Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," CEPR Discussion Papers 10744, C.E.P.R. Discussion Papers.
- Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "Not So Disconnected: Exchange Rates and the Capital Stock," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Tarek Alexander Hassan & Thomas Mertens & Tony Zhang, 2015. "Not so Disconnected: Exchange Rates and the Capital Stock," NBER Working Papers 21445, National Bureau of Economic Research, Inc.
- Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016. "Not so disconnected: Exchange rates and the capital stock," Journal of International Economics, Elsevier, vol. 99(S1), pages 43-57.
- Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
- Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999.
"Testing Affine Term Structure Models in Case of Transaction Costs,"
Discussion Paper
1999-84, Tilburg University, Center for Economic Research.
- Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
- Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
- Kano, Takashi & Wada, Kenji, 2017.
"The first arrow hitting the currency target: A long-run risk perspective,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 337-352.
- KANO, Takashi & 加納, 隆 & カノウ, タカシ & WADA, Kenji & 和田, 健司, 2015. "The First Arrow Hitting the Currency Target: A Long-run Risk Perspective," Discussion paper series HIAS-E-13, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Robert J. Hodrick & Tuomas Tomunen, 2018.
"Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications,"
NBER Working Papers
25092, National Bureau of Economic Research, Inc.
- Hodrick, Robert J. & Tomunen, Tuomas, 2021. "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications," Critical Finance Review, now publishers, vol. 10(1), pages 83-123, April.
- Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics.
- Federico Gavazzoni & Ana Maria Santacreu, 2015.
"International R&D Spillovers and Asset Prices,"
Working Papers
2015-41, Federal Reserve Bank of St. Louis.
- Ana Maria Santacreu & Federico Gavazzoni, 2015. "International R&D Spillovers and Asset Prices," 2015 Meeting Papers 405, Society for Economic Dynamics.
- Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Eric van Wincoop, 2010. "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, vol. 100(3), pages 870-904, June.
- Scholl, Almuth & Uhlig, Harald, 2008.
"New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates,"
Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
- Almuth Scholl & Harald Uhlig, 2005. "New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates," SFB 649 Discussion Papers SFB649DP2005-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2018. "Estimating a Latent Risk Premium in Exchange Rate Futures," Discussion Papers of DIW Berlin 1733, DIW Berlin, German Institute for Economic Research.
- Uppal, Raman & Sercu, Piet & Apte, Prakesh, 2002.
"The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests,"
CEPR Discussion Papers
3343, C.E.P.R. Discussion Papers.
- Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004. "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
- Chernov, Mikhail & Creal, Drew, 2022.
"International yield curves and currency puzzles,"
CEPR Discussion Papers
13252, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Drew D. Creal, 2018. "International Yield Curves and Currency Puzzles," NBER Working Papers 25206, National Bureau of Economic Research, Inc.
- Mikhail Chernov & Drew Creal, 2023. "International Yield Curves and Currency Puzzles," Journal of Finance, American Finance Association, vol. 78(1), pages 209-245, February.
- Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.
- Andrew Atkeson & Patrick J. Kehoe, 2009.
"On the Need for a New Approach to Analyzing Monetary Policy,"
NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 389-425,
National Bureau of Economic Research, Inc.
- Andrew Atkeson & Patrick J. Kehoe, 2008. "On the Need for a New Approach to Analyzing Monetary Policy," NBER Working Papers 14260, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Patrick J. Kehoe, 2008. "On the need for a new approach to analyzing monetary policy," Working Papers 662, Federal Reserve Bank of Minneapolis.
- Andrew Atkeson & Patrick J. Kehoe, 2008. "On the need for a new approach to analyzing monetary policy," Staff Report 412, Federal Reserve Bank of Minneapolis.
- Berg, Kimberly A. & Mark, Nelson C., 2018.
"Measures of global uncertainty and carry-trade excess returns,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 212-227.
- Kimberly A. Berg & Nelson Mark, 2017. "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series GRU_2017_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Brandt, Michael & Cochrane, John & Santa-Clara, Pedro, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!,"
University of California at Los Angeles, Anderson Graduate School of Management
qt1jw137zd, Anderson Graduate School of Management, UCLA.
- Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," NBER Working Papers 8404, National Bureau of Economic Research, Inc.
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," Working Papers 01-2, University of Pennsylvania, Wharton School, Weiss Center.
- Olivier Scaillet., 2003.
"Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility,"
THEMA Working Papers
2003-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Peng Cheng & Olivier Scaillet, 2002. "Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility," FAME Research Paper Series rp67, International Center for Financial Asset Management and Engineering.
- Lemke, Wolfgang, 2007.
"An affine macro-finance term structure model for the euro area,"
Discussion Paper Series 1: Economic Studies
2007,13, Deutsche Bundesbank.
- Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
- Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007.
"Arbitrage-free bond pricing with dynamic macroeconomic models,"
Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 305-326.
- Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007. "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers 13245, National Bureau of Economic Research, Inc.
- Mirkov, Nikola, 2012. "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance 1201, University of St. Gallen, School of Finance.
- Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021. "Currency Anomalies," CEPR Discussion Papers 15653, C.E.P.R. Discussion Papers.
- Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007.
"Uncovered interest rate parity and the term structure,"
Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1038-1069, October.
- Geert Bekaert & Min Wei & Yuhang Xing, 2002. "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers 8795, National Bureau of Economic Research, Inc.
- Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
- Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013.
"International risk cycles,"
Journal of International Economics, Elsevier, vol. 89(2), pages 471-484.
- François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2005.
"Rational Inattention: A Solution to the Forward Discount Puzzle,"
CEPR Discussion Papers
5261, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series rp156, International Center for Financial Asset Management and Engineering.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," NBER Working Papers 11633, National Bureau of Economic Research, Inc.
- Perron, Pierre & Wada, Tatsuma, 2009.
"Let's take a break: Trends and cycles in US real GDP,"
Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.
- Tom Doan, "undated". "RATS programs to replicate Perron-Wada state space model," Statistical Software Components RTZ00133, Boston College Department of Economics.
- Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.
- Pierre Perron† & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.
- M. Hadzi-Vaskov & C.J.M. Kool, 2007. "Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes," Working Papers 07-33, Utrecht School of Economics.
- Kenneth D. West, 2004.
"Monetary Policy and the Volatility of Real Exchange Rates in New Zealand,"
NBER Working Papers
10280, National Bureau of Economic Research, Inc.
- Kenneth West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(2), pages 175-196.
- Ken West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/09, Reserve Bank of New Zealand.
- Chen, Yi-Hsuan & Vinogradov, Dmitri V., 2021. "Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrencies," IRTG 1792 Discussion Papers 2021-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016. "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, vol. 32(1), pages 75-97.
- Adrien Verdelhan, 2006.
"A Habit-Based Explanation of the Exchange Rate Risk Premium,"
2006 Meeting Papers
872, Society for Economic Dynamics.
- Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series WP2006-047, Boston University - Department of Economics.
- Adrien Verdelhan, 2005. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series WP2005-032, Boston University - Department of Economics.
- Adrien Verdelhan, 2010. "A Habit‐Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, vol. 65(1), pages 123-146, February.
- Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006 217, Society for Computational Economics.
- Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
- Wagner, Christian, 2012.
"Risk-premia, carry-trade dynamics, and economic value of currency speculation,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1195-1219.
- Wagner, Christian, 2009. "Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation," MPRA Paper 21125, University Library of Munich, Germany.
- Chan R. Mang, 2014. "Uncertain Risk and Return in Bond Markets, I," 2014 Papers pma1706, Job Market Papers.
- Sam Nasypbek & Scheherazade S Rehman, 2011. "Explaining the returns of active currency managers," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 211-256, Bank for International Settlements.
- Martin, Ian & Kremens, Lukas, 2017.
"The Quanto Theory of Exchange Rates,"
CEPR Discussion Papers
11970, C.E.P.R. Discussion Papers.
- Kremens, Lukas & Martin, Ian, 2017. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 118945, London School of Economics and Political Science, LSE Library.
- Lukas Kremens & Ian Martin, 2019. "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, vol. 109(3), pages 810-843, March.
- Kremens, Lukas & Martin, Ian, 2019. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 89839, London School of Economics and Political Science, LSE Library.
