| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Chronology of International Business Cycles Through Non-parametric Decoding |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| A Model for the Federal Funds Rate Target |
0 |
0 |
0 |
681 |
0 |
1 |
2 |
2,822 |
| A chronology of international business cycles through non-parametric decoding |
0 |
0 |
2 |
16 |
0 |
1 |
6 |
82 |
| A chronology of turning points in economic activity: Spain 1850-2011 |
0 |
0 |
2 |
104 |
1 |
2 |
8 |
142 |
| A chronology of turning points in economic activity: Spain, 1850-2011 |
0 |
0 |
0 |
67 |
1 |
1 |
6 |
68 |
| A model for the federal funds rate target |
0 |
0 |
0 |
331 |
0 |
1 |
5 |
1,274 |
| A model for the federal funds rate target |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce |
0 |
2 |
5 |
119 |
2 |
4 |
12 |
105 |
| Bank Capital Redux: Solvency, Liquidity, and Crisis |
0 |
0 |
1 |
69 |
1 |
2 |
16 |
76 |
| Bank Capital Redux: Solvency, Liquidity, and Crisis |
0 |
0 |
1 |
106 |
1 |
8 |
19 |
66 |
| Bank Capital Redux: Solvency, Liquidity, and Crisis |
0 |
0 |
4 |
94 |
5 |
9 |
48 |
111 |
| Bank Capital Redux: Solvency, Liquidity, and Crisis |
1 |
3 |
10 |
99 |
2 |
5 |
30 |
142 |
| Betting the House |
0 |
0 |
5 |
52 |
3 |
4 |
23 |
272 |
| Betting the House |
0 |
0 |
4 |
67 |
1 |
2 |
13 |
149 |
| Betting the House |
0 |
0 |
1 |
12 |
3 |
4 |
13 |
68 |
| Betting the House |
0 |
0 |
1 |
92 |
4 |
7 |
18 |
110 |
| Betting the House |
1 |
1 |
4 |
108 |
2 |
7 |
21 |
202 |
| Carry Trade |
0 |
0 |
3 |
3 |
0 |
0 |
5 |
5 |
| Currency Carry Trades |
0 |
0 |
0 |
176 |
2 |
4 |
12 |
247 |
| Decision Rules for Selecting between Exponential and Logistic STAR |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Empirical Simultaneous Confidence Regions for Path-Forecasts |
0 |
0 |
0 |
8 |
1 |
2 |
4 |
46 |
| Empirical simultaneous confidence regions for path-forecasts |
0 |
0 |
1 |
43 |
1 |
3 |
7 |
130 |
| Empirical simultaneous prediction regions for path-forecasts |
0 |
0 |
0 |
56 |
1 |
2 |
7 |
128 |
| Estimation and Inference by the Method of Projection Minimum Distance |
0 |
0 |
1 |
168 |
1 |
1 |
4 |
422 |
| Estimation and Inference by the Method of Projection Minimum Distance |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons |
0 |
3 |
20 |
545 |
2 |
13 |
57 |
1,147 |
| Global Financial Cycles and Risk Premiums |
1 |
4 |
39 |
159 |
3 |
13 |
95 |
145 |
| Global Financial Cycles and Risk Premiums |
1 |
1 |
37 |
71 |
1 |
4 |
43 |
62 |
| Global financial cycles and risk premiums |
2 |
3 |
10 |
78 |
7 |
13 |
38 |
84 |
| IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS |
0 |
0 |
0 |
412 |
2 |
2 |
4 |
882 |
| IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
7 |
| Improved testing and specification of smooth transition regression models |
0 |
0 |
1 |
3 |
1 |
2 |
9 |
22 |
| Inference for Impulse Responses |
0 |
0 |
2 |
2 |
0 |
0 |
8 |
8 |
| Inflation Globally |
1 |
1 |
34 |
34 |
4 |
8 |
25 |
25 |
| Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections |
1 |
1 |
4 |
5 |
3 |
3 |
9 |
11 |
| Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly |
0 |
1 |
1 |
54 |
2 |
3 |
7 |
118 |
| Large and State-Dependent Effects of Quasi-Random Monetary Experiments |
1 |
5 |
28 |
86 |
4 |
14 |
54 |
97 |
| Leveraged Bubbles |
0 |
0 |
3 |
88 |
1 |
5 |
23 |
276 |
| Leveraged Bubbles |
0 |
0 |
3 |
54 |
2 |
7 |
42 |
98 |
| Leveraged Bubbles |
0 |
1 |
8 |
26 |
4 |
7 |
20 |
93 |
| Leveraged Bubbles |
0 |
1 |
2 |
69 |
2 |
4 |
18 |
106 |
| Leveraged bubbles |
0 |
0 |
1 |
17 |
4 |
6 |
15 |
81 |
| MARKET-MAKING BEHAVIOR IN FUTURES MARKETS |
0 |
0 |
0 |
199 |
1 |
4 |
5 |
546 |
| Macrofinancial History and the New Business Cycle Facts |
0 |
0 |
4 |
92 |
6 |
6 |
