Author Page for Martin Eichenbaum

1.

Valuation Risk and Asset Pricing

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Citation 33

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, Stevens Institute of Technology - School of Business and Northwestern University - Kellogg School of Management

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Citation 5

Abstract:

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

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Citation 1

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

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2.

Do Peso Problems Explain the Returns to the Carry Trade?

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Citation 72

3

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

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Citation 78

Abstract:

Do Peso Problems Explain the Returns to the Carry Trade?

NBER Working Paper No. w14054

Number of pages: 57 Posted: 09 Jun 2008 Last Revised: 01 Oct 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

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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

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3.

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

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Citation 603

3

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

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Citation 616

Abstract:

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 Last Revised: 06 Aug 2001

Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans

Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department

Downloads 113 (246,885)

Citation 14

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

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4.

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

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Citation 76

2

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

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Abstract:

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

NBER Working Paper No. w7143

Number of pages: 59 Posted: 05 Sep 2000 Last Revised: 12 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

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Citation 5

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5.

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

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Citation 67

3

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

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Abstract:

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

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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

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Citation 64

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6.

Long-Run Bulls and Bears

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Citation 6

3

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

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Abstract:

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

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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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7.

The Returns to Currency Speculation

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Citation 1

2

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

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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

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8.

On the Fiscal Implications of Twin Crises

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Citation 7

3

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

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Abstract:

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

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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

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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

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10.

What Happens after a Technology Shock?

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Citation 38

2

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 J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Abstract:

What Happens after a Technology Shock?

NBER Working Paper No. w9819

Number of pages: 54 Posted: 05 Jul 2003 Last Revised: 09 Aug 2003

Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Citation 1

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11.

When is the Government Spending Multiplier Large?

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Citation 76

2

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 87 (295,108)

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 T. Rebelo

Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management

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Citation 75

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12.

Government Finance in the Wake of Currency Crises

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Citation 14

3

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 107 (256,740)

Citation 1

Abstract:

Government Finance in the Wake of Currency Crises

NBER Working Paper No. w9786

Number of pages: 66 Posted: 23 Jun 2003 Last Revised: 04 Nov 2010

A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo

Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

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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

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13.

Assessing Structural Vars

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Citation 20

2

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 J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

Downloads 106 (258,487)

Citation 14

Abstract:

Assessing Structural Vars

NBER Working Paper No. w12353

Number of pages: 55 Posted: 14 Jul 2006 Last Revised: 11 Sep 2006

Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Citation 1

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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

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Citation 1

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15.

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

NBER Working Paper No. w6400

Number of pages: 95 Posted: 21 Jul 2000 Last Revised: 01 Jul 2010

Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans

Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department

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Citation 158

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16.

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

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Citation 20

2

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 J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Citation 18

Abstract:

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 Last Revised: 10 Jul 2010

Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Citation 1

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17.

Fiscal Policy in the Aftermath of 9/11

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Citation 18

2

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

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Abstract:

Fiscal Policy in the Aftermath of 9/11

NBER Working Paper No. w10430

Number of pages: 37 Posted: 03 May 2004 Last Revised: 03 Jul 2010

Martin Eichenbaum and Jonas D. M. Fisher

Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department

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Citation 9

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18.

Carry Trade and Momentum in Currency Markets

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Citation 52

3

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 105 (260,265)

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

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Citation 11

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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

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19.

Understanding the Great Recession

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Citation 76

2

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 68 (341,591)

Abstract:

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

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Citation 4

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20.

Understanding the Volatility of the Canadian Exchange Rate

C.D. Howe Institute Commentary No. 502

Number of pages: 24 Posted: 21 Feb 2018

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

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21.

Understanding Booms and Busts in Housing Markets

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Citation 60

3

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

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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

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Citation 5

Abstract:

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

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Citation 4

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22.

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

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23.

The Returns to Currency Speculation in Emerging Markets

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Citation 65

2

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 81 (308,502)

Citation 3

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

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Citation 4

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24.

Monetary Policy and the Predictability of Nominal Exchange Rates

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2

Monetary Policy and the Predictability of Nominal Exchange Rates

FEDS Working Paper No. 2017-037

Number of pages: 68 Posted: 10 Apr 2017 Last Revised: 15 Nov 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

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Abstract:

Monetary Policy and the Predictability of Nominal Exchange Rates

NBER Working Paper No. w23158

Number of pages: 52 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

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25.

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

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Citation 1

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26.

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 J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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27.

Large Devaluations and the Real Exchange Rate

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Citation 107

3

Large Devaluations and the Real Exchange Rate

NBER Working Paper No. w10986

Number of pages: 49 Posted: 17 Jan 2005 Last Revised: 10 Jul 2010

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

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Citation 1

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

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Citation 9

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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

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28.

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

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29.

Unemployment and Business Cycles

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Citation 31

2

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

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Citation 7

Abstract:

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

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Citation 24

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30.

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

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31.

Evaluating the Calvo Model of Sticky Prices

NBER Working Paper No. w10617

Number of pages: 39 Posted: 28 Jul 2004 Last Revised: 07 Jul 2010

Martin Eichenbaum and Jonas D. M. Fisher

Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department

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Citation 1

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32.

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

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Citation 2

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33.

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

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Citation 15

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34.

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

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Citation 2

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35.

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 Last Revised: 12 Sep 2010

Martin Eichenbaum and Charles L. Evans

Northwestern University and Federal Reserve Bank of Chicago - Research Department

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Citation 7

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36.

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 J. Vigfusson

Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies

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Citation 1

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37.

