Oliver de Groot : Citation Profile


Are you Oliver de Groot?

University of Liverpool

6

H index

5

i10 index

117

Citations

RESEARCH PRODUCTION:

7

Articles

20

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 13
   Journals where Oliver de Groot has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 10 (7.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde800
   Updated: 2022-10-01    RAS profile: 2022-01-12    
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Relations with other researchers


Works with:

Richter, Alexander (5)

Throckmorton, Nathaniel (5)

Haas, Alexander (5)

Durdu, C. Bora (3)

Mazelis, Falk (3)

Mendoza, Enrique (3)

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

Is cited by:

Thaler, Dominik (6)

Villalvazo, Sergio (6)

Castelnuovo, Efrem (5)

Abbate, Angela (5)

Caggiano, Giovanni (5)

Cuba-Borda, Pablo (4)

Mendoza, Enrique (4)

Aruoba, S. Boragan (4)

Schmidt, Sebastian (4)

Schorfheide, Frank (4)

Posch, Olaf (3)

Cites to:

Smets, Frank (17)

Wouters, Raf (17)

Uribe, Martín (13)

Fernandez-Villaverde, Jesus (12)

Rey, Helene (12)

Svensson, Lars (12)

Coeurdacier, Nicolas (12)

Winant, Pablo (12)

Holden, Tom (11)

Rubio-Ramirez, Juan F (10)

Mendoza, Enrique (10)

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
Working Paper Series / European Central Bank4
Working Papers / University of Liverpool, Department of Economics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Oliver de Groot (2022 and 2021)


YearTitle of citing document
2021Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12.

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2021Optimal Monetary Policy with the Risk-Taking Channel. (2021). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:bde:wpaper:2137.

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2021Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911.

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2021Slow recoveries, endogenous growth and macroprudential policy. (2021). Bonciani, Dario ; Kanngiesser, Derrick ; Gauthier, David. In: Bank of England working papers. RePEc:boe:boeewp:0917.

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2021Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_013.

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2021Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9328.

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2021News versus Surprise in Structural Forecasting Models: Central Bankers Practical Perspective. (2021). Vlcek, Jan ; Stanislav Tvrz, ; Musil, Karel. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/02.

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2021The ECB’s price stability framework: past experience, and current and future challenges. (2021). Zevi, Giordano ; Weber, Henning ; Schmidt, Sebastian ; Ristiniemi, Annukka ; Pisani, Massimiliano ; Nikolov, Kalin ; Meyler, Aidan ; Matheron, Julien ; Mazelis, Falk ; Locarno, Alberto ; Hurtado, Samuel ; Giesen, Sebastian ; Gautier, Erwan ; Ehrmann, Michael ; Coenen, Günter ; Aguilar, Pablo ; Cecion, Martina ; Dupraz, Stephane ; Sturm, Michael ; Hoffmann, Mathias ; Gomes, Sandra ; Rannenberg, Ansgar ; Pavlova, Lora ; Ioannidis, Michael ; Monch, Emanuel ; Hammermann, Felix ; Maletic, Matjaz ; Al-Haschimi, Alexander ; Kontulainen, Jarmo ; Dobrew, Michael ; Stevens, Arnoud ; Cleanthous, Lena ; Scheer, Alexander ; Gilbert, Niels ; Kok, Christoffer ; Papageorgiou, Dimitris ; Hutchinson, John ; Haavio, Markus ; Lojsc
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

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2022Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290.

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2021Risk matters: Breaking certainty equivalence in linear approximations. (2021). Polattimur, Hamza ; Posch, Olaf ; Parra-Alvarez, Juan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001834.

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2022Disciplining expectations and the forward guidance puzzle. (2022). Montes-Galdon, Carlos ; Mazelis, Falk ; Christoffel, Kai ; Muller, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000410.

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2022Unemployment dynamics and informality in small open economies. (2022). Yang, Guanyi ; Horvath, Jaroslav. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002427.

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2021Monetary financing and fiscal discipline. (2021). Hülsewig, Oliver ; Steinbach, Armin ; Hulsewig, Oliver. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000284.

