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Details about Damjan Pfajfar

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Homepage:https://sites.google.com/site/dpfajfar/
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Damjan Pfajfar.

Last updated 2021-12-30. Update your information in the RePEc Author Service.

Short-id: ppf8


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Working Papers

2021

  1. The Hidden Heterogeneity of Inflation and Interest Rate Expectations: The Role of Preferences
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
    Also in Working Paper Series in Economics, University of Lüneburg, Institute of Economics (2021) Downloads

2020

  1. Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2021)
  2. The Hidden Heterogeneity of Inflation Expectations and its Implications
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
  3. The Multiplier Effect of Education Expenditure
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  4. When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (3)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) Downloads View citations (2)

    See also Journal Article in European Economic Review (2021)

2019

  1. Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
  2. Inflation and Deflationary Biases in Inflation Expectations
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads View citations (3)
    Also in VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association (2019) Downloads View citations (3)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019) Downloads View citations (2)
    BIS Working Papers, Bank for International Settlements (2019) Downloads View citations (3)

2018

  1. Confidence in Central Banks and Inflation Expectations
    2018 Meeting Papers, Society for Economic Dynamics Downloads
  2. The Role of Expectations in Changed Inflation Dynamics
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2017

  1. Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (5)

2015

  1. Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (3)
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2013) Downloads View citations (7)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2013) Downloads View citations (6)
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2014) Downloads View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (2013) Downloads View citations (6)
  2. Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article in European Economic Review (2016)
  3. Consumers' Attitudes and Their Inflation Expectations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    See also Journal Article in International Journal of Central Banking (2017)
  4. Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    See also Journal Article in Macroeconomic Dynamics (2018)

2014

  1. Consumer Attitudes and the Epidemiology of Inflation Expectations
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (7)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2014) Downloads View citations (7)
    Staff Working Papers, Bank of Canada (2014) Downloads View citations (7)
  2. Experimental evidence on inflation expectation formation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (80)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  3. Loss Aversion and the Asymmetric Transmission of Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (60)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2012) Downloads View citations (15)

    See also Journal Article in Journal of Monetary Economics (2014)
  4. Pricing decisions in an experimental dynamic stochastic general equilibrium economy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (2015)

2012

  1. Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads View citations (9)
    See also Journal Article in Macroeconomic Dynamics (2014)
  2. Credit Market Distortions, Asset Prices and Monetary Policy
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads View citations (3)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2008) Downloads View citations (12)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads View citations (3)

    See also Journal Article in Macroeconomic Dynamics (2014)
  3. Formation of Rationally Heterogeneous Expectations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  4. News on Inflation and the Epidemiology of Inflation Expectations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (2)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2012) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  5. Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (2)
  6. Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of EBC DP 2011-014)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2011

  1. Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads View citations (14)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (19)
  2. Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory (Replaces CentER DP 2009-007)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (44)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads View citations (3)
  3. Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Replaced by CentER DP 2012-072)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads

2010

  1. Heterogeneity, Learning and Information Stickiness in Inflation Expectations
    Post-Print, HAL Downloads View citations (94)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)
  2. Reference-Dependent Preferences and the Transmission of Monetary Policy
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (3)
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2010) Downloads View citations (3)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (4)

2008

  1. Asymmetries in Inflation Expectation Formation Across Demographic Groups
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (34)
  2. Determinacy, Stock Market Dynamics and Monetary Policy Inertia
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    See also Journal Article in Economics Letters (2011)

2007

  1. Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (3)

2006

  1. Heterogeneity and learning in inflation expectation formation: an empirical assessment
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia Downloads View citations (9)

