Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

37

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Top 33,867

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2,768

SSRN CITATIONS
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Top 6,296

in Total Papers Citations

135

CROSSREF CITATIONS

140

Scholarly Papers (37)

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 140 (376,124)
Citation 19

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

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 120 (424,292)
Citation 33

Abstract:

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

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 280 (198,870)
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 10 (1,077,215)

Abstract:

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3.

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 272 (206,046)
Citation 1

Abstract:

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4.

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 271 (206,789)
Citation 1

Abstract:

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

5.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

FEDS Working Paper No. 2020-66
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 208 (267,033)
Citation 1

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 110 (450,987)
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

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 98 (492,742)

Abstract:

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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 31 (864,872)

Abstract:

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9.

Searching for Hysteresis

FRB Richmond Working Paper No. 21-3
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 90 (516,517)

Abstract:

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

FRB Richmond Working Paper No. 14-2
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 50 (720,105)
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 38 (806,570)
Citation 4

Abstract:

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

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

Number of pages: 39 Posted: 09 Mar 2023
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 45 (754,108)

Abstract:

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Structural VAR, News Shocks, Inventories, Cost of Capital

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 42 (775,988)
Citation 1

Abstract:

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structural VAR, news shocks, inventories

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 47 (740,234)
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 30 (873,772)
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

13.
Downloads 75 (575,795)
Citation 1

Deep Habits in the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 11-8
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

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 38 (806,570)
Citation 1

Abstract:

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Phillips curve, GMM, marginal costs, deep habits

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 37 (814,508)

Abstract:

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Phillips curve, GMM, Marginal costs, Deep habits

14.
Downloads 73 (584,606)
Citation 3

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 42 (775,988)

Abstract:

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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 Bloomington - Department of Economics and Deutsche Bundesbank
Downloads 31 (864,872)

Abstract:

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Limited information; rational expectations; signal extraction; belief shocks

15.

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 71 (593,562)
Citation 6

Abstract:

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Business Cycles, Inventories, Investment Wedge, Financial Frictions

16.

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 67 (612,091)
Citation 4

Abstract:

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17.

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 55 (674,800)
Citation 7

Abstract:

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

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 55 (688,537)

Abstract:

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Aggregate Labor Market Dynamics in Hong Kong

FRB Richmond Working Paper No. 11-2
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

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 49 (726,711)
Citation 1

Abstract:

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

20.

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 49 (710,629)

Abstract:

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Phillips curve, GMM, marginal costs, inventories

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 42 (756,784)

Abstract:

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22.

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 42 (756,784)

Abstract:

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

23.

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 41 (763,836)
Citation 11

Abstract:

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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 38 (806,570)
Citation 1

Abstract:

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

25.

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

FRB Richmond Working Paper No. 20-10
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 39 (778,247)
Citation 7

Abstract:

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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

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 37 (814,508)

Abstract:

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27.

Averaging Impulse Responses Using Prediction Pools

FRB Richmond Working Paper No. 23-4
Number of pages: 34 Posted: 08 Feb 2023
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 33 (824,037)

Abstract:

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prediction pools, model averaging, impulse responses, misspecification

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 33 (824,037)

Abstract:

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TVP-VAR, zero lower bound, federal funds rates

29.

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 25 (892,602)

Abstract:

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30.

Searching for Hysteresis

FRB Richmond Working Paper No. 22-5
Number of pages: 34 Posted: 21 May 2022
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 22 (920,546)

Abstract:

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Hysteresis, Bayesian methods, unit roots, permanent shocks

31.

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

FRB Richmond Working Paper No. 10-12
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 22 (920,546)

Abstract:

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32.

Is There News in Inventories?

FRB Richmond Working Paper No. 20-3
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 18 (959,968)
Citation 1

Abstract:

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33.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 10-1
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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34.

Modeling Labor Markets in Macroeconomics: Search and Matching

FRB Richmond Working Paper No. 14-19
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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35.

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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36.

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

FRB Richmond Working Paper No. 08-1
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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37.

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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