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Martin Eichenbaum

Northwestern University

2003 Sheridan Road

Evanston, IL 60208

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Northwestern University

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    • Tel: 847-491-8232
    • Fax: 847-491-7001
SCHOLARLY PAPERS

69

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CITATIONS
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3,864

Scholarly Papers (69)

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1.

Do Peso Problems Explain the Returns to the Carry Trade?

Downloads 399 ( 60,240)
Citation 61

Do Peso Problems Explain the Returns to the Carry Trade?

Economics Research Initiatives at Duke (ERID) Working Paper No. 45
Number of pages: 82 Posted: 27 Apr 2010
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 328 (75,147)
Citation 61

Abstract:

Do Peso Problems Explain the Returns to the Carry Trade?

NBER Working Paper No. w14054
Number of pages: 57 Posted: 09 Jun 2008
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 66 (292,511)
Citation 61

Abstract:

Do Peso Problems Explain the Returns to the Carry Trade?

CEPR Discussion Paper No. DP6873
Number of pages: 74 Posted: 20 Aug 2008
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 5 (549,159)
Citation 61
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Abstract:

carry trade, exchange rates, Uncovered interest parity

2.

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

Downloads 390 ( 61,902)
Citation 78

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

FRB Chicago Working Paper No. #
Number of pages: 58 Posted: 09 Jun 1999
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 358 (67,813)
Citation 78

Abstract:

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

NBER Working Paper No. w7143
Number of pages: 59 Posted: 05 Sep 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 32 (401,716)
Citation 78

Abstract:

3.

Valuation Risk and Asset Pricing

Downloads 381 ( 63,591)
Citation 3

Valuation Risk and Asset Pricing

Journal of Finance 71, 2861-2903, 2016
Number of pages: 63 Posted: 10 Jun 2014 Last Revised: 04 Jan 2017
Rui A. Albuquerque, Martin Eichenbaum, Victor Xi Luo and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 366 (66,022)
Citation 3

Abstract:

Equity premium, bond yields, risk premium

Valuation Risk and Asset Pricing

NBER Working Paper No. w18617
Number of pages: 71 Posted: 15 Dec 2012
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 15 (493,760)
Citation 3

Abstract:

Valuation Risk and Asset Pricing

CEPR Discussion Paper No. DP9262
Posted: 01 Feb 2013
Rui A. Albuquerque, Martin Eichenbaum and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

bond yields, Equity premium, risk premium

4.

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

Downloads 354 ( 69,306)
Citation 822

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

FRB of Chicago Working Paper No. 2001-08, FRB of Cleveland Working Paper No. 01-07
Number of pages: 48 Posted: 27 Sep 2001 Last Revised: 18 Nov 2007
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 264 (95,858)
Citation 822

Abstract:

consumption insurance, marriage

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

NBER Working Paper No. w8403
Number of pages: 48 Posted: 29 Jul 2001
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 90 (242,564)
Citation 822

Abstract:

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

Journal of Political Economy, Vol. 113, pp. 1-45, February 2005
Posted: 13 Jan 2005
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department

Abstract:

5.

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Downloads 256 ( 84,636)
Citation 154

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

FRB of Chicago Working Paper No. 2005-01, Riksbank Research Paper Series No. 15, Sveriges Riksbank Working Paper Series No. 176 , FRB of Cleveland Working Paper No. 04-16
Number of pages: 54 Posted: 14 Feb 2005 Last Revised: 09 Mar 2009
David Altig, Jesper Lindé, Lawrence J. Christiano and Martin Eichenbaum
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 203 (125,288)
Citation 154

Abstract:

capital, inflation, price behavior

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

NBER Working Paper No. w11034
Number of pages: 50 Posted: 03 Feb 2005 Last Revised: 27 Aug 2010
David Altig, Lawrence J. Christiano, Jesper Lindé, Martin Eichenbaum and Jesper Linde
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Northwestern University, Sveriges Riksbank - Research Division, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 33 (397,481)
Citation 154

Abstract:

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

CEPR Discussion Paper No. 4858
Number of pages: 52 Posted: 11 May 2005
David Altig, Jesper Lindé, Lawrence J. Christiano and Martin Eichenbaum
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 20 (464,637)
Citation 154
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Abstract:

6.

