Andrew T. Levin

affiliation not provided to SSRN

SCHOLARLY PAPERS

39

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Scholarly Papers (39)

Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K. And Sweden

Federal Reserve Bank of San Francisco Working Paper No. 2006-09
Number of pages: 51 Posted: 22 Jul 2007
Refet S. Gurkaynak, Andrew T. Levin and Eric T. Swanson
Bilkent University - Department of Economics, affiliation not provided to SSRN and University of California, Irvine - Department of Economics
Downloads 522 (50,848)

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inflation targeting, inflation compensation, excess sensitivity, forward rates, high-frequency data

Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K. And Sweden

CEPR Discussion Paper No. 5808
Number of pages: 53 Posted: 12 Oct 2006
Refet S. Gurkaynak, Andrew T. Levin and Eric T. Swanson
Bilkent University - Department of Economics, affiliation not provided to SSRN and University of California, Irvine - Department of Economics
Downloads 45 (405,822)
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Inflation targeting

2.

Optimal Monetary Policy with Staggered Wage and Price Contracts

International Finance Working Paper No. 640
Number of pages: 40 Posted: 11 Sep 2000
Board of Governors of the Federal Reserve System, Federal Reserve Board and affiliation not provided to SSRN
Downloads 410 (69,305)

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inflation targeting, sticky wages, sticky prices, staggered contracts

3.

Is Inflation Persistence Intrinsic in Industrial Economies?

FRB of St. Louis Working Paper No. 2002-023A, ECB Working Paper No. 334
Number of pages: 61 Posted: 29 Jul 2004
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 388 (73,987)

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Inflation dynamics, Bayesian econometrics, largest autoregressive root

4.

The Evolution of Macro Models at the Federal Reserve Board

Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series #97-29
Number of pages: 42 Posted: 15 Dec 1997
Government of the United States of America - Macroeconomic and Quantitative Studies Section, affiliation not provided to SSRN, Government of the United States of America - Division of International Finance (IFDP) and Federal Reserve Bank of New York
Downloads 324 (91,034)

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5.

Financial Market Perceptions of Recession Risk

FEDS Working Paper No. 2007-57
Number of pages: 22 Posted: 04 Dec 2007
Thomas B. King, Andrew T. Levin and Roberto Perli
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Federal Reserve Board - Monetary Affairs
Downloads 248 (120,982)

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Recession forecasting, yield curve, term spread, credit spread

6.

Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?

Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 730
Number of pages: 55 Posted: 20 Jan 2003
Shaghil Ahmed, Andrew T. Levin and Beth Anne Wilson
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Government of the United States of America - Division of International Finance (IFDP)
Downloads 239 (125,591)

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GDP volatility, inflation stabilization, business cycles, frequency domain

7.

Inflation Persistence and Monetary Policy Design: An Overview

ECB Working Paper No. 539
Number of pages: 29 Posted: 10 Nov 2005
Andrew T. Levin and Richhild Moessner
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 238 (126,122)

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inflation persistence, optimal monetary policy, uncertainty

8.

The Magnitude and Cyclical Behavior of Financial Market Frictions

FEDS Working Paper No. 2004-70
Number of pages: 39 Posted: 28 Jan 2005
Andrew T. Levin, Fabio M. Natalucci and Egon Zakrajsek
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and Federal Reserve Board - Division of Monetary Affairs
Downloads 225 (133,366)

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External finance premium, bankruptcy costs, financial accelerator

9.

Explicit Inflation Objectives and Macroeconomic Outcomes

ECB Working Paper No. 383
Number of pages: 64 Posted: 09 Dec 2004
Andrew T. Levin, Fabio M. Natalucci and Jeremy Piger
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and University of Oregon - Department of Economics
Downloads 201 (148,407)

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Inflation expectations, Consensus Forecasts, inflation persistence

10.

Imperfect Credibility and Inflation Persistence

FEDS Working Paper No. 2001-45
Number of pages: 33 Posted: 11 Dec 2001
Andrew T. Levin and Christopher J. Erceg
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 180 (164,169)

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Monetary policy, disinflation, sacrifice ratio, signal extraction

Robustness of Simple Monetary Policy Rules Under Model Uncertainty

Federal Reserve Board FEDS Paper No. 98-45
Number of pages: 55 Posted: 08 Apr 1999
Andrew T. Levin, Volker Wieland and John C. Williams
affiliation not provided to SSRN, University of Frankfurt and Federal Reserve Bank of New York
Downloads 133 (212,304)

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Robustness of Simple Monetary Policy Rules Under Model Uncertainty

NBER Working Paper No. w6570
Number of pages: 49 Posted: 12 Jul 2000
Andrew T. Levin, Volker Wieland and John C. Williams
affiliation not provided to SSRN, University of Frankfurt and Federal Reserve Bank of New York
Downloads 35 (446,935)

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12.

