David Backus
Names
| first: |
David |
| last: |
Backus |
Identifer
Contact
Research profile
author of:
- Inflation and Reputation (RePEc:aea:aecrev:v:75:y:1985:i:3:p:530-38)
by Backus, David & Driffill, John - International Evidence of the Historical Properties of Business Cycles (RePEc:aea:aecrev:v:82:y:1992:i:4:p:864-88)
by Backus, David K & Kehoe, Patrick J - Dynamics of the Trade Balance and the Terms of Trade: The J-Curve? (RePEc:aea:aecrev:v:84:y:1994:i:1:p:84-103)
by Backus, David K & Kehoe, Patrick J & Kydland, Finn E - Unknown item RePEc:ags:quedwp:273193 (paper)
- Unknown item RePEc:ags:quedwp:273751 (paper)
- Theoretical Relations between Risk Premiums and Conditional Variances (RePEc:bes:jnlbes:v:11:y:1993:i:2:p:177-85)
by Backus, David K & Gregory, Allan W - Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (RePEc:bes:jnlbes:v:16:y:1998:i:1:p:13-26)
by Backus, David & Foresi, Silverio & Zin, Stanley - Cracking the Conundrum (RePEc:bin:bpeajo:v:38:y:2007:i:2007-1:p:293-329)
by David K. Backus & Jonathan H. Wright - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:bla:jfinan:v:48:y:1993:i:5:p:1887-1908)
by Backus, David K & Gregory, Allan W & Telmer, Chris I - Affine Term Structure Models and the Forward Premium Anomaly (RePEc:bla:jfinan:v:56:y:2001:i:1:p:279-304)
by David K. Backus & Silverio Foresi & Chris I. Telmer - Disasters Implied by Equity Index Options (RePEc:bla:jfinan:v:66:y:2011:i:6:p:1969-2012)
by David Backus & Mikhail Chernov & Ian Martin - Sources of Entropy in Representative Agent Models (RePEc:bla:jfinan:v:69:y:2014:i:1:p:51-99)
by David Backus & Mikhail Chernov & Stanley Zin - Backus_Kehoe_Kydland (RePEc:boc:bocins:backus)
by Backus, David K. & Kehoe, Patrick J. & Kydland, Finn E. - Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff (RePEc:cje:issued:v:17:y:1984:i:4:p:824-46)
by David Backus - Interpreting the Forward Premium Anomaly (RePEc:cje:issued:v:28:y:1995:i:s1:p:108-119)
by David K. Backus & Silverio Foresi & Chris I. Telmer - The Financial Sector in the Planning of Economic Development (RePEc:cla:levarc:2005)
by David Backus & Herminio Blanco & David K. Levine - Inflation and Reputation (RePEc:cla:levarc:625)
by D. Backus & J. Driffil - Interpreting the Forward Premium Anomoly (RePEc:cmu:gsiawp:15)
by David Backus & Silverio Foresi & Chris Telmer - International price dispersion in the G7 (RePEc:cmu:gsiawp:230)
by David K. Backus & Mario Crucini & Chris Telmer - Discrete time models of bond pricing (RePEc:cmu:gsiawp:251)
by David K. Backus & Silverio Foresi & Chris Telmer - Design and Estimation of Affine Yield Models (RePEc:cmu:gsiawp:370)
by David K. Backus & Chris I. Telmer & Liuren Wu - Design and Estimation of Affine Yield Models (RePEc:cmu:gsiawp:5)
by David K. Backus & Chris I. Telmer & Liuren Wu - The Forward Premium Anamoly: Three Examples in Search of a Solution (RePEc:cmu:gsiawp:7)
by David Backus & Silverio Foresi & Chris Telmer - Term structures of asset prices and returns (RePEc:cpr:ceprdp:11227)
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail - The Consistency of Optimal Policy in Stochastic Rational Expectations Models (RePEc:cpr:ceprdp:124)
by Backus, David & Driffill, John - Credibility and Commitment in Economic Policy (RePEc:cpr:ceprdp:63)
by Backus, David & Driffill, John - Disasters implied by equity index options (RePEc:cpr:ceprdp:7416)
by Backus, David & Chernov, Mikhail & Martin, Ian - Sources of entropy in representative agent models (RePEc:cpr:ceprdp:8488)
by Backus, David & Chernov, Mikhail & Zin, Stanley E. - Identifying Taylor rules in macro-finance models (RePEc:cpr:ceprdp:9611)
by Backus, David & Chernov, Mikhail & Zin, Stanley E. - An Integrated Model of Household Flow-of-Funds Allocations (RePEc:cwl:cwldpp:493)
by David Backus & Douglas D. Purvis - A Model of U.S. Financial and Nonfinancial Economic Behavior (RePEc:cwl:cwldpp:548)
by David Backus & William C. Brainard & Gary Smith & James Tobin - DOS executable for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" (RePEc:dge:qmrbcd:5)
by David Backus & Patrick Kehoe & Finn E. Kydland - Web interface for "Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?" (RePEc:dge:qmrbcd:5a)
