| 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 |
1 |
1 |
206 |
6 |
11 |
18 |
506 |
| A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
0 |
2 |
4 |
87 |
0 |
5 |
10 |
161 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
2 |
3 |
4 |
624 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
1 |
324 |
1 |
3 |
7 |
3,147 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
1 |
74 |
1 |
3 |
5 |
201 |
| A New Structure for U.S. Federal Debt |
0 |
0 |
2 |
56 |
2 |
3 |
9 |
135 |
| A Rehabilitation of Stochastic Discount Factor Methodology |
0 |
0 |
0 |
261 |
2 |
5 |
6 |
752 |
| A Test of Consumption Insurance |
0 |
0 |
0 |
43 |
0 |
4 |
5 |
185 |
| Asset Pricing Explorations for Macroeconomics |
0 |
0 |
1 |
509 |
1 |
4 |
6 |
1,002 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
310 |
0 |
2 |
2 |
690 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
308 |
1 |
7 |
9 |
908 |
| Bond Risk Premia |
0 |
1 |
3 |
1,166 |
13 |
20 |
35 |
3,254 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
660 |
3 |
12 |
22 |
1,825 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
148 |
2 |
10 |
20 |
705 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
3 |
1,986 |
2 |
9 |
22 |
5,293 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
4 |
12 |
19 |
1,254 |
| Can Learnability Save New-Keynesian Models? |
1 |
1 |
1 |
110 |
4 |
7 |
8 |
245 |
| Continuous-Time Linear Models |
0 |
0 |
1 |
215 |
0 |
0 |
2 |
309 |
| Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
8 |
11 |
24 |
683 |
| Determinacy and Identification with Taylor Rules |
1 |
1 |
2 |
262 |
2 |
6 |
8 |
656 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
0 |
264 |
2 |
3 |
4 |
716 |
| Discount Rates |
1 |
2 |
16 |
185 |
9 |
21 |
69 |
512 |
| Expectations and the Neutrality of Interest Rates |
0 |
1 |
3 |
42 |
1 |
3 |
7 |
58 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
1 |
1 |
1 |
52 |
2 |
4 |
8 |
380 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
6 |
9 |
2,420 |
| Explaining the Variance of Price Dividend Ratios |
0 |
0 |
0 |
239 |
1 |
4 |
6 |
699 |
| Finance: Function Matters, not Size |
0 |
0 |
1 |
65 |
0 |
0 |
2 |
185 |
| Financial Markets and the Real Economy |
0 |
0 |
1 |
848 |
5 |
9 |
15 |
2,270 |
| Fiscal Histories |
0 |
0 |
2 |
72 |
3 |
3 |
6 |
57 |
| Inflation Dynamics with a Generalized Lucas Phillips Curve |
0 |
0 |
11 |
11 |
2 |
5 |
16 |
16 |
| Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
0 |
2 |
46 |
2 |
3 |
10 |
93 |
| Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
263 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
80 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
108 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
1 |
171 |
0 |
2 |
3 |
701 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
2 |
200 |
2 |
4 |
10 |
525 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
2 |
405 |
2 |
3 |
18 |
2,015 |
| Macro-Finance |
0 |
1 |
2 |
184 |
3 |
7 |
15 |
368 |
| Monetary Policy with Interest on Reserves |
0 |
0 |
2 |
120 |
1 |
1 |
6 |
213 |
| Monetary-Fiscal Interactions |
1 |
8 |
18 |
18 |
3 |
14 |
19 |
19 |
| Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
0 |
298 |
3 |
5 |
6 |
1,359 |
| New Facts in Finance |
0 |
0 |
1 |
596 |
3 |
6 |
9 |
1,592 |
| New Facts in Finance |
0 |
0 |
1 |
1,104 |
2 |
8 |
14 |
2,681 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
3 |
5 |
9 |
1,318 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
3 |
6 |
10 |
821 |
| Portfolios for Long-Term Investors |
0 |
0 |
3 |
38 |
4 |
6 |
13 |
88 |
| Production Based Asset Pricing |
0 |
0 |
1 |
227 |
5 |
10 |
13 |
802 |
| Rethinking Production Under Uncertainty |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
66 |
| Shocks |
0 |
0 |
0 |
390 |
4 |
8 |
8 |
707 |
| Stepping on a Rake: the Fiscal Theory of Monetary Policy |
0 |
0 |
1 |
59 |
2 |
3 |
8 |
137 |
| Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
0 |
1 |
1 |
336 |
0 |
4 |
9 |
1,278 |
| 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 |
0 |
0 |
1 |
304 |
2 |
5 |
11 |
1,120 |
| The Fed and Interest Rates: A High-Frequency Identification |
0 |
0 |
1 |
397 |
2 |
5 |
8 |
1,345 |
| The Fiscal Roots of Inflation |
0 |
3 |
6 |
86 |
1 |
10 |
20 |
160 |
| The Habit Habit |
0 |
1 |
3 |
107 |
2 |
3 |
11 |
169 |
| The New-Keynesian Liquidity Trap |
0 |
0 |
0 |
148 |
2 |
3 |
4 |
499 |
| The Risk and Return of Venture Capital |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
109 |
| The Risk and Return of Venture Capital |
0 |
0 |
0 |
1,350 |
2 |
5 |
7 |
3,685 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
0 |
77 |
4 |
6 |
10 |
308 |
| The Value of Government Debt |
0 |
1 |
1 |
28 |
5 |
7 |
14 |
116 |
| Two Trees |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
87 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
132 |
3 |
9 |
10 |
544 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
152 |
4 |
5 |
6 |
527 |
| Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
3 |
4 |
10 |
664 |
