David Backus : Citation Profile

Deceased: 2016-06-12

31

H index

42

i10 index

6227

Citations

RESEARCH PRODUCTION:

38

Articles

106

Papers

3

Chapters

RESEARCH ACTIVITY:

   39 years (1977 - 2016). See details.
   Cites by year: 159
   Journals where David Backus has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 30 (0.48 %)

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   Permalink: http://citec.repec.org/pba242
   Updated: 2022-06-22    RAS profile:    
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Relations with other researchers

Works with:

Chernov, Mikhail (6)

Boyarchenko, Nina (5)

Ferriere, Axelle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Backus.

Is cited by:

Kollmann, Robert (129)

Perri, Fabrizio (75)

Kehoe, Patrick (57)

Engel, Charles (54)

Corsetti, Giancarlo (52)

Coeurdacier, Nicolas (51)

Kose, Ayhan (46)

Leduc, Sylvain (44)

Heathcote, Jonathan (42)

Devereux, Michael (42)

Dedola, Luca (40)

Cites to:

Kehoe, Patrick (26)

Kydland, Finn (23)

Prescott, Edward (17)

Zin, Stanley (16)

Hansen, Lars (11)

Rogoff, Kenneth (11)

Baxter, Marianne (10)

Hollifield, Burton (9)

Crucini, Mario (9)

Piazzesi, Monika (9)

Stockman, Alan (9)

Main data

Where David Backus has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
Journal of Finance4
American Economic Review3
Journal of Money, Credit and Banking3
Journal of International Economics3
Japan and the World Economy2
Journal of Financial Economics2
Journal of Business & Economic Statistics2
Canadian Journal of Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University16
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business6
Staff Report / Federal Reserve Bank of Minneapolis4
Finance / University Library of Munich, Germany3
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2

Recent works citing David Backus (2021 and 2020)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Optimal Currency Areas with Labor Market Frictions. (2022). Kekre, Rohan. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:2:p:44-95.

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2020Sterilized FX interventions may not be so sterilized. (2020). Mkhatrishvili, Shalva ; Tsutskiridze, Giorgi ; Arevadze, Lasha. In: NBG Working Papers. RePEc:aez:wpaper:02/2020.

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2021What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.

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2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives. (2020). Martin, Ian ; Pindyck, Robert S ; Ian, . In: 2030 Agenda. RePEc:ags:feemgc:308023.

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2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith. (2021). Nicolini, Juan Pablo ; Hevia, Constantino ; Ayres, Joao. In: Working Papers. RePEc:aoz:wpaper:89.

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2021Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91.

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2020The Role of Money in the Business Cycle. (2017). Jianglin, Zhao . In: Papers. RePEc:arx:papers:1707.00947.

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2020Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong. In: Papers. RePEc:arx:papers:1812.05748.

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2020Robust Inference about Conditional Tail Features: A Panel Data Approach. (2019). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1909.00294.

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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2020Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach. (2020). Carbone, Anna ; Ponta, Linda ; Murialdo, Pietro. In: Papers. RePEc:arx:papers:2004.14736.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data. (2020). Fanghella, Valeria ; Fezzi, Carlo. In: Papers. RePEc:arx:papers:2007.03477.

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2021A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2021Dynamics of Relationship Between Macroeconomic Fundamentals and Exchange Rate: A Comparison of Advanced and Least Developed Countries. (2021). Fakher, Amjad ; Ali, Rana Ejaz ; Akbar, Muhammad. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:166-178.

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2021Political Voice on Monetary Policy: Evidence from the Parliamentary Hearings of the European Central Bank. (2021). Romelli, Davide ; Moschella, Manuela ; Masciandaro, Donato ; Ferrara, Federico M. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20159.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21153.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167.

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2022Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6.

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2020Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin. In: Borradores de Economia. RePEc:bdr:borrec:1141.

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2020La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. (2020). Julio, Juan ; Julio-Roman, Juan Manuel ; Moreno-Jimenez, William Ivan ; Bejarano-Salcedo, Valeria. In: Borradores de Economia. RePEc:bdr:borrec:1142.

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2020Common Trade Exposure and Business Cycle Comovement. (2020). Mix, Carter ; Avila-Montealegre, Oscar. In: Borradores de Economia. RePEc:bdr:borrec:1149.

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2020Public Opinion on Central Banks when Economic Policy is Uncertain. (2020). Istrefi, Klodiana ; Piloiu, Anamaria . In: Working papers. RePEc:bfr:banfra:765.

