Lawrence J. Christiano - Publications

Affiliations: 
Economics Northwestern University, Evanston, IL 
Area:
General Economics

83 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Christiano LJ, Eichenbaum MS, Trabandt M. Why is Unemployment so Countercyclical National Bureau of Economic Research. DOI: 10.3386/W26723  1
2020 Christiano LJ, Trabandt M, Walentin K. Involuntary Unemployment and the Business Cycle Review of Economic Dynamics. DOI: 10.1016/J.Red.2020.05.003  1
2018 Christiano L, Takahashi Y. Discouraging Deviant Behavior in Monetary Economics National Bureau of Economic Research. DOI: 10.3386/W24949  0.8
2018 Christiano L, Eichenbaum MS, Johannsen BK. Does the New Keynesian Model Have a Uniqueness Problem National Bureau of Economic Research. DOI: 10.3386/W24612  1
2018 Christiano LJ, Eichenbaum MS, Trabandt M. On DSGE Models Journal of Economic Perspectives. 32: 113-140. DOI: 10.1257/Jep.32.3.113  1
2017 Chari VV, Christiano LJ. Financialization in Commodity Markets Staff Report. DOI: 10.3386/W23766  0.56
2016 Christiano LJ, Eichenbaum MS, Trabandt M. Unemployment and Business Cycles Econometrica. 84: 1523-1569. DOI: 10.3982/Ecta11776  1
2016 Christiano L, Ikeda D. Bank leverage and social welfare American Economic Review. 106: 560-564. DOI: 10.1257/Aer.P20161090  1
2016 Christiano LJ. Comment Nber Macroeconomics Annual. 30: 346-373. DOI: 10.1086/664014  1
2015 Christiano LJ, Eichenbaum MS, Trabandt M. Understanding the great recession American Economic Journal: Macroeconomics. 7: 110-167. DOI: 10.17016/Ifdp.2014.1107  1
2014 Christiano LJ, Motto R, Rostagno M. Risk shocks American Economic Review. 104: 27-65. DOI: 10.1257/aer.104.1.27  1
2012 Christiano LJ. Christopher A. Sims and Vector Autoregressions Scandinavian Journal of Economics. 114: 1082-1104. DOI: 10.1111/J.1467-9442.2012.01737.X  1
2011 Christiano L, Eichenbaum M, Rebelo S. When is the government spending multiplier large? Journal of Political Economy. 119: 78-121. DOI: 10.1086/659312  1
2011 Christiano LJ, Ikeda D. Government policy, credit markets, and economic activity The Origins, History, and Future of the Federal Reserve: a Return to Jekyll Island. 226-331. DOI: 10.1017/Cbo9781139005166.010  1
2011 Altig D, Christiano LJ, Eichenbaum M, Lindé J. Firm-specific capital, nominal rigidities and the business cycle Review of Economic Dynamics. 14: 225-247. DOI: 10.1016/J.Red.2010.01.001  1
2011 Christiano LJ, Trabandt M, Walentin K. Introducing financial frictions and unemployment into a small open economy model Journal of Economic Dynamics and Control. 35: 1999-2041. DOI: 10.1016/J.Jedc.2011.09.005  1
2010 Christiano LJ, Trabandt M, Walentin K. DSGE models for monetary policy analysis Handbook of Monetary Economics. 3: 285-367. DOI: 10.2139/Ssrn.1680621  1
2010 Altig D, Christiano L, Eichenbaum M, Linde J. Firm-Specific Capital, Nominal Rigidities and the Business Cycle National Bureau of Economic Research. 2010: 1-37. DOI: 10.17016/Ifdp.2010.990  1
2009 Braggion F, Christiano LJ, Roldos J. Optimal monetary policy in a 'sudden stop' Journal of Monetary Economics. 56: 582-595. DOI: 10.1016/J.Jmoneco.2009.03.010  1
2008 Christiano LJ, Motto R, Rostagno M. Shocks, Structures or Monetary Policies? The Euro Area and Us after 2001 Journal of Economic Dynamics and Control. 32: 2476-2506. DOI: 10.1016/J.Jedc.2007.09.014  1
2007 Christiano LJ, Motto R, Rostagno M. Two Reasons Why Money and Credit May be Useful in Monetary Policy National Bureau of Economic Research. DOI: 10.3386/W13502  1
