| 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 |
1 |
1 |
13 |
2 |
5 |
6 |
50 |
| Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone |
0 |
1 |
2 |
61 |
0 |
4 |
8 |
134 |
| Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone |
0 |
0 |
0 |
32 |
2 |
4 |
8 |
72 |
| Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe |
0 |
0 |
0 |
316 |
3 |
13 |
35 |
991 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
1,066 |
| Channels of Interstate Risksharing: U.S. 1963-1990 |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
390 |
| Channels of Interstate Risksharing: US 1963-1990 |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
321 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
129 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
108 |
1 |
3 |
5 |
389 |
| Childhood Determinants of Risk Aversion: The Long Shadow of Compulsory Education |
0 |
0 |
0 |
31 |
1 |
6 |
7 |
147 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
1 |
6 |
8 |
30 |
| Consumption Smoothing Through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
995 |
| Consumption Smoothing through Fiscal Policy in OECD and EU Countries |
0 |
0 |
0 |
338 |
0 |
3 |
4 |
1,721 |
| Consumption and Aggregate Constraints: Evidence from US States and Canadian Provinces |
0 |
0 |
2 |
47 |
2 |
7 |
9 |
280 |
| Consumption and aggregate constraints: evidence from U.S. states and Canadian provinces |
0 |
0 |
1 |
102 |
1 |
2 |
4 |
565 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
1 |
2 |
127 |
2 |
5 |
13 |
229 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
63 |
2 |
3 |
6 |
139 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
27 |
3 |
3 |
6 |
150 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
176 |
5 |
7 |
10 |
642 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
67 |
1 |
4 |
5 |
252 |
| Deep Financial Integration and Volatility |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
99 |
| EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
499 |
3 |
9 |
12 |
1,076 |
| FU.S. banking deregulation, small businesses, and interstate insurance of personal income |
0 |
0 |
0 |
54 |
2 |
3 |
3 |
315 |
| Federal Insurance of the U.S. States: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
554 |
| Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust |
0 |
0 |
0 |
229 |
2 |
2 |
2 |
867 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
47 |
1 |
2 |
4 |
84 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
1 |
1 |
1 |
52 |
2 |
5 |
8 |
82 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
79 |
2 |
6 |
11 |
77 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
1 |
1 |
2 |
101 |
3 |
7 |
11 |
138 |
| Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects |
0 |
0 |
0 |
54 |
0 |
3 |
9 |
97 |
| Foreign Investment and Domestic Productivity: Identifying knowledge spillovers and competition effects |
0 |
0 |
0 |
54 |
0 |
6 |
11 |
98 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
3 |
12 |
13 |
1,315 |
| Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth |
0 |
0 |
0 |
436 |
2 |
2 |
6 |
1,265 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
58 |
2 |
4 |
7 |
274 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
21 |
15 |
19 |
23 |
169 |
| House Prices and Risk Sharing |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
79 |
| House prices and risk sharing |
0 |
0 |
0 |
20 |
2 |
2 |
2 |
142 |
| House prices and risk sharing |
0 |
0 |
0 |
65 |
0 |
1 |
5 |
285 |
| How Do Politicians Save? Buffer Stock Management of Unemployment Insurance Finance |
0 |
0 |
0 |
16 |
0 |
2 |
3 |
62 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts and Aggregate Implications |
0 |
1 |
4 |
144 |
4 |
10 |
60 |
571 |
| How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
1 |
1 |
12 |
99 |
7 |
13 |
48 |
352 |
| How to construct nationally representative firm level data from the ORBIS global database |
0 |
2 |
7 |
40 |
8 |
15 |
32 |
238 |
| Income and Consumption Smoothing Among US States: Regions or Clubs? |
0 |
0 |
0 |
171 |
2 |
3 |
3 |
761 |
| Income and Consumption Smoothing among US States: Regions or Clubs? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
338 |
| Income and ConsumptionSmoothing Among U.S. States: Regions or Clubs? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
284 |
| Industrial specialization and the asymmetry of shocks across regions |
0 |
0 |
0 |
248 |
1 |
1 |
1 |
732 |
| Inequality in Public School Spending across Space and Time |
0 |
0 |
0 |
7 |
2 |
5 |
6 |
36 |
| Interaction Effects in Econometrics |
0 |
0 |
0 |
249 |
1 |
2 |
5 |
823 |
| Interaction effects in econometrics |
0 |
1 |
2 |
158 |
2 |
5 |
11 |
265 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
828 |
| International Risk Sharing and European Monetary Unification |
0 |
0 |
0 |
0 |
3 |
5 |
7 |
58 |
| Leverage Across Firms, Banks and Countries |
0 |
0 |
1 |
63 |
3 |
3 |
5 |
291 |
| Leverage Across Firms, Banks, and Countries |
0 |
0 |
0 |
108 |
0 |