Bayesian Model Selection for Structural Break Models

Number of pages: 46 Posted: 15 May 2008
Andrew T. Levin and Jeremy Piger
affiliation not provided to SSRN and University of Oregon - Department of Economics
Downloads 162 (179,976)

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models

FRB of San Francisco Working Paper No. 2005-15
Number of pages: 67 Posted: 21 Oct 2005 Last Revised: 03 Nov 2007
affiliation not provided to SSRN, Columbia University, Graduate School of Arts and Sciences, Department of Economics, Federal Reserve Bank of New York and Princeton University - Department of Economics
Downloads 149 (193,574)

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Ramsey policy, simple rules, model uncertainty

Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models

NBER Working Paper No. w11523
Number of pages: 67 Posted: 27 Jun 2012
affiliation not provided to SSRN, University of Cambridge - Faculty of Economics and Politics, Federal Reserve Bank of New York and Princeton University - Department of Economics
Downloads 10 (594,461)

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14.

A Guide to Frb/Global

Board of Governors of the Federal Reserve System IFDS Working Paper No. 588
Number of pages: 69 Posted: 05 Jan 1998
Andrew T. Levin, John H. Rogers and Ralph W. Tryon
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Government of the United States of America - Division of International Finance (IFDP)
Downloads 154 (187,869)

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15.
Downloads 64 (188,917)

Cyclical Changes in Firm Volatility

Number of pages: 49 Posted: 03 Sep 2011
Emmanuel de Veirman and Andrew T. Levin
De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 64 (343,523)

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firm-level volatility, business cycles, output-inflation trade-off

16.

Tradeoffs between Inflation and Output-Gap Variances in an Optimizing-Agent Model

FRB International Finance Discussion Paper No. 627
Number of pages: 44 Posted: 30 Jan 1999
Board of Governors of the Federal Reserve System, Federal Reserve Board and affiliation not provided to SSRN
Downloads 147 (195,222)

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17.

Optimal Monetary Policy with Durable and Non-Durable Goods

FRB International Finance Discussion Paper No. 748
Number of pages: 33 Posted: 09 Mar 2003
Christopher J. Erceg and Andrew T. Levin
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 125 (222,045)

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VAR analysis, DGE models, sectoral disaggregation

18.

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

Federal Reserve Bank of San Francisco Working Paper Series 2006-01
Number of pages: 31 Posted: 24 Jul 2007
Eric T. Swanson, Gary Stanley Anderson and Andrew T. Levin
University of California, Irvine - Department of Economics, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 123 (224,713)

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Business cycles, Macroeconomics, Monetary policy, Econometric models

19.

Optimal Monetary Policy with Durable Goods and Non-Durable Goods

ECB Working Paper No. 179
Number of pages: 39 Posted: 17 May 2003
Christopher J. Erceg and Andrew T. Levin
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 121 (227,580)

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VAR analysis, DGE models, sectoral disaggregation

Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy

FEDS Working Paper No. 2001-54; ECB Working Paper No. 84; CFS Working Paper No. 2003/07
Number of pages: 46 Posted: 17 Dec 2001
Andrew T. Levin, Günter Coenen and Volker Wieland
affiliation not provided to SSRN, European Central Bank (ECB) and University of Frankfurt
Downloads 89 (283,109)

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Euro Area, Kalman filter, measurement error, monetary policy rules, rational expectations

Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy

CEPR Discussion Paper No. 3812
Number of pages: 47 Posted: 01 May 2003
Günter Coenen, Andrew T. Levin and Volker Wieland
European Central Bank (ECB), affiliation not provided to SSRN and University of Frankfurt
Downloads 20 (529,388)
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Euro area, Kalman filter, macroeconomic modelling, measurement error, monetary policy rules, rational expectations

21.

The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty

FEDS Working Paper No. 2001-39; ECB Working Paper No. 68
Number of pages: 56 Posted: 04 Nov 2001
John C. Williams, Andrew T. Levin and Volker Wieland
Federal Reserve Bank of New York, affiliation not provided to SSRN and University of Frankfurt
Downloads 99 (262,306)

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Inflation forecast targeting, optimal monetary policy, multiple equilibria

22.

What Determines Public Support for Affirmative Action?

FRB International Finance Discussion Paper No. 620
Number of pages: 31 Posted: 13 Nov 1998
Murat Iyigun and Andrew T. Levin
University of Colorado at Boulder - Department of Economics and affiliation not provided to SSRN
Downloads 99 (262,306)

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23.

Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior

ECB Working Paper No. 418
Number of pages: 49 Posted: 13 Dec 2004
Günter Coenen and Andrew T. Levin
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 87 (284,838)

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overlapping contracts, nominal rigidity, real rigidity, inflation persistence, simulation-based indirect inference

24.

Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies

FRB International Finance Discussion Paper No. 696
Number of pages: 30 Posted: 23 Apr 2001
Jinill Kim, Sunghyun Henry Kim and Andrew T. Levin
Korea University, Sungkyunkwan University - Department of Economics and affiliation not provided to SSRN
Downloads 87 (284,838)

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International risk sharing, financial market structure

Labor Force Participation and Monetary Policy in the Wake of the Great Recession

CEPR Discussion Paper No. DP9668
Number of pages: 56 Posted: 30 Sep 2013
Christopher J. Erceg and Andrew T. Levin
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 6 (621,502)
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labor force, policy tradeoffs, simple rules, unemployment rate

26.

Robust Monetary Policy with Competing Reference Models

FRB of San Francisco Working Paper No. 2003-10
Number of pages: 38 Posted: 05 May 2004
Andrew T. Levin and John C. Williams
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads 51 (377,976)

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27.

A Practitioner's Guide to Robust Covariance Matrix Estimation

NBER Working Paper No. t0197
Number of pages: 58 Posted: 09 Jul 2000 Last Revised: 23 Oct 2010
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 46 (394,867)

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28.

Diagnosing and Treating Bifurcations in Perturbation Analysis of Dynamic Macro Models

FEDS Working Paper No. 2007-14
Number of pages: 13 Posted: 26 Apr 2007
Jinill Kim, Andrew T. Levin and Tack Yun
Korea University, affiliation not provided to SSRN and Federal Reserve Board - Division of Monetary Affairs
Downloads 44 (401,952)

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bifurcation, perturbation, relative price distortion, optimal monetary policy

29.

Macroeconometric Equivalence, Microeconomic Dissonance, and the Design of Monetary Policy

FRB of St. Louis Working Paper No. 2008-035A
Number of pages: 38 Posted: 12 Oct 2008
Andrew T. Levin, David Lopez-Salido, Edward Nelson and Tack Yun
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 41 (412,937)

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macroeconometric equivalence, alternative microfoundations, Ramsey optimal monetary policy, welfare analysis

30.

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

NBER Working Paper No. t0255
Number of pages: 38 Posted: 23 Aug 2000 Last Revised: 14 Sep 2010
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 39 (420,532)

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31.
Downloads 38 (420,532)

Three Great American Disinflations

NBER Working Paper No. w12982
Number of pages: 43 Posted: 23 Mar 2007
Rutgers University, New Brunswick - Department of Economics, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and University of Michigan at Ann Arbor - Department of Economics
Downloads 38 (433,855)

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Three Great American Disinflations

CFS Working Paper No. 2007/05, FRB International Finance Discussion Paper No. 898
Posted: 07 Mar 2007
Rutgers University, New Brunswick - Department of Economics, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and University of Michigan at Ann Arbor - Department of Economics

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monetary policy regimes, transparency, credibility, sacrifice ratio

32.

Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures

NBER Working Paper No. t0195
Number of pages: 44 Posted: 13 Sep 2000 Last Revised: 16 Jul 2010
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 36 (432,718)

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33.

Falling Behind the Curve: a Positive Analysis of Stop-Start Monetary Policies and the Great Inflation

NBER Working Paper No. w15630
Number of pages: 41 Posted: 11 Jan 2010 Last Revised: 17 Sep 2010
Andrew T. Levin and John B. Taylor
affiliation not provided to SSRN and Stanford University
Downloads 14 (546,665)

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34.

When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan

De Nederlandsche Bank Working Paper No. 351
Number of pages: 52 Posted: 13 Oct 2012
Emmanuel de Veirman and Andrew T. Levin
De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 12 (558,467)

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Firm volatility, firm health, zombie lending, cleansing recessions

35.

Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound

CEPR Discussion Paper No. DP7581
Number of pages: 52 Posted: 11 Jan 2010
Andrew T. Levin, David Lopez-Salido, Edward Nelson and Tack Yun
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 9 (576,611)
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Forward Guidance, Optimal Policy under Commitment, Zero Lower Bound

36.

When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan

CAMA Working Paper 37/2012
Number of pages: 50 Posted: 17 Jul 2013
Emmanuel de Veirman and Andrew T. Levin
De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 8 (582,734)

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Firm volatility, Firm health, Zombie lending, Cleansing recessions

37.

Strategic Complementarities and Optimal Monetary Policy

CEPR Discussion Paper No. DP6423
Number of pages: 49 Posted: 30 May 2008
Andrew T. Levin, J. David López-Salido and Tack Yun
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 4 (608,274)
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firm-specific factors, quasi-kinked demand, welfare analysis

38.

Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?

CEPR Discussion Paper No. DP6536
Number of pages: 40 Posted: 05 Jun 2008
Monetary Policy Division, Sveriges Riksbank, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 3 (615,971)
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central bank communication, ECB, euro-area inflation, inflation compensation

39.

Evidence from Surveys of Price-Setting Managers: Policy Lessons and Directions for Ongoing Research

CEPR Discussion Paper No. DP6227
Number of pages: 25 Posted: 22 May 2008
Bank of Portugal, affiliation not provided to SSRN, affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 2 (625,656)
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Monetary policy, New Keynesian models, price setting, price stickiness