Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A concise test of rational consumer search |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
44 |
Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone |
0 |
0 |
2 |
59 |
0 |
1 |
6 |
127 |
Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone |
0 |
0 |
0 |
32 |
1 |
1 |
5 |
65 |
Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe |
0 |
0 |
1 |
316 |
0 |
0 |
3 |
956 |
CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,064 |
Channels of Interstate Risksharing: U.S. 1963-1990 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
386 |
Channels of Interstate Risksharing: US 1963-1990 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
317 |
Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
126 |
Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
1 |
108 |
0 |
1 |
4 |
385 |
Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
141 |
Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
991 |
Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
23 |
Consumption Smoothing through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
338 |
0 |
0 |
5 |
1,717 |
Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces |
1 |
1 |
1 |
46 |
1 |
1 |
2 |
272 |
Consumption and aggregate constraints: evidence from U.S. states and Canadian provinces |
0 |
0 |
0 |
101 |
0 |
1 |
1 |
561 |
Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
1 |
1 |
1 |
126 |
5 |
5 |
7 |
221 |
Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
63 |
2 |
2 |
2 |
135 |
Deep Financial Integration and Volatility |
0 |
0 |
0 |
176 |
1 |
2 |
6 |
634 |
Deep Financial Integration and Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
96 |
Deep Financial Integration and Volatility |
0 |
0 |
0 |
67 |
1 |
1 |
3 |
248 |
Deep Financial Integration and Volatility |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
144 |
EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
1 |
499 |
0 |
0 |
3 |
1,064 |
FU.S. banking deregulation, small businesses, and interstate insurance of personal income |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
312 |
Federal Insurance of the U.S. States: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
551 |
Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust |
0 |
0 |
0 |
229 |
0 |
0 |
0 |
865 |
Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
54 |
1 |
3 |
4 |
90 |
Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
80 |
Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
74 |
Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
127 |
Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
79 |
1 |
3 |
4 |
68 |
Foreign Investment and Domestic Productivity: Identifying knowledge spillovers and competition effects |
0 |
0 |
0 |
54 |
1 |
1 |
2 |
88 |
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
1,302 |
Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth |
0 |
0 |
1 |
436 |
0 |
1 |
3 |
1,260 |
House Prices and Risk Sharing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
76 |
House Prices and Risk Sharing |
0 |
0 |
0 |
58 |
0 |
1 |
3 |
268 |
House Prices and Risk Sharing |
0 |
0 |
0 |
21 |
2 |
3 |
3 |
149 |
House prices and risk sharing |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
140 |
House prices and risk sharing |
0 |
0 |
0 |
65 |
0 |
1 |
2 |
280 |
How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
59 |
How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts and Aggregate Implications |
0 |
0 |
1 |
140 |
5 |
14 |
40 |
524 |
How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
2 |
5 |
21 |
92 |
2 |
9 |
73 |
312 |
How to construct nationally representative firm level data from the ORBIS global database |
1 |
1 |
5 |
34 |
1 |
6 |
24 |
210 |
Income and Consumption Smoothing Among US States: Regions or Clubs? |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
758 |
Income and Consumption Smoothing among US States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
336 |
Income and ConsumptionSmoothing Among U.S. States: Regions or Clubs? |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
282 |
Industrial specialization and the asymmetry of shocks across regions |
0 |
0 |
0 |
248 |
0 |
0 |
0 |
731 |
Inequality in Public School Spending across Space and Time |
0 |
1 |
1 |
7 |
0 |
1 |
3 |
30 |
Interaction Effects in Econometrics |
0 |
0 |
2 |
249 |
1 |
1 |
8 |
819 |
Interaction effects in econometrics |
0 |
1 |
2 |
157 |
2 |
4 |
7 |
258 |
International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
825 |
International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
52 |
Leverage Across Firms, Banks and Countries |
