Alexander W. Richter

Federal Reserve Bank of Dallas

Senior Economist

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://alexrichterecon.com

SCHOLARLY PAPERS

27

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2,770

SSRN CITATIONS
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Top 7,837

in Total Papers Citations

148

CROSSREF CITATIONS

75

Scholarly Papers (27)

1.

Covid-19: A View from the Labor Market

FRB of Dallas Working Paper No. 2010
Number of pages: 25 Posted: 29 Apr 2020
Joshua Bernstein, Alexander W. Richter and Nathaniel A. Throckmorton
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Dallas and William & Mary
Downloads 799 (59,246)
Citation 2

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Pandemic, Vacancies, Unemployment Rate, Separation Rate, Nonlinear Solution, COVID-19

2.
Downloads 495 (108,741)
Citation 12

Income Inequality and Current Account Imbalances

IMF Working Paper No. 12/8
Number of pages: 44 Posted: 02 Feb 2012
CEPR, International Monetary Fund (IMF), University of Southern California, Federal Reserve Bank of Dallas and William & Mary
Downloads 323 (175,129)

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Credit demand, Cross country analysis, Current account deficits, Domestic debt, Economic models, Income distribution

Income Inequality and Current Account Imbalances

IMF Working Paper No. 12/8
Number of pages: 46 Posted: 02 Jun 2015
CEPR, International Monetary Fund (IMF), University of Southern California, Federal Reserve Bank of Dallas and William & Mary
Downloads 172 (323,456)
Citation 4

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Credit demand, Domestic debt, Economic models, Income distribution, current account, current account deficit, private credit, current account balance, current account imbalances, current account deficits, current accounts, current account surpluses, current account balances, global current account, global current account imbalances

Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings

FRB of Dallas Working Paper No. 2223
Number of pages: 22 Posted: 26 Nov 2022
Lutz Kilian, Michael Plante and Alexander W. Richter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 113 (454,263)

Abstract:

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Cholesky Decomposition, endogeneity, uncertainty, business cycle

Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings

CESifo Working Paper No. 10121
Number of pages: 23 Posted: 08 Dec 2022
Lutz Kilian, Michael Plante and Alexander W. Richter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 26 (931,246)

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Cholesky decomposition, orthogonalization, simultaneity, endogeneity, uncertainty, business cycle

Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings

Center for Financial Studies Working Paper No. 687, 2023
Number of pages: 24 Posted: 22 Feb 2023
Lutz Kilian, Michael Plante and Alexander W. Richter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 18 (1,015,613)

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Cholesky decomposition; orthogonalization; simultaneity; endogeneity; uncertainty; business cycle

4.

The Zero Lower Bound and Endogenous Uncertainty

The Economic Journal
Number of pages: 25 Posted: 20 Jun 2014 Last Revised: 11 Oct 2016
Michael Plante, Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and William & Mary
Downloads 125 (419,077)
Citation 16

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Bayesian Estimation; Monetary Policy; Uncertainty; Zero Lower Bound

5.

Declining U.S. Labor Force Participation Rates Stand Out

Economic Letter, Vol. 13, Issue 6, pp. 1-4, 2018
Number of pages: 4 Posted: 13 Jun 2018 Last Revised: 29 Apr 2020
Alexander W. Richter, Daniel Chapman and Emil Mihaylov
Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 116 (443,288)

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Are Nonlinear Methods Necessary at the Zero Lower Bound?

Number of pages: 26 Posted: 07 Aug 2016 Last Revised: 13 Nov 2016
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 59 (679,553)
Citation 2

Abstract:

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Bayesian Estimation, Model Comparison, Zero Lower Bound, Particle Filter

Are Nonlinear Methods Necessary at the Zero Lower Bound?

FRB of Dallas Working Paper No. 1606
Number of pages: 27 Posted: 09 Aug 2016 Last Revised: 21 Feb 2019
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 51 (728,981)

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Bayesian estimation, model comparisons, zero lower bound, particle filter

7.

