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Nominal rigidities and the dynamic effects of a shock to monetary policy

[PDF] from sgpe.ac.uk
LJ Christiano, M Eichenbaum… - 2001 - nber.org
Page 1. NBER WORKING PAPER SERIES NOMINAL RIGIDITIES AND THE DYNAMIC
EFFECTS OF A SHOCK TO MONETARY POLICY Lawrence J. Christiano Martin Eichenbaum
Charles Evans Working Paper 8403 http://www.nber.org/papers/w8403 ...
Cited by 3186 - Related articles - BL Direct - All 69 versions

Monetary policy shocks: What have we learned and to what end?

[PDF] from uni-lj.si
LJ Christiano, M Eichenbaum… - Handbook of macroeconomics, 1999 - Elsevier
Cited by 1936 - Related articles - BL Direct - All 37 versions

Is theory really ahead of measurement? Current real business cycle theories and aggregate labor market fluctuations

[PDF] from minneapolisfed.org
L Christiano… - 1988 - nber.org
In the l93Os, Dunlop and Tarshis observed that the correlation between hours and wages is
close to zero. This classic observation has become a litmus test by which macroeconomic
models are judged. Existing real business cycle models fail this test dramatically. Based ...
Cited by 1054 - Related articles - All 32 versions

The effects of monetary policy shocks: some evidence from the flow of funds

[PDF] from northwestern.edu
LJ Christiano, M Eichenbaum… - 1994 - nber.org
Page 1. NBER WORKING PAPER SERIES THE EFFECTS OF MONETARY POLICY
SHOCKS: SOME EVIDENCE FROM THE FLOW OF FUNDS Lawrence J. Christiane»
Martin Eichenbaum Charles Evans Working Paper No. ...
Cited by 864 - Related articles - BL Direct - All 20 versions

Habit persistence, asset returns, and the business cycle

[PDF] from northwestern.edu
M Boldrin, LJ Christiano… - American Economic Review, 2001 - JSTOR
Page 1. Habit Persistence, Asset Returns, and the Business Cycle By MICHELE
BOLDRIN, LAWRENCE J. CHRISTIANO, AND JONAS DM FiSHER* Two modifications
are introduced into the standard real-business-cycle model ...
Cited by 661 - Related articles - BL Direct - All 26 versions

Searching for a Break in GNP

LJ Christiano - Journal of Business & Economic Statistics, 1992 - JSTOR
Page 1. Journal of Business & Economic Statistics, July 1992, Vol. 10, No. 3 Associate Editor's
Note: Tests of the unit-root hypothesis against breaking trend alternatives have gained
considerable interest since the work by Perron (1989) and Rappoport and Reichlin (1989). ...
Cited by 558 - Related articles - All 5 versions

Sticky price and limited participation models of money: A comparison

[PDF] from ucdavis.edu
LJ Christiano, M Eichenbaum… - European Economic Review, 1997 - Elsevier
Cited by 534 - Related articles - BL Direct - All 25 versions

Liquidity effects and the monetary transmission mechanism

[PDF] from frb.fed.us
LJ Christiano… - 1992 - nber.org
Page 1. NBER WORKING PAPER SERIES LIQUIDITY EFFECTS AND THE
MONETARY TRANSMISSION MECHANISM Lawrence J. Christiane» Martin
Eichenbaum Working Paper No. 3974 NATIONAL BUREAU OF ECONOMIC ...
Cited by 496 - Related articles - All 26 versions

Optimal fiscal policy in a business cycle model

[PDF] from su.se
VV Chari, LJ Christiano… - 1993 - nber.org
Page 1. NBER WORKING PAPER SERIES OPTIMAL FISCAL POLICY IN A BUSINESS
CYCLE MODEL VV Chari Lawrence J. Christiano Patrick J. Kehoe Working Paper
No. 4490 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 456 - Related articles - BL Direct - All 32 versions

Firm-specific capital, nominal rigidities and the business cycle

[PDF] from bundesbank.de
D Altig, L Christiano, M Eichenbaum… - 2005 - nber.org
Macroeconomic and microeconomic data paint conflicting pictures of price behavior.
Macroeconomic data suggest that inflation is inertial. Microeconomic data indicate that firms
change prices frequently. We formulate and estimate a model which resolves this ...
Cited by 464 - Related articles - All 70 versions

Unit roots in real GNP: Do we know, and do we care?

[PDF] from frb.org
LJ Christiano… - 1989 - nber.org
Page 1. blUR WORKING PAPER SERIES UNIT ROOTS IN REAL CNP: DO WE KNOW.
AND DO WE CARE? Lawrence 3. Christiano Martin Eichenbaum Working Paper No.
3130 NATIONAL RIJREM) OF ECONOMIC RESEARCH ...
Cited by 338 - Related articles - All 17 versions

Why does inventory investment fluctuate so much?

