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 |
0 |
2 |
8 |
488 |
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
1 |
1 |
5 |
84 |
1 |
3 |
10 |
154 |
A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
323 |
0 |
0 |
0 |
3,140 |
A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
0 |
4 |
9 |
621 |
A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
1 |
2 |
74 |
0 |
2 |
4 |
198 |
A New Structure for U.S. Federal Debt |
1 |
1 |
1 |
55 |
3 |
3 |
8 |
129 |
A Rehabilitation of Stochastic Discount Factor Methodology |
0 |
0 |
0 |
261 |
0 |
0 |
3 |
746 |
A Test of Consumption Insurance |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
180 |
Asset Pricing Explorations for Macroeconomics |
0 |
0 |
0 |
508 |
0 |
0 |
2 |
996 |
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 |
1 |
1,163 |
2 |
5 |
12 |
3,222 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
1,983 |
0 |
3 |
11 |
5,273 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
5 |
147 |
3 |
7 |
14 |
689 |
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
6 |
659 |
0 |
4 |
17 |
1,806 |
By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
1,236 |
Can Learnability Save New-Keynesian Models? |
0 |
0 |
0 |
109 |
0 |
0 |
4 |
237 |
Continuous-Time Linear Models |
0 |
0 |
0 |
214 |
0 |
0 |
1 |
307 |
Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
3 |
8 |
36 |
663 |
Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
264 |
0 |
0 |
6 |
712 |
Determinacy and Identification with Taylor Rules |
0 |
1 |
4 |
260 |
0 |
1 |
5 |
648 |
Discount Rates |
2 |
3 |
5 |
171 |
5 |
7 |
18 |
449 |
Expectations and the Neutrality of Interest Rates |
0 |
1 |
3 |
40 |
0 |
3 |
5 |
53 |
Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
0 |
0 |
2,411 |
Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
1 |
1 |
51 |
1 |
3 |
6 |
373 |
Explaining the Variance of Price Dividend Ratios |
0 |
0 |
0 |
239 |
0 |
1 |
5 |
693 |
Finance: Function Matters, not Size |
0 |
0 |
1 |
64 |
0 |
1 |
2 |
183 |
Financial Markets and the Real Economy |
0 |
1 |
4 |
848 |
0 |
4 |
39 |
2,257 |
Fiscal Histories |
0 |
0 |
0 |
70 |
1 |
1 |
3 |
52 |
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
0 |
5 |
44 |
0 |
2 |
11 |
84 |
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 |
0 |
0 |
170 |
0 |
0 |
1 |
698 |
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 |
0 |
0 |
2 |
403 |
1 |
2 |
9 |
1,999 |
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
1 |
1 |
4 |
199 |
1 |
1 |
6 |
516 |
Macro-Finance |
0 |
0 |
1 |
182 |
0 |
2 |
9 |
355 |
Monetary Policy with Interest on Reserves |
0 |
0 |
1 |
118 |
0 |
0 |
5 |
207 |
Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
0 |
298 |
0 |
0 |
2 |
1,353 |
New Facts in Finance |
0 |
0 |
1 |
595 |
0 |
0 |
2 |
1,583 |
New Facts in Finance |
0 |
0 |
10 |
1,103 |
2 |
2 |
20 |
2,669 |
Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
1 |
2 |
4 |
1,310 |
Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
0 |
0 |
1 |
811 |
Portfolios for Long-Term Investors |
1 |
1 |
1 |
36 |
1 |
1 |
2 |
76 |
Production Based Asset Pricing |
1 |
1 |
1 |
227 |
1 |
3 |
4 |
791 |
Rethinking Production Under Uncertainty |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
63 |
Shocks |
0 |
0 |
1 |
390 |
0 |
0 |
3 |
699 |
Stepping on a Rake: the Fiscal Theory of Monetary Policy |
0 |
2 |
2 |
59 |
2 |
5 |
8 |
132 |
Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
0 |
0 |
0 |
335 |
0 |
1 |
8 |
1,269 |
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
211 |
The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
0 |
1 |
303 |
0 |
4 |
6 |
1,110 |
The Fed and Interest Rates: A High-Frequency Identification |
0 |
1 |
1 |
396 |
0 |
2 |
10 |
1,337 |
The Fiscal Roots of Inflation |
1 |
1 |
3 |
81 |
1 |
3 |
12 |
143 |
The Habit Habit |
0 |
0 |
2 |
104 |
2 |
2 |
6 |
160 |
The New-Keynesian Liquidity Trap |
0 |
0 |
1 |
148 |
0 |
0 |
8 |
495 |
The Risk and Return of Venture Capital |
0 |
0 |
3 |
1,350 |
0 |
1 |
10 |
3,679 |
The Risk and Return of Venture Capital |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
106 |
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
2 |
77 |
1 |
4 |
9 |
300 |
The Value of Government Debt |
0 |
0 |
1 |
27 |
0 |
0 |
9 |
102 |
Two Trees |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
86 |
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 |
0 |
521 |
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
0 |
0 |
5 |
654 |
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 |
1 |
1 |
2 |
190 |
Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
0 |
0 |
3 |
1,066 |
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy |
1 |
1 |
1 |
790 |
