Roman Sustek : Citation Profile

Queen Mary University of London (90% share)
Centre for Macroeconomics (CFM) (10% share)

8

H index

8

i10 index

338

Citations

RESEARCH PRODUCTION:

5

Articles

27

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 24
   Journals where Roman Sustek has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 16 (4.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu97
   Updated: 2025-12-13    RAS profile: 2022-12-16    
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Relations with other researchers

Works with:

mumtaz, haroon (2)

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

Is cited by:

Wen, Yi (10)

Williamson, Stephen (10)

Pintus, Patrick (10)

Kose, Ayhan (8)

Garriga, Carlos (8)

Kydland, Finn (8)

Zubairy, Sarah (8)

Alpanda, Sami (8)

Brinca, Pedro (7)

Surico, Paolo (6)

Mitman, Kurt (6)

Cites to:

Gertler, Mark (29)

Campbell, John (28)

Kydland, Finn (21)

Bernanke, Ben (16)

Kehoe, Patrick (16)

Garriga, Carlos (15)

Smets, Frank (13)

Christiano, Lawrence (13)

Kaplan, Greg (13)

Wouters, Raf (13)

Rupert, Peter (12)

Main data

Where Roman Sustek has published?

Journals with more than one article published# docs
Journal of Monetary Economics4

Working Papers Series with more than one paper published# docs
Discussion Papers / Centre for Macroeconomics (CFM)8
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Federal Reserve Bank of St. Louis3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Roman Sustek (2025 and 2024)

YearTitle of citing document
2024A time-varying finance-led model for U.S. business cycles. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2024The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption. (2024). Caspi, Itamar ; Segev, Nimrod ; Eshel, Nadav. In: Papers. RePEc:arx:papers:2410.02445.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2024Smoothing the New-Keynesian Capital Puzzle. (2024). Amaral, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:606.

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2025Business loan characteristics and inflation shocks transmission in the euro area. (2025). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1477_25.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025The capital puzzle. (2025). Amaral, Eduardo. In: BIS Working Papers. RePEc:bis:biswps:1288.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Climate risk in mortgage markets: Evidence from Hurricanes Harvey and Irma. (2024). wachter, susan ; Tsouderou, Athena ; Gete, Pedro. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:660-686.

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2024The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption. (2024). Segev, Nimrod ; Eshel, Nadav ; Caspi, Itamar. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.13.

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2024Changes in the Global Economic Landscape and Issues for Japans Economy. (2024). Hogen, Yoshihiko ; Ito, Yojiro ; Kishi, Naoya ; Kanai, Kenji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e03.

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2024Japans Inflation under Global Inflation Synchronization. (2024). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e04.

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2024The Role of Sell Frictions for Inventories and Business Cycles. (2024). Sun, Tiancheng ; den Haan, Wouter J. In: Discussion Papers. RePEc:cfm:wpaper:2426.

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2024Optimal fiscal and monetary policy with collateral constraints. (2024). Cao, Qingqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000174.

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2024Frictionless house-price momentum. (2024). Moura, Alban ; Fve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001921.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2024Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. (2024). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002714.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2025Temptation-driven preferences: A resolution to New Keynesian anomalies. (2025). Airaudo, Marco. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002617.

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2025House prices, endogenous productivity, and the effects of government spending shocks. (2025). Ravn, Søren Hove ; Santoro, Emiliano ; Larsen, Rasmus Bisgaard. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002666.

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2025Too big to fail? Asymmetric effects of quantitative easing. (2025). Lin, Chih-Yung ; Chou, Robin K ; Lu, Chien-Lin ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000142.

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2024Inflation and income inequality in an open-economy growth model with liquidity constraints on R&D. (2024). Zheng, Zhijie ; Yang, Yibai ; Hu, Ruiyang ; Wang, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001141.

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2024Effects of monetary policy on household expectations: The role of homeownership. (2024). Yang, Choongryul ; Xie, Shihan ; Ahn, Hie Joo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000527.

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2024Mortgage choice and inflation experiences in the Eurozone. (2024). Szabo, Barna Elek ; Cenzon, Josefina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000643.

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2025Measuring monetary policy in the UK: The UK monetary policy event-study database. (2025). Miranda-Agrippino, Silvia ; Saha, Tuli ; Braun, Robin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000989.

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2024Remarks on the Economic Outlook and Monetary Policy. (2024). Musalem, Alberto G. In: Speech. RePEc:fip:fedlps:98402.

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2025Optimal Monetary Policy for the Masses. (2025). DiCecio, Riccardo ; Bullard, James. In: Review. RePEc:fip:fedlrv:101368.

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2025Mortgage Market Structure and the Transmission of Monetary Policy During the Great Inflation. (2025). Ozkan, Serdar ; Mitman, Kurt ; Larkin, Kieran ; Hedlund, Aaron. In: Working Papers. RePEc:fip:fedlwp:101282.

