Guillaume Rocheteau

Federal Reserve Bank of Cleveland

PO Box 6387

Cleveland, OH 44101-1387

United States

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

SCHOLARLY PAPERS

32

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2,475

SSRN CITATIONS
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Top 2,287

in Total Papers Citations

218

CROSSREF CITATIONS

263

Scholarly Papers (32)

1.
Downloads 182 (158,226)
Citation 17

Crises and Liquidity in Over-the-Counter Markets

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 06 Oct 2009 Last Revised: 17 Mar 2010
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 182 (171,654)
Citation 17

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2.

Liquidity in Asset Markets with Search Frictions

FRB of Cleveland Working Paper No. 07-06
Number of pages: 56 Posted: 19 Oct 2007
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 161 (190,919)
Citation 51

Abstract:

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bid-ask spread, execution delay, liquidity, search, trade volume

3.

Inflation and Welfare: A Search Approach

FRB of Cleveland Policy Discussion Paper No. 12
Number of pages: 43 Posted: 28 Oct 2007 Last Revised: 27 Aug 2010
Ben R. Craig and Guillaume Rocheteau
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 139 (215,715)
Citation 1

Abstract:

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inflation, search, money

4.

The Economics of Payments

FRB of Cleveland Policy Discussion Paper No. 14
Number of pages: 67 Posted: 28 Oct 2007
Ed Nosal and Guillaume Rocheteau
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Downloads 121 (240,009)
Citation 1

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5.
Downloads 120 (241,546)
Citation 1

Crashes and Recoveries in Illiquid Markets

FRB of Cleveland Working Paper No. 07-08
Number of pages: 71 Posted: 19 Oct 2007
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 99 (278,487)
Citation 1

Abstract:

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liquidity, asset inventories, execution delays, search, bargaining

Crashes and Recoveries in Illiquid Markets

NBER Working Paper No. w14119
Number of pages: 69 Posted: 22 Jun 2008 Last Revised: 01 Aug 2010
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 21 (552,517)

Abstract:

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6.

Inflation and Welfare in Models with Trading Frictions

PIER Working Paper No. 03-032
Number of pages: 36 Posted: 30 Nov 2003
Guillaume Rocheteau and Randall Wright
Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 109 (258,782)
Citation 8

Abstract:

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7.

Money and Information

Zurich IEER Working Paper No. 99
Number of pages: 55 Posted: 06 Feb 2002
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland
Downloads 108 (260,446)
Citation 39

Abstract:

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money, search, adverse selection, moral hazard

8.

Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium

PIER Working Paper No. 03-031, FRB of Cleveland Working Paper No. 04-05
Number of pages: 42 Posted: 01 Dec 2003 Last Revised: 30 Oct 2007
Guillaume Rocheteau and Randall Wright
Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 99 (276,606)
Citation 53

Abstract:

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money, matching, bargaining, equilibrium, inflation

9.

Search in Asset Markets

FRB of Cleveland Working Paper No. 06-07
Number of pages: 54 Posted: 17 Oct 2007
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 93 (288,000)

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asset prices, bid-ask spread, execution delay, liquidity, search, trade volume

Friedman Meets Hosios: Efficiency in Search Models of Money

FRB of Cleveland Working Paper No. 04-08
Number of pages: 41 Posted: 10 Sep 2003 Last Revised: 30 Oct 2007
Aleksander Berentsen, Guillaume Rocheteau and Shouyong Shi
University of Basel - Economics Department, Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 61 (371,561)
Citation 40

Abstract:

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money, search, Friedman rule, Hosios rule

Friedman Meets Hosios: Efficiency in Search Models of Money

Economic Journal, Vol. 117, No. 516, pp. 174-195, January 2007
Number of pages: 22 Posted: 19 Jan 2007
Aleksander Berentsen, Guillaume Rocheteau and Shouyong Shi
University of Basel - Economics Department, Federal Reserve Bank of Cleveland and Pennsylvania State University
Downloads 25 (526,509)
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11.

