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Selected Bibliographies of Economics Faculty | Harald Uhlig


Selected Bibliography for Harald Uhlig
Professor in Economics and the College


Accessing linked articles
Explaining Asset Prices with External Habits and Wage Rigidities in a Dsge Model; Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2007-003; Berlin: Humboldt University, 2007.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2007-003a.pdf

"Should Smart Investors Buy Funds with High Past Returns?" Frederic Palomino and Harald Uhlig; Review of Finance, 2007, 11(1), pp. 51-70.

"Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model." Harald Uhlig; American Economic Review, 2007, 97(2), pp. 239-43.

http://dx.doi.org/10.1257/aer.97.2.239

Pension Systems and the Allocation of Macroeconomic Risk; Lans Bovenberg and Harald Uhlig; Center for Economic Research, Discussion Paper: 101; Tilburg University, 2006.

http://greywww.uvt.nl:2080/greyfiles/center/2006/doc/101.pdf

Pension Sytems and the Allocation of Macroeconomic Risk; Lans Bovenberg and Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-066; Berlin: Humboldt University, 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-066.pdf

How Far Are We from the Slippery Slope? The Laffer Curve Revisited; Mathias Trabandt and Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-023; Berlin: Humboldt University, 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-023.pdf

Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification; Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2006-004; Berlin: Humboldt University, 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-004.pdf

On the Coexistence of Banks and Markets; Hans Gersbach and Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-054; Berlin: Humboldt University 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-054.pdf

The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk; Anton Braun and Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-070; Berlin: Humboldt University, 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-070.pdf

Approximate Solutions to Dynamic Models - Linear Methods; Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-030; Berlin: Humboldt University, 2006.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-030.pdf

"Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification." Harald Uhlig; American Economic Review, 2006, 96(2), pp. 383-83.

http://dx.doi.org/10.1257/000282806777212260

"Competitive Risk Sharing Contracts with One-Sided Commitment." Dirk Krueger and Harald Uhlig; Journal of Monetary Economics, 2006, 53(7), pp. 1661-91.

http://dx.doi.org/10.1016/j.jmoneco.2005.07.019

"Debt Contracts and Collapse as Competition Phenomena." Hans Gersbach and Harald Uhlig; Journal of Financial Intermediation, 2006, 15(4), pp. 556-74.

http://dx.doi.org/10.1016/j.jfi.2005.12.001

New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates; Almuth Scholl and Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2005-037; Berlin: Humboldt University, 2005.

http://141.20.100.9/papers/pdf/SFB649DP2005-037.pdf

What Are the Effects of Fiscal Policy Shocks?; Andrew Mountford and Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2005-039; Berlin: Humboldt University 2005.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-039.pdf

Bank Finance Versus Bond Finance - What Explains the Differences between Us and Europe?; Fiorella De Fiore and Harald Uhlig; Working Paper Series: 547; European Central Bank, 2005.

http://www.ecb.int/pub/pdf/scpwps/ecbwp547.pdf

Bank Finance Versus Bond Finance: What Explains the Differences between Us and Europe?; Fiorella De Fiore and Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2005-042; Berlin: Humboldt University, 2005.

http://141.20.100.9/papers/pdf/SFB649DP2005-042.pdf

Competitive Risk Sharing Contracts with One-Sided Commitment; Dirk Krueger and Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2005-003; Berlin: Humboldt University, 2005.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-003.pdf

"Comment on 'Monetary Policy in Real Time'." Harald Uhlig, Mark Gertler and Kenneth Rogoff; NBER Macroeconomics Annual 2004, 2005, pp. 201-15.

http://search.ebscohost.com/login.aspx?direct=true

&db=bth&AN=18944866 "Towards a Monthly Business Cycle Chronology for the Euro Area." Emanuel Monch and Harald Uhlig; Journal of Business Cycle Measurement and Analysis, 2005, 2(1), pp. 43-69.

http://miranda.sourceoecd.org/vl=2303412/cl=13/nw=1/rpsv/ij/oecdjournals/17293618/v2005n1/s1/p1l

"What Are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure." Harald Uhlig; Journal of Monetary Economics, 2005, 52(2), pp. 381-419.

http://dx.doi.org/10.1016/j.jmoneco.2004.05.007

Discussion of 'the Source of Historical Economic Fluctuations: An Analysis Using Long-Run Restrictions' by Neville Francis and Valerie A. Ramey; Harald Uhlig; SFB 649 Discussion Papers: SFB649DP2006-042; Humboldt University, 2004.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-042.pdf

"Comments on 'Optimal Fiscal and Monetary Policy under Imperfect Competition.'" Harald Uhlig; Journal of Macroeconomics, 2004, 26(2), pp. 211-17.