The Returns to Currency Speculation

Downloads 242 (105,980)
Citation 72

The Returns to Currency Speculation

NBER Working Paper No. w12489
Number of pages: 61 Posted: 01 Dec 2006 Last Revised: 18 Aug 2010
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 191 (132,759)
Citation 72

Abstract:

The Returns to Currency Speculation

CEPR Discussion Paper No. 5883
Number of pages: 59 Posted: 28 Dec 2006
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 51 (336,559)
Citation 72
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Abstract:

7.

Long-Run Bulls and Bears

Downloads 220 (116,128)

Long-Run Bulls and Bears

Journal of Monetary Economics, 76, S21-S36, 2015.
Number of pages: 38 Posted: 30 Dec 2014 Last Revised: 10 Feb 2017
Rui A. Albuquerque, Martin Eichenbaum, Dimitris Papanikolaou and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University, Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 202 (125,891)

Abstract:

Stock market returns

Long-Run Bulls and Bears

NBER Working Paper No. w20858
Number of pages: 39 Posted: 20 Jan 2015
Rui A. Albuquerque, Martin Eichenbaum, Dimitris Papanikolaou and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University, Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 18 (476,362)
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Abstract:

Long-Run Bulls and Bears

CEPR Discussion Paper No. DP10351
Number of pages: 39 Posted: 23 Jan 2015
Rui A. Albuquerque, Martin Eichenbaum, Dimitris Papanikolaou and Sergio T. Rebelo
Boston College, Carroll School of Management, Northwestern University, Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
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Abstract:

stock market returns

8.

On the Fiscal Implications of Twin Crises

Downloads 216 (118,306)
Citation 9

On the Fiscal Implications of Twin Crises

FRB of Chicago Working Paper No. 2001-02
Number of pages: 40 Posted: 22 May 2001
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 167 (150,218)
Citation 9

Abstract:

Currency Crisis, Banking Crisis, Speculative ATtacks, Seignorage, Fiscal Reform, Bailouts

On the Fiscal Implications of Twin Crises

NBER Working Paper No. w8277
Number of pages: 40 Posted: 05 May 2001 Last Revised: 22 Oct 2010
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 28 (420,258)
Citation 9

Abstract:

On the Fiscal Implications of Twin Crises

CEPR Discussion Paper No. 2918
Number of pages: 42 Posted: 23 Aug 2001
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 21 (458,813)
Citation 9
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Abstract:

Bailouts, banking crisis, currency crisis, fiscal reform, seignorage, speculative attacks

9.

Testing the Calvo Model of Sticky Prices

Number of pages: 14 Posted: 06 Aug 2003
Martin Eichenbaum and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 173 (140,466)
Citation 57

Abstract:

10.

What Happens After a Technology Shock?

Downloads 162 (154,195)
Citation 92

What Happens After a Technology Shock?

FRB International Finance Discussion Paper No. 768
Number of pages: 54 Posted: 18 Aug 2003
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 98 (229,112)
Citation 92

Abstract:

productivity, long-run restriction, hours worked, weak instruments

What Happens after a Technology Shock?

NBER Working Paper No. w9819
Number of pages: 54 Posted: 05 Jul 2003
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 64 (297,340)
Citation 92

Abstract:

11.

Government Finance in the Wake of Currency Crises

Downloads 147 (167,567)
Citation 9

Government Finance in the Wake of Currency Crises

Number of pages: 65 Posted: 16 Jun 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 102 (222,818)
Citation 9

Abstract:

Currency crisis, banking crisis, speculative attacks, seigniorage, fiscal reform, bailouts

Government Finance in the Wake of Currency Crises

NBER Working Paper No. w9786
Number of pages: 66 Posted: 23 Jun 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 26 (430,586)
Citation 9

Abstract:

Government Finance in the Wake of Currency Crises

CEPR Discussion Paper No. 3939
Number of pages: 68 Posted: 08 Aug 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 19 (470,580)
Citation 9
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Abstract:

Currency crisis, banking crisis, speculative attacks, seigniorage, fiscal reform, bailouts

12.

