Harald Uhlig

University of Chicago - Department of Economics

Professor

1101 East 58th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

67

DOWNLOADS
Rank 3,468

SSRN RANKINGS

Top 3,468

in Total Papers Downloads

14,230

SSRN CITATIONS
Rank 289

SSRN RANKINGS

Top 289

in Total Papers Citations

1,356

CROSSREF CITATIONS

1,558

Scholarly Papers (67)

1.
Downloads 1,129 ( 24,304)
Citation 313

What are the Effects of Fiscal Policy Shocks?

Number of pages: 41 Posted: 05 Apr 2002
Harald Uhlig and Andrew Mountford
University of Chicago - Department of Economics and Royal Holloway, University of London
Downloads 969 (29,863)
Citation 10

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Fiscal Policy, Vector Autoregression, Bayesian Econometrics, Agnostic identification

What are the Effects of Fiscal Policy Shocks?

Number of pages: 46 Posted: 15 Jan 2009 Last Revised: 06 Oct 2021
Andrew Mountford and Harald Uhlig
Royal Holloway, University of London and University of Chicago - Department of Economics
Downloads 130 (278,940)
Citation 48

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What are the Effects of Fiscal Policy Shocks?

Number of pages: 43 Posted: 29 May 2002
Andrew Mountford and Harald Uhlig
Royal Holloway, University of London and University of Chicago - Department of Economics
Downloads 30 (599,423)
Citation 50
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Fiscal policy, vector autoregression, Bayesian econometrics, agnostic identification

Cryptocurrencies, Currency Competition and the Impossible Trinity

Number of pages: 50 Posted: 22 Jul 2019 Last Revised: 06 Apr 2021
Luiss Guido Carli University, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 827 (37,246)

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currency competition, cryptocurrency, impossible trinity, exchange rates, uncovered interest parity, independent monetary policy

Cryptocurrencies, Currency Competition, and the Impossible Trinity

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-108
Number of pages: 44 Posted: 22 Aug 2019
Luiss Guido Carli University, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 206 (188,484)

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currency competition, cryptocurrency, impossible trinity, exchange rates, uncovered interest parity, independent monetary policy

Cryptocurrencies, Currency Competition, and the Impossible Trinity

Number of pages: 44 Posted: 03 Sep 2019 Last Revised: 18 Aug 2021
Luiss Guido Carli University, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 14 (720,573)
Citation 1

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Cryptocurrencies, Currency Competition, and the Impossible Trinity

Number of pages: 46 Posted: 07 Oct 2019
Luiss Guido Carli University, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
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Citation 3
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cryptocurrency, currency competition, Exchange Rates, impossible trinity, independent monetary policy, uncovered interest parity

3.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Annual Review of Financial Economics, Forthcoming
Number of pages: 95 Posted: 17 Jan 2017 Last Revised: 04 Jun 2020
Winston Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, MIT and University of Chicago - Department of Economics
Downloads 951 (31,112)
Citation 2

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Macrofinancial Models; Dynamic Stochastic General Equilibrium Models; Macroprudential Policy; Systemic Risk; Monetary Policy Analysis

One Money, But Many Fiscal Policies in Europe: What are the Consequences?

Number of pages: 41 Posted: 18 Mar 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 836 (36,673)
Citation 7

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EMU, monetary policy, fiscal policy, free-riding, monetary-fiscal policy interaction, banking crisis, fiscal crisis

One Money, But Many Fiscal Policies in Europe: What are the Consequences?

Number of pages: 39 Posted: 02 May 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 30 (599,423)
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EMU, monetary policy, fiscal policy, free-riding, monetary-fiscal policy interaction, banking crisis, fiscal crisis

5.
Downloads 860 ( 35,804)
Citation 5

Economics and Reality

Journal of Macroeconomics, Forthcoming, MFI Working Paper No. 2011-006
Number of pages: 31 Posted: 28 Aug 2011
Harald Uhlig
University of Chicago - Department of Economics
Downloads 685 (48,109)

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Economics and Reality

Number of pages: 30 Posted: 04 Oct 2010 Last Revised: 10 Nov 2021
Harald Uhlig
University of Chicago - Department of Economics
Downloads 175 (218,367)

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6.
Downloads 740 ( 43,955)
Citation 70

