Citation Impact
Citing Papers
The Purchasing Power Parity Puzzle
1996 Standout
A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies
2016 StandoutNobel
BEYOND SEARCH: FIAT MONEY IN ORGANIZED EXCHANGE*
2005 StandoutNobel
Managing nitrogen for sustainable development
2015 StandoutNature
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
1999 Standout
Is energy security a driver for economic growth? Evidence from a global sample
2019 Standout
Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
2003
Testing for Error Correction in Panel Data*
2007 Standout
Spurious regression and residual-based tests for cointegration in panel data
1999 Standout
It's all about connections: evidence on network formation
2003
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
1996
Recent Developments in the Econometrics of Program Evaluation
2009 StandoutNobel
Intra-Day and Inter-Market Volatility in Foreign Exchange Rates
1991
Bargaining, Sorting, and the Gender Wage Gap: Quantifying the Impact of Firms on the Relative Pay of Women *
2015 StandoutNobel
ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY
2010 StandoutNobel
MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
2009
Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
1997
Econometric tests of rationality and market efficiency
1989
The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?
2007
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆
2000 StandoutNobel
International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985
1990
Unit root tests in panel data: asymptotic and finite-sample properties
2002 Standout
Daily monetary policy shocks and new home sales
2008
Hourly volatility spillovers between international equity markets
1994 StandoutNobel
Common Stochastic Trends in a System of Exchange Rates
1989
Testing for cointegration using principal components methods
1988
Long-run purchasing power parity during the recent float
1993
Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
1993
Fintech, regulatory arbitrage, and the rise of shadow banks
2018 Standout
Residual-based tests for cointegration in models with regime shifts
1996 Standout
Haircuts or hysteresis? Sources of movements in real exchange rates
1995
Exploiting Naïvete about Self-Control in the Credit Market
2010
The firm size-leverage relationship and its implications for entry and business concentration
2022
Identification and Identification Failure for Treatment Effects Using Structural Systems
2012
Deposit Competition and Financial Fragility: Evidence from the US Banking Sector
2016
Nonstationarity and Level Shifts With an Application to Purchasing Power Parity
1992
Mean reversion in real exchange rates
1994
Dynamic Valuation of Delinquent Credit-Card Accounts
2015
Testing Purchasing Power Parity under the Null Hypothesis of Co-Integration
1991
Unit root tests for panel data
2001 Standout
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
1991 Standout
Testing for stationarity in heterogeneous panel data
2000 Standout
Competition and financial stability in European cooperative banks
2014 Standout
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
1991 Standout
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
1999 Standout
Deep learning with long short-term memory networks for financial market predictions
2017 Standout
Common Persistence in Conditional Variances
1993 StandoutNobel
Robustness and ambiguity in continuous time
2011 StandoutNobel
The roads ahead: Narratives for shared socioeconomic pathways describing world futures in the 21st century
2015 Standout
Purchasing power parity and unit root tests using panel data
1996
Interpreting euro area inflation at high and low frequencies
2007
Stochastic Search Equilibrium
2013
Should Governments Use a Declining Discount Rate in Project Analysis?
2014 StandoutNobel
Learning about a New Technology: Pineapple in Ghana
2010 Standout
A Theory of Falling Growth and Rising Rents
2023 StandoutNobel
On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services
2018 Standout
Comment on "Search, Money, and Capital: A Neoclassical Dichotomy"
2003 StandoutNobel
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
2001 Standout
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
2004 Standout
Cycles of Conflict: An Economic Model
2014 StandoutNobel
Cointegration: how short is the long run?
1991 Standout
Workplace Heterogeneity and the Rise of West German Wage Inequality*
2013 StandoutNobel
Phasing out the GSEs
2016
A long-run view of the European monetary system
1991
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
2017 Standout
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
1992 Standout
Pairs trading with partial cointegration
2017
Inequality, Leverage, and Crises
2015
Consumption, Aggregate Wealth, and Expected Stock Returns
2001 Standout
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
1991
Monetary Policy Surprises, Credit Costs, and Economic Activity
2015 Standout
Is housing the business cycle? Evidence from US cities
2009
Rare Disasters, Asset Prices, and Welfare Costs
2009
Where to Draw Lines: Stability Versus Efficiency
2010 StandoutNobel
Social memory, evidence, and conflict
2009
A Dynamic Theory of Resource Wars
2012 StandoutNobel
Identification and Inference With Many Invalid Instruments
2014 StandoutNobel
The formation of financial networks
2016
Microcredit Under the Microscope: What Have We Learned in the Past Two Decades, and What Do We Need to Know?
2013 StandoutNobel
ARCH modeling in finance
1992 Standout
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
2011 Standout
Endogenous Market Making and Network Formation
2015
Sustainable Economic Development and Greenhouse Gas Emissions: The Dynamic Impact of Renewable Energy Consumption, GDP, and Corruption
2019 Standout
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
Comparison of housing market sustainability in European countries based on multiple criteria assessment
2014 Standout
Works of Dean Corbae being referenced
Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics
2020
A Quantitative Model of Banking Industry Dynamics
2013
Econometric Theory and Practice
2006
Introduction to Incompleteness and Uncertainty in Economics
2011
An Introduction to Mathematical Analysis for Economic Theory and Econometrics
2009
A reexamination of the consumption function using frequency domain regressions
1994
Capital Requirements in a Quantitative Model of Banking Industry Dynamics
2014
Matching and Money
2002
An Introduction to Mathematical Analysis for Economic Theory and Econometrics
2009
Money and finance with costly commitment
1996
Robust tests for unit roots in the foreign exchange market
1986
Cointegration and Tests of Purchasing Power Parity
1988
Experiments with network formation
2007
A finite-life private-information theory of unsecured consumer debt
2008
A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
2007
Leverage and the Foreclosure Crisis
2015
On the aggregate welfare cost of Great Depression unemployment
2007
Band Spectral Regression with Trending Data
2002
Directed Matching and Monetary Exchange
2003
On Cointegration and Tests of Forward Market Unbiasedness
1992