21 |
64 |
| Macrofinancial History and the New Business Cycle Facts |
1 |
1 |
4 |
101 |
3 |
3 |
18 |
83 |
| Macrofinancial History and the New Business Cycle Facts |
2 |
2 |
12 |
130 |
4 |
5 |
33 |
105 |
| Measuring Monetary Policy Interdependence |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
3 |
| Measuring Systematic Monetary Policy |
0 |
0 |
0 |
264 |
0 |
3 |
8 |
1,050 |
| Measuring Systematic Monetary Policy |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
5 |
| Measuring Systematic Monetary Policy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Model-Free Impulse Responses |
0 |
1 |
1 |
2 |
2 |
3 |
5 |
5 |
| Model-Free Impulse Responses |
2 |
2 |
6 |
398 |
3 |
6 |
28 |
2,879 |
| Model-Free Impulse Responses |
0 |
0 |
1 |
1 |
0 |
1 |
9 |
9 |
| Monetary Policy Coordination: A New Empirical Approach |
0 |
0 |
0 |
122 |
0 |
0 |
2 |
326 |
| Monetary Policy Coordination: A New Empirical Approach |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Non-Institutional Market Making Behavior: The Dalian Futures Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment |
0 |
0 |
4 |
12 |
0 |
0 |
8 |
41 |
| Path Forecast Evaluation |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
64 |
| Path Forecast Evaluation |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
7 |
| Path Forecast Evaluation |
0 |
0 |
0 |
72 |
1 |
2 |
6 |
161 |
| Performance Evaluation of Zero Net-Investment Strategies |
0 |
0 |
2 |
43 |
0 |
1 |
8 |
192 |
| Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
304 |
| RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Riders on the Storm |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA |
0 |
0 |
2 |
102 |
0 |
0 |
5 |
527 |
| STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
0 |
0 |
2 |
56 |
1 |
2 |
15 |
188 |
| Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
1 |
1 |
6 |
131 |
2 |
2 |
18 |
235 |
| Shocks and Adjustments |
1 |
1 |
4 |
37 |
3 |
5 |
11 |
98 |
| Sovereigns versus Banks: Credit, Crises and Consequences |
0 |
0 |
4 |
13 |
2 |
8 |
100 |
139 |
| Sovereigns versus Banks: Credit, Crises, and Consequences |
1 |
1 |
2 |
211 |
2 |
2 |
11 |
340 |
| Sovereigns versus Banks: Credit, Crises, and Consequences |
0 |
0 |
1 |
164 |
2 |
8 |
19 |
207 |
| Sovereigns versus Banks: Credit, Crises, and Consequences |
0 |
0 |
0 |
36 |
2 |
3 |
8 |
73 |
| Sovereigns versus Banks: Credit, Crises, and Consequences |
0 |
0 |
0 |
32 |
3 |
4 |
11 |
97 |
| Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data |
0 |
0 |
5 |
164 |
0 |
1 |
16 |
758 |
| Testing nonlinearity: decision rules for selecting between logistic and exponential star models |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
17 |
| The Announcement Effect: Evidence from Open Market Desk Data |
0 |
0 |
0 |
170 |
1 |
2 |
4 |
565 |
| The Announcement Effect: Evidence from Open Market Desk Data |
0 |
0 |
1 |
1 |
2 |
2 |
5 |
5 |
| The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself |
0 |
1 |
4 |
706 |
0 |
4 |
20 |
1,483 |
| The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself |
0 |
1 |
1 |
92 |
0 |
2 |
5 |
322 |
| The Classification of Economic Activity into Expansions and Recessions |
2 |
2 |
2 |
2 |
2 |
2 |
3 |
3 |
| The Great Mortgaging |
1 |
1 |
7 |
91 |
1 |
2 |
11 |
76 |
| The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
0 |
0 |
13 |
47 |
1 |
5 |
39 |
153 |
| The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
0 |
0 |
7 |
66 |
0 |
3 |
92 |
175 |
| The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
1 |
1 |
11 |
143 |
4 |
18 |
77 |
300 |
| The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
0 |
2 |
12 |
192 |
0 |
7 |
40 |
361 |
| The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
