Nicolas Petrosky-Nadeau

Federal Reserve Banks - Federal Reserve Bank of San Francisco

Senior Economist

101 Market Street

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

12

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Top 11,864

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4,894

SSRN CITATIONS
Rank 7,123

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Top 7,123

in Total Papers Citations

111

CROSSREF CITATIONS

70

Scholarly Papers (12)

1.
Downloads 732 ( 41,467)
Citation 19

Endogenous Disasters

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001, American Economic Review, Forthcoming
Number of pages: 69 Posted: 04 Jan 2012 Last Revised: 09 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 612 (51,963)
Citation 19

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Keywords: Search and matching frictions, the Great Depression, general equilibrium, unemployment, home production, capital accumulation, the equity premium

Endogenous Disasters

American Economic Review, Forthcoming
Number of pages: 68 Posted: 15 Jan 2018 Last Revised: 18 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 98 (321,053)
Citation 1

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Search and Matching Frictions, The Great Depression, General Equilibrium, Unemployment, Home Production, Capital Accumulation, The Equity Premium

An Equilibrium Asset Pricing Model with Labor Market Search

NBER Working Paper No. w17742
Number of pages: 47 Posted: 14 Jan 2012
Lars-Alexander Kuehn, Nicolas Petrosky-Nadeau and Lu Zhang
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 22 (619,584)

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2.
Downloads 629 ( 50,713)
Citation 2

Unemployment Crises

Fisher College of Business Working Paper No. 2014-03-11, Charles A. Dice Center Working Paper No. 2014-11
Number of pages: 49 Posted: 31 Mar 2013 Last Revised: 16 Jul 2014
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 583 (55,280)

Abstract:

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Search and matching frictions, unemployment crises, the unemployment volatility puzzle, projection, nonlinear impulse response functions, the Great Depression

Unemployment Crises

Journal of Monetary Economics, Forthcoming
Number of pages: 56 Posted: 15 Feb 2020
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 32 (553,637)

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Search model of equilibrium unemployment, the Great Depression, the unemployment volatility, economic history, globally nonlinear solution

Unemployment Crises

NBER Working Paper No. w19207
Number of pages: 46 Posted: 12 Jul 2013
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 14 (680,382)

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3.

Credit, Vacancies and Unemployment Fluctuations

Number of pages: 30 Posted: 19 Nov 2009 Last Revised: 19 Sep 2013
Nicolas Petrosky-Nadeau
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 566 (58,028)
Citation 19

Abstract:

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vacancies and unemployment dynamics, search and matching, credit market frictions

The Cyclical Volatility of Labor Markets under Frictional Financial Markets

Number of pages: 40 Posted: 16 Feb 2010 Last Revised: 11 Aug 2012
Nicolas Petrosky-Nadeau and Etienne Wasmer
Federal Reserve Banks - Federal Reserve Bank of San Francisco and New York University (NYU) - New York University Abu Dhabi
Downloads 501 (66,806)
Citation 14

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Search, Financial Market Imperfections, Shimer Puzzle, Macroeconomic Volatility

The Cyclical Volatility of Labor Markets Under Frictional Financial Markets

IZA Discussion Paper No. 5131
Number of pages: 37 Posted: 24 Aug 2010
Nicolas Petrosky-Nadeau and Etienne Wasmer
Federal Reserve Banks - Federal Reserve Bank of San Francisco and New York University (NYU) - New York University Abu Dhabi
Downloads 51 (462,060)
Citation 1

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search, financial imperfections, Shimer puzzle, macroeconomic volatility

Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions

Number of pages: 34 Posted: 21 Jun 2011 Last Revised: 08 Mar 2014
Nicolas Petrosky-Nadeau and Etienne Wasmer
Federal Reserve Banks - Federal Reserve Bank of San Francisco and New York University (NYU) - New York University Abu Dhabi
Downloads 487 (69,275)
Citation 8

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Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions

IZA Discussion Paper No. 5763
Number of pages: 39 Posted: 20 Jun 2011
Nicolas Petrosky-Nadeau and Etienne Wasmer
Federal Reserve Banks - Federal Reserve Bank of San Francisco and New York University (NYU) - New York University Abu Dhabi
Downloads 55 (446,430)
Citation 2

Abstract:

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search, matching, business cycle, goods market imperfection

6.

Unemployment Paths in a Pandemic Economy

IZA Discussion Paper No. 13294
Number of pages: 21 Posted: 01 Jun 2020
Nicolas Petrosky-Nadeau and Robert G. Valletta
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Bank of San Francisco
Downloads 505 (67,015)

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labor market, unemployment, employment, labor force, COVID-19

7.

TFP During a Credit Crunch

Number of pages: 46 Posted: 24 Sep 2010 Last Revised: 20 Sep 2012
Nicolas Petrosky-Nadeau
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 461 (74,864)
Citation 1

Abstract:

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Aggregation, Productivity, Search, Financial frictions, Business cycles

8.

Financial Frictions, the Housing Market, and Unemployment

Number of pages: 47 Posted: 24 Mar 2013 Last Revised: 15 Nov 2014
William Branch, Nicolas Petrosky-Nadeau and Guillaume Rocheteau
University of California, Irvine - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Bank of Cleveland
Downloads 301 (121,497)
Citation 11

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credit, unemployment, housing, limited commitment, liquidity

9.
Downloads 280 (131,089)
Citation 5

Solving the DMP Model Accurately

Number of pages: 43 Posted: 27 Jun 2013 Last Revised: 08 Jan 2014
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 236 (155,062)

Abstract:

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Search and matching frictions, the unemployment volatility puzzle, global approximation methods, projection, loglinearization, nonlinear impulse response functions

Solving the DMP Model Accurately

Forthcoming, Quantitative Economics
Number of pages: 48 Posted: 05 May 2017
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 25 (598,179)
Citation 3

Abstract:

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Search Frictions, Unemployment, Projection, Perturbation, Nonlinear Dynamics, Parameterized Expectations, Finite Elements

Solving the Dmp Model Accurately

NBER Working Paper No. w19208
Number of pages: 36 Posted: 12 Jul 2013 Last Revised: 17 Jul 2013
Nicolas Petrosky-Nadeau and Lu Zhang
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 19 (641,754)

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10.

Unemployment Rate Benchmarks

FEDS Working Paper No. 2020-072
Number of pages: 19 Posted: 01 Sep 2020
Richard K. Crump, Christopher J. Nekarda and Nicolas Petrosky-Nadeau
Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 198 (183,593)
Citation 1

Abstract:

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Labor market, Monetary policy, Unemployment, Business cycles

11.

Shopping Time

Number of pages: 33 Posted: 24 Sep 2014
Nicolas Petrosky-Nadeau, Etienne Wasmer and Shutian Zeng
Federal Reserve Banks - Federal Reserve Bank of San Francisco, New York University (NYU) - New York University Abu Dhabi and Carnegie Mellon University - David A. Tepper School of Business
Downloads 128 (264,345)
Citation 4

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Goods market search, time allocation, American Time Use Survey, business cycles.

12.

When Hosios Meets Phillips: Connecting Efficiency and Stability to Demand Shocks

CEPR Discussion Paper No. DP15833
Number of pages: 65 Posted: 02 Mar 2021
Nicolas Petrosky-Nadeau, Etienne Wasmer and Philippe Weil
Federal Reserve Banks - Federal Reserve Bank of San Francisco, New York University (NYU) - New York University Abu Dhabi and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 0 (779,837)
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