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David Vestin

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This is information that was supplied by David Vestin in registering through RePEc. If you are David Vestin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: David
Middle Name:
Last Name: Vestin
Suffix:

RePEc Short-ID: pve125

Email: [This author has chosen not to make the email address public]
Homepage: http://www.davidvestin.com
Postal Address:
Phone:

Affiliation

Sveriges Riksbank
Location: Stockholm, Sweden
Homepage: http://www.riksbank.se/
Email:
Phone: 08 - 787 00 00
Fax: 08-21 05 31
Postal: Brunkebergstorg 11, 103 37 Stockholm
Handle: RePEc:edi:rbgovse (more details at EDIRC)

Works

as in new window

Working papers

  1. Giovanni Lombardo & David Vestin, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank.
  2. Vitor Gaspar & Frank Smets & David Vestin, 2007. "Is Time ripe for price level path stability?," Working Paper Series 818, European Central Bank.
  3. Peter Hördahl & Oreste Tristani & David Vestin, 2007. "The yield curve and macroeconomic dynamics," Working Paper Series 832, European Central Bank.
  4. Peter Hördahl & Oreste Tristani & David Vestin, 2006. "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006 203, Society for Computational Economics.
  5. Vitor Gaspar & Frank Smets & David Vestin, 2006. "Adaptive learning, persistence, and optimal monetary policy," Working Paper Series 644, European Central Bank.
  6. Vitor Gaspar & Frank Smets & David Vestin, 2006. "Optimal Monetary Policy under Adaptive Learning," Computing in Economics and Finance 2006 183, Society for Computational Economics.
  7. D. Vestin & Hordahl & P., 2004. "Monetary policy and the expectations hypothesis," Computing in Economics and Finance 2004 70, Society for Computational Economics.
  8. Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
  9. Peter Hördahl & David Vestin, 2003. "Interpreting implied risk neutral densities: the role of risk premia," Working Paper Series 274, European Central Bank.
  10. Vestin, David, 2000. "Price-level Targeting versus Inflation Targeting in a Forward-looking Model," Working Paper Series 106, Sveriges Riksbank (Central Bank of Sweden).
  11. Nessén, Marianne & Vestin, David, 2000. "Average Inflation Targeting," Working Paper Series 119, Sveriges Riksbank (Central Bank of Sweden).

Articles

  1. Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
  2. Lombardo, Giovanni & Vestin, David, 2008. "Welfare implications of Calvo vs. Rotemberg-pricing assumptions," Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
  3. Gaspar, Vitor & Smets, Frank & Vestin, David, 2006. "Monetary Policy Over Time," Macroeconomic Dynamics, Cambridge University Press, vol. 10(02), pages 207-229, April.
  4. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  5. Vitor Gaspar & Frank Smets & David Vestin, 2006. "Adaptive Learning, Persistence, and Optimal Monetary Policy," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 376-385, 04-05.
  6. Vestin, David, 2006. "Price-level versus inflation targeting," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1361-1376, October.
  7. Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, Springer, vol. 9(1), pages 97-137, 03.
  8. Nessen, Marianne & Vestin, David, 2005. "Average Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 837-63, October.
  9. Peter Hordahl & Oreste Tristani & David Vestin, 2003. "A joint econometric model of macroeconomic and term structure," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.

Chapters

  1. Gaspar, Vitor & Smets, Frank & Vestin, David, 2010. "Inflation Expectations, Adaptive Learning and Optimal Monetary Policy," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 19, pages 1055-1095 Elsevier.

Books

  1. Gaspar,V¡tor & Issing,Otmar & Tristani,Oreste & Vestin,David, 2006. "Imperfect Knowledge and Monetary Policy," Cambridge Books, Cambridge University Press, number 9780521854863.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (8) 2001-10-09 2001-10-09 2006-07-15 2006-07-15 2006-07-28 2007-07-07 2007-11-17 2007-12-08. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2007-12-08
  3. NEP-FOR: Forecasting (1) 2005-10-04
  4. NEP-MAC: Macroeconomics (7) 2005-10-04 2006-07-15 2006-07-15 2006-07-28 2007-07-07 2007-11-17 2007-12-08. Author is listed
  5. NEP-MIC: Microeconomics (1) 2007-07-07
  6. NEP-MON: Monetary Economics (7) 2001-10-09 2001-10-09 2006-07-15 2006-07-15 2006-07-28 2007-11-17 2007-12-08. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Wu-Index

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