Outside Journals
Members of the Research and Statistics Group publish in a wide range of economic and finance journals, conference volumes, and scholarly books.
Browse outside journals:
2014

Macroeconomics and Growth

Stefania Albanesi
“Maternal Health and the Baby Boom,” with Claudia Olivetti. Quantitative Economics 5, no. 2 (July): 225-69.
Domenico Giannone
“Short-Term Inflation Projections: A Bayesian Vector Autoregressive Approach,” with Michele Lenza, Daphne Momferatou, and Luca Onorante. International Journal of Forecasting 30, no. 3 (July-September): 635-44.
Marc Giannoni
“Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization.”Journal of Economic Dynamics and Control 41, April: 110-29.
Argia Sbordone
“The Macroeconomics of Trend Inflation,” with Guido Ascari. Journal of Economic Literature 52, no. 3 (September): 679-739.

International

Mary Amiti
“Importers, Exporters, and Exchange Rate Disconnect,” with Oleg Itshoki and Josef Konings. American Economic Review 104, no. 7 (July): 1942-78.
Jan Groen
“Discussion on Forecasting Commodity Price Indexes Using Macroeconomic and Financial Predictors.” International Journal of Forecasting 30, no. 3 (July-September): 844-6.
Read the full text in ScienceDirect››
Andrea Tambalotti
“The Effects of the Saving and Banking Glut on the U.S. Economy,” with Giorgio Primiceri and Alejandro Justiniano. Journal of International Economics 92, suppl. 1 (April): S52-S67. Papers presented at the Thirty-Sixth Annual NBER International Seminar on Macroeconomics.
Read the full text in ScienceDirect››

