Carlo Rosa : Citation Profile


Are you Carlo Rosa?

Federal Reserve Bank of New York

9

H index

9

i10 index

301

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 21
   Journals where Carlo Rosa has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 8 (2.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro160
   Updated: 2019-09-14    RAS profile: 2017-08-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Duarte, Fernando (2)

Frame, W (2)

Del Negro, Marco (2)

Grasing, Jamie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Rosa.

Is cited by:

de Haan, Jakob (24)

Jansen, David-Jan (22)

Ehrmann, Michael (14)

Fratzscher, Marcel (13)

Blinder, Alan (10)

Hubert, Paul (9)

Bulir, Ales (9)

Hansen, Stephen (8)

McMahon, Michael (8)

Neely, Christopher (6)

Cihak, Martin (6)

Cites to:

de Haan, Jakob (28)

Fratzscher, Marcel (28)

Ehrmann, Michael (28)

Jansen, David-Jan (28)

Gürkaynak, Refet (25)

Swanson, Eric (24)

Blinder, Alan (18)

Romer, David (17)

Romer, Christina (17)

Kuttner, Kenneth (10)

Wright, Jonathan (8)

Main data


Where Carlo Rosa has published?


Journals with more than one article published# docs
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York3

Recent works citing Carlo Rosa (2018 and 2017)


YearTitle of citing document
2017Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares. (2017). Gourinchas, Pierre-Olivier ; Farhi, Emmanuel ; Caballero, Ricardo. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:5:p:614-20.

Full description at Econpapers || Download paper

2017The Safe Assets Shortage Conundrum. (2017). Gourinchas, Pierre-Olivier ; Farhi, Emmanuel ; Caballero, Ricardo. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:3:p:29-46.

Full description at Econpapers || Download paper

2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber.

Full description at Econpapers || Download paper

2017The effects of central bank’s verbal guidance: evidence from the ECB. (2017). Galardo, Maddalena ; Guerrieri, Cinzia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1129_17.

Full description at Econpapers || Download paper

2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

Full description at Econpapers || Download paper

2018Macroeconomic Effects of the 2017 Tax Reform. (2018). Barro, Robert J ; Furman, Jason. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:257-345.

Full description at Econpapers || Download paper

2019Measuring stakeholders’ expectations for the central bank’s policy rate. (2019). Wibisono, Okiriza ; Zulen, Alvin Andhika. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-19.

Full description at Econpapers || Download paper

2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

Full description at Econpapers || Download paper

2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

Full description at Econpapers || Download paper

2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

Full description at Econpapers || Download paper

2019Central Bank Communication and Monetary Policy Predictability under Uncertain Economic Conditions. (2019). Lehtimäki, Jonne ; Palmu, Marianne. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:8:y:2019:i:2:p:5-32.

Full description at Econpapers || Download paper

2018Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach. (2018). Gonzalez, Mario ; Tadle, Raul. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:817.

Full description at Econpapers || Download paper

2018Balance Sheet Implications of the Czech National Banks Exchange Rate Commitment. (2018). Saxa, Branislav ; Holub, Tomas ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/10.

Full description at Econpapers || Download paper

2017Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015708.

Full description at Econpapers || Download paper

2017Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields, and Factor Shares. (2017). Gourinchas, Pierre-Olivier ; Farhi, Emmanuel ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11833.

Full description at Econpapers || Download paper

2017FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK. (2017). Inekwe, John ; Nkwoma, Inekwe John . In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:384-405_00.

Full description at Econpapers || Download paper

2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

Full description at Econpapers || Download paper

2018The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Bielecki, Marcin ; Penalver, Adrian ; Brand, Claus. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

Full description at Econpapers || Download paper

2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

Full description at Econpapers || Download paper

2017Between hawks and doves: measuring central bank communication. (2017). Tobback, Ellen ; Martens, David ; Nardelli, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172085.

