| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model for the Federal Funds Rate Target |
0 |
0 |
0 |
681 |
1 |
1 |
3 |
2,823 |
| A Parametric Approach to Flexible Nonlinear Inference |
0 |
0 |
2 |
22 |
0 |
0 |
5 |
51 |
| A Re-examination of the Predictability of Economic Activity Using the Yield Spread |
0 |
0 |
1 |
13 |
5 |
8 |
17 |
82 |
| A Re-examination of the Predictability of Economic Activity Using the Yield Spread |
0 |
0 |
2 |
540 |
3 |
5 |
20 |
1,454 |
| A Skeptical View of the Impact of the Fed’s Balance Sheet |
1 |
3 |
8 |
58 |
3 |
5 |
20 |
36 |
| A model for the federal funds rate target |
0 |
0 |
0 |
331 |
1 |
1 |
5 |
1,275 |
| Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts |
0 |
0 |
0 |
53 |
2 |
3 |
6 |
200 |
| Calling Recessions in Real Time |
0 |
0 |
2 |
160 |
4 |
5 |
12 |
255 |
| Causes and Consequences of the Oil Shock of 2007-08 |
0 |
0 |
3 |
325 |
4 |
5 |
25 |
751 |
| Causes and consequences of the oil shock of 2007–08 |
0 |
2 |
8 |
58 |
7 |
12 |
28 |
206 |
| Crunch Time: Fiscal Crises and the Role of Monetary Policy |
0 |
0 |
3 |
157 |
2 |
6 |
27 |
371 |
| Daily Changes in Fed Funds Futures Prices |
0 |
0 |
0 |
79 |
0 |
0 |
4 |
365 |
| Daily Monetary Policy Shocks and the Delayed Response of New Home Sales |
0 |
1 |
1 |
61 |
0 |
2 |
3 |
181 |
| Dating Business Cycle Turning Points |
0 |
0 |
3 |
402 |
7 |
10 |
24 |
1,042 |
| Effects of Index-Fund Investing on Commodity Futures Prices |
0 |
0 |
2 |
56 |
3 |
6 |
17 |
189 |
| Estimating the Market-Perceived Monetary Policy Rule |
0 |
0 |
1 |
45 |
3 |
7 |
11 |
174 |
| Heterogeneity and Unemployment Dynamics |
0 |
0 |
0 |
5 |
0 |
2 |
7 |
18 |
| Heterogeneity and Unemployment Dynamics |
0 |
0 |
0 |
27 |
2 |
4 |
9 |
48 |
| Heterogeneity and Unemployment Dynamics |
0 |
0 |
2 |
13 |
2 |
5 |
24 |
48 |
| Historical Oil Shocks |
1 |
1 |
7 |
397 |
5 |
7 |
29 |
599 |
| Identification and Estimation of Gaussian Affine Term Structure Models |
0 |
1 |
1 |
95 |
1 |
2 |
8 |
275 |
| Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations |
0 |
0 |
2 |
59 |
1 |
3 |
11 |
29 |
| Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations |
1 |
1 |
14 |
44 |
5 |
8 |
33 |
57 |
| Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations |
1 |
1 |
4 |
27 |
2 |
5 |
12 |
18 |
| Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? |
0 |
0 |
2 |
335 |
1 |
4 |
8 |
829 |
| Macroeconomic Regimes and Regime Shifts |
0 |
0 |
5 |
134 |
2 |
5 |
20 |
155 |
| Macroeconomics and ARCH |
1 |
2 |
2 |
270 |
2 |
5 |
10 |
451 |
| Measuring Global Economic Activity |
2 |
9 |
22 |
22 |
5 |
21 |
41 |
41 |
| Measuring the liquidity effect |
0 |
0 |
0 |
3 |
3 |
5 |
13 |
1,009 |
| Nonlinearities and the Macroeconomic Effects of Oil Prices |
1 |
1 |
8 |
330 |
2 |
2 |
21 |
598 |
| Normalization in econometrics |
0 |
1 |
7 |
353 |
3 |
10 |
30 |
1,532 |
| Off-Balance-Sheet Federal Liabilities |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
90 |
| Oil Prices, Exhaustible Resources, and Economic Growth |
0 |
0 |
5 |
219 |
1 |
1 |
14 |
498 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy |
0 |
1 |
5 |
99 |
1 |
2 |
12 |
189 |
| On the Limitations of Government Borrowing: A Framework for Empirical Testing |
0 |
0 |
10 |
621 |
5 |
8 |
35 |
1,429 |
| Perspectives on U.S. Monetary Policy Tools and Instruments |
4 |
39 |
69 |
69 |
17 |
47 |
97 |
97 |
| Risk Premia in Crude Oil Futures Prices |
0 |
0 |
3 |
91 |
3 |
4 |
14 |
175 |
| Robust Bond Risk Premia |
0 |
0 |
2 |
11 |
2 |
2 |
8 |
19 |
| Robust Bond Risk Premia |
0 |
0 |
0 |
10 |
3 |
6 |
12 |
57 |
| Robust bond risk premia |
1 |
1 |
1 |
22 |
5 |
8 |
14 |
49 |
| Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information |
0 |
2 |
11 |
122 |
1 |
7 |
25 |
219 |
| Sources of Variation in Holding Returns for Fed Funds Futures Contracts |
0 |
0 |
1 |
25 |
0 |
1 |
8 |
87 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks |
0 |
1 |
6 |
51 |
0 |
6 |
25 |
66 |
| Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks |
0 |
0 |
2 |
27 |
0 |
