EIEF

Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation

Known Knowns, Known Unknowns, and Unknown Unknowns. What Fundamental and Nonfundamental Time Series Representations Can and Cannot Tell Us About Structural Models and Predictability

The professor will draw on a few of his recent papers:

Information, Heterogeneity and Market Incompleteness (with Liam Graham, JME March 2010)

Invertible and Non-Invertible Information Sets in Dynamic Stochastic General Equilibrium (with Brad Baxter and Liam Graham)

The Limits to Stock Return Predictability (with Donald Robertson)

Predictability in Predictive Systems (with Donald Robertson)

Financial Connections and Systemic Risk

Costly Portfolio Adjustment

Income Distribution and Housing Prices: An Assignment Model Approach

Demographics and the Term Structure of Stock Market Risk

Informal Sector, Government Policy and Institutions

Introduction to Causal Inference without Counterfactuals

Introduction to Causal Inference without Counterfactuals

Cancellation Terms and Consumer Protection (with Marco Ottaviani - Northwestern/Kellogg)