Egon Zakrajsek : Citation Profile


Are you Egon Zakrajsek?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

19

H index

22

i10 index

1535

Citations

RESEARCH PRODUCTION:

18

Articles

53

Papers

3

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 66
   Journals where Egon Zakrajsek has often published
   Relations with other researchers
   Recent citing documents: 411.    Total self citations: 27 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pza207
   Updated: 2019-01-12    RAS profile: 2018-05-14    
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Relations with other researchers


Works with:

Gilchrist, Simon (28)

Sim, Jae (9)

Lopez-Salido, David (7)

Schoenle, Raphael (6)

Fuentes-Albero, Cristina (4)

Caldara, Dario (3)

Favara, Giovanni (2)

Covas, Francisco (2)

Lewis, Kurt (2)

Stein, Jeremy (2)

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

Is cited by:

mumtaz, haroon (24)

Adrian, Tobias (21)

Bachmann, Ruediger (17)

Rüth, Sebastian (17)

Alessandri, Piergiorgio (17)

Zanetti, Francesco (15)

Stevanovic, Dalibor (15)

Gourio, Francois (13)

Zha, Tao (12)

Semmler, Willi (10)

Hännikäinen, Jari (10)

Cites to:

Gilchrist, Simon (46)

Gertler, Mark (30)

Bernanke, Ben (23)

West, Kenneth (13)

Yankov, Vladimir (13)

bloom, nicholas (11)

Watson, Mark (11)

Stock, James (9)

Swanson, Eric (9)

Newey, Whitney (9)

Giannoni, Marc (9)

Main data


Where Egon Zakrajsek has published?


Journals with more than one article published# docs
Federal Reserve Bulletin3
Journal of Monetary Economics3
Journal of Money, Credit and Banking2
American Economic Review2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)17
Staff Reports / Federal Reserve Bank of New York6
2013 Meeting Papers / Society for Economic Dynamics3
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Egon Zakrajsek (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.

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2017Federal Budget Policy with an Aging Population and Persistently Low Interest Rates. (2017). Elmendorf, Douglas ; Sheiner, Louise M. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:3:p:175-94.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2018What Happened: Financial Factors in the Great Recession. (2018). Gilchrist, Simon ; Gertler, Mark. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:3-30.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2017Forecasting with Dynamic Panel Data Models. (2017). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:1709.10193.

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2018Investment, Current Account, and the Long Swings of Unemployment. (2018). Hoon, Hian Teck ; Zoega, Gylfi ; Katsimi, Margarita. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1810.

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, Jose. In: Technical Reports. RePEc:bca:bocatr:111.

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2018The Role of Corporate Saving over the Business Cycle: Shock Absorber or Amplifier?. (2018). Xu, Shaofeng ; Gao, Xiaodan . In: Staff Working Papers. RePEc:bca:bocawp:18-59.

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2017Pricing decisions under financial frictions: evidence from the wdn survey. (2017). Montero, Jose Manuel . In: Working Papers. RePEc:bde:wpaper:1724.

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2018Bank lending standards over the cycle: the role of firms’ productivity and credit risk. (2018). Moral-Benito, Enrique ; Vegas, Raquel ; Jimenez, Gabriel . In: Working Papers. RePEc:bde:wpaper:1811.

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2018Productivity growth in Italy: a tale of a slow-motion change. (2018). Sette, Enrico ; Lotti, Francesca ; Linarello, Andrea ; D'Amuri, Francesco ; Ciapanna, Emanuela ; Giacomelli, Silvia ; Damuri, Francesco ; Colonna, Fabrizio ; Amici, Monica ; Bugamelli, Matteo ; Scoccianti, Filippo ; Palumbo, Giuliana ; Manaresi, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_422_18.

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2018Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2017The financial stability dark side of monetary policy. (2017). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1121_17.

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2017A quantitative analysis of risk premia in the corporate bond market. (2017). Cecchetti, Sara . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1141_17.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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2018Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1179_18.

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2017SMEs’ financing: Divergence across Euro area countries?. (2017). Savignac, Frédérique ; Roux, Sébastien. In: Working papers. RePEc:bfr:banfra:654.

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2017Misallocation Before, During and After the Great Recession. (2017). Libert, T. In: Working papers. RePEc:bfr:banfra:658.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2017EXCHANGE RATE REGIMES AND SUDDEN STOPS. (2017). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1712.

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2018THE TFP CHANNEL OF CREDIT SUPPLY SHOCKS. (2018). ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1802.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

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2017Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:645.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2018Do interest rates play a major role in monetary policy transmission in China?. (2018). Kamber, Gunes ; Mohanty, Madhusudan . In: BIS Working Papers. RePEc:bis:biswps:714.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek . In: BIS Working Papers. RePEc:bis:biswps:755.

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2017A Short Review of the Recent Literature on Uncertainty. (2017). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:1:p:68-78.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2018Measuring Uncertainty and Its Impact on a Small Open Economy. (2018). Wong, Benjamin ; Vehbi, Tugrul ; Greig, Lucy ; Rice, Amy. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:87-98.

