Publications

by members of

Northwestern University → Kellogg Graduate School of Management → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

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| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

1. Efraim Benmelech & Joao Monteiro, 2026, "War and Democratic Backsliding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34734, Jan.
2. Bo Becker & Efraim Benmelech & Joao Monteiro, 2026, "The Value Gap: Europe Cannot Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 35577, Aug.
3. Nicolas Crouzet & Janice C. Eberly, 2026, "R&D Uncertainty and Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 34838, Feb.
4. Erik Berwart & Sean K. Higgins & Sheisha Kulkarni & Santiago Truffa, 2026, "Search and Negotiation with Biased Beliefs in Consumer Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35605, Aug.
5. Nicolas Crouzet & Pulak Ghosh & Apoorv Gupta & Filippo Mezzanotti, 2026, "Demographics and Technology Diffusion: Evidence from Mobile Payments," NBER Working Papers, National Bureau of Economic Research, Inc, number 34885, Feb.
6. Brice C. Green & Leonid Kogan & Dimitris Papanikolaou & Lawrence D.W. Schmidt, 2026, "Winners and Losers: Competition, Creative Destruction, and Labor Income Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 35542, Jul.
7. Josh Lerner & Namrata Narain & Dimitris Papanikolaou & Amit Seru & Zunda Winston Xu, 2026, "Chinese Sputnik Moments?," NBER Working Papers, National Bureau of Economic Research, Inc, number 35551, Jul.
8. David Autor & Caroline Chin & Anna M. Salomons & Bryan Seegmiller, 2026, "What Makes New Work Different from More Work?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34986, Mar.
   
   • David H. Autor & Caroline Chin & Anna Salomons & Bryan Seegmiller, 2026, "What Makes New Work Different from More Work?," CESifo Working Paper Series, CESifo, number 12577.
   • Autor, David & Chin, Caroline & Salomons, Anna & Seegmiller, Bryan, 2026, "What Makes New Work Different from More Work?," IZA Discussion Papers, IZA Network @ LISER, number 18504, Mar.

2025

1. Torben G. Andersen & Yi Ding & Viktor Todorov, 2025, "Tails of Cross-Sectional Return Distributions at High Frequencies," Working Papers, University of Macau, Faculty of Business Administration, number 202530, Jun, revised Mar 2026.
2. Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
3. Efraim Benmelech & Nitish Kumar & Raghuram Rajan, 2025, "Debt and Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 34008, Jul.
4. Efraim Benmelech & Joao Monteiro, 2025, "Military Spending and War," NBER Working Papers, National Bureau of Economic Research, Inc, number 34123, Aug.
5. Efraim Benmelech & Joao Monteiro, 2025, "The Economic Consequences of War," NBER Working Papers, National Bureau of Economic Research, Inc, number 34389, Oct.
6. Paul Gertler & Sean Higgins & Ulrike Malmendier & Waldo Ojeda, 2025, "Do Behavioral Frictions Prevent Firms from Adopting Profitable Opportunities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33387, Jan.
7. Ravi Jagannathan & Iwan Meier & Valeri Sokolovski, 2025, "Dirty Business: Transition Risk of Factor Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 33535, Feb.
8. Christopher Eaglin & Apoorv Gupta & Filippo Mezzanotti & Jonathan Zinman, 2025, "Working it out: Randomized Modification and Entrepreneurial Effort in a Collateralized Debt Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 34398, Oct.
9. Menaka Hampole & Dimitris Papanikolaou & Lawrence D.W. Schmidt & Bryan Seegmiller, 2025, "Artificial Intelligence and the Labor Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 33509, Feb.
10. Antonin Bergeaud & Adam B. Jaffe & Dimitris Papanikolaou, 2025, "Natural Language Processing and Innovation Research," NBER Working Papers, National Bureau of Economic Research, Inc, number 33821, May.
11. Huben Liu & Dimitris Papanikolaou & Lawrence D.W. Schmidt & Bryan Seegmiller, 2025, "Technology and Labor Markets: Past, Present, and Future; Evidence from Two Centuries of Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34386, Oct.

2024

1. Efraim Benmelech, 2024, "The Benefits and Costs of Secured Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 32353, Apr.
2. Laura Chioda & Paul Gertler & Sean Higgins & Paolina C. Medina, 2024, "FinTech Lending to Borrowers with No Credit History," NBER Working Papers, National Bureau of Economic Research, Inc, number 33208, Nov.
3. Bullipe R. Chintha & Ravi Jagannathan & Sri S. Sridhar, 2024, "Globalization and Profitability of US Firms: The Role of Intangibles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32202, Mar.
4. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
   
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
   • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
   • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
   • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
   • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
   • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
   • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
   • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
   • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
   • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
   • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
   • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
5. Grant Goehring & Filippo Mezzanotti & S. Abraham (Avri) Ravid, 2024, "Technology Adoption and Career Concerns: Evidence from the Adoption of Digital Technology in Motion Pictures," NBER Working Papers, National Bureau of Economic Research, Inc, number 32844, Aug.
6. Fukang Chen & Minhao Chen & Lin William Cong & Haoyu Gao & Jacopo Ponticelli, 2024, "Pricing the Priceless: The Financial Cost of Biodiversity Conservation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32743, Jul.

2023

1. Torben G. Andersen & Viktor Todorov & Bo Zhou, 2023, "Real-Time Detection of Local No-Arbitrage Violations," Papers, arXiv.org, number 2307.10872, Jul.
   
   • Torben G. Andersen & Viktor Todorov & Bo Zhou, 2025, "Real‐time detection of local no‐arbitrage violations," Quantitative Economics, Econometric Society, volume 16, issue 2, pages 459-495, May, DOI: 10.3982/QE2585.
2. Efraim Benmelech & Jun Yang & Michal Zator, 2023, "Bank Branch Density and Bank Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 31462, Jul.
3. Efraim Benmelech & Joao Monteiro, 2023, "Who Benefits From The Export-Import Bank Aid?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31562, Aug.
4. Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
5. Ian Dew-Becker & Stefano Giglio, 2023, "Recent Developments in Financial Risk and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31878, Nov.
   
   • Ian Dew-Becker & Stefano Giglio, 2024, "Recent Developments in Financial Risk and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 39-60, November, DOI: 10.1146/annurev-financial-082123-10.
6. Asaf Bernstein & Carola Frydman & Eric Hilt, 2023, "The Value of Ratings: Evidence from their Introduction in Securities Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 31064, Mar.
   
   • Asaf Bernstein & Carola Frydman & Eric Hilt, 2026, "The Value of Ratings: Evidence from Their Introduction in Securities Markets," Journal of Political Economy, University of Chicago Press, volume 134, issue 3, pages 847-894, DOI: 10.1086/739333.
7. Carola Frydman & Chenzi Xu, 2023, "Banking Crises in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31092, Mar.
   
   • Carola Frydman & Chenzi Xu, 2023, "Banking Crises in Historical Perspective," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 265-290, November, DOI: 10.1146/annurev-financial-100121-11.
8. Paul Gertler & Sean Higgins & Aisling Scott & Enrique Seira, 2023, "Using Lotteries to Attract Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 31529, Aug.
9. Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023, "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers, National Bureau of Economic Research, Inc, number 30828, Jan.
10. Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng, 2023, "A Simple Approach to Valuing Intangibles and Rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 30829, Jan.
11. Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023, "An Intangibles-Adjusted Profitability Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 31068, Mar.
12. Manoj Dalvi & Prachi Deuskar & Lawrence R. Glosten & Ravi Jagannathan, 2023, "Day Traders, Noise, and Cost of Immediacy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31127, Apr.
13. Filippo Mezzanotti & Timothy Simcoe, 2023, "Research and/or Development? Financial Frictions and Innovation Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31521, Aug.
14. Alexander P. Frankel & Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2023, "Evaluation and Learning in R&D Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31290, May.
15. Leonid Kogan & Dimitris Papanikolaou & Lawrence D.W. Schmidt & Bryan Seegmiller, 2023, "Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31846, Nov.
16. Maarten Meeuwis & Dimitris Papanikolaou & Jonathan L. Rothbaum & Lawrence D.W. Schmidt, 2023, "Time-Varying Risk Premia and Heterogeneous Labor Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 31968, Dec.
17. Jacopo Ponticelli & Qiping Xu & Stefan Zeume, 2023, "Temperature, Adaptation, and Local Industry Concentration," NBER Working Papers, National Bureau of Economic Research, Inc, number 31533, Aug.

2022

1. Efraim Benmelech & Michal Zator, 2022, "Robots and Firm Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29676, Jan.
   
   • Benmelech, Efraim & Zator, Michał, 2025, "Robots and firm investment," Journal of Financial Economics, Elsevier, volume 174, issue C, DOI: 10.1016/j.jfineco.2025.104183.
2. Scott R. Baker & Efraim Benmelech & Zhishu Yang & Qi Zhang, 2022, "Fertility and Savings: The Effect of China’s Two-Child Policy on Household Savings," NBER Working Papers, National Bureau of Economic Research, Inc, number 29856, Mar.
3. Ian Dew-Becker, 2022, "Real-Time Forward-Looking Skewness over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 30478, Sep.
   
   • Ian Dew-Becker, 2024, "Real-time forward-looking skewness over the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101233.
4. Ian Dew-Becker, 2022, "Tail Risk in Production Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 30479, Sep.
5. Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022, "A Model of Intangible Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 30376, Aug.
6. Filippo Mezzanotti & Timothy Simcoe, 2022, "Innovation and Appropriability: Revisiting the Role of Intellectual Property," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 22-09, Mar.
   
   • Filippo Mezzanotti & Timothy Simcoe, 2023, "Innovation and Appropriability: Revisiting the Role of Intellectual Property," NBER Working Papers, National Bureau of Economic Research, Inc, number 31428, Jul.
7. Li, Bo & Ponticelli, Jacopo, 2022, "Going Bankrupt in China," CEPR Discussion Papers, Centre for Economic Policy Research, number 15007, Feb.
   
   • Bo Li & Jacopo Ponticelli, 2020, "Going Bankrupt in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 27501, Jul.
8. David Autor & Caroline Chin & Anna M. Salomons & Bryan Seegmiller, 2022, "New Frontiers: The Origins and Content of New Work, 1940–2018," NBER Working Papers, National Bureau of Economic Research, Inc, number 30389, Aug.
   
   • David Autor & Caroline Chin & Anna Salomons & Bryan Seegmiller, 2024, "New Frontiers: The Origins and Content of New Work, 1940–2018," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 3, pages 1399-1465.
   • David Autor & Caroline Chin & Anna Salomons & Bryan Seegmiller, 2022, "New frontiers: The origins and content of new work, 1940-2018," POID Working Papers, Centre for Economic Performance, LSE, number 049, Dec.

2021

1. Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28568, Mar.
   
   • Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
2. Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28569, Mar.
3. Torben G. Andersen & Rasmus T. Varneskov, 2021, "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28570, Mar.
   
   • Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
4. Efraim Benmelech & Janice C. Eberly & Joshua L. Krieger & Dimitris Papanikolaou, 2021, "Private and Social Returns to R&D: Drug Development and Demographics," NBER Working Papers, National Bureau of Economic Research, Inc, number 28355, Jan.
   
   • Efraim Benmelech & Janice Eberly & Dimitris Papanikolaou & Joshua Krieger, 2021, "Private and Social Returns to R&D: Drug Development and Demographics," AEA Papers and Proceedings, American Economic Association, volume 111, pages 336-340, May, DOI: 10.1257/pandp.20211104.
5. Bo Becker & Efraim Benmelech, 2021, "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 28868, May.
   
   • Bo Becker & Efraim Benmelech, 2025, "The Resilience of the U.S. Corporate Bond Market during Financial Crises," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 4, pages 405-463, October.
6. Giglio, Stefano & Dew-Becker, Ian, 2021, "Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data," CEPR Discussion Papers, Centre for Economic Policy Research, number 16306, Jun.
   
   • Ian Dew-Becker & Stefano Giglio, 2023, "Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 2, pages 65-96, April, DOI: 10.1257/mac.20210136.
   • Ian Dew-Becker & Stefano Giglio, 2020, "Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27864, Sep.
7. Tahbaz-Salehi, Alireza & Dew-Becker, Ian & Vedolin, Andrea, 2021, "Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 16804, Dec.
   
   • Ian Dew-Becker & Alireza Tahbaz-Salehi & Andrea Vedolin, 2021, "Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29499, Nov.
8. Nicolas Crouzet & Janice C. Eberly, 2021, "Rents and Intangible Capital: A Q+ Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 28988, Jul.
   
   • Nicolas Crouzet & Janice Eberly, 2023, "Rents and Intangible Capital: A Q+ Framework," Journal of Finance, American Finance Association, volume 78, issue 4, pages 1873-1916, August, DOI: 10.1111/jofi.13231.
9. Nicolas Crouzet & Janice C. Eberly, 2021, "Intangibles, Markups, and the Measurement of Productivity Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 29109, Jul.
   
   • Crouzet, Nicolas & Eberly, Janice, 2021, "Intangibles, markups, and the measurement of productivity growth," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 92-109, DOI: 10.1016/j.jmoneco.2021.09.005.
10. Janice C. Eberly & Jonathan Haskel & Paul Mizen, 2021, ""Potential Capital”, Working From Home, and Economic Resilience," NBER Working Papers, National Bureau of Economic Research, Inc, number 29431, Oct.
    
    • Eberly, Janice & Haskel, Jonathan & Mizen, Paul, 2026, "“Potential Capital”, Working From Home and Economic Resilience," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2026-09, Jul.
    • Janice Eberly & Jonathan Haskel & Paul Mizen, 2021, ""Potential Capital", Working from Home and Economic Resilience," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-15, Nov.
11. Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
    
    • Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
12. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Bryan Seegmiller, 2021, "Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29552, Dec.
13. M Prem & E Colonnelli & S Lagaras & J Ponticelli & M Tsoutsoura, 2021, "Revealing Corruption: Firm and Worker Level Evidence from Brazil," Documentos de Trabajo, Universidad del Rosario, number 18673, Jan.
    
    • Colonnelli, Emanuele & Lagaras, Spyridon & Ponticelli, Jacopo & Prem, Mounu & Tsoutsoura, Margarita, 2022, "Revealing corruption: Firm and worker level evidence from Brazil," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1097-1119, DOI: 10.1016/j.jfineco.2021.12.013.
    • Emanuele Colonnelli & Spyridon Lagaras & Jacopo Ponticelli & Mounu Prem & Margarita Tsoutsoura, 2022, "Revealing Corruption: Firm and Worker Level Evidence from Brazil," NBER Working Papers, National Bureau of Economic Research, Inc, number 29627, Jan.
    • Colonnelli, Emanuele & Lagaras, Spyridon & Ponticelli, Jacopo & Prem, Mounu & Tsoutsoura, Margarita, 2020, "Revealing Corruption: Firm and Worker Level Evidence from Brazil," SocArXiv, Center for Open Science, number asrz4, Dec, DOI: 10.31235/osf.io/asrz4.
    • Colonnelli, Emanuele & Lagaras, Spyridon & Ponticelli, Jacopo & Prem, Mounu & Tsoutsoura, Margarita, 2021, "Revealing Corruption: Firm and Worker Level Evidence from Brazil," Working papers, Red Investigadores de Economía, number 83, Aug.
14. Ponticelli, Jacopo & Bustos, Paula & Albert, Christoph, 2021, "The Effects of Climate Change on Labor and Capital Reallocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 16312, Jun.
    
    • Christoph Albert & Jacopo Ponticelli & Paula Bustos, 2024, "The Effects of Climate Change on Labor and Capital Reallocation," Working Papers, Barcelona School of Economics, number 1445, May.
    • Christoph Albert & Paula Bustos & Jacopo Ponticelli, 2021, "The Effects of Climate Change on Labor and Capital Reallocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28995, Jul.
15. Aloisio Araujo & Rafael Ferreira & Spyridon Lagaras & Flavio Moraes & Jacopo Ponticelli & Margarita Tsoutsoura, 2021, "The Labor Effects of Judicial Bias in Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 28640, Apr.
    
    • Araujo, Aloisio & Ferreira, Rafael & Lagaras, Spyridon & Moraes, Flavio & Ponticelli, Jacopo & Tsoutsoura, Margarita, 2023, "The labor effects of judicial bias in bankruptcy," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103720.
16. Meng Miao & Jacopo Ponticelli & Yi Shao, 2021, "Eclipses and the Memory of Revolutions: Evidence from China," NBER Working Papers, National Bureau of Economic Research, Inc, number 29182, Aug.
17. Gabriel Garber & Atif R. Mian & Jacopo Ponticelli & Amir Sufi, 2021, "Consumption Smoothing or Consumption Binging? The effects of government-led consumer credit expansion in Brazil," NBER Working Papers, National Bureau of Economic Research, Inc, number 29386, Oct.
    
    • Garber, Gabriel & Mian, Atif & Ponticelli, Jacopo & Sufi, Amir, 2024, "Consumption smoothing or consumption binging? The effects of government-led consumer credit expansion in Brazil," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103834.

2020

1. S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
2. J. Arismendi-Zambrano & R. Azevedo, 2020, "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n303-20.pdf.
3. J. C. Arismendi-Zambrano & T. Ramos-Almeida & J. C. Reboredo & M. A. Rivera-Castro, 2020, "Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n305-20.pdf.
4. J. C. Arismendi-Zambrano & Vladimir Belitsky & Vinicius Amorim Sobreiro & Herbert Kimura, 2020, "The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n306-20.pdf.
5. Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
6. Efraim Benmelech & Nitish Kumar & Raghuram Rajan, 2020, "Secured Credit Spreads," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-14.
7. John M. Barrios & Efraim Benmelech & Yael V. Hochberg & Paola Sapienza & Luigi Zingales, 2020, "Civic Capital and Social Distancing during the COVID-19 Pandemic," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-74.
   
   • Zingales, Luigi & Barrios, John & Benmelech, Efraim & Hochberg, Yael & Sapienza, Paola, 2020, "Civic Capital and Social Distancing during the Covid-19 Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 14900, Jun.
   • John M. Barrios & Efraim Benmelech & Yael V. Hochberg & Paola Sapienza & Luigi Zingales, 2020, "Civic Capital and Social Distancing during the Covid-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 27320, Jun.
   • Barrios, John M. & Benmelech, Efraim & Hochberg, Yael V. & Sapienza, Paola & Zingales, Luigi, 2020, "Civic Capital and Social Distancing during the Covid-19 Pandemic," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 299.
8. Efraim Benmelech & Nitish Kumar & Raghuram Rajan, 2020, "The Decline of Secured Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 26637, Jan.
   
   • Efraim Benmelech & Nitish Kumar & Raghuram Rajan, 2024, "The Decline of Secured Debt," Journal of Finance, American Finance Association, volume 79, issue 1, pages 35-93, February, DOI: 10.1111/jofi.13308.
9. Efraim Benmelech & Nitish Kumar & Raghuram Rajan, 2020, "The Secured Credit Premium and the Issuance of Secured Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 26799, Feb.
   
   • Benmelech, Efraim & Kumar, Nitish & Rajan, Raghuram, 2022, "The secured credit premium and the issuance of secured debt," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 143-171, DOI: 10.1016/j.jfineco.2022.06.005.
10. Efraim Benmelech & Nitzan Tzur-Ilan, 2020, "The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27461, Jul.
11. Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020, "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 15239, Aug.
    
    • Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021, "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2021.05.053.
    • Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019, "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26323, Sep.
12. Shumiao Ouyang & Jiaheng Yu & Ravi Jagannathan, 2020, "Return to Venture Capital in the Aggregate," NBER Working Papers, National Bureau of Economic Research, Inc, number 27690, Aug.
13. Ravi Jagannathan & Yang Zhang, 2020, "A Return Based Measure of Firm Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27859, Sep.
14. Matthew R. Denes & Sabrina T. Howell & Filippo Mezzanotti & Xinxin Wang & Ting Xu, 2020, "Investor Tax Credits and Entrepreneurship: Evidence from U.S. States," NBER Working Papers, National Bureau of Economic Research, Inc, number 27751, Aug.
15. Tania Babina & Asaf Bernstein & Filippo Mezzanotti, 2020, "Crisis Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27851, Sep.
16. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 202010, Jun.
    
    • Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 26964, Apr.
17. Dimitris Papanikolaou & Lawrence D.W. Schmidt, 2020, "Working Remotely and the Supply-side Impact of Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27330, Jun.
    
    • Dimitris Papanikolaou & Lawrence D W Schmidt, 2022, "Working Remotely and the Supply-Side Impact of COVID-19
      [The unprecedented stock market reaction to COVID-19]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 53-111.
18. Andrea L. Eisfeldt & Edward Kim & Dimitris Papanikolaou, 2020, "Intangible Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 28056, Nov.
    
    • Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022, "Intangible Value," Critical Finance Review, now publishers, volume 11, issue 2, pages 299-332, May, DOI: 10.1561/104.00000113.
19. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2020, "Government Banks, Household Debt, and Economic Downturns: the case of Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 538, Oct.
    
    • Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2020, "Government Banks, Household Debt, and Economic Downturns: The Case of Brazil," BIS Working Papers, Bank for International Settlements, number 876, Aug.
20. Apoorv Gupta & Jacopo Ponticelli & Andrea Tesei, 2020, "Language Barriers, Technology Adoption and Productivity: Evidence from Agriculture in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 27192, May.

2019

1. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
2. Nicolas Crouzet & Janice C. Eberly, 2019, "Understanding Weak Capital Investment: the Role of Market Concentration and Intangibles," NBER Working Papers, National Bureau of Economic Research, Inc, number 25869, May.
3. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019, "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26002, Jun.
   
   • Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020, "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 1, pages 5-71, February.
4. Ravi Jagannathan, 2019, "On Frequent Batch Auctions for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26341, Oct.
   
   • Ravi Jagannathan, 2022, "On Frequent Batch Auctions for Stocks
     [Tail Expectation and Imperfect Competition in Limit Order Book Markets]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 1-17.
5. Gregory Connor & Robert A. Korajczyk, 2019, "Semi-strong factors in asset returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n294-19.pdf.
   
   • Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
6. Sabrina T. Howell & Filippo Mezzanotti, 2019, "Financing Entrepreneurship through the Tax Code: Angel Investor Tax Credits," NBER Working Papers, National Bureau of Economic Research, Inc, number 26486, Nov.
7. Paula Bustos & Juan Manuel Castro Vincenzi & Joan Monras & Jacopo Ponticelli, 2019, "Structural Transformation, Industrial Specialization, and Endogenous Growth," Working Papers, CEMFI, number wp2019_1906, Mar.
8. Tesei, Andrea & Ponticelli, Jacopo & Gupta, Apoorv, 2019, "Technology Adoption and Access to Credit via Mobile Phones," CEPR Discussion Papers, Centre for Economic Policy Research, number 13956, Aug.
   
   • Apoorv Gupta & Jacopo Ponticelli & Andrea Tesei, 2019, "Technology Adoption and Access to Credit via Mobile Phones," Working Papers, Queen Mary University of London, School of Economics and Finance, number 892, Sep.
9. Rebelo, Sérgio & Guerreiro, Joao & Teles, Pedro, 2019, "What is the Optimal Immigration Policy? Migration, Jobs and Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13909, Aug.
   
   • Guerreiro, Joao & Rebelo, Sergio & Teles, Pedro, 2020, "What is the optimal immigration policy? Migration, jobs, and welfare," Journal of Monetary Economics, Elsevier, volume 113, issue C, pages 61-87, DOI: 10.1016/j.jmoneco.2020.04.009.
   • Joao Guerreiro & Sergio Rebelo & Pedro Teles, 2019, "What is the Optimal Immigration Policy? Migration, Jobs and Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 26154, Aug.
10. Rebelo, Sérgio & Jaimovich, Nir & Wong, Arlene & Zhang, Miao Ben, 2019, "Trading Up and the Skill Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 13785, Jun.
    
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2020, "Trading Up and the Skill Premium," NBER Macroeconomics Annual, University of Chicago Press, volume 34, issue 1, pages 285-316, DOI: 10.1086/707185.
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2019, "Trading Up and the Skill Premium," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2019, volume 34".
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2019, "Trading Up and the Skill Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 25931, Jun.

2018

1. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-02, Jan.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020, "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 662-678, July, DOI: 10.1080/07350015.2018.1564318.
2. Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
   
   • Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2019.04.018.
3. Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
4. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
   
   • Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1695-1707, October, DOI: 10.1080/01621459.2018.1512864.
5. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017, "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1335-1386, June.
6. Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
7. Efraim Benmelech & Nittai K. Bergman & Hyunseob Kim, 2018, "Strong Employers and Weak Employees: How Does Employer Concentration Affect Wages?," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 18-15, Apr.
   
   • Efraim Benmelech & Nittai K. Bergman & Hyunseob Kim, 2022, "Strong Employers and Weak Employees: How Does Employer Concentration Affect Wages?," Journal of Human Resources, University of Wisconsin Press, volume 57, issue S, pages 200-250.
   • Efraim Benmelech & Nittai Bergman & Hyunseob Kim, 2018, "Strong Employers and Weak Employees: How Does Employer Concentration Affect Wages?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24307, Feb.
8. Efraim Benmelech & Nittai Bergman, 2018, "Debt, Information, and Illiquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 25054, Sep.
9. Richard B. Baker & Carola Frydman & Eric Hilt, 2018, "Political Discretion and Antitrust Policy: Evidence from the Assassination of President McKinley," NBER Working Papers, National Bureau of Economic Research, Inc, number 25237, Nov.
   
   • Richard B. Baker & Carola Frydman & Eric Hilt, 2023, "Political Discretion and Antitrust Policy: Evidence from the Assassination of President McKinley," Journal of Law and Economics, University of Chicago Press, volume 66, issue 4, pages 837-873, DOI: 10.1086/725590.
10. James J. Feigenbaum & James Lee & Filippo Mezzanotti, 2018, "Capital Destruction and Economic Growth: The Effects of Sherman's March, 1850-1920," NBER Working Papers, National Bureau of Economic Research, Inc, number 25392, Dec.
    
    • James Feigenbaum & James Lee & Filippo Mezzanotti, 2022, "Capital Destruction and Economic Growth: The Effects of Sherman's March, 1850–1920," American Economic Journal: Applied Economics, American Economic Association, volume 14, issue 4, pages 301-342, October, DOI: 10.1257/app.20200397.
11. Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2018, "Missing Novelty in Drug Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 24595, May.
    
    • Joshua Krieger & Danielle Li & Dimitris Papanikolaou, 2022, "Missing Novelty in Drug Development," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 636-679.
12. Bryan Kelly & Dimitris Papanikolaou & Amit Seru & Matt Taddy, 2018, "Measuring Technological Innovation over the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 25266, Nov.
    
    • Bryan Kelly & Dimitris Papanikolaou & Amit Seru & Matt Taddy, 2021, "Measuring Technological Innovation over the Long Run," American Economic Review: Insights, American Economic Association, volume 3, issue 3, pages 303-320, September, DOI: 10.1257/aeri.20190499.
13. Dimitris Papanikolaou, 2018, "Technological Innovation and the Distribution of Labor Income Growth," 2018 Meeting Papers, Society for Economic Dynamics, number 242.
14. José María Liberti & Mitchell A. Petersen, 2018, "Information: Hard and Soft," NBER Working Papers, National Bureau of Economic Research, Inc, number 25075, Sep.
15. Ponticelli, Jacopo & Bustos, Paula & Castro-Vincenzi, Juan & Monras, Joan, 2018, "Industrialization without Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13379, Dec.
    
    • Juanma Castro-Vincenzi & Joan Monràs & Jacopo Ponticelli & Paula Bustos, 2024, "Industrialization without Innovation," Working Papers, Barcelona School of Economics, number 1444, May.
    • Paula Bustos & Juan Manuel Castro-Vincenzi & Joan Monras & Jacopo Ponticelli, 2019, "Industrialization without Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 25871, May.
    • Paula Bustos & Juanma Castro-Vincenzi & Joan Monràs & Jacopo Ponticelli, 2023, "Industrialization without innovation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1888, Sep.
16. Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2018, "Household Debt and Recession in Brazil," NBER Working Papers, National Bureau of Economic Research, Inc, number 25170, Oct.
17. Rebelo, Sérgio & Eichenbaum, Martin & Wong, Arlene, 2018, "State Dependent Effects of Monetary Policy: the Refinancing Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 13223, Oct.
    
    • Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2022, "State-Dependent Effects of Monetary Policy: The Refinancing Channel," American Economic Review, American Economic Association, volume 112, issue 3, pages 721-761, March, DOI: 10.1257/aer.20191244.
    • Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2018, "State Dependent Effects of Monetary Policy: the Refinancing Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 25152, Oct.
    • Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2020, "State Dependent Effects of Monetary Policy: the Refinancing Channel," Working Papers, Princeton University. Economics Department., number 2020-21, Aug.
18. Joao Guerreiro & Pedro Teles & Sergio Rebelo, 2018, "Should Robots be Taxed?," 2018 Meeting Papers, Society for Economic Dynamics, number 825.
    
    • Joao Guerreiro & Sergio Rebelo & Pedro Teles, 2022, "Should Robots Be Taxed?," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 1, pages 279-311.
    • Rebelo, Sérgio & Teles, Pedro & Guerreiro, Joao, 2017, "Should Robots Be Taxed?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12238, Aug.
    • Joao Guerreiro & Sergio Rebelo & Pedro Teles, 2017, "Should Robots be Taxed?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23806, Sep.
19. Eric Anderson & Sergio Rebelo & Arlene Wong, 2018, "Markups Across Space and Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 24434, Mar.
    
    • Rebelo, Sérgio & Anderson, Eric & Wong, Arlene, 2020, "Markups Across Space and Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 15513, Dec.
    • Eric Anderson & Sergio Rebelo & Arlene Wong, 2020, "Markups Across Space and Time," Working Papers, Princeton University. Economics Department., number 2020-6, Nov.
20. Sergio Rebelo & Neng Wang & Jinqiang Yang, 2018, "Rare Disasters, Financial Development, and Sovereign Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 25031, Sep.
    
    • Rebelo, Sérgio & Wang, Neng & Yang, Jinqiang, 2018, "Rare Disasters, Financial Development, and Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 13202, Sep.

2017

1. Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017, "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series, Center for Financial Studies (CFS), number 569.
2. Efraim Benmelech & Carola Frydman & Dimitris Papanikolaou, 2017, "Financial Frictions and Employment during the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 23216, Mar.
   
   • Benmelech, Efraim & Frydman, Carola & Papanikolaou, Dimitris, 2019, "Financial frictions and employment during the Great Depression," Journal of Financial Economics, Elsevier, volume 133, issue 3, pages 541-563, DOI: 10.1016/j.jfineco.2019.02.005.
3. Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23512, Jun.
   
   • Efraim Benmelech & Nittai K. Bergman, 2018, "Credit Market Freezes," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 493-526, DOI: 10.1086/696065.
   • Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2017, volume 32".
4. Efraim Benmelech & Adam Guren & Brian T. Melzer, 2017, "Making the House a Home: The Stimulative Effect of Home Purchases on Consumption and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 23570, Jul.
   
   • Efraim Benmelech & Adam Guren & Brian T Melzer & Stijn Van, 2023, "Making the House a Home: The Stimulative Effect of Home Purchases on Consumption and Investment," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 1, pages 122-154.
5. David Berger & Ian Dew-Becker & Stefano Giglio, 2017, "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 23796, Sep.
   
   • David Berger & Ian Dew-Becker & Stefano Giglio, 2020, "Uncertainty Shocks as Second-Moment News Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 1, pages 40-76.
   • Stefano Giglio & Ian Dew-Becker & David Berger, 2017, "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers, Society for Economic Dynamics, number 403.
6. Ian Dew-Becker & Charles G. Nathanson, 2017, "Directed Attention and Nonparametric Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 23917, Oct.
   
   • Dew-Becker, Ian & Nathanson, Charles G., 2019, "Directed attention and nonparametric learning," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 461-496, DOI: 10.1016/j.jet.2019.03.004.
7. John Mondragon & Janice Eberly & Gene Amromin, 2017, "The Housing Crisis and the Rise in Student Loans," 2017 Meeting Papers, Society for Economic Dynamics, number 369.
8. Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2017, "How Debit Cards Enable the Poor to Save More," NBER Working Papers, National Bureau of Economic Research, Inc, number 23252, Mar.
   
   • Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2021, "How Debit Cards Enable the Poor to Save More," Journal of Finance, American Finance Association, volume 76, issue 4, pages 1913-1957, August, DOI: 10.1111/jofi.13021.
9. Ravi Jagannathan & Ashwin Ravikumar & Marco Sammon, 2017, "Environmental, Social, and Governance Criteria: Why Investors are Paying Attention," NBER Working Papers, National Bureau of Economic Research, Inc, number 24063, Nov.
10. Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017, "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 24098, Dec.
11. Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2017, "Private Equity and Financial Fragility During the Crisis," Research Papers, Stanford University, Graduate School of Business, number 3563, Jul.
    
    • Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2019, "Private Equity and Financial Fragility during the Crisis," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 4, pages 1309-1373.
    • Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2018, "Private Equity and Financial Fragility during the Crisis," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3563, Jan.
    • Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2017, "Private Equity and Financial Fragility during the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 23626, Jul.
12. Michael W. Faulkender & Kristine W. Hankins & Mitchell A. Petersen, 2017, "Understanding the Rise in Corporate Cash: Precautionary Savings or Foreign Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23799, Sep.
13. Sergio Rebelo & Arlene Wong & Eric Anderson, 2017, "The Cyclicality of Gross Margins," 2017 Meeting Papers, Society for Economic Dynamics, number 899.
14. Martin Eichenbaum & Benjamin K. Johannsen & Sergio Rebelo, 2017, "Monetary Policy and the Predictability of Nominal Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 23158, Feb.
    
    • M S Eichenbaum & B K Johannsen & S T Rebelo, 2021, "Monetary Policy and the Predictability of Nominal Exchange Rates," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 192-228.
    • Rebelo, Sérgio & Eichenbaum, Martin & Johannsen, Benjamin, 2017, "Monetary Policy and the Predictability of Nominal Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 11844, Feb.
    • Martin S. Eichenbaum & Benjamin K. Johannsen & Sergio Rebelo, 2017, "Monetary Policy and the Predictability of Nominal Exchange Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-037, Feb, DOI: 10.17016/FEDS.2017.037r1.
15. Gideon Bornstein & Per Krusell & Sergio Rebelo, 2017, "A World Equilibrium Model of the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23423, May.

2016

1. Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna Obizhaeva, 2016, "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers, New Economic School (NES), number w0229, Mar.
   
   • Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna A. Obizhaeva, 2020, "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers, New Economic School (NES), number w0272, Aug.
   • Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna Obizhaeva, 2016, "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers, Center for Economic and Financial Research (CEFIR), number w0229, Mar.
2. Juan Arismendi & Simon Broda, 2016, "Multivariate Elliptical Truncated Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-06, Sep.
   
   • Arismendi, Juan C. & Broda, Simon, 2017, "Multivariate elliptical truncated moments," Journal of Multivariate Analysis, Elsevier, volume 157, issue C, pages 29-44, DOI: 10.1016/j.jmva.2017.02.011.
3. Miguel Rivera-Castro & Andrea Ugolini & Juan Arismendi Z, 2016, "Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-05, Sep.
4. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016, "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22148, Apr.
   
   • Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2017, "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 317-365.
5. Efraim Benmelech & Esteban F. Klor, 2016, "What Explains the Flow of Foreign Fighters to ISIS?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22190, Apr.
6. Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers, National Bureau of Economic Research, Inc, number 22416, Jul.
   
   • Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, volume 106, issue 9, pages 2494-2527, September.
   • Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
7. Yuta Takahashi & Lawrence Schmidt & Konstantin Milbradt & Ian Dew-Becker & David Berger, 2016, "Layoff risk, the welfare cost of business cycles, and monetary policy," 2016 Meeting Papers, Society for Economic Dynamics, number 1293.
8. Stefano Giglio & Ian Dew-Becker & David Berger, 2016, "Contractionary Volatility or Volatile Contractions?," 2016 Meeting Papers, Society for Economic Dynamics, number 673.
9. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016, "Capital Allocation Across Sectors: Evidence from a Boom in Agriculture," Working Papers Series, Central Bank of Brazil, Research Department, number 414, Jan.
10. Jacopo Ponticelli & Leonardo S. Alencar, 2016, "Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 425, Apr.
    
    • Jacopo Ponticelli & Leonardo S. Alencar, 2016, "Court Enforcement, Bank Loans, and Firm Investment: Evidence from a Bankruptcy Reform in Brazil," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1365-1413.
11. Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2016, "Capital Accumulation and Structural Transformation," Working Papers Series, Central Bank of Brazil, Research Department, number 444, Nov.
    
    • Paula Bustos & Gabriel Garber & Jacopo Ponticelli, 2020, "Capital Accumulation and Structural Transformation
      [“Capital Deepening and Nonbalanced Economic Growth”]," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 2, pages 1037-1094.

2015

1. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
2. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015, "The Price of Variance Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 21182, May.
   
   • Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017, "The price of variance risk," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 225-250, DOI: 10.1016/j.jfineco.2016.04.003.
3. Carola Frydman & Dimitris Papanikolaou, 2015, "In Search of Ideas: Technological Innovation and Executive Pay Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 21795, Dec.
   
   • Frydman, Carola & Papanikolaou, Dimitris, 2018, "In search of ideas: Technological innovation and executive pay inequality," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 1-24, DOI: 10.1016/j.jfineco.2018.06.014.
4. Sean Higgins & Nora Lustig, 2015, "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 363, Apr.
   
   • Higgins, Sean & Lustig, Nora, 2016, "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Journal of Development Economics, Elsevier, volume 122, issue C, pages 63-75, DOI: 10.1016/j.jdeveco.2016.04.001.
   • Sean Higgins & Nora Lustig, 2015, "Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 33, Apr.
5. Ravi Jagannathan & Binying Liu, 2015, "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 21557, Sep.
   
   • Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
6. Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015, "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1032, Sep.
   
   • Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020, "Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103328.
   • Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014, "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper, Harvard University OpenScholar, number 220976, Dec.
7. James J. Feigenbaum & Lee, James & Filippo Mezzanotti, 2015, "Capital Destruction and Economic Growth: the Effects of General Sherman?s March to the Sea, 1850-1880," Working Paper, Harvard University OpenScholar, number 256106, May.
8. Filippo Mezzanotti, 2015, "Roadblock to Innovation: The Role of Patent Litigation in Corporate R&D," Working Paper, Harvard University OpenScholar, number 343911, Oct.
9. Filippo Mezzanotti, 2015, "Portfolio Spillovers in Venture Capital: Evidence from Patent Litigation," Working Paper, Harvard University OpenScholar, number 349621, Nov.
10. Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015, "The Crowding Out Effect of Portfolio Re-Allocations: Evidence from Sovereign Markets," Working Paper, Harvard University OpenScholar, number 349626, Nov.
11. Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui & Papanikolaou, Dimitris, 2015, "Long-run bulls and bears," CEPR Discussion Papers, Centre for Economic Policy Research, number 10351, Jan.
    
    • Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015, "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, volume 76, issue S, pages 21-36, DOI: 10.1016/j.jmoneco.2015.09.010.
    • Rui Albuquerque & Martin Eichenbaum & Dimitris Papanikolaou & Sergio Rebelo, 2015, "Long-run Bulls and Bears," NBER Working Papers, National Bureau of Economic Research, Inc, number 20858, Jan.
12. Dimitris Papanikolaou, 2015, "Cooperation Cycles: A theory of endogenous investment shocks," 2015 Meeting Papers, Society for Economic Dynamics, number 71.
13. Jacopo Ponticelli & Hans-Joachim Voth, 2015, "Austerity and Anarchy: Budget Cuts and Social Unrest in Europe, 1919-2008," Working Papers, Barcelona School of Economics, number 676, Sep.
    
    • Ponticelli, Jacopo & Voth, Hans-Joachim, 2020, "Austerity and anarchy: Budget cuts and social unrest in Europe, 1919–2008," Journal of Comparative Economics, Elsevier, volume 48, issue 1, pages 1-19, DOI: 10.1016/j.jce.2019.09.007.
    • Voth, Hans-Joachim & Ponticelli, Jacopo, 2011, "Austerity and Anarchy: Budget Cuts and Social Unrest in Europe, 1919-2008," CEPR Discussion Papers, Centre for Economic Policy Research, number 8513, Aug.
    • Jacopo Ponticelli & Joachim Voth, 2011, "Austerity and anarchy: Budget cuts and social unrest in Europe, 1919-2008," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1342, Jul, revised Oct 2012.
14. Bruno Caprettini & Jacopo Ponticelli & Paula Bustos, 2015, "Agricultural Productivity and Structural Transformation. Evidence from Brazil," Working Papers, Barcelona School of Economics, number 736, Sep.
    
    • Paula Bustos & Bruno Caprettini & Jacopo Ponticelli, 2016, "Agricultural Productivity and Structural Transformation: Evidence from Brazil," American Economic Review, American Economic Association, volume 106, issue 6, pages 1320-1365, June.
    • Paula Bustos & Bruno Caprettini & Jacopo Ponticelli, 2012, "Agricultural productivity and structural transformation. Evidence from Brazil," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1403, Jul, revised Jun 2015.
15. Nir Jaimovich & Sergio Rebelo & Arlene Wong, 2015, "Trading down and the business cycle," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2015-5, Nov.
    
    • Jaimovich, Nir & Rebelo, Sergio & Wong, Arlene, 2019, "Trading down and the business cycle," Journal of Monetary Economics, Elsevier, volume 102, issue C, pages 96-121, DOI: 10.1016/j.jmoneco.2019.01.026.
    • Rebelo, Sérgio & Jaimovich, Nir & Wong, Arlene, 2015, "Trading Down and the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 10807, Sep.
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong, 2015, "Trading Down and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 21539, Sep.

2014

1. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-56, Dec.
   
   • Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015, "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 558-584, DOI: 10.1016/j.jfineco.2015.06.005.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
2. Juan Arismendi, 2014, "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-03, Apr.
3. Juan C. Arismendi & Herbert Kimura, 2014, "Monte Carlo Approximate Tensor Moment Simulations," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-08, Aug.
4. Juan C. Arismendi & Marcel Prokopczuk, 2014, "An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-07, Aug.
5. Efraim Benmelech & Carola Frydman, 2014, "Military CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 19782, Jan.
   
   • Benmelech, Efraim & Frydman, Carola, 2015, "Military CEOs," Journal of Financial Economics, Elsevier, volume 117, issue 1, pages 43-59, DOI: 10.1016/j.jfineco.2014.04.009.
6. Efraim Benmelech & Nittai Bergman & Anna Milanez & Vladimir Mukharlyamov, 2014, "The Agglomeration of Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20254, Jun.
   
   • Efraim Benmelech & Nittai Bergman & Anna Milanez & Vladimir Mukharlyamov, 2019, "The Agglomeration of Bankruptcy," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 7, pages 2541-2586.
7. Black, Bernard & De Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin, 2014, "Methods for Multicountry Studies of Coporate Governance: Evidence from the BRIKT Countries," MPRA Paper, University Library of Munich, Germany, number 56460, Mar.
   
   • Black, Bernard & de Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin, 2014, "Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 230-240, DOI: 10.1016/j.jeconom.2014.05.013.
8. Rhys M. Bidder & Ian Dew-Becker, 2014, "Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-16, May, DOI: 10.24148/wp2014-16.
9. Carola Frydman & Eric Hilt, 2014, "Investment Banks as Corporate Monitors in the Early 20th Century United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 20544, Oct.
10. Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 10234, Nov.
    
    • Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-27, Nov.
    • Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
11. Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
12. Gregory Connor & Zhuo Chen & Robert A. Korajczyk, 2014, "A Performance Comparison of Large-n Factor Estimators," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n255-14.pdf.
    
    • Zhuo Chen & Gregory Connor & Robert A Korajczyk, 2018, "A Performance Comparison of Large-n Factor Estimators," The Review of Asset Pricing Studies, Society for Financial Studies, volume 8, issue 1, pages 153-182.
13. Lee, James & Filippo Mezzanotti, 2014, "Bank Distress and Manufacturing: Evidence from the Great Depression," Working Paper, Harvard University OpenScholar, number 220971, Dec.
14. Dimitris Papanikolaou, 2014, "Technological Innovation: Winners and Losers," 2014 Meeting Papers, Society for Economic Dynamics, number 1000.
15. Dimitris Papanikolaou & Brett Green & William Fuchs, 2014, "Adverse Selection, Slow Moving Capital and Misallocation," 2014 Meeting Papers, Society for Economic Dynamics, number 124.
    
    • Fuchs, William & Green, Brett & Papanikolaou, Dimitris, 2016, "Adverse selection, slow-moving capital, and misallocation," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 286-308, DOI: 10.1016/j.jfineco.2016.01.001.
16. Justin Murfin & Mitchell Petersen, 2014, "Loans on sale: Credit market seasonality, borrower need, and lender rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 20310, Jul.
    
    • Murfin, Justin & Petersen, Mitchell, 2016, "Loans on sale: Credit market seasonality, borrower need, and lender rents," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 300-326, DOI: 10.1016/j.jfineco.2015.09.011.

2013

1. Torben G. Andersen & Oleg Bondarenko, 2013, "Reflecting on the VPIN Dispute," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-42, Apr.
   
   • Andersen, Torben G. & Bondarenko, Oleg, 2014, "Reflecting on the VPIN dispute," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 53-64, DOI: 10.1016/j.finmar.2013.08.002.
2. Torben G. Andersen & Oleg Bondarenko, 2013, "Assessing Measures of Order Flow Toxicity via Perfect Trade Classification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-43, 11.
3. Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013, "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-52, Jan.
   
   • Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015, "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 532-546, DOI: 10.1016/j.jeconom.2015.02.037.
4. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013, "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1078.
   
   • Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2014, "A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 3-59, February.
5. Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
   
   • Ian Dew-Becker & Stefano Giglio, 2016, "Asset Pricing in the Frequency Domain: Theory and Empirics," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2029-2068.
   • Stefano Giglio & Ian Dew-Becker, 2013, "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers, Society for Economic Dynamics, number 1244.
6. Kartik B. Athreya & Janice Eberly, 2013, "The supply of college-educated workers: the roles of college premia, college costs, and risk," Working Paper, Federal Reserve Bank of Richmond, number 13-02.
7. Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013, "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18671, Jan.
8. Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013, "Portfolio Choice with Illiquid Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19436, Sep.
   
   • Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014, "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, volume 60, issue 11, pages 2737-2761, November, DOI: 10.1287/mnsc.2014.1986.
9. Jacopo Ponticelli & Leonardo S. Alencar, 2013, "Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação," Working Papers Series, Central Bank of Brazil, Research Department, number 327, Oct.

2012

1. Juliano J. Assunção & Efraim Benmelech & Fernando S. S. Silva, 2012, "Repossession and the Democratization of Credit," NBER Working Papers, National Bureau of Economic Research, Inc, number 17858, Feb.
   
   • Juliano J. Assunção & Efraim Benmelech & Fernando S. S. Silva, 2014, "Repossession and the Democratization of Credit," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2661-2689.
2. Efraim Benmelech, 2012, "An Empirical Analysis of the Fed's Term Auction Facility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18304, Aug.
3. Sumit Agarwal & Efraim Benmelech & Nittai Bergman & Amit Seru, 2012, "Did the Community Reinvestment Act (CRA) Lead to Risky Lending?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18609, Dec.
4. Carola Frydman & Eric Hilt & Lily Y. Zhou, 2012, "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907," NBER Working Papers, National Bureau of Economic Research, Inc, number 18264, Jul.
   
   • Carola Frydman & Eric Hilt & Lily Y. Zhou, 2015, "Economic Effects of Runs on Early "Shadow Banks": Trust Companies and the Impact of the Panic of 1907," Journal of Political Economy, University of Chicago Press, volume 123, issue 4, pages 902-940, DOI: 10.1086/681575.
5. Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012, "Tail Risk in Momentum Strategy Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18169, Jun.
6. Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012, "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 18555, Nov.
7. Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012, "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 17769, Jan.
   
   • Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017, "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 665-712.
8. Leonid Kogan & Dimitris Papanikolaou, 2012, "Growth Opportunities, Technology Shocks, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 17795, Jan.
   
   • Leonid Kogan & Dimitris Papanikolaou, 2014, "Growth Opportunities, Technology Shocks, and Asset Prices," Journal of Finance, American Finance Association, volume 69, issue 2, pages 675-718, April.
9. Leonid Kogan & Dimitris Papanikolaou, 2012, "A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 17975, Apr.
10. Jacopo Ponticelli & Bruno Caprettini & Paula Bustos, 2012, "Agricultural Productivity and Industrial Growth. Evidence from Brazil," 2012 Meeting Papers, Society for Economic Dynamics, number 895.
11. Nir Jaimovich & Sergio Rebelo, 2012, "Non-linear Effects of Taxation on Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18473, Oct.
    
    • Nir Jaimovich & Sergio Rebelo, 2017, "Nonlinear Effects of Taxation on Growth," Journal of Political Economy, University of Chicago Press, volume 125, issue 1, pages 265-291, DOI: 10.1086/689607.
    • Rebelo, Sérgio & Jaimovich, Nir, 2012, "Non-linear Effects of Taxation on Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 9261, Dec.
    • Nir Jaimovich & Sergio Rebelo, 2013, "Non-linear effects of taxation on growth," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2013-02.
12. Martin S. Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2012, "How Frequent Are Small Price Changes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17956, Mar.
    
    • Martin Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2014, "How Frequent Are Small Price Changes?," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 137-155, April.
13. Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui, 2012, "Valuation Risk and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 9262, Dec.
    
    • Rui Albuquerque & Martin Eichenbaum & Victor Xi Luo & Sergio Rebelo, 2016, "Valuation Risk and Asset Pricing," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2861-2904, December, DOI: 10.1111/jofi.12437.
    • Rui Albuquerque & Martin S. Eichenbaum & Sergio Rebelo, 2012, "Valuation Risk and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 18617, Dec.

2011

1. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
   
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 17152, Jun.
2. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
   
   • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013, "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00017-2.
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012, "Financial Risk Measurement for Financial Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 18084, May.
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-037, Nov.
3. Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez, 2011, "Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-49, Nov.
4. Torben G. Andersen & Oleg Bondarenko, 2011, "VPIN and the Flash Crash," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-50, Oct.
   
   • Andersen, Torben G. & Bondarenko, Oleg, 2014, "VPIN and the flash crash," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 1-46, DOI: 10.1016/j.finmar.2013.05.005.
5. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011, "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-11, May.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012, "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-266, Dec.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012, "Parametric Inference and Dynamic State Recovery from Option Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 18046, May.
6. Efraim Benmelech & Jennifer Dlugosz & Victoria Ivashina, 2011, "Securitization without Adverse Selection: The Case of CLOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16766, Feb.
   
   • Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012, "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 91-113, DOI: 10.1016/j.jfineco.2012.05.006.
7. Efraim Benmelech & Nittai K. Bergman & Amit Seru, 2011, "Financing Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 17144, Jun.
   
   • Efraim Benmelech & Nittai Bergman & Amit Seru, 2021, "Financing Labor
     [Corporate debt maturity and the real effects of the 2007 credit crisis]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1365-1393.
8. Efraim Benmelech & Nittai K. Bergman & Ricardo Enriquez, 2011, "Negotiating with Labor Under Financial Distress," NBER Working Papers, National Bureau of Economic Research, Inc, number 17192, Jul.
   
   • Efraim Benmelech & Nittai K. Bergman & Ricardo J. Enriquez, 2012, "Negotiating with Labor under Financial Distress," The Review of Corporate Finance Studies, Society for Financial Studies, volume 1, issue 1, pages 28-67.
9. Efraim Benmelech & Eyal Dvir, 2011, "Does Short-Term Debt Increase Vulnerability to Crisis? Evidence from the East Asian Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17468, Sep.
   
   • Benmelech, Efraim & Dvir, Eyal, 2013, "Does Short-Term Debt Increase Vulnerability to Crisis? Evidence from the East Asian Financial Crisis," Journal of International Economics, Elsevier, volume 89, issue 2, pages 485-494, DOI: 10.1016/j.jinteco.2011.12.004.
   • Efraim Benmelech & Eyal Dvir, 2010, "Does short-term debt increase vulnerability to crisis? Evidence from the East Asian financial crisis," Proceedings, Federal Reserve Bank of San Francisco, issue Oct.
10. Black, Bernard & Kim, Woochan, 2011, "The effect of board structure on firm value: a multiple identification strategies approach using Korean data," MPRA Paper, University Library of Munich, Germany, number 40283, Jul.
    
    • Black, Bernard & Kim, Woochan, 2012, "The effect of board structure on firm value: A multiple identification strategies approach using Korean data," Journal of Financial Economics, Elsevier, volume 104, issue 1, pages 203-226, DOI: 10.1016/j.jfineco.2011.08.001.
11. Rebelo, Sérgio & Eberly, Janice & Vincent, Nicolas, 2011, "What Explains the Lagged Investment Effect?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8309, Apr.
    
    • Eberly, Janice & Rebelo, Sergio & Vincent, Nicolas, 2012, "What explains the lagged-investment effect?," Journal of Monetary Economics, Elsevier, volume 59, issue 4, pages 370-380, DOI: 10.1016/j.jmoneco.2012.05.002.
    • Janice C. Eberly & Sergio Rebelo & Nicolas Vincent, 2011, "What Explains the Lagged Investment Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16889, Mar.
12. Carola Frydman & Raven Molloy, 2011, "Pay Cuts for the Boss: Executive Compensation in the 1940s," NBER Working Papers, National Bureau of Economic Research, Inc, number 17303, Aug.
    
    • Frydman, Carola & Molloy, Raven, 2012, "Pay Cuts for the Boss: Executive Compensation in the 1940s," The Journal of Economic History, Cambridge University Press, volume 72, issue 1, pages 225-251, March.
13. Ravi Jagannathan & Iwan Meier & Vefa Tarhan, 2011, "The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 16770, Feb.
14. Ravi Jagannathan & Srikant Marakani, 2011, "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17484, Oct.
    
    • Ravi Jagannathan & Srikant Marakani, 2015, "Price-Dividend Ratio Factor Proxies for Long-Run Risks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 1-47.
15. Vasia Panousi & Dimitris Papanikolaou, 2011, "Investment, idiosyncratic risk, and ownership," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-54.
    
    • Vasia Panousi & Dimitris Papanikolaou, 2012, "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, volume 67, issue 3, pages 1113-1148, June, DOI: 10.1111/j.1540-6261.2012.01743.x.
    • Panousi, Vasia & Papanikolaou, Dimitris, 2009, "Investment, idiosyncratic risk, and ownership," MPRA Paper, University Library of Munich, Germany, number 24239.
16. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011, "Understanding Booms and Busts in Housing Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16734, Jan.
    
    • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2016, "Understanding Booms and Busts in Housing Markets," Journal of Political Economy, University of Chicago Press, volume 124, issue 4, pages 1088-1147, DOI: 10.1086/686732.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2011, "Understanding Booms and Busts in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8232, Feb.
    • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2012, "Understanding booms and busts in housing markets," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2012-02.
    • Sergio Rebelo & Martin Eichenbaum & Craig Burnside, 2012, "Understanding Booms and Busts in Housing Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 114.
17. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2011, "Carry Trade and Momentum in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16942, Apr.
    
    • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011, "Carry Trade and Momentum in Currency Markets," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 511-535, December.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2011, "Carry Trade and Momentum in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8343, Apr.

2010

1. Torben G. Andersen & Luca Benzoni, 2010, "Stochastic Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-10, Feb.
   
   • Torben G. Andersen & Luca Benzoni, 2009, "Stochastic volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-04.
2. Klor, Esteban & Berrebi, Claude & Benmelech, Efraim, 2010, "Economic Conditions and the Quality of Suicide Terrorism," CEPR Discussion Papers, Centre for Economic Policy Research, number 7995, Sep.
   
   • Efraim Benmelech & Claude Berrebi & Esteban F. Klor, 2010, "Economic Conditions and the Quality of Suicide Terrorism," NBER Working Papers, National Bureau of Economic Research, Inc, number 16320, Aug.
3. Efraim Benmelech & Nittai K. Bergman, 2010, "Bankruptcy and the Collateral Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 15708, Jan.
   
   • Efraim Benmelech & Nittai K. Bergman, 2011, "Bankruptcy and the Collateral Channel," Journal of Finance, American Finance Association, volume 66, issue 2, pages 337-378, April.
4. Efraim Benmelech & Nittai K. Bergman, 2010, "Vintage Capital and Creditor Protection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15735, Feb.
   
   • Benmelech, Efraim & Bergman, Nittai K., 2011, "Vintage capital and creditor protection," Journal of Financial Economics, Elsevier, volume 99, issue 2, pages 308-332, February.
5. Efraim Benmelech & Nittai K. Bergman, 2010, "Credit Traps," NBER Working Papers, National Bureau of Economic Research, Inc, number 16200, Jul.
   
   • Efraim Benmelech & Nittai K. Bergman, 2012, "Credit Traps," American Economic Review, American Economic Association, volume 102, issue 6, pages 3004-3032, October.
6. Efraim Benmelech & Claude Berrebi & Esteban Klor, 2010, "Counter-Suicide-Terrorism: Evidence from House Demolitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 16493, Oct.
7. Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," CESifo Working Paper Series, CESifo, number 3277.
   
   • Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 75-102, December.
   • Frydman, Carola & Jenter, Dirk, 2010, "CEO Compensation," Research Papers, Stanford University, Graduate School of Business, number 2069, Nov.
   • Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16585, Dec.
8. Ravi Jagannathan & Andrei Jirnyi & Ann Sherman, 2010, "Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms," NBER Working Papers, National Bureau of Economic Research, Inc, number 16214, Jul.
9. Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010, "Intraday Patterns in the Cross-section of Stock Returns," Papers, arXiv.org, number 1005.3535, May.
   
   • Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010, "Intraday Patterns in the Cross‐section of Stock Returns," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1369-1407, August, DOI: 10.1111/j.1540-6261.2010.01573.x.

2009

1. Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
2. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
   
   • Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
3. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Duration-Based Volatility Estimation," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-034, Mar.
4. Efraim Benmelech & Jennifer Dlugosz, 2009, "The Alchemy of CDO Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 14878, Apr.
   
   • Benmelech, Efraim & Dlugosz, Jennifer, 2009, "The alchemy of CDO credit ratings," Journal of Monetary Economics, Elsevier, volume 56, issue 5, pages 617-634, July.
5. Efraim Benmelech & Jennifer Dlugosz, 2009, "The Credit Rating Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15045, Jun.
   
   • Efraim Benmelech & Jennifer Dlugosz, 2010, "The Credit Rating Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2009, Volume 24".
6. Efraim Benmelech & Claude Berrebi & Esteban F. Klor, 2009, "The Economic Cost of Harboring Terrorism," NBER Working Papers, National Bureau of Economic Research, Inc, number 15465, Oct.
   
   • Efraim Benmelech & Claude Berrebi & Esteban F. Klor, 2010, "The Economic Cost of Harboring Terrorism," Journal of Conflict Resolution, Peace Science Society (International), volume 54, issue 2, pages 331-353, April, DOI: 10.1177/0022002709355922.
7. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15010, May.
   
   • Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013, "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, volume 81, issue 4, pages 1455-1481, July, DOI: ECTA7624.
   • Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers, Society for Economic Dynamics, number 102.
8. Carola Frydman & Raven S. Molloy, 2009, "Does tax policy affect executive compensation? evidence from postwar tax reforms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-30.
   
   • Frydman, Carola & Molloy, Raven S., 2011, "Does tax policy affect executive compensation? Evidence from postwar tax reforms," Journal of Public Economics, Elsevier, volume 95, issue 11, pages 1425-1437, DOI: 10.1016/j.jpubeco.2011.02.005.
   • Carola Frydman & Raven S. Molloy, 2011, "Does Tax Policy Affect Executive Compensation? Evidence from Postwar Tax Reforms," NBER Working Papers, National Bureau of Economic Research, Inc, number 16812, Feb.
9. Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009, "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14889, Apr.
   
   • Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012, "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 204-220, DOI: 10.1016/j.jfineco.2011.08.011.
10. Ravi Jagannathan & Mudit Kapoor & Ernst Schaumburg, 2009, "Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease!," NBER Working Papers, National Bureau of Economic Research, Inc, number 15404, Oct.
11. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009, "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15591, Dec.
12. Dimitris Papanikolaou & Leonid Kogan, 2009, "Growth opportunities and Investment-Specific Technology Shocks," 2009 Meeting Papers, Society for Economic Dynamics, number 122.
13. Dimitris Papanikolaou & Andrea Eisfeldt, 2009, "Organization Capital and the Cross-Section of Expected Returns," 2009 Meeting Papers, Society for Economic Dynamics, number 671.
    
    • Andrea L. Eisfeldt & Dimitris Papanikolaou, 2013, "Organization Capital and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 68, issue 4, pages 1365-1406, August.
14. Michael Faulkender & Mitchell Petersen, 2009, "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 15248, Aug.
    
    • Michael Faulkender & Mitchell Petersen, 2012, "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 11, pages 3351-3388.
15. Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2009, "When is the government spending multiplier large?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15394, Oct.
    
    • Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2011, "When Is the Government Spending Multiplier Large?," Journal of Political Economy, University of Chicago Press, volume 119, issue 1, pages 78-121, DOI: 10.1086/659312.
    • Lawrence J. Christiano & Martin S. Eichenbaum & Sergio Rebelo, 2010, "When is the government spending multiplier large?," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2010-01.

2008

1. Torben G. Andersen & Luca Benzoni, 2008, "Realized volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-14.
2. Neil Shephard & Torben Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W04, May.
   
   • Neil Shephard & Torben G. Andersen, 2009, "Stochastic Volatility: Origins and Overview," Springer Books, Springer, chapter 10, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_10.
   • Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
   • Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
3. Efraim Benmelech & Nittai K. Bergman, 2008, "Collateral Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13874, Mar.
   
   • Benmelech, Efraim & Bergman, Nittai K., 2009, "Collateral pricing," Journal of Financial Economics, Elsevier, volume 91, issue 3, pages 339-360, March.
4. Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," NBER Working Papers, National Bureau of Economic Research, Inc, number 14059, Jun.
   
   • Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 4, pages 1635-1677.
5. Ian Dew-Becker, 2008, "How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation," CESifo Working Paper Series, CESifo, number 2379.
6. Gordon, Robert J. & Dew-Becker, Ian, 2008, "The Role of Labour Market Changes in the Slowdown of European Productivity Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 6722, Feb.
   
   • Ian Dew-Becker & Robert J. Gordon, 2008, "The Role of Labor Market Changes in the Slowdown of European Productivity Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 13840, Mar.
7. Gordon, Robert J. & Dew-Becker, Ian, 2008, "Controversies about the Rise in American Inequality: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 6817, May.
   
   • Robert J. Gordon & Ian Dew-Becker, 2008, "Controversies about the Rise of American Inequality: A Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 13982, May.
8. Rebelo, Sérgio & Eberly, Janice & Vincent, Nicolas, 2008, "Investment and Value: A Neoclassical Benchmark," CEPR Discussion Papers, Centre for Economic Policy Research, number 6737, Mar.
   
   • Janice Eberly & Sergio Rebelo & Nicolas Vincent, 2008, "Investment and Value: A Neoclassical Benchmark," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-03, May.
   • Janice Eberly & Sergio Rebelo & Nicolas Vincent, 2009, "Investment and Value: a Neoclassical Benchmark," Cahiers de recherche, CIRPEE, number 0908.
   • Janice Eberly & Sergio Rebelo & Nicolas Vincent, 2008, "Investment and Value: A Neoclassical Benchmark," NBER Working Papers, National Bureau of Economic Research, Inc, number 13866, Mar.
9. Carola Frydman, 2008, "Learning from the Past: Trends in Executive Compensation over the Twentieth Century," CESifo Working Paper Series, CESifo, number 2460.
10. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
11. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008, "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14609, Dec.
12. Dimitris Papanikolaou, 2008, "Investment-Specific Technological Change and Asset Prices," 2008 Meeting Papers, Society for Economic Dynamics, number 637.
13. A. Craig Burnside & Martin S. Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2008, "Do Peso Problems Explain the Returns to the Carry Trade?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14054, Jun.
    
    • Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2011, "Do Peso Problems Explain the Returns to the Carry Trade?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 853-891.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig & Kleshchelski, Isaac, 2008, "Do Peso Problems Explain the Returns to the Carry Trade?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6873, Jun.
    • A. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio T. Rebelo, 2010, "Do Peso Problems Explain the Returns to the Carry Trade?," Working Papers, Duke University, Department of Economics, number 10-44.
14. Eichenbaum, Martin & Rebelo, Sérgio & Jaimovich, Nir, 2008, "Reference Prices and Nominal Rigidities," CEPR Discussion Papers, Centre for Economic Policy Research, number 6709, Feb.
    
    • Martin Eichenbaum & Nir Jaimovich & Sergio Rebelo, 2008, "Reference Prices and Nominal Rigidities," NBER Working Papers, National Bureau of Economic Research, Inc, number 13829, Mar.
    • Sergio Rebelo & Nir Jaimovich & Martin Eichenbaum, 2010, "Reference Prices and Nominal Rigidities," 2010 Meeting Papers, Society for Economic Dynamics, number 1049.

2007

1. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007, "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-14, Aug.
   
   • Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011, "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 176-189, January.
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-18, Aug.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005, "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11775, Nov.
3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
   
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007, "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, volume 73, issue 2, pages 251-277, November.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006, "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 871.
4. Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-21, Aug.
   
   • Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
   • Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per & Orregaard Nielsen, Morten, 2008, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273649, Jul, DOI: 10.22004/ag.econ.273649.
   • Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008, "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper, Economics Department, Queen's University, number 1173, Jul.
5. Torben G. Andersen & Oleg Bondarenko, 2007, "Construction and Interpretation of Model-Free Implied Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-24, Sep.
   
   • Torben G. Andersen & Oleg Bondarenko, 2007, "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 13449, Sep.
6. Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-25, Sep.
   
   • Torben G. Andersen & Luca Benzoni, 2010, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, volume 65, issue 2, pages 603-653, April, DOI: 10.1111/j.1540-6261.2009.01546.x.
   • Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
   • Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
7. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
   
   • Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
8. Veronesi, Pietro & Kandel, Eugene & Benmelech, Efraim, 2007, "Stock-Based Compensation and CEO (Dis)Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 6515, Oct.
   
   • Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2010, "Stock-Based Compensation and CEO (Dis)Incentives," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 4, pages 1769-1820.
   • Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2008, "Stock-Based Compensation and CEO (Dis)Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 13732, Jan.
9. Efraim Benmelech & Tobias J. Moskowitz, 2007, "The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 12851, Jan.
   
   • Efraim Benmelech & Tobias J. Moskowitz, 2010, "The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century," Journal of Finance, American Finance Association, volume 65, issue 3, pages 1029-1073, June, DOI: 10.1111/j.1540-6261.2010.01560.x.
10. Efraim Benmelech & Claude Berrebi, 2007, "Attack Assignments in Terror Organizations and The Productivity of Suicide Bombers," NBER Working Papers, National Bureau of Economic Research, Inc, number 12910, Feb.
11. Carola Frydman & Raven E. Saks, 2007, "Executive compensation: a new view from a long-term perspective, 1936-2005," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-35.
    
    • Carola Frydman & Raven E. Saks, 2010, "Executive Compensation: A New View from a Long-Term Perspective, 1936--2005," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 5, pages 2099-2138.
    • Carola Frydman & Raven E. Saks, 2008, "Executive Compensation: A New View from a Long-Term Perspective, 1936-2005," NBER Working Papers, National Bureau of Economic Research, Inc, number 14145, Jun.
12. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
13. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007, "The Returns to Currency Speculation in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12916, Feb.
    
    • Martin Eichenbaum & Craig Burnside & Sergio Rebelo, 2007, "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, volume 97, issue 2, pages 333-338, May.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007, "The Returns to Currency Speculation in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6148, Feb.
14. Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007, "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6399, Jul.
    
    • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
    • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007, "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 13278, Jul.
15. Nir Jaimovich & Sergio Rebelo, 2007, "News and Business Cycles in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 13444, Sep.
    
    • Nir Jaimovich & Sergio Rebelo, 2008, "News and Business Cycles in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 8, pages 1699-1711, December.
    • Rebelo, Sérgio & Jaimovich, Nir, 2007, "News and Business Cycles in Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 6520, Oct.
    • Nir Jaimovich & Sergio Rebelo, 2007, "News and Business Cycles in Open Economies," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-016, Sep.

2006

1. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006, "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12015, Feb.
   
   • Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2010, "Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation," Journal of Finance, American Finance Association, volume 65, issue 1, pages 217-255, February, DOI: 10.1111/j.1540-6261.2009.01528.x.
2. Ravi Jagannathan & Ann E. Sherman, 2006, "Why Do IPO Auctions Fail?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12151, Apr.
3. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12489, Aug.
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig & Kleshchelski, Isaac, 2006, "The Returns to Currency Speculation," CEPR Discussion Papers, Centre for Economic Policy Research, number 5883, Oct.
   • Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," 2006 Meeting Papers, Society for Economic Dynamics, number 864.
4. Sergio Rebelo & Carlos A. Vegh, 2006, "When Is It Optimal to Abandon a Fixed Exchange Rate?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12793, Dec.
5. Nir Jaimovich & Sergio Rebelo, 2006, "Can News About the Future Drive the Business Cycle?," 2006 Meeting Papers, Society for Economic Dynamics, number 31.
   
   • Nir Jaimovich & Sergio Rebelo, 2009, "Can News about the Future Drive the Business Cycle?," American Economic Review, American Economic Association, volume 99, issue 4, pages 1097-1118, September, DOI: 10.1257/aer.99.4.1097.
   • Rebelo, Sérgio & Jaimovich, Nir, 2006, "Can News About the Future Drive the Business Cycle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5877, Oct.
   • Nir Jaimovich & Sergio Rebelo, 2006, "Can News About the Future Drive the Business Cycle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12537, Sep.
6. Nir Jaimovich & Sergio Rebelo, 2006, "Behavioral Theories of the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 12570, Oct.
   
   • Nir Jaimovich & Sergio Rebelo, 2007, "Behavioral Theories of the Business Cycle," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 361-368, 04-05.
   • Rebelo, Sérgio & Jaimovich, Nir, 2006, "Behavioural Theories of the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5909, Oct.
   • Nir Jaimovich & Sergio Rebelo, 2006, "Behavioral Theories of the Business Cycle," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-015, Oct.

2005

1. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11069, Jan.
   
   • Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-007, Jan.
   • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/02.
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11134, Feb.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, volume 95, issue 2, pages 398-404, May.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-009, Jan.
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2005, "A framework for exploring the macroeconomic determinants of systematic risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/04.
3. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11188, Mar.
   
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-011, Feb.
   • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/08.
4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2005, "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11312, May.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003, "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-028, Jul, revised 28 Jun 2004.
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2004, "Real-time price discovery in stock, bond and foreign exchange markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/19.
5. Bernard S. Black & Inessa Love & Andrei Rachinsky, 2005, "Corporate Governance and Firms' Market Values: Time Series Evidence from Russia," Working Papers, Center for Economic and Financial Research (CEFIR), number w0053, Nov.
   
   • Bernard S. Black & Inessa Love & Andrei Rachinsky, 2005, "Corporate Governance and Firms' Market Values: Time Series Evidence from Russia," Working Papers, New Economic School (NES), number w0053, Nov.
6. Gordon, Robert J. & Dew-Becker, Ian, 2005, "Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income," CEPR Discussion Papers, Centre for Economic Policy Research, number 5419, Dec.
   
   • Ian Dew-Becker & Robert J. Gordon, 2005, "Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 2, pages 67-150.
   • Ian Dew-Becker & Robert J. Gordon, 2005, "Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 11842, Dec.
7. Ravi Jagannathan & Yong Wang, 2005, "Consumption Risk and the Cost of Equity Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 11026, Jan.
8. Mitchell A. Petersen, 2005, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 11280, Apr.
   
   • Mitchell A. Petersen, 2009, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 435-480, January.
9. Sergio Rebelo, 2005, "Real Business Cycle Models: Past, Present, and Future," NBER Working Papers, National Bureau of Economic Research, Inc, number 11401, Jun.
   
   • Rebelo, Sérgio, 2005, "Real Business Cycle Models: Past, Present and Future," CEPR Discussion Papers, Centre for Economic Policy Research, number 5384, Nov.
   • Sergio Rebelo, 2005, "Real Business Cycle Models: Past, Present and Future," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 522, Dec.
10. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 514, Apr.
    
    • Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2007, "Modeling exchange rate passthrough after large devaluations," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 346-368, March.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5250, Sep.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Modeling Exchange-Rate Passthrough After Large Devaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11638, Sep.
11. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11699, Oct.
    
    • Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2006, "The importance of nontradable goods' prices in cyclical real exchange rate fluctuations," Japan and the World Economy, Elsevier, volume 18, issue 3, pages 247-253, August.
    • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5306, Oct.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 523, Dec.

2004

1. Jesper Lund & Torben G. Andersen & Luca Benzoni, 2004, "Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 432, Aug.
2. Efraim Benmelech & Mark J. Garmaise & Tobias Moskowitz, 2004, "Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11004, Dec.
   
   • Efraim Benmelech & Mark J. Garmaise & Tobias J. Moskowitz, 2005, "Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 120, issue 3, pages 1121-1154.
3. Janice C. Eberly & Andrew B. Abel, 2004, "Q Theory Without Adjustment Costs & Cash Flow Effects Without Financing Constraints," 2004 Meeting Papers, Society for Economic Dynamics, number 205.
4. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2004, "A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1," NBER Working Papers, National Bureau of Economic Research, Inc, number 10447, Apr.
5. Ariel Burstein & Joao C. Neves & Sergio Rebelo, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," NBER Working Papers, National Bureau of Economic Research, Inc, number 10238, Jan.
   
   • Ariel T. Burstein & João C. Neves & Sergio Rebelo, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," Journal of the European Economic Association, MIT Press, volume 2, issue 2-3, pages 302-309, 04/05.
   • Rebelo, Sérgio & Neves, Joao C & Burstein, Ariel Tomas, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4290, Mar.
6. Sergio Rebelo & Ariel Burstein & Martin Eichenbaum, 2004, "Large Devaluations and the Real Exchange Rate," 2004 Meeting Papers, Society for Economic Dynamics, number 137.
   
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Large Devaluations and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, volume 113, issue 4, pages 742-784, August, DOI: 10.1086/431254.
   • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2004, "Large Devaluations and the Real Exchange Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4810, Dec.
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10986, Dec.
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 513, Nov.

2003

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003, "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-025, Feb, revised 01 Sep 2003.
   
   • Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003, "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/35.
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006, "Realized Beta: Persistence and Predictability," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20020-8.
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2004, "Realized beta: Persistence and predictability," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/16.
3. Robert A. Korajczyk & Ronnie Sadka, 2003, "Are Momentum Profits Robust to Trading Costs?," Finance, University Library of Munich, Germany, number 0308004, Aug.
4. Michael Faulkender & Mitchell A. Petersen, 2003, "Does the source of capital affect capital structure?," Proceedings, Federal Reserve Bank of Chicago, number 858.
   
   • Michael Faulkender & Mitchell A. Petersen, 2006, "Does the Source of Capital Affect Capital Structure?," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 1, pages 45-79.
   • Michael Faulkender & Mitchell A. Petersen, 2003, "Does the Source of Capital Affect Capital Structure?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9930, Sep.
5. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 501, May.
   
   • Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2006, "Government finance in the wake of currency crises," Journal of Monetary Economics, Elsevier, volume 53, issue 3, pages 401-440, April.
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2003, "Government Finance in the Wake of Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 3939, Jun.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 9786, Jun.
   • Craig Burnside & Martin Eichenbaum, 2005, "Government Finance in the Wake of Currency Crises," 2005 Meeting Papers, Society for Economic Dynamics, number 429.

2002

1. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers, CIRANO, number 2002s-90, Dec.
   
   • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004, "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 45, issue 4, pages 1079-1110, November.
2. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," CIRANO Working Papers, CIRANO, number 2002s-91, Dec.
   
   • ANDERSEN, Torben G. & BOLLERSLEV, Tim & MEDDAHI, Nour, 2002, "Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-21.
   • Torben G. ANDERSEN & Tim BOLLERSLEV & Nour MEDDAHI, 2002, "Correcting The Errors : A Note On Volatility Forecast Evaluation Based On High-Frequency Data And Realized Volatilities," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 21-2002.
3. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, Duke University, Department of Economics, number 02-16.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, volume 93, issue 1, pages 38-62, March, DOI: 10.1257/000282803321455151.
   • Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 02-1, Apr.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 8959, May.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-23, Apr.
4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0279, Aug.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-27, Jul.
5. Ravi Jagannathan & Iwan Meier, 2002, "Do We Need CAPM for Capital Budgeting?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8719, Jan.
   
   • Ravi Jagannathan & Iwan Meier, 2002, "Do We Need CAPM for Capital Budgeting?," Financial Management, Financial Management Association, volume 31, issue 4, Winter.
6. Ravi Jagannathan & Tongshu Ma, 2002, "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers, National Bureau of Economic Research, Inc, number 8922, May.
   
   • Ravi Jagannathan & Tongshu Ma, 2003, "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1651-1683, August, DOI: 10.1111/1540-6261.00580.
7. Arik Ben Dor & Ravi Jagannathan, 2002, "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 9111, Aug.
   
   • Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005, "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
8. Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does function follow organizational form? evidence from the lending practices of large and small banks," Proceedings, Federal Reserve Bank of Chicago, number 815.
   
   • Berger, Allen N. & Miller, Nathan H. & Petersen, Mitchell A. & Rajan, Raghuram G. & Stein, Jeremy C., 2005, "Does function follow organizational form? Evidence from the lending practices of large and small banks," Journal of Financial Economics, Elsevier, volume 76, issue 2, pages 237-269, May.
   • Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does Function Follow Organzizational Form? Evidence From the Lending Practices of Large and Small Banks," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1976.
   • Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does Function Follow Organizational Form? Evidence From the Lending Practices of Large and Small Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8752, Jan.
9. Ariel Burstein & Martin Eichenbaum & Sergio T. Rebelo, 2002, "Why Are Rates of Inflation So Low After Large Devaluations?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 486, Jan.
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2002, "Why Are Rates of Inflation So Low After large Devaluations," CEPR Discussion Papers, Centre for Economic Policy Research, number 3178, Jan.
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2002, "Why Are Rates of Inflation So Low After Large Devaluations?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8748, Jan.

2001

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 8160, Mar.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003, "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, volume 71, issue 2, pages 579-625, March.
   • Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-01, Jan.
2. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001, "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 8510, Oct.
   
   • Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002, "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1239-1284, June, DOI: 10.1111/1540-6261.00460.
3. John H. Boyd & Ravi Jagannathan & Jian Hu, 2001, "The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8092, Jan.
   
   • John H. Boyd & Jian Hu & Ravi Jagannathan, 2005, "The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks," Journal of Finance, American Finance Association, volume 60, issue 2, pages 649-672, April, DOI: 10.1111/j.1540-6261.2005.00742.x.
4. Ravi Jagannathan & Zhenyu Wang, 2001, "Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 8098, Jan.
   
   • Ravi Jagannathan & Zhenyu Wang, 2002, "Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods," Journal of Finance, American Finance Association, volume 57, issue 5, pages 2337-2367, October, DOI: 10.1111/1540-6261.00498.
5. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001, "The Declining U.S. Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 8172, Mar.
   
   • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000, "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 24, issue Fall, pages 3-19.
6. Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001, "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8682, Dec.
   
   • Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003, "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 113-146.
7. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2001, "On the fiscal implications of twin crises," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-02.
   
   • A. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2003, "On the Fiscal Implications of Twin Crises," NBER Chapters, National Bureau of Economic Research, Inc, "Managing Currency Crises in Emerging Markets".
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2001, "On the Fiscal Implications of Twin Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 2918, Aug.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "On the Fiscal Implications of Twin Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8277, May.
   • Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2001, "On the Fiscal Implications of Twin Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 482, May.

2000

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000, "The Distribution of Stock Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 7933, Oct.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000, "The Distribution of Stock Return Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-27, Oct.
2. Ravi Jagannathan & Shaker B. Srinivasan, 2000, "Does Product Market Competition Reduce Agency Costs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7480, Jan.
   
   • Jagannathan, Ravi & Srinivasan, Shaker B., 1999, "Does product market competition reduce agency costs?," The North American Journal of Economics and Finance, Elsevier, volume 10, issue 2, pages 387-399.
3. Mitchell A. Petersen, 2000, "Does distance still matter? the information revolution in small business lending?," Proceedings, Federal Reserve Bank of Chicago, number 679.
   
   • Mitchell A. Petersen & Raghuram G. Rajan, 2000, "Does Distance Still Matter? The Information Revolution in Small Business Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 7685, May.
4. Robert G. King & Sergio T. Rebelo, 2000, "Resuscitating Real Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 7534, Feb.
   
   • King, Robert G. & Rebelo, Sergio T., 1999, "Resuscitating real business cycles," Handbook of Macroeconomics, Elsevier, chapter 14, in: J. B. Taylor & M. Woodford, "Handbook of Macroeconomics".
   • Robert G. King & Sergio T. Rebelo, 2000, "Resuscitating Real Business Cycles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 467, Jan.
5. Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2000, "On the Fundamentals of Self-Fulfilling Speculative Attacks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7554, Feb.
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2000, "On the Fundamentals of Self-Fulfilling Speculative Attacks," CEPR Discussion Papers, Centre for Economic Policy Research, number 2565, Sep.
6. Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000, "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 7862, Aug.
   
   • 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, volume 50, issue 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, Centre for Economic Policy Research, number 2944, Sep.
   • Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000, "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 473, May.
7. Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2000, "On the Fundamentals of Self-Fulfilling Prophecies," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 468, Jan.

1999

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-059, Nov.
   
   • Torben Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "The Distribution of Exchange Rate Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 6961, Feb.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "The Distribution of Exchange Rate Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-08, Jan.
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," NBER Working Papers, National Bureau of Economic Research, Inc, number 7488, Jan.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
3. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-061, Oct.
4. Black, Bernard, 1999, "Corporate law and Residual Claimants," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt5746q7pj, Mar.
5. Steven Huddart & Ravi Jagannathan & Jane Saly, 1999, "Valuing the Reload Features of Executive Stock Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 7020, Mar.
6. Mitchell A. Petersen, 1999, "The small business lending relationship: session A," Proceedings, Federal Reserve Bank of Chicago, number 762.
7. Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2171, Jun.
   
   • Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001, "Hedging and financial fragility in fixed exchange rate regimes," European Economic Review, Elsevier, volume 45, issue 7, pages 1151-1193.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1999, "Hedging and financial fragility in fixed exchange rate regimes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-11.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 7143, May.
8. Burnside, C. & Eichenbaum, M. & Rebelo, S., 1999, "Hedging and Financial Fragilities in Fixed Exchange Rate Regimes," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 461.

1998

1. Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1998, "Prospective Deficits and the Asian Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 2015, Nov.
   
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "Prospective Deficits and the Asian Currency Crisis," Journal of Political Economy, University of Chicago Press, volume 109, issue 6, pages 1155-1197, December, DOI: 10.1086/323271.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1998, "Prospective deficits and the Asian currency crisis," Working Paper Series, Federal Reserve Bank of Chicago, number WP-98-5.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1998, "Prospective Deficits and the Asian Currency Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 6758, Oct.
   • Burnside, C. & Eichenbaum, M. & Rebelo, S., 1998, "Prospective Deficits and the Asian Currency Crisis," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 458.
   • Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergi, 1999, "Prospective deficits and the asian currency crisis," Policy Research Working Paper Series, The World Bank, number 2174, Sep.
2. Rui Albuquerque & Sergio Rebelo, 1998, "On the Dynamics of Trade Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 6700, Aug.
   
   • Albuquerque, Rui & Rebelo, Sergio, 2000, "On the dynamics of trade reform," Journal of International Economics, Elsevier, volume 51, issue 1, pages 21-47, June.
3. Rebelo, S., 1998, "The Role of Knowledge and Capital in Economic Growth," Research Paper, World Institute for Development Economics Research, number 149.

1997

1. Torben G. Andersen & Tim Bollerslev, 1997, "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 6023, Apr.
2. Andrew B. Abel & Janice C. Eberly, 1997, "The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6148, Aug.
   
   • Abel, Andrew B. & Eberly, Janice C., 1998, "The mix and scale of factors with irreversibility and fixed costs of investment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 48, issue 1, pages 101-135, June.
3. Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara, 1997, "Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 117, DOI: 10.21034/dp.117.
   
   • Jagannathan, Ravi & Kubota, Keiichi & Takehara, Hitoshi, 1998, "Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market," The Journal of Business, University of Chicago Press, volume 71, issue 3, pages 319-347, July, DOI: 10.1086/209747.
4. Murray Frank & Ravi Jagannathan, 1997, "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Staff Report, Federal Reserve Bank of Minneapolis, number 229, DOI: 10.21034/sr.229.
   
   • Frank, Murray & Jagannathan, Ravi, 1998, "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Journal of Financial Economics, Elsevier, volume 47, issue 2, pages 161-188, February.
5. Rebelo, Sergio & Gomes, Joao & Greenwood, Jeremy, 1997, "Equilibrium Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 1602, Mar.
   
   • Gomes, Joao & Greenwood, Jeremy & Rebelo, Sergio, 2001, "Equilibrium unemployment," Journal of Monetary Economics, Elsevier, volume 48, issue 1, pages 109-152, August.
   • Joao Gomes & Jeremy Greenwood & Sergio Rebelo, 1997, "Equilibrium Unemployment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5922, Feb.
   • Joao Gomes & Jeremy Greenwood & Sergio T. Rebelo, 2001, "Equilibrium Unemployment," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 479, Feb.
6. Rebelo, Sergio, 1997, "What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms)," CEPR Discussion Papers, Centre for Economic Policy Research, number 1692, Aug.
   
   • Sergio Rebelo, 1997, "What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms)," NBER Working Papers, National Bureau of Economic Research, Inc, number 6168, Sep.
7. Rebelo, Sergio & Kongsamut, Piyabha & Xie, Danyang, 1997, "Beyond Balanced Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 1693, Aug.
   
   • Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 2001, "Beyond Balanced Growth," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 4, pages 869-882.
   • Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 2001, "Beyond Balanced Growth," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 648.
   • Mr. Sergio Rebelo & Ms. Piyabha Kongsamut & Danyang Xie, 2001, "Beyond Balanced Growth," IMF Working Papers, International Monetary Fund, number 2001/085, Jun.
   • Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 1997, "Beyond Balanced Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 6159, Sep.
   • Kongsamut, P. & Rebelo, S. & Xie, D., 1997, "Beyong Balanced Growth," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 438.
8. Sergio Rebelo & Danyang Xie, 1997, "On the Optimality of Interest Rate Smoothing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5947, Feb.
   
   • Rebelo, Sergio & Xie, Danyang, 1999, "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, volume 43, issue 2, pages 263-282, April.
   • Rebelo, S. & Xie, D., 1996, "On the Optimality of Interest Rate Smoothing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 427.
9. Rebelo, S., 1997, "On the Determinant of Economic Growth," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 443.

1996

1. Torben G. Andersen & Tim Bollerslev, 1996, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5752, Sep.
   
   • Andersen, Torben G & Bollerslev, Tim, 1997, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, volume 52, issue 3, pages 975-1005, July.
2. Torben G. Andersen & Tim Bollerslev, 1996, "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 5783, Oct.
3. Wayne E. Ferson & Ravi Jagannathan, 1996, "Econometric evaluation of asset pricing models," Staff Report, Federal Reserve Bank of Minneapolis, number 206, DOI: 10.21034/sr.206.
4. Ravi Jagannathan & Zhenyu Wang, 1996, "The conditional CAPM and the cross-section of expected returns," Staff Report, Federal Reserve Bank of Minneapolis, number 208.
   
   • Jagannathan, Ravi & Wang, Zhenyu, 1996, "The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 51, issue 1, pages 3-53, March.
5. Mitchell A. Petersen & Raghuram G. Rajan, 1996, "Trade Credit: Theories and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 5602, Jun.
   
   • Petersen, Mitchell A & Rajan, Raghuram G, 1997, "Trade Credit: Theories and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 3, pages 661-691.
   • Mitchell A. Petersen & Raghuram G. Rajan, undated, "Trade Credit: Theories and Evidence," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 322.

1995

1. Torben G. Andersen & Bent E. Sorensen, 1995, "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers, University of Copenhagen. Department of Economics, number 95-19, Dec.
   
   • Andersen, Torben G & Sorensen, Bent E, 1996, "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 328-352, July.
   • Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, undated, "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997, Society for Computational Economics, number 6.
2. Andrew B. Abel & Janice C. Eberly, 1995, "Optimal Investment with Costly Reversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 5091, Apr.
   
   • Andrew B. Abel & Janice C. Eberly, 1996, "Optimal Investment with Costly Reversibility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 63, issue 4, pages 581-593.
3. Korajczyk, Robert A., 1995, "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series, The World Bank, number 1482, Jun.
   
   • Korajczyk, Robert A, 1996, "A Measure of Stock Market Integration for Developed and Emerging Markets," The World Bank Economic Review, World Bank, volume 10, issue 2, pages 267-289, May.
4. Rebelo, Sergio, 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," CEPR Discussion Papers, Centre for Economic Policy Research, number 1220, Aug.
   
   • Sergio Rebelo & Carlos Vegh, 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
   • Sergio Rebelo & Carlos A. Vegh, 1995, "Real Effects of Exchange Rate-Based Stabilization: An Analysis of Competing Theories," NBER Working Papers, National Bureau of Economic Research, Inc, number 5197, Jul.
   • Rebelo, S. & Vegh, C.A., 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 405.
5. Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1995, "Capital Utilization and Returns to Scale," CEPR Discussion Papers, Centre for Economic Policy Research, number 1221, Aug.
   
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Capital Utilization and Returns to Scale," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1995, "Capital utilization and returns to scale," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-5.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Capital Utilization and Returns to Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 5125, May.
   • Burnside, C & Eichenbaum, M & Rebelo, S, 1995, "Capital Utilization and Returns to Scale," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 402.
6. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1995, "Sectoral Solow residuals," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-15.
   
   • Burnside, A. Craig & Eichenbaum, Martin S. & Rebelo, Sergio T., 1996, "Sectoral Solow residuals," European Economic Review, Elsevier, volume 40, issue 3-5, pages 861-869, April.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Sectoral Solow Residuals," NBER Working Papers, National Bureau of Economic Research, Inc, number 5286, Oct.

1994

1. Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing specification errors in stochastic discount factor models," Staff Report, Federal Reserve Bank of Minneapolis, number 167, DOI: 10.21034/sr.167.
   
   • Hansen, Lars Peter & Jagannathan, Ravi, 1997, "Assessing Specification Errors in Stochastic Discount Factor Models," Journal of Finance, American Finance Association, volume 52, issue 2, pages 557-590, June.
   • Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing Specification Errors in Stochastic Discount Factor Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0153, Feb.
2. John H. Boyd & Ravi Jagannathan, 1994, "Ex-dividend price behavior of common stocks," Staff Report, Federal Reserve Bank of Minneapolis, number 173, DOI: 10.21034/sr.173.
   
   • Boyd, John H & Jagannathan, Ravi, 1994, "Ex-dividend Price Behavior of Common Stocks," The Review of Financial Studies, Society for Financial Studies, volume 7, issue 4, pages 711-741.
   • John H. Boyd & Ravi Jagannathan, 1994, "Ex-dividend price behavior of common stocks," Working Papers, Federal Reserve Bank of Minneapolis, number 500, DOI: 10.21034/wp.500.
3. Mitchell A. Petersen & Raghuram G. Rajan, 1994, "The Effect of Credit Market Competition on Lending Relationships," NBER Working Papers, National Bureau of Economic Research, Inc, number 4921, Nov.
   
   • Mitchell A. Petersen & Raghuram G. Rajan, 1995, "The Effect of Credit Market Competition on Lending Relationships," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 110, issue 2, pages 407-443.
4. Rebelo, Sergio & Easterly, William, 1994, "Fiscal Policy and Economic Growth: An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 885, Jan.
   
   • Easterly, William & Rebelo, Sergio, 1993, "Fiscal policy and economic growth: An empirical investigation," Journal of Monetary Economics, Elsevier, volume 32, issue 3, pages 417-458, December.
   • William Easterly & Sergio Rebelo, 1993, "Fiscal Policy and Economic Growth: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 4499, Oct.
5. Levine, Ross & Rebelo, Sergio & King, Robert G & Easterly, William, 1994, "Policy, Technology Adoption and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 957, May.
   
   • William Easterly & Robert King & Ross Levine & Sergio Rebelo, 1994, "Policy, Technology Adoption, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 4681, Mar.
6. Rebelo, Sergio & Correia, Isabel & Neves, Joao C, 1994, "Business Cycles in a Small Open Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 996, Jul.
   
   • Correia, Isabel & Neves, Joao C. & Rebelo, Sergio, 1995, "Business cycles in a small open economy," European Economic Review, Elsevier, volume 39, issue 6, pages 1089-1113, June.
   • Correia, I. & Rabelo, S. & Naves, J.C., 1994, "Business Cycles in a Small Open Economy," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 382.

1993

1. Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993, "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report, Federal Reserve Bank of Minneapolis, number 157, DOI: 10.21034/sr.157.
   
   • Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993, "On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, volume 48, issue 5, pages 1779-1801, December.
2. Lawrence R. Glosten & Ravi Jagannathan, 1993, "A contingent claim approach to performance evaluation," Staff Report, Federal Reserve Bank of Minneapolis, number 159, DOI: 10.21034/sr.159.
   
   • Glosten, L. R. & Jagannathan, R., 1994, "A contingent claim approach to performance evaluation," Journal of Empirical Finance, Elsevier, volume 1, issue 2, pages 133-160, January.
3. Ravi Jagannathan & Zhenyu Wang, 1993, "The CAPM is alive and well," Staff Report, Federal Reserve Bank of Minneapolis, number 165.
   
   • Ravi Jagannathan & Zhenyu Wang, 1994, "The Capm Is Alive And Well," Finance, University Library of Munich, Germany, number 9402001, Feb.
4. Leslie E. Papke & Mitchell Petersen & James M. Poterba, 1993, "Did 401(k) Plans Replace Other Employer Provided Pensions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4501, Oct.
   
   • Leslie E. Papke & Mitchell A. Petersen & James M. Poterba, 1996, "Do 401(k) Plans Replace Other Employer-Provided Pensions?," NBER Chapters, National Bureau of Economic Research, Inc, "Advances in the Economics of Aging".
5. Nancy L. Stokey & Sergio Rebelo, 1993, "Growth Effects of Flat-Rate Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 4426, Aug.
   
   • Stokey, Nancy L & Rebelo, Sergio, 1995, "Growth Effects of Flat-Rate Taxes," Journal of Political Economy, University of Chicago Press, volume 103, issue 3, pages 519-550, June, DOI: 10.1086/261993.

1992

1. Victor Zarnowitz & Phillip Braun, 1992, "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 3965, Jan.
   
   • Victor Zarnowitz & Phillip Braun, 1993, "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".
2. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992, "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 4104, Jun.
   
   • Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993, "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, volume 37, issue 5, pages 897-920, June.
3. Rebelo, Sergio, 1992, "Growth in Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 667, Jun.
   
   • Rebelo, Sergio, 1992, "Growth in open economies," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 36, issue 1, pages 5-46, July.
   • Rebelo, Sergio, 1991, "Growth in open economies," Policy Research Working Paper Series, The World Bank, number 799, Nov.
4. Easterly, W. & King, R. & Levine, R. & Rebelo, S., 1992, "How Do National Policies Affect Long-Run Growth? A Research Agenda," World Bank - Discussion Papers, World Bank, number 164.
   
   • Easterly, William & King, Robert & Ross, Levine & Rebelo, Sergio, 1991, "How do national policies affect long-run growth? : a research agenda," Policy Research Working Paper Series, The World Bank, number 794, Oct.
5. Easterly, William & Rebelo, Sergio, 1992, "Marginal income tax rates and economic growth in developing countries," Policy Research Working Paper Series, The World Bank, number 1050, Nov.
   
   • Easterly, William & Rebelo, Sergio, 1993, "Marginal income tax rates and economic growth in developing countries," European Economic Review, Elsevier, volume 37, issue 2-3, pages 409-417, April.

1990

1. Lars Peter Hansen & Ravi Jagannathan, 1990, "Implications of security market data for models of dynamic economies," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 29, DOI: 10.21034/dp.29.
   
   • Hansen, Lars Peter & Jagannathan, Ravi, 1991, "Implications of Security Market Data for Models of Dynamic Economies," Journal of Political Economy, University of Chicago Press, volume 99, issue 2, pages 225-262, April, DOI: 10.1086/261749.
   • Lars Peter Hansen & Ravi Jagannathan, 1990, "Implications of Security Market Data for Models of Dynamic Economies," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0089, May.
2. Fumio Hayashi & Ravi Jagannathan, 1990, "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 30, DOI: 10.21034/dp.30.
   
   • Hayashi, Fumio & Jagannathan, Ravi, 1990, "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, volume 4, issue 4, pages 401-427, December.
   • Fumio Hayashi & Ravi Jagannathan, 1990, "Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 3421, Aug.
3. Sergio T. Rebelo, 1990, "Long Run Policy Analysis and Long Run Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 3325, Apr.
   
   • Rebelo, Sergio, 1991, "Long-Run Policy Analysis and Long-Run Growth," Journal of Political Economy, University of Chicago Press, volume 99, issue 3, pages 500-521, June, DOI: 10.1086/261764.
   • Sergio Rebelo, 1999, "Long Run Policy Analysis and Long Run Growth," Levine's Working Paper Archive, David K. Levine, number 2114, Oct.
4. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1990, "Labor Hoarding and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 3556, Dec.
   
   • Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 1993, "Labor Hoarding and the Business Cycle," Journal of Political Economy, University of Chicago Press, volume 101, issue 2, pages 245-273, April, DOI: 10.1086/261875.

1989

1. Victor Zarnowitz & Phillip Braun, 1989, "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers, National Bureau of Economic Research, Inc, number 2812, Jan.
2. Robert A. Korajczyk & Deborah J. Lucas & Robert L. McDonald, 1989, "Understanding Stock Price Behavior around the Time of Equity Issues," NBER Working Papers, National Bureau of Economic Research, Inc, number 3170, Nov.
   
   • Robert A. Korajczyk & Deborah Lucas & Robert L. McDonald, 1990, "Understanding Stock Price Behavior around the Time of Equity Issues," NBER Chapters, National Bureau of Economic Research, Inc, "Asymmetric Information, Corporate Finance, and Investment".
3. Robert G. King & Sergio T. Rebelo, 1989, "Transitional Dynamics and Economic Growth in the Neoclassical Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 3185, Nov.
   
   • King, Robert G & Rebelo, Sergio T, 1993, "Transitional Dynamics and Economic Growth in the Neoclassical Model," American Economic Review, American Economic Association, volume 83, issue 4, pages 908-931, September.
   • King, R.G. & Rebelo, S.T., 1989, "Transitional Dynamics And Economic Growth In The Neoclassical Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 206.
4. King, R.G. & Rebelo, S.T., 1989, "Low Frequency Filtering And Real Business Cycles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 205.
   
