Martin Eichenbaum
Carnegie Mellon University
12 Papers
60 Citations
Martin Eichenbaum is an academic researcher from Carnegie Mellon University. The author has contributed to research in topics: Finished good & Rational expectations. The author has an hindex of 6, co-authored 10 publications.
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Papers
A rational expectations equilibrium model of inventories of finished goods and employment
TL;DR: In this paper, the authors show that the time series for inventories, output and employment can, in principle, be interpreted as emerging from a well-specified dynamic, stochastic competitive equilibrium in which economic agents are assumed to form rational expectations about variables not included in their information sets.
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Vector autoregressions for causal inference? comment
TL;DR: Edward Learner's paper provides an interesting and provocative discussion of one of the most important issues facing macroeconomists, the extent to which causal inferences regarding macroeconomic phenomenon can be made from time series data by arguing that the Cowles program for engaging in such inferences suffers from critical defects.
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•Posted Content
The Research Agenda: Larry Christiano and Martin Eichenbaum write about their current research program on the monetary transmission mechanism
Lawrence J. Christiano,Martin Eichenbaum +1 more
- 01 Jan 1999
TL;DR: The impact of monetary and fiscal policies on business cycles and linking empirical results to rigorous dynamic models was studied by Lawrence J. Christiano and Martin Eichenbaum at Northwestern University as mentioned in this paper.
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Federal Reserve Bank of Minneapolis and NBER
Lawrence J. Christiano,Martin Eichenbaum +1 more
- 01 Jan 1989
TL;DR: In this paper, the authors examine the quantitative importance of temporal aggregation bias in distorting parameter estimates and hypothesis tests in the production smoothing/buffer stock model of inventories and show that it can account for the slow speeds of adjustment typically obtained in such a model.
4
Assessing Structural VARs ∗ (Preliminary)
Lawrence J. Christiano,Martin Eichenbaum,Robert J. Vigfusson +2 more
- 01 Jan 2005
TL;DR: In this article, the authors used artificial data generated from variants of a simple real business cycle model to evaluate the ability of structural VARs to estimate the dynamic response of the economy to shocks.