Harald Uhlig

University of Chicago - Department of Economics

Professor

1101 East 58th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

60

DOWNLOADS
Rank 3,736

SSRN RANKINGS

Top 3,736

in Total Papers Downloads

10,630

SSRN CITATIONS
Rank 372

SSRN RANKINGS

Top 372

in Total Papers Citations

367

CROSSREF CITATIONS

1,669

Scholarly Papers (60)

1.
Downloads 1,047 ( 21,037)
Citation 269

What are the Effects of Fiscal Policy Shocks?

Number of pages: 41 Posted: 05 Apr 2002
Harald Uhlig and Andrew Mountford
University of Chicago - Department of Economics and Royal Holloway, University of London
Downloads 899 (25,898)
Citation 9

Abstract:

Loading...

Fiscal Policy, Vector Autoregression, Bayesian Econometrics, Agnostic identification

What are the Effects of Fiscal Policy Shocks?

NBER Working Paper No. w14551
Number of pages: 46 Posted: 15 Jan 2009 Last Revised: 17 Mar 2010
Andrew Mountford and Harald Uhlig
Royal Holloway, University of London and University of Chicago - Department of Economics
Downloads 118 (245,870)

Abstract:

Loading...

What are the Effects of Fiscal Policy Shocks?

CEPR Discussion Paper No. 3338
Number of pages: 43 Posted: 29 May 2002
Andrew Mountford and Harald Uhlig
Royal Holloway, University of London and University of Chicago - Department of Economics
Downloads 30 (497,337)
Citation 22
  • Add to Cart

Abstract:

Loading...

Fiscal policy, vector autoregression, Bayesian econometrics, agnostic identification

One Money, But Many Fiscal Policies in Europe: What are the Consequences?

Number of pages: 41 Posted: 18 Mar 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 785 (31,341)
Citation 35

Abstract:

Loading...

EMU, monetary policy, fiscal policy, free-riding, monetary-fiscal policy interaction, banking crisis, fiscal crisis

One Money, But Many Fiscal Policies in Europe: What are the Consequences?

CEPR Discussion Paper No. 3296
Number of pages: 39 Posted: 02 May 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 30 (497,337)
  • Add to Cart

Abstract:

Loading...

EMU, monetary policy, fiscal policy, free-riding, monetary-fiscal policy interaction, banking crisis, fiscal crisis

3.
Downloads 807 ( 30,665)
Citation 4

Economics and Reality

Journal of Macroeconomics, Forthcoming, MFI Working Paper No. 2011-006
Number of pages: 31 Posted: 28 Aug 2011
Harald Uhlig
University of Chicago - Department of Economics
Downloads 669 (38,958)

Abstract:

Loading...

Economics and Reality

NBER Working Paper No. w16416
Number of pages: 30 Posted: 04 Oct 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 138 (217,646)

Abstract:

Loading...

Cryptocurrencies, Currency Competition and the Impossible Trinity

Number of pages: 43 Posted: 22 Jul 2019 Last Revised: 14 Sep 2019
Luiss Guido Carli University, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 535 (52,327)

Abstract:

Loading...

currency competition, cryptocurrency, impossible trinity, exchange rates, uncovered interest parity, independent monetary policy

Cryptocurrencies, Currency Competition, and the Impossible Trinity

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-108
Number of pages: 44 Posted: 22 Aug 2019
Luiss Guido Carli University, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 77 (326,670)

Abstract:

Loading...

currency competition, cryptocurrency, impossible trinity, exchange rates, uncovered interest parity, independent monetary policy

Cryptocurrencies, Currency Competition, and the Impossible Trinity

NBER Working Paper No. w26214
Number of pages: 44 Posted: 03 Sep 2019 Last Revised: 12 Sep 2019
Luiss Guido Carli University, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 11 (622,221)
  • Add to Cart

Abstract:

Loading...

