Citation profile for David Vestin

David Vestin : Citation Profile

Sveriges Riksbank

H index

i10 index

1098

Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 47
   Journals where David Vestin has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 8 (0.72 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve125
   Updated: 2025-03-08    RAS profile: 2024-09-06
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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 (26)

Hatcher, Michael (21)

Tristani, Oreste (18)

Williams, John (18)

Honkapohja, Seppo (17)

Minford, A. Patrick (17)

Schmidt, Sebastian (16)

Svensson, Lars (16)

Orphanides, Athanasios (14)

Beyer, Andreas (13)

Coenen, Günter (13)

Cites to:

Gertler, Mark (28)

Galí, Jordi (28)

Orphanides, Athanasios (22)

Clarida, Richard (18)

Williams, John (16)

Smets, Frank (16)

Svensson, Lars (14)

Woodford, Michael (13)

Bekaert, Geert (10)

Ang, Andrew (9)

Söderlind, Paul (6)

Main data

Where David Vestin has published?

Working Papers Series with more than one paper published	# docs
Working Paper Series / European Central Bank	6
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)	3
Computing in Economics and Finance 2006 / Society for Computational Economics	2

Recent works citing David Vestin (2025 and 2024)

Year	Title of citing document
2025	Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers \|\| Download paper
2025	Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455. Full description at Econpapers \|\| Download paper
2024	Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach. (2024). Sengupta, Bodhisattva ; Sarkar, Agnirup ; Kumar, Anshul. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:143-168. Full description at Econpapers \|\| Download paper

Works by David Vestin:

Year	Title	Type	Cited
2006	Imperfect Knowledge and Monetary Policy In: Cambridge Books. [Citation analysis]	book	0
2006	Imperfect Knowledge and Monetary Policy.(2006) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 0	book
2006	MONETARY POLICY OVER TIME In: Macroeconomic Dynamics. [Full Text][Citation analysis]	article	15
2005	Economic determinants of risk premia in the term structure of interest rates In: Research Bulletin. [Full Text][Citation analysis]	article	0
2003	Interpreting implied risk-neutral densities: the role of risk premia In: Working Paper Series. [Full Text][Citation analysis]	paper	9
2005	Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	article
2005	Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	article
2004	A joint econometric model of macroeconomic and term structure dynamics In: Working Paper Series. [Full Text][Citation analysis]	paper	269
2006	A joint econometric model of macroeconomic and term-structure dynamics.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269	article
2004	A 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 nother version. Agregated cites: 269	paper
2006	Adaptive learning, persistence, and optimal monetary policy In: Working Paper Series. [Full Text][Citation analysis]	paper	90
2006	Adaptive Learning, Persistence, and Optimal Monetary Policy.(2006) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90	article
2007	Welfare implications of Calvo vs. Rotemberg pricing assumptions In: Working Paper Series. [Full Text][Citation analysis]	paper	63
2008	Welfare implications of Calvo vs. Rotemberg-pricing assumptions.(2008) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63	article
2007	Is time ripe for price level path stability? In: Working Paper Series. [Full Text][Citation analysis]	paper	66
2007	Is Time Ripe for Price Level Path Stability?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66	paper
2007	The yield curve and macroeconomic dynamics In: Working Paper Series. [Full Text][Citation analysis]	paper	69
2008	The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69	article
2008	The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69	article
2010	Inflation Expectations, Adaptive Learning and Optimal Monetary Policy In: Handbook of Monetary Economics. [Full Text][Citation analysis]	chapter	31
2006	Price-level versus inflation targeting In: Journal of Monetary Economics. [Full Text][Citation analysis]	article	184
2003	A joint econometric model of macroeconomic and term structure In: Proceedings. [Full Text][Citation analysis]	article	61
2000	Price-level Targeting versus Inflation Targeting in a Forward-looking Model In: Working Paper Series. [Full Text][Citation analysis]	paper	85
2000	Average Inflation Targeting In: Working Paper Series. [Full Text][Citation analysis]	paper	135
2005	Average Inflation Targeting..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 135	article
2023	Greenflation? In: Working Paper Series. [Full Text][Citation analysis]	paper	0
2004	Monetary policy and the expectations hypothesis In: Computing in Economics and Finance 2004. [Citation analysis]	paper	2
2006	Optimal Monetary Policy under Adaptive Learning In: Computing in Economics and Finance 2006. [Full Text][Citation analysis]	paper	18
2006	The term structure of inflation risk premia and macroeconomic dynamics In: Computing in Economics and Finance 2006. [Full Text][Citation analysis]	paper	1
2020	Money and monetary policy in times of crisis In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis]	article	0

	paper	book	chapter	article
2000	2	0	0	0
2001	0	0	0	0
2002	0	0	0	0
2003	1	0	0	1
2004	3	0	0	0
2005	0	0	0	4
2006	3	2	0	4
2007	4	0	0	0
2008	0	0	0	3
2009	0	0	0	0
2010	0	0	1	0
2011	0	0	0	0
2012	0	0	0	0
2013	0	0	0	0
2014	0	0	0	0
2015	0	0	0	0
2016	0	0	0	0
2017	0	0	0	0
2018	0	0	0	0
2019	0	0	0	0
2020	0	0	0	1
2021	0	0	0	0
2022	0	0	0	0
2023	1	0	0	0