   • King, Robert G. & Rebelo, Sergio T., 1993, "Low frequency filtering and real business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 17, issue 1-2, pages 207-231.

1988

1. Robert A. Korajczyk & Deborah Lucas & Robert McDonald, 1988, "The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 2727, Oct.
2. Gregory Connor and Robert A. Korajczyk., 1988, "The Attributes, Behavior and Performance of U.S. Mutual Funds," Research Program in Finance Working Papers, University of California at Berkeley, number 181, Mar.
3. King, R.G. & Rebelo, S., 1988, "Public Policy And Economic Growth: Developing Neoclassical Implications," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 225.
   
   • King, Robert G & Rebelo, Sergio, 1990, "Public Policy and Economic Growth: Developing Neoclassical Implications," Journal of Political Economy, University of Chicago Press, volume 98, issue 5, pages 126-150, October.
   • Robert G. King & Sergio Rebelo, 1990, "Public Policy and Economic Growth: Developing Neoclassical Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 3338, Apr.

1987

1. V. V. Chari & Ravi Jagannathan & Aharon R. Ofer, 1987, "Seasonalities in security returns: the case of earnings announcements," Staff Report, Federal Reserve Bank of Minneapolis, number 110, DOI: 10.21034/sr.110.
2. Gregory Connor and Robert A. Korajczyk., 1987, "Estimating Pervasive Economic Factors with Missing Observations," Research Program in Finance Working Papers, University of California at Berkeley, number 173, Apr.
3. Gregory Connor and Robert Korajczyk., 1987, "Risk and Return in an Equilibrium APT," Research Program in Finance Working Papers, University of California at Berkeley, number 174, Apr.
4. Gregory Connor and Robert Korajczyk., 1987, "An Intertemporal Equilibrium Beta Pricing Model," Research Program in Finance Working Papers, University of California at Berkeley, number 176, Aug.

1984

1. V.V. Chari & Ravi Jagannathan, 1984, "Banking Panics," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 618, Jul.

1983

1. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983, "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers, National Bureau of Economic Research, Inc, number 1202, Sep.
   
   • Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986, "Forecasting and conditional projection using realistic prior distribution," Staff Report, Federal Reserve Bank of Minneapolis, number 93, DOI: 10.21034/sr.93.

Undated

1. Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, undated, "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.
2. Bernard Black & Brian Cheffins & Michael Klausner, undated, "Outside Director Liability," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1011.
3. Janice C. Eberly, undated, "Flexible (S,s) Bands, Uncertainty, and Aggregate Consumer Durables," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-92.
   
   • Janice C. Eberly, undated, "Flexible (S,s) Bands, Uncertainty, and Aggregate Consumer Durables," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-92.
4. Andrew B. Abel & Janice C. Eberly, undated, "An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-93.
   
   • Andrew B. Abel & Janice C. Eberly, 1993, "An Exact Soultion for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 4412, Jul.
5. Andrew B. Abel & Janice C. Eberly, undated, "A Unified Model of Investment Under Uncertainty," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-93.
   
   • Abel, Andrew B & Eberly, Janice C, 1994, "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, volume 84, issue 5, pages 1369-1384, December.
   • Andrew B. Abel & Janice C. Eberly, 1993, "A Unified Model of Investment Under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 4296, Mar.
6. Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, undated, "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-95.
   
   • Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1996, "Options, the Value of Capital, and Investment," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 111, issue 3, pages 753-777.
   • Abel, Andrew B., 1952-, 1995, "Options, the value of capital, and investment," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3843-95..
   • Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1995, "Options, the Value of Capital, and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5227, Aug.
7. Andrew B. Abel & Janice B. Eberly, undated, "The Effects of Irreversibility and Uncertainty on Capital Accumulation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-95.
   
   • Abel, Andrew B. & Eberly, Janice C., 1999, "The effects of irreversibility and uncertainty on capital accumulation," Journal of Monetary Economics, Elsevier, volume 44, issue 3, pages 339-377, December.
   • Andrew B. Abel & Janice C. Eberly, 1995, "The Effects of Irreversibility and Uncertainty on Capital Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 5363, Nov.
8. Janice C. Eberly, undated, "Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-91.
   
   • Eberly, Janice C, 1994, "Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases," Journal of Political Economy, University of Chicago Press, volume 102, issue 3, pages 403-436, June, DOI: 10.1086/261940.
   • Eberly, J.C., 1990, "Adjustment of Consumers'durables Stocks: Evidence from Automobile Purchases," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 22-91.

---

Journal articles

2025

1. Torben G. Andersen & Kim Christensen & Ingmar Nolte, 2025, "Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 6, pages 1029-1031, November, DOI: 10.1111/jtsa.70014.
2. Andersen, Torben G. & Tan, Yingwen & Todorov, Viktor & Zhang, Zhiyuan, 2025, "On-line detection of changes in the shape of intraday volatility curves," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106089.
3. Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez, 2025, "VIX maturity interpolation," Review of Derivatives Research, Springer, volume 28, issue 1, pages 1-40, April, DOI: 10.1007/s11147-025-09210-x.
4. Torben G. Andersen & Viktor Todorov & Bo Zhou, 2025, "Real‐time detection of local no‐arbitrage violations," Quantitative Economics, Econometric Society, volume 16, issue 2, pages 459-495, May, DOI: 10.3982/QE2585.
   
   • Torben G. Andersen & Viktor Todorov & Bo Zhou, 2023, "Real-Time Detection of Local No-Arbitrage Violations," Papers, arXiv.org, number 2307.10872, Jul.
5. Torben G. Andersen & Yingwen Tan & Viktor Todorov & Zhiyuan Zhang, 2025, "Testing mean stationarity of intraday volatility curves," Quantitative Economics, Econometric Society, volume 16, issue 3, pages 1059-1091, July, DOI: 10.3982/QE2644.
6. Janice Eberly & Neng Wang, 2025, "Reallocating and Pricing Illiquid Capital: Two Productive Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 66, issue 5, pages 1887-1907, December, DOI: 10.1111/iere.70027.

2024

1. Torben G. Andersen & Tao Su & Viktor Todorov & Zhiyuan Zhang, 2024, "Intraday Periodic Volatility Curves," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 546, pages 1181-1191, April, DOI: 10.1080/01621459.2023.2177546.
2. Ian Dew-Becker, 2024, "Real-time forward-looking skewness over the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101233.
   
   • Ian Dew-Becker, 2022, "Real-Time Forward-Looking Skewness over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 30478, Sep.
   • Ian Dew-Becker, 2024, "Code and data files for "Real-time forward-looking skewness over the business cycle"," Computer Codes, Review of Economic Dynamics, number 24-39, revised .
3. Sean Higgins, 2024, "Financial Technology Adoption: Network Externalities of Cashless Payments in Mexico," American Economic Review, American Economic Association, volume 114, issue 11, pages 3469-3512, November, DOI: 10.1257/aer.20201952.
4. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
   
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
   • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
   • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
   • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
   • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
   • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
   • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
   • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
   • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
   • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
   • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
   • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
   • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
   • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
   • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
5. Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
   
   • Gregory Connor & Robert A. Korajczyk, 2019, "Semi-strong factors in asset returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n294-19.pdf.
6. Soohun Kim & Robert A Korajczyk, 2024, "Large Sample Estimators of the Stochastic Discount Factor," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1672-1713.

2023

1. Torben Andersen & Kim Christensen & Ingmar Nolte, 2023, "Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor," Journal of Time Series Analysis, Wiley Blackwell, volume 44, issue 4, pages 336-336, July, DOI: 10.1111/jtsa.12693.
2. Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023, "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1394-1418, DOI: 10.1016/j.jeconom.2022.11.001.
3. Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023, "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2020.11.005.
4. Ian Dew-Becker & Stefano Giglio, 2023, "Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 2, pages 65-96, April, DOI: 10.1257/mac.20210136.
   
   • Giglio, Stefano & Dew-Becker, Ian, 2021, "Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data," CEPR Discussion Papers, Centre for Economic Policy Research, number 16306, Jun.
   • Ian Dew-Becker & Stefano Giglio, 2020, "Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27864, Sep.
5. Nicolas Crouzet & Janice Eberly, 2023, "Rents and Intangible Capital: A Q+ Framework," Journal of Finance, American Finance Association, volume 78, issue 4, pages 1873-1916, August, DOI: 10.1111/jofi.13231.
   
   • Nicolas Crouzet & Janice C. Eberly, 2021, "Rents and Intangible Capital: A Q+ Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 28988, Jul.
6. Carola Frydman & Chenzi Xu, 2023, "Banking Crises in Historical Perspective," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 265-290, November, DOI: 10.1146/annurev-financial-100121-11.
   
   • Carola Frydman & Chenzi Xu, 2023, "Banking Crises in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31092, Mar.
7. Richard B. Baker & Carola Frydman & Eric Hilt, 2023, "Political Discretion and Antitrust Policy: Evidence from the Assassination of President McKinley," Journal of Law and Economics, University of Chicago Press, volume 66, issue 4, pages 837-873, DOI: 10.1086/725590.
   
   • Richard B. Baker & Carola Frydman & Eric Hilt, 2018, "Political Discretion and Antitrust Policy: Evidence from the Assassination of President McKinley," NBER Working Papers, National Bureau of Economic Research, Inc, number 25237, Nov.
8. Seegmiller, Bryan & Papanikolaou, Dimitris & Schmidt, Lawrence D.W., 2023, "Measuring document similarity with weighted averages of word embeddings," Explorations in Economic History, Elsevier, volume 87, issue C, DOI: 10.1016/j.eeh.2022.101494.

2022

1. Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Consistent Local Spectrum Inference For Predictive Return Regressions," Econometric Theory, Cambridge University Press, volume 38, issue 6, pages 1253-1307, December.
2. Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022, "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 510-534, DOI: 10.1016/j.jeconom.2021.06.006.
3. Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
   
   • Torben G. Andersen & Rasmus T. Varneskov, 2021, "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28570, Mar.
4. Arismendi-Zambrano, Juan & Belitsky, Vladimir & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2022, "The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100969.
5. José Afonso Faias & Juan Arismendi Zambrano, 2022, "Equity Risk Premium Predictability from Cross-Sectoral Downturns
   [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 808-842.
6. Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022, "The Economics of Intangible Capital," Journal of Economic Perspectives, American Economic Association, volume 36, issue 3, pages 29-52, Summer, DOI: 10.1257/jep.36.3.29.
7. Janice Eberly & John G. Fernald, 2022, "Jackson Hole 2022 - Reassessing Economic Constraints: Potential Output (The Impact of COVID on Productivity and Potential Output)," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, August.
8. Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
   
   • Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
9. Ravi Jagannathan, 2022, "On Frequent Batch Auctions for Stocks
   [Tail Expectation and Imperfect Competition in Limit Order Book Markets]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 1-17.
   
   • Ravi Jagannathan, 2019, "On Frequent Batch Auctions for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26341, Oct.
10. James Feigenbaum & James Lee & Filippo Mezzanotti, 2022, "Capital Destruction and Economic Growth: The Effects of Sherman's March, 1850–1920," American Economic Journal: Applied Economics, American Economic Association, volume 14, issue 4, pages 301-342, October, DOI: 10.1257/app.20200397.
    
    • James J. Feigenbaum & James Lee & Filippo Mezzanotti, 2018, "Capital Destruction and Economic Growth: The Effects of Sherman's March, 1850-1920," NBER Working Papers, National Bureau of Economic Research, Inc, number 25392, Dec.
11. Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022, "Intangible Value," Critical Finance Review, now publishers, volume 11, issue 2, pages 299-332, May, DOI: 10.1561/104.00000113.
    
    • Andrea L. Eisfeldt & Edward Kim & Dimitris Papanikolaou, 2020, "Intangible Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 28056, Nov.
12. Dimitris Papanikolaou & Lawrence D W Schmidt, 2022, "Working Remotely and the Supply-Side Impact of COVID-19
    [The unprecedented stock market reaction to COVID-19]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 53-111.
    
    • Dimitris Papanikolaou & Lawrence D.W. Schmidt, 2020, "Working Remotely and the Supply-side Impact of Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27330, Jun.
13. Joshua Krieger & Danielle Li & Dimitris Papanikolaou, 2022, "Missing Novelty in Drug Development," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 636-679.
    
    • Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2018, "Missing Novelty in Drug Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 24595, May.

2021

1. Andersen, Torben G. & Todorov, Viktor & Ubukata, Masato, 2021, "Tail risk and return predictability for the Japanese equity market," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 344-363, DOI: 10.1016/j.jeconom.2020.07.005.
2. Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
   
   • Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28568, Mar.
3. Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021, "A Descriptive Study of High-Frequency Trade and Quote Option Data
   [Stealth Trading in Options Markets]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 128-177.
4. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2021, "Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk," Quantitative Economics, Econometric Society, volume 12, issue 2, pages 647-682, May, DOI: 10.3982/QE1570.
5. Simon A Broda & Juan Arismendi Zambrano, 2021, "On quadratic forms in multivariate generalized hyperbolic random vectors
   [Expected shortfall: A natural coherent alternative to value at risk]," Biometrika, Biometrika Trust, volume 108, issue 2, pages 413-424.
6. Efraim Benmelech & Janice Eberly & Dimitris Papanikolaou & Joshua Krieger, 2021, "Private and Social Returns to R&D: Drug Development and Demographics," AEA Papers and Proceedings, American Economic Association, volume 111, pages 336-340, May, DOI: 10.1257/pandp.20211104.
   
   • Efraim Benmelech & Janice C. Eberly & Joshua L. Krieger & Dimitris Papanikolaou, 2021, "Private and Social Returns to R&D: Drug Development and Demographics," NBER Working Papers, National Bureau of Economic Research, Inc, number 28355, Jan.
7. Barrios, John M. & Benmelech, Efraim & Hochberg, Yael V. & Sapienza, Paola & Zingales, Luigi, 2021, "Civic capital and social distancing during the Covid-19 pandemic☆," Journal of Public Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.jpubeco.2020.104310.
8. Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021, "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2021.05.053.
   
   • Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020, "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 15239, Aug.
   • Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019, "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26323, Sep.
9. Kartik Athreya & Janice Eberly, 2021, "Risk, the College Premium, and Aggregate Human Capital Investment," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 168-213, April, DOI: 10.1257/mac.20160396.
10. Crouzet, Nicolas & Eberly, Janice, 2021, "Intangibles, markups, and the measurement of productivity growth," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 92-109, DOI: 10.1016/j.jmoneco.2021.09.005.
    
    • Nicolas Crouzet & Janice C. Eberly, 2021, "Intangibles, Markups, and the Measurement of Productivity Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 29109, Jul.
11. Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2021, "How Debit Cards Enable the Poor to Save More," Journal of Finance, American Finance Association, volume 76, issue 4, pages 1913-1957, August, DOI: 10.1111/jofi.13021.
    
    • Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2017, "How Debit Cards Enable the Poor to Save More," NBER Working Papers, National Bureau of Economic Research, Inc, number 23252, Mar.
12. Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021, "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2813-2856.
13. Bryan Kelly & Dimitris Papanikolaou & Amit Seru & Matt Taddy, 2021, "Measuring Technological Innovation over the Long Run," American Economic Review: Insights, American Economic Association, volume 3, issue 3, pages 303-320, September, DOI: 10.1257/aeri.20190499.
    
    • Bryan Kelly & Dimitris Papanikolaou & Amit Seru & Matt Taddy, 2018, "Measuring Technological Innovation over the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 25266, Nov.
14. Jiro Kondo & Danielle Li & Dimitris Papanikolaou, 2021, "Trust, Collaboration, and Economic Growth," Management Science, INFORMS, volume 67, issue 3, pages 1825-1850, March, DOI: 10.1287/mnsc.2019.3545.

2020

1. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020, "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 662-678, July, DOI: 10.1080/07350015.2018.1564318.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-02, Jan.
2. David Berger & Ian Dew-Becker & Stefano Giglio, 2020, "Uncertainty Shocks as Second-Moment News Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 1, pages 40-76.
   
   • David Berger & Ian Dew-Becker & Stefano Giglio, 2017, "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 23796, Sep.
   • Stefano Giglio & Ian Dew-Becker & David Berger, 2017, "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers, Society for Economic Dynamics, number 403.
3. Nicolas Crouzet & Ian Dew-Becker & Charles G Nathanson, 2020, "On the Effects of Restricting Short-Term Investment," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 1, pages 1-43.
4. Janice Eberly & Michael Woodford, 2020, "Emi Nakamura: 2019 John Bates Clark Medalist," Journal of Economic Perspectives, American Economic Association, volume 34, issue 1, pages 222-239, Winter, DOI: 10.1257/jep.34.1.222.
5. Eberly, Janice, 2020, "Reaping what we sow: Investment trends and the future," Journal of Policy Modeling, Elsevier, volume 42, issue 4, pages 760-766, DOI: 10.1016/j.jpolmod.2020.03.002.
6. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020, "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 1, pages 5-71, February.
   
   • Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019, "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26002, Jun.
7. Janice Eberly, 2020, "Comment," NBER Macroeconomics Annual, University of Chicago Press, volume 34, issue 1, pages 47-54, DOI: 10.1086/707170.
8. Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2020, "Private Equity and Portfolio Companies: Lessons from the Global Financial Crisis," Journal of Applied Corporate Finance, Morgan Stanley, volume 32, issue 3, pages 21-42, September, DOI: 10.1111/jacf.12416.
9. Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020, "Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103328.
   
   • Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015, "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1032, Sep.
   • Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014, "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper, Harvard University OpenScholar, number 220976, Dec.
10. Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2020, "Left Behind: Creative Destruction, Inequality, and the Stock Market," Journal of Political Economy, University of Chicago Press, volume 128, issue 3, pages 855-906, DOI: 10.1086/704619.
11. Ponticelli, Jacopo & Voth, Hans-Joachim, 2020, "Austerity and anarchy: Budget cuts and social unrest in Europe, 1919–2008," Journal of Comparative Economics, Elsevier, volume 48, issue 1, pages 1-19, DOI: 10.1016/j.jce.2019.09.007.
    
    • Jacopo Ponticelli & Hans-Joachim Voth, 2015, "Austerity and Anarchy: Budget Cuts and Social Unrest in Europe, 1919-2008," Working Papers, Barcelona School of Economics, number 676, Sep.
    • Voth, Hans-Joachim & Ponticelli, Jacopo, 2011, "Austerity and Anarchy: Budget Cuts and Social Unrest in Europe, 1919-2008," CEPR Discussion Papers, Centre for Economic Policy Research, number 8513, Aug.
    • Jacopo Ponticelli & Joachim Voth, 2011, "Austerity and anarchy: Budget cuts and social unrest in Europe, 1919-2008," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1342, Jul, revised Oct 2012.

2019

1. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Inference For Option Panels In Pure-Jump Settings," Econometric Theory, Cambridge University Press, volume 35, issue 5, pages 901-942, October.
2. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2019.04.018.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
3. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1695-1707, October, DOI: 10.1080/01621459.2018.1512864.
   
   • Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
4. Benmelech, Efraim & Frydman, Carola & Papanikolaou, Dimitris, 2019, "Financial frictions and employment during the Great Depression," Journal of Financial Economics, Elsevier, volume 133, issue 3, pages 541-563, DOI: 10.1016/j.jfineco.2019.02.005.
   
   • Efraim Benmelech & Carola Frydman & Dimitris Papanikolaou, 2017, "Financial Frictions and Employment during the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 23216, Mar.
5. Efraim Benmelech & Nittai Bergman & Anna Milanez & Vladimir Mukharlyamov, 2019, "The Agglomeration of Bankruptcy," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 7, pages 2541-2586.
   
   • Efraim Benmelech & Nittai Bergman & Anna Milanez & Vladimir Mukharlyamov, 2014, "The Agglomeration of Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20254, Jun.
6. Dew-Becker, Ian & Nathanson, Charles G., 2019, "Directed attention and nonparametric learning," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 461-496, DOI: 10.1016/j.jet.2019.03.004.
   
   • Ian Dew-Becker & Charles G. Nathanson, 2017, "Directed Attention and Nonparametric Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 23917, Oct.
7. Frydman, Carola & Koyama, Mark, 2019, "Summaries of Doctoral Dissertations," The Journal of Economic History, Cambridge University Press, volume 79, issue 2, pages 507-542, June.
8. Carola Frydman, 2019, "Rising Through the Ranks: The Evolution of the Market for Corporate Executives, 1936–2003," Management Science, INFORMS, volume 65, issue 11, pages 4951-4979, November, DOI: 10.1287/mnsc.2018.3080.
9. Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
   
   • Ravi Jagannathan & Binying Liu & Jiaqi Zhang, 2019, "Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 4, pages 2107-2116, August, DOI: 10.1111/jofi.12786.
   • Ravi Jagannathan & Binying Liu, 2015, "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 21557, Sep.
10. Ravi Jagannathan & Tongshu Ma & Jiaqi Zhang, 2019, "A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”," Journal of Finance, American Finance Association, volume 74, issue 5, pages 2689-2696, October, DOI: 10.1111/jofi.12824.
11. Robert A Korajczyk & Dermot Murphy, 2019, "High-Frequency Market Making to Large Institutional Trades," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 3, pages 1034-1067.
12. Mezzanotti, Filippo & Simcoe, Timothy, 2019, "Patent policy and American innovation after eBay: An empirical examination," Research Policy, Elsevier, volume 48, issue 5, pages 1271-1281, DOI: 10.1016/j.respol.2019.01.004.
13. Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2019, "Private Equity and Financial Fragility during the Crisis," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 4, pages 1309-1373.
    
    • Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2017, "Private Equity and Financial Fragility During the Crisis," Research Papers, Stanford University, Graduate School of Business, number 3563, Jul.
    • Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2018, "Private Equity and Financial Fragility during the Crisis," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3563, Jan.
    • Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2017, "Private Equity and Financial Fragility during the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 23626, Jul.
14. Leonid Kogan & Dimitris Papanikolaou, 2019, "Technological Innovation, Intangible Capital, and Asset Prices," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 221-242, December, DOI: 10.1146/annurev-financial-110118-12.
15. Jaimovich, Nir & Rebelo, Sergio & Wong, Arlene, 2019, "Trading down and the business cycle," Journal of Monetary Economics, Elsevier, volume 102, issue C, pages 96-121, DOI: 10.1016/j.jmoneco.2019.01.026.
    
    • Rebelo, Sérgio & Jaimovich, Nir & Wong, Arlene, 2015, "Trading Down and the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 10807, Sep.
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong, 2015, "Trading down and the business cycle," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2015-5, Nov.
    • Nir Jaimovich & Sergio Rebelo & Arlene Wong, 2015, "Trading Down and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 21539, Sep.

2018

1. Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan, 2018, "Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network," Emerging Markets Review, Elsevier, volume 35, issue C, pages 164-189, DOI: 10.1016/j.ememar.2018.02.004.
2. Efraim Benmelech & Nittai K. Bergman, 2018, "Credit Market Freezes," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 493-526, DOI: 10.1086/696065.
   
   • Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2017, volume 32".
   • Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23512, Jun.
3. Nicolas Crouzet & Janice Eberly, 2018, "Intangibles, Investment, and Efficiency," AEA Papers and Proceedings, American Economic Association, volume 108, pages 426-431, May.
4. Lewis Alexander & Janice Eberly, 2018, "Investment Hollowing Out," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 1, pages 5-30, March, DOI: 10.1057/s41308-017-0044-2.
5. Carola Frydman & Eric Hilt, 2018, "La surveillance des entreprises par les banques d’investissement au début du xx e siècle aux États-Unis," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 309-316.
6. Frydman, Carola & Papanikolaou, Dimitris, 2018, "In search of ideas: Technological innovation and executive pay inequality," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 1-24, DOI: 10.1016/j.jfineco.2018.06.014.
   
   • Carola Frydman & Dimitris Papanikolaou, 2015, "In Search of Ideas: Technological Innovation and Executive Pay Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 21795, Dec.
7. Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2018, "Digital Financial Services Go a Long Way: Transaction Costs and Financial Inclusion," AEA Papers and Proceedings, American Economic Association, volume 108, pages 444-448, May.
8. Zhuo Chen & Gregory Connor & Robert A Korajczyk, 2018, "A Performance Comparison of Large-n Factor Estimators," The Review of Asset Pricing Studies, Society for Financial Studies, volume 8, issue 1, pages 153-182.
   
   • Gregory Connor & Zhuo Chen & Robert A. Korajczyk, 2014, "A Performance Comparison of Large-n Factor Estimators," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n255-14.pdf.
9. Martin Eichenbaum & Benjamin Johannsen & Sergio Rebelo, 2018, "Understanding the Volatility of the Canadian Exchange Rate," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 502, February.

2017

1. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017, "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1335-1386, June.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
2. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2017, "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 317-365.
   
   • Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016, "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers, National Bureau of Economic Research, Inc, number 22148, Apr.
3. Bernard S. Black & Amy R. Wagner & Zenon Zabinski, 2017, "The Association between Patient Safety Indicators and Medical Malpractice Risk: Evidence from Florida and Texas," American Journal of Health Economics, MIT Press, volume 3, issue 2, pages 109-139, Spring.
4. Bernard Black & José-Antonio Espín-Sánchez & Eric French & Kate Litvak, 2017, "The Long-Term Effect of Health Insurance on Near-Elderly Health and Mortality," American Journal of Health Economics, MIT Press, volume 3, issue 3, pages 281-311, Summer.
   
   • Bernard Black & José-Antonio Espín-Sánchez & Eric French & Kate Litvak, 2017, "The Long-Term Effect of Health Insurance on Near-Elderly Health and Mortality," American Journal of Health Economics, University of Chicago Press, volume 3, issue 3, pages 281-311, Summer.
5. Paik, Myungho & Black, Bernard & Hyman, David A., 2017, "Damage caps and defensive medicine, revisited," Journal of Health Economics, Elsevier, volume 51, issue C, pages 84-97, DOI: 10.1016/j.jhealeco.2016.11.001.
6. Ararat, Melsa & Black, Bernard S. & Yurtoglu, B. Burcin, 2017, "The effect of corporate governance on firm value and profitability: Time-series evidence from Turkey," Emerging Markets Review, Elsevier, volume 30, issue C, pages 113-132, DOI: 10.1016/j.ememar.2016.10.001.
7. Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017, "The price of variance risk," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 225-250, DOI: 10.1016/j.jfineco.2016.04.003.
   
   • Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015, "The Price of Variance Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 21182, May.
8. Ian Dew-Becker, 2017, "How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 631-666.
9. Carola Frydman & Eric Hilt, 2017, "Investment Banks as Corporate Monitors in the Early Twentieth Century United States," American Economic Review, American Economic Association, volume 107, issue 7, pages 1938-1970, July.
10. Binying Liu & Iwan Meier & José Liberti & Ravi Jagannathan, 2017, "A Firm's Cost of Capital," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 259-282, November, DOI: 10.1146/annurev-financial-110716-03.
11. Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017, "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 665-712.
    
    • Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012, "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 17769, Jan.
12. Nir Jaimovich & Sergio Rebelo, 2017, "Nonlinear Effects of Taxation on Growth," Journal of Political Economy, University of Chicago Press, volume 125, issue 1, pages 265-291, DOI: 10.1086/689607.
    
    • Rebelo, Sérgio & Jaimovich, Nir, 2012, "Non-linear Effects of Taxation on Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 9261, Dec.
    • Nir Jaimovich & Sergio Rebelo, 2013, "Non-linear effects of taxation on growth," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2013-02.
    • Nir Jaimovich & Sergio Rebelo, 2012, "Non-linear Effects of Taxation on Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18473, Oct.

2016

1. Arismendi, Juan C. & Back, Janis & Prokopczuk, Marcel & Paschke, Raphael & Rudolf, Markus, 2016, "Seasonal Stochastic Volatility: Implications for the pricing of commodity options," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 53-65, DOI: 10.1016/j.jbankfin.2016.02.001.
   
   • Janis Back & Marcel Prokopczuk & Markus Rudolf, 2011, "Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-16, Jun.
2. Sobreiro, Vinicius Amorim & Cruz Cacique da Costa, Thiago Raymon & Farias Nazário, Rodolfo Toríbio & Lima e Silva, Jéssica & Moreira, Eduardo Alves & Lima Filho, Marcius Correia & Kimura, Herbert & Ar, 2016, "The profitability of moving average trading rules in BRICS and emerging stock markets," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 86-101, DOI: 10.1016/j.najef.2016.08.003.
3. Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi, 2016, "Validation of default probability models: A stress testing approach," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 70-85, DOI: 10.1016/j.irfa.2016.06.007.
4. J. C. Arismendi & Marcel Prokopczuk, 2016, "A moment-based analytic approximation of the risk-neutral density of American options," Applied Mathematical Finance, Taylor & Francis Journals, volume 23, issue 6, pages 409-444, November, DOI: 10.1080/1350486X.2017.1297726.
5. Atanasov, Vladimir & Black, Bernard, 2016, "Shock-Based Causal Inference in Corporate Finance and Accounting Research," Critical Finance Review, now publishers, volume 5, issue 2, pages 207-304, December, DOI: 10.1561/104.00000036.
6. Kowsar Yousefi & Bernard Black, 2016, "Three-Party Settlement Bargaining with an Insurer Duty to Settle: Structural Model and Evidence from Malpractice Claims," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 1, pages 180-212.
7. Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, volume 106, issue 9, pages 2494-2527, September.
   
   • Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk is the Worst-Case Scenario," NBER Working Papers, National Bureau of Economic Research, Inc, number 22416, Jul.
   • Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
8. Ian Dew-Becker & Stefano Giglio, 2016, "Asset Pricing in the Frequency Domain: Theory and Empirics," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2029-2068.
   
   • Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
   • Stefano Giglio & Ian Dew-Becker, 2013, "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers, Society for Economic Dynamics, number 1244.
9. Gene Amromin & Janice Eberly, 2016, "Education Financing and Student Lending," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 289-315, October.
10. Higgins, Sean & Lustig, Nora, 2016, "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Journal of Development Economics, Elsevier, volume 122, issue C, pages 63-75, DOI: 10.1016/j.jdeveco.2016.04.001.
    
    • Sean Higgins & Nora Lustig, 2015, "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 363, Apr.
    • Sean Higgins & Nora Lustig, 2015, "Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 33, Apr.
11. Jagannathan, Ravi & Matsa, David A. & Meier, Iwan & Tarhan, Vefa, 2016, "Why do firms use high discount rates?," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 445-463, DOI: 10.1016/j.jfineco.2016.01.012.
12. Kamara, Avraham & Korajczyk, Robert A. & Lou, Xiaoxia & Sadka, Ronnie, 2016, "Horizon Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 6, pages 1769-1793, December.
13. Fuchs, William & Green, Brett & Papanikolaou, Dimitris, 2016, "Adverse selection, slow-moving capital, and misallocation," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 286-308, DOI: 10.1016/j.jfineco.2016.01.001.
    
    • Dimitris Papanikolaou & Brett Green & William Fuchs, 2014, "Adverse Selection, Slow Moving Capital and Misallocation," 2014 Meeting Papers, Society for Economic Dynamics, number 124.
14. Murfin, Justin & Petersen, Mitchell, 2016, "Loans on sale: Credit market seasonality, borrower need, and lender rents," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 300-326, DOI: 10.1016/j.jfineco.2015.09.011.
    
    • Justin Murfin & Mitchell Petersen, 2014, "Loans on sale: Credit market seasonality, borrower need, and lender rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 20310, Jul.
15. Paula Bustos & Bruno Caprettini & Jacopo Ponticelli, 2016, "Agricultural Productivity and Structural Transformation: Evidence from Brazil," American Economic Review, American Economic Association, volume 106, issue 6, pages 1320-1365, June.
    
    • Bruno Caprettini & Jacopo Ponticelli & Paula Bustos, 2015, "Agricultural Productivity and Structural Transformation. Evidence from Brazil," Working Papers, Barcelona School of Economics, number 736, Sep.
    • Paula Bustos & Bruno Caprettini & Jacopo Ponticelli, 2012, "Agricultural productivity and structural transformation. Evidence from Brazil," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1403, Jul, revised Jun 2015.
16. Jacopo Ponticelli & Leonardo S. Alencar, 2016, "Court Enforcement, Bank Loans, and Firm Investment: Evidence from a Bankruptcy Reform in Brazil," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1365-1413.
    
    • Jacopo Ponticelli & Leonardo S. Alencar, 2016, "Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 425, Apr.
17. Rui Albuquerque & Martin Eichenbaum & Victor Xi Luo & Sergio Rebelo, 2016, "Valuation Risk and Asset Pricing," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2861-2904, December, DOI: 10.1111/jofi.12437.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui, 2012, "Valuation Risk and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 9262, Dec.
    • Rui Albuquerque & Martin S. Eichenbaum & Sergio Rebelo, 2012, "Valuation Risk and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 18617, Dec.
18. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2016, "Understanding Booms and Busts in Housing Markets," Journal of Political Economy, University of Chicago Press, volume 124, issue 4, pages 1088-1147, DOI: 10.1086/686732.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2011, "Understanding Booms and Busts in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8232, Feb.
    • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2012, "Understanding booms and busts in housing markets," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2012-02.
    • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011, "Understanding Booms and Busts in Housing Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16734, Jan.
    • Sergio Rebelo & Martin Eichenbaum & Craig Burnside, 2012, "Understanding Booms and Busts in Housing Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 114.

