Bendheim Center for Finance

Research Output

Filter
Comment/debate
2017

Monetary policy after the crisis

Blinder, A., Jan 1 2017, In : CESifo DICE Report. 15, 1, p. 12-13 2 p.

Princeton University

Research output: Contribution to journalComment/debate

2016

Comment

Watson, M. W., Jan 1 2016, In : NBER Macroeconomics Annual. 30, 1, p. 85-89 5 p.

Princeton University

Research output: Contribution to journalComment/debate

Comment

Sims, C. A., Jan 1 2016, In : NBER Macroeconomics Annual. 30, 1, p. 432-434 3 p.

Princeton University

Research output: Contribution to journalComment/debate

Comment

Mian, A., Jan 1 2016, In : NBER Macroeconomics Annual. 31, 1, p. 274-278 5 p.

Princeton University

Research output: Contribution to journalComment/debate

Comment

Brunnermeier, M., Jan 1 2016, In : NBER Macroeconomics Annual. 31, 1, p. 92-99 8 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations

Discussion

Fan, J., Jan 1 2015, In : International Statistical Review. 83, 1, p. 65-68 4 p.

Princeton University

Research output: Contribution to journalComment/debate

2014

Das letzte Kapitel ist noch nicht geschrieben

Translated title of the contribution: The last chapter has not yet been writtenBrunnermeier, M. K., Oct 1 2014, In : Perspektiven der Wirtschaftspolitik. 15, 3, p. 234-245 12 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations

Discussion: "A significance test for the lasso"

Fan, J., Apr 2014, In : Annals of Statistics. 42, 2, p. 483-492 10 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations

HAC Corrections for Strongly Autocorrelated Time Series

Müller, U. K., Jul 3 2014, In : Journal of Business and Economic Statistics. 32, 3, p. 311-322 12 p.

Princeton University

Research output: Contribution to journalComment/debate

32 Scopus citations

Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods

Fan, J., Apr 3 2014, In : Journal of Business and Economic Statistics. 32, 2, p. 178-191 14 p.

Princeton University

Research output: Contribution to journalComment/debate

45 Scopus citations

Rejoinder

Fan, J., Apr 3 2014, In : Journal of Business and Economic Statistics. 32, 2, p. 204-205 2 p.

Princeton University

Research output: Contribution to journalComment/debate

2013

Comment

Sims, C. A., 2013, In : NBER Macroeconomics Annual. 28, 1, p. 59-64 6 p.

Princeton University

Research output: Contribution to journalComment/debate

Comment

Watson, M. W., Jan 1 2013, In : NBER Macroeconomics Annual. 28, 1, p. 367-378 12 p.

Princeton University

Research output: Contribution to journalComment/debate

Discussion of "Capital mobility and international sharing of cyclical risk"

Aguiar, M. A., Jan 1 2013, In : Journal of Monetary Economics. 60, 1, p. 63-65 3 p.

Princeton University

Research output: Contribution to journalComment/debate

Global implications of national unconventional policies: A comment

Kiyotaki, N., Jan 1 2013, In : Journal of Monetary Economics. 60, 1, p. 86-91 6 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations
2012

Revisiting Monetary Policy in a Low-Inflation and Low-Utilization Environment

Blinder, A. S., Feb 1 2012, In : Journal of Money, Credit and Banking. 44, SUPPL. 1, p. 141-146 6 p.

Princeton University

Research output: Contribution to journalComment/debate

14 Scopus citations
2010

Comment by Christopher A. Sims

Sims, C. A., Dec 1 2010, In : Brookings Papers on Economic Activity. 2, p. 253-259 7 p.

Princeton University

Research output: Contribution to journalComment/debate

Comments on: Dynamic relations for sparsely sampled Gaussian processes

Fan, J., May 1 2010, In : Test. 19, 1, p. 37-42 6 p.

Princeton University

Research output: Contribution to journalComment/debate

Myths and fallacies of personally identifiable information

Narayanan, A., Jun 1 2010, In : Communications of the ACM. 53, 6, p. 24-26 3 p.

Princeton University

Research output: Contribution to journalComment/debate

173 Scopus citations
2009

Comment

Fan, J., Oct 14 2009, In : Journal of the American Statistical Association. 104, 487, p. 1003-1007 5 p.

Princeton University

Research output: Contribution to journalComment/debate

Comment on: "Interbank market liquidity and central bank intervention"

Kiyotaki, N., Jan 1 2009, In : Journal of Monetary Economics. 56, 5, p. 653-656 4 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations

Comments and discussion

Blinder, A. S., Mar 1 2009, In : Brookings Papers on Economic Activity. 1, p. 262-267 6 p.

