Egon Zakrajšek : Citation Profile


Are you Egon Zakrajšek?

Bank for International Settlements (BIS)

22

H index

28

i10 index

3839

Citations

RESEARCH PRODUCTION:

26

Articles

66

Papers

7

Chapters

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 142
   Journals where Egon Zakrajšek has often published
   Relations with other researchers
   Recent citing documents: 668.    Total self citations: 40 (1.03 %)

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   Permalink: http://citec.repec.org/pza207
   Updated: 2023-01-28    RAS profile: 2023-01-08    
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Relations with other researchers


Works with:

Gilchrist, Simon (9)

Wei, Bin (8)

Yue, Vivian (7)

Sim, Jae (2)

Lombardi, Marco (2)

Kohlscheen, Emanuel (2)

Schoenle, Raphael (2)

Kohlscheen, Emanuel (2)

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

Is cited by:

Adrian, Tobias (41)

Görtz, Christoph (40)

Castelnuovo, Efrem (39)

Caggiano, Giovanni (38)

Tsoukalas, John (32)

mumtaz, haroon (29)

Alessandri, Piergiorgio (29)

Bachmann, Ruediger (26)

Cesa-Bianchi, Ambrogio (26)

Zanetti, Francesco (24)

Boyarchenko, Nina (23)

Cites to:

Gilchrist, Simon (68)

Gertler, Mark (40)

Bernanke, Ben (33)

Yankov, Vladimir (24)

Watson, Mark (16)

Swanson, Eric (15)

West, Kenneth (14)

merton, robert (14)

bloom, nicholas (13)

Stein, Jeremy (13)

Stock, James (12)

Main data


Where Egon Zakrajšek has published?


Journals with more than one article published# docs
Journal of Monetary Economics4
Federal Reserve Bulletin3
Journal of Money, Credit and Banking3
American Economic Review2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)19
NBER Working Papers / National Bureau of Economic Research, Inc15
Staff Reports / Federal Reserve Bank of New York6
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3
BIS Working Papers / Bank for International Settlements3
2013 Meeting Papers / Society for Economic Dynamics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Egon Zakrajšek (2022 and 2021)


YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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2021The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107.

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2022.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2021Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138.

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2021Why Are Fiscal Multipliers Moderate Even Under Monetary Accommodation?. (2021). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:074.

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2021Credit Supply, Firms, and Earnings Inequality. (2021). Moser, Christian ; Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:086.

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2022The effectiveness of government measures in the first wave of Covid-19 pandemic. (2022). Kaderabkova, Bozena ; Jasova, Emilie. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:1:p:19-36.

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2021Monetary Policy, External Finance and Investment. (2021). Surico, Paolo ; Froemel, Maren ; Ferreira, Clodomiro ; Cloyne, James. In: Working Papers. RePEc:aoz:wpaper:92.

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2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2022Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2022Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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2021Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5.

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2021A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29.

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2021An Optimal Macroprudential Policy Mix for Segmented Credit Markets. (2021). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:21-31.

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2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2022The Impact of Globalization and Digitalization on the Phillips Curve. (2022). Friedrich, Christian ; Selcuk, Peter. In: Staff Working Papers. RePEc:bca:bocawp:22-7.

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2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

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2021Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559.

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2021High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110.

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2022Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles. (2022). Basso, Henrique S. In: Working Papers. RePEc:bde:wpaper:2214.

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2021Firms inflation expectations and pricing strategies during Covid-19. (2021). Tagliabracci, Alex ; Riggi, Marianna ; Conflitti, Cristina ; Bottone, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_619_21.

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2021Unconventional monetary policies and expectations on economic variables. (2021). Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1323_21.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021Financial Frictions in Mexico: Evidence from the Credit Spread and its Components. (2021). Pelez, Carlos D ; Aguirre, Mauricio Carabarn. In: Working Papers. RePEc:bdm:wpaper:2021-20.

