David Backus

(Deceased since 2016-06-12)

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author of:

• Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.
  by Backus, David & Foresi, Silverio & Zin, Stanley
• Discrete-Time Models of Bond Pricing
  by David Backus & Silverio Foresi & Chris Telmer
• Inflation and Reputation.
  by Backus, David & Driffill, John
• The Consistency of Optimal Policy in Stochastic Rational Expectations Models
  by Backus, David & Driffill, John
• The Japanese trade balance: Recent history and future prospects1
  by Backus, David
• Predictable changes in yields and forward rates
  by Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren
• Credibility and Commitment in Economic Policy
  by Backus, David & Driffill, John
• The Canadian-U.S. Exchange Rate: Evidence from a Vector Autoregression.
  by Backus, David
• A Model of U.S. Financial and Nonfinancial Economic Behavior.
  by Backus, David & et al
• An Integrated Model of Household Flow-of-Funds Allocations.
  by Backus, David & Purvis, Douglas
• Borrowing Constraints, Occupational Choice, and Labor Supply.
  by Bernhardt, Dan & Backus, David
• Dynamics of the trade balance and the terms of trade: the J-curve revisited
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Contagion in Financial Markets
  by David Backus & Silverio Foresi & Liuren Wu
• Macroeconomic Foundations of Higher Moments in Bond Yields
  by David Backus & Silverio Foresi & Liuren Wu
• DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"
  by David Backus & Patrick Kehoe & Finn E. Kydland
• Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff.
  by David Backus
• Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
  by David Backus & Silverio Foresi & Stanley Zin
• Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
  by David Backus & Silverio Foresi & Stanley Zin
• The Financial Sector in the Planning of Economic Development
  by David Backus & Herminio Blanco & David K. Levine
• Exotic Preferences for Macroeconomists
  by David Backus & Bryan Routledge & Stanley Zin
• Dynamics of the Trade Balance and the Terms of Trade: The S-Curve
  by David Backus & Patrick J. Kehoe & Finn E. Kydland
• Accouting for Biases in Black-Scholes
  by David Backus & Silverio Foresi & Liuren Wu
• Affine Models of Currency Pricing
  by David Backus & Silverio Foresi & Chris Telmer
• Markov Chain Approximations For Term Structure Models
  by David Backus & Liuren Wu & Stanley Zin
• Predictable Changes in Yields and Forward Rates
  by David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu
• An Integrated Model of Household Flow-of-Funds Allocations
  by David Backus & Douglas D. Purvis
• A Model of U.S. Financial and Nonfinancial Economic Behavior
  by David Backus & William C. Brainard & Gary Smith & James Tobin
• Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?"
  by David Backus & Patrick Kehoe & Finn E. Kydland
• International Risk Sharing with exotic preferences
  by Stan Zin & David Backus & Bryan Routledge
• International Business Cycles: Theory and Evidence
  by David Backus & Patrick J. Kehoe & Finn E. Kydland
• Affine Models of Currency Pricing
  by David Backus & Silverio Foresi & Chris Telmer
• In search of scale effects in trade and growth
  by David K. Backus & Patrick J. Kehoe & Timothy J. Kehoe
• Hysteresis in Perspective: A Discussion of Dixit's "Hysteresis and the Durations of the J-Curve,"
  by David K. Backus
• Long-memory inflation uncertainty: evidence from the term structure of interest rates
  by David K. Backus & Stanley E. Zin
• The Japanese Trade Balance: Recent History and Future Prospects
  by David K. Backus
• A decision support system for strategic planning on pig farms
  by Backus, G. B. C. & Timmer, G. Th. & Dijkhuizen, A. A. & Eidman, V. R. & Vos, F.
• Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
  by David K. Backus
• Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.
  by Backus, D. K. & Foresi, S. & Zin, S. E.
• British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing.
  by Jones, Derek C. & Backus, David K.
• International Evidence of the Historical Properties of Business Cycles.
  by Backus, David K. & Kehoe, Patrick J.
• Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.
  by Backus, David K. & Zin, Stanley E.
• Relative Price Movements in Dynamic General Equilibrium Models of International Trade
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Relative price movements in dynamic general equilibrium models of international trade
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• The Japanese Trade Balance: Recent History and Future Prospects
  by David K. Backus
• Comments on 'hysteresis and the duration of the J-curve', by Avinash Dixit
  by Backus, David K.
• The Forward Premium Anomaly: Three Examples in Serach of Solution.
  by Backus, D. K. & Foresi, S. & Telmer, C. I.
• Backus_Kehoe_Kydland
  by Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E.
• Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
  by David K. Backus & Silverio Foresi & Stanley E. Zin
• Theoretical Relations Between Risk Premiums and Conditional Variances
  by David K. Backus & Allan W. Gregory
• Consumption and real exchange rates in dynamic economies with non-traded goods
  by Backus, David K. & Smith, Gregor W.
