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Daniel Greenwald

Personal Details

First Name:Daniel
Middle Name:
Last Name:Greenwald
Suffix:
RePEc Short-ID:pgr706
http://dlgreenwald.com

Affiliation

Sloan School of Management
Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (United States)
http://mitsloan.mit.edu/

617-253-2659

50 Memorial Drive, Cambridge, Massachusetts 02142
RePEc:edi:ssmitus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Josue Cox & Daniel L. Greenwald & Sydney C. Ludvigson, 2020. "What Explains the COVID-19 Stock Market?," NBER Working Papers 27784, National Bureau of Economic Research, Inc.
  2. Daniel Greenwald, 2019. "Firm Debt Covenants and the Macroeconomy: The Interest Coverage Channel," 2019 Meeting Papers 520, Society for Economic Dynamics.
  3. Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2019. "How the Wealth Was Won: Factors Shares as Market Fundamentals," NBER Working Papers 25769, National Bureau of Economic Research, Inc.
  4. Daniel Greenwald & Adam Guren, 2019. "Do Credit Conditions Move House Prices?," 2019 Meeting Papers 1334, Society for Economic Dynamics.
  5. Jason Allen & Daniel Greenwald, 2018. "Managing a Housing Boom," 2018 Meeting Papers 1310, Society for Economic Dynamics.
  6. Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.
  7. Daniel Greenwald, 2016. "The Mortgage Credit Channel of Macroeconomic Transmission," 2016 Meeting Papers 1551, Society for Economic Dynamics.
  8. Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014. "The Origins of Stock Market Fluctuations," 2014 Meeting Papers 542, Society for Economic Dynamics.
  9. Vasco Curdia & Marco Del Negro & Daniel L. Greenwald, 2012. "Rare shocks, great recessions," Staff Reports 585, Federal Reserve Bank of New York.

    repec:nbr:nberwo:28613 is not listed on IDEAS

Articles

  1. Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald, 2014. "Rare Shocks, Great Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1031-1052, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.

    Mentioned in:

    1. Financial Fragility with SAM?
      by Christian Zimmermann in NEP-DGE blog on 2018-04-12 13:53:29
  2. Vasco Curdia & Marco Del Negro & Daniel L. Greenwald, 2013. "Rare Shocks, Great Recessions," Working Paper Series 2013-01, Federal Reserve Bank of San Francisco.

    Mentioned in:

    1. Rare shocks, Great Recessions
      by Christian Zimmermann in NEP-DGE blog on 2013-03-03 06:49:08

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald, 2014. "Rare Shocks, Great Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1031-1052, November.

    Mentioned in:

    1. Rare Shocks, Great Recessions (Journal of Applied Econometrics 2014) in ReplicationWiki ()

Working papers

  1. Josue Cox & Daniel L. Greenwald & Sydney C. Ludvigson, 2020. "What Explains the COVID-19 Stock Market?," NBER Working Papers 27784, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mirela Miescu & Raffaele Rossi, 2020. "The covid-induced uncertainty shocks," The School of Economics Discussion Paper Series 2013, Economics, The University of Manchester.

  2. Daniel Greenwald, 2019. "Firm Debt Covenants and the Macroeconomy: The Interest Coverage Channel," 2019 Meeting Papers 520, Society for Economic Dynamics.

    Cited by:

    1. Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CESifo Working Paper Series 8051, CESifo.
    2. Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
    3. Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CESifo Working Paper Series 7898, CESifo.
    4. Darmouni, Olivier & Giesecke, Oliver & Rodnyansky, Alexander, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
    5. Falk Bräuning & J. Christina Wang, 2020. "The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage," Current Policy Perspectives 87795, Federal Reserve Bank of Boston.
    6. Michael R. Roberts & Michael Schwert, 2020. "Interest Rates and the Design of Financial Contracts," NBER Working Papers 27195, National Bureau of Economic Research, Inc.
    7. Anil K Kashyap, 2020. "My Reflections on the FPC's Strategy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 63-75, October.

