Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

30

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1,393

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Top 6,788

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64

CROSSREF CITATIONS

129

Scholarly Papers (30)

On-the-Job Search and the Cyclical Dynamics of the Labor Market

FRB Richmond Working Paper No. 10-12
Number of pages: 41 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 97 (326,906)
Citation 34

Abstract:

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search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

On-the-Job Search and the Cyclical Dynamics of the Labor Market

Bundesbank Series 1 Discussion Paper No. 2007,15
Number of pages: 60 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 54 (455,351)
Citation 1

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Search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

2.

Modeling Labor Markets in Macroeconomics: Search and Matching

FRB Richmond Working Paper No. 14-19
Number of pages: 42 Posted: 20 Dec 2014
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 205 (180,087)
Citation 1

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Unemployment, vacancies, Beveridge curve, labor market reforms, monetary policy

3.

Estimating a Search and Matching Model of the Aggregate Labor Market

FRB Richmond Economic Quarterly, Vol. 95, No. 2, Spring 2009, pp. 101-120
Number of pages: 20 Posted: 13 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 178 (204,380)
Citation 1

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4.

The Rise in Long-Term Unemployment: Potential Causes and Implications

Economic Quarterly, Issue 2Q, pp. 125-149, 2015
Number of pages: 25 Posted: 31 Mar 2016
Andreas Hornstein and Thomas Lubik
Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 129 (266,006)

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5.

Monetary Policy Tradeoffs and the Federal Reserve's Dual Mandate

FEDS Working Paper No. 2020-066
Number of pages: 33 Posted: 02 Sep 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 84 (354,978)
Citation 1

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U.S. monetary policy, Optimal policy, Discretion

6.

Exchange Rate Volatility in a Simple Model of Firm Entry and FDI

FRB Richmond Economic Quarterly, vol. 98, no. 1, First Quarter 2012, pp. 51-76
Number of pages: 26 Posted: 20 Dec 2012
Thomas Lubik and Katheryn Russ
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of California, Davis
Downloads 72 (387,927)

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7.

The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

FRB Richmond Working Paper No. 13-16
Number of pages: 37 Posted: 04 Oct 2013
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 68 (400,097)
Citation 11

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Mismatch, unemployment, vacancies, Great Recession, Bayesian estimation

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

CAMA Working Paper No. 16/2014
Number of pages: 51 Posted: 10 Feb 2014 Last Revised: 11 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 29 (578,043)
Citation 7

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

FRB Richmond Working Paper No. 14-02
Number of pages: 50 Posted: 08 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 23 (619,327)
Citation 4

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

FRB Richmond Working Paper No. 12-02
Number of pages: 45 Posted: 20 Dec 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 26 (597,938)
Citation 3

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

CAMA Working Paper 19/2012
Number of pages: 47 Posted: 10 May 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 21 (633,986)
Citation 5

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

10.

Non-Stationarity and Instability in Small Open-Economy Models Even When They Are 'Closed'

FRB Richmond Economic Quarterly, vol. 93, no. 4, Fall 2007, pp. 393-412
Number of pages: 20 Posted: 09 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 45 (484,091)
Citation 4

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11.

What Inventory Behavior Tells Us About How Business Cycles Have Changed

FRB Richmond Working Paper No. 14-06
Number of pages: 41 Posted: 09 Mar 2014
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 43 (492,835)
Citation 5

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Business Cycles, Inventories, Investment Wedge, Financial Frictions

Deep Habits in the New Keynesian Phillips Curve

CAMA Working Paper 9/2012
Number of pages: 39 Posted: 01 Mar 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 23 (619,327)

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Phillips curve, GMM, Marginal costs, Deep habits

Deep Habits in the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 11-08
Number of pages: 39 Posted: 18 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 20 (641,487)
Citation 1

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Phillips curve, GMM, marginal costs, deep habits

Instability and Indeterminacy in a Simple Search and Matching Model

FRB Richmond Economic Quarterly, vol. 96, no. 3, Third Quarter 2010, pp. 259-272
Number of pages: 14 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 16 (672,101)

Abstract:

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14.

Inventories and Optimal Monetary Policy

FRB Richmond Economic Quarterly, Vol. 95, No. 4, Fall 2009, pp. 357-382
Number of pages: 26 Posted: 14 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 29 (562,796)

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15.

