Bendheim Center for Finance

Research output

Research output per year 1972 2004 2005 2006 2007 2008 2009 2010 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2024

• 780 Article
• 165 Conference contribution
• 82 Chapter
• 47 Comment/debate
• 169 More
  • 47 Review article
  • 42 Conference article
  • 27 Paper
  • 17 Editorial
  • 15 Letter
  • 14 Book
  • 7 Foreword/postscript

Research output per year

Research output per year

Search results

• 2024

  Dependence on credit to boost demand imperils the world economy—we must correct the underlying imbalances

  Mian, A., Mar 2024, In: Finance and Development. 61, 1, p. 26-27 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• The Poisoned Chalice of Debt

  Aguiar, M., Jun 2024, In: Finance and Development. 61, 2, p. 58-62 5 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Chalice 100%
• 2023

  Comment

  Watson, M. W., Jan 1 2023, In: NBER Macroeconomics Annual. 37, 1, p. 161-166 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• POLICY IN A CHANGING WORLD

  Brunnermeier, M. K., 2023, In: Finance and Development. 60, 1, p. 4-9 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Changing World 100%
  2 Scopus citations

• The Journal of Econometrics 2012–2018

  Aït-Sahalia, Y. & Fan, J., Mar 2023, In: Journal of Econometrics. 234, p. 13-14 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Econometrics 100%
• 2021

  Why don't today's deep nets overfit to their training data?

  Arora, S., Mar 2021, In: Communications of the ACM. 64, 3, p. 106 1 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

  • Training Data 100%
  • Overfitting 100%
  • Deep Nets 100%
• 2020

  2020 Joseph L. Doob prize

  Carmona, R. & Delarue, F., Apr 2020, In: Notices of the American Mathematical Society. 67, 4, p. 557-559 3 p.

  Research output: Contribution to journal › Comment/debate › peer-review
• 2019

  The Lamppost Theory of Economic Policy

  Blinder, A. S., 2019, In: Proceedings of the American Philosophical Society. 163, 3, p. 239-250 12 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Lampposts 100%
• 2018

  Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson

  Müller, U. K., Oct 2 2018, In: Journal of Business and Economic Statistics. 36, 4, p. 563-564 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Recommendations for Practice 100%
  • HAR Inference 100%
• 2017

  Comment on: “Bond finance, bank credit, and aggregate fluctuations in an open economy” by Roberto Chang, Andres Fernández, Adam Gulan

  Aguiar, M., Jan 1 2017, In: Journal of Monetary Economics. 85, p. 110-113 4 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Open Economy 100%
  • Bank Credit 100%
  • Aggregate Fluctuations 100%
  • Bond Financing 100%
  • Credit Fluctuations 100%

• Monetary policy after the crisis

  Blinder, A., Ehrmann, M., de Haan, J. & Jansen, D. J., 2017, In: CESifo DICE Report. 15, 1, p. 12-13 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Monetary Policy 100%
• 2016

  Comment

  Brunnermeier, M., 2016, In: NBER Macroeconomics Annual. 31, 1, p. 92-99 8 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  1 Scopus citations

• Comment

  Mian, A., 2016, In: NBER Macroeconomics Annual. 31, 1, p. 274-278 5 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Comment

  Sims, C. A., 2016, In: NBER Macroeconomics Annual. 30, 1, p. 432-434 3 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Comment

  Watson, M. W., 2016, In: NBER Macroeconomics Annual. 30, 1, p. 85-89 5 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Comment on: Reflections on the probability space induced by moment conditions with implications for Bayesian inference

  Sims, C. A., Mar 1 2016, In: Journal of Financial Econometrics. 14, 2, p. 272-277 6 p., nbv010.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Moment Conditions 100%
  • Bayesian Inference 100%
  • Asymptotic Distribution 100%
  • Standardized Approach 100%
  • Frequentist 100%
  1 Scopus citations

• Upside, downside: U.S. Policy should carry the ball for globalization by globalization by turning trade's gross losers into net winners

