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Dmitry Matveev

Personal Details

First Name:Dmitry
Middle Name:
Last Name:Matveev
Suffix:
RePEc Short-ID:pma2544
[This author has chosen not to make the email address public]
https://sites.google.com/site/dimitrymatveev/
Terminal Degree:2015 International Doctorate in Economic Analysis (IDEA); Universitat Autònoma de Barcelona (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Assessing the US and Canadian neutral rates: 2024 update," Staff Analytical Notes 2024-9, Bank of Canada.
  2. Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Évaluation des taux neutres aux États-Unis et au Canada : mise à jour de 2024," Staff Analytical Notes 2024-9fr, Bank of Canada.
  3. Martin Kuncl & Dmitry Matveev, 2023. "The Canadian Neutral Rate of Interest through the Lens of an Overlapping-Generations Model," Discussion Papers 2023-5, Bank of Canada.
  4. Julien Champagne & Christopher Hajzler & Dmitry Matveev & Harlee Melinchuk & Antoine Poulin-Moore & Kemal Ozhan & Youngmin Park & Temel Taskin, 2023. "Potential output and the neutral rate in Canada: 2023 assessment," Staff Analytical Notes 2023-6, Bank of Canada.
  5. Antoine Camous & Dmitry Matveev, 2022. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," Staff Working Papers 22-11, Bank of Canada.
  6. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.
  7. Matteo Cacciatore & Dmitry Matveev & Rodrigo Sekkel, 2022. "Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature," Discussion Papers 2022-9, Bank of Canada.
  8. Dmitry Matveev & Francisco Ruge-Murcia, 2021. "Tariffs and the Exchange Rate: Evidence from Twitter," Staff Working Papers 21-36, Bank of Canada.
  9. Wei Dong & Geoffrey Dunbar & Christian Friedrich & Dmitry Matveev & Romanos Priftis & Lin Shao, 2021. "Complementarities Between Fiscal Policy and Monetary Policy—Literature Review," Discussion Papers 2021-4, Bank of Canada.
  10. Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "Le taux neutre au Canada : mise à jour de 2020," Staff Analytical Notes 2020-24fr, Bank of Canada.
  11. Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "The neutral rate in Canada: 2020 update," Staff Analytical Notes 2020-24, Bank of Canada.
  12. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
  13. Antoine Camous & Dmitry Matveev, 2019. "Furor over the Fed : Presidential Tweets and Central Bank Independence," Staff Analytical Notes 2019-33, Bank of Canada.
  14. Dmitry Matveev, 2019. "Monetary Policy and Government Debt Dynamics Without Commitment," Staff Working Papers 19-52, Bank of Canada.
  15. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," Staff Working Papers 18-38, Bank of Canada.

Articles

  1. Antoine Camous & Dmitry Matveev, 2023. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," The Economic Journal, Royal Economic Society, vol. 133(649), pages 1-29.
  2. Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
  3. Antoine Camous & Dmitry Matveev, 2021. "Furor over the Fed: A President’s Tweets and Central Bank Independence," CESifo Economic Studies, CESifo Group, vol. 67(1), pages 106-127.
  4. Dmitry Matveev, 2021. "Time‐Consistent Management of a Liquidity Trap with Government Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2129-2165, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Julien Champagne & Christopher Hajzler & Dmitry Matveev & Harlee Melinchuk & Antoine Poulin-Moore & Kemal Ozhan & Youngmin Park & Temel Taskin, 2023. "Potential output and the neutral rate in Canada: 2023 assessment," Staff Analytical Notes 2023-6, Bank of Canada.

    Cited by:

    1. Erik Ens & Kurt See & Corinne Luu, 2023. "Benchmarks for assessing labour market health: 2023 update," Staff Analytical Notes 2023-7, Bank of Canada.
    2. Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.

  2. Antoine Camous & Dmitry Matveev, 2022. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," Staff Working Papers 22-11, Bank of Canada.

    Cited by:

    1. Marco Bassetto & Gherardo Gennaro Caracciolo, 2021. "Monetary/Fiscal Interactions with Forty Budget Constraints," Working Papers 788, Federal Reserve Bank of Minneapolis.
    2. Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.

  3. Guyllaume Faucher & Christopher Hajzler & Martin Kuncl & Dmitry Matveev & Youngmin Park & Temel Taskin, 2022. "Potential output and the neutral rate in Canada: 2022 reassessment," Staff Analytical Notes 2022-3, Bank of Canada.