2006 Christiano LJ, Eichenbaum M, Vigfusson RJ. Assessing Structural Vars National Bureau of Economic Research. 2006: 1-106. DOI: 10.2139/Ssrn.941989  1
2006 Christiano LJ, Eichenbaum M, Vigfusson RJ. Alternative procedures for estimating vector autoregressions identified with long-run restrictions Journal of the European Economic Association. 4: 475-483. DOI: 10.17016/Ifdp.2005.842  1
2006 Christiano LJ, Eichenbaum M, Vigfusson R, Kehoe PJ, Watson MW. Assessing Structural VARs [with Comments and Discussion] Nber Macroeconomics Annual. 21: 1-105. DOI: 10.1086/Ma.21.25554953  1
2006 Christiano LJ, Eichenbaum M, Vigfusson R. Assessing structural VARs Nber Macroeconomics Annual. 21: 1-72.  1
2005 Christiano LJ, Eichenbaum M, Evans CL. Nominal rigidities and the dynamic effects of a shock to monetary policy Journal of Political Economy. 113: 1-45. DOI: 10.1086/426038  1
2005 Christiano LJ. Comment on: "Tax distortions and the case for price stability", Journal of Monetary Economics. 52: 275-280. DOI: 10.1016/J.Jmoneco.2004.10.002  1
2004 Christiano LJ, Eichenbaum M, Vigfusson RJ. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology Journal of the European Economic Association. 2: 381-395. DOI: 10.1162/154247604323068078  1
2004 Christiano LJ, Gust C, Roldos J. Monetary policy in a financial crisis Journal of Economic Theory. 119: 64-103. DOI: 10.1016/S0022-0531(03)00228-X  1
2004 Christiano LJ, Eichenbaum M, Vigfusson R. The response of hours to a technology shock: Evidence based on direct measures of technology Journal of the European Economic Association. 2: 381-395.  1
2003 Christiano LJ, Fisher JDM. Stock Market and Investment Goods Prices: Implications for Macroeconomics National Bureau of Economic Research. DOI: 10.3386/W10031  0.52
2003 Christiano LJ, Eichenbaum M, Vigfusson RJ. How do Canadian Hours Worked Respond to a Technology Shock Social Science Research Network. 2003: 1-22. DOI: 10.2139/Ssrn.449820  1
2003 Christiano LJ, Eichenbaum M, Vigfusson RJ. What Happens After a Technology Shock National Bureau of Economic Research. 2003: 1-54. DOI: 10.2139/Ssrn.425004  1
2003 Christiano LJ, Eichenbaum M, Vigfusson R. The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology National Bureau of Economic Research. 2003: 1-16. DOI: 10.17016/Ifdp.2003.790  1
2003 Christiano LJ, Motto R, Rostagno M. The Great Depression and the Friedman-Schwartz Hypothesis Journal of Money, Credit and Banking. 35: 1119-1197. DOI: 10.1353/Mcb.2004.0023  1
2003 Christiano LJ, Fitzgerald TJ. The band pass filter International Economic Review. 44: 435-465. DOI: 10.1111/1468-2354.T01-1-00076  1
2003 Albanesi S, Chari VV, Christiano LJ. Expectation traps and monetary policy Review of Economic Studies. 70: 715-741. DOI: 10.1111/1467-937X.00264  1
2003 Albanesi S, Chari VV, Christiano LJ. How severe is the time-inconsistency problem in monetary policy? Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume Iii. 123-150. DOI: 10.1017/Cbo9780511610264.006  1
2003 Christiano LJ, Vigfusson RJ. Maximum likelihood in the frequency domain: The importance of time-to-plan Journal of Monetary Economics. 50: 789-815. DOI: 10.1016/S0304-3932(03)00033-3  1
2002 Christiano LJ. Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients Computational Economics. 20: 21-55. DOI: 10.1023/A:1020534927853  1
2002 Christiano LJ, Todd RM. The conventional treatment of seasonality in business cycle analysis: Does it create distortions? Journal of Monetary Economics. 49: 335-364. DOI: 10.1016/S0304-3932(01)00112-X  1
