Access Statistics for David Backus

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of U.S. Financial and Nonfinancial Economic Behavior 2 4 13 247 4 8 31 657
A Positive Theory of Fiscal Policy in Open Economies 0 0 0 1 0 0 4 114
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 1 1 9 503
Accounting for Forward Rates in Markets for Foreign Currency 0 0 1 25 1 3 11 1,492
Accouting for Biases in Black-Scholes 0 0 2 633 0 0 11 2,590
Affine Models of Currency Pricing 0 0 0 490 1 5 11 1,756
Affine Models of Currency Pricing 0 0 0 0 1 1 6 333
An Integrated Model of Household Flow-of-Funds Allocations 0 0 1 139 1 1 4 750
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 0 0 2 9 527
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 1 780 0 1 9 3,797
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 1 0 1 9 288
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 1 0 1 6 478
Asset pricing implications for business cycle analysis 0 0 0 0 0 1 9 416
Backus_Kehoe_Kydland 3 9 33 543 13 40 162 1,916
Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods 0 1 6 210 2 8 37 480
Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods 0 0 0 1 2 2 8 802
Contagion in Financial Markets 0 0 0 529 1 1 8 1,180
Cracking the Conundrum 0 0 0 110 0 1 6 317
Cracking the conundrum 0 0 2 65 0 1 6 213
Credibility and Commitment in Economic Policy 0 0 0 0 0 1 14 143
Credibility and Commitment in Economic Policy 0 0 1 134 0 0 4 520
Credible Disinflation in Closed and Open Economies 0 0 0 0 0 0 2 74
Current Account Fact and Fiction 1 1 1 222 2 8 17 561
Current Account Fact and Fiction 0 0 0 1 0 2 13 683
Demography and Low Frequency Capital Flows 0 0 0 687 0 2 5 187
Design and Estimation of Affine Yield Models 0 0 0 220 0 2 3 637
Design and Estimation of Affine Yield Models 0 0 0 172 0 0 1 450
Disasters Implied by Equity Index Options 1 1 1 18 4 7 23 117
Disasters implied by equity index options 0 0 1 43 3 5 17 247
Disasters implied by equity index options 0 0 1 101 3 6 18 154
Discrete time models of bond pricing 0 0 1 542 0 0 6 1,220
Discrete-Time Models of Bond Pricing 6 7 12 1,575 8 12 29 4,019
Dynamics of the Trade Balance and the Terms of Trade: The J-Curve Revisited 0 0 0 1 8 15 42 670
Dynamics of the Trade Balance and the Terms of Trade: The S-Curve 1 1 3 506 2 9 44 2,278
Dynamics of the trade balance and the terms of trade: the J-curve revisited 1 5 8 227 8 22 52 1,193
Dynamics of the trade balance and the terms of trade: the S-curve 1 5 8 245 8 24 72 1,936
Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff 0 0 0 0 0 2 11 308
Exchange Rate Dynamics in a Model with Staggered Wage Contracts 0 0 0 0 2 3 5 70
Exotic Preferences for Macroeconomists 0 0 0 124 0 0 14 293
Exotic Preferences for Macroeconomists 0 1 3 399 1 6 16 864
Global Capital Flows: The Roles of Demography, Productivity and Taxes 0 0 0 26 0 0 5 123
Hysteresis in Perspective: A Discussion of Dixit's "Hysteresis and the Durations of the J-Curve," 0 0 0 0 0 0 6 306
Identifying Taylor Rules in Macro-finance Models 0 0 0 35 0 0 6 86
Identifying Taylor rules in macro-finance models 0 0 1 35 0 2 9 61
Identifying monetary policy in macro-finance models 0 0 1 67 2 3 7 123
In search of scale effects in trade and growth 0 1 3 598 0 1 16 1,605
Inflation and Reputation 0 0 0 0 0 3 19 384
Inflation and Reputation 0 1 4 62 1 6 17 207
International Business Cycles: Theory and Evidence 0 0 0 0 4 5 16 1,698
International Business Cycles: Theory and Evidence 1 2 9 2,646 4 9 43 8,836
International Evidence on the Historical Properties of Business Cycles 0 0 0 0 3 9 27 1,662
International Risk Sharing with exotic preferences 0 0 0 1 0 0 5 309
International evidence on the historical properties of business cycles 2 3 9 628 4 11 33 1,437
