Details about Fernando Alvarez
Access statistics for papers by Fernando Alvarez.
Last updated 2009-08-07. Update your information in the RePEc Author Service.
Short-id: pal356
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Working Papers
2018
- The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes
Staff Report, Federal Reserve Bank of Minneapolis  View citations (1)
2014
- Mandatory Disclosure and Financial Contagion
Working Paper Series, Federal Reserve Bank of Chicago View citations (13)
2008
- Search and Rest Unemployment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand
Staff Report, Federal Reserve Bank of Minneapolis View citations (7)
- Time-varying risk, interest rates, and exchange rates in general equilibrium
Staff Report, Federal Reserve Bank of Minneapolis View citations (21)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2005) View citations (5)
2007
- Financial Innovation and the Transactions Demand for Cash
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
See also Journal Article Financial Innovation and the Transactions Demand for Cash, Econometrica, Econometric Society (2009) View citations (188) (2009)
- If exchange rates are random walks then almost everything we say about monetary policy is wrong
Working Papers, Federal Reserve Bank of Minneapolis View citations (17)
Also in Staff Report, Federal Reserve Bank of Minneapolis (2007) View citations (16)
See also Journal Article If exchange rates are random walks, then almost everything we say about monetary policy is wrong, Quarterly Review, Federal Reserve Bank of Minneapolis (2008) (2008)
2006
- Fixed-Term Employment Contracts in an Equilibrium Search Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
Also in Working Paper Series, Federal Reserve Bank of Chicago (2005) View citations (3)
2005
- General Equilibrium Analysis of the Eaton-Kortum Model of International Trade
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
See also Journal Article General equilibrium analysis of the Eaton-Kortum model of international trade, Journal of Monetary Economics, Elsevier (2007) View citations (311) (2007)
2004
- EU Polluting Emissions: an empirical analysis
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
- Implications of the Eaton-Kortum Model of International Trade
2004 Meeting Papers, Society for Economic Dynamics
2003
- On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand
NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
- The Time Consistency of Optimal Monetary and Fiscal Policies
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (2)
See also Journal Article The Time Consistency of Optimal Monetary and Fiscal Policies, Econometrica, Econometric Society (2004) View citations (53) (2004)
- The time consistency of monetary and fiscal policies
Staff Report, Federal Reserve Bank of Minneapolis View citations (2)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2002) View citations (4)
2001
- Interest rates and inflation
Working Papers, Federal Reserve Bank of Minneapolis View citations (98)
See also Journal Article Interest Rates and Inflation, American Economic Review, American Economic Association (2001) View citations (110) (2001)
- The Size of the Permanent Component of Asset Pricing Kernels
Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (6)
2000
- Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2000) View citations (8)
- Money, interest rates, and exchange rates with endogenously segmented markets
Staff Report, Federal Reserve Bank of Minneapolis View citations (17)
See also Journal Article Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets, Journal of Political Economy, University of Chicago Press (2002) View citations (203) (2002)
- Using Asset Prices to Measure the Cost of Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (2000) View citations (16)
Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2000) View citations (16)
See also Journal Article Using Asset Prices to Measure the Cost of Business Cycles, Journal of Political Economy, University of Chicago Press (2004) View citations (123) (2004)
1999
- Labor market policies in an equilibrium search model
Working Paper Series, Federal Reserve Bank of Chicago View citations (38)
See also Chapter Labor-Market Policies in an Equilibrium Search Model, NBER Chapters, National Bureau of Economic Research, Inc (2000) View citations (43) (2000)
- Money and Interest Rates with Endogeneously Segmented Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in Staff Report, Federal Reserve Bank of Minneapolis (1999) View citations (3)
- Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in Working Papers, Federal Reserve Bank of Philadelphia (1999) View citations (11)
Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (9)
See also Journal Article Quantitative Asset Pricing Implications of Endogenous Solvency Constraints, The Review of Financial Studies, Society for Financial Studies (2001) View citations (109) (2001)
1998
- Asset Pricing when Risk Sharing is Limited by Default
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
