PUBLICATIONS with Kalle Rinne, Matti Suominen and Lauri Vaittinen Review of Financial Studies 33: 2020, pp. 75-111 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 Winner of 2016 Engle Prize in Financial Econometrics 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 |