Thomas A. Lubik

Johns Hopkins University - Department of Economics

3400 Charles Street

Baltimore, MD 21218-2685

United States

  • Johns Hopkins University - Department of Economics

SCHOLARLY PAPERS

14

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1,983

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303

Scholarly Papers (14)

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1.

Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application

Number of pages: 30 Posted: 04 Nov 2016 Last Revised: 15 Nov 2016
Thomas A. Lubik and Christian Matthes
Johns Hopkins University - Department of Economics and Indiana University Bloomington, Department of Economics, Students
Downloads 621 (93,679)
Citation 7

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2.

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

Downloads 195 (131,746)
Citation 1

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

ECB Working Paper No. 779, CentER Discussion Paper No. 2004-92
Number of pages: 46 Posted: 11 Nov 2004
Michael U. Krause and Thomas A. Lubik
University of Cologne and Johns Hopkins University - Department of Economics
Downloads 195 (334,054)
Citation 1

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

3.

The (Ir)Relevance of Real Wage Rigidity in the New Keynesian Model with Search Frictions

CentER Discussion Paper No. 2003-113
Number of pages: 44 Posted: 23 Jul 2004
Michael U. Krause and Thomas A. Lubik
University of Cologne and Johns Hopkins University - Department of Economics
Downloads 209 (314,126)
Citation 100

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Labor market, real wage, search and matching, new Keynesian model, beveridge curve

4.

Testing for Indeterminacy: An Application to U. S. Monetary Policy

Number of pages: 46 Posted: 12 Aug 2002
Thomas A. Lubik and Frank Schorfheide
Johns Hopkins University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 205 (319,906)
Citation 177

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Econometric Evaluation and Testing, Rational Expectations Models, Indeterminacy, Monetary

5.

Computing Sunspots in Linear Rational Expectations Models

Number of pages: 15 Posted: 16 Dec 2001
Thomas A. Lubik and Frank Schorfheide
Johns Hopkins University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 163 (393,375)
Citation 2

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6.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

Bank of Finland Research Discussion Paper No. 5/2019
Number of pages: 67 Posted: 21 Feb 2019 Last Revised: 18 Nov 2021
Thomas A. Lubik, Christian Matthes and Fabio Verona
Johns Hopkins University - Department of Economics, Indiana University Bloomington, Department of Economics, Students and Bank of Finland - Research
Downloads 154 (412,892)
Citation 1

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

7.

Instability and Indeterminacy in a Simple Search and Matching Model

Downloads 71 (538,294)
Citation 1

Instability and Indeterminacy in a Simple Search and Matching Model

Bundesbank Series 1 Discussion Paper No. 2010,25
Number of pages: 36 Posted: 08 Jun 2016
Michael U. Krause and Thomas A. Lubik
University of Cologne and Johns Hopkins University - Department of Economics
Downloads 71 (720,014)
Citation 1

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search and matching, indeterminacy, match elasticity

8.

Beveridge Curve Shifts and Time-Varying Parameter Vars

Number of pages: 30 Posted: 03 Aug 2017 Last Revised: 30 Aug 2017
Thomas A. Lubik, Christian Matthes and Andrew Patrick Owens
Johns Hopkins University - Department of Economics, Indiana University Bloomington, Department of Economics, Students and Independent
Downloads 99 (581,170)

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labor markets, TVP-VAR, Beveridge curve, time-varying parameter vector-autoregressions

9.

Inventories and Optimal Monetary Policy

CAMA Working Paper No. 7/2010
Number of pages: 33 Posted: 31 Aug 2010
Thomas A. Lubik and Wing Leong Teo
Johns Hopkins University - Department of Economics and National Taiwan University - Department of Economics
Downloads 85 (639,541)
Citation 3

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Ramsey policy, New Keynesian model

10.

Inventories, Inflation Dynamics and the New Keynesian Phillips Curve

CAMA Working Paper No. 13/2010
Number of pages: 34 Posted: 01 Sep 2010
Thomas A. Lubik and Wing Leong Teo
Johns Hopkins University - Department of Economics and National Taiwan University - Department of Economics
Downloads 54 (816,483)
Citation 6

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Phillips curve, GMM, marginal costs, inventories

11.

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

Downloads 4 (839,265)
Citation 3

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

CEPR Discussion Paper No. DP6810
Number of pages: 54 Posted: 12 Jun 2008
Michael U. Krause, David Lopez-Salido and Thomas A. Lubik
University of Cologne, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 4 (1,373,409)
Citation 3
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Bayesian estimation, labour market frictions, marginal costs, Phillips curve

12.

Global Dynamics in a Search and Matching Model of the Labor Market

FRB Richmond Working Paper No. 17-12
Number of pages: 1 Posted: 23 Oct 2017 Last Revised: 09 Nov 2017
Nika Lazaryan and Thomas A. Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond and Johns Hopkins University - Department of Economics
Downloads 49 (854,998)
Citation 2

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13.

Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan

FRB Richmond Working Paper No. 17-8
Number of pages: 29 Posted: 25 May 2017 Last Revised: 23 Jun 2022
Jonathan Lecznar and Thomas A. Lubik
Boston University and Johns Hopkins University - Department of Economics
Downloads 45 (888,368)

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Euler equation, GMM, nominal interest rates, labor supply

14.

How Large are Returns to Scale in the U.S.? A View Across the Boundary

Number of pages: 25 Posted: 18 Feb 2017
Thomas A. Lubik
Johns Hopkins University - Department of Economics
Downloads 29 (1,048,411)

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