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2021Committed to Flexible Fiscal Rules. (2021). Rieth, Malte ; Grosse Steffen, Christoph ; Pagenhardt, Laura ; Grosse-Steffen, Chistoph. In: Working papers. RePEc:bfr:banfra:854.

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2022Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004.

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2021FX policy when financial markets are imperfect. (2021). Maggiori, Matteo. In: BIS Working Papers. RePEc:bis:biswps:942.

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2020Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49.

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2020Do oil price changes really matter to the trade balance? Evidence from Korea‐ASEAN commodity trade data. (2020). Baek, Jungho ; Choi, Yoon Jung. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:250-278.

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2020DOES THE NUMBER OF COUNTRIES IN INTERNATIONAL BUSINESS CYCLE MODELS MATTER?. (2020). Kim, Myunghyun. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1414-1429.

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2020Input–Output Linkages and Sectoral Volatility. (2020). OLABISI, MICHAEL. In: Economica. RePEc:bla:econom:v:87:y:2020:i:347:p:713-746.

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2021Product Quality and International Price Dynamics over the Business Cycle. (2021). Arespa Castello, Marta ; Gruber, Diego . In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:1054-1074.

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2021Provincial income convergence clubs in Indonesia: Identification and conditioning factors. (2021). Mendez-Guerra, Carlos ; Otsubo, Shigeru ; Gunawan, Anang Budi. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:4:p:2540-2575.

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2020International risk sharing in emerging economies. (2020). Yepez, Carlos. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:3:p:434-459.

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2021Limited Risk Sharing and International Equity Returns. (2021). Zhang, Shaojun. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:893-933.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1049-1089.

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2021Matteo Maggiori: Winner of the 2021 Fischer Black Prize. (2021). Lustig, Hanno. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2087-2091.

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2022Monetary Policy Spillovers through Invoicing Currencies. (2022). Zhang, Tony. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:129-161.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2020Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405.

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2022The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:309-348.

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2021Commodities fluctuations, cross border flows and financial innovation: A stock?flow analysis. (2021). Yajima, Giuliano Toshiro ; Nalin, Lorenzo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:3:p:539-579.

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2020Labor supply and the business cycle: The “bandwagon worker effect”. (2020). Moral, Alfonso ; Martín-Román, Ángel ; Cuellarmartin, Jaime ; Martinroman, Angel L. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:6:p:1607-1642.

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2020Carry trade and forward premium puzzle from the perspective of a safe?haven currency. (2020). Nitschka, Thomas ; Haab, David R. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394.

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2020International effects of corporate tax cuts on income distribution. (2020). Bawa, Siraj ; Vu, Nam T. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:5:p:1164-1190.

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2021Capital mobility and the synchronization of business cycles: Evidence from the European Union. (2021). Beck, Krzysztof. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:1065-1079.

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2020Business Cycles Synchronisation and Symmetries in the Transition to East African Monetary Union. (2020). Erkekoglu, Hatice ; Majok, Aweng Peter. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:4:p:495-517.

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2020Endogenous cyclical corporate tax burden in China: The role of tax quotas and growth targets. (2020). Zhang, Jun ; Dang, Dandan ; He, Minyuan ; Fang, Hongsheng. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:12:p:3314-3339.

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2021Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187.

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2021Do immigrants’ funds affect the exchange rate?. (2021). Teo, Wing Leong ; Cooray, Arusha ; Aziz, Nusrate. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:560-585.

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2021The economic and social costs of globalisation: A target zone analysis. (2021). della Posta, Pompeo. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:3:p:633-644.

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2021Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2020Exchange rate risk and business cycles. (2020). Lloyd, Simon ; Marin, Emile. In: Bank of England working papers. RePEc:boe:boeewp:0872.

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2020Regional risk-sharing in Ukraine. (2020). Reck, Fabian ; Moroz, Serhiy ; Fidrmuc, Jarko. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_025.

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2022The US–China phase one trade deal : An economic analysis of the managed trade agreement. (2022). Funke, Michael ; Wende, Adrian. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_001.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2021Foreign Direct Investment and Innovations: Transmission Dynamics of Persistent Demand and Technology Shocks in a Macro Model. (2021). Roeger, Werner. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei300.

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2021Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84.

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2020Monetary Consequences of Fiscal Stress in a Game Theoretic Framework. (2020). Hoang, Viet Anh ; Nguyen, Dat Thanh. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:125-164.

