Del Negro, Giannone, Giannoni, and Tambalotti: "Global Trends in Interest Rates" (@SNB, 2019)
Carriero, Clark, and Marcellino: "Endogenous Uncertainty" (@DolomitMacro, 2019)
Stevens and Wauters: "Is euro area lowflation here to stay? Insights from a time-varying parameter model with survey data" (@NBB 2018)
Mertens and Williams: "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivative Prices" (@CEBRA 2018)
Chahrour and Jurado: "News or Noise: The Missing Link" (@Unil/NAIF 2016)
Carvalho, Eusepi, Moench and Preston: "In search of a nominal anchor: What drives long-term inflation expectations?" (@FRB-CLE , 2016)
Mertens and Ravn's "Reconciliation of SVAR and narrative estimates of tax multipliers" (@Gerzensee/JME, 2012)
The paper as published in the JME: html (ideas)
My slides: pdf
Nason and Smith's "Reverse Kalman Filtering U.S. Inflation with Sticky Professional Forecasts" (@FRB-PHIL 2012)
Forlati and Lambertini's "Risky Mortgages in a DSGE Model" (@SNB, 2010)
Meh and Moran's "The Role of Bank Capital in the Propagation of Shocks" (@SNB, 2009)
Angeletos and La'O "Incomplete Information, Higher-Order Beliefs and the Inertia of Prices in the Calvo Model" (@Gerzensee/JME, 2008)
SNB/JME conference on "Monetary Policy under Imperfect Information", December 2008 at Study Center Gerzensee
Christian Gollier's "Economics of Risk and Time"
Olivier de la Grandville's "Bond Pricing and Portfolio Analysis"
Prisman's "Pricing Derivative Securities, An Interactive Dynamic Environment with Maple V and Matlab"
Danthine and Donaldson's "Intermediate Financial Theory (1st edition)"
When Smart Money is Borrowed Money
Kyle and Xiong (2001, JF) and Shleifer and Vishny (1997, JF)
pdf, (appeared in 3/2002 of FMPM)
Recent Models in Behavioral Finance Put to Test
The models of DHS (1998), BSV (1998) and Hong and Stein (1999) as well as the tests in HLS (2000) and Lee and Swaminathan (2000)
pdf, appeared in 1/2001 of FMPM