.
Ravn, Morten O.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 1,402
Total Citations 511
1.
On Adjusting the HP-Filter for the Frequency of Observations
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Uhlig, Harald University of Chicago - Department of Economics
Posted:
11 Jul 01
Last Revised:
01 Sep 04
311(46,708)
146
Ravn, Morten O. European University Institute - Economics Department (ECO)
55
146
Ravn, Morten O. European University Institute - Economics Department (ECO)
Uhlig, Harald University of Chicago - Department of Economics
36
146
Business cycles, trends, HP-filter, temporal aggregation, historical business cycle properties
Ravn, Morten O. European University Institute - Economics Department (ECO)
Uhlig, Harald University of Chicago - Department of Economics
220
146
2.
PPP Strikes Back: Aggregation and the Real Exchange Rate
|
Show Abstracts |
Hide Abstracts |
Versions (5)
|
hide multiple versions |
Export Bibliographic Info |
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
Posted:
19 Dec 02
Last Revised:
30 Oct 10
241(62,268)
84
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
52
83
Real exchange rate persistence, purchasing power parity, aggregation, parameter heterogeneity
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
0
Real Exchange Rate Persistence, Purchasing Power Parity, Parameter Heterogeneity
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
23
83
Real exchange rate persistence, aggregation, parameter heterogeneity, purchasing power parity
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
27
83
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
139
83
Real Exchange Rate Persistence, Purchasing Power Parity, Aggregation, Parameter Heterogeneity
3.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Sola, Martin Universidad Torcuato Di Tella
219(68,917)
3
4.
Consumption Dynamics and Real Exchange Rates
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
04 Oct 01
Last Revised:
11 Sep 02
141(104,396)
14
Ravn, Morten O. European University Institute - Economics Department (ECO)
116
14
Consumption risk sharing, real exchange rates, non-separabilities, habit persistence
Ravn, Morten O. European University Institute - Economics Department (ECO)
25
14
Consumption risk sharing, habit persistence, non-separabilities, real exchange rates
5.
Mazzenga, Elisabetta University of Rome II - Faculty of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
110(127,640)
6.
"Aggregation Bias" Does Explain the PPP Puzzle
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
Posted:
24 Oct 05
Last Revised:
20 Sep 10
50(202,445)
6
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
14
6
Goods market integration, heterogenous dynamics, relative prices
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
36
6
7.
Deep Habits
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Posted:
31 Jan 04
Last Revised:
02 Apr 04
45(211,821)
59
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
20
58
Habit formation, customer market models, switching cost models, time varying mark-ups, business cycles
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
25
58
8.
The Macroeconomics of Subsistence Points
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Posted:
26 Jan 05
Last Revised:
05 Aug 10
40(222,056)
6
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
17
5
Non-homothetic preferences, time-varying markups, business cycles
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
23
5
9.
Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Posted:
24 Aug 07
Last Revised:
05 Jun 08
31(243,031)
28
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
1
28
Countercyclical Mark-ups, Deep Habits, Government Spending Shocks, Real exchange rate movements
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
30
28
10.
The Consumption-Tightness Puzzle
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
28 Jul 06
Last Revised:
31 Oct 06
31(243,031)
6
Ravn, Morten O. European University Institute - Economics Department (ECO)
16
6
Ravn, Morten O. European University Institute - Economics Department (ECO)
15
6
Labour market participation, matching models, intensive search margin, labour market tightness, unemployment, homework
11.
Psaradakis, Zacharias University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Ravn, Morten O. European University Institute - Economics Department (ECO)
Sola, Martin Universidad Torcuato Di Tella
24(264,046)
4
Granger causality, Markov chain, regime switching, structural instability
12.
Pricing to Habits and the Law of One Price
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Posted:
06 Dec 06
Last Revised:
12 May 08
22(270,809)
5
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
3
5
Countercyclical markup, deep habits, government spending, Law of one price, real exchange rate
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
19
5
13.
Incomplete Cost Pass-Through Under Deep Habits
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Posted:
15 Mar 07
Last Revised:
09 Jun 08
21(274,292)
5
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
3
5
cost pass-through, deep habits, markups
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohe, Stephanie Duke University - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
18
5
14.
Mazzenga, Elisabetta University of Rome II - Faculty of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
21(274,292)
13
International business cycles, costs of transportation, home-bias in trade, terms of trade, real exchange rates, international comovements, delivery lags
15.
The HP-Filter in Cross-Country Comparisons
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Marcet, Albert Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
20 Aug 02
Last Revised:
19 Mar 04
21(274,292)
5
Marcet, Albert Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
21
5
Business cycles, cross-country comparisons, macroeconomic volatility
Marcet, Albert Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
0
Business cycles, cross-country comparisons, macroeconomic volatility
16.
One TV, One Price?
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Hlne affiliation not provided to SSRN
Posted:
26 Oct 09
Last Revised:
06 Jan 11
18(284,992)
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Hlne affiliation not provided to SSRN
1
International and regional price differences, border effect, brand perception
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Hélène affiliation not provided to SSRN
4
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
1
border effects, brand perception, international and regional price differences
Imbs, Jean M. Paris School of Economics (PSE)
Mumtaz, Haroon University of London - Faculty of Social Sciences
Ravn, Morten O. European University Institute - Economics Department (ECO)
Rey, Helene London Business School
12
17.
Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
26 Aug 09
Last Revised:
24 Aug 10
16(292,280)
26
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
14
26
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
2
26
anticipation effects, business cycles, fiscal policy, tax liabilities
18.
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
24 Sep 10
Last Revised:
27 Sep 10
10(313,256)
23
policy shocks, tax liabilities, anticipation effects, business cycles
19.
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
7(322,643)
7
confidence shocks, fiscal policy, liquidity trap, sunspots
20.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Simonelli, Saverio European University Institute
7(322,643)
12
21.
Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
Posted:
08 Sep 09
Last Revised:
14 May 10
4(331,213)
12
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
1
12
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
3
12
anticipation effects, fiscal policy, structural vector autoregressions
22.
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
3(334,279)
business cycles, hours worked, tax shocks, technology shocks
23.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Schmitt-Grohé, Stephanie Columbia University - Graduate School of Arts and Sciences - Department of Economics
Uribe, Martin Columbia University - Graduate School of Arts and Sciences - Department of Economics
Uusukula, Lenno European University Institute - Economics Department (ECO)
3(334,279)
1
countercyclical markup, deep habits, inflation persistence, monetayr policy shocks, price puzzle
24.
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
2(339,165)
14
anticipation effects, fiscal policy, structural estimation, tax liabilities
25.
Mertens, Karel Cornell University - Department of Economics
Ravn, Morten O. European University Institute - Economics Department (ECO)
2(339,165)
21
anticipation effects, fiscal policy, structural estimation, tax liabilities
26.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Simonelli, Saverio European University Institute
2(339,165)
11
Beveridge curve, Dunlop, Dunlop-Tarshis observation, labour market dynamics, neutral and investment specific technology shocks, structural VAR
27.
Canova, Fabio Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Ravn, Morten O. European University Institute - Economics Department (ECO)
28.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Sorensen, Jan Rose University of Aarhus - Department of Economics
29.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Canova, Fabio Universitat Pompeu Fabra - Department of Economics and Business (DEB)
30.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Sola, Martin Universidad Torcuato Di Tella
31.
Ravn, Morten O. European University Institute - Economics Department (ECO)
Sorensen, Jan Rose University of Aarhus - Department of Economics