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2024Aging, Housing, and Macroeconomic Inefficiency. (2024). Ogawa, Yasutaka ; Yoshida, Jiro. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-04.

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2025Mortgage Market Structure and the Transmission of Monetary Policy During the Great Inflation. (2025). Mitman, Kurt ; Larkin, Kieran ; Hedlund, Aaron ; Ozkan, Serdar. In: IZA Discussion Papers. RePEc:iza:izadps:dp17971.

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2025Measuring Interdependence of Inflation Uncertainty. (2025). Lee, Seohyun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10635-z.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2025Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area. (2025). Vilerts, Karlis ; Petroulakis, Filippos ; Lalinsky, Tibor ; Horky, Florian ; Bredl, Sebastian ; Benkovskis, Konstantins ; Kunzmann, Vanessa ; Lukmanova, Elizaveta ; Lampousis, Athanasios ; Zutis, Klavs ; Anyfantaki, Sofia ; Giovannini, Massimo. In: Working Papers. RePEc:ltv:wpaper:202504.

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2024Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: MPRA Paper. RePEc:pra:mprapa:121791.

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2024The bank lending channel of monetary policy transmission in South Africa. (2024). Viegi, Nicola ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11072.

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2025Home Construction Financing and Search Frictions in the Housing Market. (2025). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: Review of Economic Dynamics. RePEc:red:issued:23-17.

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2025Monetary Policy Over the Lifecycle. (2025). Ikeda, Daisuke ; Braun, R.. In: Review of Economic Dynamics. RePEc:red:issued:23-172.

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2024Monetary surprises and term structure of interest rates: Identification through heteroscedasticity. (2024). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0495.

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2024Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics. (2024). Lima, Gilberto ; Alexandre, Michel ; Schiozer, Nikolas. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2024wpecon26.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2025Inflation co-movement: new insights from quantile factor model. (2025). Akin, Tugba ; Gunes, Sevcan ; Karul, Cagin ; Gurel, Sinem Pinar ; Nazlioglu, Saban. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:1:d:10.1007_s00181-025-02733-0.

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2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

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2025Monetary policy transmission and household indebtedness in Australia. (2025). Javed, Naveed ; Groshenny, Nicolas ; Batsukh, Khuderchuluun. In: TEPP Working Paper. RePEc:tep:teppwp:wp25-02.

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2024Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876.

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2025The effects of monetary policy through housing and mortgage choices on aggregate demand. (2025). Kinnerud, Karin. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:659-703.

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2024Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option. (2024). Kim, Jiseob ; Choi, Sangyup ; Jeong, Kimoon. In: Working papers. RePEc:yon:wpaper:2024rwp-228.

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2024Robust Real Rate Rules. (2024). Holden, Tom. In: EconStor Preprints. RePEc:zbw:esprep:279481.

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Works by Roman Sustek:

YearTitleTypeCited
2012Housing Dynamics over the Business Cycle In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper58
2014Housing Dynamics over the Business Cycle.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2014Housing dynamics over the business cycle.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2012Housing Dynamics over the Business Cycle.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2016Mortgages and Monetary Policy In: Discussion Papers.
[Full Text][Citation analysis]		paper118
2013Mortgages and monetary policy.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2013Mortgages and monetary policy.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2015Mortgages and Monetary Policy.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2013Mortgages and Monetary Policy.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2015Mortgages and Monetary Policy.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2015Mortgages and Monetary Policy.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2016On the Mechanics of New Keynesian Models In: Discussion Papers.
[Full Text][Citation analysis]		paper32
2019On the mechanics of New-Keynesian models.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2016On the mechanics of New-Keynesian models.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2016On the Mechanics of New-Keynesian Models.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2016On the Mechanics of New-Keynesian Models.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2019MoNK: Mortgages in a New-Keynesian Model In: Discussion Papers.
[Full Text][Citation analysis]		paper13
2019MoNK: Mortgages in a New-Keynesian Model.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019MoNK: Mortgages in a New-Keynesian Model.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Monetary policy surprises and their transmission through term premia and expected interest rates In: Discussion Papers.
[Full Text][Citation analysis]		paper16
2021A back-of-the-envelope analysis of house prices: Czech Republic, 2013-2021 In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Rigid High Street, Flexible Wall Street In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Global house prices since 1950 In: Discussion Papers.
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2010Monetary aggregates and the business cycle In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article6
2009Monetary Aggregates and the Business Cycle.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2011Plant-level nonconvex output adjustment and aggregate fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2013Globally correlated nominal fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article44
2009Globally Correlated Nominal Fluctuations.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2009Monetary Business Cycle Accounting In: MPRA Paper.
[Full Text][Citation analysis]		paper33
2011Monetary Business Cycle Accounting.(2011) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2015Mortgages and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper11
2016On the Mechanics of New-Keynesian Models In: Working Papers.
[Full Text][Citation analysis]		paper6

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