LJ Christiano - Journal of Monetary Economics, 1988 - Elsevier
This paper argues that the role of inventories in buffering unexpected shocks to fundamentals
can account for the substantial volatility observed in inventory i.
Cited by 316 - Related articles - All 5 versions

Liquidity effects, monetary policy, and the business cycle

[PDF] from frb.org
LJ Christiano… - Journal of Money, Credit and Banking, 1995 - JSTOR
Page 1. LAWRENCE J. CHRISTIANO MARTIN EICHENBAUM Liquidity Effects,
Monetary Policy, and the Business Cycle This paper presents a flexible-price,
quantitative general equilibrium model with the property that a positive ...
Cited by 308 - Related articles - BL Direct - All 19 versions

Optimal fiscal and monetary policy: Some recent results

[PDF] from su.se
VV Chari, LJ Christiano… - Journal of Money, Credit and Banking, 1991 - JSTOR
Page 1. VV CHARI LAWRENCE J. CHRISTIANO PATRICK J. KEHOE Optimal Fiscal and Monetary
Policy: Some Recent Results A FUNDAMENTAL QUESTION IN MACROECONOMICS iS, How
should fiscal and monetary policy be set over the business cycle? ...
Cited by 302 - Related articles - All 9 versions

[PDF] Modeling the liquidity effect of a money shock

[PDF] from frb.fed.us
LJ Christiano - Federal Reserve Bank of Minneapolis …, 1991 - research.mpls.frb.fed.us
Page 1. Modeling the Liquidity Effect of a Money Shock Lawrence J. Christiane-*
Research Officer Federal Reserve Bank of Minneapolis and Co-Director Institute for
Empirical Macroeconomics To choose a monetary policy, officials ...
Cited by 288 - Related articles - All 16 versions

When is the government spending multiplier large?

[PDF] from northwestern.edu
L Christiano, M Eichenbaum… - 2009 - nber.org
We argue that the government-spending multiplier can be much larger than one when the
zero lower bound on the nominal interest rate binds. The larger is the fraction of government
spending that occurs while the nominal interest rate is zero, the larger is the value of the ...
Cited by 290 - Related articles - All 43 versions

The great depression and the Friedman-Schwartz hypothesis

[PDF] from ecb.de
LJ Christiano, R Motto… - 2004 - nber.org
Page 1. NBER WORKING PAPER SERIES THE GREAT DEPRESSION AND THE
FRIEDMAN-SCHWARTZ HYPOTHESIS Lawrence J. Christiano Roberto Motto Massimo
Rostagno Working Paper 10255 http://www.nber.org/papers/w10255 ...
Cited by 228 - Related articles - BL Direct - All 61 versions

The output, employment, and interest rate effects of government consumption

[PDF] from frb.fed.us
SR Aiyagari, LJ Christiano… - 1990 - nber.org
Page 1. NBER WORKING PAPER SERIES THE OUTPUT, EMPLOYMENT, AND
INTEREST RATE EFFECTS OF GOVERNMENT CONSUMPTION S. Rao Aiyagari
Lawrence J. Christiano Martin Eichenbaum Working Paper No. ...
Cited by 223 - Related articles - All 22 versions

Optimality of the Friedman rule in economies with distorting taxes

[PDF] from minneapolisfed.org
VV Chari, LJ Christiano… - Journal of Monetary Economics, 1996 - Elsevier
Cited by 218 - Related articles - BL Direct - All 23 versions

Identification and the liquidity effect of a monetary policy shock

LJ Christiano… - 1991 - nber.org
Page 1. NBER WORKING PAPERS SERIES IDENTIFICATION AND THE LIQUIDITY
EFFECT OF A MONENTARY POLICY SHOCK Lawrence J. Christiano Martin
Eichenbauin Working Paper No. 3920 NATIONAL BUREAU OF ...
Cited by 211 - Related articles - All 8 versions

[BOOK] Monetary policy and stock market boom-bust cycles

[PDF] from nber.org
L Christiano, C Ilut, R Motto, M Rostagno… - 2008 - nber.org
Abstract W e explore the dynamic effects ofnews about a future technology improvement
whichturns out expost to be overoptimistic. W e find that it is difficult to generate a boom-bust
cycle (a period in whichstock prices, consumption, investment and employment all rise ...
Cited by 208 - Related articles - View as HTML - All 60 versions

Understanding the fiscal theory of the price level

[PDF] from northwestern.edu
LJ Christiano… - 2000 - nber.org
Page 1. NBER WORKING PAPER SERIES UNDERSTANDING THE FISCAL THEORY
OF THE PRICE LEVEL Lawrence J. Christiano Terry J. Fitzgerald Working Paper 7668
http://www.nber.org/papers/w7668 NATIONAL BUREAU ...
Cited by 175 - Related articles - BL Direct - All 22 versions