Aggregate Labor Market Dynamics in Hong Kong

FRB Richmond Working Paper No. 11-2
Number of pages: 30 Posted: 18 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 27 (574,790)
Citation 1

Abstract:

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search and matching, unemployment, vacancies, Beveridge curve, Bayesian estimation

Indeterminacy and Imperfect information

Deutsche Bundesbank Discussion Paper No. 01/2020
Number of pages: 64 Posted: 26 Feb 2020
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Indiana University and Deutsche Bundesbank
Downloads 14 (688,129)

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Limited information; rational expectations; signal extraction; belief shocks

Indeterminacy and Imperfect Information

FRB Richmond Working Paper No. 19-17
Number of pages: 62 Posted: 22 Oct 2019
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Deutsche Bundesbank
Downloads 12 (704,541)

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Limited information, rational expectations, Kalman filter, belief shocks

17.

The Lucas Critique and the Stability of Empirical Models

FRB Richmond Working Paper No. 06-05
Number of pages: 33 Posted: 07 Dec 2012
Thomas Lubik and Paolo Surico
Federal Reserve Banks - Federal Reserve Bank of Richmond and London Business School - Department of Economics
Downloads 22 (607,282)
Citation 9

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Lucas critique, heteroskedasticity, parameter stability tests, rational expectations, indeterminacy

18.

How to Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters

FRB Richmond Working Paper No. 20-10
Number of pages: 35 Posted: 02 Oct 2020
Paul Ho, Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 20 (620,812)
Citation 4

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Bayesian Estimation, Panel, Time-Varying Parameters

19.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 10-01
Number of pages: 34 Posted: 15 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 20 (620,812)

Abstract:

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Phillips curve, GMM, marginal costs, inventories

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

FRB Richmond Working Paper No. 08-1
Number of pages: 52 Posted: 11 Dec 2012
University of Cologne, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 17 (664,339)
Citation 1

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Phillips curve, Bayesian estimation, marginal costs, labor market frictions

21.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

Bundesbank Series 1 Discussion Paper No. 2007,17
Number of pages: 44 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 18 (634,613)

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Strategic wage setting, search and matching frictions, business cycle propagation

22.

Accounting for the Non-Employment of U.S. Men, 1968-2010

FRB Richmond Economic Quarterly, vol. 97, no. 4, Fourth Quarter 2011, pp. 359-387
Number of pages: 29 Posted: 19 Dec 2012
Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 17 (641,558)

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23.

Is There News in Inventories?

CESifo Working Paper No. 8284
Number of pages: 56 Posted: 14 May 2020
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 14 (663,259)

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news shocks, business cycles, inventories, knowledge capital, VAR

24.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

FRB Richmond Working Paper No. 19-6
Number of pages: 45 Posted: 01 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik, Christian Matthes and Fabio Verona
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 13 (670,738)

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Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model

25.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

FRB Richmond Working Paper No. 19-18
Number of pages: 30 Posted: 22 Oct 2019
Christoph Gortz, Christopher Gunn and Thomas Lubik
University of Birmingham, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 12 (678,272)

Abstract:

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Structural VAR, News Shocks, Inventories

26.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

CESifo Working Paper No. 7891
Number of pages: 31 Posted: 23 Oct 2019
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 10 (693,444)

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structural VAR, news shocks, inventories

27.

How Likely is the Zero Lower Bound?

Economic Quarterly, Issue 1Q, pp. 41-54, 2019
Number of pages: 17 Posted: 12 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 8 (708,634)

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federal funds rate, zero lower bound, TVP-VAR

28.

Searching for Hysteresis

FRB Richmond Working Paper No. 21-03
Number of pages: 36 Posted: 14 May 2021
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 3 (748,096)

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29.

Is There News in Inventories?

FRB Richmond Working Paper No. 20-03
Number of pages: 43 Posted: 23 Jul 2020
Christoph Gortz, Christopher Gunn and Thomas Lubik
University of Birmingham, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 3 (748,096)

Abstract:

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News shocks, business cycles, inventories, knowledge capital, VAR

30.

Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan

Pacific Economic Review, Vol. 23, Issue 5, pp. 685-704, 2018
Number of pages: 20 Posted: 20 Dec 2018
Jonathon Lecznar and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 1 (769,265)
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