David Backus
(Deceased since 2016-06-12)
Names
first: | David |
last: | Backus |
Contact
homepage: | http://pages.stern.nyu.edu/~dbackus |
Research profile
author of:
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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