Some Simple Bitcoin Economics

Becker Friedman Institute for Research in Economics Working Paper No. 2018-21
Number of pages: 59 Posted: 04 Apr 2018 Last Revised: 14 Jan 2021
Linda Schilling and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 687 (47,906)
Citation 5

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Cryptocurrency, Bitcoin, Currency Competition, Exchange rates, Indeterminacy

Some Simple Bitcoin Economics

Number of pages: 60 Posted: 12 Apr 2018 Last Revised: 25 Nov 2021
Linda Schilling and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 53 (481,631)

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Some Simple Bitcoin Economics

Number of pages: 46 Posted: 05 Apr 2018
Linda Schilling and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 0
Citation 50
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Bitcoin, cryptocurrency, currency competition, Exchange Rates, Indeterminacy

How Far are We from the Slippery Slope? The Laffer Curve Revisited

MFI Working Paper No. 2009-005
Number of pages: 84 Posted: 08 Jan 2010 Last Revised: 11 Apr 2011
University of Chicago - Department of Economics and Sveriges RiksbankBoard of Governors of the Federal Reserve System
Downloads 261 (149,837)

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La ffer curve, dynamic scoring, human capital, heterogeneity, transition

How Far are We from the Slippery Slope? The Laffer Curve Revisited

SFB 649 Discussion Paper No. 2006-023
Number of pages: 69 Posted: 13 Apr 2006
University of Chicago - Department of Economics and Sveriges RiksbankBoard of Governors of the Federal Reserve System
Downloads 180 (213,045)
Citation 3

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Laffer curve, US and EU-15 economy

How Far are We from the Slippery Slope? The Laffer Curve Revisited

ECB Working Paper No. 1174
Number of pages: 59 Posted: 22 Apr 2010
Sveriges RiksbankBoard of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 87 (368,126)
Citation 5

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Laffer Curve, Incentives, Dynamic Scoring, US and EU-14 Economy

How Far are We from the Slippery Slope? The Laffer Curve Revisited

Number of pages: 84 Posted: 15 Sep 2009 Last Revised: 05 Dec 2021
Sveriges RiksbankBoard of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 69 (421,813)
Citation 20

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How Far are We from the Slippery Slope? The Laffer Curve Revisited

Number of pages: 68 Posted: 27 Jul 2006
University of Chicago - Department of Economics and Sveriges RiksbankBoard of Governors of the Federal Reserve System
Downloads 31 (593,106)
Citation 19
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Laffer curve, US and EU-15 economy

8.
Downloads 607 ( 57,022)
Citation 7

Financial Health Economics

Number of pages: 78 Posted: 20 Apr 2014 Last Revised: 22 Jan 2015
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
Downloads 592 (58,185)

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Health economics, Health care spending, Medical innovation, Risk premium

Financial Health Economics

Number of pages: 75 Posted: 28 Apr 2014 Last Revised: 08 Nov 2021
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
Downloads 15 (712,100)
Citation 5

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9.

Macro-Finance Models with Nonlinear Dynamics

Annual Review of Financial Economics, forthcoming, University of Chicago, Becker Friedman Institute for Economics Working Paper, The Rodney L. White Center Working Papers Series at the Wharton School
Number of pages: 71 Posted: 23 Sep 2019 Last Revised: 03 Nov 2021
Winston Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and University of Chicago - Department of Economics
Downloads 561 (62,991)

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

Central Bank Digital Currency: When Price and Bank Stability Collide

Number of pages: 48 Posted: 15 Jun 2020 Last Revised: 06 Dec 2021
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 433 (85,646)
Citation 2

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currency crises, monetary policy, bank runs, financial intermediation, central bank digital currency, inflation targeting

Central Bank Digital Currency: When Price and Bank Stability Collide

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-180
Number of pages: 47 Posted: 17 Dec 2020
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 47 (508,083)

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central bank digital currency, monetary policy, bank runs, financial inter- mediation, inflation targeting, CBDC trilemma

Central Bank Digital Currency: When Price and Bank Stability Collide

Number of pages: 48 Posted: 28 Dec 2020
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 44 (522,182)

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Central Bank Digital Currency: When Price and Bank Stability Collide

Number of pages: 47 Posted: 21 Dec 2020 Last Revised: 18 Nov 2021
Washington University in Saint Louis, John M. Olin Business School, University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 7 (780,652)
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Central Bank Digital Currency: When Price and Bank Stability Collide

