Olesya V. Grishchenko : Citation Profile

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

7

H index

6

i10 index

222

Citations

RESEARCH PRODUCTION:

5

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 14
   Journals where Olesya V. Grishchenko has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 8 (3.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr408
   Updated: 2025-12-27    RAS profile: 2025-04-24    
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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 Olesya V. Grishchenko.

Is cited by:

Christensen, Jens (7)

Wright, Jonathan (6)

Galati, Gabriele (6)

Rudebusch, Glenn (6)

Moessner, Richhild (5)

Lopez, Jose (5)

Zhong, Molin (5)

Viceira, Luis (4)

van Rooij, Maarten (4)

Bauer, Michael (4)

Berge, Travis (4)

Cites to:

Campbell, John (41)

Bekaert, Geert (19)

Gürkaynak, Refet (17)

Constantinides, George (16)

Shiller, Robert (16)

Viceira, Luis (13)

Wei, Min (12)

bloom, nicholas (12)

Bollerslev, Tim (12)

Abel, Andrew (12)

Ang, Andrew (11)

Main data

Where Olesya V. Grishchenko has published?

Journals with more than one article published# docs
Journal of Economics and Business2

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.)10

Recent works citing Olesya V. Grishchenko (2025 and 2024)

YearTitle of citing document
2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2025Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103.

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2024Uncertainty of supply chains: Risk and ambiguity. (2024). Kancs, d'Artis. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2009-2033.

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2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2025Quantifying uncertainty in economics policy predictions: A Bayesian & Monte Carlo based data-driven approach. (2025). Abdul, Mahe Jabeen ; Ur, Shafeeq. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002443.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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2024Quantifying 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.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2025Tariff uncertainty and the cost of debt: Evidence from United States–China permanent normal trade relations. (2025). Wang, Yuxi ; Gao, Huasheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001359.

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2024Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Jahanbani, Zeinab ; Ataee-Pour, Majid ; Mortazavi, Ali. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820.

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2024Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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2024Economic policy uncertainty, health status, and mortality. (2024). Huang, Wei ; Yu, Miao ; Lei, Xiaoyan. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624006804.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, d'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73.

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2025Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677.

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2025Coming Together or Coming Apart? Crises, Uncertainty and Tolerance. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1521.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Fiscal Consequences of Missing an Inflation Target. (2024). Rey, Helene ; Andreolli, Michele. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-024-00239-w.

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2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:119971.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2025The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0.

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2024Functional shocks to inflation expectations and real interest rates and their macroeconomic effects. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00538-4.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109.

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2024Implications of Heightened Global Uncertainty for the East Asia and Pacific Region. (2024). Mattoo, Aaditya ; Islamaj, Ergys ; Ha, Jongrim. In: World Bank Publications - Reports. RePEc:wbk:wboper:42090.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551.

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2024Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508.

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2025Uncertainty and rounding in expectation surveys. (2025). Glas, Alexander ; Dovern, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:325496.

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2025The impact of external uncertainty shocks on the Korean economy. (2024). Kim, Junhyong. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:314770.

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Works by Olesya V. Grishchenko:

YearTitleTypeCited
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
[Full Text][Citation analysis]		paper6
2016The informational content of the embedded deflation option in TIPS In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2013The 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: 11		paper
2010Internal vs. external habit formation: The relative importance for asset pricing In: Journal of Economics and Business.
[Full Text][Citation analysis]		article20
2011Asset pricing in the production economy subject to monetary shocks In: Journal of Economics and Business.
[Full Text][Citation analysis]		article3
2011An empirical investigation of consumption-based asset pricing models with stochastic habit formation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2014An 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
2011The information content of the embedded deflation pption in TIPS In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper8
2012Inflation risk premium: evidence from the TIPS market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper49
2012Habit formation heterogeneity: Implications for aggregate asset pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2015Term Structure of Interest Rates with Short-run and Long-run Risks In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper49
2024Tale About Inflation Tails In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2025How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2025Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2016Has the Inflation Risk Premium Fallen? Is it Now Negative? In: FEDS Notes.
[Full Text][Citation analysis]		paper15
2020What is Certain about Uncertainty? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper52
2011The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5

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