Liquidity and Asset Market Dynamics

FRB of Cleveland Working Paper No. 10-16
Number of pages: 55 Posted: 12 Dec 2010
Guillaume Rocheteau and Randall Wright
Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 85 (304,744)
Citation 12

Abstract:

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asset prices, liquidity, dynamics, bubbles

12.

A Monetary Approach to Asset Liquidity

FRB of Cleveland Working Paper No. 09-01
Number of pages: 62 Posted: 23 Apr 2010 Last Revised: 28 Aug 2010
Guillaume Rocheteau
Federal Reserve Bank of Cleveland
Downloads 85 (304,744)

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Fiat money, payments, private information, liquidity, asset prices

13.
Downloads 85 (304,744)
Citation 13

Inflation, Output, and Welfare

FRB of Cleveland Working Paper No. 04-07
Number of pages: 48 Posted: 30 Oct 2007
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 49 (412,654)
Citation 13

Abstract:

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search, money, inflation, welfare, output

Inflation, Output, and Welfare

NYU Working Paper No. S-MF-04-07
Number of pages: 45 Posted: 12 Nov 2008
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 21 (552,517)

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Inflation, Output, and Welfare

International Economic Review, Vol. 46, No. 2, pp. 495-522, May 2005
Number of pages: 28 Posted: 05 May 2005
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 15 (593,106)
Citation 1
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14.
Downloads 79 (318,465)
Citation 40

Money and the Gains from Trade

Zurich IEER Working Paper No. 100
Number of pages: 41 Posted: 06 Feb 2002
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland
Downloads 60 (374,640)
Citation 35

Abstract:

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Money, Double Coincidence, Bargaining, Search

Money and the Gains from Trade

International Economic Review, Vol. 44, No. 1, pp. 263-297, February 2003
Number of pages: 35 Posted: 13 May 2003
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland
Downloads 19 (565,969)
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Money and the Gains from Trade

Forthcoming in International Economic Review
Posted: 29 Apr 2002
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland

Abstract:

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Money, Double Coincidence, Bargaining, Search

15.

Bargaining and the Value of Money

FRB of Cleveland Working Paper No. 05-01
Number of pages: 28 Posted: 31 Oct 2007
Guillaume Rocheteau and Christopher J. Waller
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 76 (325,721)
Citation 1

Abstract:

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money, bargaining, search, inflation

16.

Positive and Normative Effects of a Minimum Wage

FRB of Cleveland Working Paper No. 08-01
Number of pages: 40 Posted: 25 Jul 2008
Guillaume Rocheteau and Murat Tasci
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 75 (328,270)

Abstract:

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Minimum wage, Search, Unemployment, Participation, Working Hours, Job Destruction

17.

A Conference on Liquidity in Frictional Markets

FRB of Cleveland Policy Discussion Paper No. 26
Number of pages: 10 Posted: 21 May 2009
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, University of California, Los Angeles and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 70 (341,116)

Abstract:

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Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory

18.

The 2006 Summer Workshop on Money, Banking, and Payments: An Overview

FRB of Cleveland Policy Discussion Paper No. 18
Number of pages: 16 Posted: 28 Oct 2007
Ed Nosal, Guillaume Rocheteau and Randall Wright
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 63 (360,570)

Abstract:

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19.

Search in Asset Markets: Market Structure, Liquidity, and Welfare

FRB of Cleveland Working Paper No. 07-01
Number of pages: 14 Posted: 17 Oct 2007
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 62 (363,539)
Citation 8

Abstract:

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bid-ask spread, execution delay, liquidity, search, trade volume

20.

On the Friedman Rule in Search Models with Divisible Money

Zurich IEER Working Paper No. 155
Number of pages: 21 Posted: 10 Sep 2003
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland
Downloads 62 (363,539)
Citation 16

Abstract:

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Money, Search, Friedman rule

21.

Crime and the Labor Market: A Search Model with Optimal Contracts

FRB of Cleveland Working Paper No. 07-15
Number of pages: 49 Posted: 23 Jul 2008
Bryan Engelhardt, Guillaume Rocheteau and Peter Rupert
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland and University of California, Santa Barbara (UCSB) - Department of Economics
Downloads 58 (375,627)
Citation 6

Abstract:

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crime, unemployment, search, matching

22.