• Theoretical Relations between Risk Premiums and Conditional Variances.
  by Backus, David K. & Gregory, Allan W.
• Oil Prices and the Terms of Trade
  by David K. Backus & Mario J. Crucini
• International real business cycles
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Accounting for Forward Rates in Markets for Foreign Currency
  by David K. Backus & Allan W. Gregory & Chris I. Telmer
• Reverse Engineering the Yield Curve
  by David K. Backus & Stanley E. Zin
• International Evidence on the Historical Properties of Business Cycles
  by David K. Backus & Patrick J. Kehoe
• Oil prices and the terms of trade
  by Backus, David K. & Crucini, Mario J.
• Dynamics of the trade balance and the terms of trade: the S-curve
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Relative Price Movements in Dynamic General Equilibrium Models of International Trade
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• International evidence on the historical properties of business cycles
  by David K. Backus & Patrick J. Kehoe
• Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?
  by Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E.
• Interpreting comovements in the trade balance and the terms of trade
  by Backus, David K.
• Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
  by David K. Backus & Stanley E. Zin
• Reverse Engineering the Yield Curve
  by David K. Backus & Stanley E. Zin
• On the denomination of government debt: a critique of the portfolio balance approach
  by David K. Backus & Patrick J. Kehoe
• Dynamics of the Trade Balance and the Terms of Trade: The J-Curve Revisited
  by David K. Backus & Patrick Kehoe & Finn Kydland
• International Business Cycles: Theory and Evidence
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods
  by David K. Backus & Gregor W. Smith
• Interpreting Comovements in the Trade Balance and the Terms of Trade
  by David K. Backus
• International Real Business Cycles.
  by Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E.
• EconomicDynamics Interview: David Backus on international business cycles
  by David Backus
• The Forward Premium Anamoly: Three Examples in Search of a Solution
  by David Backus & Silverio Foresi & Chris Telmer
• Discrete time models of bond pricing
  by David K. Backus & Silverio Foresi & Chris Telmer
• Interpreting the Forward Premium Anomoly
  by David Backus & Silverio Foresi & Chris Telmer
• Design and Estimation of Affine Yield Models
  by David K. Backus & Chris I. Telmer & Liuren Wu
• International price dispersion in the G7
  by David K. Backus & Mario Crucini & Chris Telmer
• Design and Estimation of Affine Yield Models
  by David K. Backus & Chris I. Telmer & Liuren Wu
• Comment on: "Exchange rate regime durability and performance in developing versus advanced economies"
  by Backus, David K.
• In search of scale effects in trade and growth
  by Backus, David K. & Kehoe, Patrick J. & Kehoe, Timothy J.
• Accounting for Forward Rates in Markets for Foreign Currency.
  by Backus, David K. & Gregory, Allan W. & Telmer, Chris I.
• Current Account Fact and Fiction
  by David Backus & Espen Henriksen & Frederic Lambert & Chris Telmer
• Accounting for Forward Rates in Markets for Foreign Currency
  by David K. Backus & Allan W. Gregory & Chris I. Telmer
• The Canada-U.S. Exchange Rate: Evidence for a Vector Autoregression
  by David Backus
• Notes on Dynamical Systems in Economics
  by David Backus
• Risk Premiums in Asset Prices and Returns
  by David K. Backus & Allan W. Gregory
• A Positive Theory of Fiscal Policy in Open Economies
  by David Backus & Michael Devereux & Douglas Purvis
• Credibility and Commitment in Economic Policy
  by David Backus & John Driffill
• Trade and Exchange-Rate Dynamics in a Dynamic Competitive Economy
  by David K. Backus & Patrick J. Kehoe
• Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff
  by David Backus
• Credible Disinflation in Closed and Open Economies
  by David Backus & John Driffill
• Inflation and Reputation
  by David Backus & John Driffill
• Exchange Rate Dynamics in a Model with Staggered Wage Contracts
  by David Backus
• Risk Premiums in the Term Structure : Evidence from Artificial Economies
  by David K. Backus & Allan W. Gregory & Stanley E. Zin
• Nonuniqueness in Rational Expectations Models: An Interpretation
  by David Backus
• Some Canadian-U.S Evidence on the Insulating Properties of a Flexible Exchange Rate
  by David Backus & Anthony Kilduff
• Rational Expectations and Policy Credibility Following a Regime Change
  by David Backus & John Driffill
• International real business cycles
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• International business cycles: theory vs. evidence
  by David K. Backus & Patrick J. Kehoe & Finn E. Kydland
• Risk premiums in the term structure : Evidence from artificial economies
  by Backus, David K. & Gregory, Allan W. & Zin, Stanley E.
• On the denomination of government debt : A critique of the portfolio balance approach
  by Backus, David K. & Kehoe, Patrick J.
