Details about Oliver de Groot

Access statistics for papers by Oliver de Groot.

Last updated 2023-09-26. Update your information in the RePEc Author Service.

Short-id: pde800

Working Papers

2023

1. 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

2. A toolkit for computing Constrained Optimal Policy Projections (COPPs)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Working Papers, University of Liverpool, Department of Economics View citations (4)
   Working Paper Series, European Central Bank (2021) View citations (4)
3. The Signalling Channel of Negative Interest Rates
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (8)
   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)
   MPRA Paper, University Library of Munich, Germany (2019) View citations (11)
   See also Journal Article in Journal of Monetary Economics (2023)

2020

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

2019

9. 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

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

2016

11. 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

12. 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 in Journal of Economic Dynamics and Control (2015)
13. 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 in International Journal of Central Banking (2014)

2013

14. 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 in Journal of International Money and Finance (2015)

Journal Articles

2023

1. The signalling channel of negative interest rates
   Journal of Monetary Economics, 2023, 138, (C), 87-103
   See also Working Paper (2022)

2022

2. Valuation risk revalued
   Quantitative Economics, 2022, 13, (2), 723-759
   See also Working Paper (2020)

2021

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

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 (9)
   See also Working Paper (2017)

2015

6. Cost of borrowing shocks and fiscal adjustment
   Journal of International Money and Finance, 2015, 59, (C), 23-48 View citations (11)
   See also Working Paper (2013)
7. Solving asset pricing models with stochastic volatility
   Journal of Economic Dynamics and Control, 2015, 52, (C), 308-321 View citations (8)
   See also Working Paper (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 (2014)

2013

9. Computing the risky steady state of DSGE models
   Economics Letters, 2013, 120, (3), 566-569 View citations (24)