Cryptocurrencies, Currency Competition, and the Impossible Trinity

CEPR Discussion Paper No. DP13943
Number of pages: 46 Posted: 07 Oct 2019
Luiss Guido Carli University, University of Paris-Saclay - Ecole Polytechnique and University of Chicago - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

cryptocurrency, currency competition, Exchange Rates, impossible trinity, independent monetary policy, uncovered interest parity

How Far are We from the Slippery Slope? The Laffer Curve Revisited

MFI Working Paper No. 2009-005
Number of pages: 84 Posted: 08 Jan 2010 Last Revised: 11 Apr 2011
Harald Uhlig and Mathias Trabandt
University of Chicago - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 251 (125,911)
Citation 2

Abstract:

Loading...

La ffer curve, dynamic scoring, human capital, heterogeneity, transition

How Far are We from the Slippery Slope? The Laffer Curve Revisited

SFB 649 Discussion Paper No. 2006-023
Number of pages: 69 Posted: 13 Apr 2006
Harald Uhlig and Mathias Trabandt
University of Chicago - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 177 (176,067)
Citation 3

Abstract:

Loading...

Laffer curve, US and EU-15 economy

How Far are We from the Slippery Slope? The Laffer Curve Revisited

ECB Working Paper No. 1174
Number of pages: 59 Posted: 22 Apr 2010
Mathias Trabandt and Harald Uhlig
Board of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 80 (319,308)
Citation 5

Abstract:

Loading...

Laffer Curve, Incentives, Dynamic Scoring, US and EU-14 Economy

How Far are We from the Slippery Slope? The Laffer Curve Revisited

NBER Working Paper No. w15343
Number of pages: 84 Posted: 15 Sep 2009 Last Revised: 15 Oct 2009
Mathias Trabandt and Harald Uhlig
Board of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 66 (356,500)

Abstract:

Loading...

How Far are We from the Slippery Slope? The Laffer Curve Revisited

CEPR Discussion Paper No. 5657
Number of pages: 68 Posted: 27 Jul 2006
Harald Uhlig and Mathias Trabandt
University of Chicago - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 31 (491,974)
Citation 6
  • Add to Cart

Abstract:

Loading...

Laffer curve, US and EU-15 economy

6.
Downloads 587 ( 47,077)
Citation 19

Some Simple Bitcoin Economics

Becker Friedman Institute for Research in Economics Working Paper No. 2018-21
Number of pages: 59 Posted: 04 Apr 2018 Last Revised: 14 May 2019
Linda Schilling and Harald Uhlig
Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 555 (49,913)
Citation 4

Abstract:

Loading...

Cryptocurrency, Bitcoin, Currency Competition, Exchange rates, Indeterminacy

Some Simple Bitcoin Economics

NBER Working Paper No. w24483
Number of pages: 60 Posted: 12 Apr 2018
Linda Schilling and Harald Uhlig
Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 32 (486,742)

Abstract:

Loading...

Some Simple Bitcoin Economics

CEPR Discussion Paper No. DP12831
Number of pages: 46 Posted: 05 Apr 2018
Linda Schilling and Harald Uhlig
Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 0
Citation 8
  • Add to Cart

Abstract:

Loading...

Bitcoin, cryptocurrency, currency competition, Exchange Rates, Indeterminacy

7.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Number of pages: 174 Posted: 17 Jan 2017
Winston Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, MIT and University of Chicago - Department of Economics
Downloads 545 (51,664)
Citation 2

Abstract:

Loading...

Macrofinancial Models; Dynamic Stochastic General Equilibrium Models; Macroprudential Policy; Systemic Risk; Monetary Policy Analysis

8.
Downloads 541 ( 52,189)
Citation 5

Financial Health Economics

Number of pages: 78 Posted: 20 Apr 2014 Last Revised: 22 Jan 2015
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
Downloads 526 (53,522)

Abstract:

Loading...

Health economics, Health care spending, Medical innovation, Risk premium

Financial Health Economics

NBER Working Paper No. w20075
Number of pages: 75 Posted: 28 Apr 2014
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
Downloads 15 (593,402)
Citation 2

Abstract:

Loading...

9.

Bank Finance Versus Bond Finance: What Explains the Differences between Us and Europe?

ECB Working Paper No. 547
Number of pages: 54 Posted: 11 Nov 2005
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 427 (70,035)

Abstract:

Loading...

