Thomas Lubik

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

  • Federal Reserve Banks - Federal Reserve Bank of Richmond

SCHOLARLY PAPERS

37

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1,662

SSRN CITATIONS
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Top 6,180

in Total Papers Citations

72

CROSSREF CITATIONS

141

Scholarly Papers (37)

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1.

On-the-Job Search and the Cyclical Dynamics of the Labor Market

Downloads 179 (117,967)
Citation 30

On-the-Job Search and the Cyclical Dynamics of the Labor Market

FRB Richmond Working Paper No. 10-12
Number of pages: 41 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 98 (361,642)
Citation 35

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search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

On-the-Job Search and the Cyclical Dynamics of the Labor Market

Bundesbank Series 1 Discussion Paper No. 2007,15
Number of pages: 60 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 81 (407,305)
Citation 4

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Search and matching, job-to-job mobility, worker flows, Beveridge curve, business cycle, propagation

2.

Modeling Labor Markets in Macroeconomics: Search and Matching

FRB Richmond Working Paper No. 14-19
Number of pages: 42 Posted: 20 Dec 2014
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 220 (188,927)
Citation 1

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Unemployment, vacancies, Beveridge curve, labor market reforms, monetary policy

3.

Estimating a Search and Matching Model of the Aggregate Labor Market

Downloads 207 (200,058)
Citation 17

Estimating a Search and Matching Model of the Aggregate Labor Market

FRB Richmond Economic Quarterly, Vol. 95, No. 2, Spring 2009, pp. 101-120
Number of pages: 20 Posted: 13 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 207 (199,867)
Citation 1

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Estimating a Search and Matching Model of the Aggregate Labor Market

Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
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4.

The Rise in Long-Term Unemployment: Potential Causes and Implications

Number of pages: 25 Posted: 31 Mar 2016 Last Revised: 15 Nov 2016
Andreas Hornstein and Thomas Lubik
Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 173 (234,406)

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5.

Monetary Policy Tradeoffs and the Federal Reserve'S Dual Mandate

FEDS Working Paper No. 2020-66
Number of pages: 33 Posted: 02 Sep 2020 Last Revised: 11 Sep 2020
Andrea Ajello, Isabel Cairo, Vasco Cúrdia, Thomas Lubik and Albert Queralto
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 128 (298,346)
Citation 1

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6.

The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

Downloads 84 (394,698)
Citation 12

The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

FRB Richmond Working Paper No. 13-16
Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond

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The Shifting and Twisting Beveridge Curve: An Aggregate Perspective

FRB Richmond Working Paper No. 13-16
Number of pages: 37 Posted: 04 Oct 2013
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 84 (398,565)
Citation 12

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Mismatch, unemployment, vacancies, Great Recession, Bayesian estimation

7.

Exchange Rate Volatility in a Simple Model of Firm Entry and FDI

Downloads 73 (427,475)

Exchange Rate Volatility in a Simple Model of Firm Entry and FDI

Posted: 14 Jul 2021
Thomas Lubik and Katheryn N. Russ
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

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Exchange Rate Volatility in a Simple Model of Firm Entry and FDI

FRB Richmond Economic Quarterly, vol. 98, no. 1, First Quarter 2012, pp. 51-76
Number of pages: 26 Posted: 20 Dec 2012
Thomas Lubik and Katheryn Russ
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of California, Davis
Downloads 73 (432,545)

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8.

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

Downloads 53 (500,372)
Citation 9

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

FRB Richmond Working Paper No. 14-2
Posted: 14 Jul 2021
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond

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Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

CAMA Working Paper No. 16/2014
Number of pages: 51 Posted: 10 Feb 2014 Last Revised: 11 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 30 (631,464)
Citation 7

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

FRB Richmond Working Paper No. 14-02
Number of pages: 50 Posted: 08 Feb 2014
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 23 (682,567)
Citation 4

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Federal Reserve, Great Moderation, Bayesian Estimation, Least Squares Learning

9.

Non-Stationarity and Instability in Small Open-Economy Models Even When They Are 'Closed'

FRB Richmond Economic Quarterly, vol. 93, no. 4, Fall 2007, pp. 393-412
Number of pages: 20 Posted: 09 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 47 (526,353)
Citation 4

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10.

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

Downloads 47 (526,353)
Citation 5

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

FRB Richmond Working Paper No. 12-02
Number of pages: 45 Posted: 20 Dec 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 26 (659,631)
Citation 3

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

CAMA Working Paper 19/2012
Number of pages: 47 Posted: 10 May 2012
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 21 (698,568)
Citation 5

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Bayesian VARs, stochastic volatility, time-varying parameters, structural VARs, long-run restrictions, sign restrictions, inventories, monetary policy, monetary regimes

11.