International price dispersion in the G7 0 0 0 69 0 0 1 350
International real business cycles 0 2 4 36 4 8 30 660
International real business cycles 2 5 13 1,146 7 14 46 2,700
Interpreting Comovements in the Trade Balance and the Terms of Trade 0 0 0 0 0 1 11 395
Interpreting the Forward Premium Anomoly 0 0 0 116 0 0 5 469
Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates 0 0 0 0 0 1 5 210
Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates 0 1 1 103 0 3 10 425
Macroeconomic Foundations of Higher Moments in Bond Yields 0 0 0 0 0 0 2 153
Markov Chain Approximations For Term Structure Models 0 0 0 587 0 0 6 1,413
Monetary Policy and the Uncovered Interest Parity Puzzle 1 3 4 141 4 9 21 503
Monetary Policy and the Uncovered Interest Rate Parity Puzzle 0 0 1 13 0 0 6 64
Nonbanks in the Payments System: Vertical Integration Issues 0 0 0 87 0 0 4 190
Nonuniqueness in Rational Expectations Models: An Interpretation 0 0 0 0 0 0 4 68
Notes on Dynamical Systems in Economics 0 0 0 0 0 2 6 214
Oil Prices and the Terms of Trade 1 2 17 1,124 2 6 40 3,847
On the denomination of government debt: a critique of the portfolio balance approach 0 2 4 163 0 6 31 679
Pareto Weights as Wedges in Two-Country Models 0 0 0 47 0 1 2 58
Pareto weights as wedges in two-country models 0 0 0 0 0 0 3 7
Pareto weights as wedges in two-country models 0 0 0 0 0 0 4 8
Predictable Changes in Yields and Forward Rates 0 0 1 451 0 1 11 1,915
Rational Expectations and Policy Credibility Following a Regime Change 0 0 0 0 1 3 9 156
Recursive Preferences 0 0 0 102 0 0 1 174
Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing 0 0 0 0 0 0 5 111
Relative Price Movements in Dynamic General Equilibrium Models of International Trade 0 0 0 0 1 1 8 393
Relative Price Movements in Dynamic General Equilibrium Models of International Trade 0 0 0 215 1 2 7 829
Relative price movements in dynamic general equilibrium models of international trade 0 0 0 173 1 2 8 1,000
Reverse Engineering the Yield Curve 0 0 0 3 1 4 12 718
Reverse Engineering the Yield Curve 0 1 6 868 1 5 25 3,064
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 0 0 90
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 2 3 5 259
Risk and Ambiguity in Models of Business Cycles 0 0 1 107 3 4 10 164
Some Canadian-U.S Evidence on the Insulating Properties of a Flexible Exchange Rate 0 0 0 0 0 1 4 70
Sources of Entropy in Representative Agent Models 0 0 0 19 0 1 7 111
Sources of Entropy in Representative Agent Models 0 0 0 54 0 1 7 203
Sources of entropy in representative agent models 0 0 1 22 0 1 11 123
Sources of entropy in representative agent models of asset pricing 0 0 0 5 0 0 3 60
Taxes and the Global Allocation of Capital 0 0 0 105 0 2 6 292
Term Structures of Asset Prices and Returns 0 0 0 19 0 3 6 48
Term structures of asset prices and returns 1 1 1 30 2 2 10 75
Term structures of asset prices and returns 0 0 1 28 0 0 4 34
Term structures of asset prices and returns 0 0 0 0 0 0 3 8
The Canada-U.S. Exchange Rate: Evidence for a Vector Autoregression 0 0 0 0 0 0 7 781
The Consistency of Optimal Policy in Stochastic Rational Expectations Models 0 6 15 591 3 13 48 1,352
The Cyclical Component of US Asset Returns 0 0 0 0 0 1 12 86
The Financial Sector in the Planning of Economic Development 0 0 0 104 0 0 2 267
The Forward Premium Anamoly: Three Examples in Search of a Solution 0 0 0 123 0 0 3 622
The Forward Premium Anomaly: Three Examples in Serach of Solution 0 0 0 0 1 1 10 392
The Japanese Trade Balance: Recent History and Future Prospects 0 0 0 0 0 0 1 432
The Japanese Trade Balance: Recent History and Future Prospects 0 0 0 429 0 1 3 4,438
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 1 2 11 398