When is the Government Spending Multiplier Large?

Downloads 140 (174,313)
Citation 84

When is the Government Spending Multiplier Large?

NBER Working Paper No. w15394
Number of pages: 68 Posted: 05 Oct 2009 Last Revised: 26 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and Sergio T. Rebelo
Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 80 (261,481)
Citation 84

Abstract:

When is the Government Spending Multiplier Large?

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-01
Number of pages: 55 Posted: 23 Sep 2010
Lawrence J. Christiano, Martin Eichenbaum and Sergio Rebelo
Northwestern University, Northwestern University and affiliation not provided to SSRN
Downloads 60 (307,466)
Citation 84

Abstract:

multiplier, zero bound, deflation spiral

13.

Assessing Structural VARs

Downloads 127 (188,402)
Citation 30

Assessing Structural VARs

FRB International Finance Discussion Paper No. 866
Number of pages: 60 Posted: 03 Nov 2006
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 101 (224,383)
Citation 30

Abstract:

Vector autoregression, dynamic stochastic general equilibrium model, confidence intervals, impulse response functions, identification, long run restrictions, specification error, sampling

Assessing Structural Vars

NBER Working Paper No. w12353
Number of pages: 55 Posted: 14 Jul 2006
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 26 (430,586)
Citation 30

Abstract:

14.

Prospective Deficits and the Asian Currency Crises

World Bank Policy Research Working Paper No. 2174, FRB Chicago Working Paper No. 1998-05
Number of pages: 51 Posted: 06 Jan 2005
Sergio T. Rebelo, Martin Eichenbaum and A. Craig Burnside
Northwestern University - Kellogg School of Management, Northwestern University and Duke University - Department of Economics
Downloads 116 (193,169)
Citation 89

Abstract:

15.

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

Downloads 107 (214,168)
Citation 30

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

FRB International Finance Discussion Paper No. 790
Number of pages: 16 Posted: 25 Jan 2004
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 85 (251,742)
Citation 30

Abstract:

Productivity, long-run identifying assumption, Granger-causality

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

NBER Working Paper No. w10254
Number of pages: 16 Posted: 09 Feb 2004
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 22 (453,095)
Citation 30

Abstract:

16.

Monetary Policy Shocks: What Have We Learned and to What End?

NBER Working Paper No. w6400
Number of pages: 95 Posted: 21 Jul 2000
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 107 (201,873)
Citation 455

Abstract:

17.

Fiscal Policy in the Aftermath of 9/11

Downloads 106 (215,621)
Citation 24

Fiscal Policy in the Aftermath of 9/11

FRB Chicago Working Paper No. 2004-06, FRB Chicago Working Paper No. 2004-06
Number of pages: 44 Posted: 22 Apr 2004
Martin Eichenbaum and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 78 (265,500)
Citation 24

Abstract:

Fiscal Policy in the Aftermath of 9/11

NBER Working Paper No. w10430
Number of pages: 37 Posted: 03 May 2004
Martin Eichenbaum and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 28 (420,258)
Citation 24

Abstract:

18.

Unit Roots in Real Gnp: Do We Know, and Do We Care?

NBER Working Paper No. w3130
Number of pages: 56 Posted: 14 Jan 2001 Last Revised: 23 Jul 2010
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 81 (257,170)
Citation 19

Abstract:

19.

Carry Trade and Momentum in Currency Markets

Downloads 80 (259,141)
Citation 13

Carry Trade and Momentum in Currency Markets

NBER Working Paper No. w16942
Number of pages: 44 Posted: 11 Apr 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 76 (269,695)
Citation 13

Abstract:

Carry Trade and Momentum in Currency Markets

CEPR Discussion Paper No. DP8343
Number of pages: 46 Posted: 20 Apr 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 4 (554,313)
Citation 13
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Abstract:

Exchange rates, forward rates, uncovered interest parity

Carry Trade and Momentum in Currency Markets

Annual Review of Financial Economics, Vol. 3, pp. 511-535, 2011
Posted: 10 Jan 2012
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

20.

