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The University of Chicago Library
Selected Bibliography for Fernando Alvarez
Professor in Economics and the College

 


"Sluggish Responses of Prices and Inflation to Monetary Shocks in an Inventory Model of Money Demand*." Fernando Alvarez, Andrew Atkeson and Chris Edmond; Quarterly Journal of Economics, 2009, 124(3), pp. 911-67.

http://www.mitpressjournals.org/doi/abs/10.1162/qjec.2009.124.3.911

The 2007 Subprime Market Crisis through the Lens of European Central Bank Auctions for Short-Term Funds; Nuno Cassola, Ali Hortacsu and Jakub Kastl; NBER Working Paper Series no. 15158; Cambridge: National Bureau of Economic Research, 2009.

http://www.nber.org/papers/w15158

"Financial Innovation and the Transactions Demand for Cash." Fernando Alvarez and Francesco Lippi; Econometrica, 2009, 77(2), pp. 363-402.

http://dx.doi.org/10.3982/ECTA7451

Financial Innovation and the Transactions Demand for Cash; Fernando E. Alvarez and Francesco Lippi; NBER Working Paper Series no. 13416; Cambridge: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w13416

Models of Idea Flows; Fernando E. Alvarez, Francisco J. Buera and Robert E. Lucas, Jr.; NBER Working Paper Series No. 14135; Cambridge: National Bureau of Economic Research, 2008.

http://www.nber.org/papers/w14135

Search and Rest Unemployment; Fernando Alvarez and Robert Shimer; NBER Working Paper Series No. 13772; Cambridge: National Bureau of Economic Research, 2008.

http://www.nber.org/papers/w13772

"General Equilibrium Analysis of the Eaton-Kortum Model of International Trade." Fernando Alvarez and Robert E. Lucas, Jr.; Journal of Monetary Economics, 2007, 54(6), pp. 1726-68.

http://dx.doi.org/10.1016/j.jmoneco.2006.07.006

"If Exchange Rates Are Random Walks, Then Almost Everything We Say About Monetary Policy Is Wrong." Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; American Economic Review, 2007, 97(2), pp. 339-45.

http://www.atypon-link.com/AEAP/doi/abs/10.1257/aer.97.2.339

Fixed-Term Employment Contracts in an Equilibrium Search Model; Fernando E. Alvarez and Marcelo Veracierto; NBER working paper series ; no. w12791; Cambridge, Mass.: National Bureau of Economic Research, 2006.

http://www.nber.org/papers/w12791

Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium; Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; Federal Reserve Bank of Minneapolis, Staff Report: 371, 2006.

http://www.minneapolisfed.org/research/SR/SR371.pdf

"Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth." Fernando Alvarez and Urban J. Jermann; Econometrica, 2005, 73(6), pp. 1977-2016.

http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0262.2005.00643.x

General Equilibrium Analysis of the Eaton-Kortum Model of International Trade; Fernando E. Alvarez and Robert E. Lucas Jr; NBER working paper series no. w11764; Cambridge, Mass.: National Bureau of Economic Research, 2005.

http://www.nber.org/papers/w11764

"Commentary on 'Organizational Dynamics over the Business Cycle: A View on Jobless Recoveries.'" Fernando Alvarez; Review (Federal Reserve Bank of Saint Louis), 2005, 87(4), pp. 581.

http://research.stlouisfed.org/publications/review/05/07/Alvarez.pdf

"Using Asset Prices to Measure the Cost of Business Cycles." Fernando Alvarez and Urban J. Jermann; Journal of Political Economy, 2004, 112(6), pp. 1223-56.

http://dx.doi.org/10.1086/424738

"The Time Consistency of Optimal Monetary and Fiscal Policies." Fernando Alvarez, Patrick J. Kehoe and Pablo Andrés Neumeyer; Econometrica, 2004, 72(2), pp. 541-67.

http://proquest.umi.com/pqdweb?did=578940051&sid=3&Fmt=7&clientId=13392&RQT=309&VName=PQD

The Time Consistency of Monetary and Fiscal Policies; Fernando Alvarez, Patrick J. Kehoe and Pablo Andrés Neumeyer; Staff report no. 305; Minneapolis, Minn.: Federal Reserve Bank of Minneapolis Research Dept., 2003.