http://dx.doi.org/10.1016/j.jmacro.2003.11.001

"Do Technology Shocks Lead to a Fall in Total Hours Worked?" Harald Uhlig; Journal of the European Economic Association, 2004, 2(2-3), pp. 361-71.

http://search.ebscohost.com/login.aspx?direct=true

&db=ecn&AN=0783888 "Commentary on 'the Macroeconomic Effects of Inflation Targeting'." Harald Uhlig; Federal Reserve Bank of St. Louis Review, 2004, 86(4), pp. 81-88.

http://research.stlouisfed.org/publications/review/04/07/Uhlig.pdf

Competitive Risk Sharing Contracts with One-Sided Commitment; Dirk Krueger and Harald Uhlig; NBER Working Papers Series no. 10135; Cambridge: National Bureau of Economic Research, 2003.

http://www.nber.org/papers/w10135

Towards a Monthly Business Cycle Chronology for the Euro Area; Emanuel Monch and Harald Uhlig; CRC 649 Discussion Papers: SFB649DP2005-023; Berlin: Humboldt University, 2003.

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-023.pdf

"One Money, but Many Fiscal Policies in Europe: What Are the Consequences?," Harald Uhlig, in M. Buti: Monetary and Fiscal Policies in Emu: Interactions and Coordination. Cambridge; New York and Melbourne:: Cambridge University Press, 2003, pp. 29-56

"The Sharpe Ratio and Preferences: A Parametric Approach." Martin Lettau and Harald Uhlig; Macroeconomic Dynamics, 2002, 6(2), pp. 242-65.

http://dx.doi.org/10.1017/S1365100502031036

"On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations." Morten O. Ravn and Harald Uhlig; Review of Economics and Statistics, 2002, 84(2), pp. 371-76.

http://search.ebscohost.com/login.aspx?direct=true&db=ecn&AN=0609970

Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions; Harald Uhlig; CESifo Working Paper Series No. 629; Munich: CESifo 2001.

http://www.cesifo-group.de/~DocCIDL/cesifo_wp629.pdf

"Analysis of the Monetary Transmission Mechanism: Methodological Issues: Discussion," Harald Uhlig, in The Monetary Transmission Process: Recent Developments and Lessons for Europe. Houndmills, U.K. and New York: Palgrave, 2001, pp. 51-59

"Can Habit Formation Be Reconciled with Business Cycle Facts?" Martin Lettau and Harald Uhlig; Review of Economic Dynamics, 2000, 3(1), pp. 79-99.

http://dx.doi.org/10.1006/redy.1998.0035

"What Is the Real Story for Interest Rate Volatility?" Andreas Hornstein and Harald Uhlig; German Economic Review, 2000, 1(1), pp. 43-67.

http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0475.00004

"Tax Policy and Aggregate Demand Management under Catching up with the Joneses." Lars Ljungqvist and Harald Uhlig; American Economic Review, 2000, 90(3), pp. 356-66.

http://www.jstor.org/view/00028282/ap000013/00a00050/0

"Should We Be Afraid of Friedman's Rule?" Harald Uhlig; Journal of the Japanese and International Economies, 2000, 14(4), pp. 261-303.

http://dx.doi.org/10.1006/jjie.2000.0453

What Is the Real Story for Interest Rate Volatility?; Andreas Hornstein and Harald Uhlig; Working Paper: 99-9; Richmond: Federal Reserve Bank of Richmond, 1999.

http://www.richmondfed.org/publications/economic_research/working_papers/pdfs/wp99-9.pdf

"A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily," Harald Uhlig, in R. Marimon and A. Scott: Computational Methods for the Study of Dynamic Economies. Oxford and New York: Oxford University Press, 1999, pp. 30-61

"Growth and the Cycle: Creative Destruction Versus Entrenchment." Erik Canton and Harald Uhlig; Journal of Economics (Zeitschrift fur Nationalokonomie), 1999, 69(3), pp. 239-66.

http://dx.doi.org/10.1007/BF01231161

"Rules of Thumb Versus Dynamic Programming." Martin Lettau and Harald Uhlig; American Economic Review, 1999, 89(1), pp. 148-74.

http://www.jstor.org/view/00028282/ap000006/00a00080/0

"Fickle Investors: An Impediment to Growth?" Andrew Scott and Harald Uhlig; European Economic Review, 1999, 43(7), pp. 1345-70.

http://dx.doi.org/10.1016/S0014-2921(98)00129-9

"An Analysis of the Stability and Growth Pact." Roel Beetsma and Harald Uhlig; Economic Journal, 1999, 109(458), pp. 546-71.

