Details about David Vestin

Access statistics for papers by David Vestin.

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

Short-id: pve125

Working Papers

2023

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

2007

2. Is Time Ripe for Price Level Path Stability?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (60)
   Also in Working Paper Series, European Central Bank (2007) View citations (64)
3. The yield curve and macroeconomic dynamics
   Working Paper Series, European Central Bank View citations (27)
   See also Journal Article The Yield Curve and Macroeconomic Dynamics, Economic Journal, Royal Economic Society (2008) View citations (7) (2008)
4. Welfare implications of Calvo vs. Rotemberg pricing assumptions
   Working Paper Series, European Central Bank View citations (14)
   See also Journal Article Welfare implications of Calvo vs. Rotemberg-pricing assumptions, Economics Letters, Elsevier (2008) View citations (52) (2008)

2006

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

2004

8. A joint econometric model of macroeconomic and term structure dynamics
   Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (55)
   Also in Working Paper Series, European Central Bank (2004) View citations (24)
   See also Journal Article A joint econometric model of macroeconomic and term-structure dynamics, Journal of Econometrics, Elsevier (2006) View citations (216) (2006)
9. Monetary policy and the expectations hypothesis
   Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)

2003

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

2000

11. Average Inflation Targeting
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (39)
    See also Journal Article Average Inflation Targeting, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (110) (2005)
12. Price-level Targeting versus Inflation Targeting in a Forward-looking Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 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

2008

2. The Yield Curve and Macroeconomic Dynamics
   Economic Journal, 2008, 118, (533), 1937-1970 View citations (7)
   Also in Economic Journal, 2008, 118, (533), 1937-1970 (2008) View citations (53)
   See also Working Paper The yield curve and macroeconomic dynamics, Working Paper Series (2007) View citations (27) (2007)
3. Welfare implications of Calvo vs. Rotemberg-pricing assumptions
   Economics Letters, 2008, 100, (2), 275-279 View citations (52)
   See also Working Paper Welfare implications of Calvo vs. Rotemberg pricing assumptions, Working Paper Series (2007) View citations (14) (2007)

2006

4. A joint econometric model of macroeconomic and term-structure dynamics
   Journal of Econometrics, 2006, 131, (1-2), 405-444 View citations (216)
   See also Working Paper A joint econometric model of macroeconomic and term structure dynamics, Money Macro and Finance (MMF) Research Group Conference 2003 (2004) View citations (55) (2004)
5. Adaptive Learning, Persistence, and Optimal Monetary Policy
   Journal of the European Economic Association, 2006, 4, (2-3), 376-385 View citations (86)
   See also Working Paper Adaptive learning, persistence, and optimal monetary policy, Working Paper Series (2006) View citations (91) (2006)
6. MONETARY POLICY OVER TIME
   Macroeconomic Dynamics, 2006, 10, (2), 207-229 View citations (15)
7. Price-level versus inflation targeting
   Journal of Monetary Economics, 2006, 53, (7), 1361-1376 View citations (184)

2005

8. Average Inflation Targeting
   Journal of Money, Credit and Banking, 2005, 37, (5), 837-63 View citations (110)
   See also Working Paper Average Inflation Targeting, Working Paper Series (2000) View citations (39) (2000)
9. Economic determinants of risk premia in the term structure of interest rates
   Research Bulletin, 2005, 3, 2-5
10. Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
    Review of Finance, 2005, 9, (1), 97-137 View citations (8)
    Also in Review of Finance, 2005, 9, (1), 97-137 (2005) View citations (8)
    See also Working Paper Interpreting implied risk-neutral densities: the role of risk premia, Working Paper Series (2003) View citations (2) (2003)

2003

11. A joint econometric model of macroeconomic and term structure
    Proceedings, 2003, (Mar) 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 View citations (31)