Identification and the effects of monetary policy shocks

LJ Christiano, M Eichenbaum… - Financial factors in …, 1996 - books.google.com
Page 54. CHAPTER 2 Identification and the Effects of Monetary Policy Shocks
Lawrence J. Christiana, Martin Eichenbaum, and Charles L. Evans 1.
INTRODUCTION In recent years there has been a resurgence of interest in ...
Cited by 166 - Related articles - All 6 versions

[BOOK] Financial factors in economic fluctuations

[PDF] from northwestern.edu
L Christiano, R Motto… - 2010 - papers.ssrn.com
Abstract: We augment a standard monetary DSGE model to include a banking sector and
financial markets. We fit the model to Euro Area and US data. We find that agency problems
in financial contracts, liquidity constraints facing banks and shocks that alter the ...
Cited by 175 - Related articles - All 25 versions

Monetary policy in a financial crisis

[PDF] from chicagofed.org
LJ Christiano, C Gust… - 2002 - nber.org
Page 1. NBER WORKING PAPER SERIES MONETARY POLICY IN A FINANCIAL
CRISIS Lawrence J. Christiano Christopher Gust Jorge Roldos Working Paper 9005
http://www.nber.org/papers/w9005 NATIONAL BUREAU ...
Cited by 154 - Related articles - BL Direct - All 44 versions

Expectation traps and discretion

[PDF] from psu.edu
VV Chari, LJ Christiano… - 1996 - nber.org
Page 1. NBER Working Paper 5541 April 1996 EXPECTATION TRAPS AND
DISCRETION ABSTRACT We argue that discretionary monetary policy exposes
the economy to welfare-decreasing instability. It does so by creating ...
Cited by 156 - Related articles - BL Direct - All 24 versions

The permanent income hypothesis revisited

[PDF] from minneapolisfed.org
L Christiano, MS Eichenbaum… - 1987 - nber.org
This paper investigates whether there are simple versions of the permanent income
hypothesis which are consistent with the aggregate US consumption and output data. Our
analysis is conducted within the confines of a simple dynamic general equilibrium model ...
Cited by 154 - Related articles - All 23 versions

Financial factors in business cycles

L Christiano, R Motto… - unpublished Northwestern …, 2007 - mendeley.com
Abstract We augment a standard monetary DSGE model to include finan-cial markets, and fit
the model to EA and US data. The empirical results draw attention to a new shock and to an
important new nom-inal rigidity. The new shock originates in the financial sector and ...
Cited by 150 - Related articles - Cached - All 7 versions

Money does Granger-cause output in the bivariate money-output relation

[PDF] from minneapolisfed.org
LJ Christiano… - Journal of Monetary Economics, 1988 - Elsevier
A bivariate Granger-causality test on money and output finds statistically significant causality
when data are measured in log levels, but not when they are mea.
Cited by 145 - Related articles - All 16 versions

Expectation traps and monetary policy

[PDF] from chicagofed.org
S Albanesi, VV Chari… - Review of Economic …, 2003 - Wiley Online Library
Skip to Main Content. ...
Cited by 139 - Related articles - BL Direct - All 65 versions

[PDF] Assessing structural vars

[PDF] from nber.org
LJ Christiano, M Eichenbaum… - 2007 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 2006, Volume 21 Volume Author/Editor:
Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors ...
Cited by 135 - Related articles - View as HTML - BL Direct - All 39 versions

Modeling money

[PDF] from northwestern.edu
LJ Christiano, M Eichenbaum… - 1998 - nber.org
Page 1. MODELING MONEY Lawrence J. Christiano Martin Eichenbaum Charles
L. Evans Working Paper 6371 Page 2. NBER WORKING PAPER SERIES MODELING
MONEY Lawrence J. Christiane) Martin Eichenbaum Charles ...
Cited by 125 - Related articles - BL Direct - All 13 versions

Inside money, outside money and short term interest rates

VV Chari, LJ Christiano… - 1995 - nber.org
Page 1. bLoAqGq 1JJ1 flJJ CLCqe !cJq! © U01!CQ J jAGU 10 1J1G OflLCG J0L1 GC1JOU
0 1GX1 U01 10 GXCGG L/AO bwI.bp2 uJ? pc dnoicq MJIJJ0fII cxbJJcJL bci.w1ou © !ÔÔ2
P AA CP4 I CPT!21iU0 uq I4JU E!CPGUPnW TJJ LJJJ1 LG2QLAGq ...
Cited by 127 - Related articles - BL Direct - All 12 versions