http://research.mpls.frb.fed.us/research/SR/SR305.pdf

On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand; Fernando Alvarez, Andrew Atkeson and Chris Edmond; NBER working paper series; no. 10016; National Bureau of Economic Research, 2003.

http://www.nber.org/papers/W10016.pdf

"Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets." Fernando Alvarez, Andrew Atkeson and Patrick J Kehoe; Journal of Political Economy, 2002, 110(1), pp. 73.

http://dx.doi.org/10.1086/324389

The Time Consistency of Monetary and Fiscal Policies; Fernando Alvarez, Pablo Andrés Neumeyer and Patrick J. Kehoe; Working paper / Federal Reserve Bank of Minneapolis, Research Dept.; 616; Federal Reserve Bank of Minneapolis Research Dept., 2002.

http://minneapolisfed.org/research/wp/wp616.pdf

Financial Statement Analysis: A Practitioner's Guide Martin S. Fridson and Fernando Alvarez; Wiley Finance; John Wiley & Sons, 2002.

The Size of the Permanent Component of Asset Pricing Kernels; Fernando Alvarez and Urban J. Jermann; NBER working paper series; no. 8360; National Bureau of Economic Research, 2001.

http://www.nber.org/papers/W8360.pdf

"Interest Rates and Inflation." Fernando Alvarez, Robert E. Lucas, Jr. and Warren E. Weber; American Economic Review, 2001, 91(2), pp. 219-25.

http://links.jstor.org/sici?sici=0002-8282%28200105%2991%3A2%3C219%3AIRAI%3E2.0.CO%3B2-3

"Quantitative Asset Pricing Implications of Endogenous Solvency Constraints." Fernando Alvarez and Urban J. Jermann; Review of Financial Studies, 2001, 14(4), pp. 1117-51.

http://links.jstor.org/sici?sici=0893-9454%28200124%2914%3A4%3C1117%3AQAPIOE%3E2.0.CO%3B2-R

"Severance Payments in an Economy with Frictions." Fernando Alvarez and Marcelo Veracierto; Journal of Monetary Economics, 2001, 47(3), pp. 477-98.

http://www.sciencedirect.com/science/article/B6VBW-438BR26-3/2/49b18e6023b1457173eb0e4a1913bac4

"Comment on 'the Benefits of Dollarization When Stabilization Policy Lacks Credibility and Financial Markets Are Imperfect'." Fernando Alvarez; Journal of Money, Credit and Banking, 2001, 33(2, Part 2: Global Monetary Integration), pp. 475-81.

http://links.jstor.org/sici?sici=0022-2879%28200105%2933%3A2%3C475%3ACOTBOD%3E2.0.CO%3B2-0

Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets; Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; Staff report no. 278; Minneapolis: Federal Reserve Bank of Minneapolis Research Deptartment, 2000.

http://minneapolisfed.org/research/SR/SR278.pdf

Using Asset Prices to Measure the Cost of Business Cycles; Fernando Alvarez and Urban J. Jermann; NBER working paper series no. 7978; Cambridge: National Bureau of Economic Research, 2000.

http://www.nber.org/papers/W7978.pdf

Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets; Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; NBER working paper series no. 7871; Cambridge: National Bureau of Economic Research, 2000.

http://www.nber.org/papers/W7871.pdf

"Labor-Market Policies in an Equilibrium Search Model," Fernando Alvarez and Marcelo Veracierto, in NBER Macroeconomics Annual 1999. B. S. Bernanke and J. J. Rotemberg, Volume 14. Cambridge and London: MIT Press, 2000, pp. 265-304.

