| 2/13/12:
| Posted my new working paper with John Williams, “Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates.”
I’ve also posted an updated version of my curriculum
vitae.
|
| 1/16/12:
| My paper with Glenn Rudebusch, “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks,” has
just been published in the January 2012 issue of American Economic Journal: Macroeconomics. I’ve
posted reprints, and posted an updated version of my
curriculum vitae.
|
| 11/21/11:
| After nine long months, the Google Scholar error that has been dropping me as a coauthor from my AER paper
with Brian Sack and Refet Gürkaynak has finally been fixed. I’ve updated my curriculum vitae accordingly. I also encourage you to
visit my new Google Scholar author page,
which presents my citations in a much nicer format than the usual Google Scholar results page.
|
| 11/15/11:
| Posted preprints of my forthcoming AEJMacro article with Glenn Rudebusch,
“The Bond Premium in a DSGE
Model with Long-Run Real and Nominal Risks.”
|
| 11/1/11:
| Updated my curriculum vitae.
|
| 9/28/11:
| Updated my curriculum vitae.
|
| 9/24/11:
| My paper “Let’s Twist Again: A
High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2” has been published in
the Spring 2011 issue of Brookings Papers on
Economic Activity. The paper has also been getting a lot of citations in the press lately, so I’ve added
a page with links to many of these articles under the Research section of this web site.
|
| 7/1/11:
| Updated my curriculum vitae. Also posted new
presentation slides and a slightly revised version of my paper, “Risk Aversion and the Labor Margin in Dynamic Equilibrium Models.”
|
| 6/7/11:
| My paper “Risk Aversion and the Labor
Margin in Dynamic Equilibrium Models” has been accepted at The American Economic Review, and my paper
with Glenn Rudebusch, “The Bond Premium
in a DSGE Model with Long-Run Real and Nominal Risks,” has been accepted at the American Economic Journal:
Macroeconomics. I’ve posted revised versions of both these papers (revisions are relatively minor).
|
| 4/14/11:
| Google Scholar has again dropped me as a coauthor from my American Economic Review paper with Brian Sack and
Refet Gürkaynak. I am working with Google Scholar and JSTOR to fix this problem again, but in the meantime you can
get the citation count for that paper (currently 172 citations) by clicking
here.
|
| 4/12/11:
| Posted a new version of my paper,
“Risk Aversion and the Labor Margin in Dynamic Equilibrium Models.” This version (2.2) has a new
asset pricing example and a section on balanced growth. See the
longer working paper version for the results on Epstein-Zin preferences and habits, which were dropped
from the paper but will reappear in a sequel.
|
| 4/12/11:
| Posted presentation slides, and articles from
The Economist and
Free Exchange
(at Economist.com) related to my paper,
“Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2.”
|
| 4/12/11:
| Updated my curriculum vitae.
|
| 3/14/11:
| Posted a new version of my paper,
“Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for
QE2.” This version (1.4) has a new section looking at how Agency and corporate bond yields responded to the
program.
|
| 2/19/11:
| Posted a new version of my paper,
“Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for
QE2.”
|
| 2/3/11:
| Updated my curriculum vitae.
|
| 1/31/11:
| My paper, “Let’s Twist Again:
A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2” is now under revision
for the Brookings Papers on Economic Activity. I plan to post a revised version soon.
|
| 1/27/11:
| Posted a new version of my working paper,
“Risk Aversion and the Labor Margin in
Dynamic Equilibrium Models.” This latest version (2.1) clarifies a few points relative to the previous version
(2.0), but is not a major update.
|
| 1/26/11:
| My paper with Michael Ehrmann, Marcel Fratzscher, and Refet Gürkaynak has finally been
published, as “Convergence and Anchoring of
Yield Curves in the Euro Area,” Review of Economics and Statistics 93, February 2011, pp. 350-64.
|
| 1/13/11:
| Web site updated to a more modern look and feel—thanks to Hyun Swanson for designing
the new look. It should now be much easier to find what you’re looking for and to figure out what’s new.
|
