Cosmin L. Ilut

Duke University

100 Fuqua Drive

Durham, NC 27708-0204

United States

http://econ.duke.edu/~cli2/index.html

SCHOLARLY PAPERS

13

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2,281

SSRN CITATIONS
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Top 3,663

in Total Papers Citations

127

CROSSREF CITATIONS

247

Scholarly Papers (13)

1.

Monetary Policy and Stock Market Boom-Bust Cycles

ECB Working Paper No. 955
Number of pages: 99 Posted: 20 Nov 2008
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 775 (39,456)
Citation 1

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DSGE Models, Monetary Policy, Asset price boom-busts

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

Number of pages: 61 Posted: 10 Feb 2017 Last Revised: 27 Apr 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 324 (114,459)

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

CESifo Working Paper Series No. 6414
Number of pages: 65 Posted: 08 May 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 36 (543,378)
Citation 10

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

US Census Bureau Center for Economic Studies Paper No. CES-WP-15-02
Number of pages: 64 Posted: 04 Mar 2015 Last Revised: 21 Jan 2017
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 24 (618,719)
Citation 1

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business cycles, time varying volatility, asymmetric adjustment, skewness

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

NBER Working Paper No. w20473
Number of pages: 62 Posted: 15 Sep 2014 Last Revised: 15 Jun 2020
Cosmin L. Ilut, Matthias Kehrig and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 8 (745,755)
Citation 11

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3.
Downloads 313 (119,447)
Citation 34

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
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 259 (144,997)
Citation 7

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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
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 54 (460,238)

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4.

Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle

Economic Research Initiatives at Duke (ERID) Working Paper No. 33
Number of pages: 57 Posted: 17 May 2010 Last Revised: 19 May 2010
Cosmin L. Ilut
Duke University
Downloads 224 (167,565)
Citation 9

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uncovered interest rate parity, carry trade, ambiguity aversion, robust filtering

5.
Downloads 156 (231,262)
Citation 79

Ambiguous Business Cycles

Economic Research Initiatives at Duke (ERID) Working Paper No. 123
Number of pages: 54 Posted: 27 Jan 2012
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 139 (254,873)

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Ambiguous Business Cycles

NBER Working Paper No. w17900
Number of pages: 54 Posted: 10 Mar 2012
Cosmin L. Ilut and Martin Schneider
Duke University and Stanford University
Downloads 17 (671,584)
Citation 31

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6.

Monetary/Fiscal Policy Mix and Agents’ Beliefs

Economic Research Initiatives at Duke (ERID) Working Paper No. 119
Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 13 Mar 2015
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 143 (248,390)

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Fiscal policy, monetary policy, infl‡ation, Markov-switching DSGE, Bayesian methods.

7.

Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History

Number of pages: 29 Posted: 18 Nov 2005
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 128 (270,501)
Citation 1

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reputation, sovereign bank loan spreads, default risk, rational expectations

8.

Evidence for Dynamic Contracts in Sovereign Bank Lending

Economic Research Initiatives at Duke (ERID) Working Paper No. 96
Number of pages: 31 Posted: 21 Apr 2011
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 97 (328,155)

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reputation, dynamic contracts, sovereign bank loan spreads, rational expectations, default risk

Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

NBER Working Paper No. w20081
Number of pages: 63 Posted: 06 May 2014 Last Revised: 16 May 2021
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 19 (656,141)
Citation 5

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Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle

CEPR Discussion Paper No. DP11950
Number of pages: 65 Posted: 04 Apr 2017
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Downloads 0
Citation 22
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Asset Pricing, Business cycle, DSGE, Markov-switching

10.
Downloads 11 (693,475)
Citation 38

Monetary/Fiscal Policy Mix and Agents&Apos; Beliefs

NBER Working Paper No. w20194
Number of pages: 47 Posted: 11 Jun 2014 Last Revised: 07 Mar 2021
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 11 (720,633)

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Monetary/Fiscal Policy Mix and Agents' Beliefs

CEPR Discussion Paper No. DP9645
Number of pages: 49 Posted: 17 Sep 2013
Francesco Bianchi and Cosmin L. Ilut
Duke University and Duke University
Downloads 0
Citation 29
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Bayesian estimation, DSGE, Fiscal policy, general equilbrium., Great Inflation, Markov-switching

11.

Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty

NBER Working Paper No. w22490
Number of pages: 72 Posted: 08 Aug 2016 Last Revised: 27 Jun 2021
Cosmin L. Ilut, Rosen Valchev and Nicolas Vincent
Duke University, Boston College and HEC Montreal - Institute of Applied Economics
Downloads 9 (708,981)

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12.

Learning, Confidence, and Business Cycles

NBER Working Paper No. w22958
Number of pages: 61 Posted: 19 Dec 2016 Last Revised: 26 Mar 2021
Cosmin L. Ilut and Hikaru Saijo
Duke University and University of California, Santa Cruz
Downloads 8 (716,592)
Citation 5

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13.

Evidence for Relational Contracts in Sovereign Bank Lending

NBER Working Paper No. w20391
Number of pages: 35 Posted: 25 Aug 2014 Last Revised: 21 Mar 2021
Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Downloads 6 (732,370)

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