Skip to content

economics research by Seth Pruitt

Seth Pruitt

  • Home
  • About
  • Research
HomePostsGKPwebdata

GKPwebdata

GKPwebdata.zip

Papers

  • Instrumented Principal Component Analysis (WP) w/ Kelly and Su
  • Macroeconomic News in the Cross Section of Asset Growth (WP) w/ Hou, Hugon, and Lyle
  • The Liquidity Effects of Official Bond Market Intervention (JFQA forth) w/ DePooter and Martin
  • Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero (JMCB 2017) w/ Kim
  • Systemic Risk and the Macroeconomy: An Empirical Evaluation (JFE 2016) w/ Giglio and Kelly
  • The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors (JoE 2015) w/ Kelly
  • The Demand for Youth: Explaining Age Differences in the Volatility of Hours (AER 2013) w/ Jaimovich and Siu
  • Market Expectations in the Cross Section of Present Values (JF 2013) w/ Kelly
  • Uncertainty over Models and Data: The Rise and Fall of American Inflation (JMCB 2012)
  • Estimating the Market-Perceived Monetary Policy Rule (AEJMacro 2011) w/ Hamilton and Borger
  • The Pseudo-Information Filter (WP)
  • Markup Variation and Endogenous Fluctuations in the Price of Investment Goods (WP) w/ Floetotto and Jaimovich

Categories

  • asset pricing
  • econometrics
  • factor models
  • forthcoming
  • macroeconomics
  • monetary policy
  • published
  • state space
  • working paper
Powered by WordPress.com.