Francois Gourio : Citation Profile


Are you Francois Gourio?

Federal Reserve Bank of Chicago (99% share)
Sciences Po (1% share)

19

H index

24

i10 index

1474

Citations

RESEARCH PRODUCTION:

28

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 73
   Journals where Francois Gourio has often published
   Relations with other researchers
   Recent citing documents: 251.    Total self citations: 29 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo158
   Updated: 2022-06-25    RAS profile: 2020-06-20    
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Relations with other researchers


Works with:

Farhi, Emmanuel (5)

Sim, Jae (3)

Kashyap, Anil (3)

Donangelo, Andres (3)

Siemer, Michael (3)

Kehrig, Matthias (3)

Ajello, Andrea (2)

Tambalotti, Andrea (2)

Ngo, Phuong (2)

Boyarchenko, Nina (2)

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

Is cited by:

Castelnuovo, Efrem (41)

Caggiano, Giovanni (27)

Kollmann, Robert (24)

GUPTA, RANGAN (21)

Venkateswaran, Venky (18)

Kozlowski, Julian (18)

Isoré, Marlène (17)

Veldkamp, Laura (16)

Williams, John (16)

Wohar, Mark (14)

Kejak, Michal (13)

Cites to:

Campbell, John (29)

Gilchrist, Simon (23)

Caballero, Ricardo (20)

Christiano, Lawrence (20)

Farhi, Emmanuel (19)

Barro, Robert (19)

Smets, Frank (19)

Fernandez-Villaverde, Jesus (17)

Kehoe, Patrick (16)

Rubio-Ramirez, Juan F (16)

Swanson, Eric (16)

Main data


Where Francois Gourio has published?


Journals with more than one article published# docs
Chicago Fed Letter6
American Economic Review4
Journal of Monetary Economics2
Review of Economic Dynamics2
American Economic Journal: Macroeconomics2
Brookings Papers on Economic Activity2
Economic Perspectives2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of Chicago12
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics11
NBER Working Papers / National Bureau of Economic Research, Inc11
2010 Meeting Papers / Society for Economic Dynamics3
2015 Meeting Papers / Society for Economic Dynamics3
2007 Meeting Papers / Society for Economic Dynamics2
2006 Meeting Papers / Society for Economic Dynamics2
2013 Meeting Papers / Society for Economic Dynamics2
2016 Meeting Papers / Society for Economic Dynamics2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Francois Gourio (2022 and 2021)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020Entry Decision, the Option to Delay Entry, and Business Cycles. (2020). Vardishvili, Ia. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-07.

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2020.

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2020Anxiety for the pandemic and trust in financial markets. (2020). Ficcadenti, Valerio ; Cerqueti, Roy. In: Papers. RePEc:arx:papers:2008.01649.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2021Aggregate dynamics and microeconomic heterogeneity: the role of vintage technology.. (2021). Fiori, Giuseppe ; Scoccianti, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_651_21.

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2020Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1309_20.

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2021The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11.

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2020Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Szkup, Michal ; Perla, Jesse ; Pflueger, Carolin. In: Working Papers. RePEc:bfi:wpaper:2020-122.

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2021The Impact of Regulation on Innovation. (2021). van Reenen, John ; Aghion, Philippe ; VanReenen, John ; Bergeaud, Antonin. In: Working papers. RePEc:bfr:banfra:804.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2020Does the liquidity trap exist?. (2020). Mojon, Benoit ; Lhuissier, Stéphane ; Rubio-Ramirez, Juan. In: BIS Working Papers. RePEc:bis:biswps:855.

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2020Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

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2021Does firm?level political risk influence corporate social responsibility (CSR)? Evidence from earnings conference calls. (2021). Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Chatjuthamard, Pattanaporn. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:721-741.

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2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021Equilibrium Asset Pricing with Leverage and Default. (2021). Schmid, Lukas ; Gomes, Joo F. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:977-1018.

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2021Weathering Cash Flow Shocks. (2021). Ivanov, Ivan T ; Gustafson, Matthew T ; Brown, James R. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1731-1772.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2021Policy uncertainty and foreign direct investment. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:195-227.

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2021Uncertainty, firm entry, and investment dynamics. (2021). Giannoulakis, Stelios. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:623-642.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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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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2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

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2020The global effects of Covid-19-induced uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_011.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2020A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2020.

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2021Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2156.

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2021.

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2021Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas. In: Working Papers. RePEc:cda:wpaper:341.

