| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A concise test of rational consumer search |
0 |
0 |
1 |
13 |
0 |
3 |
7 |
51 |
| Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone |
0 |
0 |
2 |
61 |
3 |
7 |
14 |
141 |
| Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone |
0 |
0 |
0 |
32 |
1 |
11 |
16 |
81 |
| Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe |
0 |
0 |
0 |
316 |
1 |
7 |
39 |
995 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
1,068 |
| Channels of Interstate Risksharing: U.S. 1963-1990 |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
394 |
| Channels of Interstate Risksharing: US 1963-1990 |
0 |
0 |
0 |
0 |
2 |
7 |
7 |
324 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
133 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
108 |
0 |
7 |
10 |
395 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
31 |
0 |
1 |
6 |
147 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
34 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
4 |
9 |
10 |
1,001 |
| Consumption Smoothing through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
338 |
4 |
9 |
13 |
1,730 |
| Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces |
0 |
0 |
1 |
47 |
3 |
10 |
16 |
288 |
| Consumption and aggregate constraints: evidence from U.S. states and Canadian provinces |
0 |
0 |
1 |
102 |
0 |
3 |
6 |
567 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
63 |
1 |
4 |
6 |
141 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
1 |
127 |
2 |
10 |
16 |
237 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
67 |
1 |
4 |
7 |
255 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
0 |
3 |
12 |
14 |
110 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
27 |
0 |
14 |
17 |
161 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
176 |
0 |
8 |
11 |
645 |
| EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
499 |
3 |
12 |
21 |
1,085 |
| FU.S. banking deregulation, small businesses, and interstate insurance of personal income |
0 |
0 |
0 |
54 |
1 |
5 |
6 |
318 |
| Federal Insurance of the U.S. States: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
557 |
| Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust |
0 |
0 |
0 |
229 |
2 |
6 |
6 |
871 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
1 |
1 |
52 |
2 |
9 |
15 |
89 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
79 |
1 |
5 |
12 |
80 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
47 |
1 |
7 |
10 |
90 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
1 |
2 |
101 |
1 |
10 |
18 |
145 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
54 |
2 |
7 |
14 |
104 |
| Foreign Investment and Domestic Productivity: Identifying knowledge spillovers and competition effects |
0 |
0 |
0 |
54 |
2 |
5 |
15 |
103 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
7 |
17 |
1,319 |
| Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth |
0 |
0 |
0 |
436 |
0 |
20 |
23 |
1,283 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
58 |
0 |
6 |
10 |
278 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
81 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
21 |
0 |
25 |
30 |
179 |
| House prices and risk sharing |
0 |
0 |
0 |
20 |
0 |
6 |
6 |
146 |
| House prices and risk sharing |
0 |
0 |
0 |
65 |
1 |
2 |
7 |
287 |
| How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
63 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts and Aggregate Implications |
0 |
0 |
4 |
144 |
5 |
14 |
57 |
581 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
1 |
3 |
9 |
101 |
5 |
20 |
53 |
365 |
| How to construct nationally representative firm level data from the ORBIS global database |
0 |
0 |
6 |
40 |
1 |
12 |
32 |
242 |
| Income and Consumption Smoothing Among US States: Regions or Clubs? |
0 |
0 |
0 |
171 |
0 |
5 |
6 |
764 |
| Income and Consumption Smoothing among US States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
343 |
| Income and ConsumptionSmoothing Among U.S. States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
289 |
| Industrial specialization and the asymmetry of shocks across regions |
0 |
0 |
0 |
248 |
0 |
4 |
4 |
735 |
| Inequality in Public School Spending across Space and Time |
0 |
0 |
0 |
7 |
0 |
5 |
9 |
39 |
| Interaction Effects in Econometrics |
0 |
0 |
0 |
249 |
3 |
8 |
11 |
830 |
| Interaction effects in econometrics |
0 |
0 |
1 |
158 |
5 |
14 |
19 |
277 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
2 |
0 |
5 |
7 |
832 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
0 |
1 |
7 |
10 |
62 |
| Leverage Across Firms, Banks and Countries |
0 |
0 |
0 |
63 |
1 |
11 |
12 |
299 |
| Leverage Across Firms, Banks, and Countries |