2001 Christiano LJ, Rostagno M. Money Growth Monitoring and the Taylor Rule National Bureau of Economic Research. DOI: 10.3386/W8539  1
2001 Albanesi S, Christiano LJ. Comment on The Costs of Losing Monetary Independence: The Case of Mexico Journal of Money, Credit and Banking. 33: 398-403. DOI: 10.2307/2673907  0.88
2001 Boldrin M, Christiano LJ, Fisher JDM. Habit persistence, asset returns, and the business cycle American Economic Review. 91: 149-166. DOI: 10.1257/Aer.91.1.149  1
2000 Christiano LJ, Fisher JDM. Algorithms for solving dynamic models with occasionally binding constraints Journal of Economic Dynamics and Control. 24: 1179-1232. DOI: 10.1016/S0165-1889(99)00016-0  1
1999 Christiano LJ, Vigfusson RJ. Maximum likelihood in the frequency domain: a time to build example National Bureau of Economic Research. DOI: 10.2139/Ssrn.155858  0.72
1999 Christiano LJ, Gust CJ. Taylor rules in a limited participation model Economist. 147: 437-460. DOI: 10.1023/A:1003850310064  1
1999 Christiano LJ, Eichenbaum M, Evans CL. Chapter 2 Monetary policy shocks: What have we learned and to what end? Handbook of Macroeconomics. 1: 65-148. DOI: 10.1016/S1574-0048(99)01005-8  1
1999 Christiano LJ, G. Harrison S. Chaos, sunspots and automatic stabilizers Journal of Monetary Economics. 44: 3-31. DOI: 10.1016/S0304-3932(99)00015-X  1
1998 Christiano LJ, Eichenbaum MS, Evans CL. Monetary Policy Shocks: What Have We Learned and to What End? The Review of Economics and Statistics. 78: 65-148. DOI: 10.3386/W6400  1
1998 Chari VV, Christiano LJ, Eichenbaum M. Expectation Traps and Discretion Journal of Economic Theory. 81: 462-492. DOI: 10.1006/Jeth.1998.2421  1
1997 Boldrin M, Christiano LJ, Fisher JDM. Habit persistence and asset returns in an exchange economy Macroeconomic Dynamics. 1: 312-332. DOI: 10.1017/S1365100597003027  1
1997 Christiano LJ, Eichenbaum M, Evans CL. Sticky price and limited participation models of money: A comparison European Economic Review. 41: 1201-1249. DOI: 10.1016/S0014-2921(97)00071-8  1
1997 Christiano LJ, Eichenbaum M, Evans CL. Sticky price and limited participation models of money: A comparison European Economic Review. 41: 1201-1249.  1
1996 Christiano LJ, Eichenbaum M, Evans CL. Sticky Price and Limited Participation Models of Money: A Comparison Staff Report. DOI: 10.3386/W5804  1
1996 Christiano LJ, Eichenbaum M, Evans CL. The Effects of Monetary Policy Shocks: Some Evidence from the Flow of Funds The Review of Economics and Statistics. 78: 16-34. DOI: 10.2307/2109845  1
1996 Chari VV, Christiano LJ, Kehoe PJ. Optimality of the Friedman rule in economies with distorting taxes Journal of Monetary Economics. 37: 203-223. DOI: 10.1016/S0304-3932(96)90034-3  1
1996 Christiano LJ, Den Haan WJ. Small-sample properties of GMM for business-cycle analysis Journal of Business and Economic Statistics. 14: 309-327.  1
1996 Christiano LJ, Eichenbaum M, Evans C. The effects of monetary policy shocks: Evidence from the flow of funds Review of Economics and Statistics. 78: 16-34.  1
1995 Christiano LJ, Fisher JDM. Tobin's Q and Asset Returns: Implications for Business Cycle Analysis Staff Report. 9515. DOI: 10.3386/W5292  0.52
1995 Boldrin M, Christiano LJ, Fisher JDM. Asset Pricing Lessons for Modeling Business Cycles National Bureau of Economic Research. 9513. DOI: 10.3386/W5262  0.52
1995 Chari VV, Christiano LJ, Eichenbaum M. Inside Money, Outside Money and Short Term Interest Rates Journal of Money, Credit and Banking. 27: 1354-1386. DOI: 10.2307/2078056  1