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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2020.

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2020Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2020Indebted Demand. (2020). Sufi, Amir ; Straub, Ludwig ; Mian, Atif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8210.

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2020The Global Effects of Covid-19-Induced Uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8280.

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2020Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009). (2020). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8497.

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2021Switching-Track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9107.

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2021The Neoclassical Model and the Welfare Costs of Selection. (2021). Licandro, Omar ; Collard, Fabrice. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9249.

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2021The ECBs Policy, the Recovery Fund and the Importance of Trust: The Case of Greece. (2021). Dimakopoulou, Vasiliki ; Philippopoulos, Apostolis ; Economides, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9371.

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2022The Macroeconomic Effects of Funding U.S. Infrastructure. (2022). Malley, Jim ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9530.

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2020Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis. (2020). Ueda, Kozo ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:20-008e.

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2020Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398.

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2020A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile Alexandre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14497.

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2021Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Switching-track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20212596.

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2021Markups and inflation cyclicality in the euro area. (2021). Osbat, Chiara ; Kouvavas, Omiros ; Vansteenkiste, Isabel ; Reinelt, Timo. In: Working Paper Series. RePEc:ecb:ecbwps:20212617.

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2020Coronavirus pandemic and tourism: Dynamic stochastic general equilibrium modeling of infectious disease outbreak. (2020). Chen, Xiang ; Zhang, Hongru ; Yang, Yang. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300578.

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2021Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737.

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2020Climate risk: The price of drought. (2020). Truong, Cameron ; Ha, Thu ; Huynh, Thanh D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301942.

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2021Investor rewards to environmental responsibility: Evidence from the COVID-19 crisis. (2021). Petit-Romec, Arthur ; Garel, Alexandre. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000699.

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2021Employment protection and share repurchases: Evidence from wrongful discharge laws. (2021). Phan, Hieu V ; de Cesari, Amedeo ; Dang, Viet A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001589.

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2021Dividend taxes, employment, and firm productivity. (2021). Jacob, Martin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001620.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2020Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.

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2020The fiscal state-dependent effects of capital income tax cuts. (2020). Yang, Shu-Chun S ; Shen, Wenyi ; Fotiou, Alexandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300300.

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2021Geographic distribution of firms and expected stock returns. (2021). Dissanayake, Ruchith. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002025.

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2020Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

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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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2022Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.

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2020Tropical cyclones and post-disaster reconstruction of public infrastructure in developing countries. (2020). Bevan, David ; Adam, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:82-99.

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2021Deep recessions. (2021). Nolan, Charles ; Shafiei, Maryam ; Kirsanova, Tatiana. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:310-323.

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2021Tail risk and investors’ concerns: Evidence from Brazil. (2021). Freire, Gustavo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001364.

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2022Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.

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2020The global effects of Covid-19-induced uncertainty. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Kima, Richard. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302457.

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2020Rare disaster concerns and economic fluctuations. (2020). Zhu, Xiaoneng ; Su, Hao ; Hao, Yijun. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302810.

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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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2022A test of the selection on observables assumption using a discontinuously distributed covariate. (2022). Yildiz, Nee ; Khalil, Umair. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:423-450.

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2021Optimal irreversible monetary policy. (2021). Hasui, Kohei ; Kobayashi, Teruyoshi ; Sugo, Tomohiro. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s001429212100060x.

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2021Optimal simple objectives for monetary policy when banks matter. (2021). Meeks, Roland ; Laureys, Lien ; Wanengkirtyo, Boromeus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000726.

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2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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2021Cyclical net entry and exit. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Bernstein, Joshua. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001057.

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2021The original sin: Firms’ dynamics and the life-cycle consequences of economic conditions at birth. (2021). Romano, Simone ; Cavallari, Lilia ; Naticchioni, Paolo. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001781.

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2021Optimal policy design in nonlinear DSGE models: An n-order accurate approximation. (2021). Hansen, James ; Gross, Isaac. In: European Economic Review. RePEc:eee:eecrev:v:140:y:2021:i:c:s0014292121002221.

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2022How stimulative are low real interest rates for intangible capital?. (2022). Caggese, Andrea ; Perez-Orive, Ander. In: European Economic Review. RePEc:eee:eecrev:v:142:y:2022:i:c:s001429212100266x.

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2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

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2021Does a change in the information environment affect labor adjustment costs?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000089.

