| 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 |
4 |
11 |
496 |
| A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt |
1 |
1 |
3 |
86 |
2 |
3 |
7 |
158 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
1 |
324 |
1 |
1 |
5 |
3,145 |
| A Frictionless View of U.S. Inflation |
0 |
0 |
0 |
130 |
0 |
0 |
4 |
621 |
| 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 |
1 |
1 |
7 |
133 |
| A Rehabilitation of Stochastic Discount Factor Methodology |
0 |
0 |
0 |
261 |
1 |
2 |
2 |
748 |
| A Test of Consumption Insurance |
0 |
0 |
0 |
43 |
2 |
2 |
3 |
183 |
| Asset Pricing Explorations for Macroeconomics |
0 |
0 |
1 |
509 |
1 |
1 |
3 |
999 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
308 |
1 |
2 |
3 |
902 |
| Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
310 |
1 |
1 |
1 |
689 |
| Bond Risk Premia |
1 |
3 |
3 |
1,166 |
5 |
10 |
22 |
3,239 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
4 |
148 |
3 |
6 |
16 |
698 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
660 |
1 |
2 |
15 |
1,814 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
3 |
1,986 |
3 |
6 |
17 |
5,287 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
4 |
7 |
11 |
1,246 |
| Can Learnability Save New-Keynesian Models? |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
239 |
| Continuous-Time Linear Models |
0 |
0 |
1 |
215 |
0 |
1 |
2 |
309 |
| Decomposing the Yield Curve |
0 |
0 |
0 |
0 |
1 |
2 |
22 |
673 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
0 |
264 |
0 |
1 |
1 |
713 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
2 |
261 |
2 |
2 |
5 |
652 |
| Discount Rates |
1 |
3 |
16 |
184 |
7 |
17 |
58 |
498 |
| Expectations and the Neutrality of Interest Rates |
0 |
1 |
2 |
41 |
0 |
1 |
5 |
55 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
51 |
0 |
0 |
7 |
376 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
3 |
5 |
2,416 |
| Explaining the Variance of Price Dividend Ratios |
0 |
0 |
0 |
239 |
3 |
4 |
6 |
698 |
| Finance: Function Matters, not Size |
0 |
1 |
1 |
65 |
0 |
1 |
3 |
185 |
| Financial Markets and the Real Economy |
0 |
0 |
1 |
848 |
1 |
2 |
15 |
2,262 |
| Fiscal Histories |
0 |
0 |
2 |
72 |
0 |
0 |
3 |
54 |
| Inflation Dynamics with a Generalized Lucas Phillips Curve |
0 |
3 |
11 |
11 |
1 |
4 |
12 |
12 |
| Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits |
0 |
1 |
2 |
46 |
0 |
4 |
8 |
90 |
| Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
262 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
107 |
| International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) |
0 |
0 |
1 |
171 |
1 |
1 |
2 |
700 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
3 |
405 |
0 |
3 |
16 |
2,012 |
| Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
2 |
200 |
2 |
3 |
8 |
523 |
| Macro-Finance |
0 |
0 |
1 |
183 |
1 |
3 |
9 |
362 |
| Monetary Policy with Interest on Reserves |
0 |
0 |
2 |
120 |
0 |
1 |
5 |
212 |
| Monetary-Fiscal Interactions |
6 |
16 |
16 |
16 |
8 |
13 |
13 |
13 |
| Money as Stock: Price Level Determination with no Money Demand |
0 |
0 |
0 |
298 |
1 |
1 |
2 |
1,355 |
| New Facts in Finance |
0 |
0 |
1 |
596 |
2 |
2 |
5 |
1,588 |
| New Facts in Finance |
0 |
0 |
1 |
1,104 |
3 |
4 |
9 |
2,676 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
432 |
1 |