Accuracy, Speed and Robustness of Policy Function Iteration

Computational Economics, Vol. 44, Issue 4, 2014
Number of pages: 35 Posted: 20 Feb 2013 Last Revised: 29 Jun 2015
Alexander W. Richter, Nathaniel A. Throckmorton and Todd B. Walker
Federal Reserve Bank of Dallas, William & Mary and Indiana University Bloomington - Department of Economics
Downloads 91 (524,147)
Citation 17

Abstract:

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Policy Function Iteration, Zero-Lower Bound, Epstein-Zin preferences

8.
Downloads 89 (531,513)
Citation 40

Quantitative Effects of Fiscal Foresight

American Economic Journal: Economic Policy, Vol. 4, Issue 2, 2012
Number of pages: 29 Posted: 30 Jun 2015 Last Revised: 01 Jul 2015
Eric M. Leeper, Alexander W. Richter and Todd B. Walker
University of Virginia, Federal Reserve Bank of Dallas and Indiana University Bloomington - Department of Economics
Downloads 48 (749,238)
Citation 3

Abstract:

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News Shocks, Survey Data, DSGE

Quantitative Effects of Fiscal Foresight

NBER Working Paper No. w16363
Number of pages: 42 Posted: 20 Sep 2010 Last Revised: 19 Mar 2023
Eric M. Leeper, Alexander W. Richter and Todd B. Walker
University of Virginia, Federal Reserve Bank of Dallas and Indiana University Bloomington - Department of Economics
Downloads 41 (800,443)

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9.

A New Way to Quantify the Effect of Uncertainty

FRB of Dallas Working Paper No. 1705
Number of pages: 43 Posted: 18 May 2017 Last Revised: 29 Apr 2020
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 70 (611,179)

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Endogenous uncertainty, stochastic volatility, particle filter, zero lower bound

10.

The Zero Lower Bound: Frequency, Duration, and Numerical Convergence

The B.E. Journal of Macroeconomics, Vol. 15, Issue 1, 2015
Number of pages: 20 Posted: 24 Dec 2013 Last Revised: 29 Jun 2015
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 60 (661,406)
Citation 12

Abstract:

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Monetary policy; zero lower bound; convergence; minimum state variable solution; policy function iteration

11.

The Zero Lower Bound, the Dual Mandate, and Unconventional Dynamics

Journal of Economic Dynamics and Control, Vol. 55, 2015
Number of pages: 36 Posted: 16 Feb 2013 Last Revised: 29 Jun 2015
Federal Reserve Bank of St. Louis - Research Division, University of Oklahoma - Department of Economics, Federal Reserve Bank of Dallas and William & Mary
Downloads 56 (683,543)
Citation 13

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Monetary Policy; Zero Lower Bound; Nonlinear Solution Method; Capital

12.
Downloads 53 (700,991)

Valuation Risk Revalued

FRB of Dallas Working Paper No. 1808
Number of pages: 23 Posted: 03 Aug 2018 Last Revised: 29 Apr 2020
Oliver de Groot, Alexander W. Richter and Nathaniel A. Throckmorton
University of Liverpool - Management School (ULMS), Federal Reserve Bank of Dallas and William & Mary
Downloads 53 (715,938)

Abstract:

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Epstein-Zin Utility, Valuation Risk, Equity Premium Puzzle, Risk-Free Rate Puzzle

Valuation Risk Revalued

CEPR Discussion Paper No. DP14588
Number of pages: 57 Posted: 08 May 2020
Oliver de Groot, Alexander W. Richter and Nathaniel A. Throckmorton
University of Liverpool - Management School (ULMS), Federal Reserve Bank of Dallas and William & Mary
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Asset Pricing, Equity premium puzzle, recursive utility, Risk-Free Rate Puzzle

13.

Finite Lifetimes, Long-term Debt and the Fiscal Limit

Journal of Economic Dynamics and Control, Vol. 51, 2015
Number of pages: 34 Posted: 20 Feb 2013 Last Revised: 28 Jun 2015
Alexander W. Richter
Federal Reserve Bank of Dallas
Downloads 53 (700,991)
Citation 3

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Finite lifetime, long-term debt, policy uncertainty, fiscal limit, entitlement reform

14.

Countercyclical Fluctuations in Uncertainty are Endogenous

FRB of Dallas Working Paper No. 2109
Number of pages: 35 Posted: 19 Jul 2021
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and William & Mary
Downloads 52 (707,048)

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Uncertainty Shocks, Endogenous Uncertainty, Variance Decomposition, Nonlinear

15.

Is Rotemberg Pricing Justified by Macro Data?

Economics Letters, Vol. 149, 2016
Number of pages: 8 Posted: 12 Oct 2016 Last Revised: 13 Nov 2016
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 51 (713,265)
Citation 3

Abstract:

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Bayesian Estimation, Calvo Pricing, Rotemberg Pricing, Zero Lower Bound

16.

The Business Cycle Mechanics of Search and Matching Models

FRB of Dallas Working Paper No. 2026
Number of pages: 27 Posted: 28 Aug 2020
Joshua Bernstein, Alexander W. Richter and Nathaniel A. Throckmorton
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Dallas and William & Mary
Downloads 46 (745,329)

Abstract:

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Real Business Cycles, Estimation, Unemployment, Separation Rate, Vacancies

17.

