Lawrence J. Christiano

Northwestern University

2003 Sheridan Road

Evanston, IL 60208

United States

Federal Reserve Bank of Cleveland

Visiting Scholar

East 6th & Superior

Cleveland, OH 44101-1387

United States

Federal Reserve Bank of Chicago

Consultant

230 South LaSalle Street

Chicago, IL 60604

United States

Federal Reserve Bank of Minneapolis

Consultant

90 Hennepin Avenue

Minneapolis, MN 55480

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

66

DOWNLOADS
Rank 5,046

SSRN RANKINGS

Top 5,046

in Total Papers Downloads

10,176

SSRN CITATIONS
Rank 72

SSRN RANKINGS

Top 72

in Total Papers Citations

3,682

CROSSREF CITATIONS

2,529

Scholarly Papers (66)

1.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2,092 (8,727)
Citation 15

Abstract:

Loading...

DSGE model, Financial frictions, Financial shocks, Bayesian estimation, Lending channel, Funding channel

2.

Monetary Policy and Stock Market Boom-Bust Cycles

ECB Working Paper No. 955
Number of pages: 99 Posted: 20 Nov 2008
Lawrence J. Christiano, Cosmin L. Ilut, Roberto Motto and Massimo Rostagno
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 771 (39,314)
Citation 1

Abstract:

Loading...

DSGE Models, Monetary Policy, Asset price boom-busts

3.
Downloads 695 ( 45,257)
Citation 52

Monetary Policy in a Financial Crisis

FRB of Chicago Working Paper No. 2002-05, FRB of Cleveland Working Paper No. 02-04
Number of pages: 75 Posted: 12 Sep 2002 Last Revised: 18 Nov 2007
Lawrence J. Christiano, Christopher Gust and Jorge E. Roldos
Northwestern University, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 660 (47,851)
Citation 1

Abstract:

Loading...

financial crisis, exchange rates, collateral constraints

Monetary Policy in a Financial Crisis

NBER Working Paper No. w9005
Number of pages: 69 Posted: 13 Jun 2002 Last Revised: 08 Feb 2021
Lawrence J. Christiano, Christopher Gust and Jorge E. Roldos
Northwestern University, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 35 (544,295)
Citation 1

Abstract:

Loading...

The Great Depression and the Friedman-Schwartz Hypothesis

ECB Working Paper No. 326
Number of pages: 106 Posted: 29 Jul 2004
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 376 (95,799)

Abstract:

Loading...

general equilibrium, lower bound, deflation, shocks

The Great Depression and the Friedman-Schwartz Hypothesis

FRB of Cleveland Working Paper No. 03-18
Number of pages: 95 Posted: 13 Nov 2007
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 213 (173,868)
Citation 25

Abstract:

Loading...

Freidman-Schwartz hypothesis, Great Depression, causes of Great Depression, dynamic general equilibrium model

The Great Depression and the Friedman-Schwartz Hypothesis

NBER Working Paper No. w10255
Number of pages: 95 Posted: 31 Jan 2004 Last Revised: 11 Jul 2010
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 43 (503,830)
Citation 40

Abstract:

Loading...

Introducing Financial Frictions and Unemployment into a Small Open Economy Model

Riksbank Research Paper No. 214
Number of pages: 83 Posted: 20 Dec 2007 Last Revised: 18 Oct 2011
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 411 (86,368)
Citation 12

Abstract:

Loading...

DSGE model, financial frictions, labor market frictions, unemployment, small open economy, Bayesian estimation

Introducing Financial Frictions and Unemployment into a Small Open Economy Model

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-04
Number of pages: 73 Posted: 23 Sep 2010
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 51 (468,377)
Citation 52

Abstract:

Loading...

DSGE model, financial frictions, labor market frictions, unemployment, small open economy, Bayesian estimation

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

FRB of Chicago Working Paper No. 2001-08, FRB of Cleveland Working Paper No. 01-07
Number of pages: 48 Posted: 27 Sep 2001 Last Revised: 18 Nov 2007
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 319 (115,312)
Citation 945

Abstract:

Loading...

consumption insurance, marriage

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

NBER Working Paper No. w8403
Number of pages: 48 Posted: 29 Jul 2001 Last Revised: 19 Jun 2021
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 129 (267,687)
Citation 13

Abstract:

Loading...

