David Backus : Citation Profile


Deceased: 2016-06-12

31

H index

42

i10 index

6291

Citations

RESEARCH PRODUCTION:

38

Articles

106

Papers

3

Chapters

RESEARCH ACTIVITY:

   39 years (1977 - 2016). See details.
   Cites by year: 161
   Journals where David Backus has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 30 (0.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba242
   Updated: 2022-08-13    RAS profile:    
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Relations with other researchers


Works with:

Chernov, Mikhail (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)

Svensson, Lars (41)

Cites to:

Kehoe, Patrick (26)

Kydland, Finn (23)

Prescott, Edward (17)

Zin, Stanley (16)

Rogoff, Kenneth (11)

Hansen, Lars (11)

Baxter, Marianne (10)

Hollifield, Burton (9)

Piazzesi, Monika (9)

Stockman, Alan (9)

Rudebusch, Glenn (9)

Main data


Where David Backus has published?


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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc23
Working Paper / Economics Department, Queen's University16
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business6
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
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 (2022 and 2021)


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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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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2021.

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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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2022Predicting 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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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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2022Is climate change time reversible?. (2022). Hecq, Alain ; Giancaterini, Francesco ; Morana, Claudio. In: Papers. RePEc:arx:papers:2205.07579.

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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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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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2022Not all oil shocks on the trade balance are alike: Empirical evidence from South Korea. (2022). Baek, Jungho. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:291-303.

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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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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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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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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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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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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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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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

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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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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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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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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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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022Computing time-consistent equilibria: A perturbation approach. (2022). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000549.

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2021Does the real exchange rate play any role in the trade between Mexico and Canada? An asymmetric analysis. (2021). Bahmani-Oskooee, Mohsen ; Halicioglu, Ferda ; Harvey, Hanafiah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:1-21.

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2021Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699.

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2021Discounting for public-private partnership projects in China. (2021). Zou, Ziran ; Luo, Lanlan ; Chen, Shou. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:218-226.

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2021Economic growth and innovation complexity: An empirical estimation of a Hidden Markov Model. (2021). Gil, Pedro ; Bucci, Alberto ; Trovato, Giovanni ; Carbonari, Lorenzo. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:86-99.

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2021Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000632.

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2021The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model. (2021). Kollmann, Robert. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003876.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2021Extending the Fama and French model with a long term memory factor. (2021). POUCHKAREV, I ; Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Lopez-Garcia, M N. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

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2021Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271.

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2021Optimal portfolio under ambiguous ambiguity. (2021). Makarov, Dmitry. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000428.

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2022Stock return predictability in China: Power of oil price trend. (2022). Zhang, Qunzi ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005006.

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2022Banks’ liquidity provision and panic runs with recursive preferences. (2022). Panetti, Ettore. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005912.

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2021Games with second-order expected utility. (2021). Beggs, Alan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:130:y:2021:i:c:p:569-590.

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2021Trade reforms and current account imbalances. (2021). Wei, Shang-Jin ; Shi, Kang ; Ju, Jiandong. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000283.

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2021Trade adjustment dynamics and the welfare gains from trade. (2021). Ruhl, Kim J ; Choi, Horag ; Alessandria, George. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000350.

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2021Economies of scale and international business cycles. (2021). Kim, Daisoon. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000362.

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2021Trade, unemployment, and monetary policy. (2021). Cacciatore, Matteo ; Ghironi, Fabio. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000659.

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2021Faraway, so close! International transmission in the medium-term cycle of advanced economies. (2021). de Blas, Beatriz ; Correa-Lopez, Monica. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000787.

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2021The dynamics of the U.S. trade balance and real exchange rate: The J curve and trade costs?. (2021). Choi, Horag ; Alessandria, George. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s002219962100091x.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2022Oil prices, manufacturing goods, and nontradeable services. (2022). Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001331.

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2022Financial integration and the co-movement of economic activity: Evidence from U.S. states. (2022). Gozzi, Juan Carlos ; Goetz, Martin R. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001410.