2015

1. Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015, "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 532-546, DOI: 10.1016/j.jeconom.2015.02.037.
   
   • Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013, "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-52, Jan.
2. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015, "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 558-584, DOI: 10.1016/j.jfineco.2015.06.005.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-56, Dec.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
3. Torben G. Andersen & Oleg Bondarenko, 2015, "Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence," Review of Finance, European Finance Association, volume 19, issue 1, pages 1-54.
4. Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez, 2015, "Exploring Return Dynamics via Corridor Implied Volatility," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 10, pages 2902-2945.
5. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
   
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011, "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-11, May.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012, "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-266, Dec.
   • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012, "Parametric Inference and Dynamic State Recovery from Option Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 18046, May.
6. Benmelech, Efraim & Frydman, Carola, 2015, "Military CEOs," Journal of Financial Economics, Elsevier, volume 117, issue 1, pages 43-59, DOI: 10.1016/j.jfineco.2014.04.009.
   
   • Efraim Benmelech & Carola Frydman, 2014, "Military CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 19782, Jan.
7. Black, Bernard S. & Kim, Woochan & Jang, Hasung & Park, Kyung-Suh, 2015, "How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 131-150, DOI: 10.1016/j.jbankfin.2014.08.020.
8. Hyman, David A. & Silver, Charles & Black, Bernard & Paik, Myungho, 2015, "Does tort reform affect physician supply? Evidence from Texas," International Review of Law and Economics, Elsevier, volume 42, issue C, pages 203-218, DOI: 10.1016/j.irle.2015.02.002.
9. Frydman, Carola, 2015, "Harriman vs. Hill: Wall Street's Great Railroad War.. By Larry Haeg. Minneapolis: University of Minnesota Press. 2013. Pp. ix, 375. $29.95, cloth," The Journal of Economic History, Cambridge University Press, volume 75, issue 1, pages 295-297, March.
10. Carola Frydman & Eric Hilt & Lily Y. Zhou, 2015, "Economic Effects of Runs on Early "Shadow Banks": Trust Companies and the Impact of the Panic of 1907," Journal of Political Economy, University of Chicago Press, volume 123, issue 4, pages 902-940, DOI: 10.1086/681575.
    
    • Carola Frydman & Eric Hilt & Lily Y. Zhou, 2012, "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907," NBER Working Papers, National Bureau of Economic Research, Inc, number 18264, Jul.
11. Jagannathan, Ravi & Jirnyi, Andrei & Sherman, Ann Guenther, 2015, "Share auctions of initial public offerings: Global evidence," Journal of Financial Intermediation, Elsevier, volume 24, issue 3, pages 283-311, DOI: 10.1016/j.jfi.2014.04.006.
12. Ravi Jagannathan & Srikant Marakani, 2015, "Price-Dividend Ratio Factor Proxies for Long-Run Risks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 1-47.
    
    • Ravi Jagannathan & Srikant Marakani, 2011, "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17484, Oct.
13. Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T., 2015, "A Synthesis of Two Factor Estimation Methods," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 4, pages 825-842, August.
14. Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015, "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, volume 76, issue S, pages 21-36, DOI: 10.1016/j.jmoneco.2015.09.010.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui & Papanikolaou, Dimitris, 2015, "Long-run bulls and bears," CEPR Discussion Papers, Centre for Economic Policy Research, number 10351, Jan.
    • Rui Albuquerque & Martin Eichenbaum & Dimitris Papanikolaou & Sergio Rebelo, 2015, "Long-run Bulls and Bears," NBER Working Papers, National Bureau of Economic Research, Inc, number 20858, Jan.
15. Jiro E. Kondo & Dimitris Papanikolaou, 2015, "Financial Relationships and the Limits to Arbitrage," Review of Finance, European Finance Association, volume 19, issue 6, pages 2095-2138.

2014

1. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2014, "A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 3-59, February.
   
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013, "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1078.
2. Andersen, Torben G. & Bondarenko, Oleg, 2014, "VPIN and the flash crash," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 1-46, DOI: 10.1016/j.finmar.2013.05.005.
   
   • Torben G. Andersen & Oleg Bondarenko, 2011, "VPIN and the Flash Crash," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-50, Oct.
3. Andersen, Torben G. & Bondarenko, Oleg, 2014, "Reflecting on the VPIN dispute," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 53-64, DOI: 10.1016/j.finmar.2013.08.002.
   
   • Torben G. Andersen & Oleg Bondarenko, 2013, "Reflecting on the VPIN Dispute," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-42, Apr.
4. Juliano J. Assunção & Efraim Benmelech & Fernando S. S. Silva, 2014, "Repossession and the Democratization of Credit," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2661-2689.
   
   • Juliano J. Assunção & Efraim Benmelech & Fernando S. S. Silva, 2012, "Repossession and the Democratization of Credit," NBER Working Papers, National Bureau of Economic Research, Inc, number 17858, Feb.
5. Black, Bernard S. & de Carvalho, Antonio Gledson & Sampaio, Joelson Oliveira, 2014, "The evolution of corporate governance in Brazil," Emerging Markets Review, Elsevier, volume 20, issue C, pages 176-195, DOI: 10.1016/j.ememar.2014.04.004.
6. Black, Bernard & de Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin, 2014, "Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 230-240, DOI: 10.1016/j.jeconom.2014.05.013.
   
   • Black, Bernard & De Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin, 2014, "Methods for Multicountry Studies of Coporate Governance: Evidence from the BRIKT Countries," MPRA Paper, University Library of Munich, Germany, number 56460, Mar.
7. Ian Dew‐Becker, 2014, "Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 5, pages 837-888, August, DOI: 10.1111/jmcb.12130.
8. Janice Eberly & Arvind Krishnamurthy, 2014, "Efficient Credit Policies in a Housing Debt Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 45, issue 2 (Fall), pages 73-136.
9. Robert Korajczyk, 2014, "Market Liquidity: Asset Pricing, Risk, and Crises," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 2, pages 211-212, February, DOI: 10.1080/14697688.2013.826815.
10. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2014, "The Value and Ownership of Intangible Capital," American Economic Review, American Economic Association, volume 104, issue 5, pages 189-194, May.
11. Leonid Kogan & Dimitris Papanikolaou, 2014, "Growth Opportunities, Technology Shocks, and Asset Prices," Journal of Finance, American Finance Association, volume 69, issue 2, pages 675-718, April.
    
    • Leonid Kogan & Dimitris Papanikolaou, 2012, "Growth Opportunities, Technology Shocks, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 17795, Jan.
12. Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014, "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, volume 60, issue 11, pages 2737-2761, November, DOI: 10.1287/mnsc.2014.1986.
    
    • Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013, "Portfolio Choice with Illiquid Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19436, Sep.
13. Martin Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2014, "How Frequent Are Small Price Changes?," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 137-155, April.
    
    • Martin S. Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2012, "How Frequent Are Small Price Changes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17956, Mar.

2013

1. Arismendi, J.C., 2013, "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, volume 117, issue C, pages 41-75, DOI: 10.1016/j.jmva.2013.01.007.
2. Benmelech, Efraim & Dvir, Eyal, 2013, "Does Short-Term Debt Increase Vulnerability to Crisis? Evidence from the East Asian Financial Crisis," Journal of International Economics, Elsevier, volume 89, issue 2, pages 485-494, DOI: 10.1016/j.jinteco.2011.12.004.
   
   • Efraim Benmelech & Eyal Dvir, 2010, "Does short-term debt increase vulnerability to crisis? Evidence from the East Asian financial crisis," Proceedings, Federal Reserve Bank of San Francisco, issue Oct.
   • Efraim Benmelech & Eyal Dvir, 2011, "Does Short-Term Debt Increase Vulnerability to Crisis? Evidence from the East Asian Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17468, Sep.
3. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013, "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, volume 81, issue 4, pages 1455-1481, July, DOI: ECTA7624.
   
   • Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15010, May.
   • Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers, Society for Economic Dynamics, number 102.
4. Jagannathan, Ravi & Kapoor, Mudit & Schaumburg, Ernst, 2013, "Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!," Journal of Financial Intermediation, Elsevier, volume 22, issue 1, pages 4-29, DOI: 10.1016/j.jfi.2012.06.002.
5. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2013, "Organization Capital and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 68, issue 4, pages 1365-1406, August.
   
   • Dimitris Papanikolaou & Andrea Eisfeldt, 2009, "Organization Capital and the Cross-Section of Expected Returns," 2009 Meeting Papers, Society for Economic Dynamics, number 671.
6. Leonid Kogan & Dimitris Papanikolaou, 2013, "Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 11, pages 2718-2759.

2012

1. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
   
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
   • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
2. Efraim Benmelech & Nittai K. Bergman, 2012, "Credit Traps," American Economic Review, American Economic Association, volume 102, issue 6, pages 3004-3032, October.
   
   • Efraim Benmelech & Nittai K. Bergman, 2010, "Credit Traps," NBER Working Papers, National Bureau of Economic Research, Inc, number 16200, Jul.
3. Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012, "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 91-113, DOI: 10.1016/j.jfineco.2012.05.006.
   
   • Efraim Benmelech & Jennifer Dlugosz & Victoria Ivashina, 2011, "Securitization without Adverse Selection: The Case of CLOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16766, Feb.
4. Efraim Benmelech & Nittai K. Bergman & Ricardo J. Enriquez, 2012, "Negotiating with Labor under Financial Distress," The Review of Corporate Finance Studies, Society for Financial Studies, volume 1, issue 1, pages 28-67.
   
   • Efraim Benmelech & Nittai K. Bergman & Ricardo Enriquez, 2011, "Negotiating with Labor Under Financial Distress," NBER Working Papers, National Bureau of Economic Research, Inc, number 17192, Jul.
5. Myungho Paik & Bernard S. Black & David A. Hyman & William M. Sage & Charles M. Silver, 2012, "How Do the Elderly Fare in Medical Malpractice Litigation, Before and After Tort Reform? Evidence from Texas," American Law and Economics Review, American Law and Economics Association, volume 14, issue 2, pages 561-600.
6. Black, Bernard & Kim, Woochan, 2012, "The effect of board structure on firm value: A multiple identification strategies approach using Korean data," Journal of Financial Economics, Elsevier, volume 104, issue 1, pages 203-226, DOI: 10.1016/j.jfineco.2011.08.001.
   
   • Black, Bernard & Kim, Woochan, 2011, "The effect of board structure on firm value: a multiple identification strategies approach using Korean data," MPRA Paper, University Library of Munich, Germany, number 40283, Jul.
7. Black, Bernard S. & de Carvalho, Antonio Gledson & Gorga, Érica, 2012, "What matters and for which firms for corporate governance in emerging markets? Evidence from Brazil (and other BRIK countries)," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 934-952, DOI: 10.1016/j.jcorpfin.2011.10.001.
8. Ian Dew-Becker & Robert J. Gordon, 2012, "The Role of Labor-Market Changes in the Slowdown of European Productivity," Review of Economics and Institutions, Università di Perugia, volume 3, issue 2.
9. Eberly, Janice & Rebelo, Sergio & Vincent, Nicolas, 2012, "What explains the lagged-investment effect?," Journal of Monetary Economics, Elsevier, volume 59, issue 4, pages 370-380, DOI: 10.1016/j.jmoneco.2012.05.002.
   
   • Rebelo, Sérgio & Eberly, Janice & Vincent, Nicolas, 2011, "What Explains the Lagged Investment Effect?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8309, Apr.
   • Janice C. Eberly & Sergio Rebelo & Nicolas Vincent, 2011, "What Explains the Lagged Investment Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16889, Mar.
10. Andrew B. Abel & Janice C. Eberly, 2012, "Investment, Valuation, and Growth Options," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-32, DOI: 10.1142/S2010139212500012.
11. Frydman, Carola & Molloy, Raven, 2012, "Pay Cuts for the Boss: Executive Compensation in the 1940s," The Journal of Economic History, Cambridge University Press, volume 72, issue 1, pages 225-251, March.
    
    • Carola Frydman & Raven Molloy, 2011, "Pay Cuts for the Boss: Executive Compensation in the 1940s," NBER Working Papers, National Bureau of Economic Research, Inc, number 17303, Aug.
12. Frydman, Carola, 2012, "The Creative Society –And the Price Americans Paid for It. By Louis Galambos. New York: Cambridge University Press, 2012. Pp. ix, 310. $90.00, cloth; $27.99, paper," The Journal of Economic History, Cambridge University Press, volume 72, issue 4, pages 1106-1108, December.
13. Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012, "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 204-220, DOI: 10.1016/j.jfineco.2011.08.011.
    
    • Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009, "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14889, Apr.
14. Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang, 2012, "Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns," Management Science, INFORMS, volume 58, issue 3, pages 507-522, March, DOI: 10.1287/mnsc.1110.1427.
15. Leonid Kogan & Dimitris Papanikolaou, 2012, "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 361-384, October.
16. Vasia Panousi & Dimitris Papanikolaou, 2012, "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, volume 67, issue 3, pages 1113-1148, June, DOI: 10.1111/j.1540-6261.2012.01743.x.
    
    • Vasia Panousi & Dimitris Papanikolaou, 2011, "Investment, idiosyncratic risk, and ownership," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-54.
    • Panousi, Vasia & Papanikolaou, Dimitris, 2009, "Investment, idiosyncratic risk, and ownership," MPRA Paper, University Library of Munich, Germany, number 24239.
17. Michael Faulkender & Mitchell Petersen, 2012, "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 11, pages 3351-3388.
    
    • Michael Faulkender & Mitchell Petersen, 2009, "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 15248, Aug.

2011

1. Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011, "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 176-189, January.
   
   • Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007, "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-14, Aug.
2. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011, "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 220-234, January.
3. Efraim Benmelech & Nittai K. Bergman, 2011, "Bankruptcy and the Collateral Channel," Journal of Finance, American Finance Association, volume 66, issue 2, pages 337-378, April.
   
   • Efraim Benmelech & Nittai K. Bergman, 2010, "Bankruptcy and the Collateral Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 15708, Jan.
4. Benmelech, Efraim & Bergman, Nittai K., 2011, "Vintage capital and creditor protection," Journal of Financial Economics, Elsevier, volume 99, issue 2, pages 308-332, February.
   
   • Efraim Benmelech & Nittai K. Bergman, 2010, "Vintage Capital and Creditor Protection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15735, Feb.
5. Andrew B. Abel & Janice C. Eberly, 2011, "How Q and Cash Flow Affect Investment without Frictions: An Analytic Explanation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 4, pages 1179-1200.
6. Frydman, Carola & Molloy, Raven S., 2011, "Does tax policy affect executive compensation? Evidence from postwar tax reforms," Journal of Public Economics, Elsevier, volume 95, issue 11, pages 1425-1437, DOI: 10.1016/j.jpubeco.2011.02.005.
   
   • Carola Frydman & Raven S. Molloy, 2009, "Does tax policy affect executive compensation? evidence from postwar tax reforms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-30.
   • Carola Frydman & Raven S. Molloy, 2011, "Does Tax Policy Affect Executive Compensation? Evidence from Postwar Tax Reforms," NBER Working Papers, National Bureau of Economic Research, Inc, number 16812, Feb.
7. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2011, "Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 675-720.
8. Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka & Lewis D. Thorson, 2011, "Are You Trading Predictably?," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 2, pages 36-44, March, DOI: 10.2469/faj.v67.n2.6.
9. Dimitris Papanikolaou, 2011, "Investment Shocks and Asset Prices," Journal of Political Economy, University of Chicago Press, volume 119, issue 4, pages 639-685, DOI: 10.1086/662221.
10. Martin Eichenbaum & Nir Jaimovich & Sergio Rebelo, 2011, "Reference Prices, Costs, and Nominal Rigidities," American Economic Review, American Economic Association, volume 101, issue 1, pages 234-262, February.
11. Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2011, "When Is the Government Spending Multiplier Large?," Journal of Political Economy, University of Chicago Press, volume 119, issue 1, pages 78-121, DOI: 10.1086/659312.
    
    • Lawrence J. Christiano & Martin S. Eichenbaum & Sergio Rebelo, 2010, "When is the government spending multiplier large?," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2010-01.
    • Lawrence Christiano & Martin Eichenbaum & Sergio Rebelo, 2009, "When is the government spending multiplier large?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15394, Oct.
12. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2011, "Do Peso Problems Explain the Returns to the Carry Trade?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 853-891.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig & Kleshchelski, Isaac, 2008, "Do Peso Problems Explain the Returns to the Carry Trade?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6873, Jun.
    • A. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio T. Rebelo, 2010, "Do Peso Problems Explain the Returns to the Carry Trade?," Working Papers, Duke University, Department of Economics, number 10-44.
    • A. Craig Burnside & Martin S. Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2008, "Do Peso Problems Explain the Returns to the Carry Trade?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14054, Jun.
13. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011, "Carry Trade and Momentum in Currency Markets," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 511-535, December.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2011, "Carry Trade and Momentum in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8343, Apr.
    • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2011, "Carry Trade and Momentum in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16942, Apr.

2010

1. Torben G. Andersen & Luca Benzoni, 2010, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, volume 65, issue 2, pages 603-653, April, DOI: 10.1111/j.1540-6261.2009.01546.x.
   
   • Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-25, Sep.
   • Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
   • Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
2. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
   
   • Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-21, Aug.
   • Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per & Orregaard Nielsen, Morten, 2008, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273649, Jul, DOI: 10.22004/ag.econ.273649.
   • Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008, "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper, Economics Department, Queen's University, number 1173, Jul.
3. Efraim Benmelech & Tobias J. Moskowitz, 2010, "The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century," Journal of Finance, American Finance Association, volume 65, issue 3, pages 1029-1073, June, DOI: 10.1111/j.1540-6261.2010.01560.x.
   
   • Efraim Benmelech & Tobias J. Moskowitz, 2007, "The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 12851, Jan.
4. Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2010, "Stock-Based Compensation and CEO (Dis)Incentives," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 4, pages 1769-1820.
   
   • Veronesi, Pietro & Kandel, Eugene & Benmelech, Efraim, 2007, "Stock-Based Compensation and CEO (Dis)Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 6515, Oct.
   • Efraim Benmelech & Eugene Kandel & Pietro Veronesi, 2008, "Stock-Based Compensation and CEO (Dis)Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 13732, Jan.
5. Efraim Benmelech & Claude Berrebi & Esteban F. Klor, 2010, "The Economic Cost of Harboring Terrorism," Journal of Conflict Resolution, Peace Science Society (International), volume 54, issue 2, pages 331-353, April, DOI: 10.1177/0022002709355922.
   
   • Efraim Benmelech & Claude Berrebi & Esteban F. Klor, 2009, "The Economic Cost of Harboring Terrorism," NBER Working Papers, National Bureau of Economic Research, Inc, number 15465, Oct.
6. Balasubramanian, N. & Black, Bernard S. & Khanna, Vikramaditya, 2010, "The relation between firm-level corporate governance and market value: A case study of India," Emerging Markets Review, Elsevier, volume 11, issue 4, pages 319-340, December.
7. Black, Bernard S. & de Carvalho, Antonio Gledson & Gorga, Érica, 2010, "Corporate governance in Brazil," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 21-38, March.
8. Atanasov, Vladimir & Black, Bernard & Ciccotello, Conrad & Gyoshev, Stanley, 2010, "How does law affect finance? An examination of equity tunneling in Bulgaria," Journal of Financial Economics, Elsevier, volume 96, issue 1, pages 155-173, April.
9. Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 75-102, December.
   
   • Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," CESifo Working Paper Series, CESifo, number 3277.
   • Frydman, Carola & Jenter, Dirk, 2010, "CEO Compensation," Research Papers, Stanford University, Graduate School of Business, number 2069, Nov.
   • Carola Frydman & Dirk Jenter, 2010, "CEO Compensation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16585, Dec.
10. Carola Frydman & Raven E. Saks, 2010, "Executive Compensation: A New View from a Long-Term Perspective, 1936--2005," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 5, pages 2099-2138.
    
    • Carola Frydman & Raven E. Saks, 2007, "Executive compensation: a new view from a long-term perspective, 1936-2005," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-35.
    • Carola Frydman & Raven E. Saks, 2008, "Executive Compensation: A New View from a Long-Term Perspective, 1936-2005," NBER Working Papers, National Bureau of Economic Research, Inc, number 14145, Jun.
11. Ravi Jagannathan & Ernst Schaumburg & Guofu Zhou, 2010, "Cross-Sectional Asset Pricing Tests," Annual Review of Financial Economics, Annual Reviews, volume 2, issue 1, pages 49-74, December.
12. Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2010, "Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation," Journal of Finance, American Finance Association, volume 65, issue 1, pages 217-255, February, DOI: 10.1111/j.1540-6261.2009.01528.x.
    
    • Ravi Jagannathan & Alexey Malakhov & Dmitry Novikov, 2006, "Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12015, Feb.
13. Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010, "Intraday Patterns in the Cross‐section of Stock Returns," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1369-1407, August, DOI: 10.1111/j.1540-6261.2010.01573.x.
    
    • Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010, "Intraday Patterns in the Cross-section of Stock Returns," Papers, arXiv.org, number 1005.3535, May.
14. Leonid Kogan & Dimitris Papanikolaou, 2010, "Growth Opportunities and Technology Shocks," American Economic Review, American Economic Association, volume 100, issue 2, pages 532-536, May, DOI: 10.1257/aer.100.2.532.

2009

1. Benmelech, Efraim & Bergman, Nittai K., 2009, "Collateral pricing," Journal of Financial Economics, Elsevier, volume 91, issue 3, pages 339-360, March.
   
   • Efraim Benmelech & Nittai K. Bergman, 2008, "Collateral Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13874, Mar.
2. Benmelech, Efraim & Dlugosz, Jennifer, 2009, "The alchemy of CDO credit ratings," Journal of Monetary Economics, Elsevier, volume 56, issue 5, pages 617-634, July.
   
   • Efraim Benmelech & Jennifer Dlugosz, 2009, "The Alchemy of CDO Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 14878, Apr.
3. Efraim Benmelech, 2009, "Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 4, pages 1545-1584, April.
4. Bernard S. Black & Antonio Gledson de Carvalho & Érica C. R. Gorga, 2009, "The Corporate Governance of Privately Controlled Brazilian Firms," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 385-428.
5. Ian Dew-Becker, 2009, "How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation in America ," CESifo Economic Studies, CESifo Group, volume 55, issue 3-4, pages 434-457.
6. Janice Eberly & Neng Wang, 2009, "Capital Reallocation and Growth," American Economic Review, American Economic Association, volume 99, issue 2, pages 560-566, May.
7. Carola Frydman, 2009, "Learning from the Past: Trends in Executive Compensation over the 20th Century," CESifo Economic Studies, CESifo Group, volume 55, issue 3-4, pages 458-481.
8. Jagannathan Ravi & Boyd John, 2009, "Avoiding the Next Crisis," The Economists' Voice, De Gruyter, volume 6, issue 7, pages 1-5, July, DOI: 10.2202/1553-3832.1483.
9. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2009, "Jackknife Estimator for Tracking Error Variance of Optimal Portfolios," Management Science, INFORMS, volume 55, issue 6, pages 990-1002, June, DOI: 10.1287/mnsc.1090.1001.
10. Mitchell A. Petersen, 2009, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 1, pages 435-480, January.
    
    • Mitchell A. Petersen, 2005, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 11280, Apr.
11. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007, "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 6399, Jul.
    • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007, "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 13278, Jul.
12. Nir Jaimovich & Sergio Rebelo, 2009, "Can News about the Future Drive the Business Cycle?," American Economic Review, American Economic Association, volume 99, issue 4, pages 1097-1118, September, DOI: 10.1257/aer.99.4.1097.
    
    • Rebelo, Sérgio & Jaimovich, Nir, 2006, "Can News About the Future Drive the Business Cycle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5877, Oct.
    • Nir Jaimovich & Sergio Rebelo, 2006, "Can News About the Future Drive the Business Cycle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12537, Sep.
    • Nir Jaimovich & Sergio Rebelo, 2006, "Can News About the Future Drive the Business Cycle?," 2006 Meeting Papers, Society for Economic Dynamics, number 31.

2008

1. Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 4, pages 1635-1677.
   
   • Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," NBER Working Papers, National Bureau of Economic Research, Inc, number 14059, Jun.
2. Charles Silver & Kathryn Zeiler & Bernard S Black & David A Hyman & William M Sage, 2008, "Malpractice Payouts and Malpractice Insurance: Evidence from Texas Closed Claims, 1990–2003*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 33, issue 2, pages 177-192, April.
3. Henry T. C. Hu & Bernard Black, 2008, "Debt, Equity and Hybrid Decoupling: Governance and Systemic Risk Implications," European Financial Management, European Financial Management Association, volume 14, issue 4, pages 663-709, September, DOI: 10.1111/j.1468-036X.2008.00450.x.
4. Frydman, Carola, 2008, "The Speculation Economy: How Finance Triumphed Over Industry. By Lawrence E. Mitchell. San Francisco: Berrett-Koehler Publishers, Inc., 2007. Pp. ix, 395. $35," The Journal of Economic History, Cambridge University Press, volume 68, issue 2, pages 637-638, June.
5. Korajczyk, Robert A. & Sadka, Ronnie, 2008, "Pricing the commonality across alternative measures of liquidity," Journal of Financial Economics, Elsevier, volume 87, issue 1, pages 45-72, January.
6. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2008, "Carry Trade: The Gains of Diversification," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 581-588, 04-05.
7. Nir Jaimovich & Sergio Rebelo, 2008, "News and Business Cycles in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 8, pages 1699-1711, December.
   
   • Rebelo, Sérgio & Jaimovich, Nir, 2007, "News and Business Cycles in Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 6520, Oct.
   • Nir Jaimovich & Sergio Rebelo, 2007, "News and Business Cycles in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 13444, Sep.
   • Nir Jaimovich & Sergio Rebelo, 2007, "News and Business Cycles in Open Economies," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-016, Sep.
8. Sergio Rebelo & Carlos A. Végh, 2008, "When is it Optimal to Abandon a Fixed Exchange Rate? -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 3, pages 929-955.

2007

1. Andersen, Torben G., 2007, "Editorial Announcement," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 1-1, January.
2. Andersen, Torben G. & Lewbel, Arthur & Ng, Serena, 2007, "Editors' Report 2006," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 503-503, October.
   
   • Andersen, Torben G., 2006, "Editor Report 2005," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 505-505, October.
3. Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
   
   • Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
4. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007, "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, volume 73, issue 2, pages 251-277, November.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007, "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-20, Aug.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006, "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 871.
5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-18, Aug.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005, "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11775, Nov.
6. Efraim Benmelech & Claude Berrebi, 2007, "Human Capital and the Productivity of Suicide Bombers," Journal of Economic Perspectives, American Economic Association, volume 21, issue 3, pages 223-238, Summer.
7. Kathryn Zeiler & Charles Silver & Bernard Black & David A. Hyman & William M. Sage, 2007, "Physicians' Insurance Limits and Malpractice Payments: Evidence from Texas Closed Claims, 1990-2003," The Journal of Legal Studies, University of Chicago Press, volume 36, issue S2, pages 9-45, June, DOI: 10.1086/519467.
8. Hu, Henry T.C. & Black, Bernard, 2007, "Hedge funds, insiders, and the decoupling of economic and voting ownership: Empty voting and hidden (morphable) ownership," Journal of Corporate Finance, Elsevier, volume 13, issue 2-3, pages 343-367, June.
9. Robert J. Gordon & Ian Dew-Becker, 2007, "Selected Issues in the Rise of Income Inequality," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 38, issue 2, pages 169-192.
10. Robert J. Gordon & Ian Dew-Becker & Gérard Cornilleau, 2007, "Questions sans réponse sur l'augmentation des inégalités aux États-Unis," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 417-465.
11. Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2007, "Optimal Inattention to the Stock Market," American Economic Review, American Economic Association, volume 97, issue 2, pages 244-249, May.
12. Frydman, Carola, 2007, "The Evolution of the Market for Corporate Executives across the Twentieth Century," The Journal of Economic History, Cambridge University Press, volume 67, issue 2, pages 488-492, June.
13. Ravi Jagannathan & Yong Wang, 2007, "Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1623-1661, August, DOI: 10.1111/j.1540-6261.2007.01253.x.
14. Nir Jaimovich & Sergio Rebelo, 2007, "Behavioral Theories of the Business Cycle," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 361-368, 04-05.
    
    • Rebelo, Sérgio & Jaimovich, Nir, 2006, "Behavioural Theories of the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5909, Oct.
    • Nir Jaimovich & Sergio Rebelo, 2006, "Behavioral Theories of the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 12570, Oct.
    • Nir Jaimovich & Sergio Rebelo, 2006, "Behavioral Theories of the Business Cycle," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-015, Oct.
15. Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2007, "Modeling exchange rate passthrough after large devaluations," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 346-368, March.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5250, Sep.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Modeling Exchange-Rate Passthrough After Large Devaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11638, Sep.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 514, Apr.
16. Martin Eichenbaum & Craig Burnside & Sergio Rebelo, 2007, "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, volume 97, issue 2, pages 333-338, May.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007, "The Returns to Currency Speculation in Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6148, Feb.
    • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007, "The Returns to Currency Speculation in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12916, Feb.

2006

1. Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard, 2006, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 173-179, April.
2. Black, Bernard S. & Jang, Hasung & Kim, Woochan, 2006, "Predicting firms' corporate governance choices: Evidence from Korea," Journal of Corporate Finance, Elsevier, volume 12, issue 3, pages 660-691, June.
3. Black, Bernard S. & Love, Inessa & Rachinsky, Andrei, 2006, "Corporate governance indices and firms' market values: Time series evidence from Russia," Emerging Markets Review, Elsevier, volume 7, issue 4, pages 361-379, December.
4. Bernard S. Black & Brian R. Cheffins & Michael Klausner, 2006, "Outside Director Liability: A Policy Analysis," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 162, issue 1, pages 5-20, March.
5. Bernard S. Black & Hasung Jang & Woochan Kim, 2006, "Does Corporate Governance Predict Firms' Market Values? Evidence from Korea," The Journal of Law, Economics, and Organization, Oxford University Press, volume 22, issue 2, pages 366-413, October.
6. Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver, 2006, "The common and specific components of dynamic volatility," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 231-255, May.
7. Michael Faulkender & Mitchell A. Petersen, 2006, "Does the Source of Capital Affect Capital Structure?," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 1, pages 45-79.
   
   • Michael Faulkender & Mitchell A. Petersen, 2003, "Does the source of capital affect capital structure?," Proceedings, Federal Reserve Bank of Chicago, number 858.
   • Michael Faulkender & Mitchell A. Petersen, 2003, "Does the Source of Capital Affect Capital Structure?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9930, Sep.
8. Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2006, "The importance of nontradable goods' prices in cyclical real exchange rate fluctuations," Japan and the World Economy, Elsevier, volume 18, issue 3, pages 247-253, August.
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5306, Oct.
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 11699, Oct.
   • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 523, Dec.
9. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2006, "Government finance in the wake of currency crises," Journal of Monetary Economics, Elsevier, volume 53, issue 3, pages 401-440, April.
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2003, "Government Finance in the Wake of Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 3939, Jun.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 9786, Jun.
   • Craig Burnside & Martin Eichenbaum, 2005, "Government Finance in the Wake of Currency Crises," 2005 Meeting Papers, Society for Economic Dynamics, number 429.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 501, May.

2005

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, volume 95, issue 2, pages 398-404, May.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11134, Feb.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005, "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-009, Jan.
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2005, "A framework for exploring the macroeconomic determinants of systematic risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/04.
2. Andersen, Torben G., 2005, "Editor's Report 2004," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 495-495, October.
   
   • Andersen, Torben G., 2006, "Editor Report 2005," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 505-505, October.
3. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2005, "Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities," Econometrica, Econometric Society, volume 73, issue 1, pages 279-296, January.
4. Efraim Benmelech & Mark J. Garmaise & Tobias J. Moskowitz, 2005, "Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 120, issue 3, pages 1121-1154.
   
   • Efraim Benmelech & Mark J. Garmaise & Tobias Moskowitz, 2004, "Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11004, Dec.
5. Bernard Black & Brian Cheffins & Michael Klausner, 2005, "Liability Risk for Outside Directors: a Cross‐Border Analysis," European Financial Management, European Financial Management Association, volume 11, issue 2, pages 153-171, March, DOI: 10.1111/j.1354-7798.2005.00280.x.
6. Ian Dew-Becker & Robert J. Gordon, 2005, "Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 2, pages 67-150.
   
   • Gordon, Robert J. & Dew-Becker, Ian, 2005, "Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income," CEPR Discussion Papers, Centre for Economic Policy Research, number 5419, Dec.
   • Ian Dew-Becker & Robert J. Gordon, 2005, "Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 11842, Dec.
7. Ian Dew-Becker & Robert J. Gordon, 2005, "Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises," Proceedings, Federal Reserve Bank of San Francisco.
8. Ravi Jagannathan & Ann E. Sherman, 2005, "Reforming the Bookbuilding Process for IPOs," Journal of Applied Corporate Finance, Morgan Stanley, volume 17, issue 1, pages 67-72, January, DOI: 10.1111/j.1745-6622.2005.017_1.x.
9. John H. Boyd & Jian Hu & Ravi Jagannathan, 2005, "The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks," Journal of Finance, American Finance Association, volume 60, issue 2, pages 649-672, April, DOI: 10.1111/j.1540-6261.2005.00742.x.
   
