Egon Zakrajšek : Citation Profile


Are you Egon Zakrajšek?

Bank for International Settlements (BIS)

20

H index

25

i10 index

2585

Citations

RESEARCH PRODUCTION:

23

Articles

62

Papers

7

Chapters

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 99
   Journals where Egon Zakrajšek has often published
   Relations with other researchers
   Recent citing documents: 486.    Total self citations: 30 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza207
   Updated: 2021-09-18    RAS profile: 2021-08-30    
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Relations with other researchers


Works with:

Gilchrist, Simon (15)

Yue, Vivian (7)

Sim, Jae (3)

Fuentes-Albero, Cristina (3)

Caldara, Dario (3)

Schoenle, Raphael (3)

Lewis, Kurt (2)

Wei, Bin (2)

Kohlscheen, Emanuel (2)

Favara, Giovanni (2)

Lombardi, Marco (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 (29)

Alessandri, Piergiorgio (25)

Tsoukalas, John (25)

mumtaz, haroon (24)

Görtz, Christoph (23)

Zanetti, Francesco (21)

Rüth, Sebastian (20)

Bachmann, Ruediger (19)

Ben Zeev, Nadav (19)

Zha, Tao (17)

Stevanovic, Dalibor (17)

Cites to:

Gilchrist, Simon (43)

Gertler, Mark (29)

Bernanke, Ben (24)

West, Kenneth (13)

Yankov, Vladimir (13)

Newey, Whitney (11)

Watson, Mark (11)

bloom, nicholas (11)

Giannoni, Marc (10)

Swanson, Eric (9)

Stock, James (9)

Main data


Where Egon Zakrajšek has published?


Journals with more than one article published# docs
Journal of Monetary Economics4
Journal of Money, Credit and Banking3
Federal Reserve Bulletin3
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 (U.S.)19
Staff Reports / Federal Reserve Bank of New York6
2013 Meeting Papers / Society for Economic Dynamics3
BIS Working Papers / Bank for International Settlements2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Egon Zakrajšek (2021 and 2020)


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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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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2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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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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2020Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037.

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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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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020The Interaction Between Credit Constraints and Uncertainty Shocks. (2020). Kohn, Robert ; Gunawan, David ; Chatterjee, Pratiti . In: Papers. RePEc:arx:papers:2004.14719.

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2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

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2021What 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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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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2020Predicting 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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2020How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676.

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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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2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

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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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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020The role of bank supply in the Italian credit market: evidence from a new regional survey. (2020). Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1279_20.

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2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

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2020Forecasting US recessions: the role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1299_20.

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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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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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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Does the Liquidity Trap Exist?. (2020). Mojon, Benoit ; Rubio-Ramirez, Juan ; Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:762.

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2020Fed Communication on Financial Stability Concerns and Monetary Policy Decisions: Revelations from Speeches. (2020). Istrefi, Klodiana ; Giulia, Sestieri ; Florens, Odendahl ; Klodiana, Istrefi. In: Working papers. RePEc:bfr:banfra:779.

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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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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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2020Inflation at risk from Covid-19. (2020). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Bulletins. RePEc:bis:bisblt:28.

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2020Bankruptcies, unemployment and reallocation from Covid-19. (2020). Lewrick, Ulf ; Banerjee, Ryan ; Kharroubi, Enisse. In: BIS Bulletins. RePEc:bis:bisblt:31.

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2020The financial vulnerabilities driving firms to the exit. (2020). Banerjee, Ryan ; Kharroubi, Enisse. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012e.

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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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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities. (2020). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:843.

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2020Inflation at risk in advanced and emerging economies. (2020). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:883.

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2020Have the driving forces of inflation changed in advanced and emerging market economies?. (2020). Kamber, Gunes ; Mohanty, Madhu Sudan ; Morley, James. In: BIS Working Papers. RePEc:bis:biswps:896.

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2020What Comes Next?. (2020). Rees, Daniel. In: BIS Working Papers. RePEc:bis:biswps:898.

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2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:913.

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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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2020Size?conditioned mandatory capital adequacy disclosure and bank intermediation. (2020). faff, robert ; Zelenyuk, Natalya ; Pathan, Shams. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4387-4417.

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2020Does economic policy uncertainty raise corporate precautionary cash holdings? Evidence from China. (2020). Zhou, Shengshi ; Su, Xin ; Tian, Jinfang ; Xue, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4567-4592.