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2017FUELING JOB ENGINES: IMPACTS OF SMALL BUSINESS LOANS ON ESTABLISHMENT BIRTHS IN METROPOLITAN AND NONMETRO COUNTIES. (2017). Weiler, Stephan ; Low, Sarah ; Conroy, Tessa. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:3:p:578-595.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017THE RISE OF SERVICES, DEINDUSTRIALIZATION, AND THE LENGTH OF ECONOMIC RECOVERY. (2017). Olney, Martha ; Pacitti, Aaron. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1625-1647.

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2018LEANING AGAINST WINDY BANK LENDING. (2018). Villa, Stefania ; Melina, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:460-482.

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2017Economic Activity and Credit Market Linkages: New Evidence From Italy. (2017). D'Apice, Vincenzo ; Pagnini, Marcello ; Puopolo, Giovanni Walter ; Morelli, Pierluigi ; Chiorazzo, Vincenzo ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:491-526.

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2017Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital. (2017). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:546-569.

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2017Measurement and Allocation of Capital Inputs With Taxes: A Sensitivity Analysis for OECD Countries. (2017). Fatica, Serena. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:1:p:1-29.

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2018Macroeconomic Uncertainty in South Africa. (2018). Redl, Chris. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:361-380.

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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

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2018Measuring risks to UK financial stability. (2018). O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Varadi, Alexandra ; Levina, Iren ; Galletly, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0738.

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2018Would macroprudential regulation have prevented the last crisis?. (2018). Bridges, Jonathan ; Aikman, David ; Siergert, Caspar ; Kashyap, Anil. In: Bank of England working papers. RePEc:boe:boeewp:0747.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). bloom, nicholas ; Mizen, Paul ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2017Should bank capital requirements be less risk-sensitive because of credit constraints?. (2017). Jokivuolle, Esa ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_010.

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2017Accounting for debt service : The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_012.

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2017On corporate borrowing, credit spreads and economic activity in emerging economies : An empirical investigation. (2017). Caballero, Julian ; Fernandez, Andres. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_031.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022.

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2017Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --. (2017). Sudo, Nao ; Iwasaki, Yuto. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e11.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2017Energy Price Uncertainty and Decreasing Pass-through to Core Inflation. (2017). Pirzada, Ahmed. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/681.

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2017Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks. (2017). Pfajfar, Damjan ; De Ridder, Maarten. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1717.

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2017Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1735.

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2017Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2018Taking Stock of TFP News Shocks: The Inventory Comovement Puzzle. (2018). Görtz, Christoph ; Lubik, Thomas ; Gunn, Christopher ; Gortz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:18-05.

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2018Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Angelini, Giovanni ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/15.

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2018Uncertainty and spillover effects across the Euro area. (2018). Angelini, Giovanni ; Easaw, Joshy ; Costantini, Mauro. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/54.

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2017Firm Leverage, Consumer Demand, and Employment Losses during the Great Recession. (2017). Giroud, Xavier ; Mueller, Holger M. In: Working Papers. RePEc:cen:wpaper:17-01.

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2017Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6303.

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2017Financial Constraints and Nominal Price Rigidities. (2017). Balleer, Almut ; Menno, Dominik ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6309.

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2017Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6327.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2018Global Banking, Trade, and the International Transmission of the Great Recession. (2018). Enders, Zeno ; Born, Alexandra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6912.

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2018Price Rigidity and the Origins af Aggregate Fluctuations. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7190.

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2018The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7376.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

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2017Bank’s Lending Growth in Chile: The Role of the Senior Loan Officers Survey. (2017). Oda, Daniel ; Martinez, Juan-Francisco ; Jara, Alejandro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:802.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek. In: Working Papers. RePEc:cnb:wpaper:2017/13.

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2017Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11745.

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2017Low-For-Long� Interest Rates and Banks Interest Margins and Profitability: Cross-Country Evidence. (2017). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11842.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Economic Predictions with Big Data: The Illusion Of Sparsity. (2017). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12256.

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2017The Mortgage Rate Conundrum. (2017). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12265.

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2017Firm-level political risk: Measurement and effects. (2017). Hassan, Tarek ; Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12436.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Monetary Policy and Financial Conditions: A Cross-Country Study. (2018). Duarte, Fernando ; Adrian, Tobias ; Mancini-Griffoli, Tommaso ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12681.

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2018What Drives Aggregate Investment? Evidence from German Survey Data. (2018). Zorn, Peter ; Bachmann, Ruediger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12710.

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2018Debt Overhang and Investment Efficiency. (2018). Wolski, Marcin ; Popov, Alexander ; Barbiero, Francesca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12784.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2018Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Podstawski, Maximilian ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1749.

