Research output per year
Research output per year
- 47 results
Search results
-
2021
Banking Crises without Panics
Baron, M., Verner, E. & Xiong, W., Feb 1 2021, In: Quarterly Journal of Economics. 136, 1, p. 51-113 63 p.Research output: Contribution to journal › Review article › peer-review
Open Access54 Scopus citations -
Learning about the neighborhood
Gao, Z., Sockin, M. & Xiong, W., Sep 1 2021, In: Review of Financial Studies. 34, 9, p. 4323-4372 50 p.Research output: Contribution to journal › Review article › peer-review
Open Access1 Scopus citations -
Review Article: Perspectives on the Future of Asset Pricing
Brunnermeier, M., Farhi, E., Koijen, R. S. J., Krishnamurthy, A., Ludvigson, S. C., Lustig, H., Nagel, S. & Piazzesi, M., Apr 1 2021, In: Review of Financial Studies. 34, 4, p. 2126-2160 35 p.Research output: Contribution to journal › Review article › peer-review
Open Access29 Scopus citations -
2020
Economic consequences of housing speculation
Gao, Z., Sockin, M. & Xiong, W., 2020, In: Review of Financial Studies. 33, 11, p. 5248-5287 40 p.Research output: Contribution to journal › Review article › peer-review
Open Access39 Scopus citations -
High-dimensional factor model and its applications to statistical machine learning
Chen, Z., Fan, J. & Wang, D. C., Apr 1 2020, In: Scientia Sinica Mathematica. 50, 4, p. 447-490 44 p.Research output: Contribution to journal › Review article › peer-review
2 Scopus citations -
2019
Revenue guarantee equivalence
Bergemann, D., Brooks, B. & Morris, S., May 2019, In: American Economic Review. 109, 5, p. 1911-1929 19 p.Research output: Contribution to journal › Review article › peer-review
14 Scopus citations -
The free-trade paradox
Blinder, A. S., 2019, In: Foreign Affairs. 98, 1, p. 119-128 10 p.Research output: Contribution to journal › Review article › peer-review
7 Scopus citations -
2018
Risks in China's financial system
Song, Z. M. & Xiong, W., Nov 1 2018, In: Annual Review of Financial Economics. 10, p. 261-286 26 p.Research output: Contribution to journal › Review article › peer-review
95 Scopus citations -
2017
Bitcoin's academic pedigree
Narayanan, A. & Clark, J., Dec 2017, In: Communications of the ACM. 60, 12, p. 36-45 10 p.Research output: Contribution to journal › Review article › peer-review
170 Scopus citations -
Bitcoin's Academic Pedigree: The concept of cryptocurrencies is built from forgotten ideas in research literature
Narayanan, A. & Clark, J., Jul 1 2017, In: Queue. 15, 4Research output: Contribution to journal › Review article › peer-review
31 Scopus citations -
Fraudulent income overstatement on mortgage applications during the credit expansion of 2002 to 2005
Mian, A. & Sufi, A., Jun 1 2017, In: Review of Financial Studies. 30, 6, p. 1831-1864 34 p.Research output: Contribution to journal › Review article › peer-review
Open Access50 Scopus citations -
2016
Dynamic factor models: A brief retrospective
Stock, J. H. & Watson, M. W., 2016, In: Advances in Econometrics. 35, p. xv-xxResearch output: Contribution to journal › Review article › peer-review
1 Scopus citations -
Introduction: Big data in political economy
Mian, A. & Rosenthal, H., Nov 2016, In: RSF. 2, 7, p. 1-10 10 p.Research output: Contribution to journal › Review article › peer-review
Open Access4 Scopus citations -
Presidents and the US Economy: An econometric exploration
Blinder, A. S. & Watson, M. W., Apr 2016, In: American Economic Review. 106, 4, p. 1015-1045 31 p.Research output: Contribution to journal › Review article › peer-review
Open Access94 Scopus citations -
2015
Banking, liquidity, and bank runs in an infinite horizon economy
Gertler, M. & Kiyotaki, N., Jul 1 2015, In: American Economic Review. 105, 7, p. 2011-2043 33 p.Research output: Contribution to journal › Review article › peer-review
Open Access180 Scopus citations -
Can economists learn?