  3. Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2019. "How the Wealth Was Won: Factors Shares as Market Fundamentals," NBER Working Papers 25769, National Bureau of Economic Research, Inc.

    Cited by:

    1. Isabel Cairó & Jae W. Sim, 2020. "Market Power, Inequality, and Financial Instability," Finance and Economics Discussion Series 2020-057, Board of Governors of the Federal Reserve System (U.S.).
    2. Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.

  4. Daniel Greenwald & Adam Guren, 2019. "Do Credit Conditions Move House Prices?," 2019 Meeting Papers 1334, Society for Economic Dynamics.

    Cited by:

    1. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.

  5. Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.

    Cited by:

    1. Barney Hartman‐Glaser & Benjamin Hébert, 2020. "The Insurance Is the Lemon: Failing to Index Contracts," Journal of Finance, American Finance Association, vol. 75(1), pages 463-506, February.
    2. Adam M. Guren & Arvind Krishnamurthy & Timothy J. McQuade, 2018. "Mortgage Design in an Equilibrium Model of the Housing Market," NBER Working Papers 24446, National Bureau of Economic Research, Inc.
    3. Alexei Tchistyi, 2018. "An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts," 2018 Meeting Papers 244, Society for Economic Dynamics.

  6. Daniel Greenwald, 2016. "The Mortgage Credit Channel of Macroeconomic Transmission," 2016 Meeting Papers 1551, Society for Economic Dynamics.

    Cited by:

    1. Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "Financial Fragility with SAM?," Journal of Finance, American Finance Association, vol. 76(2), pages 651-706, April.
    2. Andrea Gazzani, 2019. "Online Appendix to "News and noise bubbles in the housing market"," Online Appendices 18-262, Review of Economic Dynamics.
    3. Andrea Camilli, 2020. "Labor market institutions and homeownership," Working Papers 440, University of Milano-Bicocca, Department of Economics, revised May 2020.
    4. Kelly, Robert & McCann, Fergal & O’Toole, Conor, 2018. "Credit conditions, macroprudential policy and house prices," Journal of Housing Economics, Elsevier, vol. 41(C), pages 153-167.
    5. Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017. "The impact of macroprudential housing finance tools in Canada," BIS Working Papers 632, Bank for International Settlements.
    6. Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
    7. Ferrante, Francesco, 2019. "Risky lending, bank leverage and unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 100-127.
    8. Cloyne, James & Ferreira, Clodomiro & Surico, Paolo, 2016. "Monetary policy when households have debt: new evidence on the transmission mechanism," Bank of England working papers 589, Bank of England.
    9. Tomasz Piskorski & Amit Seru, 2018. "Debt Relief and Slow Recovery: A Decade after Lehman," NBER Working Papers 25403, National Bureau of Economic Research, Inc.
    10. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2017. "Regional Heterogeneity and Monetary Policy," NBER Working Papers 23270, National Bureau of Economic Research, Inc.
    11. Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2018. "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages," Management Science, INFORMS, vol. 64(5), pages 2275-2288, May.
    12. Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2017. "The Housing Boom and Bust: Model Meets Evidence," NBER Working Papers 23694, National Bureau of Economic Research, Inc.
    13. Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra, 2019. "Regional Heterogeneity and the Refinancing Channel of Monetary Policy," The Quarterly Journal of Economics, Oxford University Press, vol. 134(1), pages 109-183.
    14. Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.
    15. Pavel Krivenko, 2018. "Unemployment and the US housing market during the Great Recession," 2018 Meeting Papers 579, Society for Economic Dynamics.
    16. Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series 342, Sveriges Riksbank (Central Bank of Sweden).
    17. Anna Grodecka, 2020. "On the Effectiveness of Loan‐to‐Value Regulation in a Multiconstraint Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1231-1270, August.
    18. Adam M. Guren & Arvind Krishnamurthy & Timothy J. McQuade, 2018. "Mortgage Design in an Equilibrium Model of the Housing Market," NBER Working Papers 24446, National Bureau of Economic Research, Inc.

