Fernando Duarte : Citation Profile

Are you Fernando Duarte?

Brown University

7

H index

7

i10 index

401

Citations

RESEARCH PRODUCTION:

4

Articles

27

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 57
   Journals where Fernando Duarte has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (1.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu355
   Updated: 2024-12-03    RAS profile: 2023-07-27    
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Relations with other researchers

Works with:

Adrian, Tobias (4)

Zabczyk, Pawel (3)

Eisenbach, Thomas (2)

Kovner, Anna (2)

Blickle, Kristian (2)

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

Is cited by:

Adrian, Tobias (12)

Rungcharoenkitkul, Phurichai (11)

Kok, Christoffer (9)

Boyarchenko, Nina (8)

Fricke, Daniel (8)

Farmer, J. (7)

Gourinchas, Pierre-Olivier (7)

BORIO, Claudio (6)

Aldasoro, Iñaki (6)

Caballero, Ricardo (6)

Disyatat, Piti (6)

Cites to:

Woodford, Michael (18)

Adrian, Tobias (17)

Campbell, John (11)

Gertler, Mark (10)

Schmitt-Grohe, Stephanie (9)

Uribe, Martín (9)

Svensson, Lars (9)

Giannone, Domenico (8)

Bernanke, Ben (8)

Ang, Andrew (7)

Werning, Iván (7)

Main data

Where Fernando Duarte has published?

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York8
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Fernando Duarte (2024 and 2023)

YearTitle of citing document
2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023The Micro-Aggregated Profit Share. (2023). Perez, Luis ; Hasenzagl, Thomas. In: Papers. RePEc:arx:papers:2309.12945.

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2023A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023.

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2023Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03.

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2023Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2024Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2023Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches. (2023). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000456.

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2023The paradox of safe asset creation. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000364.

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2023The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

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2024Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Shirobokov, A ; Peiris, M U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139.

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2023Monetary and fiscal coordination in preventing bank failures and financial contagion. (2023). Sim, Khai Zhi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s016407042200091x.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92.

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2023Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2024Effect of Financial Frictions on Monetary Policy Conduct: A Comparative Analysis of DSGE Models with and without Financial Frictions. (2024). Labidi, Moez ; Sayari, Sonia ; ben Salem, Salha. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:72-:d:1359992.

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2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

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2023Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278.

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2023Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244.

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2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

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2024Liquidity Provision and Financial Stability. (2024). Phelan, Gregory ; Chen, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:455-487.

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2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

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Works by Fernando Duarte:

YearTitleTypeCited
2020NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2018Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2016Financial vulnerability and monetary policy.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2017Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2018Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
2019Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2020Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2020Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article28
2013Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2019Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2020Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2015The equity risk premium: a review of models In: Economic Policy Review.
[Full Text][Citation analysis]		article76
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2019Banking System Vulnerability: Annual Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper23
2016Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2018Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2019Assessing Contagion Risk in a Financial Network In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2019How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020What’s Up with Stocks? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Fire-sale spillovers and systemic risk In: Staff Reports.
[Full Text][Citation analysis]		paper113
2014Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
2015An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports.
[Citation analysis]		paper0
2016How to escape a liquidity trap with interest rate rules In: Staff Reports.
[Full Text][Citation analysis]		paper2
2017Empirical network contagion for U.S. financial institutions In: Staff Reports.
[Full Text][Citation analysis]		paper6

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