Number of pages: 49 Posted: 23 Dec 2020
University of Pennsylvania - Department of Economics, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
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Citation 2
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Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

Becker Friedman Institute for Research in Economics Working Paper No. 2018-24
Number of pages: 97 Posted: 09 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 476 (76,447)

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Mortgage-Backed Securities, MBS, financial crisis of 2008, credit ratings

Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

Number of pages: 38 Posted: 24 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 45 (517,416)

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Mortgage-Backed Securities and the Financial Crisis of 2008: A Post Mortem

Number of pages: 99 Posted: 16 Apr 2018
Juan Ospina and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 2 (825,714)
Citation 1
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Credit ratings, financial crisis of 2008, MBS, Mortgage-Backed Securities

12.

Bank Finance Versus Bond Finance: What Explains the Differences between Us and Europe?

ECB Working Paper No. 547
Number of pages: 54 Posted: 11 Nov 2005
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 451 (82,348)

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Financial structure, agency costs, heterogeneity

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 268 (145,780)
Citation 1

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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 (563,836)
Citation 2
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Business cycles, trends, HP-filter, temporal aggregation, historical business cycle properties

14.

Macroeconomic Dynamics and Reallocation in an Epidemic: Evaluating the “Swedish Solution”

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-43
Number of pages: 52 Posted: 16 Apr 2020 Last Revised: 20 Apr 2021
Dirk Kruger, Harald Uhlig and Taojun Xie
University of Pennsylvania - Department of Economics, University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 303 (128,855)
Citation 2

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Epidemic, Coronavirus, Macroeconomics, Sectoral Substitution

15.
Downloads 299 (130,734)
Citation 14

Central Bank Digital Currency: Central Banking For All?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-04
Number of pages: 36 Posted: 27 Jan 2020 Last Revised: 28 Dec 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 283 (137,715)
Citation 2

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central bank digital currency, central banking, intermediation, maturity transformation, bank runs, lender of last resort

Central Bank Digital Currency: Central Banking for All?

Number of pages: 34 Posted: 18 Feb 2020 Last Revised: 19 Nov 2021
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 15 (712,100)

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Central Bank Digital Currency: Central Banking for All?

Number of pages: 36 Posted: 29 Jan 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 1 (839,074)
Citation 12
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bank runs, Central bank digital currency, central banking, intermediation, lender of last resort, maturity transformation

16.
Downloads 289 (135,472)
Citation 18

A Model of a Systemic Bank Run

MFI Working Paper No. 2009-06
Number of pages: 46 Posted: 08 Jan 2010 Last Revised: 14 Jan 2010
Harald Uhlig
University of Chicago - Department of Economics
Downloads 247 (158,301)
Citation 9

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systemic bank run, bank run, systemic risk, financial crisis, firesale pricing, adverse selection, uncertainty aversion

A Model of a Systemic Bank Run

Number of pages: 56 Posted: 16 Jun 2009 Last Revised: 08 Sep 2021
Harald Uhlig
University of Chicago - Department of Economics
Downloads 42 (531,990)
Citation 6

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17.

Approximate Solutions to Dynamic Models - Linear Methods

SFB 649 Discussion Paper No. 2006-030
Number of pages: 12 Posted: 03 Aug 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 287 (136,453)
Citation 1

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numerical methods, linear solution method, loglinearization, dynamic stochastic general equilibrium methods, recursive law of motion

18.
Downloads 282 (138,892)
Citation 8

Bank Finance Versus Bond Finance

MFI Working Paper No. 2011-004
Number of pages: 40 Posted: 27 Apr 2011
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 245 (159,549)

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Financial Structure, Agency Costs, Heterogeneity

Bank Finance Versus Bond Finance

Number of pages: 40 Posted: 25 Apr 2011 Last Revised: 24 Nov 2021
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 37 (558,198)
Citation 7

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Towards a Monthly Business Cycle Chronology for the Euro Area

Number of pages: 28 Posted: 01 Apr 2004
Emanuel Moench and Harald Uhlig
Frankfurt School of Finance and Management and University of Chicago - Department of Economics
Downloads 252 (155,198)
Citation 5

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Business cycle, European business cycle, Euro area, Bry-Boschan, NBER methodology