   • John H. Boyd & Ravi Jagannathan & Jian Hu, 2001, "The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8092, Jan.
10. Berger, Allen N. & Miller, Nathan H. & Petersen, Mitchell A. & Rajan, Raghuram G. & Stein, Jeremy C., 2005, "Does function follow organizational form? Evidence from the lending practices of large and small banks," Journal of Financial Economics, Elsevier, volume 76, issue 2, pages 237-269, May.
    
    • Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does function follow organizational form? evidence from the lending practices of large and small banks," Proceedings, Federal Reserve Bank of Chicago, number 815.
    • Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does Function Follow Organzizational Form? Evidence From the Lending Practices of Large and Small Banks," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1976.
    • Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does Function Follow Organizational Form? Evidence From the Lending Practices of Large and Small Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8752, Jan.
11. Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Large Devaluations and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, volume 113, issue 4, pages 742-784, August, DOI: 10.1086/431254.
    
    • Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2004, "Large Devaluations and the Real Exchange Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4810, Dec.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10986, Dec.
    • Sergio Rebelo & Ariel Burstein & Martin Eichenbaum, 2004, "Large Devaluations and the Real Exchange Rate," 2004 Meeting Papers, Society for Economic Dynamics, number 137.
    • Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 513, Nov.
12. Sergio Rebelo, 2005, "Business Cycles," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 229-250, November.

2004

1. Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004, "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 45, issue 4, pages 1079-1110, November.
   
   • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002, "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers, CIRANO, number 2002s-90, Dec.
2. Torben G. Andersen, 2004, "Discussion," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 1, pages 37-48.
3. Sanjai Bhagat & Bernard Black & Margaret Blair, 2004, "Relational Investing And Firm Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 27, issue 1, pages 1-30, March, DOI: 10.1111/j.1475-6803.2004.00075.x.
4. Mitchell Petersen, 2004, "Comment on Stiroh," Journal of Financial Services Research, Springer;Western Finance Association, volume 25, issue 2, pages 161-167, April, DOI: 10.1023/B:FINA.0000020658.40928.c1.
5. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2004, "Government guarantees and self-fulfilling speculative attacks," Journal of Economic Theory, Elsevier, volume 119, issue 1, pages 31-63, November.
6. Ariel T. Burstein & João C. Neves & Sergio Rebelo, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," Journal of the European Economic Association, MIT Press, volume 2, issue 2-3, pages 302-309, 04/05.
   
   • Rebelo, Sérgio & Neves, Joao C & Burstein, Ariel Tomas, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," CEPR Discussion Papers, Centre for Economic Policy Research, number 4290, Mar.
   • Ariel Burstein & Joao C. Neves & Sergio Rebelo, 2004, "Investment Prices and Exchange Rates: Some Basic Facts," NBER Working Papers, National Bureau of Economic Research, Inc, number 10238, Jan.

2003

1. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, volume 93, issue 1, pages 38-62, March, DOI: 10.1257/000282803321455151.
   
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, Duke University, Department of Economics, number 02-16.
   • Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 02-1, Apr.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 8959, May.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-23, Apr.
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003, "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, volume 71, issue 2, pages 579-625, March.
   
   • Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 8160, Mar.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-01, Jan.
3. Ravi Jagannathan & Tongshu Ma, 2003, "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1651-1683, August, DOI: 10.1111/1540-6261.00580.
   
   • Ravi Jagannathan & Tongshu Ma, 2002, "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps," NBER Working Papers, National Bureau of Economic Research, Inc, number 8922, May.
4. Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003, "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 113-146.
   
   • Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001, "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8682, Dec.
5. Korajczyk, Robert A. & Levy, Amnon, 2003, "Capital structure choice: macroeconomic conditions and financial constraints," Journal of Financial Economics, Elsevier, volume 68, issue 1, pages 75-109, April.
6. 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, volume 50, issue 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, Centre for Economic Policy Research, number 2944, Sep.
   • Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000, "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based-Stabilizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 7862, Aug.
   • Ariel T. Burstein & Joao C. Neves & Sergio Rebelo, 2000, "Distribution Costs and Real Exchange Rate Dynamics During Exchange-Rate-Based Stabilizations," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 473, May.

2002

1. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2002, "An Empirical Investigation of Continuous‐Time Equity Return Models," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1239-1284, June, DOI: 10.1111/1540-6261.00460.
   
   • Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001, "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 8510, Oct.
2. Eberly, Janice C., 2002, "Comment on: Time-varying risk premia and the cost of capital: an alternative implication of the Q theory of investment," Journal of Monetary Economics, Elsevier, volume 49, issue 1, pages 67-74, January.
3. Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002, "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 470-481, October.
4. Ravi Jagannathan & Zhenyu Wang, 2002, "Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods," Journal of Finance, American Finance Association, volume 57, issue 5, pages 2337-2367, October, DOI: 10.1111/1540-6261.00498.
   
   • Ravi Jagannathan & Zhenyu Wang, 2001, "Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 8098, Jan.
5. Basak, Gopal & Jagannathan, Ravi & Sun, Guoqiang, 2002, "A direct test for the mean variance efficiency of a portfolio," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 7-8, pages 1195-1215, July.
6. Ravi Jagannathan & Iwan Meier, 2002, "Do We Need CAPM for Capital Budgeting?," Financial Management, Financial Management Association, volume 31, issue 4, Winter.
   
   • Ravi Jagannathan & Iwan Meier, 2002, "Do We Need CAPM for Capital Budgeting?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8719, Jan.
7. William J. Breen & Laurie Simon Hodrick & Robert A. Korajczyk, 2002, "Predicting Equity Liquidity," Management Science, INFORMS, volume 48, issue 4, pages 470-483, April, DOI: 10.1287/mnsc.48.4.470.210.
8. John Heaton & Robert Korajczyk, 2002, "Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 2, pages 353-362, March.
9. King, Robert G & Plosser, Charles I & Rebelo, Sergio T, 2002, "Production, Growth and Business Cycles: Technical Appendix," Computational Economics, Springer;Society for Computational Economics, volume 20, issue 1-2, pages 87-116, October.
   
   • Morten Ravn, undated, "King-Plosser-Rebelo GAUSS programmes," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 104, revised .

2001

1. Andersen T. G & Bollerslev T. & Diebold F. X & Labys P., 2001, "The Distribution of Realized Exchange Rate Volatility," Journal of the American Statistical Association, American Statistical Association, volume 96, pages 42-55, March.
2. Torben G. Andersen & Tim Bollerslev & Ashish Das, 2001, "Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns," Journal of Finance, American Finance Association, volume 56, issue 1, pages 305-327, February, DOI: 10.1111/0022-1082.00326.
3. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001, "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, volume 61, issue 1, pages 43-76, July.
4. Black, Bernard, 2001, "The corporate governance behavior and market value of Russian firms," Emerging Markets Review, Elsevier, volume 2, issue 2, pages 89-108, June.
5. Gomes, Joao & Greenwood, Jeremy & Rebelo, Sergio, 2001, "Equilibrium unemployment," Journal of Monetary Economics, Elsevier, volume 48, issue 1, pages 109-152, August.
   
   • Rebelo, Sergio & Gomes, Joao & Greenwood, Jeremy, 1997, "Equilibrium Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 1602, Mar.
   • Joao Gomes & Jeremy Greenwood & Sergio Rebelo, 1997, "Equilibrium Unemployment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5922, Feb.
   • Joao Gomes & Jeremy Greenwood & Sergio T. Rebelo, 2001, "Equilibrium Unemployment," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 479, Feb.
6. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001, "Hedging and financial fragility in fixed exchange rate regimes," European Economic Review, Elsevier, volume 45, issue 7, pages 1151-1193.
   
   • Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 2171, Jun.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1999, "Hedging and financial fragility in fixed exchange rate regimes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-11.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1999, "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 7143, May.
7. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "Prospective Deficits and the Asian Currency Crisis," Journal of Political Economy, University of Chicago Press, volume 109, issue 6, pages 1155-1197, December, DOI: 10.1086/323271.
   
   • Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1998, "Prospective Deficits and the Asian Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 2015, Nov.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1998, "Prospective deficits and the Asian currency crisis," Working Paper Series, Federal Reserve Bank of Chicago, number WP-98-5.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1998, "Prospective Deficits and the Asian Currency Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 6758, Oct.
   • Burnside, C. & Eichenbaum, M. & Rebelo, S., 1998, "Prospective Deficits and the Asian Currency Crisis," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 458.
   • Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergi, 1999, "Prospective deficits and the asian currency crisis," Policy Research Working Paper Series, The World Bank, number 2174, Sep.
8. Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 2001, "Beyond Balanced Growth," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 4, pages 869-882.
   
   • Rebelo, Sergio & Kongsamut, Piyabha & Xie, Danyang, 1997, "Beyond Balanced Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 1693, Aug.
   • Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 2001, "Beyond Balanced Growth," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 648.
   • Mr. Sergio Rebelo & Ms. Piyabha Kongsamut & Danyang Xie, 2001, "Beyond Balanced Growth," IMF Working Papers, International Monetary Fund, number 2001/085, Jun.
   • Piyabha Kongsamut & Sergio Rebelo & Danyang Xie, 1997, "Beyond Balanced Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 6159, Sep.
   • Kongsamut, P. & Rebelo, S. & Xie, D., 1997, "Beyong Balanced Growth," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 438.

2000

1. Andersen, Torben G, 2000, "Some Reflections on Analysis of High-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 2, pages 146-153, April.
2. Andersen, Torben G., 2000, "Simulation-Based Econometric Methods," Econometric Theory, Cambridge University Press, volume 16, issue 1, pages 131-138, February.
3. Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000, "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 2, pages 107-130, June.
4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," NBER Working Papers, National Bureau of Economic Research, Inc, number 7488, Jan.
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
5. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000, "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 24, issue Fall, pages 3-19.
   
   • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001, "The Declining U.S. Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 8172, Mar.
6. Mitchell A. Petersen & S. Ramu Thiagarajan, 2000, "Risk Measurement and Hedging: With and Without Derivatives," Financial Management, Financial Management Association, volume 29, issue 4, Winter.
7. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2000, "Understanding the Korean and Thai currency crises," Economic Perspectives, Federal Reserve Bank of Chicago, volume 25, issue Q III, pages 45-60.
8. Rebelo, Sergio, 2000, "Interest-rate and borrowing defense against speculative attack a comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 53, issue 1, pages 349-359, December.
9. Albuquerque, Rui & Rebelo, Sergio, 2000, "On the dynamics of trade reform," Journal of International Economics, Elsevier, volume 51, issue 1, pages 21-47, June.
   
   • Rui Albuquerque & Sergio Rebelo, 1998, "On the Dynamics of Trade Reform," NBER Working Papers, National Bureau of Economic Research, Inc, number 6700, Aug.

1999

1. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999, "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, volume 91, issue 1, pages 61-87, July.
2. Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999, "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, volume 6, issue 5, pages 457-477, December.
3. Bernard S. Black & Ronald J. Gilson, 1999, "Does Venture Capital Require An Active Stock Market?," Journal of Applied Corporate Finance, Morgan Stanley, volume 11, issue 4, pages 36-48, January, DOI: 10.1111/j.1745-6622.1999.tb00512.x.
4. Abel, Andrew B. & Eberly, Janice C., 1999, "The effects of irreversibility and uncertainty on capital accumulation," Journal of Monetary Economics, Elsevier, volume 44, issue 3, pages 339-377, December.
   
   • Andrew B. Abel & Janice B. Eberly, undated, "The Effects of Irreversibility and Uncertainty on Capital Accumulation," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-95.
   • Andrew B. Abel & Janice C. Eberly, 1995, "The Effects of Irreversibility and Uncertainty on Capital Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 5363, Nov.
5. Jagannathan, Ravi & Srinivasan, Shaker B., 1999, "Does product market competition reduce agency costs?," The North American Journal of Economics and Finance, Elsevier, volume 10, issue 2, pages 387-399.
   
   • Ravi Jagannathan & Shaker B. Srinivasan, 2000, "Does Product Market Competition Reduce Agency Costs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7480, Jan.
6. Petersen, Mitchell A., 1999, "Comment on Jayaratne and Wolken," Journal of Banking & Finance, Elsevier, volume 23, issue 2-4, pages 459-462, February.
7. Rebelo, Sergio & Xie, Danyang, 1999, "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, volume 43, issue 2, pages 263-282, April.
   
   • Sergio Rebelo & Danyang Xie, 1997, "On the Optimality of Interest Rate Smoothing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5947, Feb.
   • Rebelo, S. & Xie, D., 1996, "On the Optimality of Interest Rate Smoothing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 427.

1998

1. T. G. Andersen & T. Bollerslev, 1998, "Towards a unified framework for high and low frequency return volatility modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 52, issue 3, pages 273-302, November, DOI: 10.1111/1467-9574.00085.
2. Andersen, Torben G., 1998, "The Econometrics Of Financial Markets," Econometric Theory, Cambridge University Press, volume 14, issue 5, pages 671-685, October.
3. Andersen, Torben G & Bollerslev, Tim, 1998, "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 885-905, November.
4. Black, Bernard S. & Gilson, Ronald J., 1998, "Venture capital and the structure of capital markets: banks versus stock markets," Journal of Financial Economics, Elsevier, volume 47, issue 3, pages 243-277, March.
5. Abel, Andrew B. & Eberly, Janice C., 1998, "The mix and scale of factors with irreversibility and fixed costs of investment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 48, issue 1, pages 101-135, June.
   
   • Andrew B. Abel & Janice C. Eberly, 1997, "The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6148, Aug.
6. Frank, Murray & Jagannathan, Ravi, 1998, "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Journal of Financial Economics, Elsevier, volume 47, issue 2, pages 161-188, February.
   
   • Murray Frank & Ravi Jagannathan, 1997, "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Staff Report, Federal Reserve Bank of Minneapolis, number 229, DOI: 10.21034/sr.229.
7. Jagannathan, Ravi & Kubota, Keiichi & Takehara, Hitoshi, 1998, "Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market," The Journal of Business, University of Chicago Press, volume 71, issue 3, pages 319-347, July, DOI: 10.1086/209747.
   
   • Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara, 1997, "Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 117, DOI: 10.21034/dp.117.

1997

1. Andersen, Torben G & Bollerslev, Tim, 1997, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," Journal of Finance, American Finance Association, volume 52, issue 3, pages 975-1005, July.
   
   • Torben G. Andersen & Tim Bollerslev, 1996, "Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5752, Sep.
2. Andersen, Torben G. & Sorensen, Bent E., 1997, "GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 397-403.
3. Andersen, Torben G. & Lund, Jesper, 1997, "Estimating continuous-time stochastic volatility models of the short-term interest rate," Journal of Econometrics, Elsevier, volume 77, issue 2, pages 343-377, April.
4. Andersen, Torben G. & Bollerslev, Tim, 1997, "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 115-158, June.
5. Abel, Andrew B. & Eberly, Janice C., 1997, "An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 4-5, pages 831-852, May.
6. Eberly, Janice C., 1997, "International evidence on investment and fundamentals," European Economic Review, Elsevier, volume 41, issue 6, pages 1055-1078, June.
7. Eberly, Janice C. & Van Mieghem, Jan A., 1997, "Multi-factor Dynamic Investment under Uncertainty," Journal of Economic Theory, Elsevier, volume 75, issue 2, pages 345-387, August.
8. Hansen, Lars Peter & Jagannathan, Ravi, 1997, "Assessing Specification Errors in Stochastic Discount Factor Models," Journal of Finance, American Finance Association, volume 52, issue 2, pages 557-590, June.
   
   • Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing specification errors in stochastic discount factor models," Staff Report, Federal Reserve Bank of Minneapolis, number 167, DOI: 10.21034/sr.167.
   • Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing Specification Errors in Stochastic Discount Factor Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0153, Feb.
9. Petersen, Mitchell A & Rajan, Raghuram G, 1997, "Trade Credit: Theories and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 3, pages 661-691.
   
   • Mitchell A. Petersen & Raghuram G. Rajan, 1996, "Trade Credit: Theories and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 5602, Jun.
   • Mitchell A. Petersen & Raghuram G. Rajan, undated, "Trade Credit: Theories and Evidence," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 322.
10. Rebelo, Sergio, 1997, "Comment on "Money in a Real Business Cycle Model."," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 4, pages 612-615, November.

1996

1. Andersen, Torben G & Sorensen, Bent E, 1996, "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 328-352, July.
   
   • Torben G. Andersen & Bent E. Sorensen, 1995, "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers, University of Copenhagen. Department of Economics, number 95-19, Dec.
   • Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, undated, "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997, Society for Computational Economics, number 6.
2. Andersen, Torben G, 1996, "Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility," Journal of Finance, American Finance Association, volume 51, issue 1, pages 169-204, March.
3. Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1996, "Options, the Value of Capital, and Investment," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 111, issue 3, pages 753-777.
   
   • Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, undated, "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-95.
   • Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1995, "Options, the Value of Capital, and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5227, Aug.
4. Andrew B. Abel & Janice C. Eberly, 1996, "Optimal Investment with Costly Reversibility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 63, issue 4, pages 581-593.
   
   • Andrew B. Abel & Janice C. Eberly, 1995, "Optimal Investment with Costly Reversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 5091, Apr.
5. Jagannathan, Ravi & Wang, Zhenyu, 1996, "The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 51, issue 1, pages 3-53, March.
   
   • Ravi Jagannathan & Zhenyu Wang, 1996, "The conditional CAPM and the cross-section of expected returns," Staff Report, Federal Reserve Bank of Minneapolis, number 208.
6. Ravi Jagannathan & Narayana R. Kocherlakota, 1996, "Why should older people invest less in stock than younger people?," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 20, issue Sum, pages 11-23.
7. Korajczyk, Robert A, 1996, "A Measure of Stock Market Integration for Developed and Emerging Markets," The World Bank Economic Review, World Bank, volume 10, issue 2, pages 267-289, May.
   
   • Korajczyk, Robert A., 1995, "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series, The World Bank, number 1482, Jun.
8. Burnside, A. Craig & Eichenbaum, Martin S. & Rebelo, Sergio T., 1996, "Sectoral Solow residuals," European Economic Review, Elsevier, volume 40, issue 3-5, pages 861-869, April.
   
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1995, "Sectoral Solow residuals," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-15.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Sectoral Solow Residuals," NBER Working Papers, National Bureau of Economic Research, Inc, number 5286, Oct.

1995

1. Braun, Phillip A & Nelson, Daniel B & Sunier, Alain M, 1995, "Good News, Bad News, Volatility, and Betas," Journal of Finance, American Finance Association, volume 50, issue 5, pages 1575-1603, December.
2. Ravi Jagannathan & Ellen R. McGrattan, 1995, "The CAPM debate," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 19, issue Fall, pages 2-17.
3. Ferson, Wayne E & Korajczyk, Robert A, 1995, "Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?," The Journal of Business, University of Chicago Press, volume 68, issue 3, pages 309-349, July, DOI: 10.1086/296667.
4. Stokey, Nancy L & Rebelo, Sergio, 1995, "Growth Effects of Flat-Rate Taxes," Journal of Political Economy, University of Chicago Press, volume 103, issue 3, pages 519-550, June, DOI: 10.1086/261993.
   
   • Nancy L. Stokey & Sergio Rebelo, 1993, "Growth Effects of Flat-Rate Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 4426, Aug.
5. Correia, Isabel & Neves, Joao C. & Rebelo, Sergio, 1995, "Business cycles in a small open economy," European Economic Review, Elsevier, volume 39, issue 6, pages 1089-1113, June.
   
   • Rebelo, Sergio & Correia, Isabel & Neves, Joao C, 1994, "Business Cycles in a Small Open Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 996, Jul.
   • Correia, I. & Rabelo, S. & Naves, J.C., 1994, "Business Cycles in a Small Open Economy," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 382.

1994

1. Andersen, Torben G, 1994, "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 389-392, October.
2. Black, Bernard S., 1994, "A proposal for implementing retail competition in the electricity industry," The Electricity Journal, Elsevier, volume 7, issue 8, pages 58-72, October.
3. Abel, Andrew B & Eberly, Janice C, 1994, "A Unified Model of Investment under Uncertainty," American Economic Review, American Economic Association, volume 84, issue 5, pages 1369-1384, December.
   
   • Andrew B. Abel & Janice C. Eberly, undated, "A Unified Model of Investment Under Uncertainty," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-93.
   • Andrew B. Abel & Janice C. Eberly, 1993, "A Unified Model of Investment Under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 4296, Mar.
4. Eberly, Janice C, 1994, "Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases," Journal of Political Economy, University of Chicago Press, volume 102, issue 3, pages 403-436, June, DOI: 10.1086/261940.
   
   • Janice C. Eberly, undated, "Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 22-91.
   • Eberly, J.C., 1990, "Adjustment of Consumers'durables Stocks: Evidence from Automobile Purchases," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 22-91.
5. Glosten, L. R. & Jagannathan, R., 1994, "A contingent claim approach to performance evaluation," Journal of Empirical Finance, Elsevier, volume 1, issue 2, pages 133-160, January.
   
   • Lawrence R. Glosten & Ravi Jagannathan, 1993, "A contingent claim approach to performance evaluation," Staff Report, Federal Reserve Bank of Minneapolis, number 159, DOI: 10.21034/sr.159.
6. Boyd, John H & Jagannathan, Ravi, 1994, "Ex-dividend Price Behavior of Common Stocks," The Review of Financial Studies, Society for Financial Studies, volume 7, issue 4, pages 711-741.
   
   • John H. Boyd & Ravi Jagannathan, 1994, "Ex-dividend price behavior of common stocks," Staff Report, Federal Reserve Bank of Minneapolis, number 173, DOI: 10.21034/sr.173.
   • John H. Boyd & Ravi Jagannathan, 1994, "Ex-dividend price behavior of common stocks," Working Papers, Federal Reserve Bank of Minneapolis, number 500, DOI: 10.21034/wp.500.
7. Petersen, Mitchell A & Rajan, Raghuram G, 1994, "The Benefits of Lending Relationships: Evidence from Small Business Data," Journal of Finance, American Finance Association, volume 49, issue 1, pages 3-37, March.
8. Petersen, Mitchell A. & Fialkowski, David, 1994, "Posted versus effective spreads *1: Good prices or bad quotes?," Journal of Financial Economics, Elsevier, volume 35, issue 3, pages 269-292, June.

1993

1. Bernard Black, 1993, "Next Steps In Corporate Governance Reform: 13(D) Rules And Control Person Liability," Journal of Applied Corporate Finance, Morgan Stanley, volume 5, issue 4, pages 49-55, January, DOI: 10.1111/j.1745-6622.1993.tb00362.x.
2. Braun, Phillip A. & Mittnik, Stefan, 1993, "Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 319-341, October.
3. Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993, "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, volume 37, issue 5, pages 897-920, June.
   
   • Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992, "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 4104, Jun.
4. Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993, "On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, volume 48, issue 5, pages 1779-1801, December.
   
   • Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993, "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report, Federal Reserve Bank of Minneapolis, number 157, DOI: 10.21034/sr.157.
5. Connor, Gregory & Korajczyk, Robert A, 1993, "A Test for the Number of Factors in an Approximate Factor Model," Journal of Finance, American Finance Association, volume 48, issue 4, pages 1263-1291, September.
6. King, Robert G & Rebelo, Sergio T, 1993, "Transitional Dynamics and Economic Growth in the Neoclassical Model," American Economic Review, American Economic Association, volume 83, issue 4, pages 908-931, September.
   
   • Robert G. King & Sergio T. Rebelo, 1989, "Transitional Dynamics and Economic Growth in the Neoclassical Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 3185, Nov.
   • King, R.G. & Rebelo, S.T., 1989, "Transitional Dynamics And Economic Growth In The Neoclassical Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 206.
7. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 1993, "Labor Hoarding and the Business Cycle," Journal of Political Economy, University of Chicago Press, volume 101, issue 2, pages 245-273, April, DOI: 10.1086/261875.
   
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1990, "Labor Hoarding and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 3556, Dec.
8. King, Robert G. & Rebelo, Sergio T., 1993, "Low frequency filtering and real business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 17, issue 1-2, pages 207-231.
   
   • King, R.G. & Rebelo, S.T., 1989, "Low Frequency Filtering And Real Business Cycles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 205.
9. Easterly, William & Rebelo, Sergio, 1993, "Fiscal policy and economic growth: An empirical investigation," Journal of Monetary Economics, Elsevier, volume 32, issue 3, pages 417-458, December.
   
   • Rebelo, Sergio & Easterly, William, 1994, "Fiscal Policy and Economic Growth: An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 885, Jan.
   • William Easterly & Sergio Rebelo, 1993, "Fiscal Policy and Economic Growth: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 4499, Oct.
10. Easterly, William & Rebelo, Sergio, 1993, "Marginal income tax rates and economic growth in developing countries," European Economic Review, Elsevier, volume 37, issue 2-3, pages 409-417, April.
    
    • Easterly, William & Rebelo, Sergio, 1992, "Marginal income tax rates and economic growth in developing countries," Policy Research Working Paper Series, The World Bank, number 1050, Nov.

1992

1. Bernard S. Black, 1992, "Institutional Investors And Corporate Governance: The Case For Institutional Voice," Journal of Applied Corporate Finance, Morgan Stanley, volume 5, issue 3, pages 19-32, September, DOI: 10.1111/j.1745-6622.1992.tb00223.x.
2. Korajczyk, Robert A. & Lucas, Deborah J. & McDonald, Robert L., 1992, "Equity Issues with Time-Varying Asymmetric Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 397-417, September.
3. Korajczyk, Robert A. & Viallet, Claude J., 1992, "Equity risk premia and the pricing of foreign exchange risk," Journal of International Economics, Elsevier, volume 33, issue 3-4, pages 199-219, November.
4. Correia, Isabel H. & Neves, Joao L. & Rebelo, Sergio, 1992, "Business cycles from 1850 to 1950 : New facts about old data," European Economic Review, Elsevier, volume 36, issue 2-3, pages 459-467, April.
5. Rebelo, Sergio, 1992, "Growth in open economies," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 36, issue 1, pages 5-46, July.
   
   • Rebelo, Sergio, 1992, "Growth in Open Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 667, Jun.
   • Rebelo, Sergio, 1991, "Growth in open economies," Policy Research Working Paper Series, The World Bank, number 799, Nov.

1991

1. Hansen, Lars Peter & Jagannathan, Ravi, 1991, "Implications of Security Market Data for Models of Dynamic Economies," Journal of Political Economy, University of Chicago Press, volume 99, issue 2, pages 225-262, April, DOI: 10.1086/261749.
   
   • Lars Peter Hansen & Ravi Jagannathan, 1990, "Implications of security market data for models of dynamic economies," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 29, DOI: 10.21034/dp.29.
   • Lars Peter Hansen & Ravi Jagannathan, 1990, "Implications of Security Market Data for Models of Dynamic Economies," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0089, May.
2. Korajczyk, Robert A & Lucas, Deborah J & McDonald, Robert L, 1991, "The Effect of Information Releases on the Pricing and Timing of Equity Issues," The Review of Financial Studies, Society for Financial Studies, volume 4, issue 4, pages 685-708.
3. Rebelo, Sergio, 1991, "Long-Run Policy Analysis and Long-Run Growth," Journal of Political Economy, University of Chicago Press, volume 99, issue 3, pages 500-521, June, DOI: 10.1086/261764.
   
   • Sergio Rebelo, 1999, "Long Run Policy Analysis and Long Run Growth," Levine's Working Paper Archive, David K. Levine, number 2114, Oct.
   • Sergio T. Rebelo, 1990, "Long Run Policy Analysis and Long Run Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 3325, Apr.

1990

1. Hayashi, Fumio & Jagannathan, Ravi, 1990, "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, volume 4, issue 4, pages 401-427, December.
   
   • Fumio Hayashi & Ravi Jagannathan, 1990, "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 30, DOI: 10.21034/dp.30.
   • Fumio Hayashi & Ravi Jagannathan, 1990, "Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 3421, Aug.
2. V. V. Chari & Ravi Jagannathan, 1990, "The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 4, issue Sum, pages 12-24.
3. V. V. Chari & Ravi Jagannathan & Larry Jones, 1990, "Price Stability and Futures Trading in Commodities," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 105, issue 2, pages 527-534.
4. King, Robert G & Rebelo, Sergio, 1990, "Public Policy and Economic Growth: Developing Neoclassical Implications," Journal of Political Economy, University of Chicago Press, volume 98, issue 5, pages 126-150, October.
   
   • Robert G. King & Sergio Rebelo, 1990, "Public Policy and Economic Growth: Developing Neoclassical Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 3338, Apr.
   • King, R.G. & Rebelo, S., 1988, "Public Policy And Economic Growth: Developing Neoclassical Implications," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 225.

1989

1. Jagannathan, Ravi & Palfrey, Thomas R, 1989, "Effects of Insider Trading Disclosures on Speculative Activity and Future Prices," Economic Inquiry, Western Economic Association International, volume 27, issue 3, pages 411-430, July.

1988

1. Connor, Gregory & Korajczyk, Robert A., 1988, "Risk and return in an equilibrium APT : Application of a new test methodology," Journal of Financial Economics, Elsevier, volume 21, issue 2, pages 255-289, September.
2. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988, "Production, growth and business cycles : I. The basic neoclassical model," Journal of Monetary Economics, Elsevier, volume 21, issue 2-3, pages 195-232.
3. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988, "Production, growth and business cycles : II. New directions," Journal of Monetary Economics, Elsevier, volume 21, issue 2-3, pages 309-341.

1987

1. R. Jagannathan, 1987, "Note---Response," Management Science, INFORMS, volume 33, issue 10, pages 1229-1231, October, DOI: 10.1287/mnsc.33.10.1229.

1986

1. Jagannathan, Ravi & Korajczyk, Robert A, 1986, "Assessing the Market Timing Performance of Managed Portfolios," The Journal of Business, University of Chicago Press, volume 59, issue 2, pages 217-235, April, DOI: 10.1086/296326.
2. Breen, William & Jagannathan, Ravi & Ofer, Aharon R, 1986, "Correcting for Heteroscedasticity in Tests for Market Timing Ability," The Journal of Business, University of Chicago Press, volume 59, issue 4, pages 585-598, October, DOI: 10.1086/296356.
3. Connor, Gregory & Korajczyk, Robert A., 1986, "Performance measurement with the arbitrage pricing theory : A new framework for analysis," Journal of Financial Economics, Elsevier, volume 15, issue 3, pages 373-394, March.

1985

1. Jagannathan, Ravi, 1985, "An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, volume 40, issue 1, pages 175-191, March.
2. R. Jagannathan, 1985, "Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models," Management Science, INFORMS, volume 31, issue 1, pages 96-108, January, DOI: 10.1287/mnsc.31.1.96.
3. R. Jagannathan, 1985, "An Algorithm for a Class of Nonconvex Programming Problems with Nonlinear Fractional Objectives," Management Science, INFORMS, volume 31, issue 7, pages 847-851, July, DOI: 10.1287/mnsc.31.7.847.
4. Korajczyk, Robert A, 1985, "The Pricing of Forward Contracts for Foreign Exchange," Journal of Political Economy, University of Chicago Press, volume 93, issue 2, pages 346-368, April, DOI: 10.1086/261303.

1984

1. Jagannathan, Ravi, 1984, "Call options and the risk of underlying securities," Journal of Financial Economics, Elsevier, volume 13, issue 3, pages 425-434, September.

1978

1. R. Jagannathan, 1978, "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem," Management Science, INFORMS, volume 24, issue 11, pages 1138-1149, July, DOI: 10.1287/mnsc.24.11.1138.
   
   • R. Jagannathan, 1979, "Erratum to "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem"," Management Science, INFORMS, volume 25, issue 3, pages 294-295, March, DOI: 10.1287/mnsc.25.3.294.

1974

1. R. Jagannathan, 1974, "A Sequential Algorithm for a Class of Programming Problems with Nonlinear Constraints," Management Science, INFORMS, volume 21, issue 1, pages 13-21, September, DOI: 10.1287/mnsc.21.1.13.

---

Books

2014

1. Leah Platt Boustan & Carola Frydman & Robert A. Margo, 2014, "Human Capital in History: The American Record," NBER Books, National Bureau of Economic Research, Inc, number bous12-1, May.
2. Boustan, Leah Platt & Frydman, Carola & Margo, Robert A. (ed.), 2014, "Human Capital in History," National Bureau of Economic Research Books, University of Chicago Press, number 9780226163895, ISBN: ARRAY(0x68beb460), December.

2010

1. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010, "Portfolio Risk Analysis," Economics Books, Princeton University Press, number 9224, edition 1, December.

---

Chapters

2026

1. Dimitris Papanikolaou, 2026, "Comment on "The Missing Value of Data" 2," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2026, volume 41".

2025

1. Dimitris Papanikolaou, 2025, "Comment on "How Adaptable Are American Workers to AI-Induced Job Displacement?"," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Transformative AI".