Journal Articles

2021

  1. Frictions in an Experimental Dynamic Stochastic General Equilibrium Economy
    Journal of Money, Credit and Banking, 2021, 53, (2-3), 555-587 Downloads View citations (1)
  2. Latent variables analysis in structural models: A New decomposition of the kalman smoother
    Journal of Economic Dynamics and Control, 2021, 125, (C) Downloads
    See also Working Paper (2020)
  3. When is the fiscal multiplier high? A comparison of four business cycle phases
    European Economic Review, 2021, 138, (C) Downloads View citations (1)
    See also Working Paper (2020)

2020

  1. Inflation: Drivers and Dynamics | 2019 CEBRA Annual Meeting Session Summary
    Economic Commentary, 2020, 2020, (14), 3 Downloads

2018

  1. INFLATION EXPECTATIONS AND MONETARY POLICY DESIGN: EVIDENCE FROM THE LABORATORY
    Macroeconomic Dynamics, 2018, 22, (4), 1035-1075 Downloads View citations (30)
    See also Working Paper (2015)

2017

  1. Consumers' Attitudes and Their Inflation Expectations
    International Journal of Central Banking, 2017, 13, (1), 225-259 Downloads View citations (47)
    See also Working Paper (2015)

2016

  1. Are survey expectations theory-consistent? The role of central bank communication and news
    European Economic Review, 2016, 85, (C), 84-111 Downloads View citations (79)
    See also Working Paper (2015)
  2. Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory
    International Journal of Forecasting, 2016, 32, (3), 849-864 Downloads View citations (7)

2015

  1. Pricing decisions in an experimental dynamic stochastic general equilibrium economy
    Journal of Economic Behavior & Organization, 2015, 109, (C), 188-202 Downloads View citations (12)
    See also Working Paper (2014)

2014

  1. CREDIT FRICTIONS, COLLATERAL, AND THE CYCLICAL BEHAVIOR OF THE FINANCE PREMIUM
    Macroeconomic Dynamics, 2014, 18, (5), 985-997 Downloads View citations (25)
    Also in EconStor Open Access Articles and Book Chapters, 2014, 985-997 (2014) Downloads View citations (20)

    See also Working Paper (2012)
  2. CREDIT MARKET DISTORTIONS, ASSET PRICES AND MONETARY POLICY
    Macroeconomic Dynamics, 2014, 18, (3), 631-650 Downloads View citations (9)
    See also Working Paper (2012)
  3. Experimental evidence on inflation expectation formation
    Journal of Economic Dynamics and Control, 2014, 44, (C), 147-168 Downloads View citations (69)
    See also Working Paper (2014)
  4. Loss aversion and the asymmetric transmission of monetary policy
    Journal of Monetary Economics, 2014, 68, (C), 19-36 Downloads View citations (60)
    See also Working Paper (2014)
  5. The role of financial intermediaries in monetary policy transmission
    Journal of Economic Dynamics and Control, 2014, 43, (C), 1-11 Downloads View citations (28)

2013

  1. Formation of rationally heterogeneous expectations
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1434-1452 Downloads View citations (14)
    See also Working Paper (2012)
  2. News on Inflation and the Epidemiology of Inflation Expectations
    Journal of Money, Credit and Banking, 2013, 45, (6), 1045-1067 Downloads View citations (12)
    Also in Journal of Money, Credit and Banking, 2013, 45, (6), 1045-1067 (2013) Downloads View citations (50)

    See also Working Paper (2012)

2011

  1. Determinacy, stock market dynamics and monetary policy inertia
    Economics Letters, 2011, 112, (1), 7-10 Downloads View citations (9)
    See also Working Paper (2008)

2010

  1. Heterogeneity, learning and information stickiness in inflation expectations
    Journal of Economic Behavior & Organization, 2010, 75, (3), 426-444 Downloads View citations (109)
    See also Working Paper (2010)

Chapters

2014

  1. Persistence of Shocks in an Experimental Dynamic Stochastic General Equilibrium Economy
    A chapter in Experiments in Macroeconomics, 2014, vol. 17, pp 71-108 Downloads View citations (7)
 
Page updated 2022-11-30