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Details about Oliver de Groot

Workplace:Management School, University of Liverpool, (more information at EDIRC)

Access statistics for papers by Oliver de Groot.

Last updated 2022-01-12. Update your information in the RePEc Author Service.

Short-id: pde800


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Working Papers

2021

  1. A toolkit for computing Constrained Optimal Policy Projections (COPPs)
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. The signalling channel of negative interest rates
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2019) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (5)
    Working Papers, University of Liverpool, Department of Economics (2019) Downloads View citations (6)

2020

  1. Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (1)
  2. Business cycle implications of banking system heterogeneity and complexity
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  3. Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning
    Working Paper Series, European Central Bank Downloads View citations (2)
  4. Using forecast-augmented VAR evidence to dampen the forward guidance puzzle
    Working Paper Series, European Central Bank Downloads View citations (3)
  5. Valuation Risk Revalued
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Federal Reserve Bank of Dallas (2018) Downloads
    Working Papers, University of Liverpool, Department of Economics (2019) Downloads

2019

  1. Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets
    Working Papers, University of Liverpool, Department of Economics Downloads View citations (2)

2017

  1. Uncertainty Shocks in a Model of Effective Demand: Comment
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (7)
    See also Journal Article in Econometrica (2018)

2016

  1. Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets
    2016 Meeting Papers, Society for Economic Dynamics View citations (2)

2014

  1. Solving asset pricing models with stochastic volatility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  2. The Risk Channel of Monetary Policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (30)
    See also Journal Article in International Journal of Central Banking (2014)

2013

  1. Cost of borrowing shocks and fiscal adjustment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2015)

Journal Articles

2021

  1. A Financial Accelerator through Coordination Failure
    Economic Journal, 2021, 131, (636), 1620-1642 Downloads

2020

  1. The Negative Interest Rate Policy Experiment
    CESifo Forum, 2020, 21, (01), 7-12 Downloads

2018

  1. Uncertainty Shocks in a Model of Effective Demand: Comment
    Econometrica, 2018, 86, (4), 1513-1526 Downloads View citations (2)
    See also Working Paper (2017)

2015

  1. Cost of borrowing shocks and fiscal adjustment
    Journal of International Money and Finance, 2015, 59, (C), 23-48 Downloads View citations (9)
    See also Working Paper (2013)
  2. Solving asset pricing models with stochastic volatility
    Journal of Economic Dynamics and Control, 2015, 52, (C), 308-321 Downloads View citations (8)
    See also Working Paper (2014)

2014

  1. The Risk Channel of Monetary Policy
    International Journal of Central Banking, 2014, 10, (2), 115-160 Downloads View citations (17)
    See also Working Paper (2014)

2013

  1. Computing the risky steady state of DSGE models
    Economics Letters, 2013, 120, (3), 566-569 Downloads View citations (22)
 
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