2024

1. Carola Frydman & Raven Molloy, 2024, "A Real Great Compression: Inflation and Inequality in the 1940s," NBER Chapters, National Bureau of Economic Research, Inc, "The Economic History of American Inequality: New Evidence and Perspectives".
2. Carola Frydman, 2024, "Comment on "Bankruptcy Resolution and Credit Cycles" 2," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2024, volume 39".

2019

1. Juan C. Arismendi Zambrano, 2019, "Higher-Order Tail Moments in Asset-Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".
2. Janice C. Eberly, 2019, "Comment on "From Good to Bad Concentration? US Industries over the Past 30 Years"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2019, volume 34".
3. Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2019, "Trading Up and the Skill Premium," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2019, volume 34".
   
   • Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2020, "Trading Up and the Skill Premium," NBER Macroeconomics Annual, University of Chicago Press, volume 34, issue 1, pages 285-316, DOI: 10.1086/707185.
   • Rebelo, Sérgio & Jaimovich, Nir & Wong, Arlene & Zhang, Miao Ben, 2019, "Trading Up and the Skill Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 13785, Jun.
   • Nir Jaimovich & Sergio Rebelo & Arlene Wong & Miao Ben Zhang, 2019, "Trading Up and the Skill Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 25931, Jun.

2017

1. Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2017, volume 32".
   
   • Efraim Benmelech & Nittai K. Bergman, 2018, "Credit Market Freezes," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 493-526, DOI: 10.1086/696065.
   • Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23512, Jun.

2014

1. Janice Eberly, 2014, "Defining the Reemerging Role of Fiscal Policy," MIT Press Book Chapters, The MIT Press, chapter 14, "What Have We Learned? Macroeconomic Policy After the Crisis".
2. Leah Platt Boustan & Carola Frydman & Robert A. Margo, 2014, "Introduction to "Human Capital in History: The American Record"," NBER Chapters, National Bureau of Economic Research, Inc, "Human Capital in History: The American Record".
3. Leah Platt Boustan & Carola Frydman & Robert A. Margo, 2014, "Front matter, table of contents, acknowledgements," NBER Chapters, National Bureau of Economic Research, Inc, "Human Capital in History: The American Record".
4. Leah Platt Boustan & Carola Frydman & Robert A. Margo, 2014, "Indexes," NBER Chapters, National Bureau of Economic Research, Inc, "Human Capital in History: The American Record".

2013

1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013, "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00017-2.
   
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012, "Financial Risk Measurement for Financial Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 18084, May.
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-037, Nov.

2012

1. Vladimir Atanasov & Bernard Black & Conrad S. Ciccotello, 2012, "Self-Dealing by Corporate Insiders: Legal Constraints and Loopholes," Chapters, Edward Elgar Publishing, chapter 22, in: Claire A. Hill & Brett H. McDonnell, "Research Handbook on the Economics of Corporate Law".

2010

1. Efraim Benmelech & Jennifer Dlugosz, 2010, "The Credit Rating Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2009, Volume 24".
   
   • Efraim Benmelech & Jennifer Dlugosz, 2009, "The Credit Rating Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15045, Jun.
2. Janice C. Eberly, 2010, "Comment on "Guaranteed versus Direct Lending: The Case of Student Loans"," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring and Managing Federal Financial Risk".
3. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010, "Introduction," Introductory Chapters, Princeton University Press, "Portfolio Risk Analysis".

2009

1. Neil Shephard & Torben G. Andersen, 2009, "Stochastic Volatility: Origins and Overview," Springer Books, Springer, chapter 10, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_10.
   
   • Neil Shephard & Torben Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W04, May.
   • Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
   • Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.

2007

1. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
   
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11069, Jan.
   • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-007, Jan.
   • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/02.

2006

1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006, "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 15, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
2. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006, "Realized Beta: Persistence and Predictability," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20020-8.
   
   • Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
   • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin, 2004, "Realized beta: Persistence and predictability," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/16.

2005

1. Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005, "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
   
   • Arik Ben Dor & Ravi Jagannathan, 2002, "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 9111, Aug.

2003

1. A. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2003, "On the Fiscal Implications of Twin Crises," NBER Chapters, National Bureau of Economic Research, Inc, "Managing Currency Crises in Emerging Markets".
   
   • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2001, "On the Fiscal Implications of Twin Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 2918, Aug.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2001, "On the fiscal implications of twin crises," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-02.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "On the Fiscal Implications of Twin Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8277, May.
   • Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2001, "On the Fiscal Implications of Twin Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 482, May.

1999

1. King, Robert G. & Rebelo, Sergio T., 1999, "Resuscitating real business cycles," Handbook of Macroeconomics, Elsevier, chapter 14, in: J. B. Taylor & M. Woodford, "Handbook of Macroeconomics".
   
   • Robert G. King & Sergio T. Rebelo, 2000, "Resuscitating Real Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 7534, Feb.
   • Robert G. King & Sergio T. Rebelo, 2000, "Resuscitating Real Business Cycles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 467, Jan.

1996

1. Leslie E. Papke & Mitchell A. Petersen & James M. Poterba, 1996, "Do 401(k) Plans Replace Other Employer-Provided Pensions?," NBER Chapters, National Bureau of Economic Research, Inc, "Advances in the Economics of Aging".
   
   • Leslie E. Papke & Mitchell Petersen & James M. Poterba, 1993, "Did 401(k) Plans Replace Other Employer Provided Pensions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4501, Oct.

1995

1. Sergio Rebelo & Carlos Vegh, 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
   
   • Rebelo, Sergio, 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," CEPR Discussion Papers, Centre for Economic Policy Research, number 1220, Aug.
   • Sergio Rebelo & Carlos A. Vegh, 1995, "Real Effects of Exchange Rate-Based Stabilization: An Analysis of Competing Theories," NBER Working Papers, National Bureau of Economic Research, Inc, number 5197, Jul.
   • Rebelo, S. & Vegh, C.A., 1995, "Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 405.
2. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Capital Utilization and Returns to Scale," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1995, Volume 10".
   
   • Eichenbaum, Martin & Rebelo, Sergio & Burnside, Craig, 1995, "Capital Utilization and Returns to Scale," CEPR Discussion Papers, Centre for Economic Policy Research, number 1221, Aug.
   • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1995, "Capital utilization and returns to scale," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-5.
   • Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995, "Capital Utilization and Returns to Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 5125, May.
   • Burnside, C & Eichenbaum, M & Rebelo, S, 1995, "Capital Utilization and Returns to Scale," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 402.

1993

1. Victor Zarnowitz & Phillip Braun, 1993, "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Chapters, National Bureau of Economic Research, Inc, "Business Cycles, Indicators, and Forecasting".
   
   • Victor Zarnowitz & Phillip Braun, 1992, "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 3965, Jan.

1990

1. Robert A. Korajczyk & Deborah Lucas & Robert L. McDonald, 1990, "Understanding Stock Price Behavior around the Time of Equity Issues," NBER Chapters, National Bureau of Economic Research, Inc, "Asymmetric Information, Corporate Finance, and Investment".
   
   • Robert A. Korajczyk & Deborah J. Lucas & Robert L. McDonald, 1989, "Understanding Stock Price Behavior around the Time of Equity Issues," NBER Working Papers, National Bureau of Economic Research, Inc, number 3170, Nov.

---

Software components

2025

1. Tom Doan, 2025, "ABLAGS: RATS procedure to generate Arellano-Bond set of instruments," Statistical Software Components, Boston College Department of Economics, number RTS00001, revised .
2. Tom Doan, 2025, "ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test," Statistical Software Components, Boston College Department of Economics, number RTS00003, revised .
3. Tom Doan, 2025, "ADTEST: RATS procedure to perform Anderson-Darling test for normality," Statistical Software Components, Boston College Department of Economics, number RTS00004, revised .
4. Tom Doan, 2025, "AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference," Statistical Software Components, Boston College Department of Economics, number RTS00005, revised .
   
   • Donald W. K. Andrews & Patrik Guggenberger, 2003, "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, volume 71, issue 2, pages 675-712, March.
5. Tom Doan, 2025, "APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test," Statistical Software Components, Boston College Department of Economics, number RTS00006, revised .
   
   • Andrews, Donald W K & Ploberger, Werner, 1994, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, volume 62, issue 6, pages 1383-1414, November.
6. Tom Doan, 2025, "APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood," Statistical Software Components, Boston College Department of Economics, number RTS00007, revised .
   
   • Andrews, Donald W K & Ploberger, Werner, 1994, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, volume 62, issue 6, pages 1383-1414, November.
7. Tom Doan, 2025, "ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg," Statistical Software Components, Boston College Department of Economics, number RTS00008, revised .
8. Tom Doan, 2025, "ARCHTEST: RATS procedure to test a series for ARCH effects," Statistical Software Components, Boston College Department of Economics, number RTS00009, revised .
9. Tom Doan, 2025, "ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model," Statistical Software Components, Boston College Department of Economics, number RTS00010, revised .
10. Tom Doan, 2025, "ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model," Statistical Software Components, Boston College Department of Economics, number RTS00011, revised .
11. Tom Doan, 2025, "BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas," Statistical Software Components, Boston College Department of Economics, number RTS00012, revised .
    
    • Jushan Bai & Serena Ng, 2002, "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, volume 70, issue 1, pages 191-221, January.
12. Tom Doan, 2025, "BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes," Statistical Software Components, Boston College Department of Economics, number RTS00013, revised .
    
    • Jushan Bai & Pierre Perron, 2003, "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 1-22, DOI: 10.1002/jae.659.
13. Tom Doan, 2025, "BAYESTST: RATS procedure to perform Bayesian Unit Root test," Statistical Software Components, Boston College Department of Economics, number RTS00014, revised .
    
    • Christopher A. Sims, 1988, "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 3, DOI: 10.21034/dp.3.
14. Tom Doan, 2025, "BDINDTEST: RATS procedure to perform battery of independence tests," Statistical Software Components, Boston College Department of Economics, number RTS00015, revised .
15. Tom Doan, 2025, "BETAPARMS: RATS procedure to compute parameters required for beta distribution," Statistical Software Components, Boston College Department of Economics, number RTS00017, revised .
16. Tom Doan, 2025, "BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation," Statistical Software Components, Boston College Department of Economics, number RTS00018, revised .
17. Tom Doan, 2025, "BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection," Statistical Software Components, Boston College Department of Economics, number RTS00019, revised .
18. Tom Doan, 2025, "BJTRANS: RATS procedure to aid in selection of preliminary transformation," Statistical Software Components, Boston College Department of Economics, number RTS00025, revised .
19. Tom Doan, 2025, "BKFILTER: RATS procedure to implement band pass filter using Baxter-King method," Statistical Software Components, Boston College Department of Economics, number RTS00026, revised .
    
    • Marianne Baxter & Robert G. King, 1999, "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, volume 81, issue 4, pages 575-593, November.
20. Tom Doan, 2025, "BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition," Statistical Software Components, Boston College Department of Economics, number RTS00028, revised .
    
    • Newbold, Paul, 1990, "Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series," Journal of Monetary Economics, Elsevier, volume 26, issue 3, pages 453-457, December.
21. Tom Doan, 2025, "BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects," Statistical Software Components, Boston College Department of Economics, number RTS00029, revised .
22. Tom Doan, 2025, "BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization," Statistical Software Components, Boston College Department of Economics, number RTS00030, revised .
    
    • Blanchard, Olivier Jean & Quah, Danny, 1989, "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, volume 79, issue 4, pages 655-673, September.
23. Tom Doan, 2025, "BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating," Statistical Software Components, Boston College Department of Economics, number RTS00031, revised .
24. Tom Doan, 2025, "CANCORR: RATS procedure to compute canonical correlations for two sets of series," Statistical Software Components, Boston College Department of Economics, number RTS00032, revised .
25. Tom Doan, 2025, "CFEAT: RATS procedure to identify turning points and cyclical phases of a series," Statistical Software Components, Boston College Department of Economics, number RTS00033, revised .
26. Tom Doan, 2025, "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components, Boston College Department of Economics, number RTS00034, revised .
    
    • Lawrence J. Christiano & Terry J. Fitzgerald, 2003, "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 2, pages 435-465, May.
27. Tom Doan, 2025, "CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test," Statistical Software Components, Boston College Department of Economics, number RTS00035, revised .
    
    • Chow, K. Victor & Denning, Karen C., 1993, "A simple multiple variance ratio test," Journal of Econometrics, Elsevier, volume 58, issue 3, pages 385-401, August.
28. Tom Doan, 2025, "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components, Boston College Department of Economics, number RTS00036, revised .
    
    • Litterman, Robert B, 1983, "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 1, issue 2, pages 169-173, April.
    • Chow, Gregory C & Lin, An-loh, 1971, "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, volume 53, issue 4, pages 372-375, November.
    • Fernandez, Roque B, 1981, "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, volume 63, issue 3, pages 471-476, August.
29. Tom Doan, 2025, "CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular," Statistical Software Components, Boston College Department of Economics, number RTS00037, revised .
30. Tom Doan, 2025, "CONDITION: RATS procedure to implement conditional forecasting," Statistical Software Components, Boston College Department of Economics, number RTS00038, revised .
31. Tom Doan, 2025, "CORRADO: RATS procedure to perform Corrado non-parametric event test," Statistical Software Components, Boston College Department of Economics, number RTS00039, revised .
32. Tom Doan, 2025, "CORRINTEGRAL: RATS procedure to compute a correlation integral for a series," Statistical Software Components, Boston College Department of Economics, number RTS00040, revised .
33. Tom Doan, 2025, "CROSSPEC: RATS procedure to compute and graph phase and coherence," Statistical Software Components, Boston College Department of Economics, number RTS00042, revised .
34. Tom Doan, 2025, "CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation," Statistical Software Components, Boston College Department of Economics, number RTS00044, revised .
35. Tom Doan, 2025, "CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix," Statistical Software Components, Boston College Department of Economics, number RTS00046, revised .
36. Tom Doan, 2025, "DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method," Statistical Software Components, Boston College Department of Economics, number RTS00047, revised .
37. Tom Doan, 2025, "DFUNIT: RATS procedure to perform Dickey-Fuller unit root test," Statistical Software Components, Boston College Department of Economics, number RTS00048, revised .
38. Tom Doan, 2025, "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components, Boston College Department of Economics, number RTS00050, revised .
    
    • Litterman, Robert B, 1983, "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 1, issue 2, pages 169-173, April.
    • Chow, Gregory C & Lin, An-loh, 1971, "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, volume 53, issue 4, pages 372-375, November.
    • Fernandez, Roque B, 1981, "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, volume 63, issue 3, pages 471-476, August.
39. Tom Doan, 2025, "DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency," Statistical Software Components, Boston College Department of Economics, number RTS00051, revised .
40. Tom Doan, 2025, "DIVISIA: RATS procedure to compute a Divisia index," Statistical Software Components, Boston College Department of Economics, number RTS00052, revised .
41. Tom Doan, 2025, "DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors," Statistical Software Components, Boston College Department of Economics, number RTS00053, revised .
42. Tom Doan, 2025, "DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model," Statistical Software Components, Boston College Department of Economics, number RTS00054, revised .
43. Tom Doan, 2025, "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components, Boston College Department of Economics, number RTS00055, revised .
    
    • Diebold, Francis X & Mariano, Roberto S, 1995, "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 3, pages 253-263, July.
44. Tom Doan, 2025, "DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control," Statistical Software Components, Boston College Department of Economics, number RTS00056, revised .
    
    • Dennis, Richard, 2007, "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 1, pages 31-55, February.
45. Tom Doan, 2025, "DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion," Statistical Software Components, Boston College Department of Economics, number RTS00058, revised .
46. Tom Doan, 2025, "EBA: RATS procedure to perform Extreme Bounds Analysis," Statistical Software Components, Boston College Department of Economics, number RTS00059, revised .
    
    • Granger, Clive W. J. & Uhlig, Harald F., 1990, "Reasonable extreme-bounds analysis," Journal of Econometrics, Elsevier, volume 44, issue 1-2, pages 159-170.
47. Tom Doan, 2025, "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components, Boston College Department of Economics, number RTS00061, revised .
48. Tom Doan, 2025, "EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals," Statistical Software Components, Boston College Department of Economics, number RTS00062, revised .
49. Tom Doan, 2025, "ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions," Statistical Software Components, Boston College Department of Economics, number RTS00063, revised .
50. Tom Doan, 2025, "ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect," Statistical Software Components, Boston College Department of Economics, number RTS00064, revised .
    
    • Enders, Walter & Siklos, Pierre L, 2001, "Cointegration and Threshold Adjustment," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 166-176, April.
51. Tom Doan, 2025, "EQNTOACF: RATS procedure to create an ACF from an ARMA equation," Statistical Software Components, Boston College Department of Economics, number RTS00065, revised .
52. Tom Doan, 2025, "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components, Boston College Department of Economics, number RTS00066, revised .
    
    • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996, "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, volume 64, issue 4, pages 813-836, July.
    • Elliott, Graham, 1999, "Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 40, issue 3, pages 767-783, August.
53. Tom Doan, 2025, "EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components," Statistical Software Components, Boston College Department of Economics, number RTS00067, revised .
54. Tom Doan, 2025, "FLUX: RATS procedure to compute a general Nyblom fluctuations test," Statistical Software Components, Boston College Department of Economics, number RTS00068, revised .
55. Tom Doan, 2025, "FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares," Statistical Software Components, Boston College Department of Economics, number RTS00069, revised .
    
    Unknown
    • Hansen, Bruce E., 1992, "Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends," Journal of Econometrics, Elsevier, volume 53, issue 1-3, pages 87-121.
56. Tom Doan, 2025, "FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row," Statistical Software Components, Boston College Department of Economics, number RTS00070, revised .
57. Tom Doan, 2025, "GAIN: RATS procedure to compute and graph the gain and phase of a pair of series," Statistical Software Components, Boston College Department of Economics, number RTS00071, revised .
58. Tom Doan, 2025, "GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution," Statistical Software Components, Boston College Department of Economics, number RTS00072, revised .
59. Tom Doan, 2025, "GARCHFORE: RATS procedure to perform univariate GARCH forecasting," Statistical Software Components, Boston College Department of Economics, number RTS00073, revised .
60. Tom Doan, 2025, "GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration," Statistical Software Components, Boston College Department of Economics, number RTS00074, revised .
61. Tom Doan, 2025, "GLSDETREND: RATS procedure to perform local to unity GLS detrending," Statistical Software Components, Boston College Department of Economics, number RTS00077, revised .
    
    • Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996, "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, volume 64, issue 4, pages 813-836, July.
    • Perron, Pierre & Rodriguez, Gabriel, 2003, "GLS detrending, efficient unit root tests and structural change," Journal of Econometrics, Elsevier, volume 115, issue 1, pages 1-27, July.
62. Tom Doan, 2025, "GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models)," Statistical Software Components, Boston College Department of Economics, number RTS00078, revised .
    
    • Víctor Gómez & Agustín Maravall, 1998, "Automatic Modeling Methods for Univariate Series," Working Papers, Banco de España, number 9808.
63. Tom Doan, 2025, "GNEWBOLD: RATS procedure to perform Granger-Newbold forecast comparison test," Statistical Software Components, Boston College Department of Economics, number RTS00079, revised .
64. Tom Doan, 2025, "GPH: RATS procedure to compute Geweke-Porter-Hudak estimate of fractional differencing," Statistical Software Components, Boston College Department of Economics, number RTS00080, revised .
65. Tom Doan, 2025, "GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks," Statistical Software Components, Boston College Department of Economics, number RTS00082, revised .
    
    • Gregory, Allan W & Hansen, Bruce E, 1996, "Tests for Cointegration in Models with Regime and Trend Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 3, pages 555-560, August.
    • Gregory, Allan W. & Hansen, Bruce E., 1996, "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 99-126, January.
66. Tom Doan, 2025, "HADRI: RATS procedure to implement Hadri test for unit roots in panel data," Statistical Software Components, Boston College Department of Economics, number RTS00084, revised .
    
    • Kaddour Hadri, 2000, "Testing for stationarity in heterogeneous panel data," Econometrics Journal, Royal Economic Society, volume 3, issue 2, pages 148-161.
67. Tom Doan, 2025, "HALTON: RATS procedure to generate Halton sequences," Statistical Software Components, Boston College Department of Economics, number RTS00085, revised .
68. Tom Doan, 2025, "HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm," Statistical Software Components, Boston College Department of Economics, number RTS00086, revised .
69. Tom Doan, 2025, "HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method," Statistical Software Components, Boston College Department of Economics, number RTS00087, revised .
70. Tom Doan, 2025, "HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity," Statistical Software Components, Boston College Department of Economics, number RTS00088, revised .
71. Tom Doan, 2025, "HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns," Statistical Software Components, Boston College Department of Economics, number RTS00090, revised .
72. Tom Doan, 2025, "HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data," Statistical Software Components, Boston College Department of Economics, number RTS00092, revised .
    
    • Harris, Richard D. F. & Tzavalis, Elias, 1999, "Inference for unit roots in dynamic panels where the time dimension is fixed," Journal of Econometrics, Elsevier, volume 91, issue 2, pages 201-226, August.
73. Tom Doan, 2025, "HURST: RATS procedure to compute a Hurst exponent," Statistical Software Components, Boston College Department of Economics, number RTS00093, revised .
74. Tom Doan, 2025, "ICSS: RATS procedure to perform Inclan-Tiao test for breaks in variance," Statistical Software Components, Boston College Department of Economics, number RTS00094, revised .
75. Tom Doan, 2025, "INTERPOL: RATS procedure to interpolate from one frequency to a higher one," Statistical Software Components, Boston College Department of Economics, number RTS00096, revised .
76. Tom Doan, 2025, "INVGAMMAPARMS: RATS procedure to compute parameters required for inverse gamma distribution," Statistical Software Components, Boston College Department of Economics, number RTS00097, revised .
77. Tom Doan, 2025, "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components, Boston College Department of Economics, number RTS00098, revised .
    
    • Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003, "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 115, issue 1, pages 53-74, July.
78. Tom Doan, 2025, "JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis," Statistical Software Components, Boston College Department of Economics, number RTS00099, revised .
79. Tom Doan, 2025, "KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test," Statistical Software Components, Boston College Department of Economics, number RTS00100, revised .
    
    • Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 979, May.
80. Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
    
    Unknown
81. Tom Doan, 2025, "LIML: RATS procedure to perform limited information maximum likelihood estimation," Statistical Software Components, Boston College Department of Economics, number RTS00103, revised .
82. Tom Doan, 2025, "LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution," Statistical Software Components, Boston College Department of Economics, number RTS00107, revised .
    
    • Bauwens, Luc & Laurent, Sebastien, 2005, "A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 346-354, July.
83. Tom Doan, 2025, "LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution," Statistical Software Components, Boston College Department of Economics, number RTS00108, revised .
84. Tom Doan, 2025, "LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution," Statistical Software Components, Boston College Department of Economics, number RTS00109, revised .
85. Tom Doan, 2025, "LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks," Statistical Software Components, Boston College Department of Economics, number RTS00110, revised .
    
    • Robin L. Lumsdaine & David H. Papell, 1997, "Multiple Trend Breaks And The Unit-Root Hypothesis," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 212-218, May.
86. Tom Doan, 2025, "LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias," Statistical Software Components, Boston College Department of Economics, number RTS00111, revised .
    
    • Kiviet, Jan F., 1995, "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, volume 68, issue 1, pages 53-78, July.
87. Tom Doan, 2025, "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components, Boston College Department of Economics, number RTS00112, revised .
    
    • Junsoo Lee & Mark C. Strazicich, 2004, "Minimum LM Unit Root Test with One Structural Break," Working Papers, Department of Economics, Appalachian State University, number 04-17.
88. Tom Doan, 2025, "MAAUTOLAGS: RATS procedure to compute Information Criteria for MA models using innovations algorithm," Statistical Software Components, Boston College Department of Economics, number RTS00113, revised .
89. Tom Doan, 2025, "MACKINNONCV: RATS procedure to compute Mackinnon's Critical values for DF and EG tests," Statistical Software Components, Boston College Department of Economics, number RTS00114, revised .
90. Tom Doan, 2025, "MANNWHITNEY: RATS procedure to perform Mann-Whitney test for comparison of samples," Statistical Software Components, Boston College Department of Economics, number RTS00115, revised .
91. Tom Doan, 2025, "MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands," Statistical Software Components, Boston College Department of Economics, number RTS00118, revised .
92. Tom Doan, 2025, "MCLEODLI: RATS procedure to perform a McLeod-Li test for 2nd order dependence," Statistical Software Components, Boston College Department of Economics, number RTS00120, revised .
93. Tom Doan, 2025, "MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations," Statistical Software Components, Boston College Department of Economics, number RTS00121, revised .
94. Tom Doan, 2025, "MCVARDODDRAWS: RATS procedure to perform Monte Carlo draws from a VAR to generate IRF's," Statistical Software Components, Boston College Department of Economics, number RTS00123, revised .
95. Tom Doan, 2025, "MEANGROUP: RATS procedure to perform mean group estimator for panel data," Statistical Software Components, Boston College Department of Economics, number RTS00124, revised .
96. Tom Doan, 2025, "MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method," Statistical Software Components, Boston College Department of Economics, number RTS00126, revised .
97. Tom Doan, 2025, "MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests," Statistical Software Components, Boston College Department of Economics, number RTS00127, revised .
98. Tom Doan, 2025, "MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior," Statistical Software Components, Boston College Department of Economics, number RTS00129, revised .
99. Tom Doan, 2025, "MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands," Statistical Software Components, Boston College Department of Economics, number RTS00132, revised .
100. Tom Doan, 2025, "MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation," Statistical Software Components, Boston College Department of Economics, number RTS00133, revised .
101. Tom Doan, 2025, "MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures," Statistical Software Components, Boston College Department of Economics, number RTS00134, revised .
102. Tom Doan, 2025, "MSSETUP: RATS procedure to perform Markov switching general support procedures," Statistical Software Components, Boston College Department of Economics, number RTS00135, revised .
103. Tom Doan, 2025, "MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures," Statistical Software Components, Boston College Department of Economics, number RTS00136, revised .
104. Tom Doan, 2025, "MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures," Statistical Software Components, Boston College Department of Economics, number RTS00137, revised .
105. Tom Doan, 2025, "MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis," Statistical Software Components, Boston College Department of Economics, number RTS00138, revised .
     
     • Jushan Bai & Pierre Perron, 2003, "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 1-22, DOI: 10.1002/jae.659.
106. Tom Doan, 2025, "MVARCHTEST: RATS procedure to perform Multivariate test for ARCH," Statistical Software Components, Boston College Department of Economics, number RTS00139, revised .
107. Tom Doan, 2025, "MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's," Statistical Software Components, Boston College Department of Economics, number RTS00140, revised .
     
     • Arino, Miguel A. & Newbold, Paul, 1998, "Computation of the Beveridge-Nelson decomposition for multivariate economic time series," Economics Letters, Elsevier, volume 61, issue 1, pages 37-42, October.
108. Tom Doan, 2025, "MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting," Statistical Software Components, Boston College Department of Economics, number RTS00141, revised .
109. Tom Doan, 2025, "MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix," Statistical Software Components, Boston College Department of Economics, number RTS00142, revised .
110. Tom Doan, 2025, "MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test," Statistical Software Components, Boston College Department of Economics, number RTS00143, revised .
111. Tom Doan, 2025, "MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic," Statistical Software Components, Boston College Department of Economics, number RTS00145, revised .
112. Tom Doan, 2025, "NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates," Statistical Software Components, Boston College Department of Economics, number RTS00146, revised .
113. Tom Doan, 2025, "OLSHODRICK: RATS procedure to compute Hodrick standard errors," Statistical Software Components, Boston College Department of Economics, number RTS00147, revised .
     
     • Hodrick, Robert J, 1992, "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 3, pages 357-386.
114. Tom Doan, 2025, "PANELDOLS: RATS procedure to perform panel data group mean DOLS," Statistical Software Components, Boston College Department of Economics, number RTS00150, revised .
     
     • Peter Pedroni, 2001, "Purchasing Power Parity Tests in Cointegrated Panels," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-01, Nov.
115. Tom Doan, 2025, "PANELFM: RATS procedure to perform panel data group mean FMOLS," Statistical Software Components, Boston College Department of Economics, number RTS00151, revised .
     
     • Peter Pedroni, 2000, "Fully Modified OLS for Heterogeneous Cointegrated Panels," Department of Economics Working Papers, Department of Economics, Williams College, number 2000-03, Aug.
     • Peter Pedroni, 2001, "Purchasing Power Parity Tests in Cointegrated Panels," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-01, Nov.
116. Tom Doan, 2025, "PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model," Statistical Software Components, Boston College Department of Economics, number RTS00152, revised .
     
     • Hansen, Bruce E., 1999, "Threshold effects in non-dynamic panels: Estimation, testing, and inference," Journal of Econometrics, Elsevier, volume 93, issue 2, pages 345-368, December.
117. Tom Doan, 2025, "PERRONBREAKS: RATS procedure to compute various unit root tests with breaks," Statistical Software Components, Boston College Department of Economics, number RTS00154, revised .
118. Tom Doan, 2025, "PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests," Statistical Software Components, Boston College Department of Economics, number RTS00155, revised .
     
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119. Tom Doan, 2025, "PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date," Statistical Software Components, Boston College Department of Economics, number RTS00156, revised .
     
     • Perron, Pierre & Rodriguez, Gabriel, 2003, "GLS detrending, efficient unit root tests and structural change," Journal of Econometrics, Elsevier, volume 115, issue 1, pages 1-27, July.
120. Tom Doan, 2025, "PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series," Statistical Software Components, Boston College Department of Economics, number RTS00157, revised .
121. Tom Doan, 2025, "PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions," Statistical Software Components, Boston College Department of Economics, number RTS00158, revised .
     
     • Phillips, P C B, 1991, "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, volume 59, issue 4, pages 967-980, July.
122. Tom Doan, 2025, "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components, Boston College Department of Economics, number RTS00160, revised .
     
     • Phillips, P C B, 1987, "Time Series Regression with a Unit Root," Econometrica, Econometric Society, volume 55, issue 2, pages 277-301, March.
     • Peter C.B. Phillips & Pierre Perron, 1986, "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 795R, revised Sep 1987.
123. Tom Doan, 2025, "PRINFACTORS: RATS procedure to perform principal components-based factor analysis," Statistical Software Components, Boston College Department of Economics, number RTS00161, revised .
124. Tom Doan, 2025, "PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model," Statistical Software Components, Boston College Department of Economics, number RTS00162, revised .
125. Tom Doan, 2025, "PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model," Statistical Software Components, Boston College Department of Economics, number RTS00163, revised .
126. Tom Doan, 2025, "QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion," Statistical Software Components, Boston College Department of Economics, number RTS00166, revised .
127. Tom Doan, 2025, "RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals," Statistical Software Components, Boston College Department of Economics, number RTS00168, revised .
128. Tom Doan, 2025, "REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson," Statistical Software Components, Boston College Department of Economics, number RTS00175, revised .
129. Tom Doan, 2025, "REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values," Statistical Software Components, Boston College Department of Economics, number RTS00176, revised .
     
     • Andrews, Donald W K & Ploberger, Werner, 1994, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, volume 62, issue 6, pages 1383-1414, November.
     • Hansen, Bruce E., 2000, "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 93-115, July.
130. Tom Doan, 2025, "REGPCSE: RATS procedure to compute panel-corrected standard error calculation," Statistical Software Components, Boston College Department of Economics, number RTS00179, revised .
131. Tom Doan, 2025, "REGRESET: RATS procedure to perform Ramsey RESET test on regression," Statistical Software Components, Boston College Department of Economics, number RTS00181, revised .
     
     • Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993, "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, volume 56, issue 3, pages 269-290, April.
132. Tom Doan, 2025, "REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis," Statistical Software Components, Boston College Department of Economics, number RTS00182, revised .
133. Tom Doan, 2025, "REGWHITENNTEST: RATS procedure to perform White neural network test on regression," Statistical Software Components, Boston College Department of Economics, number RTS00183, revised .
     
     • Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993, "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, volume 56, issue 3, pages 269-290, April.
134. Tom Doan, 2025, "REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression," Statistical Software Components, Boston College Department of Economics, number RTS00184, revised .
135. Tom Doan, 2025, "REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression," Statistical Software Components, Boston College Department of Economics, number RTS00185, revised .
     
     • Wu, De-Min, 1974, "Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results," Econometrica, Econometric Society, volume 42, issue 3, pages 529-546, May.
136. Tom Doan, 2025, "RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods," Statistical Software Components, Boston College Department of Economics, number RTS00186, revised .
137. Tom Doan, 2025, "ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series," Statistical Software Components, Boston College Department of Economics, number RTS00187, revised .
138. Tom Doan, 2025, "ROLLREG: RATS procedure to compute rolling regressions for least squares," Statistical Software Components, Boston College Department of Economics, number RTS00188, revised .
139. Tom Doan, 2025, "RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals," Statistical Software Components, Boston College Department of Economics, number RTS00190, revised .
140. Tom Doan, 2025, "RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified)," Statistical Software Components, Boston College Department of Economics, number RTS00191, revised .
     