Recent Developments in Monetary Economics: A Summary of the 2004 Workshop on Money, Banking, and Payments

FRB of Cleveland Policy Discussion Paper No. 8
Number of pages: 13 Posted: 28 Oct 2007
Ed Nosal, Guillaume Rocheteau and Randall Wright
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 58 (375,627)

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23.

On the Recognizability of Money

FRB of Cleveland Working Paper No. 05-12
Number of pages: 43 Posted: 31 Oct 2007
Richard Dutu, Ed Nosal and Guillaume Rocheteau
University of Waikato, Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Downloads 55 (385,393)

Abstract:

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commodity money, Gresham's law, search, informational asymmetries

24.

State-Dependent Pricing, Inflation, and Welfare in Search Economies

FRB of Cleveland Working Paper No. 05-04
Number of pages: 43 Posted: 31 Oct 2007
Ben R. Craig and Guillaume Rocheteau
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 49 (405,542)
Citation 1

Abstract:

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search, money, inflation, menu cost

25.

On the Efficiency of Monetary Exchange: How Divisibility of Money Matters

Zurich IEER Working Paper No. 101
Number of pages: 46 Posted: 01 Feb 2002
Aleksander Berentsen and Guillaume Rocheteau
University of Basel - Economics Department and Federal Reserve Bank of Cleveland
Downloads 45 (420,123)
Citation 34

Abstract:

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Money, Indivisibility, Search

26.

General Equilibrium With Nonconvexities, Sunspots, and Money

FRB of Cleveland Working Paper No. 05-13
Number of pages: 50 Posted: 31 Oct 2007
Guillaume Rocheteau, Peter Rupert, Karl Shell and Randall Wright
Federal Reserve Bank of Cleveland, University of California, Santa Barbara (UCSB) - Department of Economics, Cornell University - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 44 (423,867)
Citation 4

Abstract:

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27.

The 2005 Summer Workshop on Money, Banking, and Payments: An Overview

FRB of Cleveland Policy Discussion Paper No. 15
Number of pages: 14 Posted: 28 Oct 2007
Ed Nosal, Guillaume Rocheteau and Randall Wright
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Cleveland and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 44 (423,867)

Abstract:

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28.

Money and Competing Assets under Private Information

FRB of Cleveland Working Paper No. 08-02
Number of pages: 81 Posted: 24 Jul 2008
Guillaume Rocheteau
Federal Reserve Bank of Cleveland
Downloads 43 (427,756)
Citation 2

Abstract:

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Fiat money, payments, private information, liquidity, asset prices

29.

Money and Capital as Competing Media of Exchange

FRB of Cleveland Working Paper No. 06-08
Number of pages: 18 Posted: 17 Oct 2007
Ricardo Lagos and Guillaume Rocheteau
New York University (NYU) - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 40 (439,678)
Citation 16

Abstract:

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commodity money, fiat money

30.

Information and Liquidity: A Discussion

FRB of Cleveland Working Paper No. 09-02
Number of pages: 33 Posted: 23 Apr 2010 Last Revised: 28 Aug 2010
Guillaume Rocheteau
Federal Reserve Bank of Cleveland
Downloads 37 (452,189)
Citation 3

Abstract:

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Money, counterfeiting, search, bargaining

31.

New Monetarism in Continuous Time: Methods and Applications

Number of pages: 58 Posted: 14 Aug 2019 Last Revised: 02 Feb 2020
Michael Choi and Guillaume Rocheteau
University of California, Irvine and Federal Reserve Bank of Cleveland
Downloads 29 (489,169)
Citation 1

Abstract:

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Search, money, continuous time, dynamic equilibria

32.

Inflation and Unemployment in General Equilibrium

Scandinavian Journal of Economics, Vol. 109, Issue 4, pp. 837-855, March 2008
Number of pages: 19 Posted: 29 Feb 2008
Guillaume Rocheteau, Peter Rupert and Randall Wright
Federal Reserve Bank of Cleveland, University of California, Santa Barbara (UCSB) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 13 (584,003)
Citation 3
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