- Kremens, Lukas & Martin, Ian, 2017. "The quanto theory of exchange rates," LSE Research Online Documents on Economics 118961, London School of Economics and Political Science, LSE Library.
- Inci, Ahmet Can, 2006. "Co-integrating currencies and yield differentials," Review of Financial Economics, Elsevier, vol. 15(2), pages 159-175.
- Tarek A. Hassan & Tony Zhang, 2021.
"The Economics of Currency Risk,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 281-307, August.
- Tarek Alexander Hassan & Tony Zhang, 2020. "The Economics of Currency Risk," NBER Working Papers 27847, National Bureau of Economic Research, Inc.
- Hassan, Tarek & Zhang, Tony, 2020. "The Economics of Currency Risk," CEPR Discussion Papers 15313, C.E.P.R. Discussion Papers.
- Bali, Turan G. & Wu, Liuren, 2010. "The role of exchange rates in intertemporal risk-return relations," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1670-1686, December.
- Jörgen Blomvall & Jonas Ekblom, 2018. "Corporate hedging: an answer to the “how” question," Annals of Operations Research, Springer, vol. 266(1), pages 35-69, July.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2005.
"Time-varying risk, interest rates and exchange rates in general equilibrium,"
Working Papers
627, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009. "Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 851-878.
- A. Craig Burnside & Jeremy J. Graveline, 2012.
"On the Asset Market View of Exchange Rates,"
NBER Working Papers
18646, National Bureau of Economic Research, Inc.
- A Craig Burnside & Jeremy J Graveline, 2020. "On the Asset Market View of Exchange Rates," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 239-260.
- Carmen Gloria Silva, 2010. "Forward premium puzzle and term structure of interest rates: the case of New Zealand," Working Papers Central Bank of Chile 570, Central Bank of Chile.
- Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2007.
"If exchange rates are random walks, then almost everything we say about monetary policy is wrong,"
Staff Report
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- Libich Jan, 2011. "Inflation Nutters? Modelling the Flexibility of Inflation Targeting," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, June.
- Weber, A.A., 1988. "The credibility of monetary policies, policymakers' reputation and the EMS-hypothesis : Empirical evidence from 13 countries," Other publications TiSEM 7d95e7bb-efff-41a6-8ea2-b, Tilburg University, School of Economics and Management.
- Zhen Zhu, 1997. "Dynamic Inconsistency and Exchange-Rate Target Zones: A Welfare Analysis," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 15-38.
- Andrew Hughes Hallett & Jan Libich, 2007. "Fiscal-monetary Interactions: The Effect of Fiscal Restraint and Public Monitoring on Central Bank Credibility," Open Economies Review, Springer, vol. 18(5), pages 559-576, November.
- Palmqvist, Stefan, 1999. "Why Central Banks Announce their Objectives: Monetary Policy with Discretionary Signalling," Seminar Papers 663, Stockholm University, Institute for International Economic Studies.
- Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019. "Monetary policy for commodity booms and busts," CEPR Discussion Papers 14030, C.E.P.R. Discussion Papers.
- Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003.
"Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity,"
CEIS Research Paper
23, Tor Vergata University, CEIS.
- Backus, David & Driffill, John, 1985.
"Inflation and Reputation,"
American Economic Review, American Economic Association, vol. 75(3), pages 530-538, June.
See citations under working paper version above.
- David Backus & John Driffill, 1984. "Inflation and Reputation," Working Paper 560, Economics Department, Queen's University.
- D. Backus & J. Driffil, 1998. "Inflation and Reputation," Levine's Working Paper Archive 625, David K. Levine.
- David Backus, 1984.
"Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff,"
Canadian Journal of Economics, Canadian Economics Association, vol. 17(4), pages 824-846, November.
See citations under working paper version above.
- David Backus, 1982. "Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff," Working Paper 463, Economics Department, Queen's University.
- Backus, David & Purvis, Douglas, 1980.
"An Integrated Model of Household Flow-of-Funds Allocations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(2), pages 400-421, Special I.
See citations under working paper version above.
- David Backus & Douglas D. Purvis, 1978. "An Integrated Model of Household Flow-of-Funds Allocations," Cowles Foundation Discussion Papers 493, Cowles Foundation for Research in Economics, Yale University.