  Blinder, A. S., Dec 2016, In: Finance and Development. 53, 4, p. 33 1 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • US Policy 100%
  1 Scopus citations
• 2015

  Comments and discussion: Inflation targeting does not anchor inflation expectations: Evidence from firms in New Zealand

  Blinder, A. S. & Svensson, L. E. O., Sep 1 2015, In: Brookings Papers on Economic Activity. 2015-FALL, p. 209-225 17 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Inflation Expectations 100%
  • New Zealand 100%
  • Inflation Targeting 100%
• 2014

  Erratum: Routes for breaching and protecting genetic privacy (Nature Reviews Genetics (2014) 15 (409-421))

  Erlich, Y. & Narayanan, A., Aug 2014, In: Nature Reviews Genetics. 15, 8, p. 570 1 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

  • Genomic Privacy 100%
  • Genetics 100%
  1 Scopus citations

• HAC Corrections for Strongly Autocorrelated Time Series

  Müller, U. K., Jul 3 2014, In: Journal of Business and Economic Statistics. 32, 3, p. 311-322 12 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Autocorrelation 100%
  • Heteroscedasticity 100%
  • Time Series 100%
  • Smaller Sample 66%
  • Gaussian Distribution 33%
  61 Scopus citations

• Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods

  Fan, J., Qi, L. & Xiu, D., Apr 3 2014, In: Journal of Business and Economic Statistics. 32, 2, p. 178-191 14 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 100%
  • GARCH Model 100%
  • Non-Gaussian Likelihood 50%
  • Gaussian Maximum Likelihood 50%
  • Weak Moment Condition 50%
  79 Scopus citations

• Rejoinder

  Fan, J., Qi, L. & Xiu, D., Apr 3 2014, In: Journal of Business and Economic Statistics. 32, 2, p. 204-205 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Rejoinder 100%

• The last chapter has not yet been written

  Brunnermeier, M. K., Oct 1 2014, In: Perspektiven der Wirtschaftspolitik. 15, 3, p. 234-245 12 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access
  1 Scopus citations
• 2013

  Comment

  Watson, M. W., 2013, In: NBER Macroeconomics Annual. 28, 1, p. 367-378 12 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Comment

  Sims, C. A., 2013, In: NBER Macroeconomics Annual. 28, 1, p. 59-64 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

• Discussion of "Capital mobility and international sharing of cyclical risk"

  Aguiar, M., Jan 2013, In: Journal of Monetary Economics. 60, 1, p. 63-65 3 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Adjustment Costs 100%
  • Portfolio Adjustment 100%
  • Capital Mobility 100%
  • Business Cycles 50%
  • Authors' Choice 50%

• Global implications of national unconventional policies: A comment

  Kiyotaki, N., Jan 2013, In: Journal of Monetary Economics. 60, 1, p. 86-91 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Unconventional Policy 100%
  1 Scopus citations
• 2012

  Revisiting Monetary Policy in a Low-Inflation and Low-Utilization Environment

  Blinder, A. S., Feb 2012, In: Journal of Money, Credit and Banking. 44, SUPPL. 1, p. 141-146 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Monetary Policy 100%
  • Low Inflation 100%
  • Low Utilization 100%
  • Inflation 100%
  17 Scopus citations
• 2010

  Comment by Christopher A. Sims

  Sims, C. A., 2010, In: Brookings Papers on Economic Activity. 2, p. 253-259 7 p.

  Research output: Contribution to journal › Comment/debate › peer-review
• 2009

  Comment on: "Interbank market liquidity and central bank intervention"

  Kiyotaki, N., Jul 2009, In: Journal of Monetary Economics. 56, 5, p. 653-656 4 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Market Liquidity 100%
  • Central Bank Intervention 100%
  • Interbank Market 100%
  1 Scopus citations

• Comments and discussion

  Blinder, A. S., Mar 2009, In: Brookings Papers on Economic Activity. 1, p. 262-267 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  3 Scopus citations
• 2007