• Asset pricing implications for business cycle analysis
  by Stanley Zin & David Backus & Bryan Routledge
• Exotic Preferences for Macroeconomists
  by David Backus & Bryan Routledge & Stanley Zin
• Recursive Preferences
  by David Backus
• Cracking the Conundrum
  by David K. Backus & Jonathan H. Wright
• Nonbanks in the Payments System: Vertical Integration Issues
  by Nicholas Economides
• Cracking the conundrum
  by David K. Backus & Jonathan H. Wright
• Taxes and the Global Allocation of Capital
  by David Backus & Espen Henriksen & Kjetil Storesletten
• Cracking the Conundrum
  by David K. Backus & Jonathan H. Wright
• Taxes and the global allocation of capital
  by Backus, David & Henriksen, Espen & Storesletten, Kjetil
• Exotic Preferences for Macroeconomists
  by David K. Backus & Bryan R. Routledge & Stanley E. Zin
  edited by
• A Positive Theory of Fiscal Policy in Open Economies
  by David Backus & Michael B. Devereux & Douglas Purvis
  edited by
• Disasters implied by equity index options
  by David Backus & Mikhail Chernov & Ian Martin
• Disasters implied by equity index options
  by Backus, David & Chernov, Mikhail & Martin, Ian
• Current Account Fact and Fiction
  by David Backus & Espen Henriksen & Frederic Lambert & Christopher Telmer
• Monetary Policy and the Uncovered Interest Parity Puzzle
  by David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin
• Inflation and Reputation
  by D. Backus & J. Driffil
• Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods
  by David K. Backus & Gregor W. Smith
• Sources of Entropy in Representative Agent Models
  by David Backus & Mikhail Chernov & Stanley E. Zin
• Sources of entropy in representative agent models
  by Backus, David & Chernov, Mikhail & Zin, Stanley E.
• Global Capital Flows : The Roles of Demography, Productivity and Taxes
  by Thomas F. Cooley & Espen Hendrickson & David Backus
• Monetary Policy and the Uncovered Interest Rate Parity Puzzle
  by Stanley E. Zin & Chris Telmer & David K. Backus
• Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing
  by Stanley E. Zin & Bryan R. Routledge & David K. Backus
• Disasters Implied by Equity Index Options
  by David Backus & Mikhail Chernov & Ian Martin
• Sources of entropy in representative agent models of asset pricing
  by Stanley Zin & Mikhail Chernov & David Backus
• Sources of Entropy in Representative Agent Models
  by David Backus & Mikhail Chernov & Stanley Zin
• Disasters Implied by Equity Index Options
  by DAVID BACKUS & MIKHAIL CHERNOV & IAN MARTIN
• The Cyclical Component of US Asset Returns
  by Stanley E. Zin & Bryan R. Routledge & David K. Backus
• Identifying monetary policy in macro-finance models
  by David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze
• Demography and Low Frequency Capital Flows
  by David Backus & Thomas Cooley & Espen Henriksen
• Identifying Taylor rules in macro-finance models
  by Backus, David & Chernov, Mikhail & Zin, Stanley E.
• Identifying Taylor Rules in Macro-finance Models
  by David Backus & Mikhail Chernov & Stanley Zin
• Interpreting the Forward Premium Anomaly.
  by David K. Backus & Silverio Foresi & Chris I. Telmer
• Demography and Low-Frequency Capital Flows
  by David Backus & Thomas Cooley & Espen Henriksen
  edited by
• Risk and Ambiguity in Models of Business Cycles
  by David Backus & Axelle Ferriere & Stanley Zin
• Sources of Entropy in Representative Agent Models
  by DAVID BACKUS & MIKHAIL CHERNOV & STANLEY ZIN
• Risk and ambiguity in models of business cycles
  by Backus, David & Ferriere, Axelle & Zin, Stanley
• Rational Expectations and Policy Credibility Following a Change in Regime
  by David Backus & John Driffill
• Pareto Weights as Wedges in Two-Country Models
  by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon
• Term structures of asset prices and returns
  by David K. Backus & Nina Boyarchenko & Mikhail Chernov
• Term Structures of Asset Prices and Returns
  by David Backus & Nina Boyarchenko & Mikhail Chernov
• Term structures of asset prices and returns
  by Backus, David & Boyarchenko, Nina & Chernov, Mikhail
• Pareto weights as wedges in two-country models
  by Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer
• Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods
  by Backus, David K. & Smith, Gregor W.
• Term structures of asset prices and returns
  by Backus, David & Boyarchenko, Nina & Chernov, Mikhail
• Accounting for Forward Rates in Markets for Foreign Currency
  by Backus, David K. & Gregory, Allan W. & Telmer, Chris I.
• Pareto weights as wedges in two-country models
  by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon
• Pareto weights as wedges in two-country models
  by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon
• Term structures of asset prices and returns
  by David Backus & Nina Boyarchenko & Mikhail Chernov
• Affine Term Structure Models and the Forward Premium Anomaly
  by David K. Backus & Silverio Foresi & Chris I. Telmer