Towards a Monthly Business Cycle Chronology for the Euro Area

Number of pages: 29 Posted: 27 May 2004
Emanuel Moench and Harald Uhlig
Frankfurt School of Finance and Management and University of Chicago - Department of Economics
Downloads 20 (671,989)
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Business cycle, European business cycle, euro area, Bry-Boschan, NBER methodology

Towards a Monthly Business Cycle Chronology for the Euro Area

Journal of Business Cycle Measurement and Analysis, Vol. 1, No. 2, 2004
Posted: 20 Jun 2005
Emanuel Moench and Harald Uhlig
Frankfurt School of Finance and Management and University of Chicago - Department of Economics

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Business cycle, European business cycle, Euro area, Bry-Boschan, NBER methodology

20.
Downloads 256 (153,302)
Citation 1

How Do Laffer Curves Differ Across Countries?

Becker Friedman Institute for Research in Economics Working Paper No. 2012-001
Number of pages: 45 Posted: 17 Feb 2012
Sveriges RiksbankBoard of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 181 (211,987)

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cross country comparison, debt sustainability, fiscal limits

How Do Laffer Curves Differ Across Countries?

Number of pages: 49 Posted: 24 Feb 2012 Last Revised: 23 Oct 2021
Sveriges RiksbankBoard of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 40 (542,182)

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How Do Laffer Curves Differ Across Countries?

Number of pages: 54 Posted: 29 May 2012
Sveriges RiksbankBoard of Governors of the Federal Reserve System and University of Chicago - Department of Economics
Downloads 35 (569,465)
Citation 1

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Laffer curve, taxation, cross country comparison, debt sustainability, fiscal limits, quantitative endogenous growth, human capital, and labor taxation

21.

Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification

SFB 649 Discussion Paper No. 2006-004
Number of pages: 52 Posted: 13 Apr 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 251 (156,366)
Citation 11

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German reunification, labor market search, network externalities, migration, regional economics

22.

Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model

SFB 649 Discussion Paper No. 2007-003
Number of pages: 15 Posted: 24 Feb 2007
Harald Uhlig
University of Chicago - Department of Economics
Downloads 237 (165,329)
Citation 19

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23.
Downloads 230 (170,168)
Citation 28

Fiscal Stimulus and Distortionary Taxation

Becker Friedman Institute for Research in Economics Working Paper No. 2011-005
Number of pages: 89 Posted: 01 Jun 2011 Last Revised: 13 Mar 2012
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 88 (365,542)

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Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

Number of pages: 115 Posted: 23 Nov 2013
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 62 (446,497)
Citation 3

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Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

ZEW - Centre for European Economic Research Discussion Paper No. 11-037
Number of pages: 44 Posted: 16 Jun 2011
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 57 (465,646)
Citation 10

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Fiscal Stimulus, New Keynesian model, liquidity trap, zero lower bound, fiscal multiplier

Fiscal Stimulus and Distortionary Taxation

Number of pages: 42 Posted: 12 Jun 2011 Last Revised: 04 Apr 2021
Thorsten Drautzburg and Harald Uhlig
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics
Downloads 23 (648,870)
Citation 2

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24.

Did the Fed Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions

Number of pages: 25 Posted: 25 Jan 2002
Harald Uhlig
University of Chicago - Department of Economics
Downloads 224 (174,507)

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Monetary Policy, Vector Autoregression, Sign Restriction, Identification, 2001, September 11th

Competitive Risk Sharing Contracts with One-Sided Commitment

Number of pages: 46 Posted: 11 Dec 2003 Last Revised: 12 Sep 2021
Dirk Krueger and Harald Uhlig
University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 30 (599,423)
Citation 7

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Competitive Risk Sharing Contracts with One-Sided Commitment

Number of pages: 35 Posted: 26 Feb 2004
Dirk Krueger and Harald Uhlig
University of Pennsylvania - Department of Economics and University of Chicago - Department of Economics
Downloads 22 (656,540)
Citation 1
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26.
Downloads 144 (256,719)
Citation 5

Money Markets, Collateral and Monetary Policy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-79
Number of pages: 67 Posted: 22 Nov 2018
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 100 (336,539)

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Money Markets, Collateral and Monetary Policy

ECB Working Paper No. 2239 (2019); ISBN 978-92-899-3501-2
Number of pages: 70 Posted: 14 Feb 2019
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 38 (552,832)

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money markets, liquidity, collateral, monetary policy

Money Markets, Collateral and Monetary Policy

Number of pages: 67 Posted: 03 Dec 2018 Last Revised: 06 Sep 2021
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 6 (789,247)
Citation 2

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Money Markets, Collateral and Monetary Policy

Number of pages: 69 Posted: 26 Nov 2018
Fiorella De Fiore, Marie Hoerova and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 0
Citation 2
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Eurozone, haircuts, money markets, unsecured interbank market

27.
Downloads 134 (271,732)
Citation 41

Sovereign Default Risk and Banks in a Monetary Union

Becker Friedman Institute for Research in Economics Working Paper No. 2013-002
Number of pages: 32 Posted: 13 Aug 2013 Last Revised: 14 Aug 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 77 (396,396)

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sovereign default risk, monetary union

Sovereign Default Risk and Banks in a Monetary Union

Number of pages: 31 Posted: 04 Sep 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 44 (522,182)

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Euro zone crisis, sovereign default risk, bank regulation, risk shifting, common central bank, European Central Bank, ECB, repurchase operations, haircuts

Sovereign Default Risk and Banks in a Monetary Union

Number of pages: 31 Posted: 17 Aug 2013 Last Revised: 08 Nov 2021
Harald Uhlig
University of Chicago - Department of Economics
Downloads 13 (729,088)

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Sovereign Default Risk and Banks in a Monetary Union

Number of pages: 32 Posted: 20 Aug 2013
Harald Uhlig
University of Chicago - Department of Economics
Downloads 0
Citation 19
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bank regulation, common central bank, ECB, Euro zone crisis, European Central Bank, haircuts, repurchase operations, risk shifting, sovereign default risk

28.
Downloads 131 (276,330)
Citation 8

Is Quantity Theory Still Alive?

ECB Working Paper No. 1605
Number of pages: 31 Posted: 08 Nov 2013
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 73 (408,771)

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quantity theory, money demand, money demand elasticity, inflation targeting

Is Quantity Theory Still Alive?

Number of pages: 29 Posted: 27 Sep 2010 Last Revised: 18 Apr 2021
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 54 (477,503)

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Is Quantity Theory Still Alive?

Number of pages: 27 Posted: 22 Nov 2010
Pedro Teles and Harald Uhlig
Federal Reserve Bank of Chicago and University of Chicago - Department of Economics
Downloads 4 (806,085)
Citation 2
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Inflation, Money demand, Quantity Theory of Money

29.
Downloads 127 (282,769)
Citation 27

Corporate Debt Structure and the Financial Crisis

ECB Working Paper No. 1759
Number of pages: 52 Posted: 18 Feb 2015
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 93 (352,819)

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corporate debt, financial crisis, risk shocks, firms heterogeneity

Corporate Debt Structure and the Financial Crisis

Number of pages: 35 Posted: 08 Dec 2014 Last Revised: 23 Aug 2021
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 34 (575,231)
Citation 19

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30.

New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates

SFB 649 Discussion Paper No. 2005-037
Number of pages: 63 Posted: 13 Apr 2006
Harald Uhlig and Almuth Scholl
University of Chicago - Department of Economics and Goethe University Frankfurt
Downloads 125 (286,224)
Citation 22

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vector autoregressions, agnostic identification, forward discount bias puzzle, exchange rate puzzle, exchange rates, monetary policy

Pension Systems and the Allocation of Macroeconomic Risk

SFB 649 Discussion Paper No. 2006-066, CentER Discussion Paper No. 2006-101
Number of pages: 96 Posted: 26 Oct 2006
Harald Uhlig and A. Lans Bovenberg
University of Chicago - Department of Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 89 (362,903)

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social optimum, pension systems, risk sharing, overlapping

Pension Systems and the Allocation of Macroeconomic Risk

Number of pages: 94 Posted: 03 Jan 2007
A. Lans Bovenberg and Harald Uhlig
Tilburg University - Center for Economic Research (CentER) and University of Chicago - Department of Economics
Downloads 33 (581,107)
Citation 4
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Social optimum, pension systems, risk sharing, overlapping generations

