Fernando Alvarez | Academic Influence

Fernando Alvarez 's AcademicInfluence.com Rankings

Fernando Alvarez

Economics

#1636

World Rank

#1880

Historical Rank

Monetary Economics

#141

World Rank

#149

Historical Rank

Macroeconomics

#292

World Rank

#308

Historical Rank

economics Degrees

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Economics

Fernando Alvarez 's Degrees

PhD Economics University of Buenos Aires
Masters Economics University of Buenos Aires
Bachelors Economics University of Buenos Aires

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Why Is Fernando Alvarez Influential?

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According to Wikipedia, Fernando Enrique Alvarez is an Argentine macroeconomist. He is professor of economics at the University of Chicago. He received his B.A. in Economics at Universidad Nacional de La Plata in 1989 and his Ph.D. from the University of Minnesota in 1994. He was elected a Fellow of the Econometric Society in 2008. He was named a Fellow of the American Academy of Arts and Sciences in 2018.

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Fernando Alvarez 's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Efficiency, equilibrium, and asset pricing with risk of default (2000) (744)
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (2005) (293)
Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets (2002) (274)
Financial Innovation and the Transactions Demand for Cash (2007) (232)
Time-varying risk, interest rates, and exchange rates in general equilibrium (2009) (219)
Interest rates and inflation (2001) (215)
On inflation as a regressive consumption tax (2000) (213)
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (1999) (210)
Banking in computable general equilibrium economies (1992) (184)
Optimal Price Setting with Observation and Menu Costs (2010) (164)
Dynamic Programming with Homogeneous Functions (1998) (162)
Search and Rest Unemployment (2008) (149)
Severance payments in an economy with frictions (2001) (147)
Labor-Market Policies in an Equilibrium Search Model (1999) (132)
Durable Consumption and Asset Management with Transaction and Observation Costs (2010) (132)
The real effects of monetary shocks in sticky price models. A sufficient statistic approach (2016) (117)
A Simple Planning Problem for COVID-19 Lock-down, Testing, and Tracing (2021) (102)
Price Setting With Menu Cost for Multiproduct Firms (2014) (98)
Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand (2009) (95)
From Hyperinflation to Stable Prices: Argentina’s Evidence on Menu Cost Models* (2018) (71)
Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model (1996) (68)
Price Setting with Menu Cost for Multi-Product Firms (2012) (68)
On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand (2003) (68)
Social Mobility: The Barro)Becker Children Meet the Laitner)Loury Dynasties* (1999) (66)
The Time Consistency of Optimal Monetary and Fiscal Policies (2004) (63)
If exchange rates are random walks, then almost everything we say about monetary policy is wrong (2007) (63)
Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets (2000) (58)
Decomposing Duration Dependence in a Stopping Time Model (2016) (50)
Asset Pricing When Risk Sharing is Limited by Default (1997) (50)
Small and Large Price Changes and the Propagation of Monetary Shocks (2013) (49)
Search, self-insurance and job-security provisions (1998) (44)
Cash Burns: An Inventory Model with a Cash-Credit Choice (2015) (42)
Persistent Liquidity Effects and Long Run Money Demand (2011) (32)
Are State- and Time-Dependent Models Really Different? (2016) (32)
The Demand of Liquid Assets with Uncertain Lumpy Expenditures (2012) (31)
Monetary Shocks in Models with Inattentive Producers (2014) (29)
Capital accumulation and international trade (2017) (27)
A real options perspective on the future of the Euro (2014) (23)
On the Welfare Costs of Consumption Uncertainty made this article openly available. Please share how this access benefits you. Your story matters (2007) (21)
Money and Interest Rates with Endogeneously Segmented Markets (1999) (20)
Unemployment and Human Capital (2009) (17)
The time consistency of monetary and fiscal policies (2002) (14)
Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks (2018) (13)
The Macroeconomics of Sticky Prices with Generalized Hazard Functions (2020) (12)
The 100% Tax in Theory and Practice (1998) (12)
Uncertainty and the Dynamics of Pareto Optimal (2004) (11)
Unions and Unemployment∗ (2008) (10)
Monetary shocks in models with observation and menu costs (2018) (9)
Random Risk Aversion and Liquidity: a Model of Asset Pricing and Trade Volumes∗ (2016) (8)
The Size of the Permanent Component of Asset Pricing Kernels (2001) (8)