| 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 |
3 |
5 |
653 |
| Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle |
0 |
0 |
0 |
80 |
2 |
2 |
4 |
193 |
| Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
2 |
3 |
6 |
1,072 |
| What do the VARs Mean?: Measuring the Output Effects of Monetary Policy |
0 |
0 |
1 |
790 |
3 |
3 |
6 |
1,567 |
| Where is the Market Going: Uncertain Facts and Novel Theories |
0 |
0 |
0 |
228 |
1 |
4 |
6 |
575 |
| Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
1 |
3 |
5 |
909 |
| Total Working Papers |
5 |
25 |
108 |
19,397 |
166 |
376 |
718 |
59,596 |
| 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 |
2 |
6 |
16 |
1,131 |
5 |
11 |
43 |
2,477 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
1 |
1 |
55 |
3 |
5 |
8 |
249 |
| A Simple Test of Consumption Insurance |
0 |
1 |
5 |
899 |
1 |
5 |
19 |
2,606 |
| A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
1 |
2 |
4 |
594 |
| A fiscal theory of monetary policy with partially repaid long-term debt |
0 |
1 |
6 |
98 |
5 |
9 |
35 |
430 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
5 |
168 |
| Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
236 |
2 |
10 |
15 |
700 |
| Bond Risk Premia |
0 |
1 |
12 |
633 |
3 |
19 |
57 |
1,990 |
| Can learnability save new-Keynesian models? |
0 |
0 |
2 |
58 |
0 |
2 |
5 |
276 |
| Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
0 |
89 |
0 |
2 |
4 |
594 |
| Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
1 |
1 |
4 |
89 |
3 |
4 |
8 |
228 |
| Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
1 |
5 |
7 |
297 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
223 |
0 |
9 |
28 |
1,163 |
| Expectations and the Neutrality of Interest Rates |
0 |
2 |
2 |
5 |
0 |
4 |
14 |
37 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
5 |
7 |
11 |
855 |
| Explaining the Variance of Price-Dividend Ratios |
0 |
0 |
2 |
354 |
14 |
19 |
27 |
1,344 |
| Finance: Function Matters, Not Size |
1 |
1 |
2 |
121 |
2 |
2 |
4 |
410 |
| Financial Markets and the Real Economy |
0 |
1 |
3 |
113 |
1 |
4 |
8 |
447 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
5 |
883 |
13 |
31 |
76 |
2,460 |
| HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
2 |
6 |
9 |
374 |
| How Big Is the Random Walk in GNP? |
0 |
0 |
1 |
1,109 |
2 |
11 |
19 |
3,712 |
| Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang |
0 |
0 |
0 |
10 |
2 |
2 |
3 |
54 |
| International risk sharing is better than you think, or exchange rates are too smooth |
0 |
0 |
1 |
172 |
0 |
1 |
7 |
440 |
| Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
2 |
6 |
40 |
1,268 |
| Macro-Finance |
2 |
6 |
16 |
184 |
8 |
20 |
55 |
1,052 |
| Monetary policy with interest on reserves |
1 |
1 |
3 |
78 |
4 |
9 |
15 |
271 |
| Money as stock |
0 |
0 |
2 |
207 |
1 |
3 |
9 |
502 |
| Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
0 |
44 |
1 |
1 |
7 |
208 |
| New facts in finance |
0 |
1 |
4 |
748 |
1 |
4 |
14 |
2,163 |
| Permanent and Transitory Components of GNP and Stock Prices |
0 |
0 |
3 |
740 |
2 |
10 |
23 |
3,301 |
| Portfolio advice of a multifactor world |
0 |
0 |
0 |
524 |
5 |
9 |
16 |
2,158 |
| Prediction and impulse responses in linear systems (in Russian) |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
142 |
| Presidential Address: Discount Rates |
0 |
0 |
0 |
0 |
16 |
37 |
69 |
1,134 |
| Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
0 |
2 |
655 |
56 |
65 |
82 |
1,584 |
| Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
0 |
1 |
2 |
512 |
2 |
3 |
7 |
1,249 |
| Shocks |
0 |
0 |
3 |
888 |
2 |
11 |
19 |
1,695 |
| Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
0 |
0 |
6 |
4 |
5 |
7 |
33 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
0 |
2 |
5 |
260 |
6 |
10 |
17 |
1,057 |
| The Fed and Interest Rates - A High-Frequency Identification |
0 |
0 |
2 |
250 |
1 |
3 |
8 |
824 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
3 |
4 |
7 |
217 |
| The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
357 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
5 |
210 |
1 |
3 |
16 |
870 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
5 |
10 |
20 |
811 |
| The fiscal root of inflation |
0 |
1 |
6 |
119 |
4 |
7 |
24 |
501 |
| 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 |
1 |
2 |
10 |
293 |
| The risk and return of venture capital |
1 |
3 |
11 |
700 |
9 |
17 |
57 |
1,816 |
| Time-Consistent Health Insurance |
1 |
1 |
2 |
277 |
4 |
7 |
11 |
1,102 |
| Two Trees |
0 |
0 |
0 |
46 |
1 |
5 |
7 |
197 |
| Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
0 |
0 |
4 |
257 |
2 |
4 |
13 |
818 |
| Volatility tests and efficient markets: A review essay |
0 |
0 |
0 |
286 |
2 |
4 |
7 |
829 |
| What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
0 |
602 |
1 |
2 |
8 |
1,252 |
| Where is the market going? Uncertain facts and novel theories |
0 |
0 |
2 |
1,710 |
1 |
2 |
9 |
5,481 |
| Total Journal Articles |
9 |
32 |
139 |
16,501 |
212 |
441 |
1,004 |
55,090 |