Understanding the Forward Premium Puzzle: A Microstructure Approach

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Citation 21

2

Understanding the Forward Premium Puzzle: A Microstructure Approach

NBER Working Paper No. w13278

Number of pages: 31 Posted: 23 Jul 2007 Last Revised: 05 Oct 2007

Martin Eichenbaum, A. Craig Burnside and Sergio T. Rebelo

Northwestern University, Duke University - Department of Economics and Northwestern University - Kellogg School of Management

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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

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38.

Reference Prices and Nominal Rigidities

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Citation 82

2

Reference Prices and Nominal Rigidities

NBER Working Paper No. w13829

Number of pages: 53 Posted: 10 Mar 2008 Last Revised: 12 Sep 2009

Martin Eichenbaum, Nir Jaimovich and Sergio T. Rebelo

Northwestern University, Duke University and Northwestern University - Kellogg School of Management

Downloads 44 (421,054)

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

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Citation 7

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39.

Understanding the Effects of a Shock to Government Purchases

NBER Working Paper No. w6737

Number of pages: 48 Posted: 07 Jan 1999 Last Revised: 16 May 2000

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 48 (398,786)

Citation 14

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40.

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

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Citation 5

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41.

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

NBER Working Paper No. w2181

Number of pages: 52 Posted: 04 Jan 2007 Last Revised: 09 Sep 2008

Martin Eichenbaum and Lars Peter Hansen

Northwestern University and University of Chicago - Department of Economics

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Citation 2

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42.

Why are Rates of Inflation so Low after Large Devaluations?

NBER Working Paper No. w8748

Number of pages: 54 Posted: 01 Feb 2002 Last Revised: 02 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

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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

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Citation 3

Abstract:

44.

On DSGE Models

NBER Working Paper No. w24811

Number of pages: 37 Posted: 16 Jul 2018

Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt

Northwestern University, Northwestern University and Free University of Berlin (FUB) - Department of Business and Economics

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45.

Real Business Cycle Theory: Wisdom or Whimsy?

NBER Working Paper No. w3432

Number of pages: 25 Posted: 13 Nov 2007

Martin Eichenbaum

Northwestern University

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Citation 4

Abstract:

46.

The Permanent Income Hypothesis Revisited

NBER Working Paper No. w2209

Number of pages: 66 Posted: 11 Jan 2001 Last Revised: 17 Jul 2010

Lawrence J. Christiano, Martin Eichenbaum and David A. Marshall

Northwestern University, Northwestern University and Federal Reserve Bank of Chicago

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Citation 1

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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

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Citation 1

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48.

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

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Citation 64

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49.

Modeling Exchange-Rate Passthrough after Large Devaluations

NBER Working Paper No. w11638

Number of pages: 38 Posted: 23 Nov 2005 Last Revised: 05 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

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Abstract:

50.

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

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Citation 3

Abstract:

51.

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

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Citation 1

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52.

Sticky Price and Limited Participation Models of Money: A Comparison

NBER Working Paper No. w5804

Number of pages: 58 Posted: 20 Jan 1997 Last Revised: 14 May 2000

Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans

Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department

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Citation 2

Abstract:

53.

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 33 (457,716)

Citation 10

Abstract:

54.

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

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Citation 3

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55.

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

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Citation 1

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56.

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

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Abstract:

57.

Capital Utilization and Returns to Scale

NBER Working Paper No. w5125

Number of pages: 52 Posted: 14 Jul 2000 Last Revised: 30 Jul 2010

A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo

Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

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Citation 7

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58.

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

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Abstract:

59.

Prospective Deficits and the Asian Currency Crisis

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Citation 20

2

Prospective Deficits and the Asian Currency Crisis

NBER Working Paper No. w6758

Number of pages: 54 Posted: 13 Jul 2000 Last Revised: 05 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

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Citation 20

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:

60.

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

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Citation 1

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61.

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

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Citation 3

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62.

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

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Abstract:

63.

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

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64.

Fiscal Shocks in an Efficiency Wage Model

NBER Working Paper No. w7515

Number of pages: 23 Posted: 05 May 2000 Last Revised: 15 Oct 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

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Abstract:

65.

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

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Citation 1

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66.

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

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67.

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

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Citation 3

Abstract:

68.

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

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Citation 1

Abstract:

69.

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

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Citation 10

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70.

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

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Citation 6

Abstract:

71.

State Dependent Effects of Monetary Policy: The Refinancing Channel

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Citation 1

2

State Dependent Effects of Monetary Policy: The Refinancing Channel

NBER Working Paper No. w25152

Number of pages: 62 Posted: 16 Oct 2018 Last Revised: 08 Nov 2018

Martin Eichenbaum, Sergio T. Rebelo and Arlene Wong

Northwestern University, Northwestern University - Kellogg School of Management and Princeton University

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State Dependent Effects of Monetary Policy: The Refinancing Channel

CEPR Discussion Paper No. DP13223

Number of pages: 52 Posted: 08 Oct 2018

Martin Eichenbaum, Sergio T. Rebelo and Arlene Wong

Northwestern University, Northwestern University - Kellogg School of Management and Princeton University

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72.

Does the New Keynesian Model Have a Uniqueness Problem?

NBER Working Paper No. w24612

Number of pages: 51 Posted: 25 May 2018

Lawrence J. Christiano, Martin Eichenbaum and Benjamin Kramer Johannsen

Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System

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73.

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

Martin Eichenbaum

Northwestern University

National Bureau of Economic Research (NBER)

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