1 |
7 |
1,314 |
| Portfolio Advice for a Multifactor World |
0 |
0 |
0 |
348 |
0 |
1 |
4 |
815 |
| Portfolios for Long-Term Investors |
0 |
1 |
3 |
38 |
2 |
3 |
9 |
84 |
| Production Based Asset Pricing |
0 |
0 |
1 |
227 |
3 |
4 |
7 |
795 |
| Rethinking Production Under Uncertainty |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
64 |
| 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 |
134 |
| Stocks as Money: Convenience Yield and the Tech-Stock Bubble |
1 |
1 |
1 |
336 |
2 |
3 |
8 |
1,276 |
| 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 |
1 |
1 |
304 |
3 |
7 |
12 |
1,118 |
| The Fed and Interest Rates: A High-Frequency Identification |
0 |
0 |
2 |
397 |
0 |
0 |
6 |
1,340 |
| The Fiscal Roots of Inflation |
2 |
3 |
5 |
85 |
6 |
9 |
16 |
156 |
| The Habit Habit |
1 |
2 |
3 |
107 |
1 |
6 |
9 |
167 |
| The New-Keynesian Liquidity Trap |
0 |
0 |
0 |
148 |
1 |
1 |
2 |
497 |
| The Risk and Return of Venture Capital |
0 |
0 |
1 |
1,350 |
1 |
1 |
4 |
3,681 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
1 |
77 |
0 |
1 |
7 |
302 |
| The Value of Government Debt |
1 |
1 |
1 |
28 |
1 |
2 |
8 |
110 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
152 |
1 |
1 |
2 |
523 |
| Two Trees: Asset Price Dynamics Induced by Market Clearing |
0 |
0 |
0 |
132 |
5 |
6 |
6 |
540 |
| Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic |
0 |
0 |
0 |
226 |
0 |
3 |
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 |
3 |
651 |
| Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
191 |
| Volatility Tests and Efficient Markets: A Review Essay |
0 |
0 |
0 |
410 |
0 |
3 |
3 |
1,069 |
| What do the VARs Mean?: Measuring the Output Effects of Monetary Policy |
0 |
0 |
1 |
790 |
0 |
1 |
3 |
1,564 |
| Where is the Market Going: Uncertain Facts and Novel Theories |
0 |
0 |
0 |
228 |
1 |
1 |
3 |
572 |
| Where is the Market Going? Uncertain Facts and Novel Theories |
0 |
0 |
0 |
263 |
1 |
1 |
3 |
907 |
| Total Working Papers |
14 |
38 |
108 |
19,338 |
94 |
181 |
493 |
59,039 |
| 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 |
1 |
1 |
12 |
1,126 |
3 |
8 |
40 |
2,469 |
| A Mean-Variance Benchmark for Intertemporal Portfolio Theory |
0 |
0 |
0 |
54 |
0 |
0 |
4 |
244 |
| A Simple Test of Consumption Insurance |
1 |
1 |
7 |
899 |
3 |
5 |
23 |
2,604 |
| A critique of the application of unit root tests |
0 |
0 |
0 |
201 |
1 |
1 |
5 |
593 |
| A fiscal theory of monetary policy with partially repaid long-term debt |
0 |
1 |
8 |
97 |
1 |
7 |
35 |
422 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
166 |
| Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets |
0 |
0 |
0 |
236 |
4 |
5 |
9 |
694 |
| Bond Risk Premia |
1 |
5 |
13 |
633 |
10 |
25 |
62 |
1,981 |
| Can learnability save new-Keynesian models? |
0 |
0 |
2 |
58 |
0 |
0 |
4 |
274 |
| Challenges for Cost-Benefit Analysis of Financial Regulation |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
592 |
| Commentary on \\"Macroeconomic implications of changes in the term premium\\" |
0 |
1 |
3 |
88 |
1 |
2 |
7 |
225 |
| Continuous-Time Linear Models |
0 |
0 |
0 |
54 |
2 |
3 |
4 |
294 |
| Determinacy and Identification with Taylor Rules |
0 |
0 |
1 |
223 |
5 |
10 |
24 |
1,159 |
| Expectations and the Neutrality of Interest Rates |
0 |
0 |
2 |
3 |
1 |
4 |
14 |
