Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

38

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Top 40,932

in Total Papers Downloads

1,475

SSRN CITATIONS
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Top 6,188

in Total Papers Citations

72

CROSSREF CITATIONS

137

Scholarly Papers (38)

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

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 97 (342,386)
Citation 35

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

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 62 (445,208)
Citation 2

Abstract:

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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

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 207 (187,265)
Citation 1

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

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 185 (207,279)
Citation 1

Abstract:

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Estimating a Search and Matching Model of the Aggregate Labor Market

Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 0

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4.

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

Number of pages: 25 Posted: 31 Mar 2016 Last Revised: 15 Nov 2016
Andreas Hornstein and Thomas Lubik
Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 142 (258,801)

Abstract:

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5.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

Number of pages: 33 Posted: 02 Sep 2020 Last Revised: 11 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 101 (331,046)
Citation 1

Abstract:

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The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

Number of pages: 37 Posted: 04 Oct 2013
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 75 (401,266)
Citation 12

Abstract:

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Mismatch, unemployment, vacancies, Great Recession, Bayesian estimation

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

Posted: 14 Jul 2021
Thomas Lubik and Katheryn N. Russ
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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

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 72 (410,754)

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

Posted: 14 Jul 2021
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond

Abstract:

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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 30 (597,789)
Citation 7

Abstract:

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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 23 (647,162)
Citation 4

Abstract:

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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 26 (624,937)
Citation 3

Abstract:

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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 (662,537)
Citation 5

Abstract:

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

10.

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

Number of pages: 20 Posted: 09 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 45 (506,328)
Citation 4

Abstract:

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What Inventory Behavior Tells Us About How Business Cycles Have Changed

Posted: 14 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond

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What Inventory Behavior Tells Us About How Business Cycles Have Changed

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 43 (525,589)
Citation 5

Abstract:

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Business Cycles, Inventories, Investment Wedge, Financial Frictions

Deep Habits in the New Keynesian Phillips Curve

Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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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 23 (647,162)

Abstract:

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Phillips curve, GMM, Marginal costs, Deep habits

Deep Habits in the New Keynesian Phillips Curve

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 20 (670,282)
Citation 1

Abstract:

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Phillips curve, GMM, marginal costs, deep habits

Instability and Indeterminacy in a Simple Search and Matching Model

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 (702,130)

Abstract:

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Inventories and Optimal Monetary Policy

Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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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 31 (591,533)

Abstract:

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Indeterminacy and Imperfect information

Number of pages: 64 Posted: 26 Feb 2020
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Indiana University and Deutsche Bundesbank
Downloads 16 (702,130)

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Limited information; rational expectations; signal extraction; belief shocks

Indeterminacy and Imperfect Information

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 13 (727,292)

Abstract:

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16.
Downloads 27 (600,893)
Citation 1

Aggregate Labor Market Dynamics in Hong Kong

Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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Aggregate Labor Market Dynamics in Hong Kong

Number of pages: 30 Posted: 18 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 27 (617,845)
Citation 1

Abstract:

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

The Lucas Critique and the Stability of Empirical Models

Posted: 14 Jul 2021
Thomas Lubik and Paolo Surico
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

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The Lucas Critique and the Stability of Empirical Models

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 22 (654,821)
Citation 10

Abstract:

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

18.

How to Go Viral: A Covid-19 Model with Endogenously Time-Varying Parameters

Number of pages: 35 Posted: 02 Oct 2020 Last Revised: 23 Oct 2020
Paul Ho, Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 21 (641,875)
Citation 4

Abstract:

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19.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

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 21 (641,875)

Abstract:

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

20.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

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 21 (641,875)

Abstract:

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Phillips curve, GMM, marginal costs, inventories

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 (694,011)
Citation 1

Abstract:

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

22.

Is There News in Inventories?

Number of pages: 56 Posted: 14 May 2020
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 18 (663,338)

Abstract:

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news shocks, business cycles, inventories, knowledge capital, VAR

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

Posted: 14 Jul 2021
Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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

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 (694,011)

Abstract:

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24.

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

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 14 (693,126)

Abstract:

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structural VAR, news shocks, inventories

25.

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

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 14 (693,126)

Abstract:

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26.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

Number of pages: 45 Posted: 01 Mar 2019 Last Revised: 29 Apr 2020
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 14 (693,126)

Abstract:

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27.

Searching for Hysteresis

Number of pages: 36 Posted: 14 May 2021
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 8 (740,370)

Abstract:

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28.

How Likely is the Zero Lower Bound?

Number of pages: 17 Posted: 12 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 8 (740,370)

Abstract:

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29.

Is There News in Inventories?

Number of pages: 43 Posted: 23 Jul 2020
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 4 (771,686)

Abstract:

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30.

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 (800,643)
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31.

The Time-Varying Beveridge Curve

Posted: 14 Jul 2021
Luca Benati and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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32.

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

Posted: 14 Jul 2021
Luca Benati and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

Loading...

33.

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

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 0 (818,037)

Abstract:

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34.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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35.

Modeling Labor Markets in Macroeconomics: Search and Matching

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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36.

Instability and Indeterminacy in a Simple Search and Matching Model

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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37.

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

Posted: 14 Jul 2021
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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38.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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