| 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 |
1 |
206 |
1 |
1 |
22 |
517 |
| A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
0 |
0 |
4 |
89 |
1 |
2 |
27 |
183 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
0 |
1 |
16 |
637 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
324 |
0 |
1 |
11 |
3,155 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
0 |
74 |
0 |
0 |
22 |
220 |
| A New Structure for U.S. Federal Debt |
0 |
0 |
0 |
56 |
0 |
2 |
15 |
147 |
| A Rehabilitation of Stochastic Discount Factor Methodology |
0 |
0 |
0 |
261 |
0 |
1 |
15 |
762 |
| A Test of Consumption Insurance |
0 |
0 |
0 |
43 |
1 |
2 |
12 |
193 |
| Asset Pricing Explorations for Macroeconomics |
0 |
0 |
0 |
509 |
0 |
1 |
24 |
1,022 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
310 |
1 |
1 |
24 |
712 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
308 |
0 |
0 |
14 |
915 |
| Bond Risk Premia |
1 |
1 |
2 |
1,167 |
4 |
6 |
60 |
3,294 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
0 |
1,986 |
1 |
5 |
36 |
5,320 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
0 |
148 |
0 |
3 |
23 |
718 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
661 |
0 |
3 |
47 |
1,860 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
1 |
2 |
32 |
1,274 |
| Can Learnability Save New-Keynesian Models? |
0 |
0 |
1 |
110 |
1 |
1 |
15 |
253 |
| Continuous-Time Linear Models |
0 |
0 |
0 |
215 |
0 |
3 |
8 |
317 |
| Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
5 |
7 |
36 |
708 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
262 |
0 |
5 |
33 |
683 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
0 |
264 |
0 |
2 |
17 |
730 |
| Discount Rates |
0 |
1 |
12 |
195 |
5 |
10 |
78 |
569 |
| Expectations and the Neutrality of Interest Rates |
0 |
0 |
2 |
43 |
0 |
1 |
14 |
69 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
2 |
22 |
2,436 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
52 |
0 |
1 |
11 |
387 |
| Explaining the Variance of Price Dividend Ratios |
0 |
0 |
1 |
240 |
0 |
0 |
16 |
711 |
| Finance: Function Matters, not Size |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
189 |
| Financial Markets and the Real Economy |
0 |
0 |
0 |
848 |
4 |
6 |
31 |
2,292 |
| Fiscal Histories |
0 |
0 |
0 |
72 |
0 |
2 |
14 |
68 |
| Inflation Dynamics with a Generalized Lucas Phillips Curve |
0 |
0 |
0 |
11 |
0 |
0 |
15 |
26 |
| Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
0 |
0 |
46 |
0 |
1 |
13 |
103 |
| Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
268 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
84 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
15 |
0 |
2 |
8 |
115 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
171 |
1 |
1 |
19 |
718 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
2 |
407 |
0 |
2 |
25 |
2,037 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
200 |
0 |
0 |
16 |
537 |
| Macro-Finance |
0 |
1 |
5 |
188 |
4 |
9 |
62 |
423 |
| Monetary Policy with Interest on Reserves |
0 |
0 |
0 |
120 |
0 |
1 |
17 |
229 |
| Monetary-Fiscal Interactions |
0 |
1 |
12 |
22 |
0 |
3 |
32 |
37 |
| Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
1 |
299 |
0 |
1 |
20 |
1,374 |
| New Facts in Finance |
0 |
0 |
2 |
1,106 |
2 |
4 |
37 |
2,710 |
| New Facts in Finance |
0 |
0 |
0 |
596 |
0 |
2 |
33 |
1,619 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
0 |
2 |
11 |
826 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
1 |
1 |
17 |
1,330 |
| Portfolios for Long-Term Investors |
0 |
1 |
2 |
40 |
0 |
3 |
23 |
105 |
| Production Based Asset Pricing |
0 |
0 |
1 |
228 |
1 |
2 |
18 |
810 |
| Rethinking Production Under Uncertainty |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
69 |
| Shocks |
0 |
0 |
1 |
391 |
0 |
2 |
19 |
718 |
| Stepping on a Rake: the Fiscal Theory of Monetary Policy |
1 |
2 |
2 |
61 |
3 |
7 |
26 |
160 |
| Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
0 |
0 |
3 |
338 |
0 |
4 |
24 |
1,298 |
| Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
215 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
0 |
1 |
305 |
3 |
5 |
32 |
1,147 |
| The Fed and Interest Rates: A High-Frequency Identification |
0 |
1 |
2 |
399 |
1 |
4 |
18 |
1,358 |
| The Fiscal Roots of Inflation |
0 |
0 |
3 |
86 |
0 |
1 |
17 |
167 |
| The Habit Habit |
0 |
0 |
1 |
107 |
1 |
1 |
19 |
185 |
| The New-Keynesian Liquidity Trap |
0 |
0 |
1 |
149 |
0 |
3 |
15 |
511 |
| The Risk and Return of Venture Capital |
0 |
0 |
0 |
1,350 |
1 |
3 |
24 |
3,704 |
| The Risk and Return of Venture Capital |
0 |
0 |
0 |
27 |
0 |
2 |
13 |
121 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
0 |
77 |
1 |
1 |
16 |
318 |
| The Value of Government Debt |
0 |
0 |
2 |
29 |
0 |
1 |
15 |
124 |
| Two Trees |
0 |
0 |
0 |
16 |
2 |
2 |
15 |
102 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
3 |
135 |
0 |
0 |
25 |
560 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
152 |
0 |
0 |
16 |
538 |
| Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
1 |
2 |
16 |
676 |
| 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 |
14 |
664 |
| Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle |
0 |
0 |
0 |
80 |
0 |
0 |
5 |
196 |
| Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
1 |
1 |
8 |
1,077 |
| What do the VARs Mean?: Measuring the Output Effects of Monetary Policy |
0 |
0 |
0 |
790 |
0 |
1 |
11 |
1,575 |
| Where is the Market Going: Uncertain Facts and Novel Theories |
0 |
0 |
0 |
228 |
1 |
1 |
16 |
587 |
| Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
0 |
0 |
12 |
918 |
| Total Working Papers |
2 |
8 |
70 |
19,442 |
51 |
150 |
1,460 |
60,680 |
| 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 |
29 |
1,154 |
1 |
8 |
71 |
2,537 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
55 |
2 |
3 |
16 |
260 |
| A Simple Test of Consumption Insurance |
0 |
0 |
5 |
903 |
3 |
6 |
38 |
2,639 |
| A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
0 |
1 |
13 |
605 |
| A fiscal theory of monetary policy with partially repaid long-term debt |
0 |
0 |
2 |
99 |
0 |
2 |
33 |
454 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
13 |
178 |
| Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
236 |
0 |
1 |
19 |
709 |
| Bond Risk Premia |
0 |
4 |
21 |
653 |
10 |
29 |
108 |
2,079 |
| Can learnability save new-Keynesian models? |
0 |
0 |
0 |
58 |
1 |
1 |
9 |
283 |
| Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
0 |
89 |
0 |
0 |
10 |
602 |
| Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
1 |
2 |
4 |
92 |
1 |
4 |
14 |
238 |
| Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
0 |
1 |
12 |
304 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
3 |
226 |
0 |
4 |
40 |
1,194 |
| Expectations and the Neutrality of Interest Rates |
0 |
0 |
3 |
6 |
1 |
5 |
23 |
56 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
1 |
247 |
1 |
1 |
20 |
868 |
| Explaining the Variance of Price-Dividend Ratios |
0 |
0 |
0 |
354 |
1 |
1 |
34 |
1,359 |
| Finance: Function Matters, Not Size |
0 |
0 |
1 |
121 |
1 |
1 |
11 |
419 |
| Financial Markets and the Real Economy |
0 |
1 |
3 |
115 |
0 |
3 |
15 |
458 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
4 |
9 |
891 |
10 |
20 |
116 |
2,545 |
| HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
1 |
2 |
21 |
389 |
| How Big Is the Random Walk in GNP? |
0 |
1 |
1 |
1,110 |
2 |
5 |
36 |
3,737 |
| Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
56 |
| International risk sharing is better than you think, or exchange rates are too smooth |
0 |
0 |
0 |
172 |
0 |
0 |
10 |
449 |
| Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
1 |
3 |
37 |
1,299 |
| Macro-Finance |
0 |
0 |
11 |
189 |
4 |
9 |
59 |
1,091 |
| Monetary policy with interest on reserves |
0 |
0 |
3 |
80 |
0 |
0 |
14 |
276 |
| Money as stock |
0 |
0 |
1 |
208 |
0 |
0 |
9 |
508 |
| Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
0 |
44 |
0 |
0 |
4 |
211 |
| New facts in finance |
0 |
0 |
2 |
749 |
1 |
4 |
38 |
2,197 |
| Permanent and Transitory Components of GNP and Stock Prices |
0 |
0 |
0 |
740 |
3 |
4 |
21 |
3,312 |
| Portfolio advice of a multifactor world |
0 |
0 |
0 |
524 |
0 |
1 |
24 |
2,173 |
| Prediction and impulse responses in linear systems (in Russian) |
0 |
0 |
0 |
38 |
0 |
0 |
5 |
146 |
| Presidential Address: Discount Rates |
0 |
0 |
0 |
0 |
7 |
26 |
136 |
1,233 |
| Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
1 |
5 |
660 |
4 |
8 |
170 |
1,689 |
| Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
0 |
0 |
1 |
512 |
0 |
0 |
19 |
1,265 |
| Shocks |
0 |
0 |
0 |
888 |
3 |
5 |
26 |
1,710 |
| Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
38 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
0 |
5 |
263 |
3 |
7 |
38 |
1,085 |
| The Fed and Interest Rates - A High-Frequency Identification |
0 |
0 |
0 |
250 |
1 |
3 |
12 |
833 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
0 |
2 |
11 |
224 |
| 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 |
11 |
364 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
1 |
211 |
4 |
8 |
22 |
889 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
2 |
5 |
27 |
828 |
| The fiscal root of inflation |
0 |
0 |
1 |
119 |
1 |
3 |
51 |
545 |
| 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 |
1 |
115 |
2 |
2 |
15 |
306 |
| The risk and return of venture capital |
1 |
6 |
12 |
709 |
10 |
23 |
68 |
1,867 |
| Time-Consistent Health Insurance |
1 |
1 |
3 |
279 |
2 |
6 |
20 |
1,115 |
| Two Trees |
0 |
0 |
0 |
46 |
1 |
3 |
15 |
207 |
| Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
0 |
1 |
2 |
259 |
2 |
5 |
20 |
834 |
| Volatility tests and efficient markets: A review essay |
0 |
0 |
0 |
286 |
0 |
1 |
11 |
836 |
| What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
0 |
602 |
0 |
0 |
16 |
1,266 |
| Where is the market going? Uncertain facts and novel theories |
0 |
0 |
2 |
1,712 |
0 |
1 |
27 |
5,506 |
| Total Journal Articles |
4 |
25 |
135 |
16,604 |
87 |
231 |
1,622 |
56,271 |