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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 2019-09-17. Update your information in the RePEc Author Service.

Short-id: pde800


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Working Papers

2019

  1. A Financial Accelerator through Coordination Failure
    Discussion Paper Series, School of Economics and Finance, School of Economics and Finance, University of St Andrews Downloads
  2. Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. The Signalling Channel of Negative Interest Rates
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. What order? Perturbation methods for stochastic volatility asset pricing and business cycle models
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (1)
    Also in Discussion Paper Series, School of Economics and Finance, School of Economics and Finance, University of St Andrews (2016) Downloads View citations (2)

2018

  1. Valuation Risk Revalued
    Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2018) Downloads
    Discussion Paper Series, School of Economics and Finance, School of Economics and Finance, University of St Andrews (2018) Downloads

2017

  1. Uncertainty Shocks in a Model of Effective Demand: Comment
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (8)
    Also in CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2017) Downloads View citations (7)
    Discussion Paper Series, School of Economics and Finance, School of Economics and Finance, University of St Andrews (2017) Downloads

    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 (US) 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 (US) Downloads View citations (17)
    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 (US) 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

2018

  1. Uncertainty Shocks in a Model of Effective Demand: Comment
    Econometrica, 2018, 86, (4), 1513-1526 Downloads View citations (1)
    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 (3)
    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 (4)
    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 (8)
    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 (13)
 
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