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 |
3 |
5 |
11 |
495 |
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
0 |
0 |
2 |
85 |
0 |
0 |
5 |
155 |
A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
0 |
0 |
4 |
621 |
A Frictionless View of U.S. Inflation |
0 |
0 |
1 |
324 |
0 |
2 |
4 |
3,144 |
A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
74 |
0 |
0 |
2 |
198 |
A New Structure for U.S. Federal Debt |
0 |
0 |
2 |
56 |
0 |
1 |
6 |
132 |
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 |
1 |
2 |
181 |
Asset Pricing Explorations for Macroeconomics |
0 |
0 |
1 |
509 |
0 |
0 |
2 |
998 |
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
310 |
0 |
0 |
0 |
688 |
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
308 |
1 |
2 |
2 |
901 |
Bond Risk Premia |
0 |
0 |
0 |
1,163 |
2 |
3 |
18 |
3,231 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
4 |
148 |
2 |
4 |
15 |
694 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
4 |
1,986 |
0 |
5 |
13 |
5,281 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
4 |
660 |
0 |
4 |
17 |
1,812 |
By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
1 |
4 |
5 |
1,240 |
Can Learnability Save New-Keynesian Models? |
0 |
0 |
0 |
109 |
0 |
0 |
3 |
238 |
Continuous-Time Linear Models |
0 |
0 |
1 |
215 |
0 |
0 |
1 |
308 |
Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
1 |
4 |
32 |
672 |
Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
264 |
1 |
1 |
3 |
713 |
Determinacy and Identification with Taylor Rules |
0 |
0 |
3 |
261 |
0 |
1 |
5 |
650 |
Discount Rates |
2 |
9 |
15 |
183 |
9 |
30 |
50 |
490 |
Expectations and the Neutrality of Interest Rates |
1 |
1 |
2 |
41 |
1 |
2 |
5 |
55 |
Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
51 |
0 |
3 |
9 |
376 |
Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
1 |
1 |
3 |
2,414 |
Explaining the Variance of Price Dividend Ratios |
0 |
0 |
0 |
239 |
1 |
1 |
3 |
695 |
Finance: Function Matters, not Size |
1 |
1 |
1 |
65 |
1 |
2 |
3 |
185 |
Financial Markets and the Real Economy |
0 |
0 |
1 |
848 |
1 |
4 |
21 |
2,261 |
Fiscal Histories |
0 |
1 |
2 |
72 |
0 |
1 |
3 |
54 |
Inflation Dynamics with a Generalized Lucas Phillips Curve |
1 |
9 |
9 |
9 |
1 |
9 |
9 |
9 |
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
0 |
2 |
45 |
2 |
2 |
9 |
88 |
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 |
5 |
80 |
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
107 |
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
1 |
171 |
0 |
0 |
1 |
699 |
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
3 |
405 |
2 |
4 |
15 |
2,011 |
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
3 |
200 |
0 |
1 |
6 |
520 |
Macro-Finance |
0 |
0 |
1 |
183 |
0 |
1 |
6 |
359 |
Monetary Policy with Interest on Reserves |
0 |
1 |
2 |
120 |
0 |
2 |
4 |
211 |
Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
0 |
298 |
0 |
1 |
1 |
1,354 |
New Facts in Finance |
0 |
0 |
1 |
596 |
0 |
1 |
3 |
1,586 |
New Facts in Finance |
0 |
0 |
3 |
1,104 |
0 |
2 |
7 |
2,672 |
Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
1 |
3 |
4 |
815 |
Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
0 |
1 |
6 |
1,313 |
Portfolios for Long-Term Investors |
1 |
1 |
3 |
38 |
1 |
3 |
7 |
82 |
Production Based Asset Pricing |
0 |
0 |
1 |
227 |
0 |
0 |
3 |
791 |
Rethinking Production Under Uncertainty |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
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 |
2 |
7 |
134 |
Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
0 |
0 |
0 |
335 |
1 |
2 |
6 |
1,274 |
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
212 |
The Dog That Did Not Bark: A Defense of Return Predictability |
1 |
1 |
2 |
304 |
3 |
4 |
10 |
1,114 |
The Fed and Interest Rates: A High-Frequency Identification |
0 |
1 |
2 |
397 |
0 |
1 |
9 |
1,340 |
The Fiscal Roots of Inflation |
1 |
1 |
3 |
83 |
2 |
4 |
10 |
149 |
The Habit Habit |
0 |
1 |
1 |
105 |
2 |
3 |
5 |
163 |
The New-Keynesian Liquidity Trap |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
496 |
The Risk and Return of Venture Capital |
0 |
0 |
2 |
1,350 |
0 |
0 |
5 |
3,680 |
The Risk and Return of Venture Capital |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
107 |
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
1 |
77 |
1 |
1 |
9 |
302 |
The Value of Government Debt |
0 |
0 |
0 |
27 |
0 |
3 |
8 |
108 |
Two Trees |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
87 |
Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
132 |
0 |
0 |
0 |
534 |
Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
