| 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 |
1 |
1 |
13 |
0 |
3 |
4 |
48 |
| Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone |
0 |
1 |
2 |
61 |
3 |
4 |
8 |
134 |
| Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone |
0 |
0 |
0 |
32 |
2 |
2 |
6 |
70 |
| Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe |
0 |
0 |
0 |
316 |
1 |
20 |
32 |
988 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
1,066 |
| Channels of Interstate Risksharing: U.S. 1963-1990 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
388 |
| 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 |
1 |
2 |
128 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
31 |
2 |
5 |
6 |
146 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
108 |
2 |
2 |
4 |
388 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
992 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
3 |
5 |
7 |
29 |
| Consumption Smoothing through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
338 |
3 |
3 |
4 |
1,721 |
| Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces |
0 |
0 |
2 |
47 |
2 |
5 |
7 |
278 |
| Consumption and aggregate constraints: evidence from U.S. states and Canadian provinces |
0 |
0 |
1 |
102 |
0 |
1 |
4 |
564 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
63 |
1 |
1 |
4 |
137 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
1 |
1 |
2 |
127 |
3 |
3 |
11 |
227 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
27 |
0 |
0 |
3 |
147 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
98 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
176 |
2 |
2 |
5 |
637 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
67 |
3 |
3 |
4 |
251 |
| EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
499 |
5 |
6 |
9 |
1,073 |
| FU.S. banking deregulation, small businesses, and interstate insurance of personal income |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
313 |
| Federal Insurance of the U.S. States: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
554 |
| 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 |
47 |
1 |
1 |
3 |
83 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
79 |
1 |
4 |
10 |
75 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
51 |
2 |
4 |
7 |
80 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
54 |
1 |
4 |
10 |
97 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
1 |
100 |
1 |
4 |
8 |
135 |
| Foreign Investment and Domestic Productivity: Identifying knowledge spillovers and competition effects |
0 |
0 |
0 |
54 |
6 |
7 |
11 |
98 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
2 |
9 |
11 |
1,312 |
| Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth |
0 |
0 |
0 |
436 |
0 |
0 |
4 |
1,263 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
58 |
1 |
2 |
5 |
272 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
78 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
21 |
4 |
4 |
8 |
154 |
| House prices and risk sharing |
0 |
0 |
0 |
65 |
1 |
2 |
6 |
285 |
| House prices and risk sharing |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
140 |
| How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
62 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts and Aggregate Implications |
0 |
1 |
4 |
144 |
5 |
17 |
57 |
567 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
0 |
0 |
11 |
98 |
5 |
6 |
42 |
345 |
| How to construct nationally representative firm level data from the ORBIS global database |
1 |
3 |
7 |
40 |
4 |
10 |
26 |
230 |
| Income and Consumption Smoothing Among US States: Regions or Clubs? |
0 |
0 |
0 |
171 |
1 |
1 |
1 |
759 |
| Income and Consumption Smoothing among US States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
337 |
| Income and ConsumptionSmoothing Among U.S. States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
284 |
| 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 |
0 |
1 |
7 |
0 |
3 |
5 |
34 |
| Interaction Effects in Econometrics |
0 |
0 |
0 |
249 |
1 |
1 |
4 |
822 |
| Interaction effects in econometrics |
0 |
1 |
2 |
158 |
1 |
4 |
9 |
263 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
827 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
55 |
| Leverage Across Firms, Banks and Countries |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
288 |
| Leverage Across Firms, Banks, and Countries |
0 |
0 |
0 |
108 |
2 |
3 |
7 |
361 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
56 |
1 |
2 |
4 |
191 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
37 |
3 |
3 |
5 |
85 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
494 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
355 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
26 |
2 |
5 |
6 |
102 |
| Moving to a job: The role of home equity, debt, and access to credit |
0 |
0 |
0 |
31 |
2 |
3 |
3 |
108 |
| Moving to a new job: the role of home equity, debt, and access to credit |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
46 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
651 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
165 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
788 |
| Net Capital Flows and Productivity: Evidence from U.S. States |
0 |
0 |
0 |
103 |
2 |
2 |
4 |
451 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
78 |
| Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
720 |
| Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994 |
0 |
0 |
0 |
106 |
1 |
1 |
2 |
690 |
| 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 |
0 |
1 |
5 |
636 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from U.S. States |
0 |
0 |
1 |
5 |
1 |
4 |
7 |
33 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
711 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
109 |
2 |
4 |
7 |
265 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
50 |
5 |
5 |
7 |
107 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
68 |
2 |
4 |
6 |
139 |
| 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 |
1 |
2 |
2 |
96 |
| Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving |
0 |
0 |
0 |
183 |
1 |
2 |
5 |
379 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
112 |
1 |
1 |
3 |
553 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
743 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
919 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
236 |
0 |
0 |
1 |
1,132 |
| Risk Sharing and Sectoral Specialization: Regional and International Evidence |
0 |
0 |
0 |
177 |
2 |
2 |
5 |
541 |
| Risk Sharing through Capital Gains |
0 |
0 |
1 |
29 |
1 |
1 |
5 |
120 |
| Risk Sharing through Capital Gains |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
237 |
| Risk sharing and industrial specialization; regional and international evidence |
