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Inflation at Risk
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Inflation at Risk (2020)Inflation at RiskSlack and Cyclically Sensitive Inflation (2019)Slack and Cyclically Sensitiv…Optimal Inflation and the Identification of the Phillips Curve (2019)Optimal Inflation and the Ide…Alternative tests for correct specification of conditional predictive densities (2018)Alternative tests for correct…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…Inflation Dynamics during the Financial Crisis (2017)Inflation Dynamics during the…Recession Risk and the Excess Bond Premium (2016)Recession Risk and the Excess…Quantile regression forecasts of inflation under model uncertainty (2016)Quantile regression forecasts…Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Lower Oil Prices and the U.S.…Credit Risk in the Euro Area (2016)Credit Risk in the Euro AreaUnderstanding the Great Recession (2015)Understanding the Great Reces…Inflation in the Great Recession and New Keynesian Models (2015)Inflation in the Great Recess…The changing dynamics of US inflation persistence: a quantile regression approach (2014)The changing dynamics of US i…Risk Shocks (2013)Risk ShocksAre macroeconomic variables useful for forecasting the distribution of U.S. inflation? (2013)Are macroeconomic variables u…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series (1999)On the Finite-Sample Accuracy…Modeling tail risks of inflation using unobserved component quantile regressions (2022)Modeling tail risks of inflat…Perfect Equilibrium in a Bargaining Model (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Liquidity Trap and Excessive Leverage (2016)The Slope of the Phillips Curve: Evidence from U.S. States (2022)Determinants of corporate borrowing (1977)Financial Dependence and Growth (1996)The Aggregate Implications of Regional Business Cycles (2016)On DSGE Models (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty, and Investment (1990)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)The Role of Oil Price Shocks in Causing U.S. Recessions (2017)Oil supply shocks and the U.S. economy: An estimated DSGE model (2018)Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy (2020)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)What’s up with the Phillips Curve? (2020)Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them (2021)Who Killed the Phillips Curve? A Murder Mystery (2022)Tests of Conditional Predictive Ability (2006)Why Has U.S. Inflation Become Harder to Forecast? (2007)Adaptive models and heavy tails with an application to inflation forecasting (2017)Real-time inflation forecasting using non-linear dimension reduction techniques (2022)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)R&D investments and credit lines (2017)Loan supply, credit markets and the euro area financial crisis (2019)Bank credit supply and firm innovation behavior in the financial crisis (2020)The Impact of Uncertainty Shocks (2009)Uncertainty, Financial Frictions, and Investment Dynamics (2014)The macroeconomic impact of financial and uncertainty shocks (2016)Economic uncertainty before and during the COVID-19 pandemic (2020)Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Local Projection Inference Is Simpler and More Robust Than You Think (2021)Local Projections and VARs Estimate the Same Impulse Responses (2021)Escaping the Great Recession (2017)The Empirical Implications of the Interest-Rate Lower Bound (2017)
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References

  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2013Risk Shocks1,342 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 2017Inflation Dynamics during the Financial Crisis348 cited
  • 2015Understanding the Great Recession347 cited
  • 2015Inflation in the Great Recession and New Keynesian Models222 cited
  • 2016Lower Oil Prices and the U.S. Economy: Is This Time Different?164 cited
  • 2016Credit Risk in the Euro Area132 cited
  • 2019Optimal Inflation and the Identification of the Phillips Curve131 cited
  • 2018Alternative tests for correct specification of conditional predictive densities93 cited
  • 2016Quantile regression forecasts of inflation under model uncertainty90 cited
  • 2013Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?58 cited
  • 2016Recession Risk and the Excess Bond Premium56 cited
  • 2019Slack and Cyclically Sensitive Inflation49 cited
  • 2014The changing dynamics of US inflation persistence: a quantile regression approach37 cited
  • 1999On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series

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  • 2022Modeling tail risks of inflation using unobserved component quantile regressions18 cited