Financial structure, agency costs, heterogeneity

Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

Becker Friedman Institute for Research in Economics Working Paper No. 2018-24
Number of pages: 97 Posted: 09 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 366 (83,239)

Abstract:

Loading...

Mortgage-Backed Securities, MBS, financial crisis of 2008, credit ratings

Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

NBER Working Paper No. w24509
Number of pages: 38 Posted: 24 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 43 (436,499)

Abstract:

Loading...

Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

CEPR Discussion Paper No. DP12852
Number of pages: 99 Posted: 16 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 2 (693,665)
Citation 1
  • Add to Cart

Abstract:

Loading...

Credit ratings, financial crisis of 2008, MBS, Mortgage-Backed Securities

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 (125,911)
Citation 1

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 (467,223)
  • Add to Cart

Abstract:

Loading...

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

12.
Downloads 282 (111,942)
Citation 3

A Model of a Systemic Bank Run

MFI Working Paper No. 2009-06
Number of pages: 46 Posted: 08 Jan 2010 Last Revised: 14 Jan 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 243 (130,208)

Abstract:

Loading...

systemic bank run, bank run, systemic risk, financial crisis, firesale pricing, adverse selection, uncertainty aversion

A Model of a Systemic Bank Run

NBER Working Paper No. w15072
Number of pages: 56 Posted: 16 Jun 2009 Last Revised: 08 Sep 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 39 (453,775)

Abstract:

Loading...

13.

Approximate Solutions to Dynamic Models - Linear Methods

SFB 649 Discussion Paper No. 2006-030
Number of pages: 12 Posted: 03 Aug 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 276 (114,605)
Citation 1

Abstract:

Loading...

numerical methods, linear solution method, loglinearization, dynamic stochastic general equilibrium methods, recursive law of motion

14.
Downloads 272 (116,334)

Bank Finance Versus Bond Finance

MFI Working Paper No. 2011-004
Number of pages: 40 Posted: 27 Apr 2011
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 237 (133,527)

Abstract:

Loading...

Financial Structure, Agency Costs, Heterogeneity

Bank Finance Versus Bond Finance

NBER Working Paper No. w16979
Number of pages: 40 Posted: 25 Apr 2011 Last Revised: 14 Jun 2011
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 35 (471,851)

Abstract:

Loading...

Towards a Monthly Business Cycle Chronology for the Euro Area

Number of pages: 28 Posted: 01 Apr 2004
Emanuel Moench and Harald Uhlig
Deutsche Bundesbank and University of Chicago - Department of Economics
Downloads 242 (130,747)
Citation 4

Abstract:

Loading...

Business cycle, European business cycle, Euro area, Bry-Boschan, NBER methodology

Towards a Monthly Business Cycle Chronology for the Euro Area

CEPR Discussion Paper No. 4377
Number of pages: 29 Posted: 27 May 2004
Emanuel Moench and Harald Uhlig
Deutsche Bundesbank and University of Chicago - Department of Economics
Downloads 20 (559,466)
  • Add to Cart

Abstract:

Loading...

Business cycle, European business cycle, euro area, Bry-Boschan, NBER methodology

Towards a Monthly Business Cycle Chronology for the Euro Area

Journal of Business Cycle Measurement and Analysis, Vol. 1, No. 2, 2004
Posted: 20 Jun 2005
Emanuel Moench and Harald Uhlig
Deutsche Bundesbank and University of Chicago - Department of Economics

Abstract:

Loading...

Business cycle, European business cycle, Euro area, Bry-Boschan, NBER methodology

16.

Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification

SFB 649 Discussion Paper No. 2006-004
Number of pages: 52 Posted: 13 Apr 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 250 (127,035)
Citation 9

Abstract:

Loading...

German reunification, labor market search, network externalities, migration, regional economics

17.
Downloads 234 (135,725)
Citation 1

How Do Laffer Curves Differ Across Countries?

Becker Friedman Institute for Research in Economics Working Paper No. 2012-001
Number of pages: 45 Posted: 17 Feb 2012
Mathias Trabandt and Harald Uhlig
Board of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 170 (182,406)

Abstract:

Loading...

cross country comparison, debt sustainability, fiscal limits

How Do Laffer Curves Differ Across Countries?

