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
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Top 11,384

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3,539

CITATIONS
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SSRN RANKINGS

Top 11,595

in Total Papers Citations

35

Scholarly Papers (9)

1.
Downloads 554 ( 41,111)
Citation 11

Endogenous Disasters and Asset Prices

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001
Number of pages: 60 Posted: 04 Jan 2012 Last Revised: 13 May 2014
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 539 (42,091)
Citation 11

Abstract:

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Search frictions, equity premium puzzle, rare disasters, time-varying risk premiums, dynamic stochastic general equilibrium, unemployment, labor market tightness

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 15 (503,358)
Citation 11

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2.
Downloads 515 ( 45,123)
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
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 509 (45,255)
Citation 1

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

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 6 (554,154)
Citation 1

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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 456 (52,115)
Citation 8

Abstract:

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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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 46 (357,092)
Citation 8

Abstract:

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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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 417 (58,137)
Citation 4

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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 Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 49 (347,457)
Citation 4

Abstract:

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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 (47,101)
Citation 6

Abstract:

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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 (56,907)
Citation 4

Abstract:

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Aggregation, Productivity, Search, Financial frictions, Business cycles

7.
Downloads 229 (114,568)

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 215 (121,650)

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

NBER Working Paper No. w19208
Number of pages: 36 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 7 (548,863)

Abstract:

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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 7 (548,863)

Abstract:

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

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 (105,739)

Abstract:

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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 (231,684)

Abstract:

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