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

Posted: 13 Jan 2005
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department

Abstract:

Loading...

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

FRB of Chicago Working Paper No. 2005-01, Riksbank Research Paper Series No. 15, Sveriges Riksbank Working Paper Series No. 176 , FRB of Cleveland Working Paper No. 04-16
Number of pages: 54 Posted: 14 Feb 2005 Last Revised: 09 Mar 2009
David Altig, Jesper Lindé, Lawrence J. Christiano and Martin Eichenbaum
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 224 (165,715)

Abstract:

Loading...

capital, inflation, price behavior

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

FRB International Finance Discussion Paper No. 990
Number of pages: 52 Posted: 11 Mar 2010
David Altig, Lawrence J. Christiano and Jesper Lindé
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Northwestern University and Sveriges Riksbank - Research Division
Downloads 52 (464,340)
Citation 3

Abstract:

Loading...

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

NBER Working Paper No. w11034
Number of pages: 50 Posted: 03 Feb 2005 Last Revised: 25 Feb 2021
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Northwestern University, Sveriges Riksbank - Research Division, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 43 (503,830)
Citation 8

Abstract:

Loading...

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Number of pages: 52 Posted: 11 May 2005
David Altig, Jesper Lindé, Lawrence J. Christiano and Martin Eichenbaum
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Sveriges Riksbank - Research Division, Northwestern University and Northwestern University
Downloads 20 (643,079)
Citation 88
  • Add to Cart

Abstract:

Loading...

8.

Inflation and Monetary Policy in the Twentieth Century

Number of pages: 24 Posted: 11 Mar 2003
Lawrence J. Christiano and Terry J. Fitzgerald
Northwestern University and Organization for Economic Co-Operation and Development (OECD)
Downloads 338 (108,874)
Citation 8

Abstract:

Loading...

9.
Downloads 314 (117,968)
Citation 49

DSGE Models for Monetary Policy Analysis

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-02
Number of pages: 94 Posted: 23 Sep 2010
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 233 (159,460)
Citation 46

Abstract:

Loading...

Taylor rule, labor supply, boom, output gap, unemployment, Bayesian inference, vector autoregression, posterior distribution

DSGE Models for Monetary Policy Analysis

NBER Working Paper No. w16074
Number of pages: 95 Posted: 14 Jun 2010 Last Revised: 04 Jun 2021
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 81 (367,278)

Abstract:

Loading...

10.
Downloads 313 (118,386)
Citation 33

Monetary Policy and Stock Market Booms

Economic Research Initiatives at Duke (ERID) Working Paper No. 69
Number of pages: 48 Posted: 01 Oct 2010 Last Revised: 06 Aug 2014
Lawrence J. Christiano, Cosmin L. Ilut, Roberto Motto and Massimo Rostagno
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 259 (143,702)
Citation 7

Abstract:

Loading...

Inflation Targeting, Sticky Prices, Sticky Wages, Stock Price Boom, DSGE Model, New Keynesian Model, News, Interest Rate Rule

Monetary Policy and Stock Market Booms

NBER Working Paper No. w16402
Number of pages: 48 Posted: 04 Oct 2010 Last Revised: 26 Apr 2021
Lawrence J. Christiano, Cosmin L. Ilut, Roberto Motto and Massimo Rostagno
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 54 (456,404)

Abstract:

Loading...

11.

The Band Pass Filter

NBER Working Paper No. w7257
Number of pages: 73 Posted: 09 Mar 2000 Last Revised: 02 May 2021
Lawrence J. Christiano and Terry J. Fitzgerald
Northwestern University and Organization for Economic Co-Operation and Development (OECD)
Downloads 222 (167,561)
Citation 79

Abstract:

Loading...

12.
Downloads 207 (178,930)
Citation 5

Two Flaws in Business Cycle Accounting

FRB of Chicago Working Paper No. 2006-10
Number of pages: 67 Posted: 01 Nov 2006
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 170 (213,382)

Abstract:

Loading...

business cycle accounting, real business cycles, identification, maximum likelihood

Two Flaws in Business Cycle Accounting

NBER Working Paper No. w12647
Number of pages: 60 Posted: 20 Nov 2006 Last Revised: 24 Jul 2010
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 37 (533,447)
Citation 1

Abstract:

Loading...