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2022Does monetary policy affect the net interest margin of credit institutions? Evidence from Colombia. (2022). Pieros-Gordo, Jose Hernan ; Rodriguez-Novoa, Daniela ; Pirateque-Nio, Javier Eliecer. In: Borradores de Economia. RePEc:bdr:borrec:1197.

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2021Aggregate Implications of Credit Relationship Flows: a Tale of Two Margin. (2021). Mazet-Sonilhac, Clement ; Boualam, Yasser. In: Working papers. RePEc:bfr:banfra:801.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2021Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Görtz, Christoph ; Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Discussion Papers. RePEc:bir:birmec:21-07.

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2021News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2021How much stress could Covid put on corporate credit? Evidence using sectoral data. (2021). Rees, Daniel ; Mojon, Benoit ; Schmieder, Christian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103e.

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2021Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c.

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2022Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002.

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2022The term structure of carbon premia. (2022). Zulaica, Omar ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1045.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2021Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919.

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2021Income inequality, financial intermediation, and small firms. (2021). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: BIS Working Papers. RePEc:bis:biswps:944.

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2021Limits of stress-test based bank regulation. (2021). Agarwal, Isha ; Goel, Tirupam. In: BIS Working Papers. RePEc:bis:biswps:953.

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2021The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966.

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2021ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975.

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2021Back to the future: intellectual challenges for monetary policy. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:981.

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2021Navigating by r*: safe or hazardous?. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:982.

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2021Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms. (2021). Prokopev, Filipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:3-30.

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2021Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps77.

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2021Bank interest rate risk management and valuation of earnings. (2021). Warfield, Terry D ; Burke, Qing L. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4287-4337.

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2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

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2021Back to the Future: Intellectual Challenges for Monetary Policy. (2021). BORIO, Claudio. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:273-287.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2022Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2022Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Equilibrium Asset Pricing with Leverage and Default. (2021). Schmid, Lukas ; Gomes, Joo F. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:977-1018.

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2021Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143.

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2021Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2719-2761.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment. (2021). Martin, Ian ; Gao, Can. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3211-3254.

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2022How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums. (2022). Ge, Shan. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:449-503.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2022Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017.

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2022Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation. (2022). Whited, Toni ; Wang, Yifei ; Xiao, Kairong ; Wu, Yufeng. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2093-2141.

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2022Quantifying Reduced?Form Evidence on Collateral Constraints. (2022). Huang, Zongbo ; Chaney, Thomas ; Catherine, Sylvain ; Thesmar, David ; Sraer, David. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2143-2181.

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2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2022). Lee, Sang Seok ; Gürkaynak, Refet ; Karasoycan, Hatce Goke. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421.

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2021Credit constraints, labor productivity, and the role of regional institutions: Evidence from manufacturing firms in Europe. (2021). Rodríguez-Pose, Andrés ; Ganau, Roberto ; Brezzi, Monica ; Maslauskaite, Kristina ; Rodriguezpose, Andres. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:2:p:299-328.

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2021A disaster always rings twice: Early life experiences and central bankers reactions to natural disasters. (2021). Farvaque, Etienne ; ASLAM, Maqsood ; Malan, Franck. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:3:p:301-320.

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2021Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time. (2021). Liberati, Danilo ; aprigliano, valentina. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:76-96.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

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2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2021The Federal Reserve Municipal Liquidity Facility (MLF): Where the municipal securities market and fed finally meet. (2021). Luby, Martin J ; Moldogaziev, Tima T ; Johnson, Craig L ; Winecoff, Ruth. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:41:y:2021:i:3:p:42-73.

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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068.

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2021Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2021Inflation, Unemployment, and Economic Growth in a Schumpeterian Economy. (2021). Furukawa, Yuichi ; fan, haichao ; Cozzi, Guido ; Chu, Angus. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:874-909.

