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David Aaron Marshall

Personal Details

First Name:David
Middle Name:Aaron
Last Name:Marshall
Suffix:
RePEc Short-ID:pma2426
[This author has chosen not to make the email address public]
Terminal Degree:1988 Department of Economics; Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Chicago

Chicago, Illinois (United States)
http://www.chicagofed.org/
RePEc:edi:frbchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Charles L. Evans & David A. Marshall, 2005. "Fundamental Economic Shocks and The Macroeconomy," Working Papers Central Bank of Chile 351, Central Bank of Chile.
  2. David A. Marshall & Edward Simpson Prescott, 2002. "State-contingent bank regulation with unobserved action and unobserved characteristics," Working Paper Series WP-02-24, Federal Reserve Bank of Chicago.
  3. Charles L. Evans & David A. Marshall, 2001. "Economic determinants of the nominal treasury yield curve," Working Paper Series WP-01-16, Federal Reserve Bank of Chicago.
  4. David A. Marshall & Edward Simpson Prescott, 2000. "Bank capital regulation with and without state-contingent penalties," Working Paper Series WP-00-10, Federal Reserve Bank of Chicago.
  5. William C. Hunter & David A. Marshall, 1999. "Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments," Working Paper Series WP-99-20, Federal Reserve Bank of Chicago.
  6. Kent D. Daniel & David A. Marshall, 1998. "Consumption-based modeling of long-horizon returns," Working Paper Series WP-98-18, Federal Reserve Bank of Chicago.
  7. Charles L. Evans & David A. Marshall, 1997. "Monetary policy and the term structure of nominal interest rates: evidence and theory," Working Paper Series, Macroeconomic Issues WP-97-10, Federal Reserve Bank of Chicago.
  8. David A. Marshall & Subu Venkataraman, 1997. "Bank capital standards for market risk: a welfare analysis," Working Paper Series, Issues in Financial Regulation WP-97-09, Federal Reserve Bank of Chicago.
  9. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. "\"Peso problem\" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation WP-97-07, Federal Reserve Bank of Chicago.
  10. Kent D. Daniel & David A. Marshall, 1996. "The equity premium puzzle and the risk-free rate puzzle at long horizons," Working Paper Series, Issues in Financial Regulation WP-96-4, Federal Reserve Bank of Chicago.
  11. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On biases in tests of the expectations hypothesis of the term structure of interest rates," Working Paper Series, Issues in Financial Regulation WP-96-3, Federal Reserve Bank of Chicago.
  12. David A. Marshall, 1994. "Asset return volatility with extremely small costs of consumption adjustment," Working Paper Series, Macroeconomic Issues 94-23, Federal Reserve Bank of Chicago.
  13. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1994. "The implications of first-order risk aversion for asset market risk premiums," Working Paper Series, Macroeconomic Issues 94-22, Federal Reserve Bank of Chicago.
  14. Albert Marcet & David A. Marshall, 1994. "Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions," Working Paper Series, Macroeconomic Issues 94-20, Federal Reserve Bank of Chicago.
  15. David A. Marshall & Nayan G. Parekh, 1994. "The effect of costly consumption adjustment on asset price volatility," Working Paper Series, Macroeconomic Issues 94-21, Federal Reserve Bank of Chicago.
  16. Albert Marcet & David A. Marshall, 1992. "Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations," Economics Working Papers 17, Department of Economics and Business, Universitat Pompeu Fabra.
  17. Lawrence J. Christiano & Martin S. Eichenbaum & David A. Marshall, 1990. "The permanent income hypothesis revisited," Staff Report 129, Federal Reserve Bank of Minneapolis.