0 |
0 |
6 |
578 |
1 |
4 |
24 |
461 |
| The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium |
0 |
1 |
4 |
40 |
2 |
5 |
15 |
151 |
| The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium |
0 |
0 |
2 |
155 |
0 |
1 |
16 |
556 |
| The Pavlovian Response of Term Rates to Fed Announcements |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
| The Pavlovian Response of Term Rates to Fed Announcements |
0 |
0 |
0 |
105 |
0 |
0 |
3 |
781 |
| The Pavlovian response of term rates to Fed announcements |
0 |
0 |
1 |
116 |
1 |
1 |
9 |
604 |
| The Rate of Return on Everything, 1870-2015 |
1 |
1 |
9 |
160 |
2 |
3 |
29 |
112 |
| The Rate of Return on Everything, 1870-2015 |
0 |
2 |
24 |
100 |
3 |
7 |
67 |
118 |
| The Rate of Return on Everything, 1870–2015 |
3 |
6 |
58 |
256 |
29 |
58 |
322 |
492 |
| The Rate of Return on Everything, 1870–2015 |
1 |
3 |
20 |
142 |
7 |
14 |
62 |
243 |
| The Response of Term Rates to Monetary Policy Uncertainty |
0 |
0 |
0 |
122 |
1 |
1 |
5 |
400 |
| The Response of Term Rates to Monetary Policy Uncertainty |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy |
2 |
5 |
14 |
214 |
6 |
12 |
68 |
517 |
| The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy |
0 |
0 |
2 |
92 |
1 |
4 |
22 |
287 |
| The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy |
0 |
0 |
2 |
43 |
1 |
1 |
6 |
70 |
| The Total Risk Premium Puzzle |
2 |
6 |
83 |
83 |
4 |
14 |
44 |
44 |
| The Total Risk Premium Puzzle |
0 |
1 |
13 |
13 |
3 |
13 |
29 |
29 |
| The Total Risk Premium Puzzle? |
3 |
4 |
61 |
61 |
5 |
14 |
41 |
41 |
| The effects of quasi-random monetary experiments |
0 |
1 |
8 |
57 |
0 |
4 |
27 |
106 |
| The effects of quasi-random monetary experiments |
0 |
0 |
2 |
58 |
2 |
3 |
11 |
28 |
| The time for austerity: Estimating the average treatment effect of fiscal policy |
0 |
0 |
1 |
58 |
1 |
2 |
11 |
90 |
| Time-Scale Transformations of Discrete-Time Processes |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| When Credit Bites Back |
2 |
2 |
14 |
218 |
6 |
9 |
50 |
478 |
| When Credit Bites Back: Leverage, Business Cycles and Crises |
0 |
0 |
2 |
2 |
0 |
3 |
7 |
7 |
| When Credit Bites Back: Leverage, Business Cycles and Crises |
0 |
0 |
1 |
10 |
1 |
2 |
9 |
52 |
| When Credit Bites Back: Leverage, Business Cycles, and Crises |
0 |
0 |
3 |
59 |
5 |
8 |
20 |
194 |
| When Credit Bites Back: Leverage, Business Cycles, and Crises |
0 |
0 |
3 |
233 |
2 |
5 |
25 |
586 |
| When credit bites back: leverage, business cycles, and crises |
0 |
0 |
11 |
363 |
4 |
8 |
41 |
944 |
| Total Working Papers |
35 |
76 |
701 |
11,494 |
219 |
506 |
2,422 |
29,311 |
| 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 |
2 |
4 |
456 |
4 |
8 |
15 |
1,469 |
| A chronology of turning points in economic activity: Spain, 1850–2011 |
0 |
0 |
0 |
18 |
1 |
1 |
8 |
89 |
| Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce |
0 |
2 |
3 |
18 |
1 |
3 |
7 |
45 |
| Betting the house |
3 |
10 |
65 |
255 |
14 |
50 |
188 |
651 |
| Book Review: New Introduction to Multiple Time Series Analysis |
1 |
1 |
1 |
45 |
1 |
1 |
3 |
127 |
| Bubbles, Credit, and Their Consequences |
0 |
2 |
3 |
14 |
1 |
4 |
17 |
53 |
| Can monetary policy influence long-term interest rates? |
0 |
0 |
0 |
76 |
0 |
0 |
4 |
287 |
| Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
16 |
| Credit: a starring role in the downturn |
0 |
0 |
0 |
6 |
1 |
1 |
5 |
43 |
| Crises before and after the creation of the Fed |
0 |
0 |
3 |
17 |
0 |
0 |
12 |
59 |
| Currency Carry Trades |
0 |
0 |
3 |
17 |
4 |
7 |
19 |
100 |
| Diagnosing recessions |
0 |
3 |
8 |
28 |
5 |
9 |
34 |
129 |
| Do monetary aggregates help forecast inflation? |
0 |
0 |
1 |
96 |
1 |
2 |
8 |
212 |
| ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
93 |
| Empirical simultaneous prediction regions for path-forecasts |
0 |
0 |
1 |
21 |
0 |
1 |
6 |
76 |
| Estimation and Inference of Impulse Responses by Local Projections |
22 |
47 |
82 |
618 |
45 |
95 |
233 |
1,637 |
| Evaluating the Classification of Economic Activity into Recessions and Expansions |
2 |
5 |
14 |
149 |
5 |
12 |
29 |
345 |
| Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons |
4 |
11 |
48 |
427 |
18 |
39 |
146 |
1,023 |
| Future recession risks |
0 |
0 |
2 |
12 |
0 |
1 |
6 |
44 |
| Future recession risks: an update |
0 |
0 |
2 |
20 |
0 |
2 |
8 |
64 |
| Global Financial Cycles and Risk Premiums |
1 |
5 |
8 |
8 |
5 |
18 |
25 |
25 |
| Inflation: Stress-Testing the Phillips Curve |
2 |
3 |
13 |
13 |
9 |
13 |
30 |
30 |
| Interest rates and house prices: pill or poison? |
0 |
0 |
5 |
32 |
9 |
11 |
27 |
112 |
| Interpreting deviations from Okun’s Law |
0 |
2 |
9 |
52 |
4 |
11 |
37 |
150 |
| Labor markets in the global financial crisis |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
55 |
| Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
42 |
| Leveraged bubbles |
1 |
8 |
41 |
107 |
7 |
27 |
160 |
368 |
| Macrofinancial History and the New Business Cycle Facts |
1 |
3 |
13 |
28 |
3 |
7 |
38 |
76 |
| Measuring monetary policy interdependence |
0 |
0 |
1 |
62 |
0 |
0 |
2 |
158 |
| Measuring systematic monetary policy |
0 |
0 |
2 |
133 |
0 |
1 |
8 |
486 |
| Monetary Policy Medicine: Large Effects from Small Doses? |
0 |
0 |
1 |
6 |
5 |
5 |
8 |
23 |
| Monetary policy when the spyglass is smudged |
1 |
1 |
6 |
24 |
1 |
1 |
14 |
73 |
| Mortgaging the future? |
0 |
0 |
1 |
25 |
1 |
4 |
8 |
75 |
| Path forecast evaluation |
0 |
0 |
3 |
56 |
0 |
0 |
6 |
199 |
| Private credit and public debt in financial crises |
2 |
2 |
11 |
65 |
4 |
8 |
26 |
121 |
| Random-Time Aggregation in Partial Adjustment Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
217 |
| SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES |
0 |
1 |
3 |
26 |
1 |
6 |
35 |
99 |
| Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
0 |
2 |
23 |
23 |
6 |
10 |
69 |
70 |
| Simultaneous Confidence Regions for Impulse Responses |
2 |
2 |
12 |
109 |
2 |
4 |
22 |
242 |
| Sovereigns Versus Banks: Credit, Crises, and Consequences |
0 |
1 |
5 |
5 |
1 |
5 |
17 |
26 |
| THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM |
0 |
0 |
0 |
0 |
6 |
8 |
30 |
260 |
| Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models |
1 |
1 |
2 |
281 |
1 |
1 |
4 |
1,001 |
| The Response of Term Rates to Fed Announcements |
0 |
0 |
0 |
1 |
2 |
4 |
13 |
309 |
| The Response of Term Rates to Monetary Policy Uncertainty |
0 |
0 |
2 |
144 |
1 |
2 |
8 |
533 |
| The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy |
0 |
2 |
8 |
43 |
5 |
12 |
48 |
160 |
| The announcement effect: evidence from open market desk data |
0 |
0 |
1 |
246 |
0 |
2 |
7 |
1,067 |
| The carry trade and fundamentals: Nothing to fear but FEER itself |
0 |
2 |
13 |
123 |
2 |
15 |
82 |
471 |
| The great mortgaging: housing finance, crises and business cycles |
1 |
6 |
16 |
109 |
6 |
25 |
71 |
268 |
| Time-scale transformations of discrete time processes |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
239 |
| Variable capital rules in a risky world |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
46 |
| When Credit Bites Back |
2 |
4 |
30 |
259 |
6 |
15 |
84 |
626 |
| Why Is Inflation Low Globally? |
1 |
5 |
5 |
5 |
5 |
18 |
18 |
18 |
| Will the jobless rate drop take a break? |
0 |
0 |
1 |
7 |
1 |
1 |
6 |
36 |
| Total Journal Articles |
48 |
133 |
476 |
4,357 |
197 |
475 |
1,672 |
14,243 |
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