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Author:Lubik, Thomas A. 

Briefing
TARGET2: symptom, not cause, of eurozone woes

In recent years, large positive and negative balances have arisen in TARGET2, the interbank settlement and payments system of the Eurozone. These balances show that the Deutsche Bundesbank, the central bank of Germany, has become a large net creditor to the European Central Bank (ECB). Conversely, they show that central banks in the periphery nations of Portugal, Ireland, Italy, Greece, and Spain have become significant net debtors to the ECB. Critics of the Eurosystem have portrayed these balances as a "stealth bailout" of the periphery nations, but TARGET2 merely reflects persistent ...
Richmond Fed Economic Brief , Issue Aug

Briefing
Public and Private Debt after the Pandemic and Policy Normalization

As a result of the COVID-19 pandemic, public debt has increased dramatically and private debt seems likely to increase as well. High indebtedness could influence the effectiveness of monetary policy and lead to political pressure for the Federal Reserve to maintain low interest rates for an extended period of time.
Richmond Fed Economic Brief , Issue 20-06 , Pages 6

Briefing
How Expectations About Future Productivity Drive Inventories

To what extent do expectations about future productivity developments drive business cycles? This Economic Brief reviews the state of the literature and discusses how new research by the authors establishes a novel method to answer. We specifically focus on firms' inventories, which stock goods available for future sales. We find that these inventories expand strongly to news about future productivity developments. This confirms that expectations about future productivity are a powerful force behind aggregate fluctuations, a finding with important implications for widely used economic models.
Richmond Fed Economic Brief , Volume 22 , Issue 03

Journal Article
Exchange rate volatility in a simple model of firm entry and FDI

Recent discussions of exchange rate determination have emphasized the possible role of foreign direct investment in influencing exchange rate behavior. Yet, there are few existing models of multinational enterprises (MNEs) and endogenous exchange rates. This article demonstrates that the entry decisions of MNEs can influence the volatility of the real exchange rate in countries where there are significant costs involved in maintaining production facilities, even when prices are perfectly flexible. We develop an analytically tractable framework with closed-form solution, but show that the ...
Economic Quarterly , Volume 98 , Issue 1Q , Pages 51-76

Working Paper
The Changing Nature of Technology Shocks

We document changes to the pattern of technology shocks and their propagation in post-war U.S. data. Using an agnostic identification procedure, we show that the dominant shock driving total factor productivity (TFP) is akin to a diffusion or news shock and that shock transmission has changed over time. Specifically, the behavior of hours worked is notably different before and after the 1980s. In addition, the importance of technology shocks as a major driver of aggregate fluctuations has increased over time. They play a dominant role in the second subsample, but much less so in the first. We ...
Working Paper

Briefing
Seek and Ye Shall Not Find: The Absence of Hysteresis in U.S. Macroeconomic Data

Economists are keenly interested in longer-run economic phenomena that interact with short-run shocks and business cycles. A particularly well-known example is hysteresis, which posits that disturbances typically thought of as transitory actually can have permanent effects. While this concept is well-recognized in theoretical modeling, empirical evidence has been sparse. After conducting a thorough analysis of U.S. macroeconomic data, we conclude that there has been no hysteresis in the United States for the past 60 years.
Richmond Fed Economic Brief , Volume 21 , Issue 04

Working Paper
Indeterminacy and Imperfect Information

We study equilibrium determination in an environment where two kinds of agents have different information sets: The fully informed agents know the structure of the model and observe histories of all exogenous and endogenous variables. The less informed agents observe only a strict subset of the full information set. All types of agents form expectations rationally, but agents with limited information need to solve a dynamic signal extraction problem to gather information about the variables they do not observe. We show that for parameter values that imply a unique equilibrium under full ...
Working Paper , Paper 19-17

Working Paper
Aggregate labor market dynamics in Hong Kong

I specify a simple search and matching model of the labor market and estimate it on unemployment and vacancy data for Hong Kong over the period 2000-2010 using Bayesian methods. The model fits the data remarkably well. The estimation shows that the main driver of fluctuations in the labor market are productivity shocks, with cyclical movements in the separation rate playing only a subordinate role. The parameter estimates are broadly consistent with those found in the literature. In order to replicate the volatility of unemployment and vacancies the model estimates require a high replacement ...
Working Paper , Paper 11-02

Briefing
Using Inventories to Help Explain Post-1984 Business Cycles

Real business cycle (RBC) models have been highly successful at explaining business cycles that occurred before 1984. But since then, shifts in comovements and relative volatilities of key economic aggregates have challenged their preeminence. One possible refinement of the standard RBC model is to include multiple stages of production. This extension allows researchers to use inventory data to estimate the discount rate that firms use to assess future income streams. The results indicate that variations in the discount rate reflect financial frictions that have become significant drivers of ...
Richmond Fed Economic Brief , Issue June

Working Paper
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

We study the behavior of key macroeconomic variables in the time and frequency domain. For this purpose, we decompose U.S. time series into various frequency components. This allows us to identify a set of stylized facts: GDP growth is largely a high-frequency phenomenon whereby inflation and nominal interest rates are characterized largely by low-frequency components. In contrast, unemployment is a medium-term phenomenon. We use these decompositions jointly in a structural VAR where we identify monetary policy shocks using a sign restriction approach. We find that monetary policy shocks ...
Working Paper , Paper 19-6

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