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266 records from EconBiz based on author Name
1. A simple measure of anchoring for short-run expected inflation in FIRE models
Jørgensen, Peter Lihn; Lansing, Kevin J.;2024
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability:
Link 2. Replicating Business Cycles and Asset Returns with Sentiment and Low Risk Aversion
abstractUsing a real business cycle model, I solve for the sequences of shocks (or wedges) that allow the model to exactly replicate the quarterly time paths of U.S. macroeconomic variables and asset returns since 1960. Shocks that appear in the capital law of motion and shocks to equity sentiment are important drivers of movements in most U.S. variables and asset returns. But other shocks also play a significant role, particularly for lower frequency movements. The results imply that there is no "most important shock." Rather, U.S. economic outcomes have been shaped by a complex and time-varying mixture of fundamental and non-fundamental disturbances
Lansing, Kevin J.;2023
Availability: Link Link
3. Replicating and projecting the path of COVID-19 with a model-implied reproduction number
Buckman, Shelby R.; Glick, Reuven; Lansing, Kevin J.; Petrosky-Nadeau, Nicolas; Seitelman, Lily M.;2020
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability:
Link Citations: 1 (based on OpenCitations)
4. Anchored inflation expectations and the flatter Phillips curve
Jørgensen, Peter Lihn; Lansing, Kevin J.;2019
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: Link
Citations: 9 (based on OpenCitations)
5. Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun;2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
Citations: 3 (based on OpenCitations)
6. Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun;2018
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: Link
Citations: 1 (based on OpenCitations)
7. Real business cycles, animal spirits, and stock market valuation
Lansing, Kevin J.;2018
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: Link
Citations: 3 (based on OpenCitations)
8. Replicating business cycles and asset returns with sentiment and low risk aversion
Lansing, Kevin J.;2021
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability:
Link 9. Top Incomes, Rising Inequality, and Welfare
abstractWe introduce permanently-shifting income shares into a standard growth model with two types of agents. Capital owners represent the top quintile of U.S. households while workers represent the remainder. Our tractable model allows us to exactly replicate the observed U.S. time paths of the top quintile income share, capital’s share of income, and key macroeconomic variables over the period 1970 to 2013. For the baseline simulation, the welfare gain for capital owners is 3.7% of per-period consumption while workers suffer a welfare loss of 1.4%. Using counterfactual simulations, we find that both groups could have achieved gains if redistributive government transfers had increased to around 18% of total output by the year 2013 - somewhat higher than the actual value of around 15% observed in the data
Lansing, Kevin J.; Markiewicz, Agnieszka;2021
Availability: Link Link
10. Endogenous forecast switching near the zero lower bound
Lansing, Kevin J.;2021
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
Citations: 4 (based on OpenCitations)