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2021Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2021International stochastic discount factors and covariance risk. (2021). Muck, Matthias ; Herold, Michael ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030279x.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2022Risk sharing and industrial specialization in China. (2022). Zhang, CE ; He, Qing ; Du, Julan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:2:p:599-626.

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2022Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300.

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2021Partial environmental tax coordination and political delegation. (2021). Ogawa, Hikaru. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:110:y:2021:i:c:s0095069621001157.

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2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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2021The envelope theorem, Euler and Bellman equations, without differentiability. (2021). Werner, Jan ; Marimon, Ramon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001265.

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2022Existence and uniqueness of recursive utilities without boundedness. (2022). Christensen, Timothy M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053122000035.

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2021Index option returns and generalized entropy bounds. (2021). Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:1015-1036.

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2021Rare disaster probability and options pricing. (2021). Barro, Robert ; Liao, Gordon Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:750-769.

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2021Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100.

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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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article282
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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article419
1991International evidence on the historical properties of business cycles.(1991) In: Staff Report.
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paper
1992International Evidence on the Historical Properties of Business Cycles.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 419
paper
1994Dynamics of the Trade Balance and the Terms of Trade: The J-Curve? In: American Economic Review.
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article817
Backus_Kehoe_Kydland.() In: Instructional Stata datasets for econometrics.
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This paper has another version. Agregated cites: 817
paper
1992Dynamics of the trade balance and the terms of trade: the S-curve.(1992) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 817
paper
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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This paper has another version. Agregated cites: 817
paper
1992Dynamics of the Trade Balance and the Terms of Trade: The S-Curve.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 817
paper
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
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article96
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 96
paper
1998Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing. In: Journal of Business & Economic Statistics.
[Citation analysis]
article20
1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing..(1994) In: Columbia - Graduate School of Business.
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This paper has another version. Agregated cites: 20
paper
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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This paper has another version. Agregated cites: 20
paper
1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
2007Cracking the Conundrum In: Brookings Papers on Economic Activity.
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article73
2007Cracking the conundrum.(2007) In: Finance and Economics Discussion Series.
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paper
2007Cracking the Conundrum.(2007) In: NBER Working Papers.
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paper
1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
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article114
1990Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper.
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paper
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
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paper
2001Affine Term Structure Models and the Forward Premium Anomaly In: Journal of Finance.
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article267
2011Disasters Implied by Equity Index Options In: Journal of Finance.
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article131
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 131
paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 131
paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 131
paper
2014Sources of Entropy in Representative Agent Models In: Journal of Finance.
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article72
2011Sources of entropy in representative agent models.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 72
paper
2011Sources of Entropy in Representative Agent Models.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 72
paper
2011Sources of Entropy in Representative Agent Models.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 72
paper
1984Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff. In: Canadian Journal of Economics.
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article58
1982Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff.(1982) In: Working Paper.
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paper
1995Interpreting the Forward Premium Anomaly. In: Canadian Journal of Economics.
[Citation analysis]
article20
Interpreting the Forward Premium Anomoly.() In: GSIA Working Papers.
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This paper has another version. Agregated cites: 20
paper
1985The Financial Sector in the Planning of Economic Development In: Levine's Working Paper Archive.
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paper0
International price dispersion in the G7 In: GSIA Working Papers.
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paper0
Discrete time models of bond pricing In: GSIA Working Papers.
[Full Text][Citation analysis]
paper57
1998Discrete-Time Models of Bond Pricing.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 57
paper
1999Design and Estimation of Affine Yield Models In: GSIA Working Papers.
[Full Text][Citation analysis]
paper8