Maximum Likelihood in the Frequency Domain: A Time to Build Example

FRB Chicago Working Paper No. 1999-04
Number of pages: 17 Posted: 06 Apr 1999
Lawrence J. Christiano and Robert J. Vigfusson
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 162 (222,404)

Abstract:

Loading...

Maximum Likelihood in the Frequency Domain: a Time to Build Example

NBER Working Paper No. w7027
Number of pages: 17 Posted: 25 Jul 2000 Last Revised: 15 Mar 2021
Lawrence J. Christiano and Robert J. Vigfusson
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 27 (592,609)

Abstract:

Loading...

14.
Downloads 187 (196,287)
Citation 39

What Happens after a Technology Shock?

Number of pages: 54 Posted: 18 Aug 2003
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 111 (298,745)
Citation 1

Abstract:

Loading...

productivity, long-run restriction, hours worked, weak instruments

What Happens after a Technology Shock?

NBER Working Paper No. w9819
Number of pages: 54 Posted: 05 Jul 2003 Last Revised: 02 May 2021
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 76 (381,352)
Citation 3

Abstract:

Loading...

15.
Downloads 186 (197,201)
Citation 5

Involuntary Unemployment and the Business Cycle

Riksbank Research Paper Series No. 69, Sveriges Riksbank Working Paper Series No. 238
Number of pages: 54 Posted: 29 May 2010
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 64 (419,381)

Abstract:

Loading...

DSGE, unemployment, business cycles, monetary policy, Bayesian estimation

Involuntary Unemployment and the Business Cycle

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-03
Number of pages: 53 Posted: 23 Sep 2010
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 46 (489,880)
Citation 5

Abstract:

Loading...

unemployment, job search, new Keynesian, nonaccelerating inflation rate of unemployment

Involuntary Unemployment and the Business Cycle

ECB Working Paper No. 1202
Number of pages: 59 Posted: 09 Jun 2010
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 39 (523,241)

Abstract:

Loading...

DSGE, unemployment, business cycles, monetary policy, Bayesian estimation

Involuntary Unemployment and the Business Cycle

NBER Working Paper No. w15801
Number of pages: 56 Posted: 08 Mar 2010 Last Revised: 06 Mar 2021
Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
Northwestern University, Board of Governors of the Federal Reserve System and Sveriges Riksbank
Downloads 37 (533,447)
Citation 2

Abstract:

Loading...

16.
Downloads 164 (219,798)
Citation 204

When is the Government Spending Multiplier Large?

NBER Working Paper No. w15394
Number of pages: 68 Posted: 05 Oct 2009 Last Revised: 26 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and Sergio T. Rebelo
Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 91 (341,548)

Abstract:

Loading...

When is the Government Spending Multiplier Large?

Federal Reserve Bank of Atlanta CQER Working Paper No. 10-01
Number of pages: 55 Posted: 23 Sep 2010
Lawrence J. Christiano, Martin Eichenbaum and Sergio T. Rebelo
Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 73 (390,237)
Citation 213

Abstract:

Loading...

multiplier, zero bound, deflation spiral

Shocks, Structures or Monetary Policies? The Euro Area and US After 2001

ECB Working Paper No. 774
Number of pages: 51 Posted: 11 Jul 2007
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 114 (293,239)
Citation 1

Abstract:

Loading...

Policy activism, DSGE model, policy inertia, shocks

Shocks, Structures or Monetary Policies? The Euro Area and Us after 2001

NBER Working Paper No. w13521
Number of pages: 42 Posted: 24 Oct 2007 Last Revised: 13 Jun 2021
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 27 (592,609)
Citation 2

Abstract:

Loading...

18.

Monetary Policy Shocks: What Have We Learned and to What End?

NBER Working Paper No. w6400
Number of pages: 95 Posted: 21 Jul 2000 Last Revised: 01 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 141 (249,004)
Citation 55

Abstract:

Loading...

19.
Downloads 135 (257,735)
Citation 24

Assessing Structural Vars

FRB International Finance Discussion Paper No. 866
Number of pages: 60 Posted: 03 Nov 2006
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 107 (306,753)
Citation 18

Abstract:

Loading...

Vector autoregression, dynamic stochastic general equilibrium model, confidence intervals, impulse response functions, identification, long run restrictions, specification error, sampling

Assessing Structural Vars

NBER Working Paper No. w12353
Number of pages: 55 Posted: 14 Jul 2006 Last Revised: 04 Apr 2021
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 28 (585,916)
Citation 3

Abstract:

Loading...

