Seth Pruitt

Asst Professor

  • 231 Citations
  • 5 h-Index
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Fingerprint Dive into the research topics where Seth Pruitt is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 4 Similar Profiles
Cross section Business & Economics
Inflation Business & Economics
Monetary policy rules Business & Economics
Federal Reserve Business & Economics
Factors Business & Economics
Empirical evaluation Business & Economics
Nominal interest rate Business & Economics
Predictors Business & Economics

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Research Output 2011 2019

  • 231 Citations
  • 5 h-Index
  • 9 Article
3 Citations (Scopus)

Characteristics are covariances: A unified model of risk and return

Kelly, B. T., Pruitt, S. & Su, Y., Jan 1 2019, In : Journal of Financial Economics.

Research output: Contribution to journalArticle

Risk and return
Principal component analysis
Latent factors
5 Citations (Scopus)

The Liquidity Effects of Official Bond Market Intervention

De Pooter, M., Martin, R. F. & Pruitt, S., Feb 1 2018, In : Journal of Financial and Quantitative Analysis. 53, 1, p. 243-268 26 p.

Research output: Contribution to journalArticle

Bond market
Liquidity effect
Market intervention
1 Citation (Scopus)

Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero

Kim, J. & Pruitt, S., Jun 1 2017, In : Journal of Money, Credit and Banking. 49, 4, p. 585-602 18 p.

Research output: Contribution to journalArticle

Nominal interest rate
Monetary policy rules
Federal Reserve
Global financial crisis
72 Citations (Scopus)

Systemic risk and the macroeconomy: An empirical evaluation

Giglio, S., Kelly, B. & Pruitt, S., Mar 1 2016, In : Journal of Financial Economics. 119, 3, p. 457-471 15 p.

Research output: Contribution to journalArticle

Empirical evaluation
Systemic risk
Economic activity
Industrial production
42 Citations (Scopus)

The three-pass regression filter: A new approach to forecasting using many predictors

Kelly, B. & Pruitt, S., Jun 1 2015, In : Journal of Econometrics. 186, 2, p. 294-316 23 p.

Research output: Contribution to journalArticle