What Inventory Behavior Tells Us About How Business Cycles Have Changed

Downloads 43 (545,072)

What Inventory Behavior Tells Us About How Business Cycles Have Changed

FRB Richmond Working Paper No. 14-6
Posted: 14 Jul 2021
Thomas Lubik, Pierre-Daniel G. Sarte and Felipe F. Schwartzman
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond

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What Inventory Behavior Tells Us About How Business Cycles Have Changed

FRB Richmond Working Paper No. 14-06
Number of pages: 41 Posted: 09 Mar 2014
Thomas Lubik, Pierre-Daniel G. Sarte and Felipe F. Schwartzman
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 43 (556,180)
Citation 5

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Business Cycles, Inventories, Investment Wedge, Financial Frictions

12.

Instability and Indeterminacy in a Simple Search and Matching Model

Downloads 17 (545,072)
Citation 3

Instability and Indeterminacy in a Simple Search and Matching Model

FRB Richmond Economic Quarterly, vol. 96, no. 3, Third Quarter 2010, pp. 259-272
Number of pages: 14 Posted: 16 Dec 2012
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 17 (731,869)

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13.

Deep Habits in the New Keynesian Phillips Curve

Downloads 43 (545,072)

Deep Habits in the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 11-8
Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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Deep Habits in the New Keynesian Phillips Curve

CAMA Working Paper 9/2012
Number of pages: 39 Posted: 01 Mar 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 23 (682,567)

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Phillips curve, GMM, Marginal costs, Deep habits

Deep Habits in the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 11-08
Number of pages: 39 Posted: 18 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Nottingham
Downloads 20 (706,680)
Citation 1

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Phillips curve, GMM, marginal costs, deep habits

14.

Searching for Hysteresis

FRB Richmond Working Paper No. 21-3
Number of pages: 36 Posted: 14 May 2021
Luca Benati and Thomas Lubik
University of Bern and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 36 (580,894)

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15.

Inventories and Optimal Monetary Policy

Downloads 34 (591,758)

Inventories and Optimal Monetary Policy

Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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Inventories and Optimal Monetary Policy

FRB Richmond Economic Quarterly, Vol. 95, No. 4, Fall 2009, pp. 357-382
Number of pages: 26 Posted: 14 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 34 (606,115)

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16.

Indeterminacy and Imperfect information

Downloads 31 (609,129)

Indeterminacy and Imperfect information

Deutsche Bundesbank Discussion Paper No. 01/2020
Number of pages: 64 Posted: 26 Feb 2020
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Indiana University and Deutsche Bundesbank
Downloads 17 (731,869)

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Limited information; rational expectations; signal extraction; belief shocks

Indeterminacy and Imperfect Information

FRB Richmond Working Paper No. 19-17
Number of pages: 62 Posted: 22 Oct 2019
Thomas Lubik, Christian Matthes and Elmar Mertens
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Deutsche Bundesbank
Downloads 14 (758,210)

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17.

Is There News in Inventories?

CESifo Working Paper No. 8284
Number of pages: 56 Posted: 14 May 2020
Christoph Görtz, Christopher Gunn and Thomas Lubik
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 30 (615,234)

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news shocks, business cycles, inventories, knowledge capital, VAR

18.

Aggregate Labor Market Dynamics in Hong Kong

Downloads 28 (627,724)
Citation 1

Aggregate Labor Market Dynamics in Hong Kong

FRB Richmond Working Paper No. 11-2
Posted: 14 Jul 2021
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond

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Aggregate Labor Market Dynamics in Hong Kong

FRB Richmond Working Paper No. 11-2
Number of pages: 30 Posted: 18 Dec 2012
Thomas Lubik
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 28 (645,088)
Citation 1

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search and matching, unemployment, vacancies, Beveridge curve, Bayesian estimation

19.

How to Go Viral: A Covid-19 Model with Endogenously Time-Varying Parameters

FRB Richmond Working Paper No. 20-10
Number of pages: 35 Posted: 02 Oct 2020 Last Revised: 23 Oct 2020
Paul Ho, Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 24 (655,058)
Citation 4

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20.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 10-01
Number of pages: 34 Posted: 15 Dec 2012
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and National Taiwan University - Department of Economics
Downloads 23 (662,193)

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Phillips curve, GMM, marginal costs, inventories

21.

