Thomas A. Lubik

Johns Hopkins University - Department of Economics

3400 Charles Street

Baltimore, MD 21218-2685

United States

SCHOLARLY PAPERS

15

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CITATIONS
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305

Scholarly Papers (15)

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 161 (181,017)
Citation 36

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

2.

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

Economic Quarterly, Issue 4Q, pp. 323-352, 2015
Number of pages: 30 Posted: 04 Nov 2016
Thomas A. Lubik and Christian Matthes
Johns Hopkins University - Department of Economics and Federal Reserve Bank of Richmond
Downloads 175 (168,267)

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3.

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

PIER Working Paper No. 02-025
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 130 (215,417)
Citation 153

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

4.

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 120 (228,882)
Citation 62

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

5.

Computing Sunspots in Linear Rational Expectations Models

PIER Working Paper No. 01-047
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 101 (258,671)
Citation 41

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6.

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 41 (412,703)

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Ramsey policy, New Keynesian model

7.

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 25 (483,797)

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Phillips curve, GMM, marginal costs, inventories

8.

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: 27 Feb 2019
Thomas A. Lubik, Christian Matthes and Fabio Verona
Johns Hopkins University - Department of Economics, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 22 (500,346)

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

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 10 (594,033)

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search and matching, indeterminacy, match elasticity

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

CEPR Discussion Paper No. DP6810
Number of pages: 54 Posted: 12 Jun 2008
University of Cologne, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 3 (643,986)
Citation 12
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Bayesian estimation, labour market frictions, marginal costs, Phillips curve

11.

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

FRB Richmond Working Paper No. 17-8
Posted: 25 May 2017 Last Revised: 31 Oct 2017
Jonathan Lecznar and Thomas A. Lubik
Boston University and Johns Hopkins University - Department of Economics
Downloads 14 (546,291)

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Euler equation, GMM, nominal interest rate, labor supply

12.

Beveridge Curve Shifts and Time-Varying Parameter Vars

Economic Quarterly, Issue 3Q, pp. 197-226, 2016
Number of pages: 30 Posted: 03 Aug 2017 Last Revised: 30 Aug 2017
Johns Hopkins University - Department of Economics, Federal Reserve Bank of Richmond and Independent
Downloads 9 (576,177)

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

13.

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

Economic Quarterly, Issue 1Q, pp. 79-103, 2016
Number of pages: 25 Posted: 18 Feb 2017
Thomas A. Lubik
Johns Hopkins University - Department of Economics
Downloads 6 (594,645)

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RBC model, business cycles

14.

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

FRB Richmond Working Paper No. 17-12
Number of pages: 39 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 4 (607,709)
Citation 1

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Indeterminacy, Bifurcation, Chaos, Backward Map, Forward Map

15.

Aggregate Labour Market Dynamics in Hong Kong

Pacific Economic Review, Vol. 17, Issue 2, pp. 257-279, 2012
Number of pages: 23 Posted: 19 May 2012
Thomas A. Lubik
Johns Hopkins University - Department of Economics
Downloads 2 (625,011)
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