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Details about Egon Zakrajsek

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Homepage:http://www.federalreserve.gov/econresdata/egon-zakrajsek.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Egon Zakrajsek.

Last updated 2019-04-03. Update your information in the RePEc Author Service.

Short-id: pza207


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Working Papers

2019

  1. Trade Exposure and the Evolution of Inflation Dynamics
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads

2018

  1. Financial Heterogeneity and Monetary Union
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (4)
  2. US Monetary Policy and International Bond Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)

2016

  1. Credit-Market Sentiment and the Business Cycle
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (19)

    See also Journal Article in The Quarterly Journal of Economics (2017)
  2. Inflation Dynamics During the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2015) Downloads View citations (13)
    Working Papers, Brandeis University, Department of Economics and International Businesss School (2013) Downloads View citations (42)
    2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (2)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (9)
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2015) Downloads View citations (14)

    See also Journal Article in American Economic Review (2017)
  3. Recession Risk and the Excess Bond Premium
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)
  4. The Macroeconomic Impact of Financial and Uncertainty Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (69)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016) Downloads View citations (58)

    See also Journal Article in European Economic Review (2016)
  5. Updating the Recession Risk and the Excess Bond Premium
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2014

  1. Interest Rate Risk and Bank Equity Valuations
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2012) Downloads View citations (17)

    See also Journal Article in Journal of Monetary Economics (2018)
  2. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2013) Downloads View citations (4)

    See also Chapter (2013)
    Journal Article in American Economic Journal: Macroeconomics (2015)
  3. Uncertainty, Financial Frictions, and Investment Dynamics
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (79)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (79)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (21)

2013

  1. On the Identification of Financial and Uncertainty Shocks
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
  2. Sovereign Risk and Financial Risk
    2013 Meeting Papers, Society for Economic Dynamics
  3. Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2014)
  4. The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (35)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2013) Downloads View citations (35)

    See also Journal Article in Journal of Money, Credit and Banking (2013)

2012

  1. Changes in bank lending standards and the macroeconomy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (28)
    See also Journal Article in Journal of Monetary Economics (2014)
  2. Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (9)
  3. Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  4. Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (2)
    See also Journal Article in Review of Economic Dynamics (2013)

2011

  1. Credit Spreads and Business Cycle Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    See also Journal Article in American Economic Review (2012)

2009

  1. Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (153)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (210)

    See also Journal Article in Journal of Monetary Economics (2009)

2007

  1. Investment and the Cost of Capital: New Evidence from the Corporate Bond Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (35)

2005

  1. The Determinants of Market Frictions in the Corporate Market
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (6)

2004

  1. The magnitude and cyclical behavior of financial market frictions
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (51)

2002

  1. Inventory dynamics and business cycles: what has changed?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2007)

2001

  1. Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (11)

2000

  1. Factor Supplies and Specialization in the World Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in Staff Reports, Federal Reserve Bank of New York (2000) Downloads View citations (27)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2000) Downloads View citations (21)
  2. Microeconomic inventory adjustment: evidence from U.S. firm-level data
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2000) Downloads View citations (3)
  3. Purchasing power parity: three stakes through the heart of the unit root null
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (1999) Downloads View citations (32)

1999

  1. Microeconomic inventory adjustment and aggregate dynamics
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
    Also in Staff Reports, Federal Reserve Bank of New York (1998) Downloads View citations (3)

1998

  1. Trade inventories
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)

1997

  1. Retail inventories, internal finance, and aggregate fluctuations
    Research Paper, Federal Reserve Bank of New York Downloads View citations (6)

1995

  1. Retail Inventories, Internal Finance, and Aggregate Fluctuations: Evidence From Firm-Level Panel Data
    Working Papers, U.S. Census Bureau, Center for Economic Studies Downloads

Journal Articles

2018

  1. Interest rate risk and bank equity valuations
    Journal of Monetary Economics, 2018, 98, (C), 80-97 Downloads View citations (5)
    See also Working Paper (2014)

2017

  1. Comment on bank liabilities channel
    Journal of Monetary Economics, 2017, 89, (C), 45-50 Downloads
  2. Credit-Market Sentiment and the Business Cycle
    The Quarterly Journal of Economics, 2017, 132, (3), 1373-1426 Downloads View citations (19)
    See also Working Paper (2016)
  3. Inflation Dynamics during the Financial Crisis
    American Economic Review, 2017, 107, (3), 785-823 Downloads View citations (23)
    See also Working Paper (2016)

2016

  1. The macroeconomic impact of financial and uncertainty shocks
    European Economic Review, 2016, 88, (C), 185-207 Downloads View citations (76)
    See also Working Paper (2016)
  2. The response of sovereign bond yields to U.S. monetary policy
    Journal Economía Chilena (The Chilean Economy), 2016, 19, (2), 102-106 Downloads View citations (3)
    See also Chapter (2016)

2015

  1. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
    American Economic Journal: Macroeconomics, 2015, 7, (1), 77-109 Downloads View citations (34)
    See also Chapter (2013)
    Working Paper (2014)

2014

  1. Changes in bank lending standards and the macroeconomy
    Journal of Monetary Economics, 2014, 62, (C), 23-40 Downloads View citations (89)
    See also Working Paper (2012)
  2. Stress-testing US bank holding companies: A dynamic panel quantile regression approach
    International Journal of Forecasting, 2014, 30, (3), 691-713 Downloads View citations (16)
    See also Working Paper (2013)

2013

  1. Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs
    Review of Economic Dynamics, 2013, 16, (1), 159-176 Downloads View citations (40)
    See also Software Item (2012)
    Working Paper (2012)
  2. The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk
    Journal of Money, Credit and Banking, 2013, 45, (s2), 29-57 Downloads View citations (17)
    See also Working Paper (2013)

2012

  1. Credit Spreads and Business Cycle Fluctuations
    American Economic Review, 2012, 102, (4), 1692-1720 Downloads View citations (386)
    See also Working Paper (2011)

2011

  1. Monetary Policy and Credit Supply Shocks
    IMF Economic Review, 2011, 59, (2), 195-232 Downloads View citations (41)

2009

  1. Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
    Journal of Monetary Economics, 2009, 56, (4), 471-493 Downloads View citations (219)
    See also Working Paper (2009)

2007

  1. Inventory Dynamics and Business Cycles: What Has Changed?
    Journal of Money, Credit and Banking, 2007, 39, (2-3), 591-613 Downloads View citations (40)
    See also Working Paper (2002)

2003

  1. Recent developments in business lending by commercial banks
    Federal Reserve Bulletin, 2003, (Dec), 477-492 Downloads View citations (8)

2001

  1. Profits and balance sheet developments at U.S. commercial banks in 2000
    Federal Reserve Bulletin, 2001, (Jun), 367-393 Downloads

2000

  1. Profits and balance sheet developments at U.S. commercial banks in 1999
    Federal Reserve Bulletin, 2000, (Jun), 367-395 Downloads

1995

  1. The importance of credit for macroeconomic activity: identification through heterogeneity
    Conference Series ; [Proceedings], 1995, 39, 129-173 Downloads View citations (31)

Chapters

2016

  1. The Response of Sovereign Bond Yields to U.S. Monetary Policy
    Chapter 08 in Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, 2016, vol. 24, pp 257-283 Downloads View citations (3)
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2016)

2013

  1. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (3)
    See also Journal Article in American Economic Journal: Macroeconomics (2015)
    Working Paper (2014)

2011

  1. Improving Our Ability to Monitor Bank Lending
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2011, pp 149-161 Downloads View citations (1)

Software Items

2012

  1. Code and data files for "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2013)
 
Page updated 2019-06-16