Author Page for Simon Gilchrist

The Financial Accelerator in a Quantitative Business Cycle Framework

NBER Working Paper No. w6455

Number of pages: 75 Posted: 21 Jun 2000 Last Revised: 22 Aug 2022

Ben S. Bernanke, Mark Gertler and Simon Gilchrist

Board of Governors of the Federal Reserve System, New York University - Leonard N. Stern School of Business - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 1,111 (38,663)

Citation 54

Abstract:

2.

Do Stock Price Bubbles Influence Corporate Investment?

Downloads 642 (81,132)

Citation 116

2

Do Stock Price Bubbles Influence Corporate Investment?

FRB of New York Staff Report No. 177

Number of pages: 37 Posted: 28 Sep 2004

Charles P. Himmelberg, Simon Gilchrist and Gur Huberman

Goldman, Sachs & Co., National Bureau of Economic Research (NBER) and Columbia University - Columbia Business School, Finance

Downloads 550 (97,523)

Abstract:

Do Stock Price Bubbles Influence Corporate Investment?

NBER Working Paper No. w10537

Number of pages: 42 Posted: 17 Jun 2004 Last Revised: 17 Oct 2022

Simon Gilchrist, Charles P. Himmelberg and Gur Huberman

National Bureau of Economic Research (NBER), Goldman, Sachs & Co. and Columbia University - Columbia Business School, Finance

Downloads 92 (544,718)

Citation 44

Abstract:

3.

External Constraints on Monetary Policy and the Financial Accelerator

Downloads 533 (102,572)

Citation 92

3

External Constraints on Monetary Policy and the Financial Accelerator

BIS Working Paper No. 139

Number of pages: 61 Posted: 20 Sep 2007

Mark Gertler, Simon Gilchrist and Fabio M. Natalucci

New York University - Leonard N. Stern School of Business - Department of Economics, National Bureau of Economic Research (NBER) and U.S. Federal Reserve Board - Division of Monetary Affairs

Downloads 365 (158,325)

Citation 18

Abstract:

External Constraints on Monetary Policy and the Financial Accelerator

NBER Working Paper No. w10128

Number of pages: 50 Posted: 05 Dec 2003 Last Revised: 06 Mar 2022

Mark Gertler, Simon Gilchrist and Fabio M. Natalucci

New York University - Leonard N. Stern School of Business - Department of Economics, National Bureau of Economic Research (NBER) and U.S. Federal Reserve Board - Division of Monetary Affairs

Downloads 94 (537,017)

Citation 14

Abstract:

External Constraints on Monetary Policy and the Financial Accelerator

NYU Working Paper No. S-MF-03-19

Number of pages: 49 Posted: 12 Nov 2008

Mark Gertler, Simon Gilchrist and Fabio M. Natalucci

New York University - Leonard N. Stern School of Business - Department of Economics, National Bureau of Economic Research (NBER) and U.S. Federal Reserve Board - Division of Monetary Affairs

Downloads 74 (622,376)

Abstract:

4.

Uncertainty, Financial Frictions, and Investment Dynamics

Downloads 371 (156,761)

Citation 82

2

Uncertainty, Financial Frictions, and Investment Dynamics

FEDS Working Paper No. 2014-69

Number of pages: 60 Posted: 01 Oct 2014

Simon Gilchrist, Jae Sim and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 267 (220,665)

Citation 6

Abstract:

Uncertainty, Financial Frictions, and Investment Dynamics

NBER Working Paper No. w20038

Number of pages: 60 Posted: 14 Apr 2014 Last Revised: 03 Apr 2022

Simon Gilchrist, Jae Sim and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 104 (500,854)

Citation 27

Abstract:

5.

Putty-Clay and Investment: A Business Cycle Analysis

Downloads 250 (236,849)

Citation 28

2

Putty-Clay and Investment: A Business Cycle Analysis

Number of pages: 44 Posted: 16 Oct 1998

Simon Gilchrist and John C. Williams

National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 182 (318,154)

Citation 28

Abstract:

Putty-Clay and Investment: a Business Cycle Analysis

NBER Working Paper No. w6812

Number of pages: 45 Posted: 13 Jul 2000 Last Revised: 14 Aug 2022

Simon Gilchrist and John C. Williams

National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 68 (652,428)

Abstract:

6.

Monetary Policy and the Financial Accelerator in a Monetary Union

Number of pages: 43 Posted: 28 May 2003

Simon Gilchrist, Jean-Olivier Hairault and Hubert Kempf

National Bureau of Economic Research (NBER), Université Paris I Pantheon-Sorbonne and Ecole Normale Superieure de Cachan (ENS)

Downloads 240 (246,642)

Citation 7

Abstract:

7.

