Details about Oliver de Groot

Access statistics for papers by Oliver de Groot.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pde800

Working Papers

2023

1. Monetary Policy and Regional Inequality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2020) View citations (10)
2. Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

3. A toolkit for computing Constrained Optimal Policy Projections (COPPs)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (6)
   Working Papers, University of Liverpool, Department of Economics (2021) View citations (6)
4. The Signalling Channel of Negative Interest Rates
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (11)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (9)
   Working Papers, University of Liverpool, Department of Economics (2019) View citations (9)
   Economics Series Working Papers, University of Oxford, Department of Economics (2021) View citations (1)
   See also Journal Article The signalling channel of negative interest rates, Journal of Monetary Economics, Elsevier (2023) View citations (2) (2023)

2020

5. 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.) View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (3)
6. Business cycle implications of banking system heterogeneity and complexity
   NBP Working Papers, Narodowy Bank Polski
7. Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning
   Working Paper Series, European Central Bank View citations (4)
8. Using forecast-augmented VAR evidence to dampen the forward guidance puzzle
   Working Paper Series, European Central Bank View citations (6)
9. Valuation Risk Revalued
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, University of Liverpool, Department of Economics (2019)
   Working Papers, Federal Reserve Bank of Dallas (2018)
   See also Journal Article Valuation risk revalued, Quantitative Economics, Econometric Society (2022) View citations (5) (2022)

2019

10. Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets
    Working Papers, University of Liverpool, Department of Economics View citations (3)

2017

11. Uncertainty Shocks in a Model of Effective Demand: Comment
    Working Papers, Federal Reserve Bank of Dallas View citations (7)
    See also Journal Article Uncertainty Shocks in a Model of Effective Demand: Comment, Econometrica, Econometric Society (2018) View citations (15) (2018)

2016

12. 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

13. Solving asset pricing models with stochastic volatility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Solving asset pricing models with stochastic volatility, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (11) (2015)
14. The Risk Channel of Monetary Policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (35)
    See also Journal Article The Risk Channel of Monetary Policy, International Journal of Central Banking, International Journal of Central Banking (2014) View citations (23) (2014)

2013

15. Cost of borrowing shocks and fiscal adjustment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    Also in Working Paper Series, European Central Bank (2012) View citations (4)
    See also Journal Article Cost of borrowing shocks and fiscal adjustment, Journal of International Money and Finance, Elsevier (2015) View citations (12) (2015)

Journal Articles

2023

1. The signalling channel of negative interest rates
   Journal of Monetary Economics, 2023, 138, (C), 87-103 View citations (2)
   See also Working Paper The Signalling Channel of Negative Interest Rates, Discussion Papers of DIW Berlin (2022) (2022)

2022

2. Valuation risk revalued
   Quantitative Economics, 2022, 13, (2), 723-759 View citations (5)
   See also Working Paper Valuation Risk Revalued, CEPR Discussion Papers (2020) (2020)

2021

3. A Financial Accelerator through Coordination Failure
   The Economic Journal, 2021, 131, (636), 1620-1642 View citations (1)

2020

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

2018

5. Uncertainty Shocks in a Model of Effective Demand: Comment
   Econometrica, 2018, 86, (4), 1513-1526 View citations (15)
   See also Working Paper Uncertainty Shocks in a Model of Effective Demand: Comment, Working Papers (2017) View citations (7) (2017)

2015

6. Cost of borrowing shocks and fiscal adjustment
   Journal of International Money and Finance, 2015, 59, (C), 23-48 View citations (12)
   See also Working Paper Cost of borrowing shocks and fiscal adjustment, Finance and Economics Discussion Series (2013) View citations (2) (2013)
7. Solving asset pricing models with stochastic volatility
   Journal of Economic Dynamics and Control, 2015, 52, (C), 308-321 View citations (11)
   See also Working Paper Solving asset pricing models with stochastic volatility, Finance and Economics Discussion Series (2014) (2014)

2014

8. The Risk Channel of Monetary Policy
   International Journal of Central Banking, 2014, 10, (2), 115-160 View citations (23)
   See also Working Paper The Risk Channel of Monetary Policy, Finance and Economics Discussion Series (2014) View citations (35) (2014)

2013

9. Computing the risky steady state of DSGE models
   Economics Letters, 2013, 120, (3), 566-569 View citations (27)