David Vestin : Citation Profile


Sveriges Riksbank

12

H index

12

i10 index

1126

Citations

RESEARCH PRODUCTION:

13

Articles

14

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 48
   Journals where David Vestin has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 8 (0.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve125
   Updated: 2026-02-14    RAS profile: 2024-09-06    
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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 David Vestin.

Is cited by:

Rudebusch, Glenn (26)

Hatcher, Michael (21)

Williams, John (18)

Tristani, Oreste (18)

Minford, A. Patrick (17)

Honkapohja, Seppo (17)

Schmidt, Sebastian (16)

Svensson, Lars (16)

Dewachter, Hans (15)

Levine, Paul (15)

Orphanides, Athanasios (14)

Cites to:

Gertler, Mark (28)

Galí, Jordi (28)

Orphanides, Athanasios (22)

Clarida, Richard (18)

Smets, Frank (16)

Williams, John (16)

Svensson, Lars (14)

Woodford, Michael (13)

Bekaert, Geert (10)

Ang, Andrew (9)

Rudebusch, Glenn (6)

Main data


Where David Vestin has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)3
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing David Vestin (2025 and 2024)


YearTitle of citing document
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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2025The Dynamics of Informality and Fiscal Policy under Sovereign Risk. (2025). Pappadà, Francesco ; Zylberberg, Yanos ; Pappada, Francesco. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/795.

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2024The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate.. (2024). Ferreira, Mauro Sayar ; Figueiredo, Joice Marques. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td674.

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2025Inflation Tolerance Bands and Private Sector Beliefs. (2025). Milani, Fabio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11910.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2025Average inflation targeting: welfare and fiscal multiplier. (2025). Joo, Hyundo. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_147.

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2024Average inflation targeting: how far to look into the past and the future?. (2024). Masek, Frantisek ; Zemlicka, Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20242955.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Limited asset market participation and monetary policy in a small open economy. (2025). Swarbrick, Jonathan ; Mihailov, Alexander ; McKnight, Stephen ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000132.

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2025All models are wrong but all can be useful: Robust policy design using prediction pools. (2025). Mirza, Afrasiab ; Pearlman, Joseph ; Dek, Szabolcs ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000624.

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2025Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?. (2025). Mazzocchi, Ronny ; Tamborini, Roberto ; Gobbi, Lucio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001482.

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2025Welfare loss and policy trade-offs: Calvo vs. Rotemberg. (2025). Oh, Joonseok. In: Economics Letters. RePEc:eee:ecolet:v:249:y:2025:i:c:s0165176525000813.

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2025Make-up strategies with incomplete markets and bounded rationality. (2025). Giesen, Sebastian ; Dobrew, Michael ; Rttger, Joost ; Gerke, Rafael. In: European Economic Review. RePEc:eee:eecrev:v:173:y:2025:i:c:s0014292124002708.

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2024Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480.

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2025Food inflation and macroeconomic dynamics in the US: Evidence from an estimated DSGE model. (2025). Yu, Xiaohua ; Zhu, Xiaoke. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500159x.

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2025Two illustrations of the quantity theory of money reloaded. (2025). Kulish, Mariano ; Gao, Han ; Nicolini, Juan Pablo. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000145.

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2025Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets. (2025). Zhang, Zhongxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000319.

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2025The anchoring of inflation expectations in Japan: A learning-approach perspective. (2025). Okuma, Ryoichi ; Hogen, Yoshihiko. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000562.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2025Asserting independence: Optimal monetary policy when the central bank and political authority disagree. (2025). Tortorice, Daniel ; Svec, Justin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s016407042500031x.

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2024Optimal robust monetary policy in a small open emerging-market economy. (2024). André, Marine ; Espidio, Sebastin Medina. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000140.

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2025Optimal normalization policy under behavioral expectations. (2025). Mavromatis, Kostas(Konstantinos) ; Carrier, Alexandre. In: Journal of Monetary Economics. RePEc:eee:moneco:v:153:y:2025:i:c:s0304393225000571.

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2024Central Banking Post Crises. (2024). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-35.

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2025Monetary Policy Strategies in Advanced and Emerging Economies. (2025). Serletis, Apostolos ; Chen, YU. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09751-y.

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2025Energy price instability and energy efficiency: Korea’s macroeconomic framework during the COVID-19 pandemic. (2025). Teng, Zhuoqi ; He, Yugang ; Wu, Renhong. In: PLOS ONE. RePEc:plo:pone00:0321793.

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2025Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455.

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2024Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach. (2024). Sengupta, Bodhisattva ; Sarkar, Agnirup ; Kumar, Anshul. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:143-168.

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2024Average Inflation Targeting: How far to look into the past and the future?. (2024). Masek, Frantisek ; Zemlicka, Jan. In: Working and Discussion Papers. RePEc:svk:wpaper:1108.

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2024The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1018-1041.

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2025Determinacy and E‐Stability with Interest Rate Rules at the Zero Lower Bound. (2025). McClung, Nigel ; Eo, Yunjong. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:951-979.

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Works by David Vestin:


YearTitleTypeCited
2006Imperfect Knowledge and Monetary Policy In: Cambridge Books.
[Citation analysis]
book0
2006Imperfect Knowledge and Monetary Policy.(2006) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 0
book
2006MONETARY POLICY OVER TIME In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article16
2005Economic determinants of risk premia in the term structure of interest rates In: Research Bulletin.
[Full Text][Citation analysis]
article0
2003Interpreting implied risk-neutral densities: the role of risk premia In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2005Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.(2005) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2004A joint econometric model of macroeconomic and term structure dynamics In: Working Paper Series.
[Full Text][Citation analysis]
paper275
2006A joint econometric model of macroeconomic and term-structure dynamics.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 275
article
2004A joint econometric model of macroeconomic and term structure dynamics.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 275
paper
2006Adaptive learning, persistence, and optimal monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper94
2006Adaptive Learning, Persistence, and Optimal Monetary Policy.(2006) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94
article
2007Welfare implications of Calvo vs. Rotemberg pricing assumptions In: Working Paper Series.
[Full Text][Citation analysis]
paper66
2008Welfare implications of Calvo vs. Rotemberg-pricing assumptions.(2008) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66
article
2007Is time ripe for price level path stability? In: Working Paper Series.
[Full Text][Citation analysis]
paper66
2007Is Time Ripe for Price Level Path Stability?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66
paper
2007The yield curve and macroeconomic dynamics In: Working Paper Series.
[Full Text][Citation analysis]
paper70
2008The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2008The Yield Curve and Macroeconomic Dynamics.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2010Inflation Expectations, Adaptive Learning and Optimal Monetary Policy In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
chapter36
2006Price-level versus inflation targeting In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article189
2003A joint econometric model of macroeconomic and term structure In: Proceedings.
[Full Text][Citation analysis]
article61
2000Price-level Targeting versus Inflation Targeting in a Forward-looking Model In: Working Paper Series.
[Full Text][Citation analysis]
paper85
2000Average Inflation Targeting In: Working Paper Series.
[Full Text][Citation analysis]
paper138
2005Average Inflation Targeting..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 138
article
2023Greenflation? In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2004Monetary policy and the expectations hypothesis In: Computing in Economics and Finance 2004.
[Citation analysis]
paper2
2006Optimal Monetary Policy under Adaptive Learning In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
paper18
2006The term structure of inflation risk premia and macroeconomic dynamics In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
paper1
2020Money and monetary policy in times of crisis In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]
article0

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