Full description at Econpapers || Download paper

2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

Full description at Econpapers || Download paper

2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

Full description at Econpapers || Download paper

2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

Full description at Econpapers || Download paper

2018Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:625-636.

Full description at Econpapers || Download paper

2017Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

Full description at Econpapers || Download paper

2018The time horizon of price responses to quantitative easing. (2018). Mamaysky, Harry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:32-49.

Full description at Econpapers || Download paper

2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

Full description at Econpapers || Download paper

2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

Full description at Econpapers || Download paper

2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

Full description at Econpapers || Download paper

2017Words are not all created equal: A new measure of ECB communication. (2017). Renault, Thomas ; PICAULT, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:136-156.

Full description at Econpapers || Download paper

2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

Full description at Econpapers || Download paper

2018Monetary policy and the redistribution of net worth in the US. (2018). Albert, Juan-Francisco ; Gomez-Fernandez, Nerea. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91320.

Full description at Econpapers || Download paper

2018The portfolio balance channel: an analysis on the impact of quantitative easing on the US stock market. (2018). Shah, Imran Hussain ; Malki, Issam ; Schmidt-Fischer, Francesca. In: Department of Economics Working Papers. RePEc:eid:wpaper:58153.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?. (2018). Jansen, David-Jan ; Cihak, Martin ; Bulir, Ales. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:2-17.

Full description at Econpapers || Download paper

2017Three Questions on R-star. (2017). Williams, John. In: FRBSF Economic Letter. RePEc:fip:fedfel:00120.

Full description at Econpapers || Download paper

2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-19.

Full description at Econpapers || Download paper

2018Accounting for Factorless Income. (2018). Karabarbounis, Loukas ; Neiman, Brent. In: Working Papers. RePEc:fip:fedmwp:749.

Full description at Econpapers || Download paper

2018The side effects of safe asset creation. (2018). Dogra, Keshav ; Acharya, Sushant. In: Staff Reports. RePEc:fip:fednsr:842.

Full description at Econpapers || Download paper

2018Regulatory changes and the cost of capital for banks. (2018). Van Tassel, Peter ; Kovner, Anna. In: Staff Reports. RePEc:fip:fednsr:854.

Full description at Econpapers || Download paper

2019Cross-Border Portfolio Investment and Financial Markets Development in the Asia and Pacific Region. (2019). Sugandi, Eric Alexander ; Shirai, Sayuri. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:14-33.

Full description at Econpapers || Download paper

2018Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market. (2018). Goshima, Keiichi ; Kumano, Yusuke . In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-13.

Full description at Econpapers || Download paper

2018Unconventional monetary policies and central bank profits. (2018). Bibow, Joerg. In: IMK Studies. RePEc:imk:studie:62-2018.

Full description at Econpapers || Download paper

2017Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:87:p:67-95.

Full description at Econpapers || Download paper

2018Unconventional Monetary Policies and Central Bank Profits: Seigniorage as Fiscal Revenue in the Aftermath of the Global Financial Crisis. (2018). Bibow, Joerg. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_916.

Full description at Econpapers || Download paper

2019Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai. In: MAGKS Papers on Economics. RePEc:mar:magkse:201919.

Full description at Econpapers || Download paper

2018Accounting for Factorless Income. (2018). Karabarbounis, Loukas ; Neiman, Brent. In: NBER Chapters. RePEc:nbr:nberch:14088.

Full description at Econpapers || Download paper

2017Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares. (2017). Gourinchas, Pierre-Olivier ; Farhi, Emmanuel ; Caballero, Ricardo. In: NBER Working Papers. RePEc:nbr:nberwo:23127.

Full description at Econpapers || Download paper

2018Accounting for Factorless Income. (2018). Neiman, Brent ; Karabarbounis, Loukas. In: NBER Working Papers. RePEc:nbr:nberwo:24404.

Full description at Econpapers || Download paper

2019Verbal Interventions as a Factor of Inflation Expectations in Russia. (2019). Kuznetsova, O ; Zhemkov, M. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:42:p:49-69.