NBER Working Paper No. w17862
Number of pages: 49 Posted: 24 Feb 2012
Mathias Trabandt and Harald Uhlig
Board of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 35 (471,851)

Abstract:

Loading...

How Do Laffer Curves Differ Across Countries?

Number of pages: 54 Posted: 29 May 2012
Mathias Trabandt and Harald Uhlig
Board of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 29 (502,785)
Citation 1

Abstract:

Loading...

Laffer curve, taxation, cross country comparison, debt sustainability, fiscal limits, quantitative endogenous growth, human capital, and labor taxation

18.

Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model

SFB 649 Discussion Paper No. 2007-003
Number of pages: 15 Posted: 24 Feb 2007
Harald Uhlig
University of Chicago - Department of Economics
Downloads 232 (136,843)
Citation 13

Abstract:

Loading...

19.

Did the Fed Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions

CESifo Working Paper Series No. 629
Number of pages: 25 Posted: 25 Jan 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 216 (146,588)

Abstract:

Loading...

Monetary Policy, Vector Autoregression, Sign Restriction, Identification, 2001, September 11th

20.
Downloads 212 (149,206)
Citation 16

Fiscal Stimulus and Distortionary Taxation

Becker Friedman Institute for Research in Economics Working Paper No. 2011-005
Number of pages: 89 Posted: 01 Jun 2011 Last Revised: 13 Mar 2012
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 83 (312,181)

Abstract:

Loading...

Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

FRB of Philadelphia Working Paper No. 13-46
Number of pages: 115 Posted: 23 Nov 2013
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 54 (394,992)
Citation 2

Abstract:

Loading...

Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

ZEW - Centre for European Economic Research Discussion Paper No. 11-037
Number of pages: 44 Posted: 16 Jun 2011
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 52 (401,919)
Citation 16

Abstract:

Loading...

Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

NBER Working Paper No. w17111
Number of pages: 42 Posted: 12 Jun 2011
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 23 (539,651)

Abstract:

Loading...

Competitive Risk Sharing Contracts with One-Sided Commitment

NBER Working Paper No. w10135
Number of pages: 46 Posted: 11 Dec 2003 Last Revised: 12 Sep 2010
Dirk Krueger and Harald Uhlig
University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 29 (502,785)
Citation 1

Abstract:

Loading...

Competitive Risk Sharing Contracts with One-Sided Commitment

CEPR Discussion Paper No. 4208
Number of pages: 35 Posted: 26 Feb 2004
Dirk Krueger and Harald Uhlig
University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 22 (546,193)
Citation 2
  • Add to Cart

Abstract:

Loading...

22.

Macro-Finance Models with Nonlinear Dynamics

University of Chicago, Becker Friedman Institute for Economics Working Paper, Forthcoming
Number of pages: 61 Posted: 23 Sep 2019
Winston Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Department of Economics
Downloads 135 (220,937)

Abstract:

Loading...

Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

23.
Downloads 127 (231,684)
Citation 28

Sovereign Default Risk and Banks in a Monetary Union

Becker Friedman Institute for Research in Economics Working Paper No. 2013-002
Number of pages: 32 Posted: 13 Aug 2013 Last Revised: 14 Aug 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 71 (342,486)

Abstract:

Loading...

sovereign default risk, monetary union

Sovereign Default Risk and Banks in a Monetary Union

CESifo Working Paper Series No. 4368
Number of pages: 31 Posted: 04 Sep 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 43 (436,499)

Abstract:

Loading...

Euro zone crisis, sovereign default risk, bank regulation, risk shifting, common central bank, European Central Bank, ECB, repurchase operations, haircuts

Sovereign Default Risk and Banks in a Monetary Union

NBER Working Paper No. w19343
Number of pages: 31 Posted: 17 Aug 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 13 (607,608)

Abstract:

Loading...

Sovereign Default Risk and Banks in a Monetary Union

CEPR Discussion Paper No. DP9606
Number of pages: 32 Posted: 20 Aug 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 0
Citation 4
  • Add to Cart

Abstract:

Loading...

bank regulation, common central bank, ECB, Euro zone crisis, European Central Bank, haircuts, repurchase operations, risk shifting, sovereign default risk

24.
Downloads 123 (237,315)
Citation 6

Is Quantity Theory Still Alive?

