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
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Working Papers
2023
- 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
- 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)
- 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
- 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)
- Business cycle implications of banking system heterogeneity and complexity
NBP Working Papers, Narodowy Bank Polski
- Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning
Working Paper Series, European Central Bank View citations (4)
- Using forecast-augmented VAR evidence to dampen the forward guidance puzzle
Working Paper Series, European Central Bank View citations (6)
- 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
- 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
- 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
- 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
- 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)
- 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
- 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
- The signalling channel of negative interest rates
Journal of Monetary Economics, 2023, 138, (C), 87-103 
See also Working Paper (2022)
2022
- Valuation risk revalued
Quantitative Economics, 2022, 13, (2), 723-759 
See also Working Paper (2020)
2021
- A Financial Accelerator through Coordination Failure
The Economic Journal, 2021, 131, (636), 1620-1642
2020
- The Negative Interest Rate Policy Experiment
CESifo Forum, 2020, 21, (01), 7-12
2018
- Uncertainty Shocks in a Model of Effective Demand: Comment
Econometrica, 2018, 86, (4), 1513-1526 View citations (9)
See also Working Paper (2017)
2015
- 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)
- 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
- 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
- Computing the risky steady state of DSGE models
Economics Letters, 2013, 120, (3), 566-569 View citations (24)
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