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2020Private Equity and Portfolio Companies: Lessons from the Global Financial Crisis. (2020). Mezzanotti, Filippo ; Lerner, Josh ; Bernstein, Shai. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:32:y:2020:i:3:p:21-42.

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2020MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS. (2020). Stracca, Livio ; Nowzohour, Laura . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:691-726.

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2020Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

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2020Declining Labor and Capital Shares. (2020). Barkai, Simcha. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2421-2463.

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2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

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2020Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US. (2020). Scharler, Johann ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:889-915.

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2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2020A Tale of Two Sectors: Why is Misallocation Higher in Services than in Manufacturing?. (2020). Richmond, Christine ; Marques, Carlos ; Dias, Daniel. In: Review of Income and Wealth. RePEc:bla:revinw:v:66:y:2020:i:2:p:361-393.

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2020The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms’ Expectations and Plans. (2020). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1013.

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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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2020Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989.

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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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2021Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects. (2021). Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0927.

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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_018.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

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2020US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2020_192.

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2020The macroeconomic impact of shocks to bank capital buffers in the Euro Area. (2020). Moccero, Diego ; Laurent, Maurin ; Reiner, Martin ; Derrick, Kanngiesser ; Diego, Moccero. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:15.

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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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2020Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218.

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2020The aggregate consequences of default risk: evidence from firm-level data. (2020). van Reenen, John ; Besley, Timothy ; VanReenen, John ; Roland, Isabelle. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1672.

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2020Different No More: Country Spreads in Advanced and Emerging Economies. (2020). Müller, Gernot ; Born, Benjamin ; Muller, Gernot J ; Wellmann, Susanne ; Pfeifer, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8083.

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2020Indebted Demand. (2020). Sufi, Amir ; Straub, Ludwig ; Mian, Atif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8210.

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2020News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728.

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2020The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2020). Neuenkirch, Matthias ; Bennani, Hamza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8740.

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2020Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791.

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2021Deep Dynamics. (2021). Stadin, Karolina ; Mickelsson, Glenn ; Gottfries, Nils. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8873.

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2021Lending Cycles and Real Outcomes: Costs of Political Misalignment. (2021). Bircan, Çağatay ; Saka, Orkun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8883.

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2021The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934.

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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs. (2021). Fernandez-Villaverde, Jesus ; Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8977.

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2021Switching-Track after the Great Recession. (2021). Licandro, Omar ; Vinci, Francesca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9107.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Negative Interest Rates and Bank Lending. (2020). Brown, Martin. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:18-23.

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2020Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth. In: Discussion Papers. RePEc:cfm:wpaper:2005.

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2020Financial constraints and collateral crises. (2020). guimaraes, bernardo ; Araujo, Luis ; Rodrigues, Diego. In: Discussion Papers. RePEc:cfm:wpaper:2007.

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2020The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments. (2020). Klepacz, Matthew ; Hong, Gee Hee ; Schoenle, Raphael ; Pasten, Ernesto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:875.

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2020Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia. (2020). Moreno, David ; Ushakova, Yulia ; Styrin, Konstantin ; Jara, Alejandro ; Gomez, Tomas ; Bush, Georgia. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:893.

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2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-47.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2020Vulnerable growth: Bayesian GDP-at-Risk. (2020). Casta, Martin ; Komarkova, Zlatuse ; Szabo, Milan. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/2.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Libich, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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2021Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession. (2021). Tripier, Fabien ; Brand, Thomas. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2101.

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2020The Aggregate Consequences of Default Risk: Evidence from Firm-level Data. (2020). van Reenen, John ; VanReenen, John ; Roland, Isabelle ; Besley, Timothy J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14327.

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2020Different no more: Country spreads in advanced and emerging economies. (2020). Wellmann, Susanne ; Pfeifer, Johannes ; Muller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14392.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities. (2020). Gambacorta, Leonardo ; Mayordomo, Sergio ; Garralda, Jose-Maria Serena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14419.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14492.

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2020Effectiveness and Addictiveness of Quantitative Easing. (2020). Nakov, Anton ; Karadi, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14951.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1906.

