EconPapers    
Economics at your fingertips  
 

Details about David Vestin

E-mail:
Homepage:http://www.davidvestin.com
Workplace:Sveriges Riksbank (Central Bank of Sweden), (more information at EDIRC)

Access statistics for papers by David Vestin.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pve125


Jump to Journal Articles Books Chapters

Working Papers

2023

  1. Greenflation?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads

2007

  1. Is Time Ripe for Price Level Path Stability?
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (60)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (64)
  2. The yield curve and macroeconomic dynamics
    Working Paper Series, European Central Bank Downloads View citations (27)
    See also Journal Article The Yield Curve and Macroeconomic Dynamics, Economic Journal, Royal Economic Society (2008) View citations (53) (2008)
  3. Welfare implications of Calvo vs. Rotemberg pricing assumptions
    Working Paper Series, European Central Bank Downloads View citations (14)
    See also Journal Article Welfare implications of Calvo vs. Rotemberg-pricing assumptions, Economics Letters, Elsevier (2008) Downloads View citations (52) (2008)

2006

  1. Adaptive learning, persistence, and optimal monetary policy
    Working Paper Series, European Central Bank Downloads View citations (91)
    See also Journal Article Adaptive Learning, Persistence, and Optimal Monetary Policy, Journal of the European Economic Association, MIT Press (2006) Downloads View citations (86) (2006)
  2. Optimal Monetary Policy under Adaptive Learning
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (20)
  3. The term structure of inflation risk premia and macroeconomic dynamics
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (1)

2004

  1. A joint econometric model of macroeconomic and term structure dynamics
    Working Paper Series, European Central Bank Downloads View citations (24)
    Also in Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) Downloads View citations (55)

    See also Journal Article A joint econometric model of macroeconomic and term-structure dynamics, Journal of Econometrics, Elsevier (2006) Downloads View citations (215) (2006)
  2. Monetary policy and the expectations hypothesis
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)

2003

  1. Interpreting implied risk-neutral densities: the role of risk premia
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia, Review of Finance, European Finance Association (2005) Downloads View citations (8) (2005)

2000

  1. Average Inflation Targeting
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (39)
    See also Journal Article Average Inflation Targeting, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (109) (2005)
  2. Price-level Targeting versus Inflation Targeting in a Forward-looking Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (86)

Journal Articles

2020

  1. Money and monetary policy in times of crisis
    EconStor Open Access Articles and Book Chapters, 2020, (4), 1-15 Downloads

2008

  1. The Yield Curve and Macroeconomic Dynamics
    Economic Journal, 2008, 118, (533), 1937-1970 View citations (53)
    Also in Economic Journal, 2008, 118, (533), 1937-1970 (2008) Downloads View citations (7)

    See also Working Paper The yield curve and macroeconomic dynamics, Working Paper Series (2007) Downloads View citations (27) (2007)
  2. Welfare implications of Calvo vs. Rotemberg-pricing assumptions
    Economics Letters, 2008, 100, (2), 275-279 Downloads View citations (52)
    See also Working Paper Welfare implications of Calvo vs. Rotemberg pricing assumptions, Working Paper Series (2007) Downloads View citations (14) (2007)

2006

  1. A joint econometric model of macroeconomic and term-structure dynamics
    Journal of Econometrics, 2006, 131, (1-2), 405-444 Downloads View citations (215)
    See also Working Paper A joint econometric model of macroeconomic and term structure dynamics, Working Paper Series (2004) Downloads View citations (24) (2004)
  2. Adaptive Learning, Persistence, and Optimal Monetary Policy
    Journal of the European Economic Association, 2006, 4, (2-3), 376-385 Downloads View citations (86)
    See also Working Paper Adaptive learning, persistence, and optimal monetary policy, Working Paper Series (2006) Downloads View citations (91) (2006)
  3. MONETARY POLICY OVER TIME
    Macroeconomic Dynamics, 2006, 10, (2), 207-229 Downloads View citations (15)
  4. Price-level versus inflation targeting
    Journal of Monetary Economics, 2006, 53, (7), 1361-1376 Downloads View citations (184)

2005

  1. Average Inflation Targeting
    Journal of Money, Credit and Banking, 2005, 37, (5), 837-63 View citations (109)
    See also Working Paper Average Inflation Targeting, Working Paper Series (2000) Downloads View citations (39) (2000)
  2. Economic determinants of risk premia in the term structure of interest rates
    Research Bulletin, 2005, 3, 2-5 Downloads
  3. Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
    Review of Finance, 2005, 9, (1), 97-137 Downloads View citations (8)
    Also in Review of Finance, 2005, 9, (1), 97-137 (2005) Downloads View citations (8)

    See also Working Paper Interpreting implied risk-neutral densities: the role of risk premia, Working Paper Series (2003) Downloads View citations (2) (2003)

2003

  1. A joint econometric model of macroeconomic and term structure
    Proceedings, 2003, (Mar) Downloads View citations (62)

Books

2006

  1. Imperfect Knowledge and Monetary Policy
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2006)

Chapters

2010

  1. Inflation Expectations, Adaptive Learning and Optimal Monetary Policy
    Chapter 19 in Handbook of Monetary Economics, 2010, vol. 3, pp 1055-1095 Downloads View citations (31)
 
Page updated 2025-03-31