| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Sectional Test of a Production-Based Asset Pricing Model |
0 |
0 |
0 |
205 |
1 |
2 |
8 |
490 |
| A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
0 |
1 |
4 |
85 |
0 |
1 |
8 |
155 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
0 |
0 |
6 |
621 |
| A Frictionless View of U.S. Inflation |
0 |
1 |
1 |
324 |
1 |
2 |
2 |
3,142 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
74 |
0 |
0 |
2 |
198 |
| A New Structure for U.S. Federal Debt |
1 |
1 |
2 |
56 |
2 |
2 |
7 |
131 |
| A Rehabilitation of Stochastic Discount Factor Methodology |
0 |
0 |
0 |
261 |
0 |
0 |
1 |
746 |
| A Test of Consumption Insurance |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
180 |
| Asset Pricing Explorations for Macroeconomics |
1 |
1 |
1 |
509 |
1 |
2 |
2 |
998 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
308 |
0 |
0 |
0 |
899 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
310 |
0 |
0 |
1 |
688 |
| Bond Risk Premia |
0 |
0 |
0 |
1,163 |
2 |
6 |
16 |
3,228 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
3 |
147 |
1 |
1 |
11 |
690 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
2 |
4 |
1,985 |
2 |
3 |
11 |
5,276 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
7 |
660 |
0 |
2 |
16 |
1,808 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
1,236 |
| Can Learnability Save New-Keynesian Models? |
0 |
0 |
0 |
109 |
1 |
1 |
4 |
238 |
| Continuous-Time Linear Models |
1 |
1 |
1 |
215 |
1 |
1 |
1 |
308 |
| Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
1 |
5 |
37 |
668 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
264 |
0 |
0 |
4 |
712 |
| Determinacy and Identification with Taylor Rules |
0 |
1 |
5 |
261 |
0 |
1 |
6 |
649 |
| Discount Rates |
2 |
3 |
7 |
174 |
4 |
11 |
24 |
460 |
| Expectations and the Neutrality of Interest Rates |
0 |
0 |
2 |
40 |
0 |
0 |
4 |
53 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
51 |
0 |
0 |
6 |
373 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
2 |
2 |
2,413 |
| Explaining the Variance of Price Dividend Ratios |
0 |
0 |
0 |
239 |
1 |
1 |
4 |
694 |
| Finance: Function Matters, not Size |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
183 |
| Financial Markets and the Real Economy |
0 |
0 |
1 |
848 |
0 |
0 |
30 |
2,257 |
| Fiscal Histories |
0 |
1 |
1 |
71 |
0 |
1 |
3 |
53 |
| Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
1 |
3 |
45 |
1 |
2 |
9 |
86 |
| Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
261 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
80 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
1 |
1 |
171 |
0 |
1 |
2 |
699 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
106 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
1 |
2 |
4 |
405 |
1 |
8 |
13 |
2,007 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
1 |
4 |
200 |
1 |
3 |
8 |
519 |
| Macro-Finance |
1 |
1 |
1 |
183 |
2 |
3 |
8 |
358 |
| Monetary Policy with Interest on Reserves |
1 |
1 |
1 |
119 |
2 |
2 |
3 |
209 |
| Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
0 |
298 |
0 |
0 |
0 |
1,353 |
| New Facts in Finance |
0 |
1 |
4 |
1,104 |
0 |
1 |
7 |
2,670 |
| New Facts in Finance |
1 |
1 |
1 |
596 |
1 |
2 |
2 |
1,585 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
2 |
2 |
6 |
1,312 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
0 |
1 |
2 |
812 |
| Portfolios for Long-Term Investors |
0 |
1 |
2 |
37 |
0 |
3 |
4 |
79 |
| Production Based Asset Pricing |
0 |
0 |
1 |
227 |
0 |
0 |
3 |
791 |
| Rethinking Production Under Uncertainty |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
63 |
| Shocks |
0 |
0 |
0 |
390 |
0 |
0 |
0 |
699 |
| Stepping on a Rake: the Fiscal Theory of Monetary Policy |
0 |
0 |
2 |
59 |
0 |
0 |
7 |
132 |
| Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
0 |
0 |
0 |
335 |
2 |
3 |
9 |
1,272 |
| Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
212 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
0 |
1 |
303 |
0 |
0 |
6 |
1,110 |
| The Fed and Interest Rates: A High-Frequency Identification |
0 |
0 |
1 |
396 |
0 |
2 |
10 |
1,339 |
| The Fiscal Roots of Inflation |
0 |
1 |
3 |
82 |
0 |
2 |
9 |
145 |
| The Habit Habit |
0 |
0 |
0 |
104 |
0 |
0 |
3 |
160 |
| The New-Keynesian Liquidity Trap |
0 |
0 |
0 |
148 |
0 |
1 |
5 |
496 |
| The Risk and Return of Venture Capital |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
107 |
| The Risk and Return of Venture Capital |
0 |
0 |
2 |
1,350 |
1 |
1 |
8 |
3,680 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
1 |
77 |
1 |
1 |
8 |
301 |
| The Value of Government Debt |
0 |
0 |
1 |
27 |
1 |
3 |
10 |
105 |
| Two Trees |
0 |
0 |
1 |
16 |
0 |
0 |
1 |
86 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
152 |
0 |
1 |
1 |
522 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
132 |
0 |
0 |
0 |
534 |
| Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
0 |
2 |
4 |
656 |
| Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
648 |
| Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
190 |
| Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
0 |
0 |
2 |
1,066 |
| What do the VARs Mean?: Measuring the Output Effects of Monetary Policy |
0 |
0 |
1 |
790 |
0 |
0 |
2 |
1,563 |
| Where is the Market Going: Uncertain Facts and Novel Theories |
0 |
0 |
0 |
228 |
0 |
0 |
1 |
570 |
| Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
0 |
0 |
1 |
904 |
| Total Working Papers |
10 |
24 |
77 |
19,327 |
34 |
90 |
389 |
59,034 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Sectional Test of an Investment-Based Asset Pricing Model |
4 |
6 |
17 |
1,121 |
7 |
10 |
40 |
2,448 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
54 |
0 |
2 |
5 |
244 |
| A Simple Test of Consumption Insurance |
2 |
2 |
8 |
897 |
3 |
5 |
28 |
2,597 |
| A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
1 |
1 |
5 |
592 |
| A fiscal theory of monetary policy with partially repaid long-term debt |
0 |
2 |
11 |
96 |
3 |
6 |
38 |
409 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
164 |
| Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
1 |
236 |
0 |
1 |
5 |
687 |
| Bond Risk Premia |
1 |
3 |
10 |
626 |
3 |
12 |
52 |
1,951 |
| Can learnability save new-Keynesian models? |
0 |
1 |
2 |
58 |
0 |
1 |
3 |
273 |
| Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
1 |
89 |
0 |
0 |
4 |
591 |
| Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
0 |
1 |
2 |
87 |
0 |
1 |
5 |
223 |
| Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
291 |
| Determinacy and Identification with Taylor Rules |
1 |
1 |
3 |
223 |
1 |
6 |
12 |
1,144 |
| Expectations and the Neutrality of Interest Rates |
0 |
0 |
3 |
3 |
2 |
4 |
21 |
28 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
0 |
1 |
7 |
846 |
| Explaining the Variance of Price-Dividend Ratios |
1 |
2 |
5 |
354 |
2 |
5 |
9 |
1,322 |
| Finance: Function Matters, Not Size |
0 |
0 |
1 |
119 |
0 |
0 |
3 |
407 |
| Financial Markets and the Real Economy |
1 |
1 |
2 |
112 |
3 |
3 |
5 |
443 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
11 |
879 |
5 |
13 |
64 |
2,407 |
| HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
368 |
| How Big Is the Random Walk in GNP? |
0 |
0 |
5 |
1,109 |
0 |
3 |
12 |
3,698 |
| Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
52 |
| International risk sharing is better than you think, or exchange rates are too smooth |
0 |
0 |
2 |
171 |
0 |
2 |
9 |
436 |
| Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
2 |
14 |
61 |
1,249 |
| Macro-Finance |
2 |
4 |
10 |
175 |
4 |
7 |
39 |
1,020 |
| Monetary policy with interest on reserves |
2 |
2 |
2 |
77 |
3 |
3 |
8 |
260 |
| Money as stock |
0 |
0 |
1 |
206 |
0 |
0 |
9 |
495 |
| Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
1 |
44 |
0 |
1 |
6 |
205 |
| New facts in finance |
2 |
2 |
7 |
746 |
3 |
5 |
18 |
2,155 |
| Permanent and Transitory Components of GNP and Stock Prices |
1 |
1 |
5 |
740 |
1 |
3 |
18 |
3,285 |
| Portfolio advice of a multifactor world |
0 |
0 |
4 |
524 |
1 |
2 |
16 |
2,147 |
| Prediction and impulse responses in linear systems (in Russian) |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
141 |
| Presidential Address: Discount Rates |
0 |
0 |
0 |
0 |
4 |
10 |
54 |
1,085 |
| Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
0 |
5 |
654 |
1 |
1 |
32 |
1,515 |
| Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
0 |
1 |
1 |
511 |
0 |
1 |
4 |
1,245 |
| Shocks |
0 |
2 |
3 |
887 |
1 |
3 |
11 |
1,680 |
| Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
28 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
1 |
2 |
6 |
258 |
2 |
3 |
17 |
1,045 |
| The Fed and Interest Rates - A High-Frequency Identification |
0 |
1 |
3 |
249 |
0 |
1 |
8 |
817 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
210 |
| The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
350 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
1 |
18 |
209 |
1 |
3 |
48 |
864 |
| The Squam Lake Report: Fixing the Financial System |
1 |
1 |
1 |
193 |
2 |
3 |
6 |
797 |
| The fiscal root of inflation |
0 |
3 |
9 |
117 |
2 |
6 |
27 |
484 |
| The response of consumption to income: A Cross-Country investigation: by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? |
0 |
1 |
3 |
114 |
1 |
4 |
10 |
289 |
| The risk and return of venture capital |
4 |
4 |
21 |
694 |
5 |
24 |
88 |
1,789 |
| Time-Consistent Health Insurance |
0 |
1 |
4 |
276 |
0 |
1 |
8 |
1,093 |
| Two Trees |
0 |
0 |
2 |
46 |
0 |
0 |
15 |
191 |
| Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
1 |
2 |
3 |
255 |
3 |
5 |
13 |
812 |
| Volatility tests and efficient markets: A review essay |
0 |
0 |
1 |
286 |
0 |
0 |
4 |
823 |
| What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
1 |
602 |
1 |
1 |
11 |
1,247 |
| Where is the market going? Uncertain facts and novel theories |
0 |
1 |
7 |
1,710 |
0 |
3 |
14 |
5,477 |
| Total Journal Articles |
24 |
48 |
206 |
16,435 |
68 |
181 |
896 |
54,419 |
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