The Financial Accelerator and the Flight to Quality

Downloads 236 (250,604)

2

The Financial Accelerator and the Flight to Quality

NBER Working Paper No. w4789

Number of pages: 54 Posted: 17 Aug 2010 Last Revised: 04 Aug 2022

Ben S. Bernanke, Mark Gertler and Simon Gilchrist

Board of Governors of the Federal Reserve System, New York University - Leonard N. Stern School of Business - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 236 (249,466)

Citation 128

Abstract:

The Financial Accelerator and the Flight to Quality

Posted: 15 Sep 1999

Ben S. Bernanke, Mark Gertler and Simon Gilchrist

Board of Governors of the Federal Reserve System, New York University - Leonard N. Stern School of Business - Department of Economics and National Bureau of Economic Research (NBER)

Abstract:

8.

Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan

Downloads 230 (256,919)

Citation 7

2

Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan

FRB of San Francisco Working Paper No. 2004-14

Number of pages: 30 Posted: 16 Feb 2001

John C. Williams and Simon Gilchrist

Federal Reserve Bank of New York and National Bureau of Economic Research (NBER)

Downloads 160 (356,430)

Citation 5

Abstract:

Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan

NBER Working Paper No. w10732

Number of pages: 31 Posted: 20 Sep 2004 Last Revised: 30 Oct 2022

Simon Gilchrist and John C. Williams

National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 70 (642,088)

Citation 2

Abstract:

9.

Inflation Dynamics During the Financial Crisis

Downloads 223 (264,556)

Citation 172

2

Inflation Dynamics During the Financial Crisis

FEDS Working Paper No. 2015-012, http://dx.doi.org/10.17016/FEDS.2015.012

Number of pages: 53 Posted: 19 Apr 2015

Simon Gilchrist, Raphael Schoenle, Jae Sim and Egon Zakrajšek

National Bureau of Economic Research (NBER), Brandeis University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 187 (310,374)

Citation 3

Abstract:

Inflation Dynamics During the Financial Crisis

NBER Working Paper No. w22827

Number of pages: 61 Posted: 14 Nov 2016 Last Revised: 17 May 2023

Simon Gilchrist, Raphael Schoenle, Jae Sim and Egon Zakrajšek

National Bureau of Economic Research (NBER), Brandeis University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 36 (863,318)

Citation 49

Abstract:

10.

Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms

NBER Working Paper No. w3892

Number of pages: 53 Posted: 19 Jun 2004 Last Revised: 20 Feb 2022

Mark Gertler and Simon Gilchrist

New York University - Leonard N. Stern School of Business - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 213 (276,073)

Citation 249

Abstract:

11.

Investment, Capacity, and Output: A Putty-Clay Approach

Board of Governors of the Federal Reserve System Working Paper No. 98-44

Number of pages: 34 Posted: 08 Mar 1999

John C. Williams and Simon Gilchrist

Federal Reserve Bank of New York and National Bureau of Economic Research (NBER)

Downloads 189 (308,040)

Abstract:

12.

Investment, Capacity, and Uncertainty: A Putty-Clay Approach

Downloads 183 (316,988)

Citation 21

2

Investment, Capacity, and Uncertainty: A Putty-Clay Approach

FRB of San Francisco Working Paper No. 2002-03

Number of pages: 36 Posted: 10 May 2005

Simon Gilchrist and John C. Williams

National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 141 (395,903)

Abstract:

Investment, Capacity, and Uncertainty: A Putty-Clay Approach

NBER Working Paper No. w10446

Number of pages: 36 Posted: 10 May 2004 Last Revised: 18 Jul 2022

Simon Gilchrist and John C. Williams

National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 42 (815,072)

Citation 6

Abstract:

13.

Credit Spreads and Business Cycle Fluctuations

NBER Working Paper No. w17021

Number of pages: 37 Posted: 09 May 2011 Last Revised: 06 Jul 2023

Simon Gilchrist and Egon Zakrajšek

National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 173 (333,428)

Citation 215

Abstract:

14.

The Macroeconomic Impact of Financial and Uncertainty Shocks

Downloads 167 (343,737)

Citation 159

2

The Macroeconomic Impact of Financial and Uncertainty Shocks

NBER Working Paper No. w22058

Number of pages: 43 Posted: 07 Mar 2016 Last Revised: 10 Apr 2022

Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajšek

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 98 (522,182)

Citation 1

Abstract:

The Macroeconomic Impact of Financial and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1166

Number of pages: 44 Posted: 27 May 2016

Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajšek

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 69 (647,232)

Citation 43

Abstract:

15.

Investment, Fundamentals and Finance

NBER Working Paper No. w6652

Number of pages: 54 Posted: 06 Nov 1998 Last Revised: 05 Sep 2022

Simon Gilchrist and Charles P. Himmelberg

National Bureau of Economic Research (NBER) and Goldman, Sachs & Co.

Downloads 153 (369,963)

Citation 9

Abstract:

16.

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

Downloads 148 (382,268)

Citation 55

2

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

FEDS Working Paper No. 2012-77

Number of pages: 52 Posted: 08 Jan 2013

Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajšek

Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Federal Reserve Bank of Boston

Downloads 86 (568,745)

Citation 7

Abstract:

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

NBER Working Paper No. w16725

Number of pages: 41 Posted: 31 Jan 2011 Last Revised: 15 Mar 2023

Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajšek

Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Federal Reserve Bank of Boston

Downloads 62 (690,322)

Citation 25

Abstract:

17.

