David Vestin : Citation Profile


Are you David Vestin?

Sveriges Riksbank

10

H index

10

i10 index

764

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   10 years (2000 - 2010). See details.
   Cites by year: 76
   Journals where David Vestin has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 5 (0.65 %)

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   Permalink: http://citec.repec.org/pve125
   Updated: 2019-11-16    RAS profile: 2015-07-06    
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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 (23)

Hatcher, Michael (15)

Williams, John (14)

Svensson, Lars (13)

Minford, A. Patrick (13)

Tristani, Oreste (12)

Orphanides, Athanasios (12)

Favero, Carlo (12)

Dewachter, Hans (11)

Beyer, Andreas (11)

Hördahl, Peter (10)

Cites to:

Gertler, Mark (14)

Woodford, Michael (13)

Gali, Jordi (12)

Orphanides, Athanasios (12)

Clarida, Richard (10)

Ang, Andrew (9)

Bekaert, Geert (8)

Williams, John (7)

Eichenbaum, Martin (6)

Christiano, Lawrence (6)

Dewachter, Hans (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 (2018 and 2017)


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.

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2018The State of New Keynesian Economics: A Partial Assessment. (2018). Gali, Jordi. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:87-112.

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

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

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1169_18.

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

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2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2017MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1400-1415.

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2017Modelling Occasionally Binding Constraints Using Regime-Switching. (2017). Maih, Junior ; Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2017_23.

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2017Modelling Occasionally Binding Constraints Using Regime-Switching. (2017). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0058.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2018Monetary policy regimes and the lower bound on interest rates. (2018). Corbisiero, Giuseppe. In: Economic Letters. RePEc:cbi:ecolet:6/el/18.

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

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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.

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2018Countercyclical capital regulation in a small open economy DSGE model. (2018). Rannenberg, Ansgar ; onorante, luca ; Lozej, Matija. In: Working Paper Series. RePEc:ecb:ecbwps:20182144.

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2018Inflation expectations, consumption and the lower bound: micro evidence from a large euro area survey. (2018). Reuter, Andreas ; Kenny, Geoff ; Duca, Ioana A. In: Working Paper Series. RePEc:ecb:ecbwps:20182196.

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2018A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Dewachter, Hans ; Iania, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20182214.

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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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2017Is central bank conservatism desirable under learning?. (2017). Dai, Meixing ; André, Marine. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:281-296.

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2018Price level targeting and risk management. (2018). Billi, Roberto. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:163-173.

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2017A tale of fat tails. (2017). Dave, Chetan ; Malik, Samreen. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017An empirical assessment of Optimal Monetary Policy in the Euro area. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Chen, Xiaoshan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:95-115.

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2018Some implications of learning for price stability. (2018). Preston, Bruce ; Giannoni, Marc P ; Eusepi, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:106:y:2018:i:c:p:1-20.

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2017Nominal targeting in an economy with government debt. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Bai, Yuting . In: European Economic Review. RePEc:eee:eecrev:v:94:y:2017:i:c:p:103-125.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2017Systemic risk: A new trade-off for monetary policy?. (2017). Turunen, Jarkko ; Laseen, Stefan ; Pescatori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:70-85.

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2018What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products. (2018). Eickholt, Mathias ; Wilkens, Marco ; Entrop, Oliver . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:318-334.

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2017Rethinking monetary policy after the crisis. (2017). Mishkin, Frederic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:252-274.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2018The effectiveness of central bank forward guidance under inflation and price-level targeting. (2018). Cole, Stephen. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:146-161.

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2018Measuring the value of central bank commitment in the benchmark New Keynesian model. (2018). Marest, Luc ; Thurston, Thom. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:249-265.

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2017Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, Syed Zahid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:69-82.

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2017Near-Rational Expectations: How Far are Surveys from Rationality?. (2017). Ivashchenko, Sergey ; GUPTA, RANGAN. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_04.

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2017.

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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.

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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.

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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.

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

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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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2018On the perils of stabilizing prices when agents are learning. (2018). Mele, Antonio ; Santoro, Sergio ; Molnar, Krisztina. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2018_022.

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2018Point versus Band Targets for Inflation. (2018). Österholm, Pär ; Osterholm, Par ; Beechey, Meredith . In: Working Papers. RePEc:hhs:oruesi:2018_008.

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2017(Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-015.

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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.

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2018Monetary policy after the crisis: mandates, targets, and international linkages. (2018). Gnan, Ernest ; Valderrama, Maria Teresa ; Kwapil, Claudia. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2018:i:q2/18:b:1.

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2018Can Price-Level Targeting Reduce Exchange Rate Volatility?. (2018). Azcona, Nestor. In: Eastern Economic Journal. RePEc:pal:easeco:v:44:y:2018:i:3:d:10.1057_s41302-017-0091-4.

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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.

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2018Lessons Learned From the Global Recession - Redesigned Framework of Key Macroeconomic Policies. (2018). Trenovski, Borce ; Tashevska, Biljana. In: MPRA Paper. RePEc:pra:mprapa:91297.

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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.

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2017Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia. (2017). Mansur, Alfan ; al Arif, Munafsin. In: MPRA Paper. RePEc:pra:mprapa:93944.

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2018Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada. (2018). Carter, Thomas J ; Schembri, Lawrence L ; Mendes, Rhys. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-03.

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

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2018(Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin. In: 2018 Meeting Papers. RePEc:red:sed018:102.

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2018Output Hysteresis and Optimal Monetary Policy. (2018). Singh, Sanjay. In: 2018 Meeting Papers. RePEc:red:sed018:554.

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2019.

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2017Unstable Inflation Targets. (2017). Evans, George ; Branch, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:4:p:767-806.

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2017(Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017.

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

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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]
article55
2008Welfare implications of Calvo vs. Rotemberg-pricing assumptions In: Economics Letters.
[Full Text][Citation analysis]
article47
2006A joint econometric model of macroeconomic and term-structure dynamics In: Journal of Econometrics.
[Full Text][Citation analysis]
article228
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: 228
paper
2010Inflation Expectations, Adaptive Learning and Optimal Monetary Policy In: Handbook of Monetary Economics.
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chapter6
2006Price-level versus inflation targeting In: Journal of Monetary Economics.
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article96
2003A joint econometric model of macroeconomic and term structure In: Proceedings.
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article60
2000Price-level Targeting versus Inflation Targeting in a Forward-looking Model In: Working Paper Series.
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paper71
2000Average Inflation Targeting In: Working Paper Series.
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paper76
2005Average Inflation Targeting..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 76
article
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia In: Review of Finance.
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article8
2007Is Time Ripe for Price Level Path Stability? In: Working Papers.
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paper32
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.
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paper18
2006The term structure of inflation risk premia and macroeconomic dynamics In: Computing in Economics and Finance 2006.
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paper1
2006Adaptive Learning, Persistence, and Optimal Monetary Policy In: Journal of the European Economic Association.
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article62

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