3 |
7 |
361 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
56 |
0 |
2 |
4 |
191 |
| Misallocation, Property Rights, and Access to Finance: Evidence from Within and Across Africa |
0 |
0 |
0 |
37 |
1 |
4 |
6 |
86 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
494 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
357 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
26 |
1 |
6 |
7 |
103 |
| Moving to a job: The role of home equity, debt, and access to credit |
0 |
0 |
0 |
31 |
2 |
5 |
5 |
110 |
| Moving to a new job: the role of home equity, debt, and access to credit |
0 |
0 |
0 |
34 |
5 |
5 |
7 |
51 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
652 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
790 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
165 |
| Net Capital Flows and Productivity: Evidence from U.S. States |
0 |
0 |
0 |
103 |
0 |
2 |
4 |
451 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
78 |
| Output Fluctuations and Fiscal Policy: U.S. State and Local Governments 1978-1994 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
721 |
| Output Fluctuations and Fiscal Policy: US State and Local Governments 1978-1994 |
0 |
0 |
0 |
106 |
1 |
2 |
3 |
691 |
| Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
590 |
| Permanent Income, Consumption and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
72 |
2 |
2 |
7 |
638 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from U.S. States |
0 |
0 |
1 |
5 |
2 |
6 |
9 |
35 |
| Permanent Income, Consumption, and Aggregate Constraints: Evidence from US States |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
712 |
| Quantifying Productivity Gains from Foreign Investment |
1 |
1 |
1 |
110 |
4 |
8 |
11 |
269 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
50 |
1 |
6 |
8 |
108 |
| Quantifying Productivity Gains from Foreign Investment |
0 |
0 |
0 |
68 |
1 |
5 |
7 |
140 |
| 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 |
1 |
3 |
3 |
97 |
| Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving |
0 |
0 |
0 |
183 |
3 |
4 |
8 |
382 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
112 |
0 |
1 |
3 |
553 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
743 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
236 |
1 |
1 |
2 |
1,133 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
920 |
| Risk Sharing and Sectoral Specialization: Regional and International Evidence |
0 |
0 |
0 |
177 |
1 |
3 |
6 |
542 |
| Risk Sharing through Capital Gains |
0 |
0 |
0 |
88 |
2 |
2 |
3 |
239 |
| Risk Sharing through Capital Gains |
0 |
0 |
1 |
29 |
0 |
1 |
4 |
120 |
| Risk sharing and industrial specialization; regional and international evidence |
0 |
0 |
2 |
301 |
1 |
3 |
11 |
872 |
| Risk sharing and portfolio allocation in EMU |
0 |
0 |
1 |
101 |
3 |
8 |
10 |
388 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
32 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
20 |
1 |
4 |
8 |
33 |
| Small Firms and Domestic Bank Dependence in Europe's Great Recession |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
29 |
| Small Firms and Domestic Bank Dependence in Europe’s Great Recession |
1 |
1 |
1 |
21 |
3 |
3 |
6 |
67 |
| Small firms and domestic bank dependence in Europe’s Great Recession |
0 |
0 |
0 |
5 |
1 |
4 |
5 |
14 |
| The Buffer Stock Model and the Aggregate Propensity to Consume |
0 |
0 |
0 |
150 |
2 |
5 |
8 |
1,054 |
| The Buffer-Stock Model and the Aggregate Propensity to Consume: A Panel-Data Study of the US States |
0 |
0 |
0 |
78 |
2 |
4 |
4 |
399 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
155 |
| The Rise and Fall of Consumption in the 2000s |
0 |
0 |
0 |
41 |
4 |
5 |
8 |
117 |
| The marginal value of cash, cash flow sensitivities, and bank-finance shocks in nonlisted firms |
0 |
0 |
0 |
21 |
3 |
3 |
3 |
154 |
| The rise and fall of consumption in the '00s |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
66 |
| US Banking Deregulation, Small Businesses and Interstate Insurance of Personal Income |
0 |
0 |
0 |
50 |
1 |
3 |
7 |
444 |
| Where are the Productivity Gains from Foreign Investment? Evidence on Spillovers and Reallocation from Firms, Industries and Countries |
0 |
0 |
0 |
72 |
2 |
5 |
7 |
200 |
| Where does Capital Flow? A Comparison of U.S. States and EU Countries 1950-2000 |
0 |
0 |
0 |
44 |
2 |
2 |
3 |
251 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
2 |
97 |
2 |
2 |
6 |
426 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
26 |
2 |
7 |
14 |
112 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
1 |
106 |
3 |
5 |
9 |
563 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
330 |
| Total Working Papers |
5 |
12 |
48 |
7,560 |
185 |
401 |
751 |
39,575 |
| 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 |
4 |
6 |
7 |
660 |
| 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 |
2 |
2 |
6 |
47 |
| Banking deregulation helps small business owners stabilize their income |
0 |
0 |