Price Setting with Strategic Complementarities as a Mean Field Game (2022) (8)
A note on price adjustment with menu cost for multi-product firms (2010) (7)
Monetary Shocks with Observation and Menu Costs (2013) (7)
The Analytic Theory of a Monetary Shock (2021) (7)
Banking in computable general equilibrium economies: technical appendices I and II (1992) (6)
Fixed Term Employment Contracts in an Equilibrium Search Model (2005) (6)
The Proportional Hazard Model: Estimation and Testing using Price Change and Labor Market Data (2015) (6)
Cost of inflation in inventory theoretical models (2019) (5)
Cash-Management in Times of Covid-19 (2021) (5)
Monetary Shocks in a Model with Inattentive Producers (2012) (5)
Phillips curves with observation and menu costs (2015) (4)
Price plans and the real effects of monetary policy (2016) (4)
Consistent Evidence on Duration Dependence of Price Changes (2021) (4)
Mandatory Disclosure and Financial Contagion, Working Paper 2014-04 (2014) (4)
Durable consumption and asset management with transactions and information costs ∗ (2009) (3)
Empirical Investigation of a Sufficient Statistic for Monetary Policy Shocks (2021) (2)
The Pass-Through of Large Cost Shocks in an Inflationary Economy (2019) (2)
Decomposing Duration Dependence in the Job Finding Rate in a Stopping Time Model (2014) (2)
Excess Volatility of Consumption in Developed and Emerging Markets: The Role of Durable Goods (2009) (2)
RECENT ADVANCES in ENERGY, ENVIRONMENT and FINANCIAL SCIENCE (2016) (2)
The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes (2018) (1)
Rest Unemployment and Unionization ∗ (2008) (1)
Comment on The Benefits of Dollarization When Stabilization Policy Lacks Credibility and Financial Markets Are Imperfect (2001) (1)
The time consistency of the Friedman rule (2001) (1)
The Accelerated Failure Time Model: Estimation and Testing using Price Change and Labor Market Data (2015) (1)
WEB APPENDIX: Additional material and notes on “The Analytic Theory of a Monetary Shock”∗ (2018) (1)
Human Capital and Unemployment (2012) (1)
Reserve Requirements: Not a Solution to the Potential Capital Inflow Problem in Cuba (1993) (1)
Empirical Investigation of a Sufficient Statistic for Monetary Shocks (2021) (1)
College Enrollment, Dropouts and Option Value of Education (2008) (1)
Reducing Inflation in Argentina: Mission Impossible? (2005) (1)
Numerical Solutions to a Stochastic Growth Model Based on the Evolution of a Radial Basis Network (2004) (0)
Appendix A. On ATM cards and ATM withdrawals in Italy Appendix B. Statistics on the probability of cash theft in Italy Appendix C. On the average cash balance M with a precautionary motive Appendix D. Cash-flow identity: theory and evidence (2009) (0)
Code and data files for "Cost of Inflation in Inventory Theoretical Models" (2018) (0)
Working Paper 10 / 13 April 2013 Monetary Shocks with Observation and menu Costs (2013) (0)
Cash-Management in Times of COVID-19 (2021) (0)
WEB APPENDIX FOR: “The Analytic Theory of a Monetary Shock”∗ (2021) (0)
Numerical Solution to a Stochastic Growth Model Based on Evolution of Radial Basis Networks (2002) (0)
Expected Value Optimisation and Minimax for Robust Decisions. B. Rustem Dynare: a Simulation Platform for Non-linear Rational Expectation Models. Preconditioning Indefinite Systems in Interior Point Methods for Optimization. J. Gondzio on Improving the Von Neumann Algorithm for Linear Programming. U (0)
The net benefit from employment and duration dependence in the exit rate from unemployment (2014) (0)
A three mutual fund separation theorem (2018) (0)
LSI volume 28 issue 3 Cover and Back matter (2003) (0)
Consumer Surplus of Alternative Payment Methods∗ (2020) (0)
SUPPLEMENT TO “PRICE SETTING WITH MENU COST FOR MULTIPRODUCT FIRMS”: ONLINE APPENDICES (2014) (0)
Economic growth, business cycles, and expected stock returns (2008) (0)
Quantitative effects of temporary employment contracts in Spain (2022) (0)
Online Appendices Durable consumption and asset management with transactions and observation costs (2011) (0)
Replication data for: The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach (2019) (0)
B Search and Rest Unemployment (2010) (0)
Household porfolio-saving models with frictions (2013) (0)
Experience and Worker Flows ∗ Aspen Gorry (2011) (0)
Optimal Monetary Policy and Asset Prices in an Endogenously Segmented Mar- ket Model (2001) (0)
Online Appendix: A Simple Planning Problem for COVID-19 Lockdown, Testing and Tracing∗ (2020) (0)
Are State and Time Dependent Models of Price Setting Really Different? A Sufficient Statistic Approach (2016) (0)

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What Schools Are Affiliated With Fernando Alvarez ?

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