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

Number of pages: 16 Posted: 25 Jan 2004
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 90 (344,010)
Citation 24

Abstract:

Loading...

Productivity, long-run identifying assumption, Granger-causality

The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology

NBER Working Paper No. w10254
Number of pages: 16 Posted: 09 Feb 2004 Last Revised: 10 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 29 (579,429)

Abstract:

Loading...

21.
Downloads 100 (319,095)
Citation 47

Expectation Traps and Monetary Policy

Number of pages: 60 Posted: 18 Apr 2003
Stefania Albanesi, Varadarajan V. Chari and Lawrence J. Christiano
Columbia University, Graduate School of Arts and Sciences, Department of Economics, University of Minnesota - Twin Cities - Department of Economics and Northwestern University
Downloads 70 (399,585)
Citation 1

Abstract:

Loading...

Expectation Traps and Monetary Policy

NBER Working Paper No. w8912
Number of pages: 54 Posted: 25 Apr 2002 Last Revised: 09 May 2002
Stefania Albanesi, Varadarajan V. Chari and Lawrence J. Christiano
Columbia University, Graduate School of Arts and Sciences, Department of Economics, University of Minnesota - Twin Cities - Department of Economics and Northwestern University
Downloads 30 (573,149)
Citation 6

Abstract:

Loading...

22.
Downloads 98 (323,184)
Citation 120

Understanding the Great Recession

FRB International Finance Discussion Paper No. 1107
Number of pages: 66 Posted: 02 Aug 2014
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 73 (390,237)
Citation 9

Abstract:

Loading...

Inflation, unemployment, labor force, zero lower bound

Understanding the Great Recession

NBER Working Paper No. w20040
Number of pages: 70 Posted: 14 Apr 2014
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 25 (606,338)
Citation 48

Abstract:

Loading...

23.

Unit Roots in Real Gnp: Do We Know, and Do We Care?

NBER Working Paper No. w3130
Number of pages: 56 Posted: 14 Jan 2001 Last Revised: 23 Jul 2010
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 91 (338,819)
Citation 3

Abstract:

Loading...

24.

Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions

FEDS Working Paper No. 842
Number of pages: 13 Posted: 02 Nov 2005
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 77 (374,563)
Citation 3

Abstract:

Loading...

Technology shocks, hours worked, frequency domain, spectral density matrix

25.

Asset Pricing Lessons for Modeling Business Cycles

NBER Working Paper No. w5262
Number of pages: 54 Posted: 11 Jul 2000 Last Revised: 20 May 2021
Michele Boldrin, Lawrence J. Christiano and Jonas D. M. Fisher
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 76 (377,322)

Abstract:

Loading...

Tobin&Apos;S Q and Asset Returns: Implications for Business Cycle Analysis

NBER Working Paper No. w5292
Number of pages: 62 Posted: 11 Jun 2000 Last Revised: 19 Jun 2021
Lawrence J. Christiano and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 76 (381,352)

Abstract:

Loading...

Tobin's Q and Asset Returns: Implications for Business Cycle Analysis

Posted: 26 Sep 2008
Lawrence J. Christiano and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department

Abstract:

Loading...

Asset prices, Equity premium, Tobin's q, Business cycle, Risk averson

27.
Downloads 69 (397,973)
Citation 77

Unemployment and Business Cycles

FRB International Finance Discussion Paper No. 1089
Number of pages: 68 Posted: 05 Dec 2013
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 42 (508,557)
Citation 37

Abstract:

Loading...

unemployment, business cycles, wage inertia, Bayesian estimation

Unemployment and Business Cycles

NBER Working Paper No. w19265
Number of pages: 43 Posted: 01 Aug 2013 Last Revised: 21 Feb 2021
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 27 (592,609)
Citation 44

Abstract:

Loading...

28.

Modeling Money

NBER Working Paper No. w6371
Number of pages: 46 Posted: 24 Jul 2000
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 67 (404,206)

Abstract:

Loading...

29.

Identification and the Liquidity Effect of a Monetary Policy Shock

NBER Working Paper No. w3920
Number of pages: 52 Posted: 26 May 2004 Last Revised: 20 Mar 2021
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 64 (413,896)
Citation 2

Abstract:

Loading...