The Lucas Critique and the Stability of Empirical Models

Downloads 23 (662,193)

The Lucas Critique and the Stability of Empirical Models

FRB Richmond Working Paper No. 06-5
Posted: 14 Jul 2021
Thomas Lubik and Paolo Surico
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

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The Lucas Critique and the Stability of Empirical Models

FRB Richmond Working Paper No. 06-05
Number of pages: 33 Posted: 07 Dec 2012
Thomas Lubik and Paolo Surico
Federal Reserve Banks - Federal Reserve Bank of Richmond and London Business School - Department of Economics
Downloads 23 (682,567)
Citation 10

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Lucas critique, heteroskedasticity, parameter stability tests, rational expectations, indeterminacy

22.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

Bundesbank Series 1 Discussion Paper No. 2007,17
Number of pages: 44 Posted: 08 Jun 2016
Michael U. Krause and Thomas Lubik
University of Cologne and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 22 (669,579)

Abstract:

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Strategic wage setting, search and matching frictions, business cycle propagation

23.

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

Downloads 18 (676,935)
Citation 41

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

FRB Richmond Working Paper No. 08-1
Number of pages: 52 Posted: 11 Dec 2012
Michael U. Krause, Thomas Lubik and David Lopez-Salido
University of Cologne, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
Downloads 18 (723,302)
Citation 1

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Phillips curve, Bayesian estimation, marginal costs, labor market frictions

24.

Accounting for the Non-Employment of U.S. Men, 1968-2010

Downloads 17 (707,396)

Accounting for the Non-Employment of U.S. Men, 1968-2010

Posted: 14 Jul 2021
Marianna Kudlyak, Thomas Lubik and Jonathan Tompkins
Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

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Accounting for the Non-Employment of U.S. Men, 1968-2010

FRB Richmond Economic Quarterly, vol. 97, no. 4, Fourth Quarter 2011, pp. 359-387
Number of pages: 29 Posted: 19 Dec 2012
Marianna Kudlyak, Thomas Lubik and Jonathan J. Tompkins
Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 17 (731,869)

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25.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

FRB Richmond Working Paper No. 19-6
Number of pages: 45 Posted: 01 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik, Christian Matthes and Fabio Verona
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 16 (715,172)

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26.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

CESifo Working Paper No. 7891
Number of pages: 31 Posted: 23 Oct 2019
Christoph Görtz, Christopher Gunn and Thomas Lubik
University of Birmingham - Department of Economics, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 15 (723,218)

Abstract:

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structural VAR, news shocks, inventories

27.

What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

FRB Richmond Working Paper No. 19-18
Number of pages: 30 Posted: 22 Oct 2019
Christoph Gortz, Christopher Gunn and Thomas Lubik
University of Birmingham, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 14 (731,603)

Abstract:

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28.

How Likely is the Zero Lower Bound?

Number of pages: 17 Posted: 12 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik and Christian Matthes
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 12 (748,879)

Abstract:

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29.

Is There News in Inventories?

FRB Richmond Working Paper No. 20-3
Number of pages: 43 Posted: 23 Jul 2020
Christoph Gortz, Christopher Gunn and Thomas Lubik
University of Birmingham, Carleton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 5 (812,462)

Abstract:

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30.

The Time-Varying Beveridge Curve

FRB Richmond Working Paper No. 13-12
Posted: 14 Jul 2021
Luca Benati and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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31.

Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

FRB Richmond Working Paper No. 12-2
Posted: 14 Jul 2021
Luca Benati and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

Loading...

32.

On-the-Job Search and the Cyclical Dynamics of the Labor Market

FRB Richmond Working Paper No. 10-12
Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 0 (875,040)

Abstract:

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33.

Inventories, Inflation Dynamics, and the New Keynesian Phillips Curve

FRB Richmond Working Paper No. 10-1
Posted: 14 Jul 2021
Thomas Lubik and Wing Leong Teo
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN

Abstract:

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34.

Modeling Labor Markets in Macroeconomics: Search and Matching

FRB Richmond Working Paper No. 14-19
Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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35.

Instability and Indeterminacy in a Simple Search and Matching Model

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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36.

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis

FRB Richmond Working Paper No. 08-1
Posted: 14 Jul 2021
Michael U. Krause, David Lopez-Salido and Thomas Lubik
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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37.

Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?

Posted: 14 Jul 2021
Michael U. Krause and Thomas Lubik
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond

Abstract:

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