|
2025
|
Green stocks and monetary policy shocks: Evidence from Europe
|
European Economic Review
|
B
|
3
|
|
2024
|
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
|
Journal of Econometrics
|
A
|
5
|
|
2023
|
The Rising Cost of Climate Change: Evidence from the Bond Market
|
Review of Economics and Statistics
|
A
|
2
|
|
2023
|
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
|
Journal of Econometrics
|
A
|
5
|
|
2023
|
Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions
|
Energy Economics
|
A
|
2
|
|
2022
|
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections
|
Journal of Econometrics
|
A
|
2
|
|
2021
|
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach
|
International Journal of Forecasting
|
B
|
5
|
|
2020
|
Interest Rates under Falling Stars
|
American Economic Review
|
S
|
2
|
|
2019
|
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
|
Journal of Econometrics
|
A
|
3
|
|
2019
|
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
|
Review of Economics and Statistics
|
A
|
2
|
|
2017
|
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
|
Review of Finance
|
B
|
2
|
|
2016
|
Monetary Policy Expectations at the Zero Lower Bound
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2016
|
Pricing Deflation Risk with US Treasury Yields
|
Review of Finance
|
B
|
3
|
|
2015
|
A probability-based stress test of Federal Reserve assets and income
|
Journal of Monetary Economics
|
A
|
3
|
|
2014
|
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
|
American Economic Review
|
S
|
3
|
|
2014
|
The Signaling Channel for Federal Reserve Bond Purchases
|
International Journal of Central Banking
|
B
|
2
|
|
2014
|
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2012
|
Correcting Estimation Bias in Dynamic Term Structure Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2012
|
Extracting Deflation Probability Forecasts from Treasury Yields
|
International Journal of Central Banking
|
B
|
3
|
|
2012
|
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
|
American Economic Journal: Macroeconomics
|
A
|
2
|
|
2011
|
The affine arbitrage-free class of Nelson-Siegel term structure models
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2008
|
Examining the bond premium puzzle with a DSGE model
|
Journal of Monetary Economics
|
A
|
2
|
|
2007
|
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2006
|
The macroeconomy and the yield curve: a dynamic latent factor approach
|
Journal of Econometrics
|
A
|
3
|
|
2006
|
Monetary Policy Inertia: Fact or Fiction?
|
International Journal of Central Banking
|
B
|
1
|
|
2005
|
Modeling Bond Yields in Finance and Macroeconomics
|
American Economic Review
|
S
|
3
|
|
2005
|
Using a long-term interest rate as the monetary policy instrument
|
Journal of Monetary Economics
|
A
|
3
|
|
2004
|
Estimating the Euler equation for output
|
Journal of Monetary Economics
|
A
|
2
|
|
2002
|
Eurosystem monetary targeting: Lessons from U.S. data
|
European Economic Review
|
B
|
2
|
|
2002
|
Term structure evidence on interest rate smoothing and monetary policy inertia
|
Journal of Monetary Economics
|
A
|
1
|
|
2001
|
Is The Fed Too Timid? Monetary Policy In An Uncertain World
|
Review of Economics and Statistics
|
A
|
1
|
|
1996
|
Measuring Business Cycles: A Modern Perspective.
|
Review of Economics and Statistics
|
A
|
2
|
|
1996
|
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment.
|
American Economic Review
|
S
|
2
|
|
1996
|
The Lucas critique revisited assessing the stability of empirical Euler equations for investment
|
Journal of Econometrics
|
A
|
3
|
|
1995
|
Federal Reserve interest rate targeting, rational expectations, and the term structure
|
Journal of Monetary Economics
|
A
|
1
|
|
1995
|
Erratum
|
Journal of Monetary Economics
|
A
|
1
|
|
1993
|
The Uncertain Unit Root in Real GNP.
|
American Economic Review
|
S
|
1
|
|
1992
|
Have Postwar Economic Fluctuations Been Stabilized?
|
American Economic Review
|
S
|
2
|
|
1992
|
Sources of the Financing Hierarchy for Business Investment.
|
Review of Economics and Statistics
|
A
|
2
|
|
1991
|
On the power of Dickey-Fuller tests against fractional alternatives
|
Economics Letters
|
C
|
2
|
|
1991
|
Is Consumption Too Smooth? Long Memory and the Deaton Paradox.
|
Review of Economics and Statistics
|
A
|
2
|
|
1990
|
A Nonparametric Investigation of Duration Dependence in the American Business Cycle.
|
Journal of Political Economy
|
S
|
2
|
|
1989
|
Long memory and persistence in aggregate output
|
Journal of Monetary Economics
|
A
|
2
|
|
1988
|
Are productivity fluctuations due to real supply shocks?
|
Economics Letters
|
C
|
1
|
|
1986
|
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model.
|
Review of Economics and Statistics
|
A
|
1
|