Morten O. Ravn

European University Institute - Economics Department (ECO)

Professor

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

London Business School - Department of Economics

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

University of Southampton

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 28,351

SSRN RANKINGS

Top 28,351

in Total Papers Downloads

1,661

SSRN CITATIONS
Rank 643

SSRN RANKINGS

Top 643

in Total Papers Citations

121

CROSSREF CITATIONS

1,214

Scholarly Papers (31)

On Adjusting the Hp-Filter for the Frequency of Observations

CESifo Working Paper Series No. 479; LBS, Department of Economics, Working Paper No. DP 2001/1
Number of pages: 21 Posted: 11 Jul 2001
Morten O. Ravn and Harald Uhlig
European University Institute - Economics Department (ECO) and University of Chicago - Department of Economics
Downloads 251 (123,932)
Citation 1

Abstract:

Loading...

On Adjusting the Hp-Filter for the Frequency of Observations

London Business School Economics Discussion Paper No. DP 2001/1
Number of pages: 20 Posted: 13 Mar 2003
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 66 (351,583)
Citation 15

Abstract:

Loading...

On Adjusting the Hp-Filter for the Frequency of Observations

CEPR Discussion Paper No. 2858
Number of pages: 24 Posted: 21 Jul 2001
Morten O. Ravn and Harald Uhlig
European University Institute - Economics Department (ECO) and University of Chicago - Department of Economics
Downloads 36 (460,727)
  • Add to Cart

Abstract:

Loading...

Business cycles, trends, HP-filter, temporal aggregation, historical business cycle properties

2.

A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-Supply Shocks: Positive vs. Negative or Big vs. Small?

Number of pages: 33 Posted: 19 Aug 1996
Morten O. Ravn and Martín Sola
European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella
Downloads 286 (108,576)
Citation 10

Abstract:

Loading...

PPP Strikes Back: Aggregation and the Real Exchange Rate

Number of pages: 55 Posted: 13 Mar 2003
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 153 (196,848)

Abstract:

Loading...

Real Exchange Rate Persistence, Purchasing Power Parity, Aggregation, Parameter Heterogeneity

PPP Strikes Back: Aggregation and the Real Exchange Rate

IMF Working Paper No. 03/68
Number of pages: 42 Posted: 28 Jan 2006
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 65 (354,443)

Abstract:

Loading...

Real exchange rate persistence, purchasing power parity, aggregation, parameter heterogeneity

PPP Strikes Back: Aggregation and the Real Exchange Rate

NBER Working Paper No. w9372
Number of pages: 42 Posted: 19 Dec 2002 Last Revised: 30 Oct 2010
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 34 (470,047)
Citation 2

Abstract:

Loading...

PPP Strikes Back: Aggregation and the Real Exchange Rate

CEPR Discussion Paper No. 3715
Number of pages: 57 Posted: 12 Feb 2003
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 23 (532,136)
Citation 6
  • Add to Cart

Abstract:

Loading...

Real exchange rate persistence, aggregation, parameter heterogeneity, purchasing power parity

PPP Strikes Back: Aggregation and the Real Exchange Rate

Quarterly Journal of Economics, Vol. 120, No. 1, pp. 1-43, February 2005
Posted: 29 Apr 2005
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School

Abstract:

Loading...

Real Exchange Rate Persistence, Purchasing Power Parity, Parameter Heterogeneity

4.
Downloads 155 (194,414)
Citation 16

Consumption Dynamics and Real Exchange Rates

London Business School Economics Discussion Paper No. 2001-2
Number of pages: 32 Posted: 06 Nov 2001
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 130 (224,930)
Citation 18

Abstract:

Loading...

Consumption risk sharing, real exchange rates, non-separabilities, habit persistence

Consumption Dynamics and Real Exchange Rates

CEPR Discussion Paper No. 2940
Number of pages: 37 Posted: 04 Oct 2001
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 25 (519,478)
  • Add to Cart

Abstract:

Loading...

Consumption risk sharing, habit persistence, non-separabilities, real exchange rates

5.

Relative Price Riddles in International Business Cycle Theory: Are Transport Costs the Explanation?