32.
Downloads 118 (298,333)
Citation 37

Macroeconomic Dynamics and Reallocation in an Epidemic

PIER Working Paper No. 20-015
Number of pages: 35 Posted: 24 Apr 2020
Dirk Krueger, Harald Uhlig and Taojun Xie
University of Pennsylvania, University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 94 (350,386)
Citation 6

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Epidemic, Coronavirus, Macroeconomics, Sectoral Substitution

Macroeconomic Dynamics and Reallocation in an Epidemic: Evaluating the “Swedish Solution”

Number of pages: 44 Posted: 28 Apr 2020 Last Revised: 27 Nov 2021
Dirk Krueger, Harald Uhlig and Taojun Xie
University of Pennsylvania, University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 24 (641,362)
Citation 6

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Macroeconomic Dynamics and Reallocation in an Epidemic: Evaluating the "Swedish Solution&Apos;&Apos;

Number of pages: 54 Posted: 08 May 2020 Last Revised: 31 Mar 2021
Dirk Krueger, Harald Uhlig and Taojun Xie
University of Pennsylvania, University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 0
Citation 28
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33.

Currency Substitution under Transaction Costs

Number of pages: 5 Posted: 15 Jan 2019
Linda Schilling and Harald Uhlig
Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
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currency substitution, cryptocurrencies, Bitcoin, transaction costs, value-added tax

34.

Interbank Rate Uncertainty and Bank Lending

Number of pages: 33 Posted: 23 Aug 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Chicago - Department of Economics
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bank lending, interbank market, uncertainty

35.
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Citation 16

The Dynamics of Sovereign Debt Crises and Bailouts

Becker Friedman Institute for Research in Economics Working Paper No. 2018-29
Number of pages: 42 Posted: 10 May 2018
Harald Uhlig and Francisco Roch
University of Chicago - Department of Economics and International Monetary Fund (IMF)
Downloads 79 (390,479)
Citation 1

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Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis

The Dynamics of Sovereign Debt Crises and Bailouts

Number of pages: 44 Posted: 15 May 2018
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
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Bailouts, default, Endogenous Borrowing Constraints, Eurozone Debt Crisis, long-term debt, OMT, Self-fulfilling Crises

36.

Bayesian Estimation of a DSGE Model with Asset Prices

Number of pages: 40 Posted: 21 Jun 2016
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Downloads 71 (410,379)
Citation 1

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Bayesian estimation, stochastic steady-state, prior choice, Sharpe ratio

37.

Unit Roots in White Noise

MFI Working Paper No. 2009-04
Number of pages: 41 Posted: 08 Jan 2010 Last Revised: 07 Apr 2011
Harald Uhlig and Alexei Onatski
University of Chicago - Department of Economics and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 69 (416,726)

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38.

A Theory of Pruning

ECB Working Paper No. 1696
Number of pages: 23 Posted: 22 Jul 2014
Giovanni Lombardo and Harald Uhlig
European Central Bank (ECB) and University of Chicago - Department of Economics
Downloads 66 (426,642)

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pruning, numerical simulation, numerical economics, Taylor expansion, perturbation methods

39.

Monetary Policy Shocks and the Health of Banks

Number of pages: 57 Posted: 01 Aug 2019
Alexander Jung and Harald Uhlig
European Central Bank and University of Chicago - Department of Economics
Downloads 63 (436,902)

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high-frequency identification, information effects, local projections, panel of individual banks

40.

The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk

SFB 649 Discussion Paper No. 2006-070
Number of pages: 27 Posted: 01 Nov 2006
Harald Uhlig and R. Anton Braun
University of Chicago - Department of Economics and University of Tokyo - Faculty of Economics
Downloads 61 (443,843)
Citation 1

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Capital income tax, selfish government, welfare improvement, redistribution

41.

Central Bank Digital Currency: Central Banking for All?

Number of pages: 34 Posted: 01 Jun 2020
University of Pennsylvania - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics
Downloads 58 (454,840)

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42.

Solving Nonlinear Stochastic Growth Models: a Comparison of Alternative Solution Methods

Number of pages: 47 Posted: 18 Apr 2007 Last Revised: 13 Jul 2010
John B. Taylor and Harald Uhlig
Stanford University and University of Chicago - Department of Economics
Downloads 58 (454,840)
Citation 12

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Parallel Digital Currencies and Sticky Prices

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-188
Number of pages: 57 Posted: 05 Jan 2021
Harald Uhlig and Taojun Xie
University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
Downloads 51 (490,148)

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private money, cryptocurrency, digital currency, currency choice, monetary policy

Parallel Digital Currencies and Sticky Prices

Number of pages: 57 Posted: 04 Jan 2021 Last Revised: 18 Nov 2021
Harald Uhlig and Taojun Xie
University of Chicago - Department of Economics and National University of Singapore (NUS) - Asia Competitiveness Institute
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44.

The Dynamics of Sovereign Debt Crises and Bailouts

Number of pages: 47 Posted: 09 Dec 2016
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
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Sovereign debt defaults, Euro Area, Financial crises, Private sector, Debt markets, Econometric models, Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis.

45.

Discussion of 'The Source of Historical Economic Fluctuations: An Analysis Using Long-Run Restrictions' By Neville Francis and Valerie A. Ramey

SFB 649 Discussion Paper No. 2006-042
Number of pages: 22 Posted: 03 Aug 2006
Harald Uhlig
University of Chicago - Department of Economics
Downloads 46 (503,267)
Citation 3

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technological progress, business cycles, hours worked, labor productivity, vector autoregressions, identification, long-run restrictions, medium-run restrictions

46.

Should Smart Investors Buy Funds with High Returns in the Past?

Number of pages: 33 Posted: 30 Apr 2002
Frederic Palomino and Harald Uhlig
Centre for Economic Policy Research (CEPR) and University of Chicago - Department of Economics
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Actively managed funds, index funds, fund-picking strategy, fraction-of-fund fees

47.

Online Appendix for 'Macro-Finance Models with Nonlinear Dynamics'

Annual Review of Financial Economics, Forthcoming
Number of pages: 61 Posted: 28 Sep 2021 Last Revised: 12 Nov 2021
Winston Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and University of Chicago - Department of Economics
Downloads 32 (572,693)

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

48.

The Slow Decline of East Germany

Number of pages: 49 Posted: 15 Jan 2009 Last Revised: 08 Oct 2021
Harald Uhlig
University of Chicago - Department of Economics
Downloads 32 (572,693)
Citation 2

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49.

Optimal Endowment Destruction Under Campbell-Cochrane Habit Formation

Number of pages: 29 Posted: 05 Mar 2009 Last Revised: 13 Nov 2021
Lars Ljungqvist and Harald Uhlig
Stockholm School of Economics - Department of Economics and University of Chicago - Department of Economics
Downloads 30 (584,109)

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50.

Monetary Policy in Europe vs the Us: What Explains the Difference?

Number of pages: 64 Posted: 26 May 2009 Last Revised: 24 Jun 2021
Harald Uhlig
University of Chicago - Department of Economics
Downloads 26 (609,005)

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51.

Transitions in the German Labor Market: Structure and Crisis

Number of pages: 60 Posted: 08 Jun 2016
Michael U. Krause and Harald Uhlig
University of Cologne and University of Chicago - Department of Economics
Downloads 25 (615,699)
Citation 14

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German Hartz IV reforms, search and matching, unemployment benefits, labor subsidies

52.

Sign Restrictions in Bayesian Favars with an Application to Monetary Policy Shocks

Number of pages: 96 Posted: 23 Nov 2015 Last Revised: 25 Nov 2021
Pooyan Amir-Ahmadi and Harald Uhlig
University of Illinois at Urbana-Champaign - Department of Economics and University of Chicago - Department of Economics
Downloads 24 (622,568)
Citation 18

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53.

What is the Real Story for Interest Rate Volatility?

Number of pages: 25 Posted: 26 Nov 2012
Andreas Hornstein and Harald Uhlig
Federal Reserve Bank of Richmond and University of Chicago - Department of Economics
Downloads 23 (629,428)

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Interest Rate Volatility, Real Business Cycle Models, Real Interest Rate, Monetary Policy, Habit Formation, Time to Plan, Time to Build, Capital Adjustment Costs

54.

Bank Finance Versus Bond Finance: What Explains the Differences between the U.S. And Europe?

Number of pages: 49 Posted: 07 Oct 2005
Fiorella De Fiore and Harald Uhlig
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads 22 (636,488)
Citation 12
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Financial structure, agency costs, heterogeneity

55.

On the Coexistence of Banks and Markets

Scandinavian Journal of Economics, Vol. 109, No. 2, pp. 225-243, June 2007
Number of pages: 20 Posted: 31 Aug 2007
Hans Gersbach and Harald Uhlig
ETH Zurich - CER-ETH -Center of Economic Research and University of Chicago - Department of Economics
Downloads 15 (687,094)
Citation 2
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Accounting for Post-Crisis Inflation and Employment: A Retro Analysis

Number of pages: 42 Posted: 08 Dec 2014 Last Revised: 01 Aug 2021
Chiara Fratto and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
Downloads 14 (720,573)
Citation 1

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Accounting for Post-Crisis Inflation and Employment: A Retro Analysis

Number of pages: 43 Posted: 23 Jan 2015
Chiara Fratto and Harald Uhlig
University of Chicago and University of Chicago - Department of Economics
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57.

Agents as Empirical Macroeconomists: Thomas J. Sargent's Contribution to Economics

The Scandinavian Journal of Economics, Vol. 114, Issue 4, pp. 1055-1081, 2012
Number of pages: 27 Posted: 27 Nov 2012
Harald Uhlig
University of Chicago - Department of Economics
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Learning, macroeconometrics, macroeconomics, monetary economics, Nobel laureates, rational expectations, Thomas J. Sargent

58.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Annual Review of Financial Economics, Vol. 12, pp. 95-140, 2020
Posted: 10 Dec 2020
University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) and University of Chicago - Department of Economics

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59.

A Theory of Pruning

International Economic Review, Vol. 59, Issue 4, pp. 1825-1836, 2018
Number of pages: 12 Posted: 14 Nov 2018
Giovanni Lombardo and Harald Uhlig
Bank for International Settlements (BIS) and University of Chicago - Department of Economics
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Citation 2
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Should We Be Afraid of Friedman's Rule?

Journal of the Japanese and International Economics, Vol. 14, pp. 261-303, 2000
Posted: 09 Apr 2001
Harald Uhlig
University of Chicago - Department of Economics

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Friedman's rule, liquidity trap, cash in advance, baby sitting coop, zero lower bound on nominal interest rates, deflation, deflationary spiral, Japan, optimal monetary policy

Should We Be Afraid of Friedman's Rule?

Tilburg University, CentER Working Paper No. 2000-62
Posted: 19 Oct 2000
Harald Uhlig
University of Chicago - Department of Economics

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Friedman's rule, liquidity trap, cash in advance, baby sitting coop, zero lower bound on nominal interest rates, deflation, deflationary spiral, Japan, optimal monetary policy

61.

What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure

Tilburg University, CentER Working Paper No. 1999-28
Posted: 18 Feb 2000
Harald Uhlig
University of Chicago - Department of Economics

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62.

Employment Duration and Resistance to Wage Reductions: Experimental Evidence

CentER Working Paper No. 73
Posted: 08 Feb 2000
Tilburg University, CentER, Max Planck Institute for Research on Collective Goods, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and University of Chicago - Department of Economics

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63.

Fickle Investors: An Impediment to Growth?

CEPR Discussion Paper Series No. 2071
Posted: 24 Mar 1999
Harald Uhlig and Andrew Scott
University of Chicago - Department of Economics and London Business School - Department of Economics

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64.

Can Habit Formation Be Reconciled with Business Cycle Facts?

Posted: 25 Aug 1998
Harald Uhlig and Martin Lettau
University of Chicago - Department of Economics and University of California - Haas School of Business

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65.

Debt Contracts, Collapse and Regulation as Competition Phenomena

CEPR Discussion Paper No. 1742
Posted: 08 Aug 1998
Hans Gersbach and Harald Uhlig
ETH Zurich - CER-ETH -Center of Economic Research and University of Chicago - Department of Economics

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66.

Preferences, Consumption Smoothing, and Risk Premia

Posted: 10 Feb 1998
Harald Uhlig and Martin Lettau
University of Chicago - Department of Economics and University of California - Haas School of Business

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67.

An Analysis of the "Stability Pact"

CEPR Discussion Paper Series Number 1669
Posted: 27 Jan 1998
Roel M. W. J. Beetsma and Harald Uhlig
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Chicago - Department of Economics

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