Temporal aggregation and structural inference in macroeconomics

[PDF] from frb.org
LJ Christiano… - 1986 - nber.org
Page 1. NBER TECHNICAL PAPER SERIES TEMPORAL AGGREGATION AND
STRUCTURAL INFERENCE IN MACROECONOMICS Lawrence J. ChristianO Martin
EichenbaUlll Technical Working Paper No. SO NATIONAL ...
Cited by 125 - Related articles - All 21 versions

Solving dynamic equilibrium models by a method of undetermined coefficients

[PDF] from ccer.edu.cn
LJ Christiano - Computational Economics, 2002 - Springer
Page 1. Computational Economics 20: 21–55, 2002. © 2002 Kluwer Academic
Publishers. Printed in the Netherlands. 21 Solving Dynamic Equilibrium Models by
a Method of Undetermined Coefficients LAWRENCE J. CHRISTIANO ...
Cited by 116 - Related articles - BL Direct - All 10 versions

Taylor rules in a limited participation model

[PDF] from dnb.nl
LJ Christiano… - 1999 - nber.org
Page 1. Page 2. Page 3. 1. Introduction and Overview Much research in monetary
economics is stimulated by the burst of inflation ex- perienced by a number of countries
in the 1970s. This research addresses two questions: `why ...
Cited by 110 - Related articles - BL Direct - All 23 versions

Policy analysis in business cycle models

VV Chari, LJ Christiano… - Frontiers of Business Cycle …, 1995 - books.google.com
Page 383. Chapter 12 Policy Analysis in Business Cycle Models VV Chari, Lawrence J.
Christiana, and Patrick J. Kehoe 1. Introduction In this chapter we study the quantitative
properties of fiscal and monetary poli- cies in business cycle models. ...
Cited by 111 - Related articles

Stock market and investment goods prices: Implications for macroeconomics

[PDF] from northwestern.edu
LJ Christiano… - 2003 - nber.org
Page 1. NBER WORKING PAPER SERIES STOCK MARKET AND INVESTMENT GOODS
PRICES: IMPLICATIONS FOR MACROECONOMICS Lawrence J. Christiano Jonas DM
Fisher Working Paper 10031 http://www.nber.org/papers/w10031 ...
Cited by 104 - Related articles - BL Direct - All 30 versions

The response of hours to a technology shock: Evidence based on direct measures of technology

[PDF] from federalreserve.gov
LJ Christiano, M Eichenbaum… - Journal of the …, 2004 - Wiley Online Library
Page 1. THE RESPONSE OF HOURS TO A TECHNOLOGY SHOCK: EVIDENCE
BASED ON DIRECT MEASURES OF TECHNOLOGY Lawrence J. Christiano
Northwestern University Martin Eichenbaum Northwestern University ...
Cited by 104 - Related articles - BL Direct - All 20 versions

Money growth monitoring and the Taylor rule

[PDF] from northwestern.edu
LJ Christiano… - 2001 - nber.org
Page 1. NBER WORKING PAPER SERIES MONEY GROWTH MONITORING AND
THE TAYLOR RULE Lawrence J. Christiano Massimo Rostagno Working Paper
8539 http://www.nber.org/papers/w8539 NATIONAL BUREAU ...
Cited by 102 - Related articles - BL Direct - All 28 versions

[CITATION] Technology shocks and aggregate fluctuations

D Altig, LJ Christiano, M Eichenbaum… - Manuscript, 2002
Cited by 99 - Related articles

[PS] and Federal Reserve Bank of Minneapolis

[PS] from frb.org
LJ Christiano - 1980 - mpls.frb.org
Page 1. The Term Structure of Interest Rates and the Aliasing Identification Problem
Lawrence J. Christiano* November 1980 Working Paper #165 p^ PACS File #2700
Columbia University and Federal Reserve Bank of Minneapolis ...
Cited by 97 - Related articles - All 18 versions

Shocks, structures or monetary policies? The Euro Area and US after 2001

[PDF] from bcrp.gob.pe
L Christiano, R Motto… - Journal of Economic Dynamics and …, 2008 - Elsevier
The US Federal Reserve cut interest rates more vigorously in the recent recession than the
European Central Bank did. By comparison with the Fed, the ECB followed a more
measured course of action. We use an estimated dynamic general equilibrium model with ...
Cited by 101 - Related articles - BL Direct - All 51 versions

[PDF] Time to plan and aggregate fluctuations

[PDF] from greatdepressionbook.com
LJ Christiano… - Federal Reserve Bank of …, 1996 - greatdepressionbook.com
Page 1. Federal Reserve Bank of Minneapolis Quarterly Review Vol. 20, No. 1, Winter
1996, pp. 14–27 Time to Plan and Aggregate Fluctuations Lawrence J. Christiano
Richard M. Todd Adviser Assistant Vice President Research ...
Cited by 90 - Related articles - View as HTML - BL Direct - All 21 versions

