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
Jump to: Working papers ArticlesWorking papers
- 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.
- Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019. "Characteristics are covariances: A unified model of risk and return," Journal of Financial Economics, Elsevier, vol. 134(3), pages 501-524.
- Seth Pruitt & Nicholas Turner, 2018. "The Nature of Household Labor Income Risk," Finance and Economics Discussion Series 2018-034, Board of Governors of the Federal Reserve System (U.S.).
- Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015.
"The Liquidity Effects of Official Bond Market Intervention,"
International Finance Discussion Papers
1138, Board of Governors of the Federal Reserve System (U.S.).
- 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(1), pages 243-268, February.
- Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 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.).
- 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.
- 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.
- 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.
- 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.
- Jinill Kim & Seth Pruitt, 2015. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Discussion Paper Series 1502, Institute of Economic Research, Korea University.
- 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.
- 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.
- Scott C. Borger & James D. Hamilton & Seth Pruitt, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Nir Jaimovich & Seth Pruitt & Henry E. Siu, 2009. "The demand for youth: implications for the hours volatility puzzle," International Finance Discussion Papers 964, Board of Governors of the Federal Reserve System (U.S.).
- 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.).
- 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.).
- 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(2‐3), pages 341-365, March.
- 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.
Articles
- Seth Pruitt & Nicholas Turner, 2020. "Earnings Risk in the Household: Evidence from Millions of US Tax Returns," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 237-254, June.
- Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019.
"Characteristics are covariances: A unified model of risk and return,"
Journal of Financial Economics, Elsevier, vol. 134(3), pages 501-524.
- 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.
- 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(1), pages 243-268, February.
- Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Jinill Kim & Seth Pruitt, 2015. "Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero," Discussion Paper Series 1502, Institute of Economic Research, Korea University.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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(2‐3), pages 341-365, March.
- 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.).
- 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.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (10) 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 2018-06-18. Author is listed
- 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
- NEP-CBA: Central Banking (5) 2009-02-07 2009-11-21 2013-09-28 2015-06-13 2015-07-18. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2009-01-31 2009-03-22 2009-04-18 2015-07-18
- NEP-BEC: Business Economics (2) 2009-01-31 2009-03-22
- NEP-LAB: Labour Economics (2) 2009-01-31 2009-03-22
- NEP-RMG: Risk Management (2) 2015-02-28 2018-05-21
- NEP-BAN: Banking (1) 2015-02-28
- NEP-DEM: Demographic Economics (1) 2018-06-18
- NEP-EEC: European Economics (1) 2015-07-18
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2018-06-18
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