  Comment

  Christiano, L. J., Gallant, A. R., Sims, C. A., Faust, J., Kilian, L., Del Negro, M., Schorfheide, F., Smets, F. & Wouters, R., Apr 2007, In: Journal of Business and Economic Statistics. 25, 2, p. 143-151 9 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  23 Scopus citations
• 2006

  Activities that do not require physical contact or geographical proximity are most at risk

  Blinder, A. S., Jun 2006, In: CESifo Forum. 7, 2, p. 39-40 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Physical Contact 100%
  • Geographical Proximity 100%
  4 Scopus citations

• Comment

  Aït-Sahalia, Y., Mykland, P. A. & Zhang, L., Apr 2006, In: Journal of Business and Economic Statistics. 24, 2, p. 162-167 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  6 Scopus citations

• Erratum: Interior-point algorithms, penalty methods and equilibrium problems (Computational Optimization and Applications (2006) 34:2 (155-182 DOI:10.1007/s10589-005-3908-8)

  Benson, H. Y., Sen, A., Shanno, D. F. & Vanderbei, R. J., Oct 2006, In: Computational Optimization and Applications. 35, 2, p. 281 1 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

  • Computational Applications 100%
  • 2,5-Dimethoxy-4-iodoamphetamine 100%

• Offshoring: The next industrial revolution?

  Blinder, A. S., 2006, In: Foreign Affairs. 85, 2, p. 113 1 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Industrialization 100%
  • Offshoring 100%
  • Industrial Revolution 100%
  483 Scopus citations

• Social value of public information: Morris and Shin (2002) Is actually pro-transparency, not con: Reply

  Morris, S., Shin, H. S. & Tong, H., Mar 2006, In: American Economic Review. 96, 1, p. 453-455 3 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Public Information 100%
  • Social Value 100%
  45 Scopus citations
• 2005

  Comment

  Sims, C. A., 2005, In: NBER Macroeconomics Annual. 20, p. 375-379 5 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Commentary

  Sims, C. A., 2005, In: Federal Reserve Bank of St. Louis Review. 87, 4, p. 487-492 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Commentary

  Watson, M. W., 2005, In: Federal Reserve Bank of St. Louis Review. 87, 4, p. 453-458 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review
• 2004

  Comment

  Watson, M. W., 2004, In: NBER Macroeconomics Annual. 19, p. 216-221 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  9 Scopus citations

• Oil shocks and aggregate macroeconomic behavior: The role of monetary policy

  Bernanke, B. S., Gertler, M. & Watson, M. W., Apr 2004, In: Journal of Money, Credit and Banking. 36, 2, p. 287-291 5 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Monetary Policy 100%
  • Macroeconomics 100%
  • Oil Shocks 100%
  84 Scopus citations
• 2003

  Frontiers of stochastically nondominated portfolios

  Ruszczynski, A. & Vanderbei, R. J., 2003, In: Econometrica. 71, 4, p. 1287-1297 11 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

  • Mean Risk 100%
  • Risk Model 100%
  • Stochastic Dominance 100%
  • Parametric Method 50%
  • Second-order Stochastic Dominance 50%
  66 Scopus citations

• Journal of Business and Economic Statistics: Comment

  Sims, C. A., Oct 2003, In: Journal of Business and Economic Statistics. 21, 4, p. 500-503 4 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Business Statistics 100%
  • Economic Statistics 100%
  • Economic Statistic 100%
• 1987

  Comment

  Sims, C. A., Oct 1987, In: Journal of Business and Economic Statistics. 5, 4, p. 443-449 7 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  41 Scopus citations
• 1979

  A comment on the papers by Zellner and Schwert

  Sims, C. A., 1979, In: Carnegie-Rochester Confer. Series on Public Policy. 10, C, p. 103-108 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review
  6 Scopus citations
• 1976

  Does fiscal policy matter?. A correction

  Blinder, A. S. & Solow, R. M., 1976, In: Journal of Public Economics. 5, 1-2, p. 183-184 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  Open Access

  • Policy Matters 100%
  • Fiscal Policy 100%
  16 Scopus citations