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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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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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2015Inflation dynamics during the financial crisis.(2015) In: FRB Atlanta CQER Working Paper.
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2015Inflation Dynamics During the Financial Crisis.(2015) In: Finance and Economics Discussion Series.
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2016Inflation Dynamics During the Financial Crisis.(2016) In: NBER Working Papers.
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2013Inflation Dynamics During the Financial Crisis.(2013) In: 2013 Meeting Papers.
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2014Inflation Dynamics During the Financial Crisis.(2014) In: 2014 Meeting Papers.
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2015Monetary Policy and Real Borrowing Costs at the Zero Lower Bound In: American Economic Journal: Macroeconomics.
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2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: CEPR Discussion Papers.
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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: 82
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: 82
paper
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: 82
chapter
2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound.(2014) In: NBER Working Papers.
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2020The outlook for business bankruptcies In: BIS Bulletins.
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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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2021Income inequality and the depth of economic downturns In: BIS Working Papers.
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2021Income Inequality and the depth of economic downturns.(2021) In: Economics Letters.
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article
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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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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chapter
2020Trade Exposure and the Evolution of Inflation Dynamics In: Central Banking, Analysis, and Economic Policies Book Series.
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2019Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Working Papers Central Bank of Chile.
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2019Trade Exposure and the Evolution of Inflation Dynamics.(2019) In: Finance and Economics Discussion Series.
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2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF In: CEPR Discussion Papers.
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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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paper
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
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2014Interest Rate Risk and Bank Equity Valuations In: Working Papers.
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paper52
2018Interest rate risk and bank equity valuations.(2018) In: Journal of Monetary Economics.
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2012Interest rate risk and bank equity valuations.(2012) In: Finance and Economics Discussion Series.
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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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2016The Macroeconomic Impact of Financial and Uncertainty Shocks.(2016) In: NBER Working Papers.
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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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article30
2013Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach.(2013) In: Finance and Economics Discussion Series.
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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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article320
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: NBER Working Papers.
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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: 320
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2014Changes in bank lending standards and the macroeconomy In: Journal of Monetary Economics.
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article155
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: 155
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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].
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article32
1998The Importance of Credit for Macroeconomic Activity: Identification through Heterogeneity.(1998) In: Palgrave Macmillan Books.
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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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2000Microeconomic inventory adjustment: evidence from U.S. firm-level data In: Finance and Economics Discussion Series.
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paper4
2000Microeconomic inventory adjustment: evidence from U.S. firm-level data.(2000) In: Staff Reports.
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2000Factor supplies and specialization in the world economy In: Finance and Economics Discussion Series.
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paper28
2000Factor supplies and specialization in the world economy.(2000) In: Staff Reports.
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2000Factor Supplies and Specialization in the World Economy.(2000) In: NBER Working Papers.
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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.
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paper64
2012Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs In: Finance and Economics Discussion Series.
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paper65
2013Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs.(2013) In: Review of Economic Dynamics.
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article
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
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paper80
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers.
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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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paper49
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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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: 49
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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article
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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2010Uncertainty, Financial Frictions, and Investment Dynamics.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 220
paper
2015Credit-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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2017Credit-Market Sentiment and the Business Cycle.(2017) In: The Quarterly Journal of Economics.
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2018US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series.
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2019US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers.
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2019U.S. Monetary Policy and International Bond Markets.(2019) In: Journal of Money, Credit and Banking.
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2018Financial Heterogeneity and Monetary Union In: Finance and Economics Discussion Series.
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2015Financial Heterogeneity and Monetary Union.(2015) In: 2015 Meeting Papers.
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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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paper5
2002Inventory dynamics and business cycles: what has changed? In: Staff Reports.
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paper50
2007Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking.
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2007Inventory Dynamics and Business Cycles: What Has Changed?.(2007) In: Journal of Money, Credit and Banking.
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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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chapter2
2021Sovereign Risk and Financial Risk In: NBER Chapters.
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chapter2
2013Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers.
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2007Investment and the Cost of Capital: New Evidence from the Corporate Bond Market In: NBER Working Papers.
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paper48
2012Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs In: NBER Working Papers.
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paper1
2011Monetary Policy and Credit Supply Shocks In: IMF Economic Review.
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2012Bank Lending and Credit Supply Shocks In: International Economic Association Series.
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2013On the Identification of Financial and Uncertainty Shocks In: 2013 Meeting Papers.
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paper11
2005The Determinants of Market Frictions in the Corporate Market In: Computing in Economics and Finance 2005.
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