     • Lo, Andrew W, 1991, "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, volume 59, issue 5, pages 1279-1313, September.
141. Tom Doan, 2025, "RUNTEST: RATS procedure to compute a run test for a two-state series," Statistical Software Components, Boston College Department of Economics, number RTS00192, revised .
142. Tom Doan, 2025, "SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions," Statistical Software Components, Boston College Department of Economics, number RTS00194, revised .
143. Tom Doan, 2025, "SPECFORE: RATS procedure to compute forecasts using spectral techniques," Statistical Software Components, Boston College Department of Economics, number RTS00195, revised .
144. Tom Doan, 2025, "SPECTRUM: RATS procedure to compute/graph spectral density," Statistical Software Components, Boston College Department of Economics, number RTS00196, revised .
145. Tom Doan, 2025, "SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model," Statistical Software Components, Boston College Department of Economics, number RTS00198, revised .
146. Tom Doan, 2025, "STABTEST: RATS procedure to perform Hansen's stability test for OLS," Statistical Software Components, Boston College Department of Economics, number RTS00199, revised .
     
     • Hansen, Bruce E., 1992, "Testing for parameter instability in linear models," Journal of Policy Modeling, Elsevier, volume 14, issue 4, pages 517-533, August.
147. Tom Doan, 2025, "STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model," Statistical Software Components, Boston College Department of Economics, number RTS00200, revised .
148. Tom Doan, 2025, "STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR," Statistical Software Components, Boston College Department of Economics, number RTS00201, revised .
149. Tom Doan, 2025, "STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model," Statistical Software Components, Boston College Department of Economics, number RTS00202, revised .
150. Tom Doan, 2025, "STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests," Statistical Software Components, Boston College Department of Economics, number RTS00203, revised .
151. Tom Doan, 2025, "STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals," Statistical Software Components, Boston College Department of Economics, number RTS00204, revised .
152. Tom Doan, 2025, "SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model," Statistical Software Components, Boston College Department of Economics, number RTS00205, revised .
153. Tom Doan, 2025, "SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set," Statistical Software Components, Boston College Department of Economics, number RTS00206, revised .
     
     • Swamy, P A V B, 1970, "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, volume 38, issue 2, pages 311-323, March.
154. Tom Doan, 2025, "SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS," Statistical Software Components, Boston College Department of Economics, number RTS00207, revised .
     
     • Stock, James H & Watson, Mark W, 1993, "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, volume 61, issue 4, pages 783-820, July.
155. Tom Doan, 2025, "SWTRENDS: RATS procedure to test cointegration rank using common trends analysis," Statistical Software Components, Boston College Department of Economics, number RTS00208, revised .
156. Tom Doan, 2025, "TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect," Statistical Software Components, Boston College Department of Economics, number RTS00209, revised .
     
     • Hansen, Bruce E, 1996, "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, volume 64, issue 2, pages 413-430, March.
157. Tom Doan, 2025, "THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break," Statistical Software Components, Boston College Department of Economics, number RTS00210, revised .
     
     • Hansen Bruce E., 1997, "Inference in TAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 1, pages 1-16, April, DOI: 10.2202/1558-3708.1024.
158. Tom Doan, 2025, "TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities," Statistical Software Components, Boston College Department of Economics, number RTS00212, revised .
159. Tom Doan, 2025, "TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR)," Statistical Software Components, Boston College Department of Economics, number RTS00213, revised .
160. Tom Doan, 2025, "TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model," Statistical Software Components, Boston College Department of Economics, number RTS00214, revised .
     
     • Tse, Y. K., 2000, "A test for constant correlations in a multivariate GARCH model," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 107-127, September.
161. Tom Doan, 2025, "UFOREERRORS: RATS procedure to compute forecast errors for a univariate model," Statistical Software Components, Boston College Department of Economics, number RTS00216, revised .
162. Tom Doan, 2025, "UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks," Statistical Software Components, Boston College Department of Economics, number RTS00217, revised .
     
     • Uhlig, Harald, 2005, "What are the effects of monetary policy on output? Results from an agnostic identification procedure," Journal of Monetary Economics, Elsevier, volume 52, issue 2, pages 381-419, March.
163. Tom Doan, 2025, "UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution," Statistical Software Components, Boston College Department of Economics, number RTS00218, revised .
164. Tom Doan, 2025, "UNIQUEVALUES: RATS procedure to extract unique values from a series," Statistical Software Components, Boston College Department of Economics, number RTS00219, revised .
165. Tom Doan, 2025, "VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR," Statistical Software Components, Boston College Department of Economics, number RTS00220, revised .
166. Tom Doan, 2025, "VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR," Statistical Software Components, Boston College Department of Economics, number RTS00221, revised .
167. Tom Doan, 2025, "VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR," Statistical Software Components, Boston College Department of Economics, number RTS00222, revised .
168. Tom Doan, 2025, "VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR," Statistical Software Components, Boston College Department of Economics, number RTS00223, revised .
169. Tom Doan, 2025, "VARIMAX: RATS procedure to perform factor rotation using varimax criterion," Statistical Software Components, Boston College Department of Economics, number RTS00224, revised .
170. Tom Doan, 2025, "VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR," Statistical Software Components, Boston College Department of Economics, number RTS00225, revised .
171. Tom Doan, 2025, "VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method," Statistical Software Components, Boston College Department of Economics, number RTS00226, revised .
172. Tom Doan, 2025, "VARLAGSELECT: RATS procedure to select lag length for a VAR model," Statistical Software Components, Boston College Department of Economics, number RTS00228, revised .
173. Tom Doan, 2025, "VARMADLM: RATS procedure to analyze a VARMA using state-space techniques," Statistical Software Components, Boston College Department of Economics, number RTS00229, revised .
174. Tom Doan, 2025, "VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression," Statistical Software Components, Boston College Department of Economics, number RTS00230, revised .
175. Tom Doan, 2025, "VRATIO: RATS procedure to implement variance ratio unit root test procedure," Statistical Software Components, Boston College Department of Economics, number RTS00231, revised .
     
     • Andrew W. Lo, A. Craig MacKinlay, 1988, "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 1, pages 41-66.
176. Tom Doan, 2025, "ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test," Statistical Software Components, Boston College Department of Economics, number RTS00236, revised .
     
     • Zivot, Eric & Andrews, Donald W K, 1992, "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, volume 10, issue 3, pages 251-270, July.
177. Tom Doan, 2025, "RATS program to estimate a linear regression using an adaptive kernel estimator," Statistical Software Components, Boston College Department of Economics, number RTZ00001, revised .
178. Tom Doan, 2025, "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components, Boston College Department of Economics, number RTZ00002, revised .
     
     • Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009, "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 417-427.
179. Tom Doan, 2025, "RATS program to demonstrate Arellano-Bond estimator for dynamic panel model," Statistical Software Components, Boston College Department of Economics, number RTZ00005, revised .
180. Tom Doan, 2025, "RATS programs to replicate examples of Bai-Perron procedure," Statistical Software Components, Boston College Department of Economics, number RTZ00008, revised .
     
     • Jushan Bai & Pierre Perron, 2003, "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 1-22, DOI: 10.1002/jae.659.
181. Tom Doan, 2025, "RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results," Statistical Software Components, Boston College Department of Economics, number RTZ00009, revised .
     
     • Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996, "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 74, issue 1, pages 3-30, September.
182. Tom Doan, 2025, "RATS programs to replicate Balke-Fomby threshold cointegration," Statistical Software Components, Boston College Department of Economics, number RTZ00010, revised .
     
     • Balke, Nathan S & Fomby, Thomas B, 1997, "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 38, issue 3, pages 627-645, August.
183. Tom Doan, 2025, "RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper," Statistical Software Components, Boston College Department of Economics, number RTZ00012, revised .
     
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184. Tom Doan, 2025, "RATS programs to replicate Bernanke and Mihov QJE 1998," Statistical Software Components, Boston College Department of Economics, number RTZ00013, revised .
     
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185. Tom Doan, 2025, "RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions," Statistical Software Components, Boston College Department of Economics, number RTZ00016, revised .
     
     • Bjørnland, Hilde C. & Leitemo, Kai, 2009, "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, volume 56, issue 2, pages 275-282, March.
186. Tom Doan, 2025, "RATS programs to replicate Blanchard and Quah AER 1989," Statistical Software Components, Boston College Department of Economics, number RTZ00017, revised .
     
     • Blanchard, Olivier Jean & Quah, Danny, 1989, "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, volume 79, issue 4, pages 655-673, September.
187. Tom Doan, 2025, "RATS program to estimate term structure using non-linear methods," Statistical Software Components, Boston College Department of Economics, number RTZ00018, revised .
188. Tom Doan, 2025, "RATS program to estimate term structure with cubic splines," Statistical Software Components, Boston College Department of Economics, number RTZ00019, revised .
     
     • McCulloch, J Huston, 1971, "Measuring the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, volume 44, issue 1, pages 19-31, January, DOI: 10.1086/295329.
189. Tom Doan, 2025, "RATS program to demonstrate bootstrapping with an ARMA model," Statistical Software Components, Boston College Department of Economics, number RTZ00020, revised .
190. Tom Doan, 2025, "RATS program to demonstrate bootstrapping with cointegration," Statistical Software Components, Boston College Department of Economics, number RTZ00021, revised .
     
     • Li, Hongyi & Maddala, G. S., 1997, "Bootstrapping cointegrating regressions," Journal of Econometrics, Elsevier, volume 80, issue 2, pages 297-318, October.
191. Tom Doan, 2025, "RATS program to demonstrate bootstrapping spectral density estimates," Statistical Software Components, Boston College Department of Economics, number RTZ00023, revised .
192. Tom Doan, 2025, "RATS program to demonstrate bootstrapping with a VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00024, revised .
193. Tom Doan, 2025, "RATS program to demonstrate bootstrapping with a VECM," Statistical Software Components, Boston College Department of Economics, number RTZ00025, revised .
194. Tom Doan, 2025, "RATS programs to replicate Burnside's JBES 1994 paper on asset pricing," Statistical Software Components, Boston College Department of Economics, number RTZ00027, revised .
     
     • Burnside, Craig, 1994, "Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 1, pages 57-79, January.
195. Tom Doan, 2025, "RATS program to estimate DSGE model," Statistical Software Components, Boston College Department of Economics, number RTZ00028, revised .
196. Tom Doan, 2025, "RATS programs to replicate Campbell and Ammer's JOF 1993 paper," Statistical Software Components, Boston College Department of Economics, number RTZ00029, revised .
     
     • Campbell, John Y & Ammer, John, 1993, "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," Journal of Finance, American Finance Association, volume 48, issue 1, pages 3-37, March.
197. Tom Doan, 2025, "RATS program to demonstrate Bayesian VAR estimation," Statistical Software Components, Boston College Department of Economics, number RTZ00030, revised .
198. Tom Doan, 2025, "RATS program to solve Cass-Koopmans growth model," Statistical Software Components, Boston College Department of Economics, number RTZ00031, revised .
199. Tom Doan, 2025, "RATS programs to replicate CKLS(1992) estimation of interest rate models," Statistical Software Components, Boston College Department of Economics, number RTZ00035, revised .
     
     • Chan, K C, et al, 1992, "An Empirical Comparison of Alternative Models of the Short-Term Interest Rate," Journal of Finance, American Finance Association, volume 47, issue 3, pages 1209-1227, July.
200. Tom Doan, 2025, "RATS program to demonstrate conditional forecasting with a VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00037, revised .
201. Tom Doan, 2025, "RATS program to demonstrate various stability tests," Statistical Software Components, Boston College Department of Economics, number RTZ00038, revised .
202. Tom Doan, 2025, "RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation," Statistical Software Components, Boston College Department of Economics, number RTZ00040, revised .
203. Tom Doan, 2025, "RATS program to demonstrate estimation of structural VAR's," Statistical Software Components, Boston College Department of Economics, number RTZ00041, revised .
204. Tom Doan, 2025, "RATS programs to replicate Den Haan JME(2000) correlation of comovements," Statistical Software Components, Boston College Department of Economics, number RTZ00042, revised .
     
     • den Haan, Wouter J., 2000, "The comovement between output and prices," Journal of Monetary Economics, Elsevier, volume 46, issue 1, pages 3-30, August.
205. Tom Doan, 2025, "RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control," Statistical Software Components, Boston College Department of Economics, number RTZ00043, revised .
     
     • Dennis, Richard, 2007, "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 1, pages 31-55, February.
206. Tom Doan, 2025, "RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations," Statistical Software Components, Boston College Department of Economics, number RTZ00044, revised .
     
     • FrancisX. Diebold & Kamil Yilmaz, 2009, "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, volume 119, issue 534, pages 158-171, January.
207. Tom Doan, 2025, "RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model," Statistical Software Components, Boston College Department of Economics, number RTZ00047, revised .
     
     • Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006, "The macroeconomy and the yield curve: a dynamic latent factor approach," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 309-338.
208. Tom Doan, 2025, "RATS programs to replicate Dueker(1997) Markov switching GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00048, revised .
     
     • Dueker, Michael J, 1997, "Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 26-34, January.
209. Tom Doan, 2025, "RATS programs to replicate Dueker(2005) JBES dynamic probit model," Statistical Software Components, Boston College Department of Economics, number RTZ00049, revised .
     
     • Michael Dueker, 2005, "Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 96-104, January.
210. Tom Doan, 2025, "RATS program to solve Erceg-Henderson-Levin model," Statistical Software Components, Boston College Department of Economics, number RTZ00051, revised .
     
     • Erceg, Christopher J. & Henderson, Dale W. & Levin, Andrew T., 2000, "Optimal monetary policy with staggered wage and price contracts," Journal of Monetary Economics, Elsevier, volume 46, issue 2, pages 281-313, October.
211. Tom Doan, 2025, "RATS programs to estimate structural VAR-GARCH-M model," Statistical Software Components, Boston College Department of Economics, number RTZ00052, revised .
     
     • John Elder & Apostolos Serletis, 2010, "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 6, pages 1137-1159, September.
212. Tom Doan, 2025, "RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration," Statistical Software Components, Boston College Department of Economics, number RTZ00053, revised .
     
     • Enders, Walter & Siklos, Pierre L, 2001, "Cointegration and Threshold Adjustment," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 166-176, April.
213. Tom Doan, 2025, "RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots," Statistical Software Components, Boston College Department of Economics, number RTZ00054, revised .
     
     • Enders, Walter & Granger, C. W. J., 1998, "Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 1388, Jun.
214. Tom Doan, 2025, "RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results," Statistical Software Components, Boston College Department of Economics, number RTZ00057, revised .
     
     • Silvia Fabiani & Ricardo Mestre, 2004, "A system approach for measuring the euro area NAIRU," Empirical Economics, Springer, volume 29, issue 2, pages 311-341, May, DOI: 10.1007/s00181-003-0170-8.
215. Tom Doan, 2025, "RATS programs to replicate Faust and Leeper JBES 1997 paper," Statistical Software Components, Boston College Department of Economics, number RTZ00058, revised .
     
     • Faust, Jon & Leeper, Eric M, 1997, "When Do Long-Run Identifying Restrictions Give Reliable Results?," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 3, pages 345-353, July.
216. Tom Doan, 2025, "RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching," Statistical Software Components, Boston College Department of Economics, number RTZ00059, revised .
     
     • Filardo, Andrew J, 1994, "Business-Cycle Phases and Their Transitional Dynamics," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 299-308, July.
217. Tom Doan, 2025, "RATS program to estimate a model with fractional differencing," Statistical Software Components, Boston College Department of Economics, number RTZ00060, revised .
218. Tom Doan, 2025, "RATS program to demonstrate frequency domain deseasonalization," Statistical Software Components, Boston College Department of Economics, number RTZ00061, revised .
219. Tom Doan, 2025, "RATS programs to replicate Gali's AEA 1999 VAR results," Statistical Software Components, Boston College Department of Economics, number RTZ00062, revised .
     
     • Jordi Gali, 1999, "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?," American Economic Review, American Economic Association, volume 89, issue 1, pages 249-271, March.
220. Tom Doan, 2025, "RATS programs to replicate Gali's QJE 1992 results," Statistical Software Components, Boston College Department of Economics, number RTZ00063, revised .
     
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221. Tom Doan, 2025, "RATS program to demonstrate bootstrapping with a GARCH model," Statistical Software Components, Boston College Department of Economics, number RTZ00064, revised .
222. Tom Doan, 2025, "RATS program to demonstrate Gibbs sampling with GARCH model," Statistical Software Components, Boston College Department of Economics, number RTZ00065, revised .
223. Tom Doan, 2025, "RATS program to demonstrate importance sampling with GARCH model," Statistical Software Components, Boston College Department of Economics, number RTZ00066, revised .
224. Tom Doan, 2025, "RATS program to demonstrate multivariate GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00067, revised .
225. Tom Doan, 2025, "RATS program to demonstrate multivariate GARCH using 2-stage DCC," Statistical Software Components, Boston College Department of Economics, number RTZ00068, revised .
     
     • Engle, Robert, 2002, "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 339-350, July.
226. Tom Doan, 2025, "RATS program to demonstrate univariate GARCH estimation," Statistical Software Components, Boston College Department of Economics, number RTZ00069, revised .
227. Tom Doan, 2025, "RATS program to demonstrate contour graph," Statistical Software Components, Boston College Department of Economics, number RTZ00070, revised .
228. Tom Doan, 2025, "RATS program to demonstrate Gibbs sampling with a linear regression," Statistical Software Components, Boston College Department of Economics, number RTZ00071, revised .
229. Tom Doan, 2025, "RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00072, revised .
230. Tom Doan, 2025, "RATS programs to replicate Gonzalo and Granger JBES 1995 paper," Statistical Software Components, Boston College Department of Economics, number RTZ00074, revised .
     
     • Gonzalo, Jesus & Granger, Clive W J, 1995, "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 1, pages 27-35, January.
231. Tom Doan, 2025, "RATS program to demonstrate bootstrapping applied to Granger causality test," Statistical Software Components, Boston College Department of Economics, number RTZ00075, revised .
232. Tom Doan, 2025, "RATS programs to replicate Gray's 1996 Regime Switching GARCH paper," Statistical Software Components, Boston College Department of Economics, number RTZ00080, revised .
     
     • Gray, Stephen F., 1996, "Modeling the conditional distribution of interest rates as a regime-switching process," Journal of Financial Economics, Elsevier, volume 42, issue 1, pages 27-62, September.
233. Tom Doan, 2025, "RATS programs to replicate results from Gregory and Hansen(1996) JOE article," Statistical Software Components, Boston College Department of Economics, number RTZ00081, revised .
     
     • Gregory, Allan W. & Hansen, Bruce E., 1996, "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 99-126, January.
234. Tom Doan, 2025, "RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model," Statistical Software Components, Boston College Department of Economics, number RTZ00083, revised .
     
     • Hamilton, James D. & Susmel, Raul, 1994, "Autoregressive conditional heteroskedasticity and changes in regime," Journal of Econometrics, Elsevier, volume 64, issue 1-2, pages 307-333.
235. Tom Doan, 2025, "RATS program to estimate Hamilton switching model," Statistical Software Components, Boston College Department of Economics, number RTZ00084, revised .
236. Tom Doan, 2025, "RATS program to demonstrate Hannan efficient estimation," Statistical Software Components, Boston College Department of Economics, number RTZ00085, revised .
237. Tom Doan, 2025, "RATS programs to replicate Hansen's GARCH models with time-varying t-densities," Statistical Software Components, Boston College Department of Economics, number RTZ00086, revised .
     
     • Hansen, Bruce E, 1994, "Autoregressive Conditional Density Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 35, issue 3, pages 705-730, August.
238. Tom Doan, 2025, "RATS programs to replicate Hansen's examples of Andrews-Ploberger test," Statistical Software Components, Boston College Department of Economics, number RTZ00087, revised .
     
     • Hansen, Bruce E, 1997, "Approximate Asymptotic P Values for Structural-Change Tests," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 60-67, January.
239. Tom Doan, 2025, "RATS programs to replicate Hansen's example of threshold break in panel data," Statistical Software Components, Boston College Department of Economics, number RTZ00088, revised .
     
     • Hansen, Bruce E., 1999, "Threshold effects in non-dynamic panels: Estimation, testing, and inference," Journal of Econometrics, Elsevier, volume 93, issue 2, pages 345-368, December.
240. Tom Doan, 2025, "RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap," Statistical Software Components, Boston College Department of Economics, number RTZ00089, revised .
     
     • Hansen, Bruce E., 2000, "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 93-115, July.
241. Tom Doan, 2025, "RATS programs to replicate Hansen's threshold estimation and testing results," Statistical Software Components, Boston College Department of Economics, number RTZ00091, revised .
     
     • Hansen, Bruce E, 1996, "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, volume 64, issue 2, pages 413-430, March.
242. Tom Doan, 2025, "RATS programs to replicate Hansen/Seo paper on threshold cointegration," Statistical Software Components, Boston College Department of Economics, number RTZ00092, revised .
     
     • Hansen, Bruce E. & Seo, Byeongseon, 2002, "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 293-318, October.
243. Tom Doan, 2025, "RATS programs to estimate multivariate stochastic volatility models," Statistical Software Components, Boston College Department of Economics, number RTZ00093, revised .
     
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244. Tom Doan, 2025, "RATS program to demonstrate Inclan-Tiao test for breaks in variance," Statistical Software Components, Boston College Department of Economics, number RTZ00100, revised .
245. Tom Doan, 2025, "RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model," Statistical Software Components, Boston College Department of Economics, number RTZ00104, revised .
     
     • Ireland, Peter N., 2004, "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 6, pages 1205-1226, March.
246. Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
     
     • Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 371-389, October.Unknown
247. Tom Doan, 2025, "RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results," Statistical Software Components, Boston College Department of Economics, number RTZ00107, revised .
     
     • King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991, "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, volume 81, issue 4, pages 819-840, September.
248. Tom Doan, 2025, "RATS programs to replicate Krolzig MS-VAR's for six country models," Statistical Software Components, Boston College Department of Economics, number RTZ00108, revised .
249. Tom Doan, 2025, "RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts," Statistical Software Components, Boston College Department of Economics, number RTZ00109, revised .
     
     • Markku Lanne & Helmut L‹Tkepohl, 2008, "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1131-1149, September.
250. Tom Doan, 2025, "RATS program to solve Lubik-Schorfheide JME 2007 DSGE model," Statistical Software Components, Boston College Department of Economics, number RTZ00111, revised .
     
     • Lubik, Thomas A. & Schorfheide, Frank, 2007, "Do central banks respond to exchange rate movements? A structural investigation," Journal of Monetary Economics, Elsevier, volume 54, issue 4, pages 1069-1087, May.
251. Tom Doan, 2025, "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components, Boston College Department of Economics, number RTZ00112, revised .
     
     • Nelson C. Mark & Donggyu Sul, 2003, "Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 5, pages 655-680, December, DOI: 10.1111/j.1468-0084.2003.00066.x.
252. Tom Doan, 2025, "RATS programs to replicate Michael-Nobay-Peel ESTAR models," Statistical Software Components, Boston College Department of Economics, number RTZ00113, revised .
     
     • Michael, Panos & Nobay, A Robert & Peel, David A, 1997, "Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation," Journal of Political Economy, University of Chicago Press, volume 105, issue 4, pages 862-879, August, DOI: 10.1086/262096.
253. Tom Doan, 2025, "RATS programs to replicate Morley-Nelson-Zivot state space decomposition," Statistical Software Components, Boston College Department of Economics, number RTZ00115, revised .
     
     • James C. Morley & Charles R. Nelson & Eric Zivot, 2003, "Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 235-243, May.
254. Tom Doan, 2025, "RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable," Statistical Software Components, Boston College Department of Economics, number RTZ00117, revised .
255. Tom Doan, 2025, "RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00118, revised .
256. Tom Doan, 2025, "RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs," Statistical Software Components, Boston College Department of Economics, number RTZ00119, revised .
257. Tom Doan, 2025, "RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00120, revised .
258. Tom Doan, 2025, "RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00121, revised .
     
     • Andrew Mountford & Harald Uhlig, 2009, "What are the effects of fiscal policy shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 6, pages 960-992, DOI: 10.1002/jae.1079.
259. Tom Doan, 2025, "RATS program to demonstrate use of neural networks," Statistical Software Components, Boston College Department of Economics, number RTZ00122, revised .
260. Tom Doan, 2025, "RATS program to demonstrate non-parametric regression," Statistical Software Components, Boston College Department of Economics, number RTZ00125, revised .
261. Tom Doan, 2025, "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components, Boston College Department of Economics, number RTZ00126, revised .
     
     • Thomas J. Sargent & Christopher A. Sims, 1977, "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers, Federal Reserve Bank of Minneapolis, number 55, DOI: 10.21034/wp.55.
262. Tom Doan, 2025, "RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients," Statistical Software Components, Boston College Department of Economics, number RTZ00128, revised .
     
     • Ozbek, Levent & Ozlale, Umit, 2005, "Employing the extended Kalman filter in measuring the output gap," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 9, pages 1611-1622, September.
263. Tom Doan, 2025, "RATS programs to replicate Papell and Prodan one and two break unit root tests," Statistical Software Components, Boston College Department of Economics, number RTZ00130, revised .
     
     • Papell, David H. & Prodan, Ruxandra, 2006, "Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1329-1349, August, DOI: 10.1353/mcb.2006.0073.
264. Tom Doan, 2025, "RATS programs to replicate Pedroni PPP tests on panel data," Statistical Software Components, Boston College Department of Economics, number RTZ00132, revised .
     
     • Peter Pedroni, 2001, "Purchasing Power Parity Tests In Cointegrated Panels," The Review of Economics and Statistics, MIT Press, volume 83, issue 4, pages 727-731, November.
265. Tom Doan, 2025, "RATS programs to replicate Perron-Wada state space model," Statistical Software Components, Boston College Department of Economics, number RTZ00133, revised .
     
     • Perron, Pierre & Wada, Tatsuma, 2009, "Let's take a break: Trends and cycles in US real GDP," Journal of Monetary Economics, Elsevier, volume 56, issue 6, pages 749-765, September.
266. Tom Doan, 2025, "RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data," Statistical Software Components, Boston College Department of Economics, number RTZ00134, revised .
267. Tom Doan, 2025, "RATS program to calculate optimal portfolios," Statistical Software Components, Boston College Department of Economics, number RTZ00135, revised .
268. Tom Doan, 2025, "RATS program to demonstrate quadratic programming," Statistical Software Components, Boston College Department of Economics, number RTZ00137, revised .
269. Tom Doan, 2025, "RATS programs to replicate Quah and Vahey core inflation estimation," Statistical Software Components, Boston College Department of Economics, number RTZ00139, revised .
     
     • Quah, Danny & Vahey, Shaun P, 1995, "Measuring Core Inflation?," Economic Journal, Royal Economic Society, volume 105, issue 432, pages 1130-1144, September.
270. Tom Doan, 2025, "RATS program to estimate probit model with random effects," Statistical Software Components, Boston College Department of Economics, number RTZ00141, revised .
271. Tom Doan, 2025, "RATS program to demonstate robust estimation techniques in a linear model," Statistical Software Components, Boston College Department of Economics, number RTZ00143, revised .
272. Tom Doan, 2025, "RATS program to demonstrate Shiller smoothness prior for distributed lag," Statistical Software Components, Boston College Department of Economics, number RTZ00144, revised .
     
     • Shiller, Robert J, 1973, "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, volume 41, issue 4, pages 775-788, July.
273. Tom Doan, 2025, "RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"," Statistical Software Components, Boston College Department of Economics, number RTZ00145, revised .
     
     • Christopher A. Sims & Tao Zha, 1999, "Error Bands for Impulse Responses," Econometrica, Econometric Society, volume 67, issue 5, pages 1113-1156, September.
274. Tom Doan, 2025, "RATS programs to replicate Sinclair(2009) bivariate state-space model," Statistical Software Components, Boston College Department of Economics, number RTZ00151, revised .
     
     • Tara M. Sinclair, 2009, "The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 529-542, March.
275. Tom Doan, 2025, "RATS program to demonstrate forecasting using spectral techniques," Statistical Software Components, Boston College Department of Economics, number RTZ00152, revised .
276. Tom Doan, 2025, "RATS program to demonstrate estimation of a stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTZ00155, revised .
277. Tom Doan, 2025, "RATS program to demonstrate Swamy GLS matrix weighted estimator," Statistical Software Components, Boston College Department of Economics, number RTZ00156, revised .
278. Tom Doan, 2025, "RATS program to demonstrate Markov Switching ARCH," Statistical Software Components, Boston College Department of Economics, number RTZ00157, revised .
     
     • Cai, Jun, 1994, "A Markov Model of Switching-Regime ARCH," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 309-316, July.
279. Tom Doan, 2025, "RATS programs to replicate Terasvirta's 1994 STAR model results," Statistical Software Components, Boston College Department of Economics, number RTZ00158, revised .
280. Tom Doan, 2025, "RATS programs to replicate Tsay(1998)'s multivariate threshold results," Statistical Software Components, Boston College Department of Economics, number RTZ00160, revised .
281. Tom Doan, 2025, "RATS programs to replicate Tse's constant correlation GARCH test results," Statistical Software Components, Boston College Department of Economics, number RTZ00161, revised .
     
     • Tse, Y. K., 2000, "A test for constant correlations in a multivariate GARCH model," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 107-127, September.
282. Tom Doan, 2025, "RATS program to demonstrate time-varying coefficient estimation in a VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00162, revised .
283. Tom Doan, 2025, "RATS programs to replicate Uhlig's VAR identification technique," Statistical Software Components, Boston College Department of Economics, number RTZ00163, revised .
     
     • Uhlig, Harald, 2005, "What are the effects of monetary policy on output? Results from an agnostic identification procedure," Journal of Monetary Economics, Elsevier, volume 52, issue 2, pages 381-419, March.
284. Tom Doan, 2025, "RATS program to demonstrate block causality tests in a VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00165, revised .
285. Tom Doan, 2025, "RATS program to demonstrate lag length selection techniques in a VAR," Statistical Software Components, Boston College Department of Economics, number RTZ00166, revised .
286. Tom Doan, 2025, "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components, Boston College Department of Economics, number RTZ00167, revised .
     
     • Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
287. Tom Doan, 2025, "RATS programs to replicate Wright's Alternative Variance Ratio test results," Statistical Software Components, Boston College Department of Economics, number RTZ00168, revised .
     
     • Wright, Jonathan H, 2000, "Alternative Variance-Ratio Tests Using Ranks and Signs," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 1-9, January.
288. Tom Doan, 2025, "BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d," Statistical Software Components, Boston College Department of Economics, number RTS00016, revised .
     
     • William A. Brock & David A. Hsieh & Blake LeBaron, 1992, "Nonlinear Dynamics, Chaos, and Instability - Unix version," MIT Press Books, The MIT Press, number 0262521725, edition 1, ISBN: ARRAY(0x83eb10e8), December.
289. Tom Doan, 2025, "CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests," Statistical Software Components, Boston College Department of Economics, number RTS00045, revised .
     
     • Edgerton, David & Wells, Curt, 1994, "Critical Values for the Cusumsq Statistic in Medium and Large Sized Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 56, issue 3, pages 355-365, August.
     • Achim Zeileis, 2004, "Alternative boundaries for CUSUM tests," Statistical Papers, Springer, volume 45, issue 1, pages 123-131, January, DOI: 10.1007/BF02778274.

2018

1. Sean Higgins, 2018, "FISCAL_IMPOVERISHMENT: Stata module to estimate fiscal impoverishment and fiscal gains to the poor," Statistical Software Components, Boston College Department of Economics, number S458477, revised .

2016

1. Sean Higgins, 2016, "EXAMPLEOBS: Stata module to prints example observations," Statistical Software Components, Boston College Department of Economics, number S458140, revised .
2. Sean Higgins, 2016, "HEAD: Stata module to print the head observations (first observations in data set)," Statistical Software Components, Boston College Department of Economics, number S458141, revised .
3. Sean Higgins, 2016, "TAIL: Stata module to print the tail observations (last observations in data set)," Statistical Software Components, Boston College Department of Economics, number S458142, revised .
4. Sean Higgins, 2016, "RANDOMSELECT: Stata module to randomly select and tag observations," Statistical Software Components, Boston College Department of Economics, number S458200, revised 18 Sep 2017.

2013

1. Sean Higgins & Rodrigo Aranda & Ruoxi Li, 2013, "CEQ: Stata module to carry out Commitment to Equity (CEQ) fiscal incidence analysis," Statistical Software Components, Boston College Department of Economics, number S457605, revised 18 Mar 2024.

2001

1. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "Matlab code for On the Fiscal Implications of Twin Crises," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 78, revised .

2000

1. Tom Doan, 2000, "GED: RATS module to draw from Generalized Error Distribution," Statistical Software Components, Boston College Department of Economics, number R031702, revised .

Undated

1. Estima, undated, "Hurst exponent estimation procedure," Rats codes, , number hurst, revised .
2. Estima, undated, "Unit Roots, Cointegration, VAR estimation and more," Rats codes, , number proc0194, revised .

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