0 |
1 |
1 |
63 |
0 |
1 |
4 |
287 |
Leverage Across Firms, Banks, and Countries |
0 |
0 |
0 |
108 |
0 |
1 |
3 |
355 |
Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
80 |
Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
56 |
1 |
1 |
5 |
188 |
Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
494 |
Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
352 |
Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
96 |
Moving to a job: The role of home equity, debt, and access to credit |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
105 |
Moving to a new job: the role of home equity, debt, and access to credit |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
44 |
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
651 |
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
785 |
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
162 |
Net Capital Flows and Productivity: Evidence from U.S. States |
0 |
0 |
2 |
103 |
2 |
2 |
4 |
449 |
Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
0 |
17 |
2 |
2 |
3 |
76 |
Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994 |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
720 |
Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994 |
0 |
0 |
0 |
106 |
1 |
1 |
3 |
689 |
Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
590 |
Permanent Income, Consumption and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
72 |
1 |
2 |
2 |
633 |
Permanent Income, Consumption, and Aggregate Constraints: Evidence from U.S. States |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
26 |
Permanent Income, Consumption, and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
705 |
Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
50 |
1 |
1 |
6 |
101 |
Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
259 |
Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
68 |
1 |
1 |
1 |
134 |
Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
94 |
Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving |
0 |
0 |
0 |
183 |
0 |
0 |
0 |
374 |
Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
916 |
Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
743 |
Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
236 |
0 |
0 |
3 |
1,131 |
Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
112 |
0 |
1 |
2 |
551 |
Risk Sharing and Sectoral Specialization: Regional and International Evidence |
0 |
0 |
0 |
177 |
0 |
1 |
1 |
537 |
Risk Sharing through Capital Gains |
0 |
0 |
0 |
88 |
1 |
2 |
8 |
237 |
Risk Sharing through Capital Gains |
0 |
1 |
1 |
29 |
1 |
3 |
3 |
118 |
Risk sharing and industrial specialization; regional and international evidence |
0 |
2 |
3 |
300 |
2 |
5 |
10 |
864 |
Risk sharing and portfolio allocation in EMU |
0 |
0 |
0 |
100 |
0 |
0 |
2 |
378 |
Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
20 |
3 |
4 |
4 |
29 |
Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
29 |
Small Firms and Domestic Bank Dependence in Europe’s Great Recession |
0 |
0 |
0 |
20 |
2 |
2 |
4 |
63 |
Small firms and domestic bank dependence in Europe’s Great Recession |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
9 |
Small firms and domestic bank dependence in Europe’s great recession |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
30 |
The Buffer Stock Model and the Aggregate Propensity to Consume |
0 |
0 |
1 |
150 |
0 |
1 |
2 |
1,047 |
The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States |
0 |
0 |
1 |
78 |
0 |
0 |
3 |
395 |
The Effect of Education on Equity Holdings |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
153 |
The Rise and Fall of Consumption in the 2000s |
0 |
0 |
1 |
41 |
1 |
1 |
3 |
110 |
The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
151 |
The rise and fall of consumption in the '00s |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
64 |
US Banking Deregulation, Small Businesses and Interstate Insurance of Personal Income |
0 |
0 |
0 |
50 |
1 |
2 |
3 |
438 |
Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
193 |
Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000 |
0 |
0 |
2 |
44 |
0 |
0 |
4 |
248 |
Why Does Capital Flow to Rich States? |
0 |
0 |
0 |
105 |
0 |
1 |
1 |
555 |
Why Does Capital Flow to Rich States? |
0 |
1 |
1 |
96 |
0 |
1 |
1 |
421 |
Why Does Capital Flow to Rich States? |
0 |
0 |
0 |
25 |
2 |
2 |
2 |
100 |
Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
326 |
Total Working Papers |
5 |
15 |
53 |
7,525 |
61 |
121 |
379 |
38,928 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
653 |
Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend |
0 |
0 |
0 |
5 |
2 |
2 |
2 |
43 |
