Michael Weber

Booth School of Business
University of Chicago
5807 South Woodlawn Avenue
Chicago, IL 60637
Tel: 773/702-1241

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
NBER Program Affiliations: AP , ME
NBER Affiliation: Faculty Research Fellow
Institutional Affiliation: University of Chicago

NBER Working Papers and Publications

August 2020How Did U.S. Consumers Use Their Stimulus Payments?
with Olivier Coibion, Yuriy Gorodnichenko: w27693
June 2020Managing Households' Expectations with Unconventional Policies
with Francesco D’Acunto, Daniel Hoang: w27399
Does Policy Communication During Covid Work?
with Olivier Coibion, Yuriy Gorodnichenko: w27384
May 2020The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending
with Olivier Coibion, Yuriy Gorodnichenko: w27141
April 2020Big G
with Lydia Cox, Gernot Müller, Ernesto Pastén, Raphael Schoenle: w27034
Labor Markets During the COVID-19 Crisis: A Preliminary View
with Olivier Coibion, Yuriy Gorodnichenko: w27017
March 2020Gender Roles and the Gender Expectations Gap
with Francesco D’Acunto, Ulrike Malmendier: w26837
Perceived Precautionary Savings Motives: Evidence from FinTech
with Francesco D’Acunto, Thomas Rauter, Christoph K. Scheuch: w26817
February 2020Forward Guidance and Household Expectations
with Olivier Coibion, Dimitris Georgarakos, Yuriy Gorodnichenko: w26778
November 2019Estimating The Anomaly Base Rate
with Alexander M. Chinco, Andreas Neuhierl: w26493
September 2019Exposure to Daily Price Changes and Inflation Expectations
with Francesco D’Acunto, Ulrike Malmendier, Juan Ospina: w26237
January 2019Monetary Policy Communications and their Effects on Household Inflation Expectations
with Olivier Coibion, Yuriy Gorodnichenko: w25482
IQ, Expectations, and Choice
with Francesco D’Acunto, Daniel Hoang, Maritta Paloviita: w25496
November 2018The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy
with Ernesto Pastén, Raphael Schoenle: w25303

Published: Ernesto Pasten & Raphael Schoenle & Michael Weber, 2019. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," Journal of Monetary Economics, .

Low Inflation: High Default Risk AND High Equity Valuations
with Harjoat S. Bhamra, Christian Dorion, Alexandre Jeanneret: w25317
June 2018Monetary Momentum
with Andreas Neuhierl: w24748
January 2018Unconventional Fiscal Policy
with Francesco D’Acunto, Daniel Hoang: w24244

Published: Francesco D'Acunto & Daniel Hoang & Michael Weber, 2018. "Unconventional Fiscal Policy," AEA Papers and Proceedings, vol 108, pages 519-23. citation courtesy of

Signaling Safety
with Roni Michaely, Stefano Rossi: w24237

Published: Roni Michaely & Stefano Rossi & Michael Weber, 2020. "Signaling Safety," Journal of Financial Economics, .

September 2017Historical Antisemitism, Ethnic Specialization, and Financial Development
with Francesco D’Acunto, Marcel Prokopczuk: w23785

Published: Francesco D’Acunto & Marcel Prokopczuk & Michael Weber, 2019. "Historical Antisemitism, Ethnic Specialization, and Financial Development," The Review of Economic Studies, vol 86(3), pages 1170-1206. citation courtesy of

August 2017Price Rigidity and the Origins of Aggregate Fluctuations
with Ernesto Pasten, Raphael Schoenle: w23750
May 2017Monetary Policy through Production Networks: Evidence from the Stock Market
with Ali Ozdagli: w23424
March 2017Dissecting Characteristics Nonparametrically
with Joachim Freyberger, Andreas Neuhierl: w23227

Published: Joachim Freyberger & Andreas Neuhierl & Michael Weber & Andrew Karolyi, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, vol 33(5), pages 2326-2377. citation courtesy of

January 2017Flexible Prices and Leverage
with Francesco D’Acunto, Ryan Liu, Carolin Pflueger: w23066

Published: Francesco D’Acunto & Ryan Liu & Carolin Pflueger & Michael Weber, 2018. "Flexible prices and leverage," Journal of Financial Economics, . citation courtesy of

November 2016Monetary Policy and the Stock Market: Time-Series Evidence
with Andreas Neuhierl: w22831
August 2016The Effect of Unconventional Fiscal Policy on Consumption Expenditure
with Francesco D’Acunto, Daniel Hoang: w22563

Published: Francesco D’Acunto & Daniel Hoang & Michael Weber, 2017. "The Effect of Unconventional Fiscal Policy on Consumption Expenditure," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(1), pages 09-11, April. citation courtesy of

Cash Flow Duration and the Term Structure of Equity Returns

Published: Michael Weber, 2018. "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, . citation courtesy of

February 2013Conditional Risk Premia in Currency Markets and Other Asset Classes
with Martin Lettau, Matteo Maggiori: w18844

Published: Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2014. "Conditional risk premia in currency markets and other asset classes," Journal of Financial Economics, Elsevier, vol. 114(2), pages 197-225. citation courtesy of

Are Sticky Prices Costly? Evidence From The Stock Market
with Yuriy Gorodnichenko: w18860

Published: Yuriy Gorodnichenko & Michael Weber, 2016. "Are Sticky Prices Costly? Evidence from the Stock Market," American Economic Review, American Economic Association, vol. 106(1), pages 165-99, January. citation courtesy of

National Bureau of Economic Research
1050 Massachusetts Ave.
Cambridge, MA 02138

Twitter RSS

View Full Site: One timeAlways