Articles

  1. David A. Marshall & Robert Steigerwald, 2013. "The role of time-critical liquidity in financial markets," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 37(Q II), pages 30-46.
  2. Charles L. Evans & David A. Marshall, 2009. "Fundamental Economic Shocks and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1515-1555, December.
  3. Richard Heckinger & David A. Marshall & Robert Steigerwald, 2009. "Financial market utilities and the challenge of just-in-time liquidity," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  4. Adrian D'Silva & Haley Gregg & David A. Marshall, 2008. "Explaining the decline in the auction rate securities market," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  5. Evans, Charles L. & Marshall, David A., 2007. "Economic determinants of the nominal treasury yield curve," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1986-2003, October.
  6. Marshall, David A. & Prescott, Edward Simpson, 2006. "State-contingent bank regulation with unobserved actions and unobserved characteristics," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2015-2049, November.
  7. Marshall, David A., 2005. "Comment on: "Estimating the expected marginal rate of substitution"," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 971-979, July.
  8. Marshall, David A., 2002. "Financial crises and coordination failure: A comment," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 547-555, March.
  9. David A. Marshall, 2002. "Origins of the use of Treasury debt in open market operations: lessons for the present," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 26(Q I), pages 45-54.
  10. Marshall, David A. & Prescott, Edward Simpson, 2001. "Bank capital regulation with and without state-contingent penalties," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 54(1), pages 139-184, June.
  11. Darrin Halcomb & David A. Marshall, 2001. "A retrospective on the Asian crisis of 1997: was it foreseen?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jan.
  12. David A. Marshall, 2001. "The crisis of 1998 and the role of the central bank," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q I), pages 2-23.
  13. Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 2001. "Peso problem explanations for term structure anomalies," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 241-270, October.
  14. David Marshall & Subu Venkataraman, 1999. "Bank Capital Standards for Market Risk: A Welfare Analysis," Review of Finance, European Finance Association, vol. 2(2), pages 125-157.
  15. David A. Marshall & Genevieve Pham-Kanter, 1999. "Investing social security trusts funds in the stock market," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Dec.
  16. Denise Duffy & David A. Marshall, 1998. "Whither the stock market?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Aug.
  17. Evans, Charles L. & Marshall, David A., 1998. "Monetary policy and the term structure of nominal interest rates: Evidence and theory," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 53-111, December.
  18. David A. Marshall, 1998. "Understanding the Asian crisis: systemic risk as coordination failure," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 22(Q III), pages 13-38.
  19. Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997. "The implications of first-order risk aversion for asset market risk premiums," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 3-39, September.
  20. Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 1997. "On biases in tests of the expectations hypothesis of the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 44(3), pages 309-348, June.
  21. Marshall, David A., 1997. "Comment On “Capm Risk Adjustment For Exact Aggregation Over Financial Assets,” By Barnett, Liu, And Jensen," Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 513-517, June.
  22. Daniel, Kent & Marshall, David, 1997. "Equity-Premium And Risk-Free-Rate Puzzles At Long Horizons," Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 452-484, June.
  23. Wendy Edelberg & David A. Marshall, 1996. "Monetary policy shocks and long-term interest rates," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 20(Mar), pages 2-17.
  24. David A. Marshall & Subu Venkataraman, 1996. "Bank capital for market risk: a study in incentive compatible regulation," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Apr.
  25. Marshall, David A, 1995. "Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1436-1440, November.
  26. Marshall, David A, 1993. "Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 577-581, August.
  27. Marshall, David A, 1992. "Inflation and Asset Returns in a Monetary Economy," Journal of Finance, American Finance Association, vol. 47(4), pages 1315-1342, September.
  28. Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David, 1991. "The Permanent Income Hypothesis Revisited," Econometrica, Econometric Society, vol. 59(2), pages 397-423, March.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor
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  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  10. Number of Journal Pages, Weighted by Simple Impact Factor
  11. Number of Journal Pages, Weighted by Recursive Impact Factor
  12. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  14. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2000-11-13
  2. NEP-FIN: Finance (1) 2000-01-31
  3. NEP-HIS: Business, Economic and Financial History (1) 2000-01-31
  4. NEP-IFN: International Finance (1) 1998-08-21
  5. NEP-PKE: Post Keynesian Economics (1) 2002-02-15

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