Oliver de Groot : Citation Profile


Are you Oliver de Groot?

University of Liverpool

6

H index

4

i10 index

85

Citations

RESEARCH PRODUCTION:

6

Articles

24

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 10
   Journals where Oliver de Groot has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 10 (10.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde800
   Updated: 2021-04-17    RAS profile: 2020-07-09    
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Relations with other researchers


Works with:

Throckmorton, Nathaniel (9)

Richter, Alexander (9)

Durdu, C. Bora (4)

Mendoza, Enrique (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Oliver de Groot.

Is cited by:

Nakata, Taisuke (3)

Prieto, Esteban (3)

Neuenkirch, Matthias (3)

Nöckel, Matthias (3)

Mendoza, Enrique (3)

Schmidt, Sebastian (3)

Oh, Joonseok (3)

Eickmeier, Sandra (3)

Villalvazo, Sergio (3)

Abbate, Angela (3)

Metiu, Norbert (3)

Cites to:

Fernandez-Villaverde, Jesus (9)

Rey, Helene (8)

Winant, Pablo (8)

Coeurdacier, Nicolas (8)

Rubio-Ramirez, Juan F (8)

Uribe, Martín (6)

Mendoza, Enrique (6)

Guerron, Pablo (6)

Holden, Tom (6)

Schmitt-Grohe, Stephanie (5)

Buiter, Willem (5)

Main data


Where Oliver de Groot has published?


Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
Discussion Paper Series, School of Economics and Finance / School of Economics and Finance, University of St Andrews4
CDMA Working Paper Series / Centre for Dynamic Macroeconomic Analysis3
Working Papers / University of Liverpool, Department of Economics3
Working Paper Series / European Central Bank2
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Oliver de Groot (2021 and 2020)


YearTitle of citing document
2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2020Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza . In: CREATES Research Papers. RePEc:aah:create:2020-02.

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2020Interest rate volatility and macroeconomic dynamics: Heterogeneity matters. (2020). Velic, Adnan ; Curran, Michael. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:4:p:957-975.

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2020Monetary policy inertia and the paradox of flexibility. (2020). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0888.

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2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

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2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

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2020Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8250.

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2020The Financial Accelerator, Wages, and Optimal Monetary Policy. (2020). König, Tobias ; Konig, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1860.

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2020Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421.

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2020Using forecast-augmented VAR evidence to dampen the forward guidance puzzle. (2020). Mazelis, Falk ; Christoffel, Kai ; Montes-Galdon, Carlos ; de Groot, Oliver ; DeGroot, Oliver . In: Working Paper Series. RePEc:ecb:ecbwps:20202495.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model. (2020). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619300020.

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2020Is the negative interest rate policy effective?. (2020). Czudaj, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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2020When it Rains it Pours: Cascading Uncertainty Shocks. (2020). Tamoni, Andrea ; Hsu, Alex ; Diercks, Anthony M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-64.

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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (2020). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: International Finance Discussion Papers. RePEc:fip:fedgif:1272.

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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (2020). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: Working Papers. RePEc:fip:fedpwp:87720.

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2021Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior. (2021). Tauchen, George ; Gallant, Ronald A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:100-:d:510014.

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2020Macro Uncertainty and Unemployment Risk. (2020). Oh, Joonseok ; Picco, Anna Rogantini. In: Working Paper Series. RePEc:hhs:rbnkwp:0395.

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2020FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints. (). Villalvazo, Sergio ; Mendoza, Enrique. In: Review of Economic Dynamics. RePEc:red:issued:19-424.

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2020Interest rate pegs and the reversal puzzle: On the role of anticipation. (2020). Kienzler, Daniel ; Giesen, Sebastian ; Gerke, Rafael. In: Discussion Papers. RePEc:zbw:bubdps:502020.

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Works by Oliver de Groot:


YearTitleTypeCited
2020The Negative Interest Rate Policy Experiment In: CESifo Forum.
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article0
2020The Signalling Channel of Negative Interest Rates In: CEPR Discussion Papers.
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paper6
2019The Signalling Channel of Negative Interest Rates.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2019The Signalling Channel of Negative Interest Rates.(2019) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2020Valuation Risk Revalued In: CEPR Discussion Papers.
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paper0
2018Valuation Risk Revalued.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Valuation Risk Revalued.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Valuation Risk Revalued.(2018) In: CDMA Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2018Valuation Risk Revalued.(2018) In: Discussion Paper Series, School of Economics and Finance.
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This paper has another version. Agregated cites: 0
paper
2012Cost of borrowing shocks and fiscal adjustment In: Working Paper Series.
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paper10
2015Cost of borrowing shocks and fiscal adjustment.(2015) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 10
article
2013Cost of borrowing shocks and fiscal adjustment.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 10
paper
2020Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning In: Working Paper Series.
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paper2
2015Solving asset pricing models with stochastic volatility In: Journal of Economic Dynamics and Control.
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article8
2014Solving asset pricing models with stochastic volatility.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 8
paper
2013Computing the risky steady state of DSGE models In: Economics Letters.
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article16
2017Uncertainty Shocks in a Model of Effective Demand: Comment In: Working Papers.
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paper10
2017Uncertainty Shocks in a Model of Effective Demand: Comment.(2017) In: CDMA Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2017Uncertainty Shocks in a Model of Effective Demand: Comment.(2017) In: Discussion Paper Series, School of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2018Uncertainty Shocks in a Model of Effective Demand: Comment.(2018) In: Econometrica.
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This paper has another version. Agregated cites: 10
article
2014The Risk Channel of Monetary Policy In: Finance and Economics Discussion Series.
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paper24
2014The Risk Channel of Monetary Policy.(2014) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 24
article
2020Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets In: Finance and Economics Discussion Series.
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paper1
2019Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2019Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets In: Working Papers.
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paper2
2020Business cycle implications of banking system heterogeneity and complexity In: NBP Working Papers.
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paper0
2016Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets In: 2016 Meeting Papers.
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paper2
2019What order? Perturbation methods for stochastic volatility asset pricing and business cycle models In: CDMA Working Paper Series.
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paper4
2016What order? Perturbation methods for stochastic volatility asset pricing and business cycle models.(2016) In: Discussion Paper Series, School of Economics and Finance.
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This paper has another version. Agregated cites: 4
paper
2019A Financial Accelerator through Coordination Failure In: Discussion Paper Series, School of Economics and Finance.
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paper0

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