David Vestin : Citation Profile


Are you David Vestin?

Sveriges Riksbank

12

H index

13

i10 index

1095

Citations

RESEARCH PRODUCTION:

13

Articles

14

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 47
   Journals where David Vestin has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 8 (0.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve125
   Updated: 2024-11-04    RAS profile: 2024-09-06    
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Relations with other researchers


Works with:

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

Is cited by:

Rudebusch, Glenn (26)

Hatcher, Michael (21)

Tristani, Oreste (18)

Williams, John (18)

Minford, A. Patrick (17)

Honkapohja, Seppo (17)

Svensson, Lars (16)

Schmidt, Sebastian (16)

Orphanides, Athanasios (14)

Beyer, Andreas (13)

Coenen, Günter (13)

Cites to:

Gertler, Mark (28)

Galí, Jordi (28)

Orphanides, Athanasios (22)

Clarida, Richard (18)

Williams, John (16)

Smets, Frank (16)

Svensson, Lars (14)

Woodford, Michael (13)

Bekaert, Geert (10)

Ang, Andrew (9)

Rudebusch, Glenn (6)

Main data


Where David Vestin has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)3
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing David Vestin (2024 and 2023)


YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023The Federal Reserves Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: Papers. RePEc:arx:papers:2305.12318.

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2024Hybrid Inflation‐Price‐Level Targeting in an Economy With Output Persistence. (2004). Kobayashi, Teruyoshi. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:51:y:2004:i:5:p:641-653.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320.

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2023Implications for determinacy with average inflation targeting. (2023). Murray, James ; Ahmad, Yamin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00560.

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2023Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788.

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2023Monetary policy strategies for the euro area: optimal rules in the presence of the ELB. (2023). Mazelis, Falk ; Ristiniemi, Annukka ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20232797.

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2023A horse race of alternative monetary policy regimes under bounded rationality. (2023). Zhang, Yang ; Schlanger, Tudor ; Wagner, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001148.

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2023Optimal monetary policy delegation in a small-open new Keynesian model with robust control. (2023). Okano, Mitsuhiro ; Ida, Daisuke. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003911.

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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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2023Average inflation targeting and the interest rate lower bound. (2023). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000132.

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2023Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517.

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2023What to target? Insights from a lab experiment. (2023). Salle, Isabelle L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:514-533.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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2023Price level targeting under fiscal dominance. (2023). Gobbi, Alessandro ; Florio, Anna ; Ascari, Guido. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000773.

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2023Monetary policy when export revenues drop. (2023). Torvik, Ragnar ; Sveen, Tommy ; Roisland, Oistein ; Bergholt, Drago. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000943.

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2023Average inflation targeting: Time inconsistency and ambiguous communication. (2023). Wu, Jing Cynthia ; Jia, Chengcheng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:69-86.

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2023Monetary policy & anchored expectations—An endogenous gain learning model. (2023). Gáti, Laura ; Gati, Laura. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s37-s47.

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2023Learning with uncertain inflation target. (2023). Traficante, Guido ; Marzioni, Stefano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:624-634.

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2023.

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2023The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: OSF Preprints. RePEc:osf:osfxxx:53qbm.

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2023The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs. (2023). KAMKOUM, Arnaud Cedric. In: Thesis Commons. RePEc:osf:thesis:d7pvg.

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2023The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: MPRA Paper. RePEc:pra:mprapa:117373.

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2023The promises (and perils) of control-contingent forward guidance. (). Roulleau-Pasdeloup, Jordan ; Nie, HE. In: Review of Economic Dynamics. RePEc:red:issued:21-153.

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2023Negotiating the Wilderness of Bounded Rationality through Robust Policy. (2023). Levine, Paul ; Pham, Son ; Mirza, Afrasiab ; Deak, Szabolcs. In: School of Economics Discussion Papers. RePEc:sur:surrec:0223.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: School of Economics Discussion Papers. RePEc:sur:surrec:0923.

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2023Make-up strategies with incomplete markets and bounded rationality. (2023). Rottger, Joost ; Giesen, Sebastian ; Gerke, Rafael ; Dobrew, Michael. In: Discussion Papers. RePEc:zbw:bubdps:012023.

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Works by David Vestin:


YearTitleTypeCited
2006Imperfect Knowledge and Monetary Policy In: Cambridge Books.
[Citation analysis]
book0
2006Imperfect Knowledge and Monetary Policy.(2006) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 0
book
2006MONETARY POLICY OVER TIME In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article15
2005Economic determinants of risk premia in the term structure of interest rates In: Research Bulletin.
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article0
2003Interpreting implied risk-neutral densities: the role of risk premia In: Working Paper Series.
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paper10
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2004A joint econometric model of macroeconomic and term structure dynamics In: Working Paper Series.
[Full Text][Citation analysis]
paper268
2006A joint econometric model of macroeconomic and term-structure dynamics.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 268
article
2004A joint econometric model of macroeconomic and term structure dynamics.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 268
paper
2006Adaptive learning, persistence, and optimal monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper90
2006Adaptive Learning, Persistence, and Optimal Monetary Policy.(2006) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90
article
2007Welfare implications of Calvo vs. Rotemberg pricing assumptions In: Working Paper Series.
[Full Text][Citation analysis]
paper62
2008Welfare implications of Calvo vs. Rotemberg-pricing assumptions.(2008) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62
article
2007Is time ripe for price level path stability? In: Working Paper Series.
[Full Text][Citation analysis]
paper66
2007Is Time Ripe for Price Level Path Stability?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66
paper
2007The yield curve and macroeconomic dynamics In: Working Paper Series.
[Full Text][Citation analysis]
paper69
2008The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69
article
2008The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69
article
2010Inflation Expectations, Adaptive Learning and Optimal Monetary Policy In: Handbook of Monetary Economics.
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chapter31
2006Price-level versus inflation targeting In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article183
2003A joint econometric model of macroeconomic and term structure In: Proceedings.
[Full Text][Citation analysis]
article58
2000Price-level Targeting versus Inflation Targeting in a Forward-looking Model In: Working Paper Series.
[Full Text][Citation analysis]
paper88
2000Average Inflation Targeting In: Working Paper Series.
[Full Text][Citation analysis]
paper134
2005Average Inflation Targeting..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 134
article
2023Greenflation? In: Working Paper Series.
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paper0
2004Monetary policy and the expectations hypothesis In: Computing in Economics and Finance 2004.
[Citation analysis]
paper2
2006Optimal Monetary Policy under Adaptive Learning In: Computing in Economics and Finance 2006.
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paper18
2006The term structure of inflation risk premia and macroeconomic dynamics In: Computing in Economics and Finance 2006.
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paper1
2020Money and monetary policy in times of crisis In: EconStor Open Access Articles and Book Chapters.
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article0

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