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2021Slowing investment rates in developing economies: Evidence from a Bayesian hierarchical model. (2021). Yang, Jangho ; Strauss, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001769.

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2021Pricing climate-related risks in the bond market. (2021). Agliardi, Rossella. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000279.

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2021Is bailout insurance and tail risk priced in bank equities?. (2021). Trigeorgis, Lenos ; Saunders, Anthony ; Kasanen, Eero ; del Viva, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000681.

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2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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2021The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.

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2021Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.

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2021Unemployment and aggregate stock returns. (2021). Atanasov, Victoria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001187.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2020Heterogeneous tax sensitivity of firm-level investments. (2020). Keuschnigg, Christian ; Erhardt, Katharina ; Egger, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:512-538.

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2020Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

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2020The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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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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2021Competition, profitability, and discount rates. (2021). Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620.

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2021Unemployment and credit risk. (2021). Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:127-145.

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2021Hedging macroeconomic and financial uncertainty and volatility. (2021). Kelly, Bryan ; Giglio, Stefano ; Dew-Becker, Ian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:23-45.

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2021Labor leverage, coordination failures, and aggregate risk. (2021). de Motta, Adolfo ; Bouvard, Matthieu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1229-1252.

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2022Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

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

Works by Francois Gourio:


YearTitleTypeCited
2012Disaster Risk and Business Cycles In: American Economic Review.
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article342
2009Disasters Risk and Business Cycles.(2009) In: NBER Working Papers.
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paper
2009Disaster risk and business cycles.(2009) In: 2009 Meeting Papers.
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paper
2014Can Intangible Capital Explain Cyclical Movements in the Labor Wedge? In: American Economic Review.
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article18
2014Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?.(2014) In: Working Paper Series.
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paper
2014Can Intangible Capital Explain Cyclical Movements in the Labor Wedge?.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2016Firm Entry and Macroeconomic Dynamics: A State-Level Analysis In: American Economic Review.
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article44
2016Firm Entry and Macroeconomic Dynamics: A State-level Analysis.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 44
paper
2016Firm Entry and Macroeconomic Dynamics: A State-level Analysis.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 44
paper
2008Disasters and Recoveries In: American Economic Review.
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article61
2010Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform In: American Economic Journal: Macroeconomics.
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article44
2006Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform.(2006) In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
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This paper has another version. Agregated cites: 44
paper
2006Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
2008Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
2009Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2007Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2013Credit Risk and Disaster Risk In: American Economic Journal: Macroeconomics.
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article104
2011Credit Risk and Disaster Risk.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 104
paper
2012Credit risk and disaster risk.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104
paper
2011Credit Risk and Disaster Risk.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104
paper
2010Credit risk and Disaster risk.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 104
paper
2015Risk Management for Monetary Policy Near the Zero Lower Bound In: Brookings Papers on Economic Activity.
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article94
2015Risk Management for Monetary Policy Near the Zero Lower Bound.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 94
paper
2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia In: Brookings Papers on Economic Activity.
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article49
2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 49
paper
2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2005Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper6
2005Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 6
paper
2006Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper3
2006Firms Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 3
paper
2006The Marginal Worker and The Aggregate Elasticity of Labor Supply In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper11
2006The Marginal Worker and the Aggregate Elasticity of Labor Supply.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 11
paper
2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper10
2011Putty-clay technology and stock market volatility.(2011) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 10
article
2007INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper107
2007Investment spikes: New facts and a general equilibrium exploration.(2007) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 107
article
2007Investment Spikes: New Facts and a General Equilibrium Exploration.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
2007Investment Spikes: New Facts and a General Equilibrium Exploration.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
2007Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle In: Boston University - Department of Economics - Working Papers Series.
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paper1
2008Is there a majority to support a capital tax cut? In: Boston University - Department of Economics - Working Papers Series.