"Efficiency, Equilibrium, and Asset Pricing with Risk of Default." Fernando Alvarez and Urban J. Jermann; Econometrica, 2000, 68(4), pp. 775-97.

http://links.jstor.org/sici?sici=0012-9682%28200007%2968%3A4%3C775%3AEEAAPW%3E2.0.CO%3B2-U

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints; Fernando Alvarez and Urban J. Jermann; Working paper no. 99-5; Philadelphia: Federal Reserve Bank of Philadelphia Economic Research Division, 1999.

http://www.phil.frb.org/files/wps/1999/wp99-5.pdf

Labor Market Policies in an Equilibrium Search Model; Fernando Alvarez and Marcelo Veracierto; Working paper series WP-99-10; Chicago: Federal Reserve Bank of Chicago, 1999.

http://www.chicagofed.org/publications/workingpapers/papers/wp1999_10.pdf

Money and Interest Rates with Endogeneously Segmented Markets; Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; Staff report no. 260; Federal Reserve Bank of Minneapolis, 1999.

http://research.mpls.frb.fed.us/research/common/pub_detail.cfm?pb_autonum_id=773

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints; Fernando Alvarez and Urban J. Jermann; NBER working paper series no. 6953; National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/w6953

Money and Interest Rates with Endogeneously Segmented Markets; Fernando Alvarez, Andrew Atkeson and Patrick J. Kehoe; NBER working paper series no. 7060; National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/W7060.pdf

"Social Mobility: The Barro-Becker Children Meet the Laitner-Loury Dynasties." Fernando Alvarez; Review of Economic Dynamics, 1999, 2(1), pp. 65-103.

http://dx.doi.org/10.1006/redy.1998.0052

Search, Self-Insurance and Job-Security Provisions; Fernando Alvarez; Working papers series WP-98-1; Chicago, Ill.: Federal Reserve Bank of Chicago, 1998.

http://www.chicagofed.org/publications/workingpapers/papers/wp98_2.pdf

Asset Pricing When Risk Sharing Is Limited by Default; Fernando Alvarez and Urban J. Jermann; NBER working paper series no. 6476; Cambridge: National Bureau of Economic Research, 1998.

http://www.nber.org/papers/w6476

"Dynamic Programming with Homogeneous Functions." Fernando Alvarez and Nancy L. Stokey; Journal of Economic Theory, 1998, 82(1), pp. 167-89.

http://dx.doi.org/10.1006/jeth.1998.2431

"Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model." Fernando Alvarez and Andrew Atkeson; Journal of Monetary Economics, 1997, 40(3), pp. 619-40.

http://dx.doi.org/10.1016/S0304-3932(97)00054-8

Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model; Fernando Alvarez and Andrew Atkeson; NBER working paper series no. 5678; Cambridge: National Bureau of Economic Research, 1996.

http://papers.nber.org/papers/w5678

Two Essays on the Economic Theory of Fertility; Fernando Enrique Alvarez; Ph.D. Dissertation, University of Minnesota, 1994.

http://proquest.umi.com/pqdweb?did=741781281&Fmt=7&clientId=13392&RQT=309&VName=PQD

"Comments on 'Agricultural Markets Informality and the Distribution System'," Fernando Alvarez,Cuba in transition 1993, pp. 219-20.

"Reserve Requirements: Not a Solution to the Potential Capital Inflow Problem in Cuba," Fernando Alvarez,Cuba in transition 1993, pp. 305-16.

"Banking in Computable General Equilibrium Economies." Javier Diaz Gimenez, Edward C. Prescott, Terry Fitzgerald and Fernando Alvarez; Journal of Economic Dynamics & Control, 1992, 16(3,4), pp. 533.

http://dx.doi.org/10.1016/0165-1889(92)90048-J

Banking in Computable General Equilibrium Economies: Technical Appendices I and Ii; Fernando Alvarez and Terry J. Fitzgerald; Staff report no. 155; Minneapolis: Federal Reserve Bank of Minneapolis, 1992.

http://minneapolisfed.org/research/SR/SR155.pdf

"Base Estadistica En Espana De La Contabilidad Nacional Trimestral (with English Summary)." Fernando Alvarez; Revista Espanola de Economia, 1989, 6(1-2), pp. 59-83.

http://search.epnet.com/login.aspx?direct=true&db=ecn&an=0243561

"Beneficios De Un Subsidio a Un Factor O Al Producto En Un Contexto Distorsionado." Fernando Alvarez; Economica (National University of La Plata), 1988, 34(1), pp. 127-51.

http://search.epnet.com/login.aspx?direct=true&db=ecn&an=0233938