Morten O. Ravn

European University Institute - Economics Department (ECO)

Professor

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

London Business School - Department of Economics

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

University of Southampton

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

31

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203

CROSSREF CITATIONS

1,217

Scholarly Papers (31)

On Adjusting the Hp-Filter for the Frequency of Observations

Number of pages: 21 Posted: 11 Jul 2001
Morten O. Ravn and Harald Uhlig
European University Institute - Economics Department (ECO) and University of Chicago - Department of Economics
Downloads 270 (147,011)
Citation 1

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On Adjusting the Hp-Filter for the Frequency of Observations

London Business School Economics Discussion Paper No. DP 2001/1
Number of pages: 20 Posted: 13 Mar 2003
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 69 (428,059)
Citation 16

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On Adjusting the Hp-Filter for the Frequency of Observations

Number of pages: 24 Posted: 21 Jul 2001
Morten O. Ravn and Harald Uhlig
European University Institute - Economics Department (ECO) and University of Chicago - Department of Economics
Downloads 36 (571,816)
Citation 2
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Business cycles, trends, HP-filter, temporal aggregation, historical business cycle properties

2.

A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-Supply Shocks: Positive vs. Negative or Big vs. Small?

Number of pages: 33 Posted: 19 Aug 1996
Morten O. Ravn and Martín Sola
European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella
Downloads 306 (129,565)
Citation 13

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PPP Strikes Back: Aggregation and the Real Exchange Rate

Number of pages: 55 Posted: 13 Mar 2003
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 158 (242,092)

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Real Exchange Rate Persistence, Purchasing Power Parity, Aggregation, Parameter Heterogeneity

PPP Strikes Back: Aggregation and the Real Exchange Rate

Number of pages: 42 Posted: 28 Jan 2006
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 68 (431,436)

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Real exchange rate persistence, purchasing power parity, aggregation, parameter heterogeneity

PPP Strikes Back: Aggregation and the Real Exchange Rate

NBER Working Paper No. w9372
Number of pages: 42 Posted: 19 Dec 2002 Last Revised: 12 Aug 2021
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 37 (566,112)
Citation 5

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PPP Strikes Back: Aggregation and the Real Exchange Rate

Number of pages: 57 Posted: 12 Feb 2003
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 23 (657,302)
Citation 13
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Real exchange rate persistence, aggregation, parameter heterogeneity, purchasing power parity

PPP Strikes Back: Aggregation and the Real Exchange Rate

Posted: 29 Apr 2005
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School

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Real Exchange Rate Persistence, Purchasing Power Parity, Parameter Heterogeneity

4.
Downloads 169 (228,257)
Citation 17

Consumption Dynamics and Real Exchange Rates

London Business School Economics Discussion Paper No. 2001-2
Number of pages: 32 Posted: 06 Nov 2001
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 144 (261,448)
Citation 18

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Consumption risk sharing, real exchange rates, non-separabilities, habit persistence

Consumption Dynamics and Real Exchange Rates

Number of pages: 37 Posted: 04 Oct 2001
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 25 (642,350)
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Consumption risk sharing, habit persistence, non-separabilities, real exchange rates

5.

Relative Price Riddles in International Business Cycle Theory: Are Transport Costs the Explanation?

Universitat Pompeu Fabra Economics WP No. 312
Number of pages: 32 Posted: 07 Jan 1999
Elisabetta Mazzenga and Morten O. Ravn
University of Rome Tor Vergata - Faculty of Economics and European University Institute - Economics Department (ECO)
Downloads 121 (297,475)
Citation 1

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6.
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Citation 12

Deep Habits

Number of pages: 42 Posted: 31 Jan 2004
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 53 (488,484)
Citation 5

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Deep Habits

Number of pages: 44 Posted: 01 Apr 2004
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 20 (680,533)
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Habit formation, customer market models, switching cost models, time varying mark-ups, business cycles

7.
Downloads 63 (443,099)
Citation 2

"Aggregation Bias" Does Explain the PPP Puzzle

NBER Working Paper No. w11607
Number of pages: 33 Posted: 01 Nov 2005 Last Revised: 21 Mar 2021
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 49 (506,070)
Citation 1

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'Aggregation Bias' Does Explain the PPP Puzzle

Number of pages: 35 Posted: 24 Oct 2005
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
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Goods market integration, heterogenous dynamics, relative prices

Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate

NBER Working Paper No. w13328
Number of pages: 38 Posted: 24 Aug 2007 Last Revised: 03 Dec 2021
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (524,799)
Citation 4

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Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate

Number of pages: 40 Posted: 05 Jun 2008
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 1 (850,081)
Citation 19
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Countercyclical Mark-ups, Deep Habits, Government Spending Shocks, Real exchange rate movements

9.
Downloads 46 (510,237)
Citation 13

The Macroeconomics of Subsistence Points

NBER Working Paper No. w11012
Number of pages: 16 Posted: 26 Jan 2005 Last Revised: 05 Aug 2021
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 29 (614,211)

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The Macroeconomics of Subsistence Points

Number of pages: 18 Posted: 05 May 2005
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 17 (704,533)
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Non-homothetic preferences, time-varying markups, business cycles

10.
Downloads 38 (548,343)
Citation 11

The Consumption-Tightness Puzzle

NBER Working Paper No. w12421
Number of pages: 40 Posted: 13 Aug 2006 Last Revised: 11 Dec 2021
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 23 (657,302)

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The Consumption-Tightness Puzzle

Number of pages: 38 Posted: 28 Jul 2006
Morten O. Ravn
European University Institute - Economics Department (ECO)
Downloads 15 (720,905)
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Labour market participation, matching models, intensive search margin, labour market tightness, unemployment, homework

11.
Downloads 31 (586,009)
Citation 9

Pricing to Habits and the Law of One Price

NBER Working Paper No. w12731
Number of pages: 14 Posted: 06 Dec 2006 Last Revised: 16 Oct 2021
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 28 (621,000)
Citation 6

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Pricing to Habits and the Law of One Price

Number of pages: 16 Posted: 26 Jun 2007
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 3 (825,424)
Citation 1
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Countercyclical markup, deep habits, government spending, Law of one price, real exchange rate

Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks

NBER Working Paper No. w16289
Number of pages: 52 Posted: 24 Aug 2010 Last Revised: 03 Jan 2022
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 27 (627,859)

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Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks

Number of pages: 53 Posted: 26 Aug 2009
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 2 (836,386)
Citation 1
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anticipation effects, business cycles, fiscal policy, tax liabilities

13.
Downloads 28 (604,228)
Citation 7

Incomplete Cost Pass-Through Under Deep Habits

NBER Working Paper No. w12961
Number of pages: 20 Posted: 15 Mar 2007 Last Revised: 02 Dec 2021
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 25 (642,350)

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Incomplete Cost Pass-Through Under Deep Habits

Number of pages: 25 Posted: 09 Jun 2008
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 3 (825,424)
Citation 2
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cost pass-through, deep habits, markups

14.

Markov Switching Causality and the Money-Output Relationship

Number of pages: 30 Posted: 23 Apr 2003
Zacharias Psaradakis, Morten O. Ravn and Martín Sola
University of London - Economics, Mathematics and Statistics, European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella
Downloads 24 (630,692)
Citation 1
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Granger causality, Markov chain, regime switching, structural instability

15.

Empirical Evidence on the Aggregate Effects of Anticipated and Unanticipated US Tax Policy Shocks

National Bank of Belgium Working Paper No. 181
Number of pages: 60 Posted: 24 Sep 2010 Last Revised: 27 Sep 2010
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 23 (637,516)
Citation 67

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policy shocks, tax liabilities, anticipation effects, business cycles

16.
Downloads 23 (637,516)
Citation 3

One TV, One Price?

NBER Working Paper No. w15418
Number of pages: 38 Posted: 26 Oct 2009 Last Revised: 19 Aug 2021
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 17 (704,533)

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One TV, One Price?

Scandinavian Journal of Economics, Vol. 112, No. 4, pp. 753-781, December 2010
Number of pages: 29 Posted: 16 Nov 2010
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
Downloads 4 (816,300)
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One TV, One Price?

Number of pages: 40 Posted: 17 Nov 2009
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and London Business School
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border effects, brand perception, international and regional price differences

One TV, One Price?

Scandinavian Journal of Economics, Vol. 112, No. 4, pp. 753-781, 2010
Number of pages: 29 Posted: 19 Dec 2010
Paris School of Economics (PSE)NYU Abu Dhabi, Bank of EnglandUniversity of London - School of Sciences, European University Institute - Economics Department (ECO) and affiliation not provided to SSRN
Downloads 1 (850,081)
Citation 1
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International and regional price differences, border effect, brand perception

17.

