7
H index
6
i10 index
180
Citations
Olesya V. Grishchenko : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 5 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Olesya V. Grishchenko. | Is cited by:
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Main data
Where Olesya V. Grishchenko has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economics and Business | 2 |
| 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.) | 8 |
Recent works citing Olesya V. Grishchenko (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203. Full description at Econpapers || Download paper |
| 2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
| 2024 | Quantifying subjective uncertainty in survey expectations. (2024). Pavlova, Lora ; Kruger, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:796-810. Full description at Econpapers || Download paper |
| 2024 | Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Mortazavi, Ali ; Ataee-Pour, Majid ; Jahanbani, Zeinab. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820. Full description at Econpapers || Download paper |
| 2023 | On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406822001331. Full description at Econpapers || Download paper |
| 2023 | International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329. Full description at Econpapers || Download paper |
| 2024 | Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, D'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03. Full description at Econpapers || Download paper |
| 2023 | Inflation expectations and monetary policy. (2023). Wauters, Joris ; De Backer, Bruno ; Zimmer, H ; Stevens, A. In: Economic Review. RePEc:nbb:ecrart:y:2023:m:october. Full description at Econpapers || Download paper |
| 2023 | Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors. (2023). Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:119029. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Olesya V. Grishchenko:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | The informational content of the embedded deflation option in TIPS In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2013 | The informational content of the embedded deflation option in TIPS.(2013) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Internal vs. external habit formation: The relative importance for asset pricing In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 19 |
| 2011 | Asset pricing in the production economy subject to monetary shocks In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
| 2011 | An empirical investigation of consumption-based asset pricing models with stochastic habit formation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation.(2014) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | The information content of the embedded deflation pption in TIPS In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Inflation risk premium: evidence from the TIPS market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 49 |
| 2012 | Habit formation heterogeneity: Implications for aggregate asset pricing In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Term Structure of Interest Rates with Short-run and Long-run Risks In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 38 |
| 2024 | Tale About Inflation Tails In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Has the Inflation Risk Premium Fallen? Is it Now Negative? In: FEDS Notes. [Full Text][Citation analysis] | paper | 14 |
| 2020 | What is Certain about Uncertainty? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2011 | The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team