Understanding the Great Recession

Downloads 77 (265,108)

Understanding the Great Recession

FRB International Finance Discussion Paper No. 1107
Number of pages: 66 Posted: 02 Aug 2014
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 56 (318,440)

Abstract:

Inflation, unemployment, labor force, zero lower bound

Understanding the Great Recession

NBER Working Paper No. w20040
Number of pages: 70 Posted: 14 Apr 2014
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 21 (458,813)

Abstract:

21.

Time Series Implications of the Calvo Model of Sticky Prices

FRB of Chicago Working Paper No. 2003-23
Number of pages: 43 Posted: 03 Jan 2004
Martin Eichenbaum and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 71 (271,300)
Citation 34

Abstract:

22.

The Returns to Currency Speculation in Emerging Markets

Downloads 69 (282,171)
Citation 32

The Returns to Currency Speculation in Emerging Markets

NBER Working Paper No. w12916
Number of pages: 12 Posted: 23 Feb 2007
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 66 (292,511)
Citation 32

Abstract:

The Returns to Currency Speculation in Emerging Markets

CEPR Discussion Paper No. DP6148
Number of pages: 14 Posted: 19 May 2008
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 3 (560,083)
Citation 29
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Abstract:

Carry trade, exchange rate, uncovered interest parity

23.

Understanding Booms and Busts in Housing Markets

Downloads 67 (286,727)
Citation 22

Understanding Booms and Busts in Housing Markets

NBER Working Paper No. w16734
Number of pages: 69 Posted: 31 Jan 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 37 (381,230)
Citation 22

Abstract:

Understanding Booms and Busts in Housing Markets

FRB Atlanta CQER Working Paper No. 12-02
Number of pages: 57 Posted: 22 Mar 2015
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 23 (447,337)
Citation 22

Abstract:

housing prices, real estate, social dynamics

Understanding Booms and Busts in Housing Markets

CEPR Discussion Paper No. DP8232
Number of pages: 59 Posted: 09 Feb 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 7 (538,966)
Citation 22
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Abstract:

housing prices, real estate

24.

Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions

FEDS Working Paper No. 842
Number of pages: 13 Posted: 02 Nov 2005
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 67 (273,386)
Citation 1

Abstract:

Technology shocks, hours worked, frequency domain, spectral density matrix

25.

Large Devaluations and the Real Exchange Rate

Downloads 62 (298,492)
Citation 78

Large Devaluations and the Real Exchange Rate

NBER Working Paper No. w10986
Number of pages: 49 Posted: 17 Jan 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 45 (352,469)
Citation 78

Abstract:

Large Devaluations and the Real Exchange Rate

CEPR Discussion Paper No. 4810
Number of pages: 51 Posted: 04 Apr 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 17 (482,205)
Citation 78
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Abstract:

Large Devaluations and the Real Exchange Rate

Journal of Political Economy, Vol. 113, pp. 742-784, August 2005
Posted: 10 Aug 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

26.

On the Fundamentals of Self-Fulfilling Speculative Attacks

NBER Working Paper No. w7554
Number of pages: 48 Posted: 18 Feb 2000 Last Revised: 16 Oct 2010
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 58 (298,492)
Citation 9

Abstract:

27.

Monetary Policy and the Predictability of Nominal Exchange Rates

Downloads 57 (311,238)

Monetary Policy and the Predictability of Nominal Exchange Rates

FEDS Working Paper No. 2017-037
Number of pages: 74 Posted: 10 Apr 2017
Martin Eichenbaum, Benjamin Kramer Johannsen and Sergio T. Rebelo
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 32 (401,716)

Abstract:

Exchange rates and foreign exchange, Monetary policy

Monetary Policy and the Predictability of Nominal Exchange Rates

NBER Working Paper No. w23158
Number of pages: 51 Posted: 13 Feb 2017
Martin Eichenbaum, Benjamin Kramer Johannsen and Sergio T. Rebelo
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 25 (436,069)
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Abstract:

28.

Evaluating the Calvo Model of Sticky Prices

NBER Working Paper No. w10617
Number of pages: 39 Posted: 28 Jul 2004
Martin Eichenbaum and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 55 (308,673)
Citation 57

Abstract:

29.

