Joshua Mark Davis

Pacific Investment Management Company (PIMCO)

840 Newport Center Drive

Suite 100

Newport Beach, CA 92660

United States

Northwestern University - Department of Economics

2003 Sheridan Road

Evanston, IL 60208

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,433

SSRN RANKINGS

Top 45,433

in Total Papers Downloads

694

CITATIONS
Rank 14,955

SSRN RANKINGS

Top 14,955

in Total Papers Citations

24

Scholarly Papers (4)

1.

News and the Term Structure in General Equilibrium

Number of pages: 46 Posted: 19 Oct 2007
Joshua Mark Davis
Pacific Investment Management Company (PIMCO)
Downloads 370 (55,550)
Citation 4

Abstract:

News, Interest Rates, Term Structure, Equilibrium, DSGE, Bayesian, Expectations Hypothesis

2.
Downloads 175 (140,890)
Citation 10

Two Flaws in Business Cycle Accounting

FRB of Chicago Working Paper No. 2006-10
Number of pages: 67 Posted: 01 Nov 2006
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 147 (164,331)
Citation 10

Abstract:

business cycle accounting, real business cycles, identification, maximum likelihood

Two Flaws in Business Cycle Accounting

NBER Working Paper No. w12647
Number of pages: 60 Posted: 20 Nov 2006
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 28 (409,746)
Citation 10

Abstract:

3.

On the Presence of News in a Hybrid Model of the Yield Curve

Number of pages: 31 Posted: 25 May 2008
Joshua Mark Davis
Pacific Investment Management Company (PIMCO)
Downloads 57 (300,595)

Abstract:

Yield, Curve, Term, Structure, DSGE, VAR, Affine, No-arbitrage

4.

Two Flaws in Business Cycle Dating

FRB of Cleveland Working Paper No. 06-12
Number of pages: 62 Posted: 19 Oct 2007
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 41 (337,255)
Citation 10

Abstract:

business cycle accounting, financial frictions, intertemporal wedge, spillover effects