by David Backus & Patrick Kehoe & Finn E. Kydland - British Producer Cooperatives in the Footwear Industry: An Empirical Evaluation of the Theory of Financing (RePEc:ecj:econjl:v:87:y:1977:i:347:p:488-510)
by Jones, Derek C & Backus, David K - A decision support system for strategic planning on pig farms (RePEc:eee:agecon:v:13:y:1995:i:2:p:101-108)
by Backus, G. B. C. & Timmer, G. Th. & Dijkhuizen, A. A. & Eidman, V. R. & Vos, F. - Pareto weights as wedges in two-country models (RePEc:eee:dyncon:v:72:y:2016:i:c:p:98-110)
by Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer - Interpreting comovements in the trade balance and the terms of trade (RePEc:eee:inecon:v:34:y:1993:i:3-4:p:375-387)
by Backus, David K. - Consumption and real exchange rates in dynamic economies with non-traded goods (RePEc:eee:inecon:v:35:y:1993:i:3-4:p:297-316)
by Backus, David K. & Smith, Gregor W. - Oil prices and the terms of trade (RePEc:eee:inecon:v:50:y:2000:i:1:p:185-213)
by Backus, David K. & Crucini, Mario J. - The Japanese trade balance: Recent history and future prospects1 (RePEc:eee:japwor:v:10:y:1998:i:4:p:409-420)
by Backus, David - Comments on 'hysteresis and the duration of the J-curve', by Avinash Dixit (RePEc:eee:japwor:v:6:y:1994:i:2:p:121-128)
by Backus, David K. - In search of scale effects in trade and growth (RePEc:eee:jetheo:v:58:y:1992:i:2:p:377-409)
by Backus, David K. & Kehoe, Patrick J. & Kehoe, Timothy J. - Term structures of asset prices and returns (RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23)
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail - Predictable changes in yields and forward rates (RePEc:eee:jfinec:v:59:y:2001:i:3:p:281-311)
by Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren - On the denomination of government debt : A critique of the portfolio balance approach (RePEc:eee:moneco:v:23:y:1989:i:3:p:359-376)
by Backus, David K. & Kehoe, Patrick J. - Risk premiums in the term structure : Evidence from artificial economies (RePEc:eee:moneco:v:24:y:1989:i:3:p:371-399)
by Backus, David K. & Gregory, Allan W. & Zin, Stanley E. - Comment on: "Exchange rate regime durability and performance in developing versus advanced economies" (RePEc:eee:moneco:v:52:y:2005:i:1:p:65-68)
by Backus, David K. - Taxes and the global allocation of capital (RePEc:eee:moneco:v:55:y:2008:i:1:p:48-61)
by Backus, David & Henriksen, Espen & Storesletten, Kjetil - Risk and ambiguity in models of business cycles (RePEc:eee:moneco:v:69:y:2015:i:c:p:42-63)
by Backus, David & Ferriere, Axelle & Zin, Stanley - Long-memory inflation uncertainty: evidence from the term structure of interest rates (RePEc:fip:fedcpr:y:1993:p:681-708)
by David K. Backus & Stanley E. Zin - Dynamics of the trade balance and the terms of trade: the S-curve (RePEc:fip:fedcwp:9211)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - Relative price movements in dynamic general equilibrium models of international trade (RePEc:fip:fedcwp:9213)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - Cracking the conundrum (RePEc:fip:fedgfe:2007-46)
by David K. Backus & Jonathan H. Wright - Dynamics of the trade balance and the terms of trade: the J-curve revisited (RePEc:fip:fedmem:65)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - International business cycles: theory vs. evidence (RePEc:fip:fedmqr:y:1993:i:fall:p:14-29:n:v.17no.4)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - On the denomination of government debt: a critique of the portfolio balance approach (RePEc:fip:fedmsr:116)
by David K. Backus & Patrick J. Kehoe - International evidence on the historical properties of business cycles (RePEc:fip:fedmsr:145)
by David K. Backus & Patrick J. Kehoe - International real business cycles (RePEc:fip:fedmsr:146)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - In search of scale effects in trade and growth (RePEc:fip:fedmsr:152)
by David K. Backus & Patrick J. Kehoe & Timothy J. Kehoe - International real business cycles (RePEc:fip:fedmwp:426)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - Term structures of asset prices and returns (RePEc:fip:fednsr:774)
by David K. Backus & Nina Boyarchenko & Mikhail Chernov - The Forward Premium Anomaly: Three Examples in Serach of Solution (RePEc:fth:colubu:95-01)
by Backus, D.K. & Foresi, S. & Telmer, C.I. - Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (RePEc:fth:colubu:95-02)