Banking deregulation helps small business owners stabilize their income |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
117 |
Cash flow sensitivities and bank-finance shocks in non-listed firms |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
13 |
Channels of Interstate Risk Sharing: United States 1963–1990 |
1 |
1 |
15 |
1,142 |
10 |
21 |
71 |
2,368 |
Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve? |
0 |
3 |
6 |
45 |
1 |
5 |
10 |
121 |
Childhood determinants of risk aversion: The long shadow of compulsory education |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
121 |
Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces |
0 |
1 |
2 |
92 |
0 |
1 |
3 |
402 |
Continuous Record Asymptotics in Systems of Stochastic Differential Equations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
DEEP FINANCIAL INTEGRATION AND VOLATILITY |
0 |
1 |
1 |
42 |
0 |
2 |
7 |
179 |
Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
72 |
1 |
1 |
7 |
237 |
Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations |
0 |
0 |
9 |
375 |
0 |
2 |
21 |
903 |
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
0 |
0 |
3 |
786 |
FINANCIAL MARKET INTEGRATION IN THE MIDDLE EAST: HOW BIG IS THE PEACE DIVIDEND? |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
21 |
Financial Integration within E.U. Countries: The Role of Institutions, Confidence, and Trust [with Comments] |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations |
0 |
1 |
5 |
182 |
0 |
2 |
7 |
782 |
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
1,282 |
GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
0 |
1 |
71 |
1 |
1 |
2 |
251 |
Home bias and international risk sharing: Twin puzzles separated at birth |
0 |
0 |
4 |
369 |
0 |
0 |
10 |
801 |
House prices and risk sharing |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
256 |
How do politicians save? Buffer-stock management of unemployment insurance finance |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
80 |
How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
2 |
3 |
38 |
38 |
6 |
21 |
132 |
132 |
Inequality in Public School Spending Across Space and Time |
0 |
0 |
2 |
14 |
1 |
2 |
8 |
55 |
Interaction effects in econometrics |
2 |
5 |
11 |
116 |
5 |
13 |
29 |
387 |
International risk sharing and European monetary unification |
0 |
0 |
2 |
560 |
0 |
0 |
9 |
1,154 |
Is risk sharing in the United States a regional phenomenon? |
0 |
0 |
1 |
85 |
1 |
1 |
4 |
251 |
Is state fiscal policy asymmetric over the business cycle? |
0 |
0 |
1 |
188 |
0 |
2 |
4 |
712 |
Keeping the house or moving for a job |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
73 |
Leverage across firms, banks, and countries |
0 |
0 |
0 |
267 |
1 |
3 |
14 |
976 |
Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
104 |
Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
1 |
4 |
176 |
1 |
2 |
8 |
541 |
Producer Prices versus Consumer Prices in the Measurement of Risk Sharing |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
133 |
Quantifying productivity gains from foreign investment |
0 |
0 |
0 |
20 |
2 |
2 |
11 |
118 |
Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
2 |
4 |
434 |
0 |
4 |
8 |
1,042 |
Risk sharing through capital gains |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
Risk sharing through capital gains |
0 |
0 |
1 |
59 |
1 |
2 |
4 |
235 |
Selective bargain hunting: A concise test of rational consumer search |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
16 |
Small firms and domestic bank dependence in Europe's great recession |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
11 |
Subjective Well-Being: Keeping Up with the Perception of the Joneses |
0 |
0 |
3 |
24 |
1 |
2 |
6 |
239 |
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
266 |
The Effect of Education on Equity Holdings |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
130 |
The Rise and Fall of Consumption in the 2000s: A Tangled Tale |
0 |
0 |
3 |
9 |
0 |
0 |
19 |
55 |
The demand for risky assets: Sample selection and household portfolios |
0 |
0 |
0 |
129 |
0 |
2 |
3 |
362 |
U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income |
0 |
0 |
1 |
118 |
0 |
1 |
10 |
534 |
What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption? |
0 |
0 |
2 |
85 |
0 |
0 |
2 |
299 |
Why Does Capital Flow to Rich States? |
0 |
0 |
0 |
112 |
1 |
2 |
7 |
455 |
Why Has Consumption Been So Volatile in the New Millennium? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
43 |
Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
61 |
1 |
2 |
6 |
277 |
Total Journal Articles |
5 |
18 |
118 |
5,449 |
40 |
106 |
465 |
18,062 |