6
H index
4
i10 index
85
Citations
University of Liverpool | 6 H index 4 i10 index 85 Citations RESEARCH PRODUCTION: 6 Articles 24 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Oliver de Groot. | Is cited by: | Cites to: |
Year | Title of citing document |
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2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11. Full description at Econpapers || Download paper |
2020 | Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza . In: CREATES Research Papers. RePEc:aah:create:2020-02. Full description at Econpapers || Download paper |
2020 | Interest 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. Full description at Econpapers || Download paper |
2020 | Monetary policy inertia and the paradox of flexibility. (2020). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0888. Full description at Econpapers || Download paper |
2020 | Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8250. Full description at Econpapers || Download paper |
2020 | The Financial Accelerator, Wages, and Optimal Monetary Policy. (2020). König, Tobias ; Konig, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1860. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | Using 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Is 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. Full description at Econpapers || Download paper |
2020 | Unconventional 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. Full description at Econpapers || Download paper |
2020 | When 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. Full description at Econpapers || Download paper |
2020 | Piecewise-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. Full description at Econpapers || Download paper |
2020 | Piecewise-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. Full description at Econpapers || Download paper |
2021 | Cash 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. Full description at Econpapers || Download paper |
2020 | Macro Uncertainty and Unemployment Risk. (2020). Oh, Joonseok ; Picco, Anna Rogantini. In: Working Paper Series. RePEc:hhs:rbnkwp:0395. Full description at Econpapers || Download paper |
2020 | FiPIt: 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. Full description at Econpapers || Download paper |
2020 | Interest 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | The Negative Interest Rate Policy Experiment In: CESifo Forum. [Full Text][Citation analysis] | article | 0 |
2020 | The Signalling Channel of Negative Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | The Signalling Channel of Negative Interest Rates.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | The Signalling Channel of Negative Interest Rates.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Valuation Risk Revalued In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Valuation Risk Revalued.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Valuation Risk Revalued.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Valuation Risk Revalued.(2018) In: CDMA Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Valuation Risk Revalued.(2018) In: Discussion Paper Series, School of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Cost of borrowing shocks and fiscal adjustment In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2015 | Cost of borrowing shocks and fiscal adjustment.(2015) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2013 | Cost of borrowing shocks and fiscal adjustment.(2013) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Solving asset pricing models with stochastic volatility In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
2014 | Solving asset pricing models with stochastic volatility.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | Computing the risky steady state of DSGE models In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
2017 | Uncertainty Shocks in a Model of Effective Demand: Comment In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2017 | Uncertainty Shocks in a Model of Effective Demand: Comment.(2017) In: CDMA Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Uncertainty 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 | |
2018 | Uncertainty Shocks in a Model of Effective Demand: Comment.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2014 | The Risk Channel of Monetary Policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 24 |
2014 | The Risk Channel of Monetary Policy.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2020 | Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Business cycle implications of banking system heterogeneity and complexity In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets In: 2016 Meeting Papers. [Citation analysis] | paper | 2 |
2019 | What order? Perturbation methods for stochastic volatility asset pricing and business cycle models In: CDMA Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2016 | What order? Perturbation methods for stochastic volatility asset pricing and business cycle models.(2016) In: Discussion Paper Series, School of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | A Financial Accelerator through Coordination Failure In: Discussion Paper Series, School of Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
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