ECB Working Paper No. 1605
Number of pages: 31 Posted: 08 Nov 2013
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 67 (353,703)

Abstract:

Loading...

quantity theory, money demand, money demand elasticity, inflation targeting

Is Quantity Theory Still Alive?

NBER Working Paper No. w16393
Number of pages: 29 Posted: 27 Sep 2010 Last Revised: 17 Oct 2010
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 51 (405,580)

Abstract:

Loading...

Is Quantity Theory Still Alive?

CEPR Discussion Paper No. DP8049
Number of pages: 27 Posted: 22 Nov 2010
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 4 (674,063)
  • Add to Cart

Abstract:

Loading...

Inflation, Money demand, Quantity Theory of Money

Is Quantity Theory Still Alive?

The Economic Journal, Vol. 126, Issue 591, pp. 442-464, 2016
Number of pages: 23 Posted: 07 Mar 2016
Federal Reserve Bank of Chicago, University of Chicago - Department of Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 1 (707,433)
  • Add to Cart

Abstract:

Loading...

25.

New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates

SFB 649 Discussion Paper No. 2005-037
Number of pages: 63 Posted: 13 Apr 2006
Harald Uhlig and Almuth Scholl
University of Chicago - Department of Economics and Goethe University Frankfurt
Downloads 121 (240,143)
Citation 15

Abstract:

Loading...

vector autoregressions, agnostic identification, forward discount bias puzzle, exchange rate puzzle, exchange rates, monetary policy

Pension Systems and the Allocation of Macroeconomic Risk

SFB 649 Discussion Paper No. 2006-066, CentER Discussion Paper No. 2006-101
Number of pages: 96 Posted: 26 Oct 2006
Harald Uhlig and A. Lans Bovenberg
University of Chicago - Department of Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 86 (305,296)

Abstract:

Loading...

social optimum, pension systems, risk sharing, overlapping

Pension Systems and the Allocation of Macroeconomic Risk

CEPR Discussion Paper No. 5949
Number of pages: 94 Posted: 03 Jan 2007
A. Lans Bovenberg and Harald Uhlig
Tilburg University - Center for Economic Research (CentER) and University of Chicago - Department of Economics
Downloads 33 (481,652)
Citation 1
  • Add to Cart

Abstract:

Loading...

Social optimum, pension systems, risk sharing, overlapping generations

27.
Downloads 103 (269,383)
Citation 16

Corporate Debt Structure and the Financial Crisis

ECB Working Paper No. 1759
Number of pages: 52 Posted: 18 Feb 2015
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 82 (314,535)

Abstract:

Loading...

corporate debt, financial crisis, risk shocks, firms heterogeneity

Corporate Debt Structure and the Financial Crisis

NBER Working Paper No. w20730
Number of pages: 35 Posted: 08 Dec 2014
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 21 (552,766)
Citation 6

Abstract:

Loading...

28.
Downloads 80 (316,280)
Citation 3

Money Markets, Collateral and Monetary Policy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-79
Number of pages: 67 Posted: 22 Nov 2018
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 48 (416,539)

Abstract:

Loading...

Money Markets, Collateral and Monetary Policy

ECB Working Paper No. 2239 (2019); ISBN 978-92-899-3501-2
Number of pages: 70 Posted: 14 Feb 2019
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 28 (508,618)

Abstract:

Loading...

money markets, liquidity, collateral, monetary policy

Money Markets, Collateral and Monetary Policy

NBER Working Paper No. w25319
Number of pages: 67 Posted: 03 Dec 2018
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 4 (674,063)
Citation 1
  • Add to Cart

Abstract:

Loading...

Money Markets, Collateral and Monetary Policy

CEPR Discussion Paper No. DP13335
Number of pages: 69 Posted: 26 Nov 2018
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 0
Citation 2
  • Add to Cart

Abstract:

Loading...

