Seth Pruitt
Title
Cited by
Cited by
Year
Market expectations in the cross section of present values
B Kelly, S Pruitt
The Journal of Finance 68 (5), 1721-1756, 2013
3772013
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
3462016
The three-pass regression filter: A new approach to forecasting using many predictors
B Kelly, S Pruitt
Journal of Econometrics 186 (2), 294-316, 2015
2522015
Characteristics are covariances: A unified model of risk and return
BT Kelly, S Pruitt, Y Su
Journal of Financial Economics 134 (3), 501-524, 2019
204*2019
The liquidity effects of official bond market intervention
M De Pooter, RF Martin, S Pruitt
Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018
104*2018
The demand for youth: Explaining age differences in the volatility of hours
N Jaimovich, S Pruitt, HE Siu
American Economic Review 103 (7), 3022-44, 2013
69*2013
Estimating the market-perceived monetary policy rule
JD Hamilton, S Pruitt, S Borger
American Economic Journal: Macroeconomics 3 (3), 1-28, 2011
41*2011
Instrumented principal component analysis
BT Kelly, S Pruitt, Y Su
Available at SSRN 2983919, 2017
342017
Earnings risk in the household: Evidence from millions of US tax returns
S Pruitt, N Turner
American Economic Review: Insights 2 (2), 237-54, 2020
17*2020
Estimating monetary policy rules when nominal interest rates are stuck at zero
J Kim, S Pruitt
Journal of Money, Credit and Banking 49 (4), 585-602, 2017
172017
Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter?
M De Pooter, DS Rebecca, RF Martin, S Pruitt
162015
Uncertainty over models and data: The rise and fall of American inflation
S Pruitt
Journal of Money, Credit and Banking 44 (2‐3), 341-365, 2012
152012
Markup variation and endogenous fluctuations in the price of investment goods
M Floetotto, N Jaimovich, S Pruitt
FRB International Finance Discussion Paper, 2009
152009
Understanding momentum and reversal
BT Kelly, TJ Moskowitz, S Pruitt
Journal of Financial Economics, 2021
62021
Modeling Corporate Bond Returns
BT Kelly, D Palhares, S Pruitt
Available at SSRN, 2020
32020
The Pseudo-Information Filter
S Pruitt
Available at SSRN 2080107, 2012
2012
Three essays on macroeconomics
SJ Pruitt
UC San Diego, 2008
2008
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Articles 1–17