[PDF] Facts and Myths about the Financial Crisis of 2008

[PDF] from frb.org
VV Chari, L Christiano… - Federal Reserve Bank of …, 2008 - mpls.frb.org
ABSTRACT The United States is indisputably undergoing a financial crisis and is perhaps
headed for a deep recession. Here we examine three claims about the way the financial
crisis is affecting the economy as a whole and argue that all three claims are myths. We ...
Cited by 93 - Related articles - View as HTML - All 42 versions

Solving the stochastic growth model by linear-quadratic approximation and by value-function iteration

LJ Christiano - Journal of Business & Economic Statistics, 1990 - JSTOR
Page 1. Journal of Business & Economic Statistics, January 1990, Vol. 8, No. 1 Solving
the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function
Iteration Lawrence J. Christiano Research Department ...
Cited by 84 - Related articles - All 7 versions

Asset pricing lessons for modeling business cycles

[PDF] from uc3m.es
M Boldrin, LJ Christiano… - 1995 - nber.org
Page 1. NBER WORKING PAPER SERIES ASSET PRICING LESSONS FOR
MODELING BUSINESS CYCLES Michele Boldrin Lawrence J. Christiano Jonas DM
Fisher Working Paper 5262 NATIONAL BUREAU OF ECONOMIC ...
Cited by 83 - Related articles - BL Direct - All 21 versions

Small sample properties of GMM for business cycle analysis

[PDF] from minneapolisfed.org
LJ Christiano… - 1995 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES SMALL SAMPLE PROPERTIES
OF GMM FOR BUSINESS CYCLE ANALYSIS Lawrence J. Christiane» Wouter J. den
Haan Technical Working Paper No. 177 NATIONAL BUREAU ...
Cited by 82 - Related articles - BL Direct - All 23 versions

Habit persistence and asset returns in an exchange economy

[PDF] from chicagofed.org
M Boldrin, LJ Christiano… - Macroeconomic …, 1997 - Cambridge Univ Press
Page 1. Macroeconomic Dynamics, 1, 1997, 312–332. Printed in the United States
of America. HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE
ECONOMY MICHELE BOLDRIN Universidad Carlos III and CEPR ...
Cited by 72 - Related articles - BL Direct - All 19 versions

Linear-quadratic approximation and value-function iteration: A comparison

LJ Christiano - Journal of Business & Economic Statistics, 1990 - JSTOR
Page 1. Journal of Business & Economic Statistics, January 1990, Vol. 8, No. 1 Linear-Quadratic
Approximation and Value-Function Iteration: A Comparison Lawrence J. Christiano Research
Department, Federal Reserve Bank of Minneapolis, Minneapolis, MN 55480 ...
Cited by 71 - Related articles - All 6 versions

Introducing financial frictions and unemployment into a small open economy model

[PDF] from hit-u.ac.jp
LJ Christiano, M Trabandt… - Journal of Economic Dynamics …, 2011 - Elsevier
Cited by 71 - Related articles - All 78 versions

The expectations trap hypothesis

[PDF] from clevelandfed.org
LJ Christiano… - 2000 - nber.org
Page 1. NBER WORKING PAPER SERIES THE EXPECTATIONS TRAP
HYPOTHESIS Lawrence J. Christiano Christopher J. Gust Working Paper 7809
http://www.nber.org/papers/w7809 NATIONAL BUREAU OF ECONOMIC ...
Cited by 68 - Related articles - BL Direct - All 67 versions

A Survey of Measures of Capacity Utilization (Mesures de l'utilisation des capacités de production)(Estudio de mediciones de utilización de la capacidad)

LJ Christiano - Staff Papers-International Monetary Fund, 1981 - JSTOR
Page 1. A Survey of Measures of Capacity Utilization LAWRENCE J. CHRISTIANO * IN
ECONOMIC STATISTICS, capacity utilization is a measure of the intensity with which
a national economy (or sector, or firm) makes use of its resources. ...
Cited by 57 - Related articles - All 5 versions

[PS] P*: Not the inflation forecaster's Holy Grail

[PS] from frb.fed.us
LJ Christiano - Federal Reserve Bank of Minneapolis …, 1989 - research.mpls.frb.fed.us
Page 1. Lawrence J. Christiano Research Officer Research Department Federal
Reserve Bank of Minneapolis P*: Not the Inflation Forecaster's Holy Grailt Last
summer, the Board of Governors of the Federal Reserve System ...
Cited by 56 - Related articles - All 8 versions