0 |
0 |
0 |
108 |
2 |
5 |
11 |
366 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
37 |
0 |
3 |
8 |
88 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
56 |
1 |
7 |
10 |
198 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
495 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
358 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
26 |
0 |
5 |
11 |
107 |
| Moving to a job: The role of home equity, debt, and access to credit |
0 |
0 |
0 |
31 |
2 |
9 |
12 |
117 |
| Moving to a new job: the role of home equity, debt, and access to credit |
0 |
0 |
0 |
34 |
0 |
5 |
7 |
51 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
653 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
793 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
166 |
| Net Capital Flows and Productivity: Evidence from U.S. States |
0 |
0 |
0 |
103 |
0 |
2 |
4 |
453 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
0 |
17 |
0 |
2 |
4 |
80 |
| Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994 |
0 |
0 |
0 |
1 |
1 |
6 |
6 |
726 |
| Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994 |
0 |
0 |
0 |
106 |
1 |
3 |
4 |
693 |
| Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
0 |
168 |
2 |
4 |
4 |
594 |
| Permanent Income, Consumption and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
72 |
0 |
6 |
9 |
642 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from U.S. States |
0 |
0 |
1 |
5 |
0 |
4 |
11 |
37 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
716 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
1 |
1 |
110 |
2 |
7 |
13 |
272 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
68 |
0 |
5 |
10 |
144 |
| Quantifying Productivity Gains from Foreign Investment |
1 |
1 |
1 |
51 |
1 |
5 |
11 |
112 |
| Real and financial tradeoffs in non-listed firms: Cash flow sensitivities and how they change with shocks to firms' main-bank |
0 |
0 |
0 |
28 |
0 |
3 |
5 |
99 |
| Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving |
0 |
0 |
0 |
183 |
1 |
12 |
17 |
391 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
236 |
1 |
7 |
8 |
1,139 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
921 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
112 |
0 |
5 |
7 |
558 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
3 |
1 |
6 |
6 |
749 |
| Risk Sharing and Sectoral Specialization: Regional and International Evidence |
0 |
0 |
0 |
177 |
1 |
5 |
9 |
546 |
| Risk Sharing through Capital Gains |
0 |
0 |
0 |
88 |
0 |
11 |
11 |
248 |
| Risk Sharing through Capital Gains |
0 |
0 |
0 |
29 |
1 |
4 |
6 |
124 |
| Risk sharing and industrial specialization; regional and international evidence |
0 |
0 |
1 |
301 |
0 |
5 |
12 |
876 |
| Risk sharing and portfolio allocation in EMU |
0 |
0 |
1 |
101 |
1 |
9 |
16 |
394 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
30 |
1 |
2 |
2 |
31 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
33 |
3 |
6 |
7 |
37 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
20 |
1 |
3 |
6 |
35 |
| Small Firms and Domestic Bank Dependence in Europe’s Great Recession |
0 |
1 |
1 |
21 |
6 |
18 |
19 |
82 |
| Small firms and domestic bank dependence in Europe’s Great Recession |
0 |
0 |
0 |
5 |
1 |
8 |
12 |
21 |
| The Buffer Stock Model and the Aggregate Propensity to Consume |
0 |
0 |
0 |
150 |
0 |
5 |
10 |
1,057 |
| The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States |
0 |
0 |
0 |
78 |
0 |
4 |
6 |
401 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
17 |
1 |
5 |
6 |
159 |
| The Rise and Fall of Consumption in the 2000s |
0 |
0 |
0 |
41 |
3 |
9 |
12 |
122 |
| The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms |
0 |
0 |
0 |
21 |
1 |
6 |
6 |
157 |
| The rise and fall of consumption in the '00s |
0 |
0 |
0 |
25 |
0 |
3 |
5 |
69 |
| US Banking Deregulation, Small Businesses and Interstate Insurance of Personal Income |
0 |
0 |
0 |
50 |
0 |
6 |
11 |
449 |
| Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries |
0 |
0 |
0 |
72 |
0 |
3 |
8 |
201 |
| Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000 |
0 |
0 |
0 |
44 |
0 |
4 |
5 |
253 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
26 |
4 |
9 |
19 |
119 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
97 |
0 |
6 |
9 |
430 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
106 |
1 |
6 |
11 |
566 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
0 |
0 |
9 |
10 |
336 |
| Total Working Papers |
2 |
8 |
38 |
7,563 |
108 |
675 |
1,137 |
40,065 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
663 |
| Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend |
0 |
0 |
0 |
5 |
0 |
3 |
5 |
48 |