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2021Global shocks and trade response of a commodity exporter small open economy: Terms of Trade, J-Curve and the Marshall-Lerner Condition. (2021). Ferreira, Mauro Sayar ; da Costa, Marcelo Randolfo. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td635.

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2020A Unified Model of International Business Cycles and Trade. (2020). Kucheryavyy, Konstantin ; Bhattarai, Saroj. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8130.

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2020Currency Portfolio of External Debt, Exchange Rate Cyclicality, and Consumption Volatility. (2020). Fujii, Eiji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8287.

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2021Manufacturing Risk-Free Government Debt. (2021). Xiaolan, Mindy Z ; van Nieuwerburgh, Stijn ; Lustig, Hanno ; Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8902.

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2021The US-China Phase One Trade Deal: An Economic Analysis of the Managed Trade Agreement. (2021). Funke, Michael ; Wende, Adrian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8945.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2021Cross-Country Unemployment Insurance, Transfers, and Trade-Offs in International Risk Sharing. (2021). Vespermann, David A ; Enders, Zeno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8965.

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2021The Relationship between Prices and Output in the UK and the US. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Claudio-Quiroga, Gloria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8970.

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2021An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290.

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2022Gravity at Sixty: The Workhorse Model of Trade. (2022). Yotov, Yoto V. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9584.

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2021Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate. (2021). Born, Benjamin ; Muller, Gernot J ; Dascanio, Francesco ; Pfeiffer, Johannes ; Pfeifer, Johannes. In: ifo Working Paper Series. RePEc:ces:ifowps:_352.

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2020Exchange Rate Misalignment and External Imbalances: What is the Optimal Monetary Policy Response?. (2020). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:2008.

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2020A Theory of Foreign Exchange Interventions. (2020). Straub, Ludwig ; Fanelli, Sebastian . In: Working Papers. RePEc:cmf:wpaper:wp2020_2019.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

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2020Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies. (2020). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14367.

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2020Trade, Unemployment, and Monetary Policy. (2020). Ghironi, Fabio ; Cacciatore, Matteo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14952.

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2020Liquidity Traps in a Monetary Union. (2020). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15148.

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2021Liquidity Traps in a World Economy. (2021). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15631.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies. (2020). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/301557.

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2020Liquidity Traps in a Monetary Union. (2020). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/310507.

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2021Liquidity Traps in a World Economy. (2021). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/316780.

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2021Household Consumption Heterogeneity and the Real Exchange Rate. (2021). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/330313.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2021The exchange rate insulation puzzle. (2021). Müller, Gernot ; Schmidt, Sebastian ; Kuester, Keith ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20212630.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2021Consequences of Oil Supply and Demand on the Electricity Market: Coronavirus Effect. (2021). Tabachkova, Xenia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-65.

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2020A stock-flow approach to investment requirements within balance-of-payments constrained growth. (2020). Perez Caldentey, Esteban ; Rodriguez, Leonardo Rojas . In: Documentos de Proyectos. RePEc:ecr:col022:46514.

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2020Rebalancing in China: A taxation approach. (2020). Cubizol, Damien. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19300082.

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2021Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters. (2021). , Irmansyah ; Sumaryada, Tony ; Solekha, Siti ; Kartono, Agus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006743.

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2021Analysis of time series using a new entropy plane based on past entropy. (2021). Shang, Pengjian ; Qin, Guyue. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921008316.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021Liquidity traps in a world economy. (2021). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s016518892100141x.

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2021Why business cycles diverge? Structural evidence from the European Union. (2021). Beck, Krzysztof. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001986.

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2022Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161.

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More than 100 citations found, this list is not complete...

Works by David Backus:

YearTitleTypeCited
1985Inflation and Reputation. In: American Economic Review.
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1998Inflation and Reputation.(1998) In: Levine's Working Paper Archive.
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1984Inflation and Reputation.(1984) In: Working Paper.
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1992International Evidence of the Historical Properties of Business Cycles. In: American Economic Review.
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1991International evidence on the historical properties of business cycles.(1991) In: Staff Report.
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1992International Evidence on the Historical Properties of Business Cycles.(1992) In: Working Papers.
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1994Dynamics of the Trade Balance and the Terms of Trade: The J-Curve? In: American Economic Review.
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Backus_Kehoe_Kydland.() In: Instructional Stata datasets for econometrics.
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1992Dynamics of the trade balance and the terms of trade: the S-curve.(1992) In: Working Papers (Old Series).
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1992Dynamics of the trade balance and the terms of trade: the J-curve revisited.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
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1992Dynamics of the Trade Balance and the Terms of Trade: The S-Curve.(1992) In: NBER Working Papers.
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1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
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1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
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1998Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing. In: Journal of Business & Economic Statistics.
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1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing..(1994) In: Columbia - Graduate School of Business.
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1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: NBER Working Papers.
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1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1994) In: Working Papers.
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2007Cracking the Conundrum In: Brookings Papers on Economic Activity.
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2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
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2007Cracking the Conundrum.(2007) In: NBER Working Papers.
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1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
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1990Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper.
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1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
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2001Affine Term Structure Models and the Forward Premium Anomaly In: Journal of Finance.
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2011Disasters Implied by Equity Index Options In: Journal of Finance.
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2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
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2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
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2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
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2014Sources of Entropy in Representative Agent Models In: Journal of Finance.
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2011Sources of entropy in representative agent models.(2011) In: CEPR Discussion Papers.
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2011Sources of Entropy in Representative Agent Models.(2011) In: NBER Working Papers.
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2011Sources of Entropy in Representative Agent Models.(2011) In: Working Papers.
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1984Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff. In: Canadian Journal of Economics.
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1982Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff.(1982) In: Working Paper.
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1995Interpreting the Forward Premium Anomaly. In: Canadian Journal of Economics.
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1985The Financial Sector in the Planning of Economic Development In: Levine's Working Paper Archive.
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International price dispersion in the G7 In: GSIA Working Papers.
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1998Discrete-Time Models of Bond Pricing.(1998) In: NBER Working Papers.
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1999Design and Estimation of Affine Yield Models In: GSIA Working Papers.
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1999Design and Estimation of Affine Yield Models.(1999) In: GSIA Working Papers.
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1994The Forward Premium Anamoly: Three Examples in Search of a Solution In: GSIA Working Papers.
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2016Term structures of asset prices and returns In: CEPR Discussion Papers.
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2018Term structures of asset prices and returns.(2018) In: Journal of Financial Economics.
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2016Term structures of asset prices and returns.(2016) In: Staff Reports.
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2016Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers.
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2016Term structures of asset prices and returns.(2016) In: Working Papers.
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1986The Consistency of Optimal Policy in Stochastic Rational Expectations Models In: CEPR Discussion Papers.
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1985Credibility and Commitment in Economic Policy In: CEPR Discussion Papers.
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1985Credibility and Commitment in Economic Policy.(1985) In: Working Paper.
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2013Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers.
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2013Identifying Taylor Rules in Macro-Finance Models.(2013) In: NBER Working Papers.
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2013Identifying Taylor Rules in Macro-finance Models.(2013) In: Working Papers.
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1978An Integrated Model of Household Flow-of-Funds Allocations In: Cowles Foundation Discussion Papers.
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1980An Integrated Model of Household Flow-of-Funds Allocations..(1980) In: Journal of Money, Credit and Banking.
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1980A Model of U.S. Financial and Nonfinancial Economic Behavior In: Cowles Foundation Discussion Papers.
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1980A Model of U.S. Financial and Nonfinancial Economic Behavior..(1980) In: Journal of Money, Credit and Banking.
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1977British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing. In: Economic Journal.
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1995A decision support system for strategic planning on pig farms In: Agricultural Economics.
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2016Pareto weights as wedges in two-country models In: Journal of Economic Dynamics and Control.
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2015Pareto Weights as Wedges in Two-Country Models.(2015) In: NBER Working Papers.
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2015Pareto weights as wedges in two-country models.(2015) In: Working Papers.
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2016Pareto weights as wedges in two-country models.(2016) In: Working Papers.
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1993Interpreting comovements in the trade balance and the terms of trade In: Journal of International Economics.
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1992Interpreting Comovements in the Trade Balance and the Terms of Trade.(1992) In: Working Papers.
