Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

25

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1,040

SSRN CITATIONS
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Top 6,342

in Total Papers Citations

47

CROSSREF CITATIONS

121

Scholarly Papers (25)

On-the-Job Search and the Cyclical Dynamics of the Labor Market

FRB Richmond Working Paper No. 10-12
Number of pages: 41 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 91 (294,245)
Citation 33

Abstract:

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search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

On-the-Job Search and the Cyclical Dynamics of the Labor Market

Bundesbank Series 1 Discussion Paper No. 2007,15
Number of pages: 60 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 40 (449,007)
Citation 1

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Search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

2.

Modeling Labor Markets in Macroeconomics: Search and Matching

FRB Richmond Working Paper No. 14-19
Number of pages: 42 Posted: 20 Dec 2014
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 173 (179,544)
Citation 1

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Unemployment, vacancies, Beveridge curve, labor market reforms, monetary policy

3.

Estimating a Search and Matching Model of the Aggregate Labor Market

FRB Richmond Economic Quarterly, Vol. 95, No. 2, Spring 2009, pp. 101-120
Number of pages: 20 Posted: 13 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 130 (227,457)
Citation 1

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4.

The Rise in Long-Term Unemployment: Potential Causes and Implications

Economic Quarterly, Issue 2Q, pp. 125-149, 2015
Number of pages: 25 Posted: 31 Mar 2016
Andreas Hornstein and Thomas Lubik
Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 89 (296,046)

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5.

Exchange Rate Volatility in a Simple Model of Firm Entry and FDI

FRB Richmond Economic Quarterly, vol. 98, no. 1, First Quarter 2012, pp. 51-76
Number of pages: 26 Posted: 20 Dec 2012
Thomas Lubik and Katheryn Russ
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of California, Davis
Downloads 68 (346,535)

Abstract:

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6.

The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

FRB Richmond Working Paper No. 13-16
Number of pages: 37 Posted: 04 Oct 2013
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 52 (395,165)
Citation 10

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Mismatch, unemployment, vacancies, Great Recession, Bayesian estimation

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

CAMA Working Paper No. 16/2014
Number of pages: 51 Posted: 10 Feb 2014 Last Revised: 11 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 28 (508,377)
Citation 4

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

FRB Richmond Working Paper No. 14-02
Number of pages: 50 Posted: 08 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 22 (545,910)
Citation 1

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

FRB Richmond Working Paper No. 12-02
Number of pages: 45 Posted: 20 Dec 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 24 (532,891)
Citation 2

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

CAMA Working Paper 19/2012
Number of pages: 47 Posted: 10 May 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 21 (552,517)
Citation 4

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

9.

What Inventory Behavior Tells Us About How Business Cycles Have Changed

FRB Richmond Working Paper No. 14-06
Number of pages: 41 Posted: 09 Mar 2014
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 42 (431,584)
Citation 3

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Business Cycles, Inventories, Investment Wedge, Financial Frictions

Deep Habits in the New Keynesian Phillips Curve

CAMA Working Paper 9/2012
Number of pages: 39 Posted: 01 Mar 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 22 (545,910)

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Phillips curve, GMM, Marginal costs, Deep habits

Deep Habits in the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 11-08
Number of pages: 39 Posted: 18 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 17 (579,609)
Citation 1

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Phillips curve, GMM, marginal costs, deep habits

11.

Non-Stationarity and Instability in Small Open-Economy Models Even When They Are 'Closed'

FRB Richmond Economic Quarterly, vol. 93, no. 4, Fall 2007, pp. 393-412
Number of pages: 20 Posted: 09 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 35 (460,761)
Citation 2

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Instability and Indeterminacy in a Simple Search and Matching Model

FRB Richmond Economic Quarterly, vol. 96, no. 3, Third Quarter 2010, pp. 259-272
Number of pages: 14 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 16 (586,248)

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13.

Aggregate Labor Market Dynamics in Hong Kong

FRB Richmond Working Paper No. 11-2
Number of pages: 30 Posted: 18 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 26 (505,370)
Citation 1

Abstract:

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search and matching, unemployment, vacancies, Beveridge curve, Bayesian estimation

14.

Inventories and Optimal Monetary Policy

FRB Richmond Economic Quarterly, Vol. 95, No. 4, Fall 2009, pp. 357-382
Number of pages: 26 Posted: 14 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 23 (522,566)

Abstract:

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15.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 10-01
Number of pages: 34 Posted: 15 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 20 (540,545)

Abstract:

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Phillips curve, GMM, marginal costs, inventories

16.

The Lucas Critique and the Stability of Empirical Models

FRB Richmond Working Paper No. 06-05
Number of pages: 33 Posted: 07 Dec 2012
Thomas Lubik and Paolo Surico
Federal Reserve Banks - Federal Reserve Bank of Richmond and London Business School - Department of Economics
Downloads 20 (540,545)
Citation 5

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Lucas critique, heteroskedasticity, parameter stability tests, rational expectations, indeterminacy

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

FRB Richmond Working Paper No. 08-1
Number of pages: 52 Posted: 11 Dec 2012
University of Cologne, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 17 (579,609)
Citation 1

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Phillips curve, Bayesian estimation, marginal costs, labor market frictions

18.

Accounting for the Non-Employment of U.S. Men, 1968-2010

FRB Richmond Economic Quarterly, vol. 97, no. 4, Fourth Quarter 2011, pp. 359-387
Number of pages: 29 Posted: 19 Dec 2012
Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 17 (558,950)

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19.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

Bundesbank Series 1 Discussion Paper No. 2007,17
Number of pages: 44 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 16 (564,964)

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Strategic wage setting, search and matching frictions, business cycle propagation

20.

Indeterminacy and Imperfect Information

FRB Richmond Working Paper No. 19-17
Number of pages: 62 Posted: 22 Oct 2019
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Deutsche Bundesbank
Downloads 8 (617,107)

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Limited information, rational expectations, Kalman filter, belief shocks

21.

How Likely is the Zero Lower Bound?

Economic Quarterly, Issue 1Q, pp. 41-54, 2019
Number of pages: 17 Posted: 12 Mar 2019 Last Revised: 25 Oct 2019
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 7 (623,805)

Abstract:

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federal funds rate, zero lower bound, TVP-VAR

22.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

FRB Richmond Working Paper No. 19-6
Number of pages: 45 Posted: 01 Mar 2019 Last Revised: 02 Mar 2019
Thomas Lubik, Christian Matthes and Fabio Verona
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 7 (623,805)

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Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model

23.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

CESifo Working Paper No. 7891
Number of pages: 31 Posted: 23 Oct 2019
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 5 (637,510)

Abstract:

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structural VAR, news shocks, inventories

24.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

FRB Richmond Working Paper No. 19-18
Number of pages: 30 Posted: 22 Oct 2019
Christoph Gortz, Christopher Gunn and Thomas Lubik
University of Birmingham, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 3 (652,528)

Abstract:

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Structural VAR, News Shocks, Inventories

25.

Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan

Pacific Economic Review, Vol. 23, Issue 5, pp. 685-704, 2018
Number of pages: 20 Posted: 20 Dec 2018
Jonathon Lecznar and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 1 (674,123)
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