Universitat Pompeu Fabra Economics WP No. 312
Number of pages: 32 Posted: 07 Jan 1999
Elisabetta Mazzenga and Morten O. Ravn
University of Rome Tor Vergata - Faculty of Economics and European University Institute - Economics Department (ECO)
Downloads 119 (239,649)
Citation 1

Abstract:

Loading...

6.
Downloads 68 (341,783)
Citation 12

Deep Habits

NBER Working Paper No. W10261
Number of pages: 42 Posted: 31 Jan 2004
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 48 (410,873)
Citation 4

Abstract:

Loading...

Deep Habits

CEPR Discussion Paper No. 4269
Number of pages: 44 Posted: 01 Apr 2004
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 20 (551,640)
  • Add to Cart

Abstract:

Loading...

Habit formation, customer market models, switching cost models, time varying mark-ups, business cycles

7.
Downloads 61 (361,585)
Citation 2

"Aggregation Bias" Does Explain the PPP Puzzle

NBER Working Paper No. w11607
Number of pages: 33 Posted: 01 Nov 2005 Last Revised: 20 Sep 2010
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 47 (414,653)

Abstract:

Loading...

'Aggregation Bias' Does Explain the PPP Puzzle

CEPR Discussion Paper No. 5237
Number of pages: 35 Posted: 24 Oct 2005
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 14 (592,054)
  • Add to Cart

Abstract:

Loading...

Goods market integration, heterogenous dynamics, relative prices

8.
Downloads 45 (414,482)
Citation 13

The Macroeconomics of Subsistence Points

NBER Working Paper No. w11012
Number of pages: 16 Posted: 26 Jan 2005 Last Revised: 05 Aug 2010
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 28 (501,633)

Abstract:

Loading...

The Macroeconomics of Subsistence Points

CEPR Discussion Paper No. 4843
Number of pages: 18 Posted: 05 May 2005
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 17 (571,677)
  • Add to Cart

Abstract:

Loading...

Non-homothetic preferences, time-varying markups, business cycles

Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate

NBER Working Paper No. w13328
Number of pages: 38 Posted: 24 Aug 2007 Last Revised: 22 Oct 2007
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 40 (442,891)
Citation 1

Abstract:

Loading...

Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate

CEPR Discussion Paper No. DP6541
Number of pages: 40 Posted: 05 Jun 2008
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 1 (697,073)
Citation 9
  • Add to Cart

Abstract:

Loading...

Countercyclical Mark-ups, Deep Habits, Government Spending Shocks, Real exchange rate movements

10.
Downloads 36 (450,311)
Citation 11

The Consumption-Tightness Puzzle

NBER Working Paper No. w12421
Number of pages: 40 Posted: 13 Aug 2006 Last Revised: 31 Oct 2006
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 21 (545,136)

Abstract:

Loading...

The Consumption-Tightness Puzzle

CEPR Discussion Paper No. 5670
Number of pages: 38 Posted: 28 Jul 2006
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 15 (585,030)
  • Add to Cart

Abstract:

Loading...

Labour market participation, matching models, intensive search margin, labour market tightness, unemployment, homework

11.
Downloads 27 (493,093)
Citation 5

Incomplete Cost Pass-Through Under Deep Habits

NBER Working Paper No. w12961
Number of pages: 20 Posted: 15 Mar 2007
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 24 (525,810)

Abstract:

Loading...

Incomplete Cost Pass-Through Under Deep Habits

CEPR Discussion Paper No. DP6674
Number of pages: 25 Posted: 09 Jun 2008
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 3 (672,649)
  • Add to Cart

Abstract:

Loading...

cost pass-through, deep habits, markups

12.
Downloads 27 (493,093)
Citation 8

Pricing to Habits and the Law of One Price

NBER Working Paper No. w12731
Number of pages: 14 Posted: 06 Dec 2006 Last Revised: 03 May 2007
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 24 (525,810)
Citation 5

Abstract:

Loading...

Pricing to Habits and the Law of One Price

CEPR Discussion Paper No. 6030
Number of pages: 16 Posted: 26 Jun 2007
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 3 (672,649)
  • Add to Cart

Abstract:

Loading...