International Business Cycles: The Quantitative Role of Transportation Costs

CEPR Discussion Paper No. 3530
Number of pages: 41 Posted: 09 Oct 2002
Elisabetta Mazzenga and Morten O. Ravn
University of Rome Tor Vergata - Faculty of Economics and European University Institute - Economics Department (ECO)
Downloads 21 (651,639)
Citation 1
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International business cycles, costs of transportation, home-bias in trade, terms of trade, real exchange rates, international comovements, delivery lags

The Hp-Filter in Cross-Country Comparisons

Number of pages: 31 Posted: 05 Mar 2004
Albert Marcet and Morten O. Ravn
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European University Institute - Economics Department (ECO)
Downloads 21 (672,705)
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Business cycles, cross-country comparisons, macroeconomic volatility

The Hp-Filter in Cross-Country Comparisons

UPF, Economics and Business Working Paper No. 588
Posted: 20 Aug 2002
Albert Marcet and Morten O. Ravn
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European University Institute - Economics Department (ECO)

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Business cycles, cross-country comparisons, macroeconomic volatility

19.

Fiscal Policy in an Expectations Driven Liquidity Trap

Number of pages: 55 Posted: 26 Jul 2010
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 7 (759,449)
Citation 17
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confidence shocks, fiscal policy, liquidity trap, sunspots

20.

Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States

Scandinavian Journal of Economics, Vol. 109, Issue 4, pp. 743-777, March 2008
Number of pages: 35 Posted: 29 Feb 2008
Morten O. Ravn and Saverio Simonelli
European University Institute - Economics Department (ECO) and University of Naples Federico II - Department of Economics and Statistics
Downloads 7 (759,449)
Citation 1
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21.

Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach

Number of pages: 46 Posted: 08 Sep 2009
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 5 (775,386)
Citation 3
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anticipation effects, fiscal policy, structural vector autoregressions

22.

Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks

Number of pages: 47 Posted: 24 Aug 2010
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 3 (791,496)
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business cycles, hours worked, tax shocks, technology shocks

23.

Deep Habits and the Dynamic Effects of Monetary Policy Shocks

Number of pages: 40 Posted: 18 Feb 2009
European University Institute - Economics Department (ECO), Centre for Economic Policy Research (CEPR), Columbia University - Graduate School of Arts and Sciences - Department of Economics and Bank of Estonia
Downloads 3 (791,496)
Citation 9
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countercyclical markup, deep habits, inflation persistence, monetayr policy shocks, price puzzle

24.

The Aggregate Effects of Anticipated and Unanticipated U.S. Tax Policy Shocks: Theory and Empirical Evidence

Number of pages: 55 Posted: 09 Jun 2008
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 3 (791,496)
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anticipation effects, fiscal policy, structural estimation, tax liabilities

25.

Understanding the Aggregate Effects of Anticipated and Unanticipated Tax Policy Shocks

Number of pages: 55 Posted: 17 Nov 2009
Karel Mertens, Karel Mertens and Morten O. Ravn
FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and European University Institute - Economics Department (ECO)
Downloads 2 (801,170)
Citation 7
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anticipation effects, fiscal policy, structural estimation, tax liabilities

26.

Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States

Number of pages: 38 Posted: 29 May 2008
Morten O. Ravn and Saverio Simonelli
European University Institute - Economics Department (ECO) and University of Naples Federico II - Department of Economics and Statistics
Downloads 2 (801,170)
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Beveridge curve, Dunlop, Dunlop-Tarshis observation, labour market dynamics, neutral and investment specific technology shocks, structural VAR

27.

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State

CEPR Discussion Paper Series Number 2038
Posted: 26 Mar 1999
Fabio Canova and Morten O. Ravn
BI Norwegian Business School and European University Institute - Economics Department (ECO)

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28.

Schooling, Training, Growth and Minimum Wages

Memo 1995-14
Posted: 22 Aug 1998
Morten O. Ravn and Jan Rose Sorensen
European University Institute - Economics Department (ECO) and Aarhus University - Department of Economics and Business Economics

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29.

Crossing the Rio Grande: Migrations, Business Cycles and the Welfare State

Universitat Pompeu Fabra Economics WP No. 248
Posted: 05 Jun 1998
Morten O. Ravn and Fabio Canova
European University Institute - Economics Department (ECO) and BI Norwegian Business School

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30.

Asymmetric Effects of Monetary Policy in the Us: Positive vs. Negative or Big vs. Small?

Universitat Pompeu Fabra Economic WP 247
Posted: 13 Mar 1998
Morten O. Ravn and Martín Sola
European University Institute - Economics Department (ECO) and Universidad Torcuato Di Tella

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31.

Minimum Wages: Curse or Blessing

RESEARCH IN LABOR ECONOMICS, Vol. 16
Posted: 06 Dec 1996
Morten O. Ravn and Jan Rose Sorensen
European University Institute - Economics Department (ECO) and Aarhus University - Department of Economics and Business Economics

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