Seth Pruitt : Citation Profile


Are you Seth Pruitt?

Arizona State University

10

H index

12

i10 index

989

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 82
   Journals where Seth Pruitt has often published
   Relations with other researchers
   Recent citing documents: 216.    Total self citations: 6 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr155
   Updated: 2024-12-03    RAS profile: 2020-12-11    
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Relations with other researchers


Works with:

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

Is cited by:

Zhang, Yaojie (20)

Wang, Yudong (17)

GUPTA, RANGAN (16)

Marcellino, Massimiliano (10)

Schwaab, Bernd (10)

Clark, Todd (8)

Lucas, Andre (8)

Doepke, Matthias (8)

Kim, Hyeongwoo (7)

Baruník, Jozef (7)

Yilmaz, Kamil (7)

Cites to:

Reichlin, Lucrezia (15)

Forni, Mario (10)

Ng, Serena (8)

Bai, Jushan (8)

Ang, Andrew (8)

Diebold, Francis (7)

Watson, Mark (7)

Fama, Eugene (7)

Lippi, Marco (6)

Hallin, Marc (6)

Rudebusch, Glenn (6)

Main data


Production by document typepaperarticle200820092010201120122013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20082009201020112012201320142015201620172018201920200102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2009201020112012201320142015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920200100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Seth Pruitt has published?


Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)6
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Seth Pruitt (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning. (2023). Fan, Guoliang ; Tu, Dandan ; Xu, Zhiwei ; He, Jia ; Pan, Feiyang ; Li, Dapeng. In: Papers. RePEc:arx:papers:2303.11716.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2024Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2023Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2307.07689.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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2023Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983.

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2024The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2024The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2024Systemic 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.

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2023.

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2023The Application of Multiple-Output Quantile Regression on the US Financial Cycle. (2023). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2023/2.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2024Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models. (2024). Kim, Da-Hea ; Cho, Sangheum ; Byun, Suk-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000953.

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2023Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Sequential 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.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2023Beyond rocket science: A factor model for convertible bond returns. (2023). Yu, Mei ; Wang, Haixu ; Li, Zhiyong. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003877.

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2023Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418.

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2023Uniform predictive inference for factor models with instrumental and idiosyncratic betas. (2023). Yang, Xiye ; Liao, Yuan ; Cheng, Mingmian. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002123.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35.

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2023Expected returns and risk in the stock market. (2023). Taylor, Alex P ; Brennan, M J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:276-300.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492.

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2023A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716.

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2023Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2023Robust forecasting with scaled independent component analysis. (2023). Chen, YU ; Lu, Feiyang ; Shu, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005761.

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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2023Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2023Financial indicators analysis using machine learning: Evidence from Chinese stock market. (2023). Long, Jun ; Yuan, Xianghui ; Zhao, Chencheng ; Guan, Bowen ; Jin, Liwei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009625.

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2024A self-attention based cross-sectional return forecasting model with evidence from the Chinese market. (2024). Qin, Kexin ; Hua, Xia ; Xiao, Xiang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001740.

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2023The Bank of Japans equity purchases and stock illiquidity. (2023). Yamada, Kazuo ; Takahashi, Hidenori ; Leung, Woon Sau ; el Kalak, Izidin. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200060x.

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2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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

Works by Seth Pruitt:


Year  ↓Title  ↓Type  ↓Cited  ↓
2013The Demand for Youth: Explaining Age Differences in the Volatility of Hours In: American Economic Review.
[Full Text][Citation analysis]
article31
2011Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics.
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article29
2010Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 29
paper
2020Earnings Risk in the Household: Evidence from Millions of US Tax Returns In: American Economic Review: Insights.
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article15
2013Market Expectations in the Cross-Section of Present Values In: Journal of Finance.
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article191
2018The Liquidity Effects of Official Bond Market Intervention In: Journal of Financial and Quantitative Analysis.
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article65
2015The Liquidity Effects of Official Bond Market Intervention.(2015) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2015The three-pass regression filter: A new approach to forecasting using many predictors In: Journal of Econometrics.
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article147
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
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article301
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 301
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2019Characteristics are covariances: A unified model of risk and return In: Journal of Financial Economics.
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article151
2018Characteristics Are Covariances: A Unified Model of Risk and Return.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 151
paper
2013Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero In: CAMA Working Papers.
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2015Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero.(2015) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 14
paper
2017Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 14
article
2018The Nature of Household Labor Income Risk In: Finance and Economics Discussion Series.
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2015Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? In: International Finance Discussion Papers.
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paper1
2008Uncertainty over models and data: the rise and fall of American inflation In: International Finance Discussion Papers.
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paper9
2012Uncertainty Over Models and Data: The Rise and Fall of American Inflation.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 9
article
2012Uncertainty Over Models and Data: The Rise and Fall of American Inflation.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 9
article
2009The demand for youth: implications for the hours volatility puzzle In: International Finance Discussion Papers.
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paper10
2009The Demand for Youth: Implications for the Hours Volatility Puzzle.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10
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2009Markup variation and endogenous fluctuations in the price of investment goods In: International Finance Discussion Papers.
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paper10
2009The market-perceived monetary policy rule In: International Finance Discussion Papers.
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