30.

Risk Shocks

NBER Working Paper No. w18682
Number of pages: 62 Posted: 12 Jan 2013
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 63 (417,323)
Citation 137

Abstract:

Loading...

31.

Stock Market and Investment Goods Prices: Implications for Macroeconomics

NBER Working Paper No. w10031
Number of pages: 33 Posted: 14 Oct 2003
Lawrence J. Christiano and Jonas D. M. Fisher
Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 61 (423,945)

Abstract:

Loading...

32.

Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

NBER Working Paper No. t0225
Number of pages: 42 Posted: 10 Jul 2000 Last Revised: 13 Feb 2021
Lawrence J. Christiano
Northwestern University
Downloads 61 (423,945)
Citation 2

Abstract:

Loading...

33.

The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds

NBER Working Paper No. w4699
Number of pages: 53 Posted: 22 Jun 2000
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 60 (427,433)
Citation 37

Abstract:

Loading...

34.

How Do Canadian Hours Worked Respond to a Technology Shock?

Number of pages: 22 Posted: 06 Oct 2003
Lawrence J. Christiano, Martin Eichenbaum and Robert J. Vigfusson
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 56 (441,810)

Abstract:

Loading...

productivity, long-run restriction, hours worked, weak instruments

35.

Money Growth Monitoring and the Taylor Rule

NBER Working Paper No. w8539
Number of pages: 66 Posted: 11 Oct 2001
Lawrence J. Christiano and Massimo Rostagno
Northwestern University and European Central Bank (ECB)
Downloads 56 (441,810)

Abstract:

Loading...

36.

Financialization in Commodity Markets

FRB of Chicago Working Paper No. WP-2017-15
Number of pages: 65 Posted: 19 Sep 2017
V. Chari and Lawrence J. Christiano
University of Minnesota - Minneapolis and Northwestern University
Downloads 53 (452,905)

Abstract:

Loading...

Spot Price Volatility, Futures Market Returns, Open interest, Net Financial Flows

37.

Two Flaws in Business Cycle Dating

FRB of Cleveland Working Paper No. 06-12
Number of pages: 62 Posted: 19 Oct 2007
Lawrence J. Christiano and Joshua Mark Davis
Northwestern University and Pacific Investment Management Company (PIMCO)
Downloads 53 (452,905)

Abstract:

Loading...

business cycle accounting, financial frictions, intertemporal wedge, spillover effects

38.

Two Reasons Why Money and Credit May Be Useful in Monetary Policy

NBER Working Paper No. w13502
Number of pages: 43 Posted: 16 Oct 2007 Last Revised: 24 May 2021
Lawrence J. Christiano, Roberto Motto and Massimo Rostagno
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 52 (456,710)
Citation 1

Abstract:

Loading...

39.

Understanding the Fiscal Theory of the Price Level

NBER Working Paper No. w7668
Number of pages: 66 Posted: 21 May 2000 Last Revised: 16 Jun 2021
Lawrence J. Christiano and Terry J. Fitzgerald
Northwestern University and Organization for Economic Co-Operation and Development (OECD)
Downloads 51 (460,520)
Citation 3

Abstract:

Loading...

40.

On DSGE Models

NBER Working Paper No. w24811
Number of pages: 37 Posted: 16 Jul 2018 Last Revised: 18 Apr 2021
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Free University of Berlin (FUB) - Department of Business and Economics
Downloads 48 (472,606)

Abstract:

Loading...

41.

Inside Money, Outside Money and Short Term Interest Rates

NBER Working Paper No. w5269
Number of pages: 54 Posted: 15 Sep 2000
Varadarajan V. Chari, Lawrence J. Christiano and Martin Eichenbaum
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 45 (485,202)
Citation 1

Abstract:

Loading...

42.

Small Sample Properties of GMM for Business Cycle Analysis

NBER Working Paper No. t0177
Number of pages: 50 Posted: 11 Jul 2000 Last Revised: 28 Jun 2010
Lawrence J. Christiano and Wouter J. den Haan
Northwestern University and University of Amsterdam
Downloads 44 (489,568)
Citation 2

Abstract:

Loading...

43.