34 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
0 |
0 |
6 |
848 |
| Explaining the Variance of Price-Dividend Ratios |
0 |
0 |
2 |
354 |
3 |
4 |
11 |
1,328 |
| Finance: Function Matters, Not Size |
0 |
1 |
1 |
120 |
0 |
1 |
2 |
408 |
| Financial Markets and the Real Economy |
0 |
0 |
2 |
112 |
1 |
1 |
5 |
444 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
8 |
882 |
9 |
20 |
72 |
2,438 |
| HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
370 |
| How Big Is the Random Walk in GNP? |
0 |
0 |
1 |
1,109 |
3 |
5 |
11 |
3,704 |
| 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 |
1 |
172 |
1 |
3 |
7 |
440 |
| Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level |
0 |
0 |
0 |
2 |
2 |
11 |
50 |
1,264 |
| Macro-Finance |
0 |
1 |
11 |
178 |
5 |
13 |
45 |
1,037 |
| Monetary policy with interest on reserves |
0 |
0 |
2 |
77 |
0 |
0 |
7 |
262 |
| Money as stock |
0 |
0 |
2 |
207 |
0 |
1 |
10 |
499 |
| Multivariate estimates of the permanent components of GNP and stock prices |
0 |
0 |
0 |
44 |
0 |
0 |
6 |
207 |
| New facts in finance |
0 |
0 |
4 |
747 |
2 |
4 |
15 |
2,161 |
| Permanent and Transitory Components of GNP and Stock Prices |
0 |
0 |
3 |
740 |
4 |
6 |
20 |
3,295 |
| Portfolio advice of a multifactor world |
0 |
0 |
2 |
524 |
1 |
2 |
13 |
2,150 |
| Prediction and impulse responses in linear systems (in Russian) |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
142 |
| Presidential Address: Discount Rates |
0 |
0 |
0 |
0 |
7 |
13 |
50 |
1,104 |
| Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations |
0 |
0 |
3 |
655 |
7 |
9 |
33 |
1,526 |
| Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias |
1 |
1 |
2 |
512 |
1 |
1 |
5 |
1,247 |
| Shocks |
0 |
1 |
4 |
888 |
2 |
5 |
13 |
1,686 |
| Strategic Review and Beyond: Rethinking Monetary Policy and Independence |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
28 |
| The Dog That Did Not Bark: A Defense of Return Predictability |
1 |
1 |
4 |
259 |
2 |
3 |
12 |
1,049 |
| The Fed and Interest Rates - A High-Frequency Identification |
0 |
0 |
3 |
250 |
0 |
3 |
7 |
821 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
1 |
1 |
6 |
214 |
| 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 |
5 |
354 |
| The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives |
0 |
0 |
16 |
210 |
2 |
3 |
32 |
869 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
2 |
194 |
1 |
5 |
11 |
802 |
| The fiscal root of inflation |
1 |
2 |
10 |
119 |
3 |
10 |
28 |
497 |
| 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 |
0 |
9 |
291 |
| The risk and return of venture capital |
2 |
3 |
12 |
699 |
5 |
10 |
59 |
1,804 |
| Time-Consistent Health Insurance |
0 |
0 |
2 |
276 |
0 |
0 |
5 |
1,095 |
| Two Trees |
0 |
0 |
1 |
46 |
3 |
3 |
11 |
195 |
| Understanding policy in the great recession: Some unpleasant fiscal arithmetic |
0 |
1 |
4 |
257 |
1 |
2 |
10 |
815 |
| Volatility tests and efficient markets: A review essay |
0 |
0 |
0 |
286 |
1 |
2 |
4 |
826 |
| What do the VARs mean? Measuring the output effects of monetary policy |
0 |
0 |
0 |
602 |
0 |
3 |
7 |
1,250 |
| Where is the market going? Uncertain facts and novel theories |
0 |
0 |
2 |
1,710 |
1 |
1 |
8 |
5,480 |
| Total Journal Articles |
8 |
22 |
156 |
16,477 |
104 |
225 |
844 |
54,753 |