Details about Rochelle Edge

Access statistics for papers by Rochelle Edge.

Last updated 2006-12-05. Update your information in the RePEc Author Service.

Short-id: ped2

Working Papers

2020

1. Financial Stability Committees and Basel III Macroprudential Capital Buffers
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2019

2. New Financial Stability Governance Structures and Central Banks
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
3. The Effects of Bank Capital Buffers on Bank Lending and Firm Activity: What Can We Learn from Five Years of Stress-Test Results?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)

2017

4. A New Dataset of Macroprudential Policy Governance Structures
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
5. Measuring the Severity of Stress-Test Scenarios
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2015

6. Credit-to-GDP Trends and Gaps by Lender-and Credit-type
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2012

7. Real-time properties of the Federal Reserve's output gap
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2011

8. How useful are estimated DSGE model forecasts?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
9. The unreliability of credit-to-GDP ratio gaps in real-time: Implications for countercyclical capital buffers
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (112)

2010

10. General-equilibrium effects of investment tax incentives
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
11. The effects of bank capital on lending: what do we know, and what does it mean?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (196)

2009

12. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (36)

2007

13. Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (46)
14. Natural rate measures in an estimated DSGE model of the U.S. economy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (52)
15. Welfare-maximizing monetary policy under parameter uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (2)
    See also Journal Article Welfare-maximizing monetary policy under parameter uncertainty, Proceedings, Federal Reserve Bank of San Francisco (2007) View citations (6) (2007)

2005

16. Temporary partial expensing in a general-equilibrium model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2004

17. Learning and shifts in long-run productivity growth
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (84)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2004) View citations (8)

2003

18. A utility-based welfare criterion in a model with endogenous capital accumulation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (39)
19. The Optimal Monetary Policy Response to Shifts in Trend MFP Growth: A DGE Analysis
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
20. The responses of wages and prices to technology shocks
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (47)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (9)

2002

21. Taxation and the Taylor principle
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)

2001

22. Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models"
    Online Appendices, Review of Economic Dynamics View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations (3)
    See also Journal Article The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2002) View citations (51) (2002)

2000

23. The effect of monetary policy on residential and structures investment under differential project planning and completion times
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (28)
24. Time-to-build, time-to-plan, habit-persistence, and the liquidity effect
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (40)

Journal Articles

2007

1. Welfare-maximizing monetary policy under parameter uncertainty
   Proceedings, 2007 View citations (6)
   See also Working Paper Welfare-maximizing monetary policy under parameter uncertainty, Working Paper Series (2007) View citations (2) (2007)

2005

2. An estimated DSGE model of the US economy with an application to natural rate measures
   Proceedings, 2005 View citations (21)

2002

3. The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models
   Review of Economic Dynamics, 2002, 5, (3), 559-585 View citations (51)
   See also Working Paper Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models", Online Appendices (2001) View citations (2) (2001)