Optimality of the Friedman Rule in Economies with Distorting Taxes

NBER Working Paper No. w4443
Number of pages: 27 Posted: 10 Jul 2007 Last Revised: 24 Aug 2010
Varadarajan V. Chari, Lawrence J. Christiano and Patrick J. Kehoe
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Federal Reserve Bank of Minneapolis - Research Department
Downloads 40 (507,564)
Citation 2

Abstract:

Loading...

44.

The Permanent Income Hypothesis Revisited

NBER Working Paper No. w2209
Number of pages: 66 Posted: 11 Jan 2001 Last Revised: 17 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and David A. Marshall
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago
Downloads 40 (507,564)
Citation 1

Abstract:

Loading...

45.

Liquidity Effects and the Monetary Transmission Mechanism

NBER Working Paper No. w3974
Number of pages: 15 Posted: 03 Jul 2007 Last Revised: 13 May 2021
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 39 (512,148)
Citation 8

Abstract:

Loading...

46.

Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

NBER Working Paper No. w2700
Number of pages: 59 Posted: 14 Jan 2001 Last Revised: 20 May 2021
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 39 (512,148)
Citation 13

Abstract:

Loading...

47.

Sticky Price and Limited Participation Models of Money: A Comparison

NBER Working Paper No. w5804
Number of pages: 58 Posted: 20 Jan 1997 Last Revised: 13 May 2021
Lawrence J. Christiano, Martin Eichenbaum and Charles L. Evans
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago - Research Department
Downloads 38 (516,874)

Abstract:

Loading...

48.

Searching for a Break in Gnp

NBER Working Paper No. w2695
Number of pages: 34 Posted: 29 Jun 2004 Last Revised: 15 May 2021
Lawrence J. Christiano
Northwestern University
Downloads 35 (531,760)
Citation 5

Abstract:

Loading...

49.

Government Policy, Credit Markets and Economic Activity

NBER Working Paper No. w17142
Number of pages: 91 Posted: 20 Jun 2011
Lawrence J. Christiano and Daisuke Ikeda
Northwestern University and Bank of Japan
Downloads 34 (536,910)

Abstract:

Loading...

50.

How Severe is the Time Inconsistency Problem in Monetary Policy?

NBER Working Paper No. w8139
Number of pages: 38 Posted: 26 Feb 2001 Last Revised: 29 Mar 2021
Stefania Albanesi, Varadarajan V. Chari and Lawrence J. Christiano
Columbia University, Graduate School of Arts and Sciences, Department of Economics, University of Minnesota - Twin Cities - Department of Economics and Northwestern University
Downloads 34 (536,910)

Abstract:

Loading...

51.

Chaos, Sunspots, and Automatic Stabilizers

NBER Working Paper No. w5703
Number of pages: 66 Posted: 15 Oct 1996 Last Revised: 03 Oct 2010
Lawrence J. Christiano and Sharon G. Harrison
Northwestern University and Barnard College
Downloads 34 (536,910)
Citation 3

Abstract:

Loading...

52.

Liquidity Effects, Monetary Policy, and the Business Cycle

NBER Working Paper No. w4129
Number of pages: 51 Posted: 09 Jun 2004
Martin Eichenbaum and Lawrence J. Christiano
Northwestern University and Northwestern University
Downloads 33 (542,184)
Citation 4

Abstract:

Loading...

53.

Temporal Aggregation and Structural Inference in Macroeconomics

NBER Working Paper No. t0060
Number of pages: 76 Posted: 14 Jan 2001 Last Revised: 03 Mar 2021
Lawrence J. Christiano and Martin Eichenbaum
Northwestern University and Northwestern University
Downloads 32 (547,433)
Citation 2

Abstract:

Loading...

54.

The Expectations Trap Hypothesis

Number of pages: 42 Posted: 26 Jul 2000
Lawrence J. Christiano and Christopher Gust
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 32 (547,433)
Citation 1

Abstract:

Loading...

55.

The Output, Employment, and Interest Rate Effects of Government Consumption

NBER Working Paper No. w3330
Number of pages: 47 Posted: 07 Aug 2007 Last Revised: 07 Feb 2021
S. Rao Aiyagari, Lawrence J. Christiano and Martin Eichenbaum
University of Rochester - William E. Simon Graduate School of Business Administration (Deceased), Northwestern University and Northwestern University
Downloads 31 (552,821)
Citation 2

Abstract:

Loading...

56.

