NEW WORKING PAPERS with Kalle Rinne, Matti Suominen and Lauri Vaittinen Working Paper PUBLICATIONS with Tobias Adrian and Tyler Muir Journal of Finance 69: 2014, pp. 2557-2596 Previously circulated as: Federal Reserve Bank of New York Staff Reports Number 464, July 2010 Winner of 2015 Amundi Smith Breeden Distinguished Paper Prize with Farshid Asl Journal of Portfolio Management 39: 2012, pp. 59-66 Journal of Financial Econometrics, 11: 2013, pp. 486-521 Previously circulated as: Federal Reserve Bank of New York Staff Reports, 406, November 2009 with Tobias Adrian, and Jan J. J. Groen European Economic Review 55: 2011, pp. 354-370 Previously circulated as: Federal Reserve Bank of New York Staff Reports 461, July 2010 Comment on "Two Monetary Tools: Interest Rates and Haircuts" with Tobias Adrian In: NBER Macroeconomics Annual 25: 2010 International Factor Price Equalization in a Limited-Substitutability Technology Framework International Review of Economics and Finance 18: 2009, pp. 282-289 The Two-Sector Von Thunen Original Marginal Productivity Model of Capital; and Beyond Metroeconomica 59: 2008, pp. 85-104 Two Alternative 'Lost' 1820 Ricardo Manuscripts - 21st Century Insights With Paul A. Samuelson History of Political Economy 38: 2006, pp. 1-14 Confirmation that Leontief-Sraffa Matrix Equations Must Obey Constancy of Returns to Scale With Paul A. Samuelson Economics Letters 90: 2006, pp. 183-188 Complete Work-Up of the One-Sector Scalar-Capital Model of Interest Rate With Paul A. Samuelson Japan and the World Economy 18: 2006, pp. 331-356 BOOK CHAPTERS Capital Reversals in a Limited-Substitutability Technology Framework In: Economic Theory and Economic Thought J. Vint, J. Metcalfe, H. Kurz, N. Salvadori and P.A. Samuelson (eds.) London and New York: Routledge, 2009, pp. 161-166 WORKING PAPERS with Tobias Adrian and Hyun Song Shin Federal Reserve Bank of New York Staff Reports, 361, March 2009 |