522 |
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
3 |
4 |
6 |
660 |
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods |
0 |
0 |
0 |
148 |
1 |
2 |
2 |
650 |
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle |
0 |
0 |
0 |
80 |
0 |
1 |
3 |
191 |
Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
2 |
2 |
2 |
1,068 |
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 |
1 |
2 |
571 |
Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
0 |
2 |
2 |
906 |
Total Working Papers |
8 |
29 |
89 |
19,356 |
47 |
145 |
428 |
59,179 |
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 |
0 |
4 |
15 |
1,125 |
3 |
16 |
48 |
2,464 |
A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
0 |
54 |
0 |
0 |
4 |
244 |
A Simple Test of Consumption Insurance |
0 |
1 |
6 |
898 |
0 |
2 |
21 |
2,599 |
A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
0 |
0 |
5 |
592 |
A fiscal theory of monetary policy with partially repaid long-term debt |
0 |
0 |
8 |
96 |
1 |
7 |
33 |
416 |
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
2 |
165 |
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
236 |
1 |
3 |
6 |
690 |
Bond Risk Premia |
1 |
3 |
12 |
629 |
7 |
12 |
52 |
1,963 |
Can learnability save new-Keynesian models? |
0 |
0 |
2 |
58 |
0 |
1 |
4 |
274 |
Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
591 |
Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
0 |
0 |
2 |
87 |
0 |
0 |
5 |
223 |
Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
1 |
1 |
3 |
292 |
Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
223 |
5 |
10 |
19 |
1,154 |
Expectations and the Neutrality of Interest Rates |
0 |
0 |
3 |
3 |
1 |
3 |
17 |
31 |
Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
0 |
2 |
7 |
848 |
Explaining the Variance of Price-Dividend Ratios |
0 |
0 |
3 |
354 |
1 |
3 |
10 |
1,325 |
Finance: Function Matters, Not Size |
1 |
1 |
1 |
120 |
1 |
1 |
2 |
408 |
Financial Markets and the Real Economy |
0 |
0 |
2 |
112 |
0 |
0 |
5 |
443 |
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
2 |
10 |
881 |
2 |
13 |
64 |
2,420 |
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
368 |
How Big Is the Random Walk in GNP? |
0 |
0 |
4 |
1,109 |
1 |
2 |
13 |
3,700 |
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 |
1 |
1 |
172 |
2 |
3 |
7 |
439 |
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
3 |
7 |
52 |
1,256 |
Macro-Finance |
0 |
2 |
11 |
177 |
3 |
7 |
41 |
1,027 |
Monetary policy with interest on reserves |
0 |
0 |
2 |
77 |
0 |
2 |
8 |
262 |
Money as stock |
0 |
1 |
2 |
207 |
1 |
4 |
12 |
499 |
Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
1 |
44 |
0 |
2 |
8 |
207 |
New facts in finance |
0 |
1 |
6 |
747 |
2 |
4 |
17 |
2,159 |
Permanent and Transitory Components of GNP and Stock Prices |
0 |
0 |
4 |
740 |
2 |
6 |
18 |
3,291 |
Portfolio advice of a multifactor world |
0 |
0 |
3 |
524 |
0 |
1 |
14 |
2,148 |
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 |
5 |
11 |
50 |
1,096 |
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
1 |
5 |
655 |
0 |
2 |
28 |
1,517 |
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
0 |
0 |
1 |
511 |
0 |
1 |
4 |
1,246 |
Shocks |
1 |
1 |
4 |
888 |
3 |
4 |
12 |
1,684 |
Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
28 |
The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
0 |
5 |
258 |
0 |
1 |
13 |
1,046 |
The Fed and Interest Rates - A High-Frequency Identification |
0 |
1 |
3 |
250 |
0 |
1 |
6 |
818 |
The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
0 |
3 |
5 |
213 |
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
353 |
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
1 |
19 |
210 |
0 |
2 |
44 |
866 |
The Squam Lake Report: Fixing the Financial System |
1 |
1 |
2 |
194 |
3 |
3 |
9 |
800 |
The fiscal root of inflation |
0 |
0 |
8 |
117 |
5 |
8 |
27 |
492 |
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 |
0 |
2 |
114 |
0 |
2 |
11 |
291 |
The risk and return of venture capital |
1 |
3 |
14 |
697 |
3 |
8 |
70 |
1,797 |
Time-Consistent Health Insurance |
0 |
0 |
3 |
276 |
0 |
2 |
6 |
1,095 |
Two Trees |
0 |
0 |
1 |
46 |
0 |
1 |
14 |
192 |
Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
1 |
2 |
4 |
257 |
1 |
2 |
13 |
814 |
Volatility tests and efficient markets: A review essay |
0 |
0 |
1 |
286 |
1 |
2 |
5 |
825 |
What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
0 |
602 |
3 |
3 |
11 |
1,250 |
Where is the market going? Uncertain facts and novel theories |
0 |
0 |
6 |
1,710 |
0 |
2 |
13 |
5,479 |
Total Journal Articles |
6 |
26 |
179 |
16,461 |
65 |
174 |
856 |
54,593 |