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2021Uncertainty, firm entry, and investment dynamics. (2021). Giannoulakis, Stelios. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:623-642.

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2022Does more finance lead to longer crises?. (2022). Voia, Marcel ; Minea, Alexandru ; Mathonnat, Clement. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:111-135.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2021The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0902.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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More than 100 citations found, this list is not complete...

Works by Egon Zakrajšek:


YearTitleTypeCited
2012Credit Spreads and Business Cycle Fluctuations In: American Economic Review.
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article1037
2011Credit Spreads and Business Cycle Fluctuations.(2011) In: NBER Working Papers.
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2017Inflation Dynamics during the Financial Crisis In: American Economic Review.
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2013Inflation Dynamics During the Financial Crisis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 223
paper
2015Inflation dynamics during the financial crisis.(2015) In: FRB Atlanta CQER Working Paper.
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This paper has another version. Agregated cites: 223
paper
2015Inflation Dynamics During the Financial Crisis.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 223
paper
2016Inflation Dynamics During the Financial Crisis.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 223
paper
2013Inflation Dynamics During the Financial Crisis.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 223
paper
2014Inflation Dynamics During the Financial Crisis.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 223
paper
2015Monetary Policy and Real Borrowing Costs at the Zero Lower Bound In: American Economic Journal: Macroeconomics.
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article118
2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 118
paper
2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 118
paper
2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
paper
2013Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2013) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 118
chapter
2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 118
paper
2020The outlook for business bankruptcies In: BIS Bulletins.
[Full Text][Citation analysis]
paper7
2021Monetary policy, relative prices and inflation control: flexibility born out of success In: BIS Quarterly Review.
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article4
1999Microeconomic inventory adjustment and aggregate dynamics In: BIS Working Papers.
[Full Text][Citation analysis]
paper4
1998Microeconomic inventory adjustment and aggregate dynamics.(1998) In: Staff Reports.
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This paper has another version. Agregated cites: 4
paper
2021Income inequality and the depth of economic downturns In: BIS Working Papers.
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paper1
2021Income Inequality and the depth of economic downturns.(2021) In: Economics Letters.
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This paper has another version. Agregated cites: 1
article
2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF In: BIS Working Papers.
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paper36
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 36
paper
2020The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 36
paper
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
1995Retail Inventories, Internal Finance, and Aggregate Fluctuations: Evidence From Firm-Level Panel Data In: Working Papers.
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paper0
2016The response of sovereign bond yields to U.S. monetary policy In: Journal Economía Chilena (The Chilean Economy).
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article9
2016The Response of Sovereign Bond Yields to U.S. Monetary Policy.(2016) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 9
chapter
2020Trade Exposure and the Evolution of Inflation Dynamics In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter8
2019Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Working Papers Central Bank of Chile.
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paper
2019Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 8
paper
2014Interest Rate Risk and Bank Equity Valuations In: Working Papers.
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paper82
2018Interest rate risk and bank equity valuations.(2018) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 82
article
2012Interest rate risk and bank equity valuations.(2012) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 82
paper
2016The macroeconomic impact of financial and uncertainty shocks In: European Economic Review.
[Full Text][Citation analysis]
article287
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 287
paper
2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 287
paper
2022Sovereign risk and financial risk In: Journal of International Economics.
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article4
2021Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 4
paper
2021Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 4
paper
2021Sovereign Risk and Financial Risk.(2021) In: NBER Chapters.
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This paper has another version. Agregated cites: 4
chapter
2021Sovereign Risk and Financial Risk.(2021) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2013Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 4
paper
2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article36
2013Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 36
paper
2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article395
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 395
paper
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 395
paper
2014Changes in bank lending standards and the macroeconomy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article213
2012Changes in bank lending standards and the macroeconomy.(2012) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 213
paper
2017Comment on bank liabilities channel In: Journal of Monetary Economics.