Blinder, A. S., Mar 1 2015, In: Foreign Affairs. 94, 2Research output: Contribution to journal › Review article › peer-review
-
Has consumption inequality mirrored income inequality?
Aguiar, M. & Bils, M., Sep 1 2015, In: American Economic Review. 105, 9, p. 2725-2756 32 p.Research output: Contribution to journal › Review article › peer-review
Open Access186 Scopus citations -
What did we learn from the financial crisis, the great recession, and the pathetic recovery?
Blinder, A. S., Apr 3 2015, In: Journal of Economic Education. 46, 2, p. 135-149 15 p.Research output: Contribution to journal › Review article › peer-review
Open Access14 Scopus citations -
2014
Financialization of commodity markets
Cheng, I. H. & Xiong, W., Dec 1 2014, In: Annual Review of Financial Economics. 6, p. 419-941 523 p.Research output: Contribution to journal › Review article › peer-review
Open Access412 Scopus citations -
Routes for breaching and protecting genetic privacy
Erlich, Y. & Narayanan, A., Jun 2014, In: Nature Reviews Genetics. 15, 6, p. 409-421 13 p.Research output: Contribution to journal › Review article › peer-review
Open Access301 Scopus citations -
2012
Dynamic debt runs
He, Z. & Xiong, W., Jun 2012, In: Review of Financial Studies. 25, 6, p. 1799-1843 45 p.Research output: Contribution to journal › Review article › peer-review
152 Scopus citations -
Statistical modeling of monetary policy and its effects
Sims, C. A., Jun 2012, In: American Economic Review. 102, 4, p. 1187-1205 19 p.Research output: Contribution to journal › Review article › peer-review
Open Access23 Scopus citations -
2011
Sparse high-dimensional models in economics
Fan, J., Lv, J. & Qi, L., 2011, In: Annual Review of Economics. 3, p. 291-317 27 p.Research output: Contribution to journal › Review article › peer-review
Open Access123 Scopus citations -
Stepping on a rake: The role of fiscal policy in the inflation of the 1970s
Sims, C. A., Jan 2011, In: European Economic Review. 55, 1, p. 48-56 9 p.Research output: Contribution to journal › Review article › peer-review
Open Access83 Scopus citations -
2009
Deciphering the liquidity and credit crunch 2007-2008
Brunnermeier, M. K., 2009, In: Journal of Economic Perspectives. 23, 1, p. 77-100 24 p.Research output: Contribution to journal › Review article › peer-review
Open Access1716 Scopus citations -
2007
ABCs (and Ds) of understanding VARs
Fernández-Villaverde, J., Rubio-RAMÍREZ, J. F., Sargent, T. J. & Watson, M. W., Jun 2007, In: American Economic Review. 97, 3, p. 1021-1026 6 p.Research output: Contribution to journal › Review article › peer-review
Open Access220 Scopus citations -
Chapter 15 Queuing Theoretic Approaches to Financial Price Fluctuations
Bayraktar, E., Horst, U. & Sircar, R., 2007, In: Handbooks in Operations Research and Management Science. 15, C, p. 637-677 41 p.Research output: Contribution to journal › Review article › peer-review
9 Scopus citations -
Measuring trends in leisure: The allocation of time over five decades
Aguiar, M. & Hurst, E., Aug 2007, In: Quarterly Journal of Economics. 122, 3, p. 969-1006 38 p.Research output: Contribution to journal › Review article › peer-review
Open Access556 Scopus citations -
Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
Fan, J. & Jiang, J., Dec 2007, In: Test. 16, 3, p. 471-478 8 p.Research output: Contribution to journal › Review article › peer-review
-
2006
Does monetary policy generate recessions?
Sims, C. A. & Zha, T., Apr 2006, In: Macroeconomic Dynamics. 10, 2, p. 231-272 42 p.Research output: Contribution to journal › Review article › peer-review
Open Access215 Scopus citations -
2005
Are two heads better than one? Monetary policy by committee
Blinder, A. S. & Morgan, J., Oct 2005, In: Journal of Money, Credit and Banking. 37, 5, p. 789-811 23 p.Research output: Contribution to journal › Review article › peer-review
Open Access175 Scopus citations -
Is the thrill gone?