Eurozone, haircuts, money markets, unsecured interbank market

29.
Downloads 67 (349,425)
Citation 8

The Dynamics of Sovereign Debt Crises and Bailouts

Becker Friedman Institute for Research in Economics Working Paper No. 2018-29
Number of pages: 42 Posted: 10 May 2018
Harald Uhlig and Francisco Roch
University of Chicago - Department of Economics and International Monetary Fund (IMF)
Downloads 67 (353,703)
Citation 1

Abstract:

Loading...

Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis

The Dynamics of Sovereign Debt Crises and Bailouts

CEPR Discussion Paper No. DP12921
Number of pages: 44 Posted: 15 May 2018
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
Downloads 0
Citation 3
  • Add to Cart

Abstract:

Loading...

Bailouts, default, Endogenous Borrowing Constraints, Eurozone Debt Crisis, long-term debt, OMT, Self-fulfilling Crises

30.

Unit Roots in White Noise

MFI Working Paper No. 2009-04
Number of pages: 41 Posted: 08 Jan 2010 Last Revised: 07 Apr 2011
Harald Uhlig and Alexei Onatski
University of Chicago - Department of Economics and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 64 (357,802)

Abstract:

Loading...

31.

The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk

SFB 649 Discussion Paper No. 2006-070
Number of pages: 27 Posted: 01 Nov 2006
Harald Uhlig and R. Anton Braun
University of Chicago - Department of Economics and University of Tokyo - Faculty of Economics
Downloads 59 (372,740)
Citation 1

Abstract:

Loading...

Capital income tax, selfish government, welfare improvement, redistribution

32.

A Theory of Pruning

ECB Working Paper No. 1696
Number of pages: 23 Posted: 22 Jul 2014
Giovanni Lombardo and Harald Uhlig
European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 57 (379,089)

Abstract:

Loading...

pruning, numerical simulation, numerical economics, Taylor expansion, perturbation methods

33.

Solving Nonlinear Stochastic Growth Models: a Comparison of Alternative Solution Methods

NBER Working Paper No. w3117
Number of pages: 47 Posted: 18 Apr 2007 Last Revised: 13 Jul 2010
John B. Taylor and Harald Uhlig
Stanford University and University of Chicago - Department of Economics
Downloads 56 (382,327)
Citation 2

Abstract:

Loading...

34.

Currency Substitution under Transaction Costs

Number of pages: 5 Posted: 15 Jan 2019
Linda Schilling and Harald Uhlig
Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 54 (388,838)
Citation 1

Abstract:

Loading...

currency substitution, cryptocurrencies, Bitcoin, transaction costs, value-added tax

35.

Bayesian Estimation of a DSGE Model with Asset Prices

Bundesbank Discussion Paper No. 37/2013
Number of pages: 40 Posted: 21 Jun 2016
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Downloads 52 (395,372)

Abstract:

Loading...

Bayesian estimation, stochastic steady-state, prior choice, Sharpe ratio

36.

The Dynamics of Sovereign Debt Crises and Bailouts

IMF Working Paper No. 16/136
Number of pages: 47 Posted: 09 Dec 2016
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
Downloads 43 (427,966)

Abstract:

Loading...

Sovereign debt defaults, Euro Area, Financial crises, Private sector, Debt markets, Econometric models, Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis.

37.

Discussion of 'The Source of Historical Economic Fluctuations: An Analysis Using Long-Run Restrictions' By Neville Francis and Valerie A. Ramey

SFB 649 Discussion Paper No. 2006-042
Number of pages: 22 Posted: 03 Aug 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 43 (427,966)
Citation 3

Abstract:

Loading...

technological progress, business cycles, hours worked, labor productivity, vector autoregressions, identification, long-run restrictions, medium-run restrictions

38.

Monetary Policy Shocks and the Health of Banks

ECB Working Paper No. 2303
Number of pages: 57 Posted: 01 Aug 2019
Alexander Jung and Harald Uhlig
European Central Bank and University of Chicago - Department of Economics
Downloads 41 (435,769)

Abstract:

Loading...

high-frequency identification, information effects, local projections, panel of individual banks

39.