Two flaws in business cycle accounting

[PDF] from mecon.gov.ar
LJ Christiano… - 2006 - nber.org
Page 1. NBER WORKING PAPER SERIES TWO FLAWS IN BUSINESS CYCLE
ACCOUNTING Lawrence J. Christiano Joshua M. Davis Working Paper 12647
http://www.nber.org/papers/w12647 NATIONAL BUREAU OF ECONOMIC ...
Cited by 54 - Related articles - BL Direct - All 23 versions

Firm-specific capital, nominal rigidities and the business cycle

[PDF] from federalreserve.gov
D Altig, LJ Christiano, M Eichenbaum… - Review of Economic …, 2011 - Elsevier
Cited by 55 - Related articles - All 8 versions

Two reasons why money and credit may be useful in monetary policy

[PDF] from bcrp.gob.pe
L Christiano, R Motto… - 2007 - nber.org
We describe two examples which illustrate in different ways how money and credit may be
useful in the conduct of monetary policy. Our first example shows how monitoring money
and credit can help anchor private sector expectations about inflation. Our second ...
Cited by 46 - Related articles - BL Direct - All 38 versions

How Severe is the Time Inconsistency Problem in Monetary Policy?

[PDF] from frb.fed.us
S Albanesi, VV Chari… - 2001 - nber.org
Page 1. NBER WORKING PAPER SERIES HOW SEVERE IS THE TIME INCONSISTENCY
PROBLEM IN MONETARY POLICY? Stefania Albanesi VV Chari Lawrence J. Christiano
Working Paper 8139 http://www.nber.org/papers/w8139 ...
Cited by 41 - Related articles - BL Direct - All 26 versions

[CITATION] Resolving the liquidity effect: commentary

LJ Christiano - Proceedings, 1995 - ideas.repec.org
Downloadable! No abstract is available for this item.
Cited by 38 - Related articles - Cached - BL Direct - All 6 versions

Searching for a break in GNP

L Christiano - 1988 - nber.org
It has been suggested that existing estimates of the long-run impact of a surprise move in
income may have a substantial upward bias due to the presence of a trend break in post war
US GNP data. This paper shows that the statistical evidence does not warrant abandoning ...
Cited by 36 - Related articles - All 8 versions

[CITATION] A reexamination of the theory of automatic stabilizers

LJ Christiano - Carnegie-Rochester Conference Series on Public …, 1984 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
Cited by 33 - Related articles - Cached - All 7 versions

Cagan's model of hyperinflation under rational expectations

LJ Christiano - International Economic Review, 1987 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 28, No. 1, February, 1987
CAGAN'S MODEL OF HYPERINFLATION UNDER RATIONAL EXPECTATIONS* BY
LAWRENCE J. CHRISTIANO' 1. INTRODUCTION In 1956 Cagan ...
Cited by 32 - Related articles - All 6 versions

[CITATION] Why is consumption less volatile than income?

L Christiano - Quarterly Review, 1987 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Why is consumption less volatile than income? Lawrence Christiano (). Quarterly Review,
1987, issue Fall, pages 2-20. Keywords: Consumption ...
Cited by 30 - Related articles - Cached - All 6 versions

Tobin's q and asset returns: Implications for business cycle analysis

[PDF] from minneapolisfed.org
LJ Christiano… - 1995 - nber.org
Page 1. aisiae siaqAq OMDI$IOW $L8T4 :M$1UTa$I T2A UMA MIOT 23k1IUfl sio i4OITADIJML
IYJA14A HJDYD onaiJhi1D .t 33n51wL1 id2iq asnot nbFtoW HD$1AHL$I MMO4OD3 IO
UA1$1U8 JAMOITA4 unvA 2n d3I1M OO1 8F.IO AM ,bhdmaD QI 1doi3O ...
Cited by 29 - Related articles - BL Direct - All 19 versions

Inflation and monetary policy in the twentieth century

[PDF] from chicagofed.org
LJ Christiano… - … -FEDERAL RESERVE BANK OF …, 2003 - papers.ssrn.com
Page 1. 22 1Q/2003, Economic Perspectives Inflation and monetary policy in the
twentieth century Lawrence J. Christiano and Terry J. Fitzgerald Lawrence J.
Christiano is a professor of economics at Northwestern University ...
Cited by 30 - Related articles - BL Direct - All 22 versions

[CITATION] Firm# specific capital and aggregate inflation dynamics in the Woodford model

L Christiano - 2005 - Mimeo
Cited by 29 - Related articles

[Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence]: Comment

LJ Christiano - NBER macroeconomics annual, 1989 - JSTOR
Page 1. 216 - CHRISTIANO Nelson, Charles R. and Richard Startz. "The Distribution of the
Instrumental Variables Estimator and its t-Ratio When the Instrument is a Poor One." Uni- versity
of Washington. Discussion Paper 88-07. May 1988. Newey, Whitney, and Kenneth West. ...
Cited by 28 - Related articles - All 2 versions

Maximum likelihood in the frequency domain: the importance of time-to-plan

[PDF] from northwestern.edu
LJ Christiano… - Journal of Monetary Economics, 2003 - Elsevier
Cited by 28 - Related articles - All 14 versions

Is consumption insufficiently sensitive to innovations in income?