- Search, self-insurance and job-security provisions
Working Paper Series, Federal Reserve Bank of Chicago View citations (26)
1996
- Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
See also Journal Article Money and exchange rates in the Grossman-Weiss-Rotemberg model, Journal of Monetary Economics, Elsevier (1997) View citations (54) (1997)
1992
- Banking in computable general equilibrium economies
Staff Report, Federal Reserve Bank of Minneapolis View citations (82)
See also Journal Article Banking in computable general equilibrium economies, Journal of Economic Dynamics and Control, Elsevier (1992) View citations (104) (1992)
- Banking in computable general equilibrium economies: technical appendices I and II
Staff Report, Federal Reserve Bank of Minneapolis View citations (30)
Journal Articles
2019
- Cost of Inflation in Inventory Theoretical Models
Review of Economic Dynamics, 2019, 32, 206-226 View citations (5)
2009
- Financial Innovation and the Transactions Demand for Cash
Econometrica, 2009, 77, (2), 363-402 View citations (188)
See also Working Paper Financial Innovation and the Transactions Demand for Cash, CEPR Discussion Papers (2007) View citations (27) (2007)
2008
- If exchange rates are random walks, then almost everything we say about monetary policy is wrong
Quarterly Review, 2008, (Jul), 2-9
Also in American Economic Review, 2007, 97, (2), 339-345 (2007) View citations (35)
See also Working Paper If exchange rates are random walks then almost everything we say about monetary policy is wrong, Working Papers (2007) View citations (17) (2007)
2007
- General equilibrium analysis of the Eaton-Kortum model of international trade
Journal of Monetary Economics, 2007, 54, (6), 1726-1768 View citations (311)
See also Working Paper General Equilibrium Analysis of the Eaton-Kortum Model of International Trade, NBER Working Papers (2005) View citations (21) (2005)
2005
- Commentary on "organizational dynamics over the business cycle: a view on jobless recoveries"
Review, 2005, 87, (Jul), 581-587
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
Econometrica, 2005, 73, (6), 1977-2016 View citations (165)
2004
- The Time Consistency of Optimal Monetary and Fiscal Policies
Econometrica, 2004, 72, (2), 541-567 View citations (53)
See also Working Paper The Time Consistency of Optimal Monetary and Fiscal Policies, Department of Economics Working Papers (2003) View citations (2) (2003)
- Using Asset Prices to Measure the Cost of Business Cycles
Journal of Political Economy, 2004, 112, (6), 1223-1256 View citations (123)
See also Working Paper Using Asset Prices to Measure the Cost of Business Cycles, NBER Working Papers (2000) View citations (24) (2000)
2002
- Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets
Journal of Political Economy, 2002, 110, (1), 73-112 View citations (203)
See also Working Paper Money, interest rates, and exchange rates with endogenously segmented markets, Staff Report (2000) View citations (17) (2000)
2001
- Comment on The Benefits of Dollarization When Stabilization Policy Lacks Credibility and Financial Markets Are Imperfect
Journal of Money, Credit and Banking, 2001, 33, (2), 475-81 View citations (1)
- Interest Rates and Inflation
American Economic Review, 2001, 91, (2), 219-225 View citations (110)
See also Working Paper Interest rates and inflation, Working Papers (2001) View citations (98) (2001)
- Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
The Review of Financial Studies, 2001, 14, (4), 1117-51 View citations (109)
See also Working Paper Quantitative Asset Pricing Implications of Endogenous Solvency Constraints, NBER Working Papers (1999) View citations (13) (1999)
- Severance payments in an economy with frictions
Journal of Monetary Economics, 2001, 47, (3), 477-498 View citations (134)
2000
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Econometrica, 2000, 68, (4), 775-798 View citations (422)
1999
- Social Mobility: The Barro-Becker Children Meet the Laitner-Loury Dynasties
Review of Economic Dynamics, 1999, 2, (1), 65-103 View citations (54)
1998
- Dynamic Programming with Homogeneous Functions
Journal of Economic Theory, 1998, 82, (1), 167-189 View citations (131)
1997
- Money and exchange rates in the Grossman-Weiss-Rotemberg model
Journal of Monetary Economics, 1997, 40, (3), 619-640 View citations (54)
See also Working Paper Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model, NBER Working Papers (1996) View citations (2) (1996)
1992
- Banking in computable general equilibrium economies
Journal of Economic Dynamics and Control, 1992, 16, (3-4), 533-559 View citations (104)
See also Working Paper Banking in computable general equilibrium economies, Staff Report (1992) View citations (82) (1992)
Chapters
2000
- Labor-Market Policies in an Equilibrium Search Model
A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 265-316 View citations (43)
See also Working Paper Labor market policies in an equilibrium search model, Federal Reserve Bank of Chicago (1999) View citations (38) (1999)
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