by Backus, D.K. & Foresi, S. & Zin, S.E. - Macroeconomic Foundations of Higher Moments in Bond Yields (RePEc:fth:nystfi:96-10)
by David Backus & Silverio Foresi & Liuren Wu - Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (RePEc:fth:nystfi:96-8)
by David Backus & Silverio Foresi & Stanley Zin - Affine Models of Currency Pricing (RePEc:fth:nystfi:96-9)
by David Backus & Silverio Foresi & Chris Telmer - A Model of U.S. Financial and Nonfinancial Economic Behavior (RePEc:mcb:jmoncb:v:12:y:1980:i:2:p:259-93)
by Backus, David, et al - An Integrated Model of Household Flow-of-Funds Allocations (RePEc:mcb:jmoncb:v:12:y:1980:i:2:p:400-421)
by Backus, David & Purvis, Douglas - Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates (RePEc:mcb:jmoncb:v:25:y:1993:i:3:p:681-700)
by Backus, David K & Zin, Stanley E - Demography and Low-Frequency Capital Flows (RePEc:nbr:nberch:13151)
by David Backus & Thomas Cooley & Espen Henriksen - Exotic Preferences for Macroeconomists (RePEc:nbr:nberch:6672)
by David K. Backus & Bryan R. Routledge & Stanley E. Zin - A Positive Theory of Fiscal Policy in Open Economies (RePEc:nbr:nberch:7926)
by David Backus & Michael B. Devereux & Douglas Purvis - Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates (RePEc:nbr:nberte:0133)
by David K. Backus & Stanley E. Zin - Exotic Preferences for Macroeconomists (RePEc:nbr:nberwo:10597)
by David Backus & Bryan Routledge & Stanley Zin - Cracking the Conundrum (RePEc:nbr:nberwo:13419)
by David K. Backus & Jonathan H. Wright - Taxes and the Global Allocation of Capital (RePEc:nbr:nberwo:13624)
by David Backus & Espen Henriksen & Kjetil Storesletten - Disasters implied by equity index options (RePEc:nbr:nberwo:15240)
by David Backus & Mikhail Chernov & Ian Martin - Current Account Fact and Fiction (RePEc:nbr:nberwo:15525)
by David Backus & Espen Henriksen & Frederic Lambert & Christopher Telmer - Monetary Policy and the Uncovered Interest Parity Puzzle (RePEc:nbr:nberwo:16218)
by David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin - Sources of Entropy in Representative Agent Models (RePEc:nbr:nberwo:17219)
by David Backus & Mikhail Chernov & Stanley E. Zin - Identifying Taylor Rules in Macro-Finance Models (RePEc:nbr:nberwo:19360)
by David Backus & Mikhail Chernov & Stanley E. Zin - Demography and Low Frequency Capital Flows (RePEc:nbr:nberwo:19465)
by David Backus & Thomas Cooley & Espen Henriksen - Risk and Ambiguity in Models of Business Cycles (RePEc:nbr:nberwo:20319)
by David Backus & Axelle Ferriere & Stanley Zin - Pareto Weights as Wedges in Two-Country Models (RePEc:nbr:nberwo:21773)
by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon - Term Structures of Asset Prices and Returns (RePEc:nbr:nberwo:22162)
by David Backus & Nina Boyarchenko & Mikhail Chernov - Monetary Policy Risk: Rules vs. Discretion (RePEc:nbr:nberwo:28983)
by David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze - Dynamics of the Trade Balance and the Terms of Trade: The S-Curve (RePEc:nbr:nberwo:4242)
by David Backus & Patrick J. Kehoe & Finn E. Kydland - Relative Price Movements in Dynamic General Equilibrium Models of International Trade (RePEc:nbr:nberwo:4243)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - International Business Cycles: Theory and Evidence (RePEc:nbr:nberwo:4493)
by David Backus & Patrick J. Kehoe & Finn E. Kydland - The Japanese Trade Balance: Recent History and Future Prospects (RePEc:nbr:nberwo:4553)
by David K. Backus - Reverse Engineering the Yield Curve (RePEc:nbr:nberwo:4676)
by David K. Backus & Stanley E. Zin - Affine Models of Currency Pricing (RePEc:nbr:nberwo:5623)
by David Backus & Silverio Foresi & Chris I. Telmer - Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (RePEc:nbr:nberwo:5638)
by David Backus & Silverio Foresi & Stanley Zin - Predictable Changes in Yields and Forward Rates (RePEc:nbr:nberwo:6379)
by David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu - Oil Prices and the Terms of Trade (RePEc:nbr:nberwo:6697)
by David K. Backus & Mario J. Crucini - Discrete-Time Models of Bond Pricing (RePEc:nbr:nberwo:6736)
by David Backus & Silverio Foresi & Chris I. Telmer - Rational Expectations and Policy Credibility Following a Change in Regime (RePEc:oup:restud:v:52:y:1985:i:2:p:211-221.)
