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Book
Approximation Bias in Linearized Euler Equations
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Year: 1999 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Consumption and credit: a model of time-varying liquidity constraints
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Year: 1996 Publisher: New York, N.Y. Federal Reserve Bank of New York

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The channel of monetary transmission to demand: evidence from the market for automobile credit
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Year: 1996 Publisher: New York, N.Y. Federal Reserve Bank of New York

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Consumer sentiment and household expenditure: reevaluating the forecasting equations
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Year: 1996 Publisher: New York, N.Y. Federal Reserve Bank of New York

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Advances in Consumption-Based Asset Pricing: Empirical Tests
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Year: 2011 Publisher: Cambridge, Mass. National Bureau of Economic Research

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A Factor Analysis of Bond Risk Premia
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Year: 2009 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
The Empirical Risk-Return Relation: A Factor Analysis Approach
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Year: 2005 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
Shock Restricted Structural Vector-Autoregressions
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Year: 2017 Publisher: National Bureau of Economic Research

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Uncertainty and Business Cycles : Exogenous Impulse or Endogenous Response?
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Year: 2015 Publisher: National Bureau of Economic Research

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Book
COVID-19 and The Macroeconomic Effects of Costly Disasters
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Year: 2020 Publisher: National Bureau of Economic Research

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