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paper1
2009Is there a majority to support a capital tax cut?.(2009) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 1
article
2008Time-series predictability in the disaster model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper22
2008Time-series predictability in the disaster model.(2008) In: Finance Research Letters.
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This paper has another version. Agregated cites: 22
article
2002Transitional Dynamics of Dividend Tax Reform In: Boston University - Department of Economics - Working Papers Series.
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paper1
2017The Cross-Section of Labor Leverage and Equity Returns* In: Working Papers.
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paper21
2019The cross-section of labor leverage and equity returns.(2019) In: Journal of Financial Economics.
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article
2017The Cross-Section of Labor Leverage and Equity Returns.(2017) In: Working Paper Series.
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paper
2012Macroeconomic implications of time-varying risk premia In: Working Paper Series.
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paper0
2013International risk cycles In: Journal of International Economics.
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article117
2011International Risk Cycles.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 117
paper
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms In: Finance and Economics Discussion Series.
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paper2
2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms.(2022) In: Staff Reports.
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paper
2015The Effect of Winter Weather on U.S. Economic Activity In: Economic Perspectives.
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article11
2018Seasonal and Business Cycles of U.S. Employment In: Economic Perspectives.
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article4
2014What is the Economic Impact of the Slowdown in New Business Formation? In: Chicago Fed Letter.
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article7
2015The Effect of Weather on First-Quarter GDP In: Chicago Fed Letter.
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article0
2015Recent Trends in Capital Accumulation and Implications for Investment In: Chicago Fed Letter.
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article5
2017Changes in the Risk-Management Environment for Monetary Policy In: Chicago Fed Letter.
[Full Text][Citation analysis]
article0
2019What is Driving the Return Spread Between “Safe” and “Risky” Assets? In: Chicago Fed Letter.
[Full Text][Citation analysis]
article0
2019Has Business Fixed Investment Really Been Unusually Low? In: Chicago Fed Letter.
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article0
2020Risk Premia at the ZLB: A Macroeconomic Interpretation In: Working Paper Series.
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paper26
2020Risk Premia at the ZLB: A Macroeconomic Interpretation.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 26
paper
2016Risk Premia at the ZLB: a macroeconomic interpretation.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 26
paper
2020Adaptation and the Cost of Rising Temperature for the U.S. Economy In: Working Paper Series.
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paper1
2020Adaptation and the Cost of Rising Temperature for the U.S. economy.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2013Size-dependent regulations, firm size distribution, and reallocation In: Working Paper Series.
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paper84
2012Size-Dependent Regulations, Firm Size Distribution, and Reallocation.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
paper
2013Size-Dependent Regulations, Firm Size Distribution, and Reallocation.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 84
paper
2014Size?dependent regulations, firm size distribution, and reallocation.(2014) In: Quantitative Economics.
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This paper has another version. Agregated cites: 84
article
2017The Tradeoffs in Leaning Against the Wind In: Working Paper Series.
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paper35
2017The Tradeoffs in Leaning Against the Wind.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 35
paper
2018The Trade offs in Leaning Against the Wind.(2018) In: IMF Economic Review.
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This paper has another version. Agregated cites: 35
article
2018Comment on The Tail That Keeps the Riskless Rate Low In: NBER Chapters.
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chapter0
2010Transitional Dynamics of Dividend and Capital Gains Tax Cuts In: NBER Working Papers.
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paper25
2011Transitional Dynamics of Dividend and Capital Gains Tax Cuts.(2011) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 25
article
2011Customer Capital In: NBER Working Papers.
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paper60
2014Customer Capital.(2014) In: Review of Economic Studies.
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article
2010Customer Capital.(2010) In: 2010 Meeting Papers.
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paper
2010Online Appendix to Transitional Dynamics of Dividend and Capital Gains Tax Cuts In: Online Appendices.
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paper22
2011Transitional Dynamics of Dividend and Capital Gains Tax Cuts.(2011) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 22
article
2008Labor Leverage, Firms Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Returns In: 2008 Meeting Papers.
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paper5
2010International Disaster Risk, Business Cycles, and Exchange Rates In: 2010 Meeting Papers.
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paper1
2011Customer capital and the business cycle In: 2011 Meeting Papers.
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paper1
2013Financial Distress and Endogenous Uncertainty In: 2013 Meeting Papers.
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paper12
2014Financial Distress and Endogenous Uncertainty.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 12
paper
2015Debt Covenants and Macroeconomic Dynamics In: 2015 Meeting Papers.
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paper0
2015Risk Management for Monetary Policy at the Zero Lower Bound In: 2015 Meeting Papers.
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paper84
2015Uncertainty and International Capital Flows In: 2015 Meeting Papers.
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paper26
2016A Missing Generation of Firms? Aggregate Effects of the Decline in New Business Formation In: 2016 Meeting Papers.
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paper6
2017Accounting for Medium-run Macro-finance Trends In: 2017 Meeting Papers.
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paper0
2018Weather Shocks and Climate Change In: 2018 Meeting Papers.
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paper1
2019Comment In: NBER Macroeconomics Annual.
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