0 |
7 |
26 |
| Testable Implications of Affine Term Structure Models |
0 |
0 |
0 |
57 |
1 |
2 |
7 |
198 |
| The Changing Face of World Oil Markets |
0 |
0 |
2 |
220 |
4 |
5 |
11 |
245 |
| The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment |
0 |
0 |
3 |
214 |
3 |
12 |
29 |
701 |
| The Equilibrium Real Funds Rate: Past, Present and Future |
0 |
0 |
9 |
140 |
2 |
8 |
29 |
208 |
| The Propagation of Regional Recessions |
0 |
0 |
1 |
72 |
1 |
2 |
5 |
158 |
| The market-perceived monetary policy rule |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
142 |
| The propagation of regional recessions |
0 |
0 |
2 |
145 |
2 |
4 |
7 |
223 |
| Understanding Crude Oil Prices |
2 |
5 |
24 |
742 |
6 |
14 |
82 |
1,887 |
| What is an Oil Shock? |
2 |
9 |
29 |
2,701 |
17 |
43 |
177 |
7,637 |
| What's Real About the Business Cycle? |
0 |
0 |
0 |
230 |
0 |
0 |
5 |
485 |
| Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices |
0 |
0 |
0 |
436 |
1 |
3 |
9 |
1,409 |
| Why You Should Never Use the Hodrick-Prescott Filter |
5 |
13 |
42 |
243 |
27 |
61 |
193 |
440 |
| Total Working Papers |
22 |
94 |
339 |
11,813 |
184 |
412 |
1,332 |
31,896 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of the Federal Funds Rate Target |
1 |
3 |
5 |
457 |
2 |
8 |
16 |
1,471 |
| A Neoclassical Model of Unemployment and the Business Cycle |
1 |
3 |
17 |
926 |
6 |
20 |
106 |
4,619 |
| A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle |
11 |
32 |
150 |
5,371 |
34 |
113 |
436 |
11,806 |
| A Parametric Approach to Flexible Nonlinear Inference |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
605 |
| A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
999 |
| A Reexamination of the Predictability of Economic Activity Using the Yield Spread |
0 |
0 |
0 |
0 |
2 |
2 |
17 |
907 |
| A standard error for the estimated state vector of a state-space model |
0 |
1 |
11 |
200 |
1 |
4 |
23 |
584 |
| Analysis of time series subject to changes in regime |
9 |
22 |
111 |
3,478 |
20 |
49 |
216 |
5,608 |
| Are the macroeconomic effects of oil-price changes symmetric?: A comment |
0 |
0 |
4 |
234 |
0 |
0 |
11 |
515 |
| Assessing monetary policy effects using daily federal funds futures contracts |
1 |
1 |
1 |
34 |
1 |
3 |
8 |
151 |
| Autoregressive conditional heteroskedasticity and changes in regime |
5 |
14 |
70 |
2,315 |
15 |
40 |
177 |
4,058 |
| Book review |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
38 |
| Calling recessions in real time |
1 |
2 |
5 |
70 |
1 |
5 |
19 |
222 |
| Causes and Consequences of the Oil Shock of 2007-08 |
4 |
4 |
16 |
284 |
13 |
27 |
132 |
1,464 |
| Comment on "A comparison of two business cycle dating methods" |
2 |
3 |
3 |
71 |
5 |
9 |
16 |
261 |
| Comment on "Investigating Nonlinearity" |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
109 |
| Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy." |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
2,416 |
| Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro |
1 |
2 |
2 |
2 |
2 |
4 |
4 |
4 |
| Daily Changes in Fed Funds Futures Prices |
2 |
2 |
2 |
64 |
2 |
2 |
7 |
277 |
| Daily monetary policy shocks and new home sales |
2 |
2 |
6 |
77 |
5 |
6 |
16 |
196 |
| Do macro variables help forecast interest rates? |
0 |
0 |
2 |
16 |
0 |
1 |
8 |
36 |
| EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES |
0 |
0 |
3 |
25 |
1 |
2 |
8 |
99 |
| Estimating the Market-Perceived Monetary Policy Rule |
0 |
0 |
2 |
70 |
2 |
8 |
20 |
310 |
| Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
713 |
| Historical Causes of Postwar Oil Shocks and Recessions |
0 |
2 |
10 |
197 |
5 |
11 |
35 |
953 |
| Housing and the monetary transmission mechanism: commentary |
1 |
1 |
2 |
41 |
3 |
4 |
8 |
96 |
| INSIDE THE ECONOMIST'S MIND |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
101 |
| Identification and estimation of Gaussian affine term structure models |
0 |
0 |
1 |
41 |
1 |
3 |
12 |
210 |
| Import Prices and Inflation |
1 |
1 |
3 |
65 |
2 |
3 |
8 |
217 |
| Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations |
0 |
1 |
14 |
14 |
5 |
13 |
50 |
50 |
| Long Swings in the Dollar: Are They in the Data and Do Markets Know It? |
0 |
4 |
41 |
939 |
10 |
30 |
125 |
2,323 |
| Measuring the Liquidity Effect |
1 |
1 |
10 |
428 |
2 |
4 |
23 |
1,036 |
| Monetary factors in the great depression |
1 |
4 |
47 |
911 |
6 |
13 |
119 |
2,891 |
| NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES |
1 |
3 |
15 |
163 |
4 |
11 |
47 |
411 |
| New directions in business cycle research and financial analysis |
0 |
0 |
0 |
338 |
1 |
2 |
4 |
850 |
| Normalization in Econometrics |
0 |
1 |
4 |
121 |
2 |
7 |
25 |
358 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment |
0 |
0 |
0 |
0 |
8 |
24 |
114 |
1,383 |
| Oil and the Macroeconomy since World War II |
1 |
4 |
24 |
3,209 |
7 |
21 |
111 |
9,327 |
| On Testing for Self-fulfilling Speculative Price Bubbles |
0 |
0 |
5 |
187 |
2 |
4 |
15 |
426 |
| On the Limitations of Government Borrowing: A Framework for EmpiricalTesting |
6 |
14 |
67 |
448 |
13 |
40 |
178 |
1,152 |
| On the interpretation of cointegration in the linear-quadratic inventory model |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
109 |
| ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION |
2 |
4 |
18 |
422 |
9 |
29 |
88 |
1,282 |
| Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates |
0 |
1 |
8 |
847 |
1 |
3 |
33 |
1,468 |
| Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments |
0 |
0 |
1 |
64 |
0 |
1 |
2 |
157 |
| Response to comments |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
22 |
| Risk premia in crude oil futures prices |
1 |
1 |
4 |
83 |
2 |
6 |
28 |
415 |
| Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information |
1 |
2 |
9 |
89 |
3 |
9 |
72 |
320 |
| Sources of variation in holding returns for fed funds futures contracts |
0 |
0 |
0 |
1 |
2 |
3 |
9 |
19 |
| Specification testing in Markov-switching time-series models |
1 |
4 |
21 |
1,275 |
3 |
7 |
36 |
2,001 |
| Stock Market Volatility and the Business Cycle |
4 |
8 |
41 |
2,334 |
5 |
15 |
93 |
5,485 |
| Testable implications of affine term structure models |
0 |
0 |
1 |
21 |
2 |
4 |
15 |
162 |
| The Daily Market for Federal Funds |
0 |
0 |
10 |
509 |
5 |
13 |
30 |
1,379 |
| The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment |
3 |
4 |
12 |
255 |
6 |
19 |
66 |
1,183 |
| The Equilibrium Real Funds Rate: Past, Present, and Future |
7 |
13 |
49 |
134 |
19 |
44 |
139 |
340 |
| The Propagation of Regional Recessions |
0 |
0 |
11 |
112 |
7 |
11 |
40 |
356 |
| The Quantitative Significance of the Lucas Critique: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
191 |
| The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment |
0 |
0 |
0 |
10 |
0 |
2 |
3 |
111 |
| The augmented Solow model and the productivity slowdown |
0 |
4 |
7 |
185 |
0 |
7 |
17 |
521 |
| The long-run behavior of the velocity of circulation: A review essay |
0 |
0 |
0 |
68 |
1 |
1 |
1 |
161 |
| The observable implications of self-fulfilling expectations |
0 |
2 |
10 |
290 |
0 |
7 |
26 |
638 |
| The supply and demand for Federal Reserve deposits |
0 |
0 |
1 |
148 |
0 |
1 |
2 |
737 |
| This is what happened to the oil price-macroeconomy relationship |
3 |
13 |
63 |
2,042 |
7 |
31 |
144 |
3,798 |
| Uncovering Financial Market Expectations of Inflation |
0 |
2 |
4 |
227 |
0 |
3 |
5 |
476 |
| Understanding Crude Oil Prices |
2 |
10 |
48 |
418 |
7 |
26 |
178 |
1,477 |
| Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market |
0 |
1 |
8 |
569 |
0 |
4 |
33 |
3,496 |
| What Do the Leading Indicators Lead? |
1 |
3 |
6 |
479 |
1 |
6 |
24 |
1,196 |
| What is an oil shock? |
7 |
20 |
98 |
1,423 |
14 |
48 |
305 |
3,544 |
| What's real about the business cycle? |
0 |
0 |
0 |
165 |
0 |
0 |
10 |
487 |
| Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices |
0 |
0 |
0 |
0 |
2 |
6 |
27 |
1,933 |
| Total Journal Articles |
84 |
219 |
1,083 |
33,086 |
283 |
808 |
3,565 |
92,716 |
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