| Banking deregulation helps small business owners stabilize their income |
0 |
0 |
0 |
27 |
2 |
2 |
6 |
123 |
| Cash flow sensitivities and bank-finance shocks in non-listed firms |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
17 |
| Channels of Interstate Risk Sharing: United States 1963–1990 |
1 |
3 |
9 |
1,151 |
9 |
27 |
67 |
2,435 |
| Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve? |
0 |
1 |
3 |
48 |
1 |
9 |
17 |
138 |
| Childhood determinants of risk aversion: The long shadow of compulsory education |
0 |
0 |
0 |
0 |
0 |
5 |
9 |
130 |
| Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces |
0 |
0 |
1 |
93 |
0 |
2 |
6 |
408 |
| Continuous Record Asymptotics in Systems of Stochastic Differential Equations |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
23 |
| DEEP FINANCIAL INTEGRATION AND VOLATILITY |
0 |
0 |
1 |
43 |
4 |
7 |
11 |
190 |
| Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
72 |
2 |
4 |
12 |
249 |
| Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations |
0 |
1 |
3 |
378 |
0 |
6 |
19 |
922 |
| Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
2 |
24 |
36 |
822 |
| FINANCIAL MARKET INTEGRATION IN THE MIDDLE EAST: HOW BIG IS THE PEACE DIVIDEND? |
0 |
0 |
0 |
8 |
0 |
2 |
5 |
26 |
| Financial Integration within E.U. Countries: The Role of Institutions, Confidence, and Trust [with Comments] |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
12 |
| Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations |
0 |
0 |
2 |
184 |
2 |
11 |
20 |
802 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
0 |
6 |
17 |
1,299 |
| GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
0 |
3 |
74 |
0 |
8 |
18 |
269 |
| Home bias and international risk sharing: Twin puzzles separated at birth |
0 |
0 |
3 |
372 |
1 |
14 |
18 |
819 |
| House prices and risk sharing |
0 |
0 |
0 |
77 |
1 |
5 |
10 |
266 |
| How do politicians save? Buffer-stock management of unemployment insurance finance |
0 |
0 |
0 |
6 |
0 |
4 |
8 |
88 |
| How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
2 |
3 |
9 |
47 |
10 |
24 |
39 |
171 |
| Inequality in Public School Spending Across Space and Time |
0 |
0 |
1 |
15 |
1 |
21 |
30 |
85 |
| Interaction effects in econometrics |
0 |
0 |
5 |
121 |
4 |
13 |
31 |
418 |
| International risk sharing and European monetary unification |
0 |
0 |
1 |
561 |
0 |
5 |
23 |
1,177 |
| Is risk sharing in the United States a regional phenomenon? |
0 |
0 |
1 |
86 |
0 |
6 |
12 |
263 |
| Is state fiscal policy asymmetric over the business cycle? |
0 |
1 |
1 |
189 |
3 |
8 |
15 |
727 |
| Keeping the house or moving for a job |
0 |
0 |
0 |
14 |
2 |
3 |
6 |
79 |
| Leverage across firms, banks, and countries |
0 |
0 |
1 |
268 |
1 |
7 |
16 |
992 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
17 |
0 |
6 |
9 |
113 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
1 |
2 |
1 |
2 |
9 |
18 |
| Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
0 |
176 |
0 |
6 |
10 |
551 |
| Producer Prices versus Consumer Prices in the Measurement of Risk Sharing |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
137 |
| Quantifying productivity gains from foreign investment |
0 |
1 |
4 |
24 |
2 |
10 |
16 |
134 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
2 |
436 |
2 |
6 |
18 |
1,060 |
| Risk sharing through capital gains |
0 |
0 |
0 |
59 |
5 |
54 |
54 |
289 |
| Risk sharing through capital gains |
0 |
0 |
0 |
0 |
0 |
25 |
34 |
43 |
| Selective bargain hunting: A concise test of rational consumer search |
0 |
0 |
0 |
4 |
0 |
3 |
3 |
19 |
| Small firms and domestic bank dependence in Europe's great recession |
0 |
1 |
1 |
6 |
2 |
8 |
11 |
22 |
| Subjective Well-Being: Keeping Up with the Perception of the Joneses |
0 |
0 |
0 |
24 |
1 |
6 |
8 |
247 |
| The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
269 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
25 |
1 |
7 |
11 |
141 |
| The Rise and Fall of Consumption in the 2000s: A Tangled Tale |
0 |
0 |
0 |
9 |
0 |
7 |
9 |
64 |
| The demand for risky assets: Sample selection and household portfolios |
0 |
0 |
2 |
131 |
0 |
2 |
9 |
371 |
| U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income |
0 |
0 |
0 |
118 |
1 |
5 |
9 |
543 |
| What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption? |
0 |
0 |
0 |
85 |
0 |
4 |
4 |
303 |
| Why Does Capital Flow to Rich States? |
0 |
1 |
1 |
113 |
0 |
4 |
10 |
465 |
| Why Has Consumption Been So Volatile in the New Millennium? |
0 |
0 |
0 |
8 |
1 |
6 |
7 |
50 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
61 |
0 |
5 |
6 |
283 |
| Total Journal Articles |
3 |
12 |
55 |
5,504 |
65 |
410 |
721 |
18,783 |