Vivian Yue

Economics Department
Emory University
602 Fishburne Drive
Atlanta, GA 30322
Tel: 646/961-8274

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
NBER Program Affiliations: IFM
NBER Affiliation: Research Associate
Institutional Affiliation: Emory University

NBER Working Papers and Publications

June 2019US Monetary Policy and International Bond Markets
with Simon Gilchrist, Egon Zakrajšek: w26012

Published: Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "U.S. Monetary Policy and International Bond Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December. citation courtesy of

July 2014The Twin Ds: Optimal Default and Devaluation
with Seunghoon Na, Stephanie Schmitt-Grohé, Martin Uribe: w20314

Published: Seunghoon Na & Stephanie Schmitt-Grohé & Martín Uribe & Vivian Yue, 2018. "The Twin Ds: Optimal Default and Devaluation," American Economic Review, vol 108(7), pages 1773-1819. citation courtesy of

June 2011A General Equilibrium Model of Sovereign Default and Business Cycles
with Enrique G. Mendoza: w17151

Published: Enrique G. Mendoza & Vivian Z. Yue, 2012. "A General Equilibrium Model of Sovereign Default and Business Cycles," The Quarterly Journal of Economics, Oxford University Press, vol. 127(2), pages 889-946. citation courtesy of

March 2008A Solution to the Disconnect between Country Risk and Business Cycle Theories
with Enrique G. Mendoza: w13861
November 2007Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
with Francis X. Diebold, Canlin Li: w13588

Published: Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October. citation courtesy of

October 2003Country Spreads and Emerging Countries: Who Drives Whom?
with Martin Uribe: w10018


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