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article0
1995The importance of credit for macroeconomic activity: identification through heterogeneity In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article32
1998The Importance of Credit for Macroeconomic Activity: Identification through Heterogeneity.(1998) In: Palgrave Macmillan Books.
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This paper has another version. Agregated cites: 32
chapter
2000Purchasing power parity: three stakes through the heart of the unit root null In: Finance and Economics Discussion Series.
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paper35
1999Purchasing power parity: three stakes through the heart of the unit root null.(1999) In: Staff Reports.
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This paper has another version. Agregated cites: 35
paper
2000Microeconomic inventory adjustment: evidence from U.S. firm-level data In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper4
2000Microeconomic inventory adjustment: evidence from U.S. firm-level data.(2000) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2000Factor supplies and specialization in the world economy In: Finance and Economics Discussion Series.
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paper36
2000Factor supplies and specialization in the world economy.(2000) In: Staff Reports.
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This paper has another version. Agregated cites: 36
paper
2000Factor Supplies and Specialization in the World Economy.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
2001Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord In: Finance and Economics Discussion Series.
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paper11
2004The magnitude and cyclical behavior of financial market frictions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper100
2012Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper88
2013Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs.(2013) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
article
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper116
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 116
paper
2013The impact of the Federal Reserves Large-Scale Asset Purchase programs on corporate credit risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper59
2013The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 59
article
2013The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2013The Impact of the Federal Reserves Large?Scale Asset Purchase Programs on Corporate Credit Risk.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 59
article
2014Uncertainty, Financial Frictions, and Investment Dynamics In: Finance and Economics Discussion Series.
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paper438
2014Uncertainty, Financial Frictions, and Investment Dynamics.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 438
paper
2010Uncertainty, Financial Frictions, and Investment Dynamics.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 438
paper
2015Credit-Market Sentiment and the Business Cycle In: Finance and Economics Discussion Series.
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paper133
2016Credit-Market Sentiment and the Business Cycle.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 133
paper
2017Credit-Market Sentiment and the Business Cycle.(2017) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 133
article
2018US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series.
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paper20
2019US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2019U.S. Monetary Policy and International Bond Markets.(2019) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 20
article
2018Financial Heterogeneity and Monetary Union In: Finance and Economics Discussion Series.
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paper11
2015Financial Heterogeneity and Monetary Union.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 11
paper
2016Recession Risk and the Excess Bond Premium In: FEDS Notes.
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paper18
2016Updating the Recession Risk and the Excess Bond Premium In: FEDS Notes.
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paper30
2000Profits and balance sheet developments at U.S. commercial banks in 1999 In: Federal Reserve Bulletin.
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article0
2001Profits and balance sheet developments at U.S. commercial banks in 2000 In: Federal Reserve Bulletin.
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article0
2003Recent developments in business lending by commercial banks In: Federal Reserve Bulletin.
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article9
1997Retail inventories, internal finance, and aggregate fluctuations In: Research Paper.
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paper5
2002Inventory dynamics and business cycles: what has changed? In: Staff Reports.
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paper60
2007Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 60
article
2007Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 60
article
1998Trade inventories In: Staff Reports.
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paper2
2022Introducing the Credit Market Sentiment Index In: Richmond Fed Economic Brief.
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article0
2011Improving Our Ability to Monitor Bank Lending In: NBER Chapters.
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chapter4
2007Investment and the Cost of Capital: New Evidence from the Corporate Bond Market In: NBER Working Papers.
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paper63
2012Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs In: NBER Working Papers.
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paper4
2011Monetary Policy and Credit Supply Shocks In: IMF Economic Review.
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article58
2012Bank Lending and Credit Supply Shocks In: International Economic Association Series.
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chapter9
2013On the Identification of Financial and Uncertainty Shocks In: 2013 Meeting Papers.
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paper17
2005The Determinants of Market Frictions in the Corporate Market In: Computing in Economics and Finance 2005.
[Citation analysis]
paper13

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