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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

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2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

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

Works by Egon Zakrajsek:


YearTitleTypeCited
2012Credit Spreads and Business Cycle Fluctuations In: American Economic Review.
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article365
2011Credit Spreads and Business Cycle Fluctuations.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 365
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2017Inflation Dynamics during the Financial Crisis In: American Economic Review.
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article89
2013Inflation Dynamics During the Financial Crisis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 89
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2015Inflation dynamics during the financial crisis.(2015) In: FRB Atlanta CQER Working Paper.
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This paper has another version. Agregated cites: 89
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2015Inflation Dynamics During the Financial Crisis.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 89
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2016Inflation Dynamics During the Financial Crisis.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 89
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2013Inflation Dynamics During the Financial Crisis.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 89
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2014Inflation Dynamics During the Financial Crisis.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 89
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2015Monetary Policy and Real Borrowing Costs at the Zero Lower Bound In: American Economic Journal: Macroeconomics.
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article36
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: 36
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2013Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 36
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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: 36
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2013Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2013) In: NBER Chapters.
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This paper has another version. Agregated cites: 36
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: 36
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1999Microeconomic inventory adjustment and aggregate dynamics In: BIS Working Papers.
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1998Microeconomic inventory adjustment and aggregate dynamics.(1998) In: Staff Reports.
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This paper has another version. Agregated cites: 4
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1995Retail Inventories, Internal Finance, and Aggregate Fluctuations: Evidence From Firm-Level Panel Data In: Working Papers.
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2016The response of sovereign bond yields to U.S. monetary policy In: Journal Economía Chilena (The Chilean Economy).
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article2
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: 2
chapter
2014Interest Rate Risk and Bank Equity Valuations In: Working Papers.
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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: 20
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2016The macroeconomic impact of financial and uncertainty shocks In: European Economic Review.
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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: 76
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2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 76
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2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach In: International Journal of Forecasting.
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article14
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: 14
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2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets In: Journal of Monetary Economics.
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article259
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: 259
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2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 259
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2014Changes in bank lending standards and the macroeconomy In: Journal of Monetary Economics.
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article111
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: 111
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2017Comment on bank liabilities channel In: Journal of Monetary Economics.
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1995The importance of credit for macroeconomic activity: identification through heterogeneity In: Conference Series ; [Proceedings].
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article30
2000Purchasing power parity: three stakes through the heart of the unit root null In: Finance and Economics Discussion Series.
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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: 36
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2000Microeconomic inventory adjustment: evidence from U.S. firm-level data In: Finance and Economics Discussion Series.
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2000Microeconomic inventory adjustment: evidence from U.S. firm-level data.(2000) In: Staff Reports.
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This paper has another version. Agregated cites: 4
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2000Factor supplies and specialization in the world economy In: Finance and Economics Discussion Series.
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2000Factor supplies and specialization in the world economy.(2000) In: Staff Reports.
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This paper has another version. Agregated cites: 27
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2000Factor Supplies and Specialization in the World Economy.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 27
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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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2004The magnitude and cyclical behavior of financial market frictions In: Finance and Economics Discussion Series.
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2012Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs In: Finance and Economics Discussion Series.
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2013Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs.(2013) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 36
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2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
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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: 43
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2013The impact of the Federal Reserves Large-Scale Asset Purchase programs on corporate credit risk In: Finance and Economics Discussion Series.
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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: 29
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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: 29
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2014Uncertainty, Financial Frictions, and Investment Dynamics In: Finance and Economics Discussion Series.
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2014Uncertainty, Financial Frictions, and Investment Dynamics.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 89
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2010Uncertainty, Financial Frictions, and Investment Dynamics.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 89
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2016Credit-Market Sentiment and the Business Cycle In: Finance and Economics Discussion Series.
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2016Credit-Market Sentiment and the Business Cycle.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37
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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: 37
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2018US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series.
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2016Recession Risk and the Excess Bond Premium In: FEDS Notes.
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2016Updating the Recession Risk and the Excess Bond Premium In: FEDS Notes.
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2000Profits and balance sheet developments at U.S. commercial banks in 1999 In: Federal Reserve Bulletin.
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2001Profits and balance sheet developments at U.S. commercial banks in 2000 In: Federal Reserve Bulletin.
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2003Recent developments in business lending by commercial banks In: Federal Reserve Bulletin.
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1997Retail inventories, internal finance, and aggregate fluctuations In: Research Paper.
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2002Inventory dynamics and business cycles: what has changed? In: Staff Reports.
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paper48
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: 48
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1998Trade inventories In: Staff Reports.
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paper2
2011Improving Our Ability to Monitor Bank Lending In: NBER Chapters.
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chapter1
2007Investment and the Cost of Capital: New Evidence from the Corporate Bond Market In: NBER Working Papers.
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paper35
2012Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs In: NBER Working Papers.
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2011Monetary Policy and Credit Supply Shocks In: IMF Economic Review.
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2013Sovereign Risk and Financial Risk In: 2013 Meeting Papers.
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paper0
2013On the Identification of Financial and Uncertainty Shocks In: 2013 Meeting Papers.
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2015Financial Heterogeneity and Monetary Union In: 2015 Meeting Papers.
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2005The Determinants of Market Frictions in the Corporate Market In: Computing in Economics and Finance 2005.
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paper5

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