9
H index
9
i10 index
404
Citations
Massachusetts Institute of Technology (MIT) | 9 H index 9 i10 index 404 Citations RESEARCH PRODUCTION: 1 Articles 17 Papers RESEARCH ACTIVITY: 12 years (2012 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgr706 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Greenwald. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 7 |
2019 Meeting Papers / Society for Economic Dynamics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
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2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2023 | The Macroeconomic Effects of Debt Relief Policies During Recessions. (2023). Lee, Soyoung. In: Staff Working Papers. RePEc:bca:bocawp:23-48. Full description at Econpapers || Download paper |
2023 | The Covid-19 Pandemic and the Productivity Paradox. (2023). Mefford, Robert N. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:7:y:2023:i:1:p:11-18. Full description at Econpapers || Download paper |
2023 | Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409. Full description at Econpapers || Download paper |
2023 | COVID?19 and food processing in Canada. (2021). Hailu, Getu. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:2:p:177-187. Full description at Econpapers || Download paper |
2024 | How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper |
2024 | Drivers of the great housing boom?bust: Credit conditions, beliefs, or both?. (2021). Ludvigson, Sydney C ; Cox, Josue. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:843-875. Full description at Econpapers || Download paper |
2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Financial Constraints and Firm Size: Micro-Evidence and Aggregate Implications. (2023). Haber, Timo ; Rorig, Christian ; Ferreira, Miguel. In: Working Papers. RePEc:dnb:dnbwpp:777. Full description at Econpapers || Download paper |
2023 | House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789. Full description at Econpapers || Download paper |
2023 | Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676. Full description at Econpapers || Download paper |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper |
2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper |
2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper |
2023 | Consumer savings behaviour at low and negative interest rates. (2023). Friz, Roberta ; Kenny, Geoff ; Felici, Marco. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001320. Full description at Econpapers || Download paper |
2024 | Pension reform and wealth inequality: Theory and evidence. (2024). Grodecka-Messi, Anna ; Bhattacharya, Joydeep ; Andersen, Torben M ; Mann, Katja. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000758. Full description at Econpapers || Download paper |
2023 | Corporate investment, financing, and exit model with an earnings-based borrowing constraint. (2023). Shibata, Takashi ; Zhang, Chuanqian ; Nishihara, Michi. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004069. Full description at Econpapers || Download paper |
2023 | How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?. (2023). ben Arfa, Nouha ; Chebbi, Kaouther ; Ammari, Aymen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001497. Full description at Econpapers || Download paper |
2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper |
2023 | The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers || Download paper |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper |
2024 | Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795. Full description at Econpapers || Download paper |
2023 | Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310. Full description at Econpapers || Download paper |
2023 | The short- and long-run effects of remote work on U.S. housing markets. (2023). Howard, Greg ; Ozimek, Adam ; Liebersohn, Jack. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:166-184. Full description at Econpapers || Download paper |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper |
2024 | Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424. Full description at Econpapers || Download paper |
2024 | Borrower-based measures, house prices and household debt. (2024). Caloia, Francesco G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400038x. Full description at Econpapers || Download paper |
2024 | Mortgage interest deductions? Not a bad idea after all. (2024). Steinberg, Joseph ; Rotberg, Shahar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000047. Full description at Econpapers || Download paper |
2023 | COVID-19 related TV news and stock returns: Evidence from major US TV stations. (2023). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:95-109. Full description at Econpapers || Download paper |
2024 | Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334. Full description at Econpapers || Download paper |
2024 | Assessing the impact of climate policy on energy security in developed economies. (2024). Xie, Bibo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:265-282. Full description at Econpapers || Download paper |
2023 | Interest Expenses, Coverage Ratio, and Firm Distress. (2023). Stein, Hillary ; Joaquim, Gustavo ; Brauning, Falk. In: Current Policy Perspectives. RePEc:fip:fedbcq:96664. Full description at Econpapers || Download paper |
2023 | House Prices and Rents in the 21st Century. (2023). Willen, Paul S ; Loewenstein, Lara. In: Working Papers. RePEc:fip:fedbwp:95744. Full description at Econpapers || Download paper |