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1993Consumption and real exchange rates in dynamic economies with non-traded goods In: Journal of International Economics.
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1993Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods.(1993) In: Working Paper.
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2000Oil prices and the terms of trade In: Journal of International Economics.
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1998Oil Prices and the Terms of Trade.(1998) In: NBER Working Papers.
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1998The Japanese trade balance: Recent history and future prospects1 In: Japan and the World Economy.
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1994Comments on hysteresis and the duration of the J-curve, by Avinash Dixit In: Japan and the World Economy.
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1992In search of scale effects in trade and growth In: Journal of Economic Theory.
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1992In search of scale effects in trade and growth.(1992) In: Staff Report.
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2001Predictable changes in yields and forward rates In: Journal of Financial Economics.
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1998Predictable Changes in Yields and Forward Rates.(1998) In: NBER Working Papers.
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1989On the denomination of government debt : A critique of the portfolio balance approach In: Journal of Monetary Economics.
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1988On the denomination of government debt: a critique of the portfolio balance approach.(1988) In: Staff Report.
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1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
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1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
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2005Comment on: Exchange rate regime durability and performance in developing versus advanced economies In: Journal of Monetary Economics.
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2008Taxes and the global allocation of capital In: Journal of Monetary Economics.
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2007Taxes and the Global Allocation of Capital.(2007) In: NBER Working Papers.
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2015Risk and ambiguity in models of business cycles In: Journal of Monetary Economics.
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2014Risk and Ambiguity in Models of Business Cycles.(2014) In: NBER Working Papers.
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1993Long-memory inflation uncertainty: evidence from the term structure of interest rates In: Proceedings.
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1993Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates..(1993) In: Journal of Money, Credit and Banking.
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1993Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.(1993) In: NBER Technical Working Papers.
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1993Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.(1993) In: Working Papers.
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1992Relative price movements in dynamic general equilibrium models of international trade In: Working Papers (Old Series).
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1992Relative Price Movements in Dynamic General Equilibrium Models of International Trade.(1992) In: NBER Working Papers.
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1992Relative Price Movements in Dynamic General Equilibrium Models of International Trade.(1992) In: Working Papers.
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1993International business cycles: theory vs. evidence In: Quarterly Review.
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1991International real business cycles In: Staff Report.
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1987International real business cycles.(1987) In: Working Papers.
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1992International Real Business Cycles..(1992) In: Journal of Political Economy.
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1994The Forward Premium Anomaly: Three Examples in Serach of Solution. In: Columbia - Graduate School of Business.
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1997Macroeconomic Foundations of Higher Moments in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1996Affine Models of Currency Pricing In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1996Affine Models of Currency Pricing.(1996) In: NBER Working Papers.
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2013Demography and Low-Frequency Capital Flows In: NBER Chapters.
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2013Demography and Low Frequency Capital Flows.(2013) In: NBER Working Papers.
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2005Exotic Preferences for Macroeconomists In: NBER Chapters.
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2004Exotic Preferences for Macroeconomists.(2004) In: NBER Working Papers.
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2004Exotic Preferences for Macroeconomists.(2004) In: Working Papers.
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1988A Positive Theory of Fiscal Policy in Open Economies In: NBER Chapters.
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1986A Positive Theory of Fiscal Policy in Open Economies.(1986) In: Working Paper.
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2005Current Account Fact and Fiction.(2005) In: 2005 Meeting Papers.
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1994Reverse Engineering the Yield Curve In: NBER Working Papers.
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1994Reverse Engineering the Yield Curve.(1994) In: Working Papers.
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1985Rational Expectations and Policy Credibility Following a Change in Regime In: Review of Economic Studies.
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1983Some Canadian-U.S Evidence on the Insulating Properties of a Flexible Exchange Rate In: Working Paper.
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1984Exchange Rate Dynamics in a Model with Staggered Wage Contracts In: Working Paper.
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1984Rational Expectations and Policy Credibility Following a Regime Change In: Working Paper.
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1985Nonuniqueness in Rational Expectations Models: An Interpretation In: Working Paper.
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1986Credible Disinflation in Closed and Open Economies In: Working Paper.
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1987Trade and Exchange-Rate Dynamics in a Dynamic Competitive Economy In: Working Paper.
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1988Risk Premiums in Asset Prices and Returns In: Working Paper.
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1999EconomicDynamics Interview: David Backus on international business cycles In: EconomicDynamics Newsletter.
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2006Asset pricing implications for business cycle analysis In: 2006 Meeting Papers.
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2007Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing In: 2007 Meeting Papers.
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2008Monetary Policy and the Uncovered Interest Rate Parity Puzzle In: 2008 Meeting Papers.
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1992Dynamics of the trade balance and the terms of trade: the J-curve revisited.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
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1992Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods In: Working Papers.
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1990Borrowing Constraints, Occupational Choice, and Labor Supply. In: Journal of Labor Economics.
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2002Accouting for Biases in Black-Scholes In: Finance.
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2002Markov Chain Approximations For Term Structure Models In: Finance.
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