Estimating Macroeconomic News and Surprise Shocks

FRB of Dallas Working Paper No. 2304
Number of pages: 17 Posted: 05 May 2023
Lutz Kilian, Michael Plante and Alexander W. Richter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 43 (766,115)

Abstract:

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Structural VAR, total factor productivity (TFP), news, Measurement error, max-share

18.

The Matching Function and Nonlinear Business Cycles

FRB of Dallas Working Paper No. 2201
Number of pages: 28 Posted: 14 Feb 2022
Joshua Bernstein, Alexander W. Richter and Nathaniel A. Throckmorton
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Dallas and College of William and Mary
Downloads 42 (773,112)

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Matching Function, Matching Elasticity, Nonlinear, Finding Rate, Unemployment

19.

Uncertainty Shocks in a Model of Effective Demand: Comment

FRB of Dallas Working Paper No. 1706
Number of pages: 15 Posted: 01 Jun 2017 Last Revised: 13 Jun 2018
Alexander W. Richter, Oliver de Groot and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas, Board of Governors of the Federal Reserve System and William & Mary
Downloads 42 (773,112)
Citation 11

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Stochastic Volatility, Epstein-Zin Preferences, Uncertainty, Economic Activity

20.

Entry and Exit, Unemployment, and the Business Cycle

FRB of Dallas Working Paper No. 2018
Number of pages: 41 Posted: 30 Jun 2020
Joshua Bernstein, Alexander W. Richter and Nathaniel A. Throckmorton
Indiana University Bloomington - Department of Economics, Federal Reserve Bank of Dallas and William & Mary
Downloads 41 (780,396)

Abstract:

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Unemployment, Firm Dynamics, Nonlinear, Skewness, Tail Risk, Uncertainty

21.

The Consequences of an Unknown Debt Target

European Economic Review, Vol. 78, 2015
Number of pages: 32 Posted: 20 Feb 2013 Last Revised: 29 Jun 2015
Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas and William & Mary
Downloads 38 (802,487)
Citation 4

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Bayesian Learning, Limited Information, Fiscal policy, Welfare, Anticipated Utility

22.

Complementarity and Macroeconomic Uncertainty

FRB of Dallas Working Paper No. 2009
Number of pages: 37 Posted: 29 Apr 2020
affiliation not provided to SSRN, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and William & Mary
Downloads 35 (825,742)

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State-Dependent, Time-Varying Volatility, CES Production, Nonlinear Estimation

23.

Forward Guidance and the State of the Economy

FRB of Dallas Working Paper No. 1612
Number of pages: 40 Posted: 10 Nov 2016 Last Revised: 21 Mar 2019
Benjamin D. Keen, Alexander W. Richter and Nathaniel A. Throckmorton
University of Oklahoma - Department of Economics, Federal Reserve Bank of Dallas and William & Mary
Downloads 33 (842,259)
Citation 2

Abstract:

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Forward guidance, zero lower bound, news shocks, global solution method

24.

Fed's Effective Lower Bound Constraint on Monetary Policy Created Uncertainty

Economic Letter, Vol. 12, Issue 11, pp. 1-4, 2017
Number of pages: 4 Posted: 07 Nov 2017 Last Revised: 13 Jun 2018
Michael Plante, Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and William & Mary
Downloads 32 (850,589)

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25.

The Zero Lower Bound and Estimation Accuracy

FRB of Dallas Working Paper No. 1804
Number of pages: 36 Posted: 13 Jun 2018 Last Revised: 29 Apr 2020
Tyler Atkinson, Alexander W. Richter and Nathaniel A. Throckmorton
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and William & Mary
Downloads 31 (859,069)
Citation 6

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Bayesian Estimation, Projection Methods, Particle Filter, OccBin, Inversion Filter

26.

Geopolitical Oil Price Risk and Economic Fluctuations

FRB of Dallas Working Paper No. 2403
Number of pages: 53 Posted: 03 Jun 2024
Lutz Kilian, Michael Plante and Alexander W. Richter
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 10 (1,065,707)

Abstract:

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geopolitical risk, macroeconomic risk, time-varying uncertainty, rare disasters, oil, endogeneity, shock propagation, economic fluctuations, precautionary savings, inventories

27.

The Stimulative Effect of Forward Guidance

FRB St. Louis Working Paper No. 2013-38
Posted: 26 Dec 2013
Federal Reserve Bank of St. Louis - Research Division, affiliation not provided to SSRN, Federal Reserve Bank of Dallas and William & Mary

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Monetary Policy, Forward Guidance, Zero Lower Bound, Global Solution Method