  7. Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014. "The Origins of Stock Market Fluctuations," 2014 Meeting Papers 542, Society for Economic Dynamics.

    Cited by:

    1. Martin Lettau & Sydney C. Ludvigson, 2014. "Shocks and Crashes," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 293-354.
    2. Iraola, Miguel A. & Santos, Manuel S., 2017. "Asset price volatility, price markups, and macroeconomic fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 84-98.
    3. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2010. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium," NBER Working Papers 15988, National Bureau of Economic Research, Inc.
    4. Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong, 2020. "Asset Prices and Capital Share Risks: Theory and Evidence," Papers 2006.14023, arXiv.org.
    5. Pintor, Gabor, 2016. "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics 86225, London School of Economics and Political Science, LSE Library.
    6. Apergis, Nicholas, 2019. "The impact of fracking activities on Oklahoma's housing prices: A panel cointegration analysis," Energy Policy, Elsevier, vol. 128(C), pages 94-101.
    7. Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
    8. Dison, Will & Theodoridis, Konstantinos, 2017. "Do macro shocks matter for equities?," Bank of England working papers 692, Bank of England.
    9. Roberto Marfè, 2016. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 459, Collegio Carlo Alberto.
    10. Dmitry Kuvshinov & Kaspar Zimmermann, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers 0136, European Historical Economics Society (EHES).
    11. Robert E. Hall, 2017. "High Discounts and High Unemployment," American Economic Review, American Economic Association, vol. 107(2), pages 305-330, February.
    12. Anisha Ghosh & George M. Constantinides, 2017. "What Information Drives Asset Prices?," NBER Working Papers 23689, National Bureau of Economic Research, Inc.
    13. Kevin J. Lansing, 2015. "Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 67-103, October.
    14. Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
    15. Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," MPRA Paper 88581, University Library of Munich, Germany.
    16. Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The big bang: Stock market capitalization in the long run," IBF Paper Series 02-18, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
    17. Hasler, Michael & Khapko, Mariana & Marfè, Roberto, 2019. "Should investors learn about the timing of equity risk?," Journal of Financial Economics, Elsevier, vol. 132(3), pages 182-204.
    18. Tyler Muir, 2017. "Financial Crises and Risk Premia," The Quarterly Journal of Economics, Oxford University Press, vol. 132(2), pages 765-809.

  8. Vasco Curdia & Marco Del Negro & Daniel L. Greenwald, 2012. "Rare shocks, great recessions," Staff Reports 585, Federal Reserve Bank of New York.

    Cited by:

    1. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    2. Markku Lanne & Jani Luoto, 2017. "A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 969-995, August.
    3. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
    4. Dave, Chetan & Malik, Samreen, 2017. "A tale of fat tails," European Economic Review, Elsevier, vol. 100(C), pages 293-317.
    5. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
    6. Banbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
    7. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
    8. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
    9. Joshua C. C. Chan, 2020. "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 68-79, January.
    10. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
    11. Marlène Isoré & Urszula Szczerbowicz, 2015. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working Papers 2015-16, CEPII research center.
    12. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead," Sciences Po publications info:hdl:2441/dcditnq6282, Sciences Po.
    13. Alessandro Cantelmo, 2020. "Rare disasters, the natural interest rate and monetary policy," Temi di discussione (Economic working papers) 1309, Bank of Italy, Economic Research and International Relations Area.
    14. Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019. "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," Center for European, Governance and Economic Development Research Discussion Papers 375, University of Goettingen, Department of Economics.
    15. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España;Working Papers Homepage.
    16. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
    17. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
    18. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    19. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers 5, CReMFi, School of Economics and Finance, QMUL.
    20. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
    21. Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    22. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
    23. Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
    24. Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
    25. Angelini, Giovanni & Gorgi, Paolo, 2018. "DSGE Models with observation-driven time-varying volatility," Economics Letters, Elsevier, vol. 171(C), pages 169-171.
    26. Siddhartha Chib & Srikanth Ramamurthy, 2014. "DSGE Models with Student- t Errors," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 152-171, June.
    27. Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhuang, Xin-Tian, 2019. "Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles," Chaos, Solitons & Fractals, Elsevier, vol. 121(C), pages 129-136.
    28. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    29. Markku Lanne & Jani Luoto, 2013. "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin 1285, DIW Berlin, German Institute for Economic Research.
    30. Nelimarkka, Jaakko, 2017. "Evidence on News Shocks under Information Deficiency," MPRA Paper 80850, University Library of Munich, Germany.
    31. Franziska Bremus & Thomas Krause & Felix Noth, 2017. "Bank-Specific Shocks and House Price Growth in the U.S," Discussion Papers of DIW Berlin 1636, DIW Berlin, German Institute for Economic Research.
    32. Atalay, Enghin & Drautzburg, Thorsten & Wang, Zhenting, 2018. "Accounting for the sources of macroeconomic tail risks," Economics Letters, Elsevier, vol. 165(C), pages 65-69.
    33. Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
    34. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 2021-02, Federal Reserve Bank of Cleveland.
    35. Yoshihiro Ohtsuka, 2018. "Large Shocks and the Business Cycle: The Effect of Outlier Adjustments," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 143-178, April.
    36. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
    37. Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
    38. Markku Lanne, 2013. "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin 1286, DIW Berlin, German Institute for Economic Research.
    39. Koloch, Grzegorz, 2016. "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper 69001, University Library of Munich, Germany.
    40. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
    41. Jonathan A. Attey & Casper G. de Vries, 2016. "Monetary Policy in the Presence of Random Wage Indexation," Tinbergen Institute Discussion Papers 16-086/VI, Tinbergen Institute.
    42. Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
    43. Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
    44. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
    45. José A. Carrasco-Gallego, 2020. "Real Estate, Economic Stability and the New Macro-Financial Policies," Sustainability, MDPI, Open Access Journal, vol. 13(1), pages 1-19, December.
    46. Michal Franta, 2015. "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers 2015/04, Czech National Bank.
    47. Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
    48. Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "An automated prior robustness analysis in Bayesian model comparison," CAMA Working Papers 2019-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    49. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
    50. Michael O’Grady, 2019. "Estimating the Output, Inflation and Unemployment Gaps in Ireland using Bayesian Model Averaging," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 35-76.
    51. Buch, Claudia M. & Vogel, Edgar & Weigert, Benjamin, 2018. "Evaluating macroprudential policies," ESRB Working Paper Series 76, European Systemic Risk Board.
    52. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
    53. Marco Del Negro & Giorgio E. Primiceri, 2013. "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports 619, Federal Reserve Bank of New York.

Articles

  1. Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald, 2014. "Rare Shocks, Great Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1031-1052, November.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 11 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-DGE: Dynamic General Equilibrium (3) 2013-01-07 2013-02-16 2018-04-02. Author is listed
  2. NEP-FMK: Financial Markets (3) 2014-01-24 2015-02-10 2015-02-11. Author is listed
  3. NEP-HIS: Business, Economic & Financial History (3) 2014-01-24 2015-02-11 2019-04-29. Author is listed
  4. NEP-URE: Urban & Real Estate Economics (3) 2018-04-02 2018-09-03 2019-09-30. Author is listed
  5. NEP-BEC: Business Economics (2) 2013-01-07 2019-10-14
  6. NEP-FDG: Financial Development & Growth (2) 2019-04-29 2020-08-10
  7. NEP-MAC: Macroeconomics (2) 2013-01-07 2013-02-16
  8. NEP-CBA: Central Banking (1) 2019-10-14
  9. NEP-CFN: Corporate Finance (1) 2014-01-24
  10. NEP-ORE: Operations Research (1) 2020-09-28
  11. NEP-PAY: Payment Systems & Financial Technology (1) 2018-04-02
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2020-09-28

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