by David Backus & John Driffill - Monetary Policy Risk: Rules versus Discretion
[Risk premia and term premia in general equilibrium] (RePEc:oup:rfinst:v:35:y:2022:i:5:p:2308-2344.)
by David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze - The Financial Sector in the Planning of Economic Development (RePEc:pal:intecp:978-1-349-06749-7_3)
by David Backus & Herminio Blanco & David Levine - Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods (RePEc:qed:wpaper:1252)
by David K. Backus & Gregor W. Smith - Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff (RePEc:qed:wpaper:463)
by David Backus - Notes on Dynamical Systems in Economics (RePEc:qed:wpaper:501)
by David Backus - The Canada-U.S. Exchange Rate: Evidence for a Vector Autoregression (RePEc:qed:wpaper:515)
by David Backus - Some Canadian-U.S Evidence on the Insulating Properties of a Flexible Exchange Rate (RePEc:qed:wpaper:542)
by David Backus & Anthony Kilduff - Inflation and Reputation (RePEc:qed:wpaper:560)
by David Backus & John Driffill - Exchange Rate Dynamics in a Model with Staggered Wage Contracts (RePEc:qed:wpaper:561)
by David Backus - Rational Expectations and Policy Credibility Following a Regime Change (RePEc:qed:wpaper:564)
by David Backus & John Driffill - Nonuniqueness in Rational Expectations Models: An Interpretation (RePEc:qed:wpaper:601)
by David Backus - Credibility and Commitment in Economic Policy (RePEc:qed:wpaper:602)
by David Backus & John Driffill - A Positive Theory of Fiscal Policy in Open Economies (RePEc:qed:wpaper:638)
by David Backus & Michael Devereux & Douglas Purvis - Credible Disinflation in Closed and Open Economies (RePEc:qed:wpaper:660)
by David Backus & John Driffill - Risk Premiums in the Term Structure : Evidence from Artificial Economies (RePEc:qed:wpaper:665)
by David K. Backus & Allan W. Gregory & Stanley E. Zin - Trade and Exchange-Rate Dynamics in a Dynamic Competitive Economy (RePEc:qed:wpaper:684)
by David K. Backus & Patrick J. Kehoe - Risk Premiums in Asset Prices and Returns (RePEc:qed:wpaper:727)
by David K. Backus & Allan W. Gregory - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:qed:wpaper:792)
by David K. Backus & Allan W. Gregory & Chris I. Telmer - EconomicDynamics Interview: David Backus on international business cycles (RePEc:red:ecodyn:v:1:y:1999:i:1:interview)
by David Backus - International Risk Sharing with exotic preferences (RePEc:red:sed004:149)
by Stan Zin & David Backus & Bryan Routledge - Current Account Fact and Fiction (RePEc:red:sed005:115)
by David Backus & Espen Henriksen & Frederic Lambert & Chris Telmer - Asset pricing implications for business cycle analysis (RePEc:red:sed006:14)
by Stanley Zin & David Backus & Bryan Routledge - Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing (RePEc:red:sed007:992)
by Stanley E. Zin & Bryan R. Routledge & David K. Backus - Monetary Policy and the Uncovered Interest Rate Parity Puzzle (RePEc:red:sed008:834)
by Stanley E. Zin & Chris Telmer & David K. Backus - The Cyclical Component of US Asset Returns (RePEc:red:sed009:13)
by Stanley E. Zin & Bryan R. Routledge & David K. Backus - Sources of entropy in representative agent models of asset pricing (RePEc:red:sed010:476)
by Stanley Zin & Mikhail Chernov & David Backus - Global Capital Flows : The Roles of Demography, Productivity and Taxes (RePEc:red:sed011:65)
by Thomas F. Cooley & Espen Hendrickson & David Backus - Exotic Preferences for Macroeconomists (RePEc:ste:nystbu:04-20)
