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

9

DOWNLOADS
Rank 11,550

SSRN RANKINGS

Top 11,550

in Total Papers Downloads

3,673

CITATIONS
Rank 11,496

SSRN RANKINGS

Top 11,496

in Total Papers Citations

35

Scholarly Papers (9)

1.
Downloads 630 ( 36,804)
Citation 11

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, 张橹 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 566 (41,677)
Citation 9

Abstract:

Loading...

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, 张橹 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 48 (368,631)
Citation 9

Abstract:

Loading...

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, 张橹
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 16 (515,637)
Citation 11

Abstract:

Loading...

2.
Downloads 532 ( 45,607)
Citation 1

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, 张橹
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 526 (45,730)
Citation 1

Abstract:

Loading...

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

Unemployment Crises

NBER Working Paper No. w19207
Number of pages: 46 Posted: 12 Jul 2013
Nicolas Petrosky-Nadeau and Lu Zhang, 张橹
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 6 (574,165)
Citation 1

Abstract:

Loading...

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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 464 (53,659)
Citation 8

Abstract:

Loading...

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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 46 (371,986)
Citation 8

Abstract:

Loading...

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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 426 (59,645)
Citation 4

Abstract:

Loading...

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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 50 (358,710)
Citation 4

Abstract:

Loading...

search, matching, business cycle, goods market imperfection

5.

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 385 (48,726)
Citation 6

Abstract:

Loading...

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

6.

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 348 (59,209)
Citation 4

Abstract:

Loading...

Aggregation, Productivity, Search, Financial frictions, Business cycles

7.
Downloads 236 (116,574)

Solving the DMP Model Accurately

Number of pages: 43 Posted: 27 Jun 2013 Last Revised: 08 Jan 2014
Nicolas Petrosky-Nadeau and Lu Zhang, 张橹
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 217 (126,281)

Abstract:

Loading...

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, 张橹
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 11 (545,750)

Abstract:

Loading...

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, 张橹
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 8 (563,028)

Abstract:

Loading...

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 University of California, Irvine
Downloads 178 (109,907)

Abstract:

Loading...

credit, unemployment, housing, limited commitment, liquidity

9.

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, Observatoire Français des Conjonctures Economiques (OFCE) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 56 (237,046)

Abstract:

Loading...

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