Countercyclical markup, deep habits, government spending, Law of one price, real exchange rate

Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks

NBER Working Paper No. w16289
Number of pages: 52 Posted: 24 Aug 2010
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 23 (532,136)

Abstract:

Loading...

Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks

CEPR Discussion Paper No. DP7370
Number of pages: 53 Posted: 26 Aug 2009
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 2 (683,394)
Citation 1
  • Add to Cart

Abstract:

Loading...

anticipation effects, business cycles, fiscal policy, tax liabilities

14.

Markov Switching Causality and the Money-Output Relationship

CEPR Discussion Paper No. 3803
Number of pages: 30 Posted: 23 Apr 2003
Zacharias Psaradakis, Morten O. Ravn and Martín Sola
University of London - Economics, Mathematics and Statistics, European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella
Downloads 24 (509,810)
  • Add to Cart

Abstract:

Loading...

Granger causality, Markov chain, regime switching, structural instability

15.

Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks

National Bank of Belgium Working Paper No. 181
Number of pages: 60 Posted: 24 Sep 2010 Last Revised: 27 Sep 2010
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 22 (521,428)
Citation 39

Abstract:

Loading...

policy shocks, tax liabilities, anticipation effects, business cycles

16.
Downloads 22 (521,428)
Citation 2

One TV, One Price?

NBER Working Paper No. w15418
Number of pages: 38 Posted: 26 Oct 2009 Last Revised: 19 Aug 2010
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 16 (578,229)

Abstract:

Loading...

One TV, One Price?

Scandinavian Journal of Economics, Vol. 112, No. 4, pp. 753-781, December 2010
Number of pages: 29 Posted: 16 Nov 2010
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 4 (664,131)
  • Add to Cart

Abstract:

Loading...

One TV, One Price?

CEPR Discussion Paper No. DP7504
Number of pages: 40 Posted: 17 Nov 2009
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hélène Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 1 (697,073)
  • Add to Cart

Abstract:

Loading...

border effects, brand perception, international and regional price differences

One TV, One Price?

Scandinavian Journal of Economics, Vol. 112, No. 4, pp. 753-781, 2010
Number of pages: 29 Posted: 19 Dec 2010
Jean M. Imbs, Haroon Mumtaz, Morten O. Ravn and Hlne Rey
Paris School of Economics (PSE), University of London - School of Sciences, European University Institute - Economics Department (ECO) and affiliation not provided to SSRN
Downloads 1 (697,073)
  • Add to Cart

Abstract:

Loading...

International and regional price differences, border effect, brand perception

17.

International Business Cycles: The Quantitative Role of Transportation Costs

CEPR Discussion Paper No. 3530
Number of pages: 41 Posted: 09 Oct 2002
Elisabetta Mazzenga and Morten O. Ravn
University of Rome Tor Vergata - Faculty of Economics and European University Institute - Economics Department (ECO)
Downloads 21 (527,295)
  • Add to Cart

Abstract:

Loading...

International business cycles, costs of transportation, home-bias in trade, terms of trade, real exchange rates, international comovements, delivery lags

The Hp-Filter in Cross-Country Comparisons

CEPR Discussion Paper No. 4244
Number of pages: 31 Posted: 05 Mar 2004
Albert Marcet and Morten O. Ravn
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European University Institute - Economics Department (ECO)
Downloads 21 (545,136)
  • Add to Cart

Abstract:

Loading...

Business cycles, cross-country comparisons, macroeconomic volatility

The Hp-Filter in Cross-Country Comparisons

UPF, Economics and Business Working Paper No. 588
Posted: 20 Aug 2002
Albert Marcet and Morten O. Ravn
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European University Institute - Economics Department (ECO)

Abstract:

Loading...

Business cycles, cross-country comparisons, macroeconomic volatility

19.

Fiscal Policy in an Expectations Driven Liquidity Trap

CEPR Discussion Paper No. DP7931
Number of pages: 55 Posted: 26 Jul 2010
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 7 (614,867)
Citation 6
  • Add to Cart

Abstract:

Loading...

confidence shocks, fiscal policy, liquidity trap, sunspots

20.

Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States

Scandinavian Journal of Economics, Vol. 109, Issue 4, pp. 743-777, March 2008
Number of pages: 35 Posted: 29 Feb 2008
Morten O. Ravn and Saverio Simonelli
European University Institute - Economics Department (ECO) and University of Naples Federico II - Department of Economics and Statistics
Downloads 7 (614,867)
Citation 1
  • Add to Cart

Abstract:

Loading...

Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach

CEPR Discussion Paper No. DP7423
Number of pages: 46 Posted: 08 Sep 2009
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 5 (656,418)
Citation 3
  • Add to Cart

Abstract:

Loading...

anticipation effects, fiscal policy, structural vector autoregressions

Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach

The Economic Journal, Vol. 120, Issue 544, pp. 393-413, May 2010
Number of pages: 21 Posted: 10 May 2010
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 1 (697,073)
  • Add to Cart

Abstract:

Loading...

22.

Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks

CEPR Discussion Paper No. DP7962
Number of pages: 47 Posted: 24 Aug 2010
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 3 (642,909)
  • Add to Cart

Abstract:

Loading...

business cycles, hours worked, tax shocks, technology shocks

23.

Deep Habits and the Dynamic Effects of Monetary Policy Shocks

CEPR Discussion Paper No. DP7128
Number of pages: 40 Posted: 18 Feb 2009
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR), Columbia University - Graduate School of Arts and Sciences - Department of Economics and Bank of Estonia
Downloads 3 (642,909)
Citation 2
  • Add to Cart

Abstract:

Loading...

countercyclical markup, deep habits, inflation persistence, monetayr policy shocks, price puzzle

24.

The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence

CEPR Discussion Paper No. DP6673
Number of pages: 55 Posted: 09 Jun 2008
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 3 (642,909)
  • Add to Cart

Abstract:

Loading...

anticipation effects, fiscal policy, structural estimation, tax liabilities

25.

Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks

CEPR Discussion Paper No. DP7505
Number of pages: 55 Posted: 17 Nov 2009
Karel Mertens and Morten O. Ravn
Federal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 2 (652,343)
Citation 1
  • Add to Cart

Abstract:

Loading...

anticipation effects, fiscal policy, structural estimation, tax liabilities

26.

Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States

CEPR Discussion Paper No. DP6409
Number of pages: 38 Posted: 29 May 2008
Morten O. Ravn and Saverio Simonelli
European University Institute - Economics Department (ECO) and University of Naples Federico II - Department of Economics and Statistics
Downloads 2 (652,343)
  • Add to Cart

Abstract:

Loading...

Beveridge curve, Dunlop, Dunlop-Tarshis observation, labour market dynamics, neutral and investment specific technology shocks, structural VAR

27.

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State

CEPR Discussion Paper Series Number 2038
Posted: 26 Mar 1999
Fabio Canova and Morten O. Ravn
Bi norwegian business school and European University Institute - Economics Department (ECO)

Abstract:

Loading...

28.

Schooling, Training, Growth and Minimum Wages

Memo 1995-14
Posted: 22 Aug 1998
Morten O. Ravn and Jan Rose Sorensen
European University Institute - Economics Department (ECO) and Aarhus University - Department of Economics

Abstract:

Loading...

29.

Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State

Universitat Pompeu Fabra Economics WP No. 248
Posted: 05 Jun 1998
Morten O. Ravn and Fabio Canova
European University Institute - Economics Department (ECO) and Bi norwegian business school

Abstract:

Loading...

30.

Asymmetric Effects of Monetary Policy in the Us: Positive vs. Negative or Big vs. Small?

Universitat Pompeu Fabra Economic WP 247
Posted: 13 Mar 1998
Morten O. Ravn and Martín Sola
European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella

Abstract:

Loading...

31.

Minimum Wages: Curse or Blessing

RESEARCH IN LABOR ECONOMICS, Vol. 16
Posted: 06 Dec 1996
Morten O. Ravn and Jan Rose Sorensen
European University Institute - Economics Department (ECO) and Aarhus University - Department of Economics

Abstract:

Loading...