[PDF] from minneapolisfed.org
LJ Christiano - The American Economic Review, 1987 - JSTOR
Page 1. Is Consumption Insufficiently Sensitive to Innovations in Income? By
LAWRENCE J. CHRISTIANO* A basic fact about US macroeconomic data is that
consumption is a much smoother time series than income. A classic ...
Cited by 27 - Related articles - All 18 versions

Involuntary unemployment and the business cycle

[PDF] from bportugal.pt
LJ Christiano, M Trabandt… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES INVOLUNTARY UNEMPLOYMENT AND
THE BUSINESS CYCLE Lawrence J. Christiano Mathias Trabandt Karl Walentin
Working Paper 15801 http://www.nber.org/papers/w15801 ...
Cited by 28 - Related articles - All 64 versions

DSGE models for monetary policy analysis

[PDF] from northwestern.edu
LJ Christiano, M Trabandt… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES DSGE MODELS FOR MONETARY POLICY
ANALYSIS Lawrence J. Christiano Mathias Trabandt Karl Walentin Working Paper
16074 http://www.nber.org/papers/w16074 NATIONAL ...
Cited by 28 - Related articles - All 28 versions

[CITATION] The role of monetary policy in the propagation of technology shocks

D Altig, LJ Christiano, M Eichenbaum… - manuscript, Northwestern University, 2003
Cited by 25 - Related articles

Monetary policy and stock market booms

[PDF] from kansascityfed.com
L Christiano, CL Ilut, R Motto… - 2010 - nber.org
Historical data and model simulations support the following conclusion. Inflation is low
during stock market booms, so that an interest rate rule that is too narrowly focused on
inflation destabilizes asset markets and the broader economy. Adjustments to the interest ...
Cited by 23 - Related articles - All 37 versions

A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts

[PDF] from minneapolisfed.org
LJ Christiano - Journal of Economic Dynamics and Control, 1985 - Elsevier
Cited by 20 - Related articles - All 19 versions

Optimal Monetary Policy in a'Sudden Stop'

[PDF] from bcrp.gob.pe
F Braggion, LJ Christiano… - 2007 - nber.org
Page 1. NBER WORKING PAPER SERIES OPTIMAL MONETARY POLICY IN A
'SUDDEN STOP' Fabio Braggion Lawrence J. Christiano Jorge Roldos Working Paper
13254 http://www.nber.org/papers/w13254 NATIONAL BUREAU ...
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[CITATION] An Estimated Dynamic, General Equilibrium Model for Monetary Policy Analysis

D Altig, LJ Christiano, M Eichenbaum… - Manuscript., Northwestern University …, 2002
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[BOOK] Habit persistence, asset returns and the business cycle

[PDF] from micheleboldrin.com
M Boldrin, LJ Christiano, JDM Fisher… - 2000 - micheleboldrin.com
Page 1. STÖR Habit Persistence, Asset Returns, and the Business Cycle Michele
Boldrin; Lawrence J. Christiano; Jonas D, M. Fisher The American Economic Review,
Vol. 91, No, 1, (Mar., 2001), pp, 149-166, Stable URL: http ...
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[CITATION] The effects of aggregation over time on tests of the representative agent model of consumption

LJ Christiano - 1984 - HGB Alexander Foundation
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[CITATION] jMonetary Policy Shocks: What Have We Learned and to What End? kin Handbook of Macro! economics, edited by John Taylor and Michael Woodford

LJ Christiano, M Eichenbaum… - 1999 - Elsevier
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[CITATION] Technical Appendix to “Why Does Inventory Investment Fluctuate So Much?”

LJ Christiano - Federal Reserve Bank of Minneapolis, 1987
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The conventional treatment of seasonality in business cycle analysis: does it create distortions?