Modeling Money

NBER Working Paper No. w6371
Number of pages: 46 Posted: 24 Jul 2000
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 53 (311,238)
Citation 18

Abstract:

30.

Unemployment and Business Cycles

Downloads 51 (328,162)

Unemployment and Business Cycles

FRB International Finance Discussion Paper No. 1089
Number of pages: 68 Posted: 05 Dec 2013
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 30 (410,666)

Abstract:

unemployment, business cycles, wage inertia, Bayesian estimation

Unemployment and Business Cycles

NBER Working Paper No. w19265
Number of pages: 43 Posted: 01 Aug 2013
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 21 (458,813)

Abstract:

31.

Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates

NBER Working Paper No. w4271
Number of pages: 47 Posted: 04 Jul 2004
Martin Eichenbaum and Charles L. Evans
Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 49 (325,212)
Citation 132

Abstract:

32.

Understanding the Forward Premium Puzzle: A Microstructure Approach

Downloads 48 (337,083)
Citation 22

Understanding the Forward Premium Puzzle: A Microstructure Approach

NBER Working Paper No. w13278
Number of pages: 31 Posted: 23 Jul 2007
Martin Eichenbaum, A. Craig Burnside and Sergio T. Rebelo
Northwestern University, Duke University - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 42 (362,700)
Citation 22

Abstract:

Understanding the Forward Premium Puzzle: A Microstructure Approach

CEPR Discussion Paper No. DP6399
Number of pages: 33 Posted: 30 May 2008
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 6 (544,074)
Citation 22
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Abstract:

Exchange rates, microstructure, Uncovered interest parity

33.

How do Canadian Hours Worked Respond to a Technology Shock?

FRB International Finance Discussion Paper No. 774
Number of pages: 22 Posted: 06 Oct 2003
Lawrence J. Christiano, Martin Eichenbaum and Robert Vigfusson
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 48 (328,162)
Citation 1

Abstract:

productivity, long-run restriction, hours worked, weak instruments

34.

The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds

NBER Working Paper No. w4699
Number of pages: 53 Posted: 22 Jun 2000
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 47 (325,212)
Citation 155

Abstract:

35.

Reference Prices and Nominal Rigidities

Downloads 45 (346,244)
Citation 43

Reference Prices and Nominal Rigidities

NBER Working Paper No. w13829
Number of pages: 53 Posted: 10 Mar 2008
Martin Eichenbaum, Nir Jaimovich and Sergio T. Rebelo
Northwestern University, Duke University and Northwestern University - Kellogg School of Management
Downloads 41 (366,237)
Citation 43

Abstract:

Reference Prices and Nominal Rigidities

CEPR Discussion Paper No. DP6709
Number of pages: 50 Posted: 10 Jun 2008
Martin Eichenbaum, Nir Jaimovich and Sergio T. Rebelo
Northwestern University, Duke University and Northwestern University - Kellogg School of Management
Downloads 4 (554,313)
Citation 43
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Abstract:

markups, nominal cost inertia, nominal price inertia

36.

A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty

NBER Working Paper No. w1981
Number of pages: 43 Posted: 09 Mar 2004
Martin Eichenbaum, Lars Peter Hansen and Kenneth J. Singleton
Northwestern University, University of Chicago - Department of Economics and Stanford University - Graduate School of Business
Downloads 44 (334,097)
Citation 76

Abstract:

37.

Identification and the Liquidity Effect of a Monetary Policy Shock

NBER Working Paper No. w3920
Number of pages: 52 Posted: 26 May 2004 Last Revised: 28 Dec 2011
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 41 (331,139)
Citation 32

Abstract:

38.

Understanding the Effects of a Shock to Government Purchases

NBER Working Paper No. w6737
Number of pages: 48 Posted: 07 Jan 1999
Wendy Edelberg, Martin Eichenbaum and Jonas D. M. Fisher
U.S. Board of Governors of the Federal Reserve System, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 40 (355,875)
Citation 81

Abstract:

39.