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2021External debt composition and domestic credit cycles. (2021). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000267.

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2022The macroeconomic effects of forward communication. (2022). Xu, Hong ; Robstad, Orjan ; Ellen, Saskia Ter ; Brubakk, Leif. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s026156062100187x.

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2022Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It. (2022). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco. In: Working Papers. RePEc:fip:fedcwq:94186.

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2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-05.

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2021The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318.

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2022Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Staff Reports. RePEc:fip:fednsr:93711.

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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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2021Unconventional Credit Policy in an Economy under Zero Lower Bound. (2021). Pozo, Jorge ; Rojas, Youel. In: IHEID Working Papers. RePEc:gii:giihei:heidwp14-2021.

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2021Alternative Models of Interest Rate Pass-Through in Normal and Negative Territory. (2021). Ulate, Mauricio. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:1:a:1.

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2021Veto players, market discipline, and structural fiscal consolidations. (2021). Scharler, Johann ; Leibrecht, Markus. In: Public Choice. RePEc:kap:pubcho:v:188:y:2021:i:3:d:10.1007_s11127-020-00831-4.

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2021A Toolkit for Computing Constrained Optimal Policy Projections (COPPs). (2021). Ristiniemi, Annukka ; Motto, Roberto ; Mazelis, Falk ; de Groot, Oliver ; DeGroot, Oliver . In: Working Papers. RePEc:liv:livedp:202112.

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2022The Long-Run Effects of Risk: An Equilibrium Approach. (2021). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: Economics Discussion Paper Series. RePEc:man:sespap:2104.

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2021Transmise m?nové politiky a spodní efektivní hranice m?nov?politické úrokové sazby. (2021). imaek, Milan . In: Politická ekonomie. RePEc:prg:jnlpol:v:2021:y:2021:i:2:id:1310:p:227-253.

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2021THE EFFECTIVENESS OF A NEGATIVE INTEREST RATE POLICY. (2021). Smets, Frank ; Peersman, Gert ; Onofri, Marco. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1015.

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2021Optimal monetary policy with the risk-taking channel. (2021). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:snb:snbwpa:2021-09.

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2022Market-Induced Fiscal Discipline in Europe. (2022). Cellini, Roberto ; Cafiso, Gianluca. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00182-z.

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2021Euro area periphery countries fiscal policy and monetary policy surprises. (2021). Rottmann, Horst ; Hulsewig, Oliver. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:81.

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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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paper10
2019The Signalling Channel of Negative Interest Rates.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2021The signalling channel of negative interest rates.(2021) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 10
paper
2019The Signalling Channel of Negative Interest Rates.(2019) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
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
2012Cost of borrowing shocks and fiscal adjustment In: Working Paper Series.
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paper15
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: 15
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: 15
paper
2020Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning In: Working Paper Series.
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paper3
2020Using forecast-augmented VAR evidence to dampen the forward guidance puzzle In: Working Paper Series.
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paper5
2021A toolkit for computing Constrained Optimal Policy Projections (COPPs) 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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article9
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: 9
paper
2013Computing the risky steady state of DSGE models In: Economics Letters.
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article19
2017Uncertainty Shocks in a Model of Effective Demand: Comment In: Working Papers.
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paper15
2018Uncertainty Shocks in a Model of Effective Demand: Comment.(2018) In: Econometrica.
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This paper has another version. Agregated cites: 15
article
2014The Risk Channel of Monetary Policy In: Finance and Economics Discussion Series.
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paper30
2014The Risk Channel of Monetary Policy.(2014) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 30
article
2020Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets In: Finance and Economics Discussion Series.
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paper4
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: 4
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2019Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets In: Working Papers.
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paper3
2020Business cycle implications of banking system heterogeneity and complexity In: NBP Working Papers.
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paper0
2021A Financial Accelerator through Coordination Failure In: The Economic Journal.
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article0
2016Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets In: 2016 Meeting Papers.
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paper2

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