Cosmin L. Ilut

Duke University

100 Fuqua Drive

Durham, NC 27708-0204

United States

http://econ.duke.edu/~cli2/index.html

SCHOLARLY PAPERS

13

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CITATIONS
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in Total Papers Citations

153

Scholarly Papers (13)

1.

Monetary Policy and Stock Market Boom-Bust Cycles

ECB Working Paper No. 955
Number of pages: 99 Posted: 20 Nov 2008
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 540 (37,401)
Citation 65

Abstract:

DSGE Models, Monetary Policy, Asset price boom-busts

2.
Downloads 284 ( 89,921)
Citation 62

Monetary Policy and Stock Market Booms

Economic Research Initiatives at Duke (ERID) Working Paper No. 69
Number of pages: 48 Posted: 01 Oct 2010 Last Revised: 06 Aug 2014
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 239 (107,431)
Citation 61

Abstract:

Inflation Targeting, Sticky Prices, Sticky Wages, Stock Price Boom, DSGE Model, New Keynesian Model, News, Interest Rate Rule

Monetary Policy and Stock Market Booms

NBER Working Paper No. w16402
Number of pages: 48 Posted: 04 Oct 2010
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 45 (355,077)
Citation 62

Abstract:

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

Number of pages: 61 Posted: 10 Feb 2017 Last Revised: 27 Apr 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 212 (121,721)

Abstract:

business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

CESifo Working Paper Series No. 6414
Number of pages: 65 Posted: 08 May 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 17 (485,313)

Abstract:

business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

US Census Bureau Center for Economic Studies Paper No. CES-WP-15-02
Number of pages: 64 Posted: 04 Mar 2015 Last Revised: 21 Jan 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 15 (496,928)

Abstract:

business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

NBER Working Paper No. w20473
Number of pages: 62 Posted: 15 Sep 2014
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 5 (552,480)

Abstract:

4.

Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle

Economic Research Initiatives at Duke (ERID) Working Paper No. 33
Number of pages: 57 Posted: 17 May 2010 Last Revised: 19 May 2010
Cosmin L. Ilut
Duke University
Downloads 172 (123,216)
Citation 13

Abstract:

uncovered interest rate parity, carry trade, ambiguity aversion, robust filtering

5.
Downloads 142 (173,746)
Citation 5

Ambiguous Business Cycles

Economic Research Initiatives at Duke (ERID) Working Paper No. 123
Number of pages: 54 Posted: 27 Jan 2012
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 131 (185,924)
Citation 5

Abstract:

Ambiguous Business Cycles

NBER Working Paper No. w17900
Number of pages: 54 Posted: 10 Mar 2012
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 11 (520,219)
Citation 5

Abstract:

6.

Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History

Number of pages: 29 Posted: 18 Nov 2005
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 116 (197,212)
Citation 1

Abstract:

reputation, sovereign bank loan spreads, default risk, rational expectations

7.

Monetary/Fiscal Policy Mix and Agents’ Beliefs

Economic Research Initiatives at Duke (ERID) Working Paper No. 119
Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 13 Mar 2015
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 107 (185,335)
Citation 3

Abstract:

Fiscal policy, monetary policy, infl‡ation, Markov-switching DSGE, Bayesian methods.

8.

Evidence for Dynamic Contracts in Sovereign Bank Lending

Economic Research Initiatives at Duke (ERID) Working Paper No. 96
Number of pages: 31 Posted: 21 Apr 2011
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 80 (242,716)

Abstract:

reputation, dynamic contracts, sovereign bank loan spreads, rational expectations, default risk

Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

NBER Working Paper No. w20081
Number of pages: 63 Posted: 06 May 2014
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 9 (531,334)
Citation 1

Abstract:

Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

CEPR Discussion Paper No. DP11950
Number of pages: 65 Posted: 04 Apr 2017
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 0
Citation 1
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Abstract:

Asset Pricing, Business cycle, DSGE, Markov-switching

10.

Evidence for Relational Contracts in Sovereign Bank Lending

NBER Working Paper No. w20391
Number of pages: 35 Posted: 25 Aug 2014
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 3 (527,963)

Abstract:

11.
Downloads 3 (537,710)
Citation 3

Monetary/Fiscal Policy Mix and Agents' Beliefs

NBER Working Paper No. w20194
Number of pages: 47 Posted: 11 Jun 2014
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 3 (563,670)
Citation 3

Abstract:

Monetary/Fiscal Policy Mix and Agents' Beliefs

CEPR Discussion Paper No. DP9645
Number of pages: 49 Posted: 17 Sep 2013
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 0
Citation 3
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Abstract:

Bayesian estimation, DSGE, Fiscal policy, general equilbrium., Great Inflation, Markov-switching

12.

Learning, Confidence, and Business Cycles

NBER Working Paper No. w22958
Number of pages: 61 Posted: 19 Dec 2016
Cosmin L. Ilut and Hikaru Saijo
Duke University and University of California, Santa Cruz
Downloads 0 (523,414)
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Abstract:

13.

Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty

NBER Working Paper No. w22490
Number of pages: 62 Posted: 08 Aug 2016
Cosmin L. Ilut, Rosen Valchev and Nicolas Vincent
Duke University, Boston College and HEC Montreal - Institute of Applied Economics
Downloads 0 (532,568)
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Abstract: