David Vestin : Citation Profile


Are you David Vestin?

Sveriges Riksbank

10

H index

10

i10 index

814

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   10 years (2000 - 2010). See details.
   Cites by year: 81
   Journals where David Vestin has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 5 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve125
   Updated: 2020-10-24    RAS profile: 2015-07-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Rudebusch, Glenn (24)

Hatcher, Michael (15)

Svensson, Lars (14)

Williams, John (14)

Minford, A. Patrick (13)

Orphanides, Athanasios (12)

Dewachter, Hans (12)

Tristani, Oreste (12)

Favero, Carlo (11)

Beyer, Andreas (11)

Hördahl, Peter (10)

Cites to:

Gertler, Mark (14)

Woodford, Michael (13)

Orphanides, Athanasios (13)

Gali, Jordi (12)

Clarida, Richard (10)

Ang, Andrew (9)

Bekaert, Geert (8)

Williams, John (7)

Dewachter, Hans (6)

Svensson, Lars (6)

Evans, Charles (6)

Main data


Where David Vestin has published?


Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing David Vestin (2020 and 2019)


YearTitle of citing document
2019Optimal Forward Guidance. (2019). Bilbiie, Florin O. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:4:p:310-45.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

Full description at Econpapers || Download paper

2020Average is Good Enough: Average-inflation Targeting and the ELB. (2020). Wagner, Joel ; Gnocchi, Stefano ; Amano, Robert ; Leduc, Sylvain. In: Staff Working Papers. RePEc:bca:bocawp:20-31.

Full description at Econpapers || Download paper

2019The Federal Reserve review of its monetary policy framework. (2019). Vega, Juan ; del Rio, Pedro ; Parraga, Susana. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:12:d:aa:n:32.

Full description at Econpapers || Download paper

2020The limits to robust monetary policy in a small open economy with learning agents. (2020). Dai, Meixing ; Charlotte, Andre Marine. In: Working Papers. RePEc:bdm:wpaper:2020-12.

Full description at Econpapers || Download paper

2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

Full description at Econpapers || Download paper

2020Average inflation targeting and the interest rate lower bound. (2020). Budianto, Flora ; Schmidt, Sebastian ; Nakata, Taisuke. In: BIS Working Papers. RePEc:bis:biswps:852.

Full description at Econpapers || Download paper

2020Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8343.

Full description at Econpapers || Download paper

2020Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486.

Full description at Econpapers || Download paper

2019Shifting Inflation Expectations and Monetary Policy. (2019). Kirchner, Markus ; Arias, Agustin . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:829.

Full description at Econpapers || Download paper

2019Monetary Policy Strategies for the Federal Reserve. (2019). , Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14247.

Full description at Econpapers || Download paper

2020Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Budianto, Flora ; Nakata, Taisuke ; Schmidt, Sebastian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14400.

Full description at Econpapers || Download paper

2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-2.

Full description at Econpapers || Download paper

2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos . In: Working Paper Series. RePEc:ecb:ecbwps:20202352.

Full description at Econpapers || Download paper

2020Average inflation targeting and the interest rate lower bound. (2020). Schmidt, Sebastian ; Budianto, Flora ; Nakata, Taisuke. In: Working Paper Series. RePEc:ecb:ecbwps:20202394.

Full description at Econpapers || Download paper

2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

Full description at Econpapers || Download paper

2020Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint. (2020). Žáček, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:293-311.

Full description at Econpapers || Download paper

2020Average inflation targeting and interest-rate smoothing. (2020). Lie, Denny ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300367.

Full description at Econpapers || Download paper

2020The inherent benefit of monetary unions. (2020). Monacelli, Tommaso ; Groll, Dominik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:63-79.

Full description at Econpapers || Download paper

2020Employment, wages and optimal monetary policy. (2020). Zhao, Junzhu ; Bodenstein, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:77-96.

Full description at Econpapers || Download paper

2019Inflation Expectations, Consumption and the Lower Bound: Micro Evidence from a Large Euro Area Survey. (2019). Reuter, Andreas ; Kenny, Geoff ; Duca, Ioana A. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:092.

Full description at Econpapers || Download paper

2019The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model. (2019). Cole, Stephen J ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:86685.

Full description at Econpapers || Download paper

2019Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates. (2019). Williams, John ; Mertens, Thomas. In: Working Paper Series. RePEc:fip:fedfwp:2019-14.

Full description at Econpapers || Download paper

2020Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?. (2020). Priebsch, Marcel A ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-61.

Full description at Econpapers || Download paper

2019Tying down the anchor: monetary policy rules and the lower bound on interest rates. (2019). Williams, John ; Mertens, Thomas. In: Staff Reports. RePEc:fip:fednsr:887.

Full description at Econpapers || Download paper

2019DSGE Models: Problem of Trends. (2019). Ivashchenko, Sergey M. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190206:p:81-95.

Full description at Econpapers || Download paper

2020Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate. (2020). Lie, Denny ; Eo, Yunjong. In: Discussion Paper Series. RePEc:iek:wpaper:2003.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

Full description at Econpapers || Download paper

2020Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen. In: Working Papers. RePEc:irv:wpaper:192005.

Full description at Econpapers || Download paper

2020Monetary Policy Strategies for the Federal Reserve. (2020). Svensson, Lars. In: NBER Working Papers. RePEc:nbr:nberwo:26657.

Full description at Econpapers || Download paper

2019THE DYNAMIC ADJUSTMENT OF CENTRAL BANKS’ TARGET INTEREST RATE: THE CASE OF THE ECB. (2019). , Abel ; Mota, Paulo R. In: FEP Working Papers. RePEc:por:fepwps:613.

Full description at Econpapers || Download paper

2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

Full description at Econpapers || Download paper

2019Gradualism and Liquidity Traps. (). Schmidt, Sebastian ; Nakata, Taisuke. In: Review of Economic Dynamics. RePEc:red:issued:17-251.

Full description at Econpapers || Download paper

2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

Full description at Econpapers || Download paper

2019Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment. (2019). Smets, Frank ; Coenen, Günter ; Montes-Galdon, Carlos . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/983.

Full description at Econpapers || Download paper

2019A macro–financial analysis of the corporate bond market. (2019). Dewachter, Hans ; Lemke, Wolfgang ; Iania, Leonardo ; Lyrio, Marco. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1530-8.

Full description at Econpapers || Download paper

2019Average Inflation Targeting and Interest-Rate Smoothing. (2019). Lie, Denny ; Eo, Yunjong. In: Working Papers. RePEc:syd:wpaper:2019-15.

Full description at Econpapers || Download paper

2020THE PROPAGATION OF UNCERTAINTY SHOCKS: ROTEMBERG VERSUS CALVO. (2020). Oh, Joonseok. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:3:p:1097-1113.

Full description at Econpapers || Download paper

2019On Targeting Frameworks And Optimal Monetary Policy. (2019). Bodenstein, Martin ; Zhao, Junzhu. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2077-2113.

Full description at Econpapers || Download paper

2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

Full description at Econpapers || Download paper

2020Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment. (2020). Coenen, Günter ; Smets, Frank ; Montes-Galdon, Carlos. In: CFS Working Paper Series. RePEc:zbw:cfswop:639.

Full description at Econpapers || Download paper

2019Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. (2017). Holden, Tom. In: EconStor Preprints. RePEc:zbw:esprep:144570.

Full description at Econpapers || Download paper

2019(Un)expected monetary policy shocks and term premia. (2019). Meyer-Gohde, Alexander ; Kliem, Martin. In: IMFS Working Paper Series. RePEc:zbw:imfswp:137.

Full description at Econpapers || Download paper

Works by David Vestin:


YearTitleTypeCited
2006Imperfect Knowledge and Monetary Policy In: Cambridge Books.
[Citation analysis]
book0
2006Imperfect Knowledge and Monetary Policy.(2006) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 0
book
2006MONETARY POLICY OVER TIME In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article2
2008The Yield Curve and Macroeconomic Dynamics In: Economic Journal.
[Full Text][Citation analysis]
article58
2008Welfare implications of Calvo vs. Rotemberg-pricing assumptions In: Economics Letters.
[Full Text][Citation analysis]
article51
2006A joint econometric model of macroeconomic and term-structure dynamics In: Journal of Econometrics.
[Full Text][Citation analysis]
article236
2004A joint econometric model of macroeconomic and term structure dynamics.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 236
paper
2010Inflation Expectations, Adaptive Learning and Optimal Monetary Policy In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter7
2006Price-level versus inflation targeting In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article104
2003A joint econometric model of macroeconomic and term structure In: Proceedings.
[Full Text][Citation analysis]
article60
2000Price-level Targeting versus Inflation Targeting in a Forward-looking Model In: Working Paper Series.
[Full Text][Citation analysis]
paper71
2000Average Inflation Targeting In: Working Paper Series.
[Full Text][Citation analysis]
paper93
2005Average Inflation Targeting..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 93
article
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia In: Review of Finance.
[Full Text][Citation analysis]
article8
2007Is Time Ripe for Price Level Path Stability? In: Working Papers.
[Full Text][Citation analysis]
paper34
2004Monetary policy and the expectations hypothesis In: Computing in Economics and Finance 2004.
[Citation analysis]
paper2
2006Optimal Monetary Policy under Adaptive Learning In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
paper18
2006The term structure of inflation risk premia and macroeconomic dynamics In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
paper1
2006Adaptive Learning, Persistence, and Optimal Monetary Policy In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article69

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team