- Backus, David, et al, 1980.
"A Model of U.S. Financial and Nonfinancial Economic Behavior,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(2), pages 259-293, Special I.
See citations under working paper version above.
- David Backus & William C. Brainard & Gary Smith & James Tobin, 1980. "A Model of U.S. Financial and Nonfinancial Economic Behavior," Cowles Foundation Discussion Papers 548, Cowles Foundation for Research in Economics, Yale University.
- Jones, Derek C & Backus, David K, 1977.
"British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing,"
Economic Journal, Royal Economic Society, vol. 87(347), pages 488-510, September.
Cited by:
- Burdín, Gabriel & Dean, Andrés, 2012.
"Revisiting the objectives of worker-managed firms: An empirical assessment,"
Economic Systems, Elsevier, vol. 36(1), pages 158-171.
- Gabriel Burdín & Andrés Dean, 2008. "Los objetivos de una empresa gestionada por sus trabajadores : un análisis sobre el caso uruguayo," Documentos de Trabajo (working papers) 08-10, Instituto de EconomÃa - IECON.
- Alí Colina Rojas & Pilar Zarzosa Espina, 2012. "Comparative productivity analysis between labour-managed firms and conventional capitalist companies in Spain," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 37(33), pages 11-41, January-J.
- Derek C. Jones & Panu Kalmi, 2012. "Economies of Scale Versus Participation: a Co-operative Dilemma?," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, vol. 1(1), pages 37-64, December.
- Ornella Wanda Maietta & Vania Sena, 2008. "Shadow price of capital and the Furubotn–Pejovich effect: Some empirical evidence for Italian wine cooperatives," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 495-505, September.
- Derek C. Jones & Panu Kalmi, 2013. "Cooperative enterprise," Chapters, in: Luigino Bruni & Stefano Zamagni (ed.), Handbook on the Economics of Reciprocity and Social Enterprise, chapter 8, pages 85-93, Edward Elgar Publishing.
- Jacques DEFOURNY, 1983. "L'autofinancement Des CoopÉRatives De Travailleurs et la ThÉOrie ÉConomique ()," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 54(2), pages 201-224, April.
- Arando, Saioa & Gago, Monica & Jones, Derek C. & Kato, Takao, 2011. "Efficiency in Employee-Owned Enterprises: An Econometric Case Study of Mondragon," IZA Discussion Papers 5711, Institute of Labor Economics (IZA).
- Booth, Douglas E., 1995. "Economic democracy as an environmental measure," Ecological Economics, Elsevier, vol. 12(3), pages 225-236, March.
- Chris Doucouliagos, 1997. "The Comparative Efficiency and Productivity of Labor-Managed and Capital-Managed Firms," Review of Radical Political Economics, Union for Radical Political Economics, vol. 29(2), pages 45-69, June.
- Kazuhiro Ohnishi, 2009. "Strategic Commitment and Three-Stage Games with Labour-Managed and Profit-Maximizing Firms," Finnish Economic Papers, Finnish Economic Association, vol. 22(2), pages 63-74, Autumn.
- Burdín, Gabriel & Dean, Andrés, 2012.
"Revisiting the objectives of worker-managed firms: An empirical assessment,"
Economic Systems, Elsevier, vol. 36(1), pages 158-171.
Software components
-
Sorry, no citations of software components recorded.
Chapters
- David Backus & Thomas Cooley & Espen Henriksen, 2013.
"Demography and Low-Frequency Capital Flows,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 94-102,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- David Backus & Thomas Cooley & Espen Henriksen, 2013. "Demography and Low Frequency Capital Flows," NBER Working Papers 19465, National Bureau of Economic Research, Inc.
- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
- David Backus & Michael B. Devereux & Douglas Purvis, 1988.
"A Positive Theory of Fiscal Policy in Open Economies,"
NBER Chapters, in: International Aspects of Fiscal Policies, pages 173-196,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- David Backus & Michael Devereux & Douglas Purvis, 1986. "A Positive Theory of Fiscal Policy in Open Economies," Working Paper 638, Economics Department, Queen's University.