Full description at Econpapers || Download paper

2018Effects of Fed Announcements on Emerging Markets: What Determines Financial Market Reactions?. (2018). Mishra, Prachi ; Nguyen, Lam ; NDiaye, Papa. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0068-2.

Full description at Econpapers || Download paper

2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

Full description at Econpapers || Download paper

2018What anchors for the natural rate of interest?. (2018). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: PIER Discussion Papers. RePEc:pui:dpaper:98.

Full description at Econpapers || Download paper

2017The Side Effects of Safe Asset Creation. (2017). Dogra, Keshav ; Acharya, Sushant. In: 2017 Meeting Papers. RePEc:red:sed017:1453.

Full description at Econpapers || Download paper

2017Central Bank Communication and the Yield Curve. (2017). Venter, Gyuri ; Leombroni, Matteo ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:844.

Full description at Econpapers || Download paper

2018Investigating Global Labor and Pro t Shares. (2018). Gutierrez, German. In: 2018 Meeting Papers. RePEc:red:sed018:165.

Full description at Econpapers || Download paper

2018Kaldor and Pikettys Facts: the Rise of Monopoly Power in the United States. (2018). Eggertsson, Gauti ; Robbins, Jacob . In: 2018 Meeting Papers. RePEc:red:sed018:77.

Full description at Econpapers || Download paper

2018Cross-Border Portfolio Investment and Financial Integration in Asia and the Pacific Region. (2018). Shirai, Sayuri ; Sugandi, Eric. In: ADBI Working Papers. RePEc:ris:adbiwp:0841.

Full description at Econpapers || Download paper

2017Analysis of Approaches to Accounting of the Information Effects of Monetary Policy. (2017). Trunin, Pavel ; Goryunov, Eugene ; Bozhechkova, Alexandra ; Petrova, Diana. In: Working Papers. RePEc:rnp:wpaper:031723.

Full description at Econpapers || Download paper

2017The (home) bias of European central bankers: new evidence based on speeches. (2017). Neuenkirch, Matthias ; Bennani, Hamza. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:11:p:1114-1131.

Full description at Econpapers || Download paper

2017Does clarity of central bank communication affect credibility? Evidences considering governor-specific effects. (2017). Nicolay, Rodolfo ; R. T. F. Nicolay, ; Montes, G C. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:32:p:3163-3180.

Full description at Econpapers || Download paper

Works by Carlo Rosa:


YearTitleTypeCited
2009Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words In: Economic Notes.
[Full Text][Citation analysis]
article4
2009Forecasting the direction of policy rate changes : the importance of ECB words.(2009) In: CORE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011The Validity of the Event‐study Approach: Evidence from the Impact of the Feds Monetary Policy on US and Foreign Asset Prices In: Economica.
[Citation analysis]
article14
2011TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article6
2005Is ECB Communication Effective? In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper25
2005The Importance of the Wording of the ECB In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper6
2006The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper3
2008Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper12
2004A simple model of dynamic incentives and occupational choice with motivated agents In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]
paper0
2011The high-frequency response of exchange rates to monetary policy actions and statements In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article27
2007On the consistency and effectiveness of central bank communication: Evidence from the ECB In: European Journal of Political Economy.
[Full Text][Citation analysis]
article94
2009Macroeconomic Effects of Central Bank Communication: Evidence from the Fed In: STUDI ECONOMICI.
[Full Text][Citation analysis]
article0
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper7
2018Fiscal implications of the Federal Reserves balance sheet normalization.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2013The financial market effect of FOMC minutes In: Economic Policy Review.
[Full Text][Citation analysis]
article10
2015The equity risk premium: a review of models In: Economic Policy Review.
[Full Text][Citation analysis]
article34
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2012How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices In: Staff Reports.
[Full Text][Citation analysis]
paper30
2008The Impact of Central Bank Announcements on Asset Prices in Real Time In: International Journal of Central Banking.
[Full Text][Citation analysis]
article29

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team