by David Backus & Bryan Routledge & Stanley Zin - Recursive Preferences (RePEc:ste:nystbu:05-19)
by David Backus - Nonbanks in the Payments System: Vertical Integration Issues (RePEc:ste:nystbu:07-22)
by Nicholas Economides - Disasters Implied by Equity Index Options (RePEc:ste:nystbu:09-14)
by David Backus & Mikhail Chernov & Ian Martin - Sources of Entropy in Representative Agent Models (RePEc:ste:nystbu:11-21)
by David Backus & Mikhail Chernov & Stanley Zin - Identifying Taylor Rules in Macro-finance Models (RePEc:ste:nystbu:13-12)
by David Backus & Mikhail Chernov & Stanley Zin - Pareto weights as wedges in two-country models (RePEc:ste:nystbu:15-13)
by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon - Pareto weights as wedges in two-country models (RePEc:ste:nystbu:16-07)
by David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon - Term structures of asset prices and returns (RePEc:ste:nystbu:16-08)
by David Backus & Nina Boyarchenko & Mikhail Chernov - Theoretical Relations Between Risk Premiums and Conditional Variances (RePEc:ste:nystbu:92-18a)
by David K. Backus & Allan W. Gregory - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:ste:nystbu:92-18b)
by David K. Backus & Allan W. Gregory & Chris I. Telmer - Relative Price Movements in Dynamic General Equilibrium Models of International Trade (RePEc:ste:nystbu:92-25)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - Interpreting Comovements in the Trade Balance and the Terms of Trade (RePEc:ste:nystbu:92-4)
by David K. Backus - International Evidence on the Historical Properties of Business Cycles (RePEc:ste:nystbu:92-5)
by David K. Backus & Patrick J. Kehoe - Dynamics of the Trade Balance and the Terms of Trade: The J-Curve Revisited (RePEc:ste:nystbu:92-6)
by David K. Backus & Patrick Kehoe & Finn Kydland - Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods (RePEc:ste:nystbu:92-7)
by David K. Backus & Gregor W. Smith - Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates (RePEc:ste:nystbu:93-04)
by David K. Backus - Hysteresis in Perspective: A Discussion of Dixit's "Hysteresis and the Durations of the J-Curve," (RePEc:ste:nystbu:93-16)
by David K. Backus - International Business Cycles: Theory and Evidence (RePEc:ste:nystbu:93-21)
by David K. Backus & Patrick J. Kehoe & Finn E. Kydland - The Japanese Trade Balance: Recent History and Future Prospects (RePEc:ste:nystbu:93-25)
by David K. Backus - Reverse Engineering the Yield Curve (RePEc:ste:nystbu:94-09)
by David K. Backus & Stanley E. Zin - Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (RePEc:ste:nystbu:94-28)
by David K. Backus & Silverio Foresi & Stanley E. Zin - The Canadian-U.S. Exchange Rate: Evidence from a Vector Autoregression (RePEc:tpr:restat:v:68:y:1986:i:4:p:628-37)
by Backus, David - Borrowing Constraints, Occupational Choice, and Labor Supply (RePEc:ucp:jlabec:v:8:y:1990:i:1:p:145-73)
by Bernhardt, Dan & Backus, David - International Real Business Cycles (RePEc:ucp:jpolec:v:100:y:1992:i:4:p:745-75)
by Backus, David K & Kehoe, Patrick J & Kydland, Finn E - Accouting for Biases in Black-Scholes (RePEc:wpa:wuwpfi:0207008)
by David Backus & Silverio Foresi & Liuren Wu - Contagion in Financial Markets (RePEc:wpa:wuwpfi:0207009)
by David Backus & Silverio Foresi & Liuren Wu - Markov Chain Approximations For Term Structure Models (RePEc:wpa:wuwpfi:0207018)
by David Backus & Liuren Wu & Stanley Zin