Trade and Exchange-Rate Dynamics in a Dynamic Competitive Economy 0 0 0 0 0 0 5 185
Total Working Papers 24 65 196 20,173 129 358 1,474 83,333
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of U.S. Financial and Nonfinancial Economic Behavior 1 2 7 96 1 4 14 304
A decision support system for strategic planning on pig farms 0 0 0 38 0 1 5 197
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 236 1 3 10 796
Affine Term Structure Models and the Forward Premium Anomaly 1 2 6 250 3 10 28 625
An Integrated Model of Household Flow-of-Funds Allocations 0 0 1 48 1 1 3 214
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 0 1 2 11 534
Borrowing Constraints, Occupational Choice, and Labor Supply 0 0 3 83 0 0 7 296
British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing 0 0 0 56 1 1 2 321
Comment on: "Exchange rate regime durability and performance in developing versus advanced economies" 0 0 1 31 0 1 5 169
Comments on 'hysteresis and the duration of the J-curve', by Avinash Dixit 0 0 0 22 0 0 4 103
Consumption and real exchange rates in dynamic economies with non-traded goods 1 1 4 1,206 4 7 38 1,903
Cracking the Conundrum 0 1 2 105 2 5 22 494
Disasters Implied by Equity Index Options 0 0 2 37 4 12 34 270
Dynamics of the Trade Balance and the Terms of Trade: The J-Curve? 8 18 95 2,707 40 94 301 8,991
EconomicDynamics Interview: David Backus on international business cycles 0 0 1 254 0 0 7 1,274
Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff 0 0 4 81 0 3 17 315
In search of scale effects in trade and growth 0 0 2 110 0 0 14 338
Inflation and Reputation 4 12 38 744 9 31 100 1,738
International Evidence of the Historical Properties of Business Cycles 1 8 37 1,426 4 21 93 2,865
International Real Business Cycles 3 16 55 2,461 16 52 169 7,155
International business cycles: theory vs. evidence 0 3 8 499 1 6 30 1,072
Interpreting comovements in the trade balance and the terms of trade 1 1 3 231 2 2 14 399
Interpreting the Forward Premium Anomaly 0 0 0 0 0 0 4 42
Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates 0 0 1 111 0 2 10 312
Long-memory inflation uncertainty: evidence from the term structure of interest rates 0 0 0 1 0 1 8 252
Oil prices and the terms of trade 0 1 29 602 5 14 90 1,519
On the denomination of government debt: A critique of the portfolio balance approach 0 2 4 64 2 8 23 192
Pareto weights as wedges in two-country models 0 0 1 8 0 1 8 41
Predictable changes in yields and forward rates 1 1 3 182 2 3 10 497
Rational Expectations and Policy Credibility Following a Change in Regime 1 2 6 211 2 7 18 493
Risk and ambiguity in models of business cycles 0 1 4 65 1 9 33 267
Risk premiums in the term structure: Evidence from artificial economies 1 1 2 324 2 4 12 694
Sources of Entropy in Representative Agent Models 0 0 2 24 0 1 9 129
Taxes and the global allocation of capital 0 0 1 81 1 1 16 361
Term structures of asset prices and returns 0 0 5 34 3 3 25 109
The Canadian-U.S. Exchange Rate: Evidence from a Vector Autoregression 0 0 1 97 0 1 7 1,018
The Japanese trade balance: Recent history and future prospects1 0 0 0 86 0 0 15 414
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 1 1 9 434
Total Journal Articles 23 72 328 12,611 109 312 1,225 37,147


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Positive Theory of Fiscal Policy in Open Economies 0 1 1 39 0 1 11 204
Demography and Low-Frequency Capital Flows 0 0 0 0 0 0 7 79
Exotic Preferences for Macroeconomists 0 0 2 129 1 1 21 314
Total Chapters 0 1 3 168 1 2 39 597


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" 1 1 3 616 8 14 50 2,855
Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" 0 0 6 534 3 10 47 1,613
Total Software Items 1 1 9 1,150 11 24 97 4,468


Statistics updated 2021-01-03