Published papers in pdf format:
“What can account for fluctuations in the terms of trade?” (with M. Kouparitsas), (with M.J. Kouparitsas), International Finance, 2006.
“Determinants of business cycle comovement: A robust analysis,” (with M. Kouparitsas), Journal of Monetary Economics 2005.
“Variable factor utilization and international business cycles,” (with D. Farr), also available as
NBER Working Paper 8392 at http://www.nber.org.
“Trade structure, industrial structure, and international business cycles,” (with M. Kouparitsas)
“Social Security as a financial asset: Gender-specific risks and returns,” also available as NBER
Working Paper 8329 at http://www.nber.org.
published in Risk Aspects of Investment Based Social Security Reform (M. Feldstein and J.
Campbell, eds.,), University of Chicago Press., 2001.
“Household production and the excess sensitivity of consumption to current income,” (with U. Jermann), American Economic Review, September 1999.
“Measuring business cycles: Approximate band-pass filters for economic time series” (with R.G. King), Review of Economics and Statistics 81:4, November 1999, 575-593.
“Synthetic returns on NIPA assets: An international comparison” (with U.J. Jermann and R.G. King), European Economic Review 42 (1998), 1141-1172.
“Nontraded goods, nontraded factors, and international non-diversification,” (with U.J. Jermann and R.G. King), Journal of International Economics 44:2, April 1998, 211-229.
“The international diversification puzzle is worse than you think,” American Economic Review 87:1 (March 1997), 170-191.
“Are consumer durables important for business cycles?” Review of Economics and Statistics LXXVIII:1 (February 1996), 147-155.
“International trade and business cycles,” in: Handbook of International Economics 3, (G. Grossman and K. Rogoff, eds.), December 1995.
“Business cycles and the asset structure of foreign trade,” (with M.J. Crucini), International Economic Review 36:4 (November 1995), 821-854.
“Real exchange rates and real interest differentials: Have we missed the business-cycle relationship?” Journal of Monetary Economics 33:1 (February 1994), 5-37.
“Fiscal policy in general equilibrium,” (with R.G. King), American Economic Review 83 (June 1993), 315-334.
“Explaining saving-investment correlations,” (with M.J. Crucini), American Economic Review 83 (June 1993), 416-436.
“Fiscal policy, specialization, and trade in the two-sector model: The return of Ricardo?” Journal of Political Economy 100:4 (August 1992), 713-744.
“Approximating suboptimal dynamic equilibria: An Euler equation approach,” Journal of Monetary Economics 27 (October 1991), 173-200.
Business cycles, stylized facts, and the exchange-rate regime: Evidence from the United States,” Journal of International Money and Finance 10, (January 1991), 71-88.
Solving the stochastic growth model: A discrete-state-space, Euler equation approach to computing dynamic equilibria,” (with M.J. Crucini and K.G. Rouwenhorst), Journal of Business and Economic Statistics 8, (January 1990), 19-21.
“Rational response to unanticipated policies: Financial markets' response to the 1979 change in Federal Reserve operating procedure,” Carnegie-Rochester Conference Series on Public Policy 31 (1989), 247-295.
Money and market incompleteness in overlapping-generations models,” Journal of Monetary
Economics 24 (July 1989), 69-91.
“Business cycles and the exchange-rate regime: Some international evidence,” (with A. Stockman), Journal of Monetary Economics 23, (May 1989), 377-400.
“The role of expectations in stabilization policy,” Journal of Monetary Economics 15 (May