Interbank Rate Uncertainty and Bank Lending

ECB Working Paper No. 2311
Number of pages: 33 Posted: 23 Aug 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 40 (439,913)

Abstract:

Loading...

bank lending, interbank market, uncertainty

Central Bank Digital Currency: Central Banking For All?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-04
Number of pages: 34 Posted: 27 Jan 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 37 (462,615)

Abstract:

Loading...

central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lender of last resort

Central Bank Digital Currency: Central Banking for All?

CEPR Discussion Paper No. DP14337
Number of pages: 36 Posted: 29 Jan 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Paris-Saclay - Ecole Polytechnique and University of Chicago - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

bank runs, Central bank digital currency, central banking, intermediation, lender of last resort, maturity transformation

Central Bank Digital Currency: Central Banking for All?

NBER Working Paper No. w26753
Number of pages: 34 Posted: 18 Feb 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Ecole Polytechnique- CREST and University of Chicago - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

41.

Should Smart Investors Buy Funds with High Returns in the Past?

CEPR Discussion Paper No. 3282
Number of pages: 33 Posted: 30 Apr 2002
Frederic Palomino and Harald Uhlig
Centre for Economic Policy Research (CEPR) and University of Chicago - Department of Economics
Downloads 36 (456,689)
  • Add to Cart

Abstract:

Loading...

Actively managed funds, index funds, fund-picking strategy, fraction-of-fund fees

42.

The Slow Decline of East Germany

NBER Working Paper No. w14553
Number of pages: 49 Posted: 15 Jan 2009 Last Revised: 17 Mar 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 32 (474,703)

Abstract:

Loading...

43.

Optimal Endowment Destruction Under Campbell-Cochrane Habit Formation

NBER Working Paper No. w14772
Number of pages: 29 Posted: 05 Mar 2009 Last Revised: 06 Mar 2009
Lars Ljungqvist and Harald Uhlig
Stockholm School of Economics - Department of Economics and University of Chicago - Department of Economics
Downloads 26 (505,608)

Abstract:

Loading...

44.

Monetary Policy in Europe vs the Us: What Explains the Difference?

NBER Working Paper No. w14996
Number of pages: 64 Posted: 26 May 2009 Last Revised: 24 Jun 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 24 (517,021)

Abstract:

Loading...

45.

What is the Real Story for Interest Rate Volatility?

FRB Richmond Working Paper No. 99-9
Number of pages: 25 Posted: 26 Nov 2012
Andreas Hornstein and Harald Uhlig
Federal Reserve Bank of Richmond and University of Chicago - Department of Economics
Downloads 22 (528,754)

Abstract:

Loading...

Interest Rate Volatility, Real Business Cycle Models, Real Interest Rate, Monetary Policy, Habit Formation, Time to Plan, Time to Build, Capital Adjustment Costs

46.

Bank Finance Versus Bond Finance: What Explains the Differences between the U.S. And Europe?

CEPR Discussion Paper No. 5213
Number of pages: 49 Posted: 07 Oct 2005
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 22 (528,754)
Citation 4
  • Add to Cart

Abstract:

Loading...

Financial structure, agency costs, heterogeneity

47.

Sign Restrictions in Bayesian Favars with an Application to Monetary Policy Shocks

NBER Working Paper No. w21738
Number of pages: 96 Posted: 23 Nov 2015 Last Revised: 01 Dec 2015
Pooyan Amir-Ahmadi and Harald Uhlig
University of Illinois at Urbana-Champaign - Department of Economics and University of Chicago - Department of Economics
Downloads 19 (546,980)

Abstract:

Loading...

48.

Transitions in the German Labor Market: Structure and Crisis

Bundesbank Series 1 Discussion Paper No. 2011,34
Number of pages: 60 Posted: 08 Jun 2016
Michael U. Krause and Harald Uhlig
University of Cologne and University of Chicago - Department of Economics
Downloads 17 (559,199)
Citation 2

Abstract:

Loading...

German Hartz IV reforms, search and matching, unemployment benefits, labor subsidies

49.

On the Coexistence of Banks and Markets

Scandinavian Journal of Economics, Vol. 109, No. 2, pp. 225-243, June 2007
Number of pages: 20 Posted: 31 Aug 2007
Hans Gersbach and Harald Uhlig
ETH Zurich - CER-ETH -Center of Economic Reseaarch and University of Chicago - Department of Economics
Downloads 15 (571,428)
Citation 1
  • Add to Cart

Abstract:

Loading...