2023 | House Prices and Rents in the 21st Century. (2023). Willen, Paul ; Loewenstein, Lara. In: Working Papers. RePEc:fip:fedcwq:95440. Full description at Econpapers || Download paper |
2023 | High-Yield Debt Covenants and Their Real Effects. (2023). Ozdagli, Ali ; Ivashina, Victoria ; Brauning, Falk. In: Working Papers. RePEc:fip:feddwp:96606. Full description at Econpapers || Download paper |
2023 | Does Private Equity Over-Lever Portfolio Companies?. (2023). Haque, Sharjil M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-09. Full description at Econpapers || Download paper |
2023 | Financial Sustainability in Agri-Food Companies: The Case of Members of the PDO Parma Ham Consortium. (2023). Bonazzi, Giuseppe ; Iotti, Mattia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3947-:d:1076136. Full description at Econpapers || Download paper |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper |
2023 | Relationship among Covid-19, stock price and green finance markets pragmatic evidence from volatility dynamics. (2023). Cheok, Mui Yee ; Ma, Cong. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-021-09379-9. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Bougheas, Spiros ; Nelson, Douglas ; Kirman, Alan ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02. Full description at Econpapers || Download paper |
2024 | The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren. In: PIER Working Paper Archive. RePEc:pen:papers:24-009. Full description at Econpapers || Download paper |
2023 | Mortgage Borrowing Caps: Leverage, Default, and Welfare. (2023). Oliveira, Joo G ; Queiro, Leonor. In: Working Papers. RePEc:ptu:wpaper:w202304. Full description at Econpapers || Download paper |
2023 | Financial Constraints and Firm Size: Micro-Evidence and Aggregate Implications. (2023). Rorig, Christian ; Haber, Timo ; Ferreira, Miguel H. In: Working Papers. RePEc:qmw:qmwecw:948. Full description at Econpapers || Download paper |
2023 | The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment. (2023). Cusbert, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-01. Full description at Econpapers || Download paper |
2023 | Regional Divergence and House Prices. (). Liebersohn, Jack ; Howard, Greg. In: Review of Economic Dynamics. RePEc:red:issued:21-308. Full description at Econpapers || Download paper |
2023 | Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers || Download paper |
2023 | Rational Expectations Models with Multiplicative Noise. (2023). Wang, Hongxia ; Song, Lianfeng ; Li, Hongdan ; Zhang, Huanshui. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:199:y:2023:i:1:d:10.1007_s10957-023-02275-4. Full description at Econpapers || Download paper |
2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
2023 | Firm balance sheet liquidity, monetary policy shocks, and investment dynamics. (2023). Jeenas, Priit. In: Economics Working Papers. RePEc:upf:upfgen:1872. Full description at Econpapers || Download paper |
2024 | Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672. Full description at Econpapers || Download paper |
2023 | A New Timeâ€Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995. Full description at Econpapers || Download paper |
2024 | Asset price changes, external wealth and global welfare. (2024). Meyer, Timothy Andreas. In: Kiel Working Papers. RePEc:zbw:ifwkwp:287755. Full description at Econpapers || Download paper |
2023 | Zum Problem inflationsbedingter Liquiditätsrestriktionen bei der Immobilienfinanzierung. (2023). Ziebarth, Gerhard ; Todter, Karl-Heinz ; Gubitz, Andrea. In: IMFS Working Paper Series. RePEc:zbw:imfswp:185. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Origins of Stock Market Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2014 | Origins of Stock Market Fluctuations.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2014 | The Origins of Stock Market Fluctuations.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2019 | How the Wealth Was Won: Factor Shares as Market Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2019 | How the Wealth Was Won: Factor Shares as Market Fundamentals.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2013 | Rare Shocks, Great Recessions In: Working Paper Series. [Full Text][Citation analysis] | paper | 116 |
2012 | Rare shocks, great recessions.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2014 | RARE SHOCKS, GREAT RECESSIONS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
2020 | What Explains the COVID-19 Stock Market? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 35 |
2021 | Financial and Total Wealth Inequality with Declining Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | Do Credit Conditions Move House Prices? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 40 |
2019 | Do Credit Conditions Move House Prices?.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2023 | Regulatory Arbitrage or Random Errors? Implications of Race Prediction Algorithms in Fair Lending Analysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Monetary Transmission Through Bank Securities Portfolios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | The Mortgage Credit Channel of Macroeconomic Transmission In: 2016 Meeting Papers. [Citation analysis] | paper | 78 |
2017 | Financial Fragility with SAM? In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 17 |
2018 | Managing a Housing Boom In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Firm Debt Covenants and the Macroeconomy: The Interest Coverage Channel In: 2019 Meeting Papers. [Full Text][Citation analysis] | paper | 43 |
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