LJ Christiano… - Journal of Monetary Economics, 2002 - Elsevier
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[PDF] Monetary policy in an international financial crisis

[PDF] from bc.edu
LJ Christiano, C Gust… - Washington, DC, United States: …, 2000 - fmwww.bc.edu
Page 1. onetary Policy in an International Financial Crisis* Lawrence J. Christiano
Christopher Gust Jorge Roldos Preliminary and Incomplete January 31, 2000 Abstract We
explore the role of monetary policy in the aftermath of a financial crisis. ...
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[CITATION] A critique of conventional treatments of the model timing interval in applied econometrics

LJ Christiano - 1984 - University of Chicago Graduate …
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Optimal monetary policy in a 'sudden stop'

[PDF] from northwestern.edu
F Braggion, LJ Christiano… - Journal of Monetary Economics, 2009 - Elsevier
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[CITATION] Martin Eichenbaum and Jesper Linde, 2004,“

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[CITATION] Monetary policy shocks and their consequences: Theory and evidence

LJ Christiano, M Eichenbaum… - European Economic Review, 1996
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[PDF] J TEMPORAL AGGREGATION AMD THE STOCK ADJUSTMENT MODEL OF INVENTORIES

[PDF] from minneapolisfed.org
LJ Christiano… - Policy, 1987 - minneapolisfed.org
Page 1. Federal Reserve Bank of Minneapolis Research Department Working Paper
t J TEMPORAL AGGREGATION AMD THE STOCK ADJUSTMENT MODEL OF
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[BOOK] The magnitude of the speculative motive for holding inventories in a real business cycle model

[PDF] from minneapolisfed.org
LJ Christiano, TJ Fitzgerald… - 1989 - minneapolisfed.org
Page 1. Discussion Paper 10 Institute for Empirical Macroeconomics Federal Reserve
Bank of Minneapolis Research Department 250 Marquette Avenue Minneapolis,
Minnesota 55480 January 1989 THE MAGNITUDE OF THE ...
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Money does Granger-cause output in the bivariate output-money relation

LJ Christiano… - Staff Report, 1987 - ideas.repec.org
Downloadable! A bivariate Granger-causality test on money and output finds statistically significant
causality when data are measured in log levels, but not when they are measured in first differences
of the logs. Which of these results is right? The answer to that question matters because ...
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[CITATION] Macroeconomic Lessons for Asset Pricing

M Boldrin, L Christiano… - NBER working paper, 1995
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[CITATION] Signals: Implications for business cycles and monetary policy

L Christiano, C Ilut, R Motto… - 2007 - mimeo, Northwestern University
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[CITATION] Optimal Taxation of Capital and Labor Income in a Stochastic Growth Model

VV Chari, LJ Christiano… - Federal Reserve Bank of Minneapolic Working …, 1990
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[PDF] The optimal monetary response to a financial crisis

[PDF] from bundesbank.de
F Braggion, LJ Christiano… - unpublished manuskript, 2005 - bundesbank.de
Page 1. The Optimal Monetary Response to a Financial Crisis Fabio Braggion *
Lawrence J. Christiano† Jorge Roldos‡ May 14, 2005§. Abstract We describe a model
in which the optimal monetary policy response to a financial ...
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[PDF] «Comment on Romer's Crazy Explanations of the Productivity Slowdown»

[PDF] from minneapolisfed.org
LJ Christiano - Federal Bank of Minneapolis, 1987 - minneapolisfed.org
Page 1. Federal Reserve Bank of Minneapolis Research Department COMMENT ON ROMER,
"CRAZY EXPLANATIONS FOR THE PRODUCTIVITY SLOWDOWN" Lawrence J. Christiano*
Working Paper 448 November, 1987 *Federal Reserve Bank of Minneapolis. ...
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[CITATION] Sergio Rebelo, 2009.” When is the government spending multiplier large?”

L Christiano… - NBER Working Paper
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[CITATION] The zero-bound, zero-inflation targeting, and output collapse

L Christiano - unpublished, Northwestern University, 2004
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ALTERNATIVE PROCEDURES FOR ESTIMATING VECTOR AUTOREGRESSIONS IDENTIFIED WITH LONG‐RUN RESTRICTIONS

[HTML] from federalreserve.gov
LJ Christiano, M Eichenbaum… - Journal of the …, 2006 - Wiley Online Library
Page 1. “zwu002060333” — 2006/6/27 — page 475 — #1 ALTERNATIVE
PROCEDURES FOR ESTIMATING VECTOR AUTOREGRESSIONS IDENTIFIED WITH
LONG-RUN RESTRICTIONS Lawrence J. Christiano Northwestern ...
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[CITATION] Robert Vigfusson. 2003b.“The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology.”

LJ Christiano… - Journal of the European Economic Association
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Government Policy, Credit Markets and Economic Activity

[PDF] from unibocconi.it
L Christiano… - 2011 - nber.org
The US government has recently conducted large scale purchases of assets and
implemented policies that reduced the cost of funds to financial institutions. Arguably these
policies have helped to correct credit market dysfunctions, allowing interest rate spreads ...
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[CITATION] Financial Factors in Business Fluctuations

L Christiano, R Motto… - 2009 - mimeo, Northwestern University
Cited by 6 - Related articles

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