1999Design and Estimation of Affine Yield Models.(1999) In: GSIA Working Papers.
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This paper has another version. Agregated cites: 8
paper
1994The Forward Premium Anamoly: Three Examples in Search of a Solution In: GSIA Working Papers.
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paper5
2016Term structures of asset prices and returns In: CEPR Discussion Papers.
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paper23
2018Term structures of asset prices and returns.(2018) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 23
article
2016Term structures of asset prices and returns.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 23
paper
2016Term Structures of Asset Prices and Returns.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23
paper
2016Term structures of asset prices and returns.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 23
paper
1986The Consistency of Optimal Policy in Stochastic Rational Expectations Models In: CEPR Discussion Papers.
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paper143
1985Credibility and Commitment in Economic Policy In: CEPR Discussion Papers.
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paper1
1985Credibility and Commitment in Economic Policy.(1985) In: Working Paper.
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This paper has another version. Agregated cites: 1
paper
2013Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2013Identifying Taylor Rules in Macro-Finance Models.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2013Identifying Taylor Rules in Macro-finance Models.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
1978An Integrated Model of Household Flow-of-Funds Allocations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper11
1980An Integrated Model of Household Flow-of-Funds Allocations..(1980) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 11
article
1980A Model of U.S. Financial and Nonfinancial Economic Behavior In: Cowles Foundation Discussion Papers.
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paper55
1980A Model of U.S. Financial and Nonfinancial Economic Behavior..(1980) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 55
article
1977British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing. In: Economic Journal.
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article10
1995A decision support system for strategic planning on pig farms In: Agricultural Economics.
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article0
2016Pareto weights as wedges in two-country models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
2015Pareto Weights as Wedges in Two-Country Models.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015Pareto weights as wedges in two-country models.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Pareto weights as wedges in two-country models.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1993Interpreting comovements in the trade balance and the terms of trade In: Journal of International Economics.
[Full Text][Citation analysis]
article20
1992Interpreting Comovements in the Trade Balance and the Terms of Trade.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
1993Consumption and real exchange rates in dynamic economies with non-traded goods In: Journal of International Economics.
[Full Text][Citation analysis]
article560
1993Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods.(1993) In: Working Paper.
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This paper has another version. Agregated cites: 560
paper
2000Oil prices and the terms of trade In: Journal of International Economics.
[Full Text][Citation analysis]
article326
1998Oil Prices and the Terms of Trade.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 326
paper
1998The Japanese trade balance: Recent history and future prospects1 In: Japan and the World Economy.
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article2
1994Comments on hysteresis and the duration of the J-curve, by Avinash Dixit In: Japan and the World Economy.
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article0
1992In search of scale effects in trade and growth In: Journal of Economic Theory.
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article152
1992In search of scale effects in trade and growth.(1992) In: Staff Report.
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This paper has another version. Agregated cites: 152
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2001Predictable changes in yields and forward rates In: Journal of Financial Economics.
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article78
1998Predictable Changes in Yields and Forward Rates.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 78
paper
1989On the denomination of government debt : A critique of the portfolio balance approach In: Journal of Monetary Economics.
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article53
1988On the denomination of government debt: a critique of the portfolio balance approach.(1988) In: Staff Report.
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This paper has another version. Agregated cites: 53
paper
1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article158
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
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This paper has another version. Agregated cites: 158
paper
2005Comment on: Exchange rate regime durability and performance in developing versus advanced economies In: Journal of Monetary Economics.
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article4
2008Taxes and the global allocation of capital In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article34
2007Taxes and the Global Allocation of Capital.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2015Risk and ambiguity in models of business cycles In: Journal of Monetary Economics.
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article36
2014Risk and Ambiguity in Models of Business Cycles.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
1993Long-memory inflation uncertainty: evidence from the term structure of interest rates In: Proceedings.
[Citation analysis]
article105
1993Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates..(1993) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 105
article
1993Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.(1993) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105
paper
1993Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.(1993) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 105
paper
1992Relative price movements in dynamic general equilibrium models of international trade In: Working Papers (Old Series).
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paper14