Fiscal Shocks and Their Consequences

NBER Working Paper No. w9772
Number of pages: 45 Posted: 15 Jun 2003 Last Revised: 03 Nov 2010
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 39 (352,637)
Citation 76

Abstract:

40.

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

NBER Working Paper No. w2181
Number of pages: 52 Posted: 04 Jan 2007
Martin Eichenbaum and Lars Peter Hansen
Northwestern University and University of Chicago - Department of Economics
Downloads 34 (362,586)
Citation 42

Abstract:

41.

The Permanent Income Hypothesis Revisited

NBER Working Paper No. w2209
Number of pages: 66 Posted: 11 Jan 2001
Lawrence J. Christiano, Martin Eichenbaum and David A. Marshall
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago
Downloads 34 (384,400)
Citation 20

Abstract:

42.

Why are Rates of Inflation so Low after Large Devaluations?

NBER Working Paper No. w8748
Number of pages: 54 Posted: 01 Feb 2002
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 33 (380,607)
Citation 36

Abstract:

43.

Inside Money, Outside Money and Short Term Interest Rates

NBER Working Paper No. w5269
Number of pages: 54 Posted: 15 Sep 2000
Varadarajan V. Chari, Lawrence J. Christiano and Martin Eichenbaum
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 33 (366,122)
Citation 19

Abstract:

44.

Liquidity Effects and the Monetary Transmission Mechanism

NBER Working Paper No. w3974
Number of pages: 15 Posted: 03 Jul 2007
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 31 (384,400)
Citation 62

Abstract:

45.

Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

NBER Working Paper No. w2700
Number of pages: 59 Posted: 14 Jan 2001
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 30 (392,213)
Citation 45

Abstract:

46.

Real Business Cycle Theory: Wisdom or Whimsy?

NBER Working Paper No. w3432
Number of pages: 25 Posted: 13 Nov 2007
Martin Eichenbaum
Northwestern University
Downloads 29 (380,607)
Citation 8

Abstract:

47.

Labor Hoarding and the Business Cycle

NBER Working Paper No. w3556
Number of pages: 52 Posted: 17 Oct 2007 Last Revised: 21 Sep 2010
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 29 (392,213)
Citation 51

Abstract:

48.

Modeling Exchange-Rate Passthrough after Large Devaluations

NBER Working Paper No. w11638
Number of pages: 38 Posted: 23 Nov 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 28 (396,273)
Citation 19

Abstract:

49.

Factor Hoarding and the Propagation of Business Cycles Shocks

NBER Working Paper No. w4675
Number of pages: 48 Posted: 29 Dec 2000
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University
Downloads 27 (400,426)
Citation 60

Abstract:

50.

Prospective Deficits and the Asian Currency Crisis

Downloads 27 (413,838)
Citation 97

Prospective Deficits and the Asian Currency Crisis

NBER Working Paper No. w6758
Number of pages: 54 Posted: 13 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 27 (425,278)
Citation 97

Abstract:

Prospective Deficits and the Asian Currency Crisis

Journal of Political Economy, Vol. 109, December 2001
Posted: 28 Jan 2002
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

51.

The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations

NBER Working Paper No. w11699
Number of pages: 15 Posted: 20 Jul 2006
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 25 (404,854)
Citation 11

Abstract:

52.

Capital Utilization and Returns to Scale

NBER Working Paper No. w5125
Number of pages: 52 Posted: 14 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 25 (409,225)
Citation 81

Abstract:

53.

The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations

CEPR Discussion Paper No. 5306
Number of pages: 16 Posted: 30 Dec 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 24 (428,572)
Citation 10
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Abstract:

Nominal exchange rates, tradeable goods, nontradeable goods, prices

54.

Liquidity Effects, Monetary Policy, and the Business Cycle

NBER Working Paper No. w4129
Number of pages: 51 Posted: 09 Jun 2004
Martin Eichenbaum and Lawrence J. Christiano
Northwestern University and Northwestern University
Downloads 24 (400,426)
Citation 37

Abstract:

55.

Temporal Aggregation and Structural Inference in Macroeconomics

NBER Working Paper No. t0060
Number of pages: 76 Posted: 14 Jan 2001 Last Revised: 02 Sep 2010
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 24 (413,838)
Citation 14

Abstract:

56.

Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment

NBER Working Paper No. w2523
Number of pages: 31 Posted: 04 Jul 2004
Martin Eichenbaum
Northwestern University
Downloads 23 (413,838)
Citation 15

Abstract:

57.

Modeling Exchange Rate Pass-Through after Large Devaluations

CEPR Discussion Paper No. 5250
Number of pages: 40 Posted: 27 Oct 2005
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 22 (438,897)
Citation 18
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Abstract:

Exchange rate, devaluations, pass-through, sticky prices

58.

Fiscal Shocks in an Efficiency Wage Model

NBER Working Paper No. w7515
Number of pages: 23 Posted: 05 May 2000
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 22 (438,897)
Citation 7

Abstract:

59.

Sticky Price and Limited Participation Models of Money: A Comparison

NBER Working Paper No. w5804
Number of pages: 58 Posted: 20 Jan 1997
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 22 (409,225)
Citation 81

Abstract:

60.

Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?

NBER Working Paper No. w1932
Number of pages: 71 Posted: 12 Apr 2004
Martin Eichenbaum and Kenneth J. Singleton
Northwestern University and Stanford University - Graduate School of Business
Downloads 21 (418,650)
Citation 10

Abstract:

61.

Sectoral Solow Residuals

NBER Working Paper No. w5286
Number of pages: 13 Posted: 12 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 20 (396,273)
Citation 18

Abstract:

62.

Small Sample Properties of Generalized Method of Moments Based Wald Tests

NBER Working Paper No. t0155
Number of pages: 50 Posted: 11 Jul 2000
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University
Downloads 20 (428,572)
Citation 3

Abstract:

63.

The Output, Employment, and Interest Rate Effects of Government Consumption

NBER Working Paper No. w3330
Number of pages: 47 Posted: 07 Aug 2007 Last Revised: 10 Aug 2010
S. Rao Aiyagari, Lawrence J. Christiano and Martin Eichenbaum
University of Rochester - William E. Simon Graduate School of Business Administration (Deceased), Northwestern University and Northwestern University
Downloads 19 (433,704)
Citation 27

Abstract:

64.

Why Are Rates of Inflation So Low After Large Devaluations

CEPR Discussion Paper No. 3178
Number of pages: 56 Posted: 19 Feb 2002
Ariel T. Burstein, Martin Eichenbaum and Sergio T. Rebelo
University of California, Los Angeles (UCLA) - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 18 (459,779)
Citation 36
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Abstract:

Inflation, devaluation, exchange rates

65.

Capital Accumulation and Annuities in an Adverse Selection Economy

NBER Working Paper No. w2046
Number of pages: 35 Posted: 27 Apr 2000 Last Revised: 07 Aug 2010
Martin Eichenbaum and Dan Peled
Northwestern University and University of Haifa - Department of Economics
Downloads 18 (459,779)
Citation 6

Abstract:

66.

Expectation Traps and Discretion

NBER Working Paper No. w5541
Number of pages: 39 Posted: 19 Aug 1996 Last Revised: 01 Oct 2010
Varadarajan V. Chari, Lawrence J. Christiano and Martin Eichenbaum
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 17 (454,586)
Citation 28

Abstract:

67.

How Frequent are Small Price Changes?

NBER Working Paper No. w17956
Number of pages: 37 Posted: 31 Mar 2012 Last Revised: 04 Apr 2012
Martin Eichenbaum, Nir Jaimovich, Sergio T. Rebelo and Josephine Smith
Northwestern University, Duke University, Northwestern University - Kellogg School of Management and New York University (NYU) - Department of Finance
Downloads 13 (454,586)
Citation 7

Abstract:

68.

Assessing the Effects of Fiscal Shocks

NBER Working Paper No. w7459
Number of pages: 45 Posted: 08 Aug 2012
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 12 (480,604)
Citation 22

Abstract:

69.

Factor-Hoarding and the Propagation of Business-Cycle Shocks

AMERICAN ECONOMIC REVIEW, Vol. 86, No. 5, December 1996
Posted: 24 Feb 1997
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University

Abstract:

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