Research
Working Papers
- Regime Switching Interest Rates and
Fluctuations in Emerging Markets (June 2009 version), joint with Bertrand Gruss,
Matlab Programs and Data - Empirical Evidence on the Aggregate Effects of Anticipated and
Unanticipated U.S. Tax Policy Shocks. (July 2009 version), joint with Morten Ravn,
Also available as CEPR Discussion Paper 7370, NBB Working Paper 181 - Understanding the Aggregate Effects of Anticipated and
Unanticipated Tax Policy Shocks. (March 2009 version), joint with Morten Ravn,
Earlier version also available as CEPR Discussion Paper 6673 - The Role of Expectations in Sudden Stops (CAE working paper #07-10)
Published/Forthcoming
- Measuring the Impact of Fiscal Policy in
the Face of Anticipation: a Structural VAR Approach, joint with Morten Ravn,
forthcoming in The Economic Journal, web appendix
Also available as CEPR Discussion Paper 7423 - Business Cycle Analysis and VARMA Models , joint with Christian Kascha, Journal of Economic Dynamics and Control, Volume 33:2; February 2009, Programs
Also available as Bank of Norway Working Paper 2008/5 - Deposit Rate Ceilings
and Monetary Transmission in the US,
Journal of Monetary Economics, Volume 55:7; October 2008
Regulation Q ceilings data
Contact Information
address:
Department of Economics
404 Uris Hall
Cornell University
Ithaca, NY 14853
telephone:
(607) 255 6287
email:
km426 at cornell dot edu