1992Relative Price Movements in Dynamic General Equilibrium Models of International Trade.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1992Relative Price Movements in Dynamic General Equilibrium Models of International Trade.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
1993International business cycles: theory vs. evidence In: Quarterly Review.
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article46
1991International real business cycles In: Staff Report.
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paper1215
1987International real business cycles.(1987) In: Working Papers.
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This paper has another version. Agregated cites: 1215
paper
1992International Real Business Cycles..(1992) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1215
article
1994The Forward Premium Anomaly: Three Examples in Serach of Solution. In: Columbia - Graduate School of Business.
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paper3
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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paper2
1996Affine Models of Currency Pricing In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper42
1996Affine Models of Currency Pricing.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
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2013Demography and Low-Frequency Capital Flows In: NBER Chapters.
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chapter9
2013Demography and Low Frequency Capital Flows.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
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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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This paper has another version. Agregated cites: 128
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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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2009Current Account Fact and Fiction In: NBER Working Papers.
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2005Current Account Fact and Fiction.(2005) In: 2005 Meeting Papers.
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2010Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers.
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2021Monetary Policy Risk: Rules vs. Discretion In: NBER Working Papers.
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1993International Business Cycles: Theory and Evidence In: NBER Working Papers.
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1993International Business Cycles: Theory and Evidence.(1993) In: Working Papers.
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1993The Japanese Trade Balance: Recent History and Future Prospects In: NBER Working Papers.
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1993The Japanese Trade Balance: Recent History and Future Prospects.(1993) In: Working 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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1982Notes on Dynamical Systems in Economics In: Working Paper.
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1982The Canada-U.S. Exchange Rate: Evidence for a Vector Autoregression In: Working Paper.
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paper1
1983Some Canadian-U.S Evidence on the Insulating Properties of a Flexible Exchange Rate In: Working Paper.
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paper0
1984Exchange Rate Dynamics in a Model with Staggered Wage Contracts In: Working Paper.
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paper8
1984Rational Expectations and Policy Credibility Following a Regime Change In: Working Paper.
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paper4
1985Nonuniqueness in Rational Expectations Models: An Interpretation In: Working Paper.
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paper0
1986Credible Disinflation in Closed and Open Economies In: Working Paper.
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paper0
1987Trade and Exchange-Rate Dynamics in a Dynamic Competitive Economy In: Working Paper.
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paper0
1988Risk Premiums in Asset Prices and Returns In: Working Paper.
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paper0
1999EconomicDynamics Interview: David Backus on international business cycles In: EconomicDynamics Newsletter.
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article0
2004International Risk Sharing with exotic preferences In: 2004 Meeting Papers.
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paper0
2006Asset pricing implications for business cycle analysis In: 2006 Meeting Papers.
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paper0
2007Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing In: 2007 Meeting Papers.
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paper0
2008Monetary Policy and the Uncovered Interest Rate Parity Puzzle In: 2008 Meeting Papers.
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2009The Cyclical Component of US Asset Returns In: 2009 Meeting Papers.
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2010Sources of entropy in representative agent models of asset pricing In: 2010 Meeting Papers.
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2011Global Capital Flows : The Roles of Demography, Productivity and Taxes In: 2011 Meeting Papers.
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2005Recursive Preferences In: Working Papers.
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paper1
2007Nonbanks in the Payments System: Vertical Integration Issues In: Working Papers.
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1992Dynamics of the Trade Balance and the Terms of Trade: The J-Curve Revisited In: Working Papers.
[Citation analysis]
paper7
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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This paper has another version. Agregated cites: 7
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1992Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods In: Working Papers.
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paper18
1993Hysteresis in Perspective: A Discussion of Dixits Hysteresis and the Durations of the J-Curve, In: Working Papers.
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paper0
1986The Canadian-U.S. Exchange Rate: Evidence from a Vector Autoregression. In: The Review of Economics and Statistics.
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article19
1990Borrowing Constraints, Occupational Choice, and Labor Supply. In: Journal of Labor Economics.
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article10
2002Accouting for Biases in Black-Scholes In: Finance.
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paper19
2002Contagion in Financial Markets In: Finance.
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paper3
2002Markov Chain Approximations For Term Structure Models In: Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team