http://www.jstor.org/view/00130133/di010589/01p0441j/0

"Capital Income Taxation and the Sustainability of Permanent Primary Deficits," Harald Uhlig, in S. Brakman, H. van Ees and S. K. Kuipers: Market Behaviour and Macroeconomic Modelling. New York: St. Martin's Press, 1998, pp. 309-37

"The Robustness of Identified Var Conclusions About Money: A Comment." Harald Uhlig; Carnegie-Rochester Conference Series on Public Policy, 1998, 49, pp. 245-63.

http://dx.doi.org.proxy.uchicago.edu/10.1016/S0167-2231(99)00010-X

"Bayesian Vector Autoregressions with Stochastic Volatility." Harald Uhlig; Econometrica, 1997, 65(1), pp. 59-73.

http://www.jstor.org/view/00129682/di982592/98p0158t/0

"A Law of Large Numbers for Large Economies." Harald Uhlig; Economic Theory, 1996, 8(1), pp. 41-50.

http://search.ebscohost.com/login.aspx?direct=true&db=ecn&AN=0392951

"Increasing the Capital Income Tax May Lead to Faster Growth." Harald Uhlig and Noriyuki Yanagawa; European Economic Review, 1996, 40(8), pp. 1521-40.

http://dx.doi.org/10.1016/0014-2921(96)00032-3

A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily; Harald Uhlig; Institute for Empirical Macroeconomics Discussion Paper 101; Minneapolis: Federal Reserve Bank of Minneapolis, 1995.

http://minneapolisfed.org/research/DP/DP101.pdf

"What Macroeconomists Should Know About Unit Roots: A Bayesian Perspective." Harald Uhlig; Econometric Theory, 1994, 10(3-4), pp. 645-71.

http://www.jstor.org/view/02664666/ap060034/06a00110/0

"On Jeffreys Prior When Using the Exact Liklihood Function." Harald Uhlig; Econometric Theory, 1994, 10(3-4), pp. 633-44.

http://www.jstor.org/view/02664666/ap060034/06a00100/0

"Comment on 'Bayesian Analysis of Stochastic Volatility Models'." Harald Uhlig; Journal of Business and Economic Statistics, 1994, 12(4), pp. 410-12.

http://www.jstor.org.proxy.uchicago.edu/view/07350015/ap050048/05a00120/0

Transition and Financial Collapse; Harald Uhlig; CESifo Working Paper Series No. 40; Munich: CESifo 1993.

http://www.cesifo-group.de/~DocCIDL/cesifo_wp479.pdf

"The Timing of Information in a General Equilibrium Framework." Jonathan B. Berk and Harald Uhlig; Journal of Economic Theory, 1993, 59(2), pp. 275-87.

http://dx.doi.org.proxy.uchicago.edu/10.1006/jeth.1993.1018

"The Impact of Large Portfolio Insurers on Asset Prices." R. Glen Donaldson and Harald Uhlig; Journal of Finance, 1993, 48(5), pp. 1943-55.

http://www.jstor.org/view/00221082/di992040/99p0241e/0

"Understanding Unit Rooters: A Helicopter Tour." Christopher A. Sims and Harald Uhlig; Econometrica, 1991, 59(6), pp. 1591-99.

http://www.jstor.org/view/00129682/di971026/97p0165g/0

Costly Information Acquisition, Stock Prices and Neoclassical Growth; Harald Friedrich Hans Volker Sigmar Uhlig; Ph.D. Dissertation, University of Minnesota, 1990.

Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods; John B. Taylor and Harald Uhlig; NBER Working Papers Series no. 3117; Cambridge: National Bureau of Economic Research, 1990.

http://www.nber.org/papers/w3117

"Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods." John B. Taylor and Harald Uhlig; Journal of Business and Economic Statistics, 1990, 8(1), pp. 1-17.

http://www.jstor.org/view/07350015/ap050029/05a00020/0

"Reasonable Extreme-Bounds Analysis." Clive W. J. Granger and Harald F. Uhlig; Journal of Econometrics, 1990, 44(1-2), pp. 159-70.

http://dx.doi.org.proxy.uchicago.edu/10.1016/0304-4076(90)90077-7

Understanding Unit Rooters: A Helicopter Tour; Christopher A. Sims and Harald Uhlig; Institute for Empirical Macroeconomics Discussion Paper 4; Minneapolis: Federal Reserve Bank of Minneapolis, 1988.

http://minneapolisfed.org/research/DP/DP4.pdf

Reasonable Extreme Bounds Analysis; Clive W. J. Granger and Harald F. Uhlig; Institute for Empirical Macroeconomics Discussion Paper 2; Minneapolis: Federal Reserve Bank of Minneapolis, 1988.

http://minneapolisfed.org/research/DP/DP2.pdf