1995 Eichenbaum M, Christiano LJ. Liquidity Effects, Monetary Policy, and the Business Cycle Journal of Money, Credit and Banking. 27: 1113-1136. DOI: 10.2307/2077793  1
1994 Chari VV, Christiano L, Kehoe P. Optimal Fiscal Policy in a Business Cycle Model Journal of Political Economy. 102: 617-652. DOI: 10.1086/261949  0.8
1993 Chari VV, Christiano LJ, Kehoe PJ. Optimal Fiscal Policy in a Business Cycle Model Staff Report. DOI: 10.3386/W4490  0.56
1992 Christiano LJ, Eichenbaum M. Liquidity Effects and the Monetary Transmission Mechanism The American Economic Review. 82: 346-353. DOI: 10.3386/W3974  1
1992 Christiano LJ. Searching for a break in gnp Journal of Business and Economic Statistics. 10: 237-250. DOI: 10.1080/07350015.1992.10509903  1
1992 Aiyagari SR, Christiano LJ, Eichenbaum M. The output, employment, and interest rate effects of government consumption Journal of Monetary Economics. 30: 73-86. DOI: 10.1016/0304-3932(92)90045-4  1
1991 Christiano LJ, Eichenbaum M. Identification and the Liquidity Effect of a Monetary Policy Shock National Bureau of Economic Research. 335-370. DOI: 10.3386/W3920  1
1991 Christiano LJ, Eichenbaum M, Marshall D. The Permanent Income Hypothesis Revisited Econometrica. 59: 397-423. DOI: 10.2307/2938262  1
1991 Chari VV, Christiano L, Kehoe P. Optimal Fiscal and Monetary Policy: Some Recent Results Journal of Money, Credit and Banking. 23: 519-539. DOI: 10.2307/1992686  0.8
1990 Christiano LJ. Linear-quadratic approximation and value-function iteration: A comparison Journal of Business and Economic Statistics. 8: 99-113. DOI: 10.1080/07350015.1990.10509780  1
1990 Christiano LJ. Solving the stochastic growth model by linear-quadratic approximation and by value-function iteration Journal of Business and Economic Statistics. 8: 23-26. DOI: 10.1080/07350015.1990.10509768  1
1990 Christiano LJ, Eichenbaum M. Unit roots in real GNP: Do we know, and do we care? Carnegie-Rochester Confer. Series On Public Policy. 32: 7-61. DOI: 10.1016/0167-2231(90)90021-C  1
1989 Christiano LJ, Eichenbaum M. Temporal Aggregation and the Stock Adjustment Model of Inventories Lecture Notes in Economics and Mathematical Systems. 70-108. DOI: 10.1007/978-1-4684-6374-3_3  1
1988 Christiano LJ, Eichenbaum M. Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations National Bureau of Economic Research. DOI: 10.3386/W2700  1
1988 Christiano LJ. Why does inventory investment fluctuate so much? Journal of Monetary Economics. 21: 247-280. DOI: 10.1016/0304-3932(88)90032-3  1
1988 Christiano LJ, Ljungqvist L. Money does Granger-cause output in the bivariate money-output relation Journal of Monetary Economics. 22: 217-235. DOI: 10.1016/0304-3932(88)90020-7  1
1987 Christiano LJ, Eichenbaum M, Marshall DA. The permanent income hypothesis revisited Staff Report. DOI: 10.3386/W2209  1
1987 Christiano LJ, Eichenbaum M. Temporal aggregation and structural inference in macroeconomics Carnegie-Rochester Confer. Series On Public Policy. 26: 63-130. DOI: 10.1016/0167-2231(87)90022-4  1
1985 Christiano LJ. A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts Journal of Economic Dynamics and Control. 9: 363-404. DOI: 10.1016/0165-1889(85)90012-0  1
1984 Christiano L. Reply to Olivier Blanchard Carnegie-Rochester Conference Series On Public Policy. 20: 209-210. DOI: 10.1016/0167-2231(84)90046-0  0.8
1984 Christiano LJ. A reexamination of the theory of automatic stabilizers Carnegie-Rochester Confer. Series On Public Policy. 20: 147-206. DOI: 10.1016/0167-2231(84)90044-7  1
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