    Cited by:

    1. Vivian Chu & Yang Zhang, 2022. "Harnessing the benefit of state-contingent forward guidance," Staff Analytical Notes 2022-13, Bank of Canada.
    2. Paul Beaudry & Thomas J. Carter & Amartya Lahiri, 2022. "Looking Through Supply Shocks versus Controlling Inflation Expectations: Understanding the Central Bank Dilemma," Staff Working Papers 22-41, Bank of Canada.
    3. Marc-André Gosselin & Temel Taskin, 2023. "What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?," Discussion Papers 2023-13, Bank of Canada.
    4. Julien Champagne & Christopher Hajzler & Dmitry Matveev & Harlee Melinchuk & Antoine Poulin-Moore & Kemal Ozhan & Youngmin Park & Temel Taskin, 2023. "Potential output and the neutral rate in Canada: 2023 assessment," Staff Analytical Notes 2023-6, Bank of Canada.

  4. Dmitry Matveev & Francisco Ruge-Murcia, 2021. "Tariffs and the Exchange Rate: Evidence from Twitter," Staff Working Papers 21-36, Bank of Canada.

    Cited by:

    1. Olivier Jeanne, 2020. "To What Extent Are Tariffs Offset by Exchange Rates?," Working Paper Series WP20-1, Peterson Institute for International Economics.

  5. Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "The neutral rate in Canada: 2020 update," Staff Analytical Notes 2020-24, Bank of Canada.

    Cited by:

    1. Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes 2021-6, Bank of Canada.
    2. Robert Amano & Marc-André Gosselin & Kurt See, 2021. "Exploring the potential benefits of inflation overshooting," Staff Analytical Notes 2021-16, Bank of Canada.

  6. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.

    Cited by:

    1. Vedolin, Andrea & Maenhout, Pascal & Xing, Hao, 2020. "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers 14592, C.E.P.R. Discussion Papers.
    2. Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
    3. Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
    4. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    5. Alexander M. Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2020. "Necessary Evidence For A Risk Factor’s Relevance," NBER Working Papers 27227, National Bureau of Economic Research, Inc.
    6. de Oliveira Souza, Thiago, 2019. "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics 8/2019, University of Southern Denmark, Department of Economics.
    7. Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
    8. Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    9. Klaus Adam & Oliver Pfäuti & Timo Reinelt, 2020. "Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target," CRC TR 224 Discussion Paper Series crctr224_2020_235, University of Bonn and University of Mannheim, Germany.
    10. Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers 19-05, Department of Economics, University of Birmingham.
    11. Pascal J. Maenhout & Andrea Vedolin & Hao Xing, 2020. "Generalized Robustness and Dynamic Pessimism," NBER Working Papers 26970, National Bureau of Economic Research, Inc.
    12. Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023. "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, vol. 147(3), pages 627-657.
    13. Pei Kuang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," 2019 Meeting Papers 187, Society for Economic Dynamics.
    14. Pascal Kieren & Jan Müller-Dethard & Martin Weber, 2023. "Risk-Taking and Asymmetric Learning in Boom and Bust Markets," Review of Finance, European Finance Association, vol. 27(5), pages 1743-1779.
    15. Weidong Tian, 2021. "Long Run Law and Entropy," Papers 2111.06238, arXiv.org.

  7. Antoine Camous & Dmitry Matveev, 2019. "Furor over the Fed : Presidential Tweets and Central Bank Independence," Staff Analytical Notes 2019-33, Bank of Canada.

    Cited by:

    1. Donato Masciandaro & Oana Peia & Davide Romelli, 2022. "Central Bank Communication and Social Media: From Silence to Twitter," BAFFI CAREFIN Working Papers 22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    2. Carola Binder, 2021. "Presidential antagonism and central bank credibility," Economics and Politics, Wiley Blackwell, vol. 33(2), pages 244-263, July.
    3. D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    4. Peter Tillmann, 2020. "Trump, Twitter, And Treasuries," Contemporary Economic Policy, Western Economic Association International, vol. 38(3), pages 403-408, July.
    5. Dmitry Matveev & Francisco Ruge-Murcia, 2021. "Tariffs and the Exchange Rate: Evidence from Twitter," Staff Working Papers 21-36, Bank of Canada.
    6. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020. "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers 20134, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    7. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023. "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers TEP1023, Trinity College Dublin, Department of Economics.

