Daniel L. Greenwald

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

4

DOWNLOADS

238

CITATIONS

1

Scholarly Papers (4)

1.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014
Daniel L. Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 34 (359,110)

Abstract:

2.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco C├║rdia, Marco Del Negro and Daniel L. Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 19 (401,654)
Citation 1

Abstract:

Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

3.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336
Number of pages: 65 Posted: 23 Jan 2015
Daniel L. Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 1 (540,136)

Abstract:

labor income, stock market wealth, stock prices

4.

The Mortgage Credit Channel of Macroeconomic Transmission

MIT Sloan Research Paper No. 5184-16
Number of pages: 51 Posted: 21 Feb 2016 Last Revised: 28 Feb 2017
Daniel L. Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 0 (144,831)

Abstract:

house prices, monetary policy, mortgages