Carlo Rosa : Citation Profile

Are you Carlo Rosa?

Federal Reserve Bank of New York

11

H index

12

i10 index

641

Citations

RESEARCH PRODUCTION:

21

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 33
   Journals where Carlo Rosa has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 16 (2.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro160
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Benigno, Gianluca (2)

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

Is cited by:

Hubert, Paul (26)

de Haan, Jakob (19)

Jansen, David-Jan (18)

Smales, Lee (18)

Ehrmann, Michael (18)

Fratzscher, Marcel (14)

Labondance, Fabien (13)

Blinder, Alan (13)

Apergis, Nicholas (10)

Montes, Gabriel (10)

Bulir, Ales (9)

Cites to:

Swanson, Eric (45)

Gürkaynak, Refet (43)

Romer, David (35)

Romer, Christina (35)

Fratzscher, Marcel (32)

Ehrmann, Michael (32)

de Haan, Jakob (27)

Jansen, David-Jan (27)

Blinder, Alan (23)

Kuttner, Kenneth (22)

Bernanke, Ben (16)

Main data

Where Carlo Rosa has published?

Journals with more than one article published# docs
Rivista Internazionale di Scienze Sociali3
International Journal of Central Banking3
Economic Policy Review2
Economics Letters2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York8
Staff Reports / Federal Reserve Bank of New York5
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Carlo Rosa (2024 and 2023)

YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

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2023.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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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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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2023The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859.

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2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Vasiliauskait, Deimant ; Kaminskas, Rokas ; Jurkas, Linas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2023CSRC oral communication and corporate disclosure. (2023). Wang, Qijian ; Hou, Chenxue. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001948.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2023Classification of RBA monetary policy announcements using ChatGPT. (2023). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008863.

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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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2024Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900.

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2023Do central bank words matter in emerging markets? Evidence from Mexico. (2023). Solis, Pavel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000708.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023Lets face it: Quantifying the impact of nonverbal communication in FOMC press conferences. (2023). Curti, Filippo ; Kazinnik, Sophia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:110-126.

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2024More than words: Fed Chairs’ communication during congressional testimonies. (2024). Zhang, XU ; Kryvtsov, Oleksiy ; Alexopoulos, Michelle. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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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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2023Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach. (2023). Haubrich, Joseph G. In: Working Papers. RePEc:fip:fedcwq:97254.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023Shifts in ECB Communication: A Textual Analysis of the Press Conference. (2023). Lumsdaine, Robin L ; Klejdysz, Justyna. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:9.

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2023From Local to Global: Offshoring and Asset Prices. (2023). Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1420-1448.

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

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023Monetary policy and financial markets: evidence from Twitter traffic. (2023). Rubera, Gaia ; Romelli, Davide ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1023.

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2023.

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2024Exchange rates and the information channel of monetary policy. (2020). Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172020.

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Works by Carlo Rosa:

YearTitleTypeCited
2009Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words In: Economic Notes.
[Full Text][Citation analysis]		article8
2009Forecasting the direction of policy rate changes : the importance of ECB words.(2009) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article9
2008Words that work: comparing the effectiveness of central bank communications In: CentrePiece - The magazine for economic performance.
[Full Text][Citation analysis]		paper0
2005Is ECB Communication Effective? In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper28
2005Is ECB communication effective?.(2005) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 28		paper
2005The Importance of the Wording of the ECB In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper6
2005The importance of the wording of the ECB.(2005) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2006The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper4
2006The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market.(2006) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper18
2008Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed.(2008) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2004A simple model of dynamic incentives and occupational choice with motivated agents In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper0
2016Walking on thin ice: Market quality around FOMC announcements In: Economics Letters.
[Full Text][Citation analysis]		article7
2022A look under the hood of momentum funds In: Economics Letters.
[Full Text][Citation analysis]		article0
2011Words that shake traders In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article49
2014The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence In: Energy Economics.
[Full Text][Citation analysis]		article58
2013The high-frequency response of energy prices to monetary policy: understanding the empirical evidence.(2013) In: Staff Reports.
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This paper has nother version. Agregated cites: 58		paper
2016Human capital and international portfolio diversification: A reappraisal In: Journal of International Economics.
[Full Text][Citation analysis]		article4
2015Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Human capital and international portfolio diversification: a reappraisal.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Human Capital and International Portfolio Diversification: A Reappraisal.(2016) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 4		chapter
2011The high-frequency response of exchange rates to monetary policy actions and statements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
2013Market efficiency broadcasted live: ECB code words and euro exchange rates In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article5
2007On the consistency and effectiveness of central bank communication: Evidence from the ECB In: European Journal of Political Economy.
[Full Text][Citation analysis]		article158
2009Macroeconomic Effects of Central Bank Communication: Evidence from the Fed In: STUDI ECONOMICI.
[Full Text][Citation analysis]		article0
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper17
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2018) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2018) In: Working Papers.
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2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
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2018Fiscal implications of the Federal Reserves balance sheet normalization.(2018) In: Staff Reports.
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2019Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2019) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2013The financial market effect of FOMC minutes In: Economic Policy Review.
[Full Text][Citation analysis]		article25
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
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
2014How Unconventional Are Large-Scale Asset Purchases? 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
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2023Is There a Bitcoin–Macro Disconnect? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices In: Staff Reports.
[Full Text][Citation analysis]		paper37
2023The Bitcoin–Macro Disconnect In: Staff Reports.
[Full Text][Citation analysis]		paper0
2008The Impact of Central Bank Announcements on Asset Prices in Real Time In: International Journal of Central Banking.
[Full Text][Citation analysis]		article51
2016Fedspeak: Who Moves U.S. Asset Prices? In: International Journal of Central Banking.
[Full Text][Citation analysis]		article10
2005Point-System Driving Licence: Was it Really Necessary? In: Rivista Internazionale di Scienze Sociali.
[Full Text][Citation analysis]		article0
2007Providing Content for ECB Announcements In: Rivista Internazionale di Scienze Sociali.
[Full Text][Citation analysis]		article2
2019The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review In: Rivista Internazionale di Scienze Sociali.
[Full Text][Citation analysis]		article0
2014Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2022Understanding intraday momentum strategies In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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