Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 42,768

SSRN RANKINGS

Top 42,768

in Total Papers Downloads

1,101

SSRN CITATIONS
Rank 6,541

SSRN RANKINGS

Top 6,541

in Total Papers Citations

52

CROSSREF CITATIONS

125

Scholarly Papers (26)

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 93 (302,842)
Citation 33

Abstract:

Loading...

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 (467,761)
Citation 1

Abstract:

Loading...

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 179 (182,359)
Citation 1

Abstract:

Loading...

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 139 (225,395)
Citation 1

Abstract:

Loading...

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 94 (298,437)

Abstract:

Loading...

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 69 (358,466)

Abstract:

Loading...

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 54 (404,982)
Citation 10

Abstract:

Loading...

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 29 (523,401)
Citation 6

Abstract:

Loading...

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 (561,532)

Abstract:

Loading...

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 (541,657)
Citation 3

Abstract:

Loading...

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 (575,200)
Citation 5

Abstract:

Loading...

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 (449,697)
Citation 4

Abstract:

Loading...

Business Cycles, Inventories, Investment Wedge, Financial Frictions

10.

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 41 (453,837)
Citation 2

Abstract:

Loading...

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 (568,393)

Abstract:

Loading...

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 19 (589,068)
Citation 1

Abstract:

Loading...

Phillips curve, GMM, marginal costs, deep habits

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 (610,254)

Abstract:

Loading...

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 (526,191)
Citation 1

Abstract:

Loading...

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 26 (526,191)

Abstract:

Loading...

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 (562,879)

Abstract:

Loading...

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 (562,879)
Citation 6

Abstract:

Loading...

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 (603,333)
Citation 1

Abstract:

Loading...

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

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 10 (654,963)

Abstract:

Loading...

Limited information, rational expectations, Kalman filter, belief shocks

Indeterminacy and Imperfect information

Deutsche Bundesbank Discussion Paper No. 01/2020
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 7 (677,779)

Abstract:

Loading...

Limited information; rational expectations; signal extraction; belief shocks

19.

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 (582,159)

Abstract:

Loading...

20.

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 (588,436)

Abstract:

Loading...

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

21.

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: 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 9 (635,923)

Abstract:

Loading...

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

22.

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 8 (642,995)

Abstract:

Loading...

structural VAR, news shocks, inventories

23.

Is There News in Inventories?

CESifo Working Paper No. 8284
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 7 (649,925)

Abstract:

Loading...

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

24.

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: 29 Apr 2020
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 7 (649,925)

Abstract:

Loading...

federal funds rate, zero lower bound, TVP-VAR

25.

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 (679,642)

Abstract:

Loading...

Structural VAR, News Shocks, Inventories

26.

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 (701,794)
  • Add to Cart

Abstract:

Loading...