Princeton University

Research output: Contribution to journalComment/debate

2 Scopus citations
2007

Comment

Sims, C. A., Apr 2007, In : Journal of Business and Economic Statistics. 25, 2, p. 143-151 9 p.

Princeton University

Research output: Contribution to journalComment/debate

14 Scopus citations
2006

Activities that do not require physical contact or geographical proximity are most at risk

Blinder, A. S., Jun 1 2006, In : CESifo Forum. 7, 2, p. 39-40 2 p.

Princeton University

Research output: Contribution to journalComment/debate

4 Scopus citations

Comment

Ait-Sahalia, Y., Apr 1 2006, In : Journal of Business and Economic Statistics. 24, 2, p. 162-167 6 p.

Princeton University

Research output: Contribution to journalComment/debate

5 Scopus citations

Journal of the American Stastistical Association: Comment

Fan, J., Sep 1 2006, In : Journal of the American Statistical Association. 101, 475, p. 991-1006 16 p.

Princeton University

Research output: Contribution to journalComment/debate

4 Scopus citations

Offshoring: The next industrial revolution?

Blinder, A. S., Jan 1 2006, In : Foreign Affairs. 85, 2, 1 p.

Princeton University

Research output: Contribution to journalComment/debate

385 Scopus citations

Regularization in statistics: Discussion

Fan, J., Dec 1 2006, In : Test. 15, 2, p. 303-344 42 p.

Princeton University

Research output: Contribution to journalComment/debate

4 Scopus citations

Social value of public information: Morris and Shin (2002) Is actually pro-transparency, not con: Reply

Morris, S., Mar 1 2006, In : American Economic Review. 96, 1, p. 453-455 3 p.

Princeton University

Research output: Contribution to journalComment/debate

38 Scopus citations
2005

Comment: A selective overview of nonparametric methods in financial econometrics

Fan, J., Nov 1 2005, In : Statistical Science. 20, 4, p. 347-357 11 p.

Princeton University

Research output: Contribution to journalComment/debate

7 Scopus citations

Comment

Sims, C. A., Dec 1 2005, In : NBER Macroeconomics Annual. 20, p. 375-379 5 p.

Princeton University

Research output: Contribution to journalComment/debate

Commentary

Sims, C. A., Jul 1 2005, In : Federal Reserve Bank of St. Louis Review. 87, 4, p. 487-492 6 p.

Princeton University

Research output: Contribution to journalComment/debate

Commentary

Watson, M. W., Jul 1 2005, In : Federal Reserve Bank of St. Louis Review. 87, 4, p. 453-458 6 p.

Princeton University

Research output: Contribution to journalComment/debate

2004

Comment

Watson, M. W., Dec 1 2004, In : NBER Macroeconomics Annual. 19, p. 216-221 6 p.

Princeton University

Research output: Contribution to journalComment/debate

8 Scopus citations

Oil shocks and aggregate macroeconomic behavior: The role of monetary policy

Watson, M. W., Apr 1 2004, In : Journal of Money, Credit and Banking. 36, 2, p. 287-291 5 p.

Princeton University

Research output: Contribution to journalComment/debate

60 Scopus citations
2003

Frontiers of stochastically nondominated portfolios

Vanderbei, R. J. & Ruszczynski, A., Jan 1 2003, In : Econometrica. 71, 4, p. 1287-1297 11 p.

Princeton University, Rutgers, The State University

Research output: Contribution to journalComment/debate

56 Scopus citations

Journal of Business and Economic Statistics: Comment

Sims, C. A., Oct 1 2003, In : Journal of Business and Economic Statistics. 21, 4, p. 500-503 4 p.

Princeton University

Research output: Contribution to journalComment/debate

2002

Discussion on the paper by Xia, Tong, Li and Zhu

Fan, J., Jan 1 2002, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 64, 3, p. 388-410 23 p.

Princeton University

Research output: Contribution to journalComment/debate

1 Scopus citations
1987

Comment

Sims, C. A., Oct 1987, In : Journal of Business and Economic Statistics. 5, 4, p. 443-449 7 p.

Princeton University

Research output: Contribution to journalComment/debate

36 Scopus citations
1976

Does fiscal policy matter?. A correction

Blinder, A. S., Jan 1 1976, In : Journal of Public Economics. 5, 1-2, p. 183-184 2 p.

Princeton University

Research output: Contribution to journalComment/debate

16 Scopus citations