Optimal Monetary Policy in a &Apos;Sudden Stop&Apos;

NBER Working Paper No. w13254
Number of pages: 50 Posted: 23 Jul 2007 Last Revised: 21 Mar 2021
Fabio Braggion, Lawrence J. Christiano and Jorge E. Roldos
Tilburg University - Tilburg University School of Economics and Management, Northwestern University and International Monetary Fund (IMF)
Downloads 29 (564,134)
Citation 4

Abstract:

Loading...

57.

Taylor Rules in a Limited Participation Model

NBER Working Paper No. w7017
Number of pages: 28 Posted: 08 Jun 1999 Last Revised: 06 Mar 2021
Lawrence J. Christiano and Christopher Gust
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 29 (564,134)

Abstract:

Loading...

58.

The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?

NBER Working Paper No. t0266
Number of pages: 41 Posted: 14 Jan 2001 Last Revised: 26 Mar 2021
Lawrence J. Christiano and Richard M. Todd
Northwestern University and affiliation not provided to SSRN
Downloads 28 (570,109)

Abstract:

Loading...

59.

Leverage Restrictions in a Business Cycle Model

NBER Working Paper No. w18688
Number of pages: 65 Posted: 12 Jan 2013
Lawrence J. Christiano and Daisuke Ikeda
Northwestern University and Bank of Japan
Downloads 24 (595,416)

Abstract:

Loading...

60.

Expectation Traps and Discretion

NBER Working Paper No. w5541
Number of pages: 39 Posted: 19 Aug 1996 Last Revised: 01 Oct 2010
Varadarajan V. Chari, Lawrence J. Christiano and Martin Eichenbaum
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Northwestern University
Downloads 23 (601,976)
Citation 6

Abstract:

Loading...

61.

Financialization in Commodity Markets

NBER Working Paper No. w23766
Number of pages: 52 Posted: 11 Sep 2017 Last Revised: 10 Jun 2021
Varadarajan V. Chari and Lawrence J. Christiano
University of Minnesota - Twin Cities - Department of Economics and Northwestern University
Downloads 20 (622,366)

Abstract:

Loading...

62.

Optimal Fiscal Policy in a Business Cycle Model

NBER Working Paper No. w4490
Number of pages: 48 Posted: 11 Apr 2011 Last Revised: 10 Apr 2021
Varadarajan V. Chari, Lawrence J. Christiano and Patrick J. Kehoe
University of Minnesota - Twin Cities - Department of Economics, Northwestern University and Federal Reserve Bank of Minneapolis - Research Department
Downloads 20 (622,366)
Citation 9

Abstract:

Loading...

63.

Discouraging Deviant Behavior in Monetary Economics

NBER Working Paper No. w24949
Number of pages: 40 Posted: 17 Sep 2018 Last Revised: 04 Mar 2021
Lawrence J. Christiano and Yuta Takahashi
Northwestern University and Hitotsubashi University
Downloads 10 (695,122)

Abstract:

Loading...

64.

Why is Unemployment so Countercyclical?

NBER Working Paper No. w26723
Number of pages: 49 Posted: 03 Feb 2020
Lawrence J. Christiano, Martin Eichenbaum and Mathias Trabandt
Northwestern University, Northwestern University and Free University of Berlin (FUB) - Department of Business and Economics
Downloads 8 (710,385)
Citation 1
  • Add to Cart

Abstract:

Loading...

65.

Does the New Keynesian Model Have a Uniqueness Problem?

NBER Working Paper No. w24612
Number of pages: 51 Posted: 25 May 2018 Last Revised: 02 Apr 2021
Lawrence J. Christiano, Martin Eichenbaum and Benjamin K. Johannsen
Northwestern University, Northwestern University and Board of Governors of the Federal Reserve System
Downloads 7 (718,123)

Abstract:

Loading...

66.

Christopher a. Sims and Vector Autoregressions

The Scandinavian Journal of Economics, Vol. 114, Issue 4, pp. 1082-1104, 2012
Number of pages: 23 Posted: 27 Nov 2012
Lawrence J. Christiano
Northwestern University
Downloads 1 (770,996)
Citation 1
  • Add to Cart

Abstract:

Loading...

Bayesian econometrics, dynamic stochastic general equilibrium model, generalized method of moments, Granger causality, identification, impulse response function, New Keynesian model, Nobel laureates, vector autoregression