Accounting for Post-Crisis Inflation and Employment: A Retro Analysis

NBER Working Paper No. w20707
Number of pages: 42 Posted: 08 Dec 2014
Chiara Fratto and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 13 (607,608)

Abstract:

Loading...

Accounting for Post-Crisis Inflation and Employment: A Retro Analysis

CEPR Discussion Paper No. DP10306
Number of pages: 43 Posted: 23 Jan 2015
Chiara Fratto and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

51.

Agents as Empirical Macroeconomists: Thomas J. Sargent's Contribution to Economics

The Scandinavian Journal of Economics, Vol. 114, Issue 4, pp. 1055-1081, 2012
Number of pages: 27 Posted: 27 Nov 2012
Harald Uhlig
University of Chicago - Department of Economics
Downloads 1 (674,275)
  • Add to Cart

Abstract:

Loading...

Learning, macroeconometrics, macroeconomics, monetary economics, Nobel laureates, rational expectations, Thomas J. Sargent

52.

A Theory of Pruning

International Economic Review, Vol. 59, Issue 4, pp. 1825-1836, 2018
Number of pages: 12 Posted: 14 Nov 2018
Giovanni Lombardo and Harald Uhlig
Bank for International Settlements (BIS) and University of Chicago - Department of Economics
Downloads 0 (691,345)
  • Add to Cart

Abstract:

Loading...

Should We Be Afraid of Friedman's Rule?

Journal of the Japanese and International Economics, Vol. 14, pp. 261-303, 2000
Posted: 09 Apr 2001
Harald Uhlig
University of Chicago - Department of Economics

Abstract:

Loading...

Friedman's rule, liquidity trap, cash in advance, baby sitting coop, zero lower bound on nominal interest rates, deflation, deflationary spiral, Japan, optimal monetary policy

Should We Be Afraid of Friedman's Rule?

Tilburg University, CentER Working Paper No. 2000-62
Posted: 19 Oct 2000
Harald Uhlig
University of Chicago - Department of Economics

Abstract:

Loading...

Friedman's rule, liquidity trap, cash in advance, baby sitting coop, zero lower bound on nominal interest rates, deflation, deflationary spiral, Japan, optimal monetary policy

54.

What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure

Tilburg University, CentER Working Paper No. 1999-28
Posted: 18 Feb 2000
Harald Uhlig
University of Chicago - Department of Economics

Abstract:

Loading...

55.

Employment Duration and Resistance to Wage Reductions: Experimental Evidence

CentER Working Paper No. 73
Posted: 08 Feb 2000
Tilburg University, CentER, Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and University of Chicago - Department of Economics

Abstract:

Loading...

56.

Fickle Investors: An Impediment to Growth?

CEPR Discussion Paper Series No. 2071
Posted: 24 Mar 1999
Harald Uhlig and Andrew Scott
University of Chicago - Department of Economics and London Business School - Department of Economics

Abstract:

Loading...

57.

Can Habit Formation Be Reconciled with Business Cycle Facts?

Posted: 25 Aug 1998
Harald Uhlig and Martin Lettau
University of Chicago - Department of Economics and University of California - Haas School of Business

Abstract:

Loading...

58.

Debt Contracts, Collapse and Regulation as Competition Phenomena

CEPR Discussion Paper No. 1742
Posted: 08 Aug 1998
Hans Gersbach and Harald Uhlig
ETH Zurich - CER-ETH -Center of Economic Reseaarch and University of Chicago - Department of Economics

Abstract:

Loading...

59.

Preferences, Consumption Smoothing, and Risk Premia

Posted: 10 Feb 1998
Harald Uhlig and Martin Lettau
University of Chicago - Department of Economics and University of California - Haas School of Business

Abstract:

Loading...

60.

An Analysis of the "Stability Pact"

CEPR Discussion Paper Series Number 1669
Posted: 27 Jan 1998
Roel M. W. J. Beetsma and Harald Uhlig
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Chicago - Department of Economics

Abstract:

Loading...