Olesya V. Grishchenko : Citation Profile


Are you Olesya V. Grishchenko?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

6

H index

2

i10 index

104

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 14
   Journals where Olesya V. Grishchenko has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 6 (5.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr408
   Updated: 2019-10-15    RAS profile: 2017-11-27    
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Relations with other researchers


Works with:

Mouabbi, Sarah (2)

Renne, Jean-Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Olesya V. Grishchenko.

Is cited by:

Christensen, Jens (7)

Rudebusch, Glenn (6)

Moreno Gutiérrez, José (6)

Viceira, Luis (5)

Lopez, Jose (5)

Shiller, Robert (4)

Campbell, John (4)

Guillén, Osmani (4)

Tyers, Rodney (3)

Smets, Frank (2)

Kose, Ayhan (2)

Cites to:

Campbell, John (24)

Viceira, Luis (15)

Shiller, Robert (11)

Bekaert, Geert (11)

Wei, Min (8)

Ang, Andrew (7)

Christiano, Lawrence (7)

Prescott, Edward (7)

Eichenbaum, Martin (7)

Huang, Jingzhi (6)

Rudebusch, Glenn (6)

Main data


Where Olesya V. Grishchenko has published?


Journals with more than one article published# docs
Journal of Economics and Business2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)7

Recent works citing Olesya V. Grishchenko (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2017Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

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2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

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2017Compensación inflacionaria y premios por riesgo: evidencia para Chile. (2017). Ceballos, Luis ; Beyzaga, Camilo. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:20:y:2017:i:2:p:150-165.

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2017The role of inflation-linked bonds. (2017). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344.

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2019The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Teppa, Federica ; Moessner, Richhild ; Galati, Gabriele ; Apokoritis, Nikos. In: DNB Working Papers. RePEc:dnb:dnbwpp:652.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

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2017Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel ; Curi, Alexandre. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.

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2018New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). Guler, Mustafa ; Polat, Tandoan ; KELE, Gursu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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2018Addressing water shortages by force of habit. (2018). Leroux, Anke D ; Zheng, Hao ; Martin, Vance L. In: Resource and Energy Economics. RePEc:eee:resene:v:53:y:2018:i:c:p:42-61.

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2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2017). Rudebusch, Glenn ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2017-07.

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2017The TIPS Liquidity Premium. (2017). Christensen, Jens ; Andreasen, Martin M ; Riddell, Simon . In: Working Paper Series. RePEc:fip:fedfwp:2017-11.

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2019The Total Risk Premium Puzzle?. (2019). Schularick, Moritz ; Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:2019-10.

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2018Sustaining Full Employment and Inflation around Target : a speech at the Forecasters Club of New York, New York, New York, May 31, 2018.. (2018). Brainard, Lael. In: Speech. RePEc:fip:fedgsq:1005.

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2018What Do We Mean by Neutral and What Role Does It Play in Monetary Policy?: a speech at the Detroit Economic Club, Detroit, Michigan. (2018). Brainard, Lael. In: Speech. RePEc:fip:fedgsq:1011.

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2018Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries. (2018). Tortorice, Daniel ; Kita, Arben . In: Working Papers. RePEc:hcx:wpaper:1801.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1904.

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2018Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data. (2018). Wauters, Joris ; Stevens, Arnoud. In: Working Paper Research. RePEc:nbb:reswpp:201810-355.

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2019The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). Deleidi, Matteo ; Levrero, Enrico Sergio. In: MPRA Paper. RePEc:pra:mprapa:93608.

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2018What do Swiss franc Libor futures really tell us?. (2018). Guggenheim, Basil ; Fuhrer, Lucas ; Juttner, Matthias. In: Working Papers. RePEc:snb:snbwpa:2018-06.

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2017The Role of Inflation-Linked Bonds. Increasing, but Still Modest. (2017). Westerhout, ED ; Ciocyte, Ona . In: Discussion Paper. RePEc:tiu:tiucen:08878bbd-e76e-4216-bee9-b5a5606b82d1.

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2018Lost Inflation?. (2018). Tyers, Rod ; Zhou, Yixiao. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:18-01.

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Works by Olesya V. Grishchenko:


YearTitleTypeCited
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
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paper5
2016The informational content of the embedded deflation option in TIPS In: Journal of Banking & Finance.
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article4
2013The informational content of the embedded deflation option in TIPS.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 4
paper
2010Internal vs. external habit formation: The relative importance for asset pricing In: Journal of Economics and Business.
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article14
2011Asset pricing in the production economy subject to monetary shocks In: Journal of Economics and Business.
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article2
2011An empirical investigation of consumption-based asset pricing models with stochastic habit formation In: Finance and Economics Discussion Series.
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paper2
2014An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation.(2014) In: Quarterly Journal of Finance (QJF).
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This paper has another version. Agregated cites: 2
article
2011The information content of the embedded deflation pption in TIPS In: Finance and Economics Discussion Series.
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paper8
2012Inflation risk premium: evidence from the TIPS market In: Finance and Economics Discussion Series.
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paper46
2012Habit formation heterogeneity: Implications for aggregate asset pricing In: Finance and Economics Discussion Series.
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paper1
2015Term Structure of Interest Rates with Short-run and Long-run Risks In: Finance and Economics Discussion Series.
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paper3
2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
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paper6
2016Has the Inflation Risk Premium Fallen? Is it Now Negative? In: FEDS Notes.
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paper6
2011The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach In: Journal of Business & Economic Statistics.
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article7

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