Arora, S. & Chazelle, B., Aug 2005, In: Communications of the ACM. 48, 8, p. 31-33 3 p.Research output: Contribution to journal › Review article › peer-review
7 Scopus citations -
Modernizing the defined-benefit pension system
Mulvey, J. M., Fabozzi, F. J., Pauling, W. R., Simsek, K. D. & Zhang, Z., 2005, In: Journal of Portfolio Management. 31, 2, p. 73-82 10 p.Research output: Contribution to journal › Review article › peer-review
10 Scopus citations -
Optimal expectations
Brunnermeier, M. K. & Parker, J. A., Sep 2005, In: American Economic Review. 95, 4, p. 1092-1118 27 p.Research output: Contribution to journal › Review article › peer-review
383 Scopus citations -
Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency
Fan, J., Peng, H., Huang, T., Sabatti, C., Craig, B. A., Huang, J., Zhang, C. H., Zhang, H., Kosorok, M. R., Shuangge, M., Tibshirani, R. & Ren, Y., Sep 2005, In: Journal of the American Statistical Association. 100, 471, p. 781-796 16 p.Research output: Contribution to journal › Review article › peer-review
62 Scopus citations -
2004
Applying optimization technology to portfolio management
Mulvey, J. M., Sep 2004, In: Journal of Portfolio Management. 30, SUPPL., p. 162-168+14Research output: Contribution to journal › Review article › peer-review
4 Scopus citations -
Luxury goods and the equity premium
Aït-Sahalia, Y., Parker, J. A. & Yogo, M., Dec 2004, In: Journal of Finance. 59, 6, p. 2959-3004 46 p.Research output: Contribution to journal › Review article › peer-review
Open Access138 Scopus citations -
What does the public know about economic policy, and how does it know it?
Blinder, A. S., Krueger, A. B. & Nordhaus, W. D., 2004, In: Brookings Papers on Economic Activity. 1, p. 327-397 71 p.Research output: Contribution to journal › Review article › peer-review
128 Scopus citations -
2003
Forecasting output and inflation: The role of asset prices
Stock, J. H. & Watson, M. W., Sep 2003, In: Journal of Economic Literature. 41, 3, p. 788-829 42 p.Research output: Contribution to journal › Review article › peer-review
Open Access755 Scopus citations -
2001
Vector autoregressions
Stock, J. H. & Watson, M. W., 2001, In: Journal of Economic Perspectives. 15, 4, p. 101-115 15 p.Research output: Contribution to journal › Review article › peer-review
685 Scopus citations -
1999
Approximate common knowledge revisited
Morris, S., Aug 1999, In: International Journal of Game Theory. 28, 3, p. 385-408 24 p.Research output: Contribution to journal › Review article › peer-review
19 Scopus citations -
Chapter 1 Business cycle fluctuations in us macroeconomic time series
Stock, J. H. & Watson, M. W., 1999, In: Handbook of Macroeconomics. 1, PART A, p. 3-64 62 p.Research output: Contribution to journal › Review article › peer-review
415 Scopus citations -
1998
Adaptive smoothing respecting feature directions
Carmona, R. A. & Zhong, S., 1998, In: IEEE Transactions on Image Processing. 7, 3, p. 353-358 6 p.Research output: Contribution to journal › Review article › peer-review
112 Scopus citations -
1997
Is There a Core of Practical Macroeconomics That We Should All Believe?
Blinder, A. S., May 1997, In: American Economic Review. 87, 2, p. 240-243 4 p.Research output: Contribution to journal › Review article › peer-review
112 Scopus citations -
Strategic financial risk management and operations research
Mulvey, J. M., Rosenbaum, D. P. & Shetty, B., Feb 16 1997, In: European Journal of Operational Research. 97, 1, p. 1-16 16 p.Research output: Contribution to journal › Review article › peer-review
70 Scopus citations -
1995
Asset and Liability Allocation in a Global Environment
Mulvey, J. M. & Ziemba, W. T., Jan 1 1995, In: Handbooks in Operations Research and Management Science. 9, C, p. 435-463 29 p.Research output: Contribution to journal › Review article › peer-review
28 Scopus citations -
1984
Chapter 17 Time series and spectral methods in econometrics
Granger, C. W. J. & Watson, M. W., 1984, In: Handbook of Econometrics. 2, p. 979-1022 44 p.Research output: Contribution to journal › Review article › peer-review
13 Scopus citations