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Seth Pruitt

Personal Details

First Name:Seth
Middle Name:
Last Name:Pruitt
Suffix:
RePEc Short-ID:ppr155
http://www.sethpruitt.net
W.P. Carey School of Business Arizona State University
Terminal Degree:2008 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Department of Finance
W.P. Carey School of Business
Arizona State University

Tempe, Arizona (United States)
http://wpcarey.asu.edu/finance/

:


RePEc:edi:dfasuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bryan Kelly & Seth Pruitt & Yinan Su, 2018. "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers 24540, National Bureau of Economic Research, Inc.
  2. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
  3. De Pooter, Michiel & Rebecca, DeSimone & Martin, Robert F. & Pruitt, Seth, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.).
  4. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
  5. Jinill Kim & Seth Pruitt, 2013. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," CAMA Working Papers 2013-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
  7. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2009. "The Demand for Youth: Implications for the Hours Volatility Puzzle," NBER Working Papers 14697, National Bureau of Economic Research, Inc.
  8. Max Floetotto & Nir Jaimovich & Seth Pruitt, 2009. "Markup variation and endogenous fluctuations in the price of investment goods," International Finance Discussion Papers 968, Board of Governors of the Federal Reserve System (U.S.).
  9. James D. Hamilton & Seth Pruitt & Scott C. Borger, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
  10. Seth Pruitt, 2008. "Uncertainty over models and data: the rise and fall of American inflation," International Finance Discussion Papers 962, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018. "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(01), pages 243-268, February.
  2. Jinill Kim & Seth Pruitt, 2017. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 585-602, June.
  3. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  4. Kelly, Bryan & Pruitt, Seth, 2015. "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, vol. 186(2), pages 294-316.
  5. Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2013. "The Demand for Youth: Explaining Age Differences in the Volatility of Hours," American Economic Review, American Economic Association, vol. 103(7), pages 3022-3044, December.
  6. Bryan Kelly & Seth Pruitt, 2013. "Market Expectations in the Cross-Section of Present Values," Journal of Finance, American Finance Association, vol. 68(5), pages 1721-1756, October.
  7. Seth Pruitt, 2012. "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 341-365, March.
  8. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2009-01-31 2009-02-07 2009-04-18 2009-11-21 2013-09-28 2015-02-28 2015-06-13 2015-07-18 2015-07-18. Author is listed
  2. NEP-MON: Monetary Economics (6) 2009-02-07 2009-11-21 2013-09-28 2015-06-13 2015-07-18 2015-07-18. Author is listed
  3. NEP-CBA: Central Banking (5) 2009-02-07 2009-11-21 2013-09-28 2015-06-13 2015-07-18. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (4) 2009-01-31 2009-03-22 2009-04-18 2015-07-18
  5. NEP-BEC: Business Economics (2) 2009-01-31 2009-03-22
  6. NEP-LAB: Labour Economics (2) 2009-01-31 2009-03-22
  7. NEP-RMG: Risk Management (2) 2015-02-28 2018-05-21
  8. NEP-BAN: Banking (1) 2015-02-28
  9. NEP-EEC: European Economics (1) 2015-07-18

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