Andrew T. Levin

affiliation not provided to SSRN

SCHOLARLY PAPERS

39

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1,282

Scholarly Papers (39)

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1.

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

Downloads 661 (84,004)
Citation 70

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. Gürkaynak, 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 607 (92,432)
Citation 37

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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. Gürkaynak, 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 54 (797,498)
Citation 33
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Inflation targeting

2.

Optimal Monetary Policy with Staggered Wage and Price Contracts

Number of pages: 40 Posted: 11 Sep 2000
Christopher J. Erceg, Dale W. Henderson and Andrew T. Levin
Board of Governors of the Federal Reserve System, Federal Reserve Board and affiliation not provided to SSRN
Downloads 521 (113,481)
Citation 608

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inflation targeting, sticky wages, sticky prices, staggered contracts

3.

Is Inflation Persistence Intrinsic in Industrial Economies?

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 518 (114,286)
Citation 1

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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
Flint Brayton, Andrew T. Levin, Ralph W. Tryon and John C. Williams
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 408 (151,746)
Citation 28

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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 Board of Governors of the Federal Reserve System
Downloads 398 (156,475)
Citation 19

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Recession forecasting, yield curve, term spread, credit spread

6.

Explicit Inflation Objectives and Macroeconomic Outcomes

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 331 (191,187)

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Inflation expectations, Consensus Forecasts, inflation persistence

7.

The Magnitude and Cyclical Behavior of Financial Market Frictions

Number of pages: 39 Posted: 28 Jan 2005
Andrew T. Levin, Fabio M. Natalucci and Egon Zakrajšek
affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and Federal Reserve Bank of Boston
Downloads 323 (196,145)
Citation 60

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External finance premium, bankruptcy costs, financial accelerator

8.

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

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 Board of Governors of the Federal Reserve System
Downloads 310 (205,014)
Citation 65

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GDP volatility, inflation stabilization, business cycles, frequency domain

9.

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 303 (210,193)
Citation 5

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inflation persistence, optimal monetary policy, uncertainty

10.

Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models

Downloads 264 (242,202)
Citation 17

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
Andrew T. Levin, Alexei Onatski, John C. Williams and Noah Williams
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 195 (323,281)
Citation 4

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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 Last Revised: 28 Dec 2022
Andrew T. Levin, Alexei Onatski, John C. Williams and Noah Williams
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 69 (703,532)
Citation 13

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11.

Cyclical Changes in Firm Volatility

Downloads 110 (256,013)
Citation 11

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 110 (523,306)
Citation 11

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

12.

Optimal Monetary Policy with Durable and Non-Durable Goods

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 250 (256,013)
Citation 39

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VAR analysis, DGE models, sectoral disaggregation

13.

Imperfect Credibility and Inflation Persistence

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 241 (265,368)
Citation 68

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Monetary policy, disinflation, sacrifice ratio, signal extraction

14.

Robustness of Simple Monetary Policy Rules Under Model Uncertainty

Downloads 233 (274,216)
Citation 65

Robustness of Simple Monetary Policy Rules Under Model Uncertainty

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 172 (362,693)
Citation 65

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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 Last Revised: 16 Dec 2022
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 61 (750,683)

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15.

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 223 (286,097)
Citation 8

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Posterior Model Probability, Markov Chain Monte Carlo, Inflation Persistence

16.

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, Fudan University - Fanhai International School of Finance (FISF) and Board of Governors of the Federal Reserve System
Downloads 187 (337,096)
Citation 2

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17.

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

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 183 (343,882)
Citation 36

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Inflation forecast targeting, optimal monetary policy, multiple equilibria

18.

Optimal Monetary Policy with Durable Goods and Non-Durable Goods

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 179 (350,744)

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VAR analysis, DGE models, sectoral disaggregation

19.

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

Number of pages: 44 Posted: 30 Jan 1999
Christopher J. Erceg, Dale W. Henderson and Andrew T. Levin
Board of Governors of the Federal Reserve System, Federal Reserve Board and affiliation not provided to SSRN
Downloads 178 (352,520)

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20.

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 Anderson and Andrew T. Levin
University of California, Irvine - Department of Economics, CEMAR LLC and affiliation not provided to SSRN
Downloads 172 (363,236)
Citation 15

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Business cycles, Macroeconomics, Monetary policy, Econometric models

21.

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

Downloads 138 (436,245)
Citation 4

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

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 113 (512,680)
Citation 1

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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

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 25 (1,071,119)
Citation 3
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Euro area, Kalman filter, macroeconomic modelling, measurement error, monetary policy rules, rational expectations

22.

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

Downloads 12 (457,564)
Citation 10

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 12 (1,246,637)
Citation 10
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labor force, policy tradeoffs, simple rules, unemployment rate

23.

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

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 122 (480,785)
Citation 7

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International risk sharing, financial market structure

24.

What Determines Public Support for Affirmative Action?

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 121 (483,882)

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25.

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

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 119 (490,027)
Citation 7

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

26.

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 104 (541,364)
Citation 2

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Firm volatility, firm health, zombie lending, cleansing recessions

27.

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 90 (595,268)
Citation 57

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28.

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 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 76 (656,775)

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29.

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 Board of Governors of the Federal Reserve System
Downloads 73 (671,452)
Citation 1

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bifurcation, perturbation, relative price distortion, optimal monetary policy

30.

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 Board of Governors of the Federal Reserve System
Downloads 68 (697,166)
Citation 11

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

31.

A Practitioner's Guide to Robust Covariance Matrix Estimation

NBER Working Paper No. t0197
Number of pages: 58 Posted: 09 Jul 2000 Last Revised: 17 Jul 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 67 (702,583)

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32.

Three Great American Disinflations

Downloads 65 (708,030)
Citation 4

Three Great American Disinflations

NBER Working Paper No. w12982
Number of pages: 43 Posted: 23 Mar 2007 Last Revised: 23 Dec 2022
Michael D. Bordo, Christopher J. Erceg, Andrew T. Levin and Ryan Michaels
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 65 (726,491)
Citation 4

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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
Michael D. Bordo, Christopher J. Erceg, Andrew T. Levin and Ryan Michaels
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

33.

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: 15 Mar 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 57 (761,182)
Citation 1

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34.

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: 18 Mar 2023
Andrew T. Levin and John B. Taylor
affiliation not provided to SSRN and Stanford University
Downloads 47 (831,044)

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35.

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 42 (871,258)
Citation 2

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Firm volatility, Firm health, Zombie lending, Cleansing recessions

36.

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 Board of Governors of the Federal Reserve System
Downloads 17 (1,139,832)
Citation 12
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Forward Guidance, Optimal Policy under Commitment, Zero Lower Bound

37.

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
Meredith J. Beechey, Benjamin K. Johannsen and Andrew T. Levin
Monetary Policy Division, Sveriges Riksbank, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 12 (1,203,645)
Citation 43
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central bank communication, ECB, euro-area inflation, inflation compensation

38.

Strategic Complementarities and Optimal Monetary Policy

CEPR Discussion Paper No. DP6423
Number of pages: 49 Posted: 30 May 2008
Andrew T. Levin, David Lopez-Salido and Tack Yun
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 4 (1,279,817)
Citation 4
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firm-specific factors, quasi-kinked demand, welfare analysis

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
Vítor Gaspar, Andrew T. Levin, Fernando Manuel Martins and Frank Smets
Bank of Portugal, affiliation not provided to SSRN, affiliation not provided to SSRN and Ghent University - Department of General Economics
Downloads 4 (1,279,817)
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Monetary policy, New Keynesian models, price setting, price stickiness