0 |
0 |
3 |
301 |
2 |
2 |
12 |
871 |
| Risk sharing and portfolio allocation in EMU |
0 |
0 |
1 |
101 |
5 |
5 |
7 |
385 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
29 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
31 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
20 |
2 |
3 |
7 |
32 |
| Small Firms and Domestic Bank Dependence in Europe’s Great Recession |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
64 |
| Small firms and domestic bank dependence in Europe’s Great Recession |
0 |
0 |
0 |
5 |
3 |
3 |
4 |
13 |
| The Buffer Stock Model and the Aggregate Propensity to Consume |
0 |
0 |
0 |
150 |
0 |
3 |
6 |
1,052 |
| The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States |
0 |
0 |
0 |
78 |
0 |
2 |
2 |
397 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
154 |
| The Rise and Fall of Consumption in the 2000s |
0 |
0 |
0 |
41 |
1 |
2 |
4 |
113 |
| The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
151 |
| The rise and fall of consumption in the '00s |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
66 |
| US Banking Deregulation, Small Businesses and Interstate Insurance of Personal Income |
0 |
0 |
0 |
50 |
1 |
2 |
7 |
443 |
| Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries |
0 |
0 |
0 |
72 |
0 |
3 |
5 |
198 |
| Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000 |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
249 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
2 |
97 |
0 |
0 |
4 |
424 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
26 |
4 |
7 |
12 |
110 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
106 |
1 |
2 |
6 |
560 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
327 |
| Total Working Papers |
2 |
8 |
45 |
7,555 |
133 |
256 |
583 |
39,390 |
| 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 |
2 |
2 |
3 |
656 |
| 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 |
0 |
0 |
4 |
45 |
| Banking deregulation helps small business owners stabilize their income |
0 |
0 |
0 |
27 |
3 |
3 |
4 |
121 |
| Cash flow sensitivities and bank-finance shocks in non-listed firms |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
14 |
| Channels of Interstate Risk Sharing: United States 1963–1990 |
0 |
0 |
7 |
1,148 |
5 |
13 |
61 |
2,408 |
| Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve? |
1 |
1 |
5 |
47 |
2 |
2 |
13 |
129 |
| Childhood determinants of risk aversion: The long shadow of compulsory education |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
125 |
| Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces |
0 |
0 |
2 |
93 |
0 |
0 |
5 |
406 |
| Continuous Record Asymptotics in Systems of Stochastic Differential Equations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| DEEP FINANCIAL INTEGRATION AND VOLATILITY |
0 |
0 |
2 |
43 |
0 |
1 |
6 |
183 |
| Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
72 |
3 |
6 |
9 |
245 |
| Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations |
1 |
1 |
2 |
377 |
3 |
6 |
15 |
916 |
| Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
8 |
10 |
12 |
798 |
| FINANCIAL MARKET INTEGRATION IN THE MIDDLE EAST: HOW BIG IS THE PEACE DIVIDEND? |
0 |
0 |
0 |
8 |
1 |
3 |
3 |
24 |
| Financial Integration within E.U. Countries: The Role of Institutions, Confidence, and Trust [with Comments] |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
9 |
| Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations |
0 |
1 |
3 |
184 |
2 |
4 |
11 |
791 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
5 |
7 |
15 |
1,293 |
| GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
0 |
3 |
74 |
1 |
1 |
11 |
261 |
| Home bias and international risk sharing: Twin puzzles separated at birth |
0 |
1 |
3 |
372 |
0 |
2 |
4 |
805 |
| House prices and risk sharing |
0 |
0 |
0 |
77 |
1 |
2 |
5 |
261 |
| How do politicians save? Buffer-stock management of unemployment insurance finance |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
84 |
| How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
1 |
4 |
9 |
44 |
2 |
9 |
36 |
147 |
| Inequality in Public School Spending Across Space and Time |
0 |
1 |
1 |
15 |
2 |
5 |
11 |
64 |
| Interaction effects in econometrics |
1 |
3 |
10 |
121 |
3 |
8 |
31 |
405 |
| International risk sharing and European monetary unification |
0 |
0 |
1 |
561 |
10 |
12 |
18 |
1,172 |
| Is risk sharing in the United States a regional phenomenon? |
0 |
0 |
1 |
86 |
2 |
2 |
7 |
257 |
| Is state fiscal policy asymmetric over the business cycle? |
0 |
0 |
0 |
188 |
0 |
4 |
9 |
719 |
| Keeping the house or moving for a job |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
76 |
| Leverage across firms, banks, and countries |
0 |
1 |
1 |
268 |
2 |
5 |
12 |
985 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
107 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
1 |
1 |
2 |
1 |
5 |
7 |
16 |
| Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
1 |
176 |
1 |
1 |
6 |
545 |
| Producer Prices versus Consumer Prices in the Measurement of Risk Sharing |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
136 |
| Quantifying productivity gains from foreign investment |
0 |
2 |
3 |
23 |
0 |
5 |
8 |
124 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
1 |
2 |
4 |
436 |
4 |
7 |
16 |
1,054 |
| Risk sharing through capital gains |
0 |
0 |
0 |
0 |
5 |
7 |
9 |
18 |
| Risk sharing through capital gains |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
235 |
| Selective bargain hunting: A concise test of rational consumer search |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
16 |
| Small firms and domestic bank dependence in Europe's great recession |
0 |
0 |
0 |
5 |
2 |
3 |
3 |
14 |
| Subjective Well-Being: Keeping Up with the Perception of the Joneses |
0 |
0 |
0 |
24 |
0 |
0 |
4 |
241 |
| The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
267 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
134 |
| The Rise and Fall of Consumption in the 2000s: A Tangled Tale |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
57 |
| The demand for risky assets: Sample selection and household portfolios |
0 |
0 |
2 |
131 |
1 |
4 |
9 |
369 |
| U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income |
0 |
0 |
0 |
118 |
1 |
2 |
5 |
538 |
| What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption? |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
299 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
0 |
112 |
4 |
5 |
8 |
461 |
| Why Has Consumption Been So Volatile in the New Millennium? |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
44 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
278 |
| Total Journal Articles |
5 |
18 |
61 |
5,492 |
79 |
157 |
417 |
18,373 |