2 |
2 |
2 |
1,563 |
Where is the Market Going: Uncertain Facts and Novel Theories |
0 |
0 |
0 |
228 |
1 |
1 |
1 |
570 |
Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
0 |
0 |
2 |
904 |
Total Working Papers |
10 |
22 |
87 |
19,303 |
36 |
104 |
430 |
58,944 |
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 |
1 |
11 |
1,115 |
3 |
8 |
38 |
2,438 |
A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
54 |
0 |
2 |
3 |
242 |
A Simple Test of Consumption Insurance |
1 |
1 |
8 |
895 |
3 |
8 |
31 |
2,592 |
A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
0 |
2 |
7 |
591 |
A fiscal theory of monetary policy with partially repaid long-term debt |
1 |
3 |
10 |
94 |
5 |
12 |
43 |
403 |
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
1 |
164 |
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
1 |
236 |
1 |
1 |
4 |
686 |
Bond Risk Premia |
0 |
3 |
12 |
623 |
4 |
12 |
62 |
1,939 |
Can learnability save new-Keynesian models? |
0 |
1 |
1 |
57 |
0 |
2 |
2 |
272 |
Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
1 |
89 |
0 |
1 |
5 |
591 |
Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
0 |
1 |
1 |
86 |
1 |
4 |
4 |
222 |
Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
0 |
1 |
2 |
291 |
Determinacy and Identification with Taylor Rules |
0 |
0 |
3 |
222 |
2 |
3 |
10 |
1,138 |
Expectations and the Neutrality of Interest Rates |
0 |
1 |
3 |
3 |
1 |
3 |
24 |
24 |
Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
1 |
3 |
8 |
845 |
Explaining the Variance of Price-Dividend Ratios |
0 |
0 |
8 |
352 |
0 |
0 |
14 |
1,317 |
Finance: Function Matters, Not Size |
0 |
0 |
1 |
119 |
0 |
1 |
4 |
407 |
Financial Markets and the Real Economy |
1 |
1 |
1 |
111 |
1 |
1 |
3 |
440 |
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
17 |
879 |
7 |
18 |
79 |
2,394 |
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
367 |
How Big Is the Random Walk in GNP? |
1 |
1 |
6 |
1,109 |
2 |
2 |
11 |
3,695 |
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang |
0 |
1 |
1 |
10 |
1 |
2 |
3 |
52 |
International risk sharing is better than you think, or exchange rates are too smooth |
0 |
0 |
4 |
171 |
0 |
1 |
16 |
434 |
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
3 |
16 |
66 |
1,235 |
Macro-Finance |
1 |
4 |
9 |
171 |
9 |
20 |
41 |
1,013 |
Monetary policy with interest on reserves |
0 |
0 |
1 |
75 |
0 |
1 |
9 |
257 |
Money as stock |
1 |
1 |
1 |
206 |
2 |
5 |
13 |
495 |
Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
1 |
44 |
0 |
3 |
6 |
204 |
New facts in finance |
0 |
1 |
6 |
744 |
1 |
3 |
18 |
2,150 |
Permanent and Transitory Components of GNP and Stock Prices |
1 |
2 |
4 |
739 |
3 |
6 |
15 |
3,282 |
Portfolio advice of a multifactor world |
0 |
2 |
4 |
524 |
1 |
6 |
19 |
2,145 |
Prediction and impulse responses in linear systems (in Russian) |
0 |
0 |
1 |
38 |
1 |
2 |
4 |
141 |
Presidential Address: Discount Rates |
0 |
0 |
0 |
0 |
8 |
16 |
58 |
1,075 |
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
2 |
6 |
654 |
3 |
21 |
32 |
1,514 |
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
0 |
0 |
0 |
510 |
2 |
2 |
3 |
1,244 |
Shocks |
0 |
0 |
3 |
885 |
0 |
2 |
10 |
1,677 |
Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
1 |
1 |
6 |
2 |
3 |
7 |
28 |
The Dog That Did Not Bark: A Defense of Return Predictability |
1 |
1 |
6 |
256 |
1 |
5 |
17 |
1,042 |
The Fed and Interest Rates - A High-Frequency Identification |
0 |
0 |
3 |
248 |
0 |
1 |
8 |
816 |
The Fragile Benefits of Endowment Destruction |
0 |
0 |
1 |
24 |
0 |
2 |
4 |
210 |
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
350 |
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
2 |
9 |
21 |
208 |
4 |
17 |
51 |
861 |
The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
1 |
3 |
4 |
794 |
The fiscal root of inflation |
0 |
4 |
10 |
114 |
0 |
5 |
35 |
478 |
The response of consumption to income: A Cross-Country investigation: by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? |
1 |
1 |
3 |
113 |
2 |
3 |
8 |
285 |
The risk and return of venture capital |
1 |
1 |
31 |
690 |
2 |
11 |
106 |
1,765 |
Time-Consistent Health Insurance |
0 |
0 |
6 |
275 |
1 |
1 |
11 |
1,092 |
Two Trees |
0 |
1 |
2 |
46 |
1 |
4 |
16 |
191 |
Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
0 |
0 |
2 |
253 |
1 |
2 |
17 |
807 |
Volatility tests and efficient markets: A review essay |
0 |
0 |
1 |
286 |
0 |
1 |
7 |
823 |
What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
3 |
602 |
1 |
2 |
16 |
1,246 |
Where is the market going? Uncertain facts and novel theories |
1 |
1 |
8 |
1,709 |
2 |
2 |
14 |
5,474 |
Total Journal Articles |
14 |
48 |
224 |
16,387 |
86 |
256 |
997 |
54,238 |