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

SCHOLARLY PAPERS

73

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in Total Papers Downloads

6,593

SSRN CITATIONS
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SSRN RANKINGS

Top 74

in Total Papers Citations

2,317

CROSSREF CITATIONS

3,005

Scholarly Papers (73)

1.
Downloads 509 ( 54,703)
Citation 33

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
Boston College, Carroll School of Management, Northwestern University, Stevens Institute of Technology - School of Business and Northwestern University - Kellogg School of Management
Downloads 489 (56,952)
Citation 5

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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 20 (545,082)
Citation 1

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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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bond yields, Equity premium, risk premium

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
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 368 (80,246)
Citation 78

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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
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 70 (336,177)

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Do Peso Problems Explain the Returns to the Carry Trade?

CEPR Discussion Paper No. DP6873
Number of pages: 74 Posted: 20 Aug 2008
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 5 (648,643)
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carry trade, exchange rates, Uncovered interest parity

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 299 (101,571)
Citation 616

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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 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

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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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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 370 (79,714)

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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
Downloads 34 (464,264)
Citation 5

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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
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 212 (144,706)

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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
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 41 (433,160)

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Firm-Specific Capital, Nominal Rigidities and the Business Cycle

CEPR Discussion Paper No. 4858
Number of pages: 52 Posted: 11 May 2005
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 20 (545,082)
Citation 64
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6.
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Citation 6

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
Downloads 239 (128,579)

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Stock market returns

Long-Run Bulls and Bears

NBER Working Paper No. w20858
Number of pages: 39 Posted: 20 Jan 2015
Downloads 24 (519,284)

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Long-Run Bulls and Bears

CEPR Discussion Paper No. DP10351
Number of pages: 39 Posted: 23 Jan 2015
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stock market returns

7.
Downloads 258 (119,368)
Citation 1

The Returns to Currency Speculation

NBER Working Paper No. w12489
Number of pages: 61 Posted: 01 Dec 2006 Last Revised: 18 Aug 2010
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 207 (148,062)

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The Returns to Currency Speculation

CEPR Discussion Paper No. 5883
Number of pages: 59 Posted: 28 Dec 2006
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 51 (395,040)
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8.
Downloads 222 (138,802)
Citation 7

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 171 (176,623)

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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 30 (484,099)

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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 (538,555)
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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 193 (158,459)

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10.
Downloads 173 (174,725)
Citation 38

What Happens after a Technology Shock?

FRB International Finance Discussion Paper No. 768
Number of pages: 54 Posted: 18 Aug 2003
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 106 (258,487)

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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 Last Revised: 09 Aug 2003
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 67 (344,428)
Citation 1

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11.
Downloads 156 (190,895)
Citation 76

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)

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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
Downloads 69 (338,838)
Citation 75

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multiplier, zero bound, deflation spiral

12.
Downloads 155 (191,992)
Citation 14

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

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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 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
Downloads 29 (489,558)

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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 (551,619)
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Currency crisis, banking crisis, speculative attacks, seigniorage, fiscal reform, bailouts

13.
Downloads 134 (216,151)
Citation 20

Assessing Structural Vars

FRB International Finance Discussion Paper No. 866
Number of pages: 60 Posted: 03 Nov 2006
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 106 (258,487)
Citation 14

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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 Last Revised: 11 Sep 2006
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 28 (495,201)
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
Downloads 128 (224,019)
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
Downloads 122 (232,322)
Citation 158

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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
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 89 (290,774)
Citation 18

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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 Last Revised: 10 Jul 2010
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 25 (513,024)
Citation 1

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17.
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Citation 18

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 81 (308,502)

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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
Downloads 30 (484,099)
Citation 9

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18.
Downloads 109 (252,143)
Citation 52

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)

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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 (656,408)
Citation 11
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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

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19.
Downloads 93 (280,455)
Citation 76

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)

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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 25 (513,024)
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
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 91 (284,399)

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Monetary Policy

21.
Downloads 86 (294,708)
Citation 60

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 42 (429,083)

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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 37 (450,557)
Citation 5

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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 (633,968)
Citation 4
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housing prices, real estate

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
Downloads 85 (296,822)

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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

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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 (665,213)
Citation 4
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Carry trade, exchange rate, uncovered interest parity

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
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 53 (388,089)

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Exchange rates and foreign exchange, Monetary policy

Monetary Policy and the Predictability of Nominal Exchange Rates

NBER Working Paper No. w23158
Number of pages: 52 Posted: 13 Feb 2017
Northwestern University, Board of Governors of the Federal Reserve System and Northwestern University - Kellogg School of Management
Downloads 30 (484,099)

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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
Downloads 77 (314,883)
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
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 76 (317,334)

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

27.
Downloads 66 (342,864)
Citation 107

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
Downloads 49 (402,302)
Citation 1

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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 (564,656)
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
Downloads 65 (345,618)

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29.
Downloads 64 (348,401)
Citation 31

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 38 (446,182)
Citation 7

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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 26 (506,951)
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
Downloads 64 (348,401)

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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
Downloads 61 (357,042)
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
Downloads 60 (359,964)
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
Downloads 57 (369,100)
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
Downloads 56 (372,338)
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
Downloads 55 (375,511)
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
Northwestern University, Northwestern University and Federal Reserve Board - Trade and Quantitative Studies
Downloads 55 (375,511)
Citation 1

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

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
Downloads 47 (409,506)

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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 (641,258)
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Exchange rates, microstructure, Uncovered interest parity

38.
Downloads 48 (398,786)
Citation 82

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)

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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 (656,408)
Citation 7
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markups, nominal cost inertia, nominal price inertia

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
Downloads 47 (402,169)
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
Downloads 43 (416,739)
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
Downloads 42 (420,524)

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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
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 42 (420,524)
Citation 3

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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
Downloads 40 (428,216)
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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
Downloads 40 (428,216)
Citation 4

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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
Downloads 38 (436,515)
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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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
Downloads 36 (444,780)
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
Downloads 35 (448,961)

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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
Downloads 34 (453,337)
Citation 3

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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
Downloads 34 (453,337)
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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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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

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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
Downloads 33 (457,716)
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
Downloads 32 (462,156)
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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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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
Downloads 32 (462,156)
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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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59.
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Citation 20

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
Downloads 31 (478,931)
Citation 20

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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

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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
Downloads 30 (471,586)
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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
Downloads 26 (492,342)
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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
Downloads 25 (497,822)

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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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Nominal exchange rates, tradeable goods, nontradeable goods, prices

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
Downloads 24 (503,512)

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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
Northwestern University, Duke University, Northwestern University - Kellogg School of Management and New York University (NYU) - Department of Finance
Downloads 23 (509,096)
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
Downloads 22 (515,059)
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Exchange rate, devaluations, pass-through, sticky prices

67.

Expectation Traps and Discretion

NBER Working Paper No. w5541
Number of pages: 39 Posted: 19 Aug 1996 Last Revised: 01 Oct 2010
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 22 (515,059)
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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
Downloads 20 (526,800)
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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
Downloads 18 (538,582)
Citation 10
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Inflation, devaluation, exchange rates

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
Downloads 17 (544,451)
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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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monetary policy, Mortgages, refinancing, state dependency

72.

Does the New Keynesian Model Have a Uniqueness Problem?

NBER Working Paper No. w24612
Number of pages: 51 Posted: 25 May 2018
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

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