14
H index
14
i10 index
1252
Citations
David Aaron Marshall : Citation Profile
Federal Reserve Bank of Chicago | RESEARCH PRODUCTION: 28 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1987 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Aaron Marshall. | Is cited by:
| Cites to:
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Main data
Where David Aaron Marshall has published?
| Journals with more than one article published | # docs |
|---|---|
| Chicago Fed Letter | 6 |
| Economic Perspectives | 5 |
| Journal of Monetary Economics | 4 |
| Journal of Money, Credit and Banking | 3 |
| Carnegie-Rochester Conference Series on Public Policy | 2 |
| Macroeconomic Dynamics | 2 |
Recent works citing David Aaron Marshall (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Consumption of households in Colombia: What do the retail trade indices tell us?. (2024). Florez, Luz ; Arango Thomas, Luis ; Marin, Johana N ; Posada, Carlos E. In: Borradores de Economia. RePEc:bdr:borrec:1275. Full description at Econpapers || Download paper |
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
| 2024 | Deposit competition and effectiveness of bank capital requirements. (2024). Han, Ruoning ; Muyeed, Ahadul Kabir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001414. Full description at Econpapers || Download paper |
| 2024 | Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702. Full description at Econpapers || Download paper |
| 2024 | Oligopoly banking, risky investment, and monetary policy. (2024). Wang, Zijian ; Altermatt, Lukas. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000333. Full description at Econpapers || Download paper |
| 2024 | Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372. Full description at Econpapers || Download paper |
Works by David Aaron Marshall:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Inflation and Asset Returns in a Monetary Economy. In: Journal of Finance. [Full Text][Citation analysis] | article | 115 |
| 2005 | Fundamental Economic Shocks and The Macroeconomy In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 14 |
| 2009 | Fundamental Economic Shocks and the Macroeconomy.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 1997 | EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 21 |
| 1997 | COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 1991 | The Permanent Income Hypothesis Revisited. In: Econometrica. [Full Text][Citation analysis] | article | 80 |
| 1990 | The permanent income hypothesis revisited.(1990) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 1987 | The Permanent Income Hypothesis Revisited.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 1998 | Monetary policy and the term structure of nominal interest rates: Evidence and theory In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 213 |
| 1997 | Monetary policy and the term structure of nominal interest rates: evidence and theory.(1997) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
| 2001 | Bank capital regulation with and without state-contingent penalties In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 43 |
| 2000 | Bank capital regulation with and without state-contingent penalties.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2006 | State-contingent bank regulation with unobserved actions and unobserved characteristics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
| 2002 | State-contingent bank regulation with unobserved action and unobserved characteristics.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2002 | Financial crises and coordination failure: A comment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 217 |
| 1996 | On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
| 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 93 |
| 1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 166 |
| 1997 | \\Peso problem\\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2005 | Comment on: Estimating the expected marginal rate of substitution In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Economic determinants of the nominal treasury yield curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 122 |
| 2001 | Economic determinants of the nominal treasury yield curve.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
| 1996 | Monetary policy shocks and long-term interest rates In: Economic Perspectives. [Full Text][Citation analysis] | article | 28 |
| 1998 | Understanding the Asian crisis: systemic risk as coordination failure In: Economic Perspectives. [Full Text][Citation analysis] | article | 29 |
| 2001 | The crisis of 1998 and the role of the central bank In: Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 2002 | Origins of the use of Treasury debt in open market operations: lessons for the present In: Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 2013 | The role of time-critical liquidity in financial markets In: Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 1996 | The equity premium puzzle and the risk-free rate puzzle at long horizons In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1997 | Bank capital standards for market risk: a welfare analysis In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] | paper | 7 |
| 1997 | Bank capital standards for market risk: a welfare analysis.(1997) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1999 | Bank Capital Standards for Market Risk: A Welfare Analysis.(1999) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1996 | Bank capital for market risk: a study in incentive compatible regulation In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 2 |
| 1998 | Whither the stock market? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1999 | Investing social security trusts funds in the stock market In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | A retrospective on the Asian crisis of 1997: was it foreseen? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2008 | Explaining the decline in the auction rate securities market In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 2009 | Financial market utilities and the challenge of just-in-time liquidity In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 47 |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions.(1994) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions.(1994) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1994 | The effect of costly consumption adjustment on asset price volatility In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | Asset return volatility with extremely small costs of consumption adjustment In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 3 |
| 1998 | Consumption-based modeling of long-horizon returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1999 | Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1993 | Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1995 | Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1992 | Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations In: Economics Working Papers. [Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team