0 |
27 |
0 |
3 |
4 |
121 |
| Cash flow sensitivities and bank-finance shocks in non-listed firms |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
15 |
| Channels of Interstate Risk Sharing: United States 1963–1990 |
1 |
1 |
8 |
1,149 |
8 |
20 |
63 |
2,416 |
| Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve? |
0 |
1 |
3 |
47 |
2 |
4 |
13 |
131 |
| Childhood determinants of risk aversion: The long shadow of compulsory education |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
126 |
| Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces |
0 |
0 |
1 |
93 |
0 |
0 |
4 |
406 |
| Continuous Record Asymptotics in Systems of Stochastic Differential Equations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| DEEP FINANCIAL INTEGRATION AND VOLATILITY |
0 |
0 |
2 |
43 |
0 |
0 |
6 |
183 |
| Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns |
0 |
0 |
0 |
72 |
0 |
4 |
9 |
245 |
| Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations |
0 |
1 |
2 |
377 |
1 |
6 |
15 |
917 |
| Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
0 |
0 |
0 |
363 |
15 |
24 |
27 |
813 |
| FINANCIAL MARKET INTEGRATION IN THE MIDDLE EAST: HOW BIG IS THE PEACE DIVIDEND? |
0 |
0 |
0 |
8 |
1 |
3 |
4 |
25 |
| Financial Integration within E.U. Countries: The Role of Institutions, Confidence, and Trust [with Comments] |
0 |
0 |
0 |
2 |
1 |
3 |
3 |
10 |
| Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations |
0 |
1 |
2 |
184 |
4 |
8 |
14 |
795 |
| GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study |
0 |
0 |
0 |
0 |
2 |
9 |
16 |
1,295 |
| GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) |
0 |
0 |
3 |
74 |
2 |
3 |
13 |
263 |
| Home bias and international risk sharing: Twin puzzles separated at birth |
0 |
1 |
3 |
372 |
4 |
6 |
8 |
809 |
| House prices and risk sharing |
0 |
0 |
0 |
77 |
1 |
3 |
6 |
262 |
| How do politicians save? Buffer-stock management of unemployment insurance finance |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
84 |
| How to Construct Nationally Representative Firm-Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration |
1 |
4 |
10 |
45 |
9 |
16 |
39 |
156 |
| Inequality in Public School Spending Across Space and Time |
0 |
1 |
1 |
15 |
8 |
11 |
18 |
72 |
| Interaction effects in econometrics |
0 |
2 |
9 |
121 |
5 |
10 |
32 |
410 |
| International risk sharing and European monetary unification |
0 |
0 |
1 |
561 |
0 |
11 |
18 |
1,172 |
| Is risk sharing in the United States a regional phenomenon? |
0 |
0 |
1 |
86 |
3 |
5 |
10 |
260 |
| Is state fiscal policy asymmetric over the business cycle? |
1 |
1 |
1 |
189 |
3 |
6 |
12 |
722 |
| Keeping the house or moving for a job |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
76 |
| Leverage across firms, banks, and countries |
0 |
0 |
1 |
268 |
2 |
6 |
13 |
987 |
| Moving to a Job: The Role of Home Equity, Debt, and Access to Credit |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
108 |
| Optimal allocations to heterogeneous agents with an application to stimulus checks |
0 |
1 |
1 |
2 |
0 |
4 |
7 |
16 |
| Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 |
0 |
0 |
1 |
176 |
1 |
2 |
7 |
546 |
| Producer Prices versus Consumer Prices in the Measurement of Risk Sharing |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
137 |
| Quantifying productivity gains from foreign investment |
1 |
3 |
4 |
24 |
3 |
8 |
11 |
127 |
| Risk Sharing and Industrial Specialization: Regional and International Evidence |
0 |
1 |
3 |
436 |
1 |
7 |
15 |
1,055 |
| Risk sharing through capital gains |
0 |
0 |
0 |
0 |
15 |
21 |
24 |
33 |
| Risk sharing through capital gains |
0 |
0 |
0 |
59 |
13 |
13 |
15 |
248 |
| Selective bargain hunting: A concise test of rational consumer search |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
17 |
| Small firms and domestic bank dependence in Europe's great recession |
0 |
0 |
0 |
5 |
1 |
3 |
4 |
15 |
| Subjective Well-Being: Keeping Up with the Perception of the Joneses |
0 |
0 |
0 |
24 |
1 |
1 |
5 |
242 |
| The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
268 |
| The Effect of Education on Equity Holdings |
0 |
0 |
0 |
25 |
3 |
4 |
7 |
137 |
| The Rise and Fall of Consumption in the 2000s: A Tangled Tale |
0 |
0 |
0 |
9 |
3 |
4 |
5 |
60 |
| The demand for risky assets: Sample selection and household portfolios |
0 |
0 |
2 |
131 |
1 |
3 |
10 |
370 |
| U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income |
0 |
0 |
0 |
118 |
1 |
3 |
5 |
539 |
| What Can Explain Excess Smoothness and Sensitivity of State-Level Consumption? |
0 |
0 |
0 |
85 |
2 |
2 |
2 |
301 |
| Why Does Capital Flow to Rich States? |
0 |
0 |
0 |
112 |
3 |
8 |
10 |
464 |
| Why Has Consumption Been So Volatile in the New Millennium? |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
44 |
| Worker Flows and Job Flows in Danish Manufacturing, 1980-91 |
0 |
0 |
0 |
61 |
2 |
2 |
5 |
280 |
| Total Journal Articles |
4 |
18 |
59 |
5,496 |
133 |
266 |
521 |
18,506 |