Monetary Policy and Real Borrowing Costs at the Zero Lower Bound

Downloads 134 (411,250)

Citation 101

3

Monetary Policy and Real Borrowing Costs at the Zero Lower Bound

FEDS Working Paper No. 2014-39

Number of pages: 37 Posted: 07 Jun 2014

Simon Gilchrist, David Lopez-Salido and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 66 (662,909)

Abstract:

Monetary Policy and Real Borrowing Costs at the Zero Lower Bound

FEDS Working Paper No. 2014-03

Number of pages: 38 Posted: 05 Feb 2014

Simon Gilchrist, David Lopez-Salido and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 44 (799,904)

Citation 2

Abstract:

Monetary Policy and Real Borrowing Costs at the Zero Lower Bound

NBER Working Paper No. w20094

Number of pages: 37 Posted: 06 May 2014 Last Revised: 29 May 2022

Simon Gilchrist, David Lopez-Salido and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 24 (977,064)

Citation 29

Abstract:

18.

Credit Risk in the Euro Area

Downloads 129 (423,512)

Citation 62

2

Credit Risk in the Euro Area

Banque de France Working Paper No. 482

Number of pages: 57 Posted: 29 Apr 2014

Simon Gilchrist and Benoit Mojon

National Bureau of Economic Research (NBER) and Banque de France

Downloads 89 (556,510)

Citation 24

Abstract:

Credit Risk in the Euro Area

NBER Working Paper No. w20041

Number of pages: 53 Posted: 14 Apr 2014 Last Revised: 06 Apr 2023

Simon Gilchrist and Benoît Mojon

National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS)

Downloads 40 (830,547)

Citation 8

Abstract:

19.

Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets

NBER Working Paper No. w14863

Number of pages: 50 Posted: 13 Apr 2009 Last Revised: 13 Aug 2022

Simon Gilchrist, Vladimir Yankov and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 112 (471,267)

Citation 66

Abstract:

20.

Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs

FEDS Working Paper No. 2012-08

Number of pages: 21 Posted: 04 May 2012

Simon Gilchrist, Egon Zakrajšek and Jae Sim

National Bureau of Economic Research (NBER), Federal Reserve Bank of Boston and Board of Governors of the Federal Reserve System

Downloads 106 (490,324)

Citation 14

Abstract:

21.

Investment and the Cost of Capital: New Evidence from the Corporate Bond Market

NBER Working Paper No. w13174

Number of pages: 42 Posted: 27 Jun 2007 Last Revised: 01 Jan 2023

Simon Gilchrist and Egon Zakrajšek

National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 100 (510,828)

Citation 2

Abstract:

22.

The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk

Downloads 99 (514,326)

Citation 60

2

The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk

FEDS Working Paper No. 2013-56

Number of pages: 32 Posted: 04 Nov 2013

Simon Gilchrist and Egon Zakrajšek

National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 56 (719,363)

Abstract:

The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk

NBER Working Paper No. w19337

Number of pages: 32 Posted: 17 Aug 2013 Last Revised: 04 May 2023

Simon Gilchrist and Egon Zakrajšek

National Bureau of Economic Research (NBER) and Federal Reserve Bank of Boston

Downloads 43 (807,582)

Citation 34

Abstract:

23.

Investment During the Korean Financial Crisis: A Structural Econometric Analysis

NBER Working Paper No. w13315

Number of pages: 54 Posted: 24 Aug 2007 Last Revised: 20 Nov 2022

Simon Gilchrist and Jae Sim

National Bureau of Economic Research (NBER) and Board of Governors of the Federal Reserve System

Downloads 66 (656,591)

Abstract:

24.

Expectations, Asset Prices, and Monetary Policy: The Role of Learning

NBER Working Paper No. w12442

Number of pages: 74 Posted: 24 Aug 2006 Last Revised: 01 Jan 2023

Simon Gilchrist and Masashi Saito

National Bureau of Economic Research (NBER) and Bank of Japan - Institute for Monetary and Economic Studies

Downloads 54 (716,378)

Citation 8

Abstract:

25.

Misallocation and Financial Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs

NBER Working Paper No. w18550

Number of pages: 30 Posted: 20 Nov 2012 Last Revised: 10 Mar 2023

Simon Gilchrist, Jae Sim and Egon Zakrajšek

National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Downloads 34 (856,910)

Citation 1

Abstract:

26.

Recession Risk and the Excess Bond Premium

FEDS Notes No. 2016-04-08

Posted: 17 Mar 2016

Giovanni Favara, Simon Gilchrist, Kurt F. Lewis and Egon Zakrajšek

Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston

Abstract:

27.

Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

Posted: 21 Jun 2012

Simon Gilchrist, Alberto Ortiz and Egon Zakrajšek

National Bureau of Economic Research (NBER), Oberlin College and Federal Reserve Bank of Boston

Simon Gilchrist

National Bureau of Economic Research (NBER)

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Scholarly Papers (27)

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