Microeconomics

Jaison Abel
“Skills across the Urban-Rural Hierarchy,” with Todd M. Gabe and Kevin Stolarick. Growth and Change 45, no. 4 (December): 499-517.
Rajashri Chakrabarti
“Incentives and Responses under No Child Left Behind: Credible Threats and the Role of Competition.” Journal of Public Economics 110, February: 124-46.
Adam Copeland
“Intertemporal Substitution and New Car Purchases.” RAND Journal of Economics 45, no. 3 (Fall): 624-44.
Giacomo De Giorgi
“Understanding Social Interactions: Evidence from the Classroom,” with Michele Pellizzari. Economic Journal 124, no. 579 (September): 917-53.
Andreas Fuster
“The Endowment Effect,” with Keith M. Marzilli Ericson. Annual Review of Economics 6, August: 555-79.
Andrew Haughwout and Wilbert van der Klaauw
“Land Use Regulation and Welfare,” with Matthew A. Turner. Econometrica 82, no. 4 (July): 1341-1403.
Maxim Pinkovskiy
“Africa Is on Time,” with Xavier Sala-i-Martin. Journal of Economic Growth 19, no. 3 (September): 311-38.
Benjamin Pugsley
“Are Household Surveys Like Tax Forms? Evidence from Income Underreporting of the Self-Employed,” with Erik Hurst and Geng Li. Review of Economics and Statistics 96, no. 1 (March): 19-33.
Ayşegül Şahin and Giorgio Topa
“Mismatch Unemployment,” with Joseph Song and Giovanni L. Violante. American Economic Review 104, no. 11 (November): 3529-64.
Basit Zafar
“Do We Follow Others When We Should outside the Lab? Evidence from the AP Top 25,” with Daniel F. Stone. Journal of Risk and Uncertainty 49, no. 1 (August): 73-102.
Banking and Finance
Tobias Adrian
“Financial Intermediaries and the Cross-Section of Asset Returns,” with Erkko Etula and Tyler Muir. Journal of Finance 69, no. 6 (December): 2557-96.
“Procyclical Leverage and Value-at-Risk,” with Hyun Song Shin. Review of Financial Studies 27, no. 2 (February): 373-403.
Tobias Adrian, Adam Copeland, and Antoine Martin
“Repo and Securities Lending,” with Brian Begalle.In Markus K. Brunnermeier and Arvind Krishnamurthy, eds., Risk Topography: Systemic Risk and Macro Modeling: 131-48. NBER conference volume. Chicago: University of Chicago Press.
Dong Beom Choi
“Heterogeneity and Stability: Bolster the Strong, Not the Weak.” Review of Financial Studies 27, no. 6 (April): 1830-67.
Nicola Cetorelli
“Surviving Credit Market Competition.” Economic Inquiry 52, no. 1 (January): 320-40.
Marco Cipriani
“Estimating a Structural Model of Herd Behavior in Financial Markets,” with Antonio Guarino. American Economic Review 104, no. 1 (January): 224-51.
Adam Copeland and Antoine Martin
“Repo Runs: Evidence from the Tri-Party Repo Market,” with Michael Walker. Journal of Finance 69, no. 6 (December): 2343-80.
Stefano Eusepi
“When Does Determinacy Imply E-Stability?” with James Bullard. International Economic Review 55, no. 1 (February): 1-22.
Rodney Garratt
“The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers,” with Evangelos Benos and Peter Zimmerman. International Journal of Central Banking, December: 143-71.
“The Great Entanglement: The Contagious Capacity of the International Banking Network Just before the 2008 Crisis,” with Lavan Mahadeva and Katsiaryna Svirydenska. Journal of Banking and Finance 49, December: 367-85.
David Lucca
“Inconsistent Regulators: Evidence from Banking,” with Sumit Agarwal, Amit Seru, and Francesco Trebbi. Quarterly Journal of Economics 129, no. 2 (May): 889-938.
Read the full text in ScienceDirect››
“The Revolving Door and Worker Flows in Banking Regulation,” with Amit Seru and Francesco Trebbi. Journal of Monetary Economics 65, July: 17-32. Proceedings of A Century of Money, Banking, and Financial Instability, Carnegie-Rochester-NYU Conference Series on Public Policy.
Read the full text in ScienceDirect››
Antoine Martin
“The Fragility of Short-Term Secured Funding Markets,” with David Skeie and Ernst Ludwig Von Thadden. Journal of Economic Theory 149, January: 15-42.
“Repo Runs,” with Ernst-Ludwig Von Thadden. Review of Financial Studies 27, no. 4 (April): 957-89.
Donald Morgan and Stavros Peristiani
“The Information Value of the Stress Test and Bank Opacity,” with Vanessa Savino. Journal of Money, Credit, and Banking 46, no. 7 (October): 1479-1500.
João Santos
“Banks’ Liquidity and the Cost of Liquidity to Corporations,” with Vitaly Bord. Journal of Money, Credit, and Banking, suppl. 1 (February): 13-45.
“Do Banks Propagate Debt Market Shocks?” with Galina Hale. Journal of Financial and Economic Policy 6, no. 3 (April): 270-310.
“The Introduction of Market-Based Pricing in Corporate Lending,” with Ivan Ivanov and Thu Vo. Journal of Financial Perspectives 2, no. 1 (March): 155-59.
Ernst Schaumburg
“A Closer Look at the Short-Term Return Reversal,” with Zhi Da and Qianqiu Liu. Management Science 60, no. 3 (March): 658-74.
“A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity,” with Torben Andersen and Dobrislav Dobrev. Econometric Theory 30, no. 1 (February): 3-59.
Quantitative Methods
Richard Crump
“Bootstrapping Density-Weighted Average Derivatives,” with Matias Cattaneo and Michael Jansson. Econometric Theory 30, no. 6 (December): 1135–64.
“Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,” with Matias Cattaneo and Michael Jansson. Econometric Theory 30, no. 1 (February): 176-200.
Marco Del Negro
“Rare Shocks, Great Recessions,” with Vasco Cúrdia and Daniel Greenwald. Journal of Applied Econometrics 29, no. 7 (November-December): 1031-52.
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