  8. Dmitry Matveev, 2019. "Monetary Policy and Government Debt Dynamics Without Commitment," Staff Working Papers 19-52, Bank of Canada.

    Cited by:

    1. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," 2018 Meeting Papers 310, Society for Economic Dynamics.

  9. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," Staff Working Papers 18-38, Bank of Canada.

    Cited by:

    1. Leeper, Eric M. & Leith, Campbell & Liu, Ding, 2021. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 600-617.
    2. Harrison, Richard, 2021. "Flexible inflation targeting with active fiscal policy," Bank of England working papers 928, Bank of England.
    3. Taisuke Nakata, 2016. "Online Appendix to "Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis"," Online Appendices 15-154, Review of Economic Dynamics.
    4. Guillermo Santos, 2022. "Optimal fiscal policy and the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    5. de Beauffort, Charles, 2023. "When is government debt accumulation optimal in a liquidity trap?," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
    6. Séverine Menguy, 2016. "Optimal Budgetary Policies in New-Keynesian Models: Can they help when the Zero Lower Bound is binding?," Bulletin of Applied Economics, Risk Market Journals, vol. 3(2), pages 43-98.
    7. Taisuke Nakata, 2015. "Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis," Finance and Economics Discussion Series 2015-38, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Antoine Camous & Dmitry Matveev, 2023. "The Central Bank Strikes Back! Credibility of Monetary Policy under Fiscal Influence," The Economic Journal, Royal Economic Society, vol. 133(649), pages 1-29.
    See citations under working paper version above.
  2. Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
    See citations under working paper version above.
  3. Antoine Camous & Dmitry Matveev, 2021. "Furor over the Fed: A President’s Tweets and Central Bank Independence," CESifo Economic Studies, CESifo Group, vol. 67(1), pages 106-127.

    Cited by:

    1. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
    2. Ehrmann, Michael & Wabitsch, Alena, 2022. "Central bank communication with non-experts – A road to nowhere?," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
    3. Ehrmann, Michael & Hubert, Paul, 2023. "Information acquisition ahead of monetary policy announcements," Working Paper Series 2770, European Central Bank.
    4. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
    5. Dmitry Matveev & Francisco Ruge-Murcia, 2021. "Tariffs and the Exchange Rate: Evidence from Twitter," Staff Working Papers 21-36, Bank of Canada.

  4. Dmitry Matveev, 2021. "Time‐Consistent Management of a Liquidity Trap with Government Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2129-2165, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (10) 2018-08-27 2018-09-24 2020-01-13 2020-02-24 2020-11-09 2021-03-29 2021-08-09 2022-04-11 2022-04-25 2023-03-13. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2018-08-27 2018-09-24 2020-01-13 2020-02-24 2020-11-09 2020-11-09 2021-03-29 2022-04-11 2022-04-25 2022-05-09. Author is listed
  3. NEP-MON: Monetary Economics (9) 2018-08-27 2018-09-24 2020-01-13 2020-02-24 2020-11-09 2021-03-29 2022-04-11 2022-04-25 2023-03-13. Author is listed
  4. NEP-BAN: Banking (3) 2022-04-11 2022-04-25 2023-03-13
  5. NEP-DGE: Dynamic General Equilibrium (3) 2018-09-24 2020-02-24 2023-03-13
  6. NEP-EFF: Efficiency and Productivity (2) 2022-05-09 2023-05-22
  7. NEP-INT: International Trade (2) 2020-11-30 2021-08-09
  8. NEP-ORE: Operations Research (2) 2020-11-09 2020-11-09
  9. NEP-UPT: Utility Models and Prospect Theory (2) 2018-12-03 2019-09-23
  10. NEP-AGE: Economics of Ageing (1) 2023-03-13
  11. NEP-CFN: Corporate Finance (1) 2019-03-18
  12. NEP-FDG: Financial Development and Growth (1) 2023-03-13
  13. NEP-FMK: Financial Markets (1) 2018-11-19
  14. NEP-ISF: Islamic Finance (1) 2020-11-09
  15. NEP-OPM: Open Economy Macroeconomics (1) 2023-03-13

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