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Egon Zakrajsek

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This is information that was supplied by Egon Zakrajsek in registering through RePEc. If you are Egon Zakrajsek , 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: Egon
Middle Name:
Last Name: Zakrajsek
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RePEc Short-ID: pza207

Email:
Homepage: http://www.federalreserve.gov/econresdata/egon-zakrajsek.htm
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Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
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Phone:
Fax:
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working papers

  1. Gilchrist, Simon & Lopez-Salido, J. David & Zakrajsek, Egon, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-39, Board of Governors of the Federal Reserve System (U.S.).
  2. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Working Papers 20094, National Bureau of Economic Research, Inc.
  3. Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
  4. Francisco B. Covas & Ben Rump & Egon Zakrajsek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
  5. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013. "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers 965, Society for Economic Dynamics.
  6. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
  7. Simon Gilchrist & Egon Zakrajsek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
  8. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2012. "Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs," Finance and Economics Discussion Series 2012-08, Board of Governors of the Federal Reserve System (U.S.).
  9. William B. English & Skander J. Van den Heuvel & Egon Zakrajsek, 2012. "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series 2012-26, Board of Governors of the Federal Reserve System (U.S.).
  10. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2012. "Missallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs," NBER Working Papers 18550, National Bureau of Economic Research, Inc.
  11. William F. Bassett & Mary Beth Chosak & John C. Driscoll & Egon Zakrajsek, 2012. "Changes in bank lending standards and the macroeconomy," Finance and Economics Discussion Series 2012-24, Board of Governors of the Federal Reserve System (U.S.).
  12. Simon Gilchrist & Egon Zakrajšek, 2011. "Credit Spreads and Business Cycle Fluctuations," NBER Working Papers 17021, National Bureau of Economic Research, Inc.
  13. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
  14. Jae Sim & Egon Zakrajsek & Simon Gilchrist, 2010. "Uncertainty, Financial Frictions, and Investment Dynamics," 2010 Meeting Papers 1285, Society for Economic Dynamics.
  15. Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009. "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers 514, Society for Economic Dynamics.
  16. Simon Gilchrist & Egon Zakrajsek, 2007. "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market," NBER Working Papers 13174, National Bureau of Economic Research, Inc.
  17. Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005. "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005 379, Society for Computational Economics.
  18. Andrew T. Levin & Fabio M. Natalucci & Egon Zakrajsek, 2004. "The magnitude and cyclical behavior of financial market frictions," Finance and Economics Discussion Series 2004-70, Board of Governors of the Federal Reserve System (U.S.).
  19. Jonathan McCarthy & Egon Zakrajsek, 2002. "Inventory dynamics and business cycles: what has changed?," Staff Reports 156, Federal Reserve Bank of New York.
  20. Seth B. Carpenter & William Whitesell & Egon Zakrajsek, 2001. "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 2001-48, Board of Governors of the Federal Reserve System (U.S.).
  21. Jonathan McCarthy & Egon Zakrajsek, 2000. "Microeconomic inventory adjustment: evidence from U.S. firm-level data," Finance and Economics Discussion Series 2000-24, Board of Governors of the Federal Reserve System (U.S.).
  22. James Harrigan & Egon Zakrajsek, 2000. "Factor supplies and specialization in the world economy," Finance and Economics Discussion Series 2000-43, Board of Governors of the Federal Reserve System (U.S.).
  23. J. McCarthy & E. Zakrajsek, 1999. "Microeconomic inventory adjustment and aggregate dynamics," BIS Working Papers 63, Bank for International Settlements.
  24. Matthew Higgins & Egon Zakrajsek, 1999. "Purchasing power parity: three stakes through the heart of the unit root null," Staff Reports 80, Federal Reserve Bank of New York.
  25. Jonathan McCarthy & Egon Zakrajsek, 1998. "Trade inventories," Staff Reports 53, Federal Reserve Bank of New York.
  26. Egon Zakrajsek, 1997. "Retail inventories, internal finance, and aggregate fluctuations," Research Paper 9722, Federal Reserve Bank of New York.

Articles

  1. Bassett, William F. & Chosak, Mary Beth & Driscoll, John C. & Zakrajšek, Egon, 2014. "Changes in bank lending standards and the macroeconomy," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 23-40.
  2. Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014. "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
  3. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2013. "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 159-176, January.
  4. Simon Gilchrist & Egon Zakrajšek, 2013. "The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
  5. Simon Gilchrist & Egon Zakrajsek, 2012. "Credit Spreads and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June.
  6. Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan, vol. 59(2), pages 195-232, June.
  7. Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009. "Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 471-493, May.
  8. JONATHAN McCARTHY & EGON ZAKRAJSEK, 2007. "Inventory Dynamics and Business Cycles: What Has Changed?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 591-613, 03.
  9. William F. Bassett & Egon Zakrajsek, 2003. "Recent developments in business lending by commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 477-492.
  10. William F. Bassett & Egon Zakrajsek, 2001. "Profits and balance sheet developments at U.S. commercial banks in 2000," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 367-393.
  11. William F. Bassett & Egon Zakrajsek, 2000. "Profits and balance sheet developments at U.S. commercial banks in 1999," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 367-395.
  12. Simon G. Gilchrist & Egon Zakrajsek, 1995. "The importance of credit for macroeconomic activity: identification through heterogeneity," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 39, pages 129-173.

Software components

  1. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2012. "Code and data files for "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs"," Computer Codes 11-238, Review of Economic Dynamics.

Chapters

  1. William F. Bassett & Simon Gilchrist & Gretchen C. Weinbach & Egon Zakrajsek, 2011. "Improving Our Ability to Monitor Bank Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling National Bureau of Economic Research, Inc.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (10) 2011-05-14 2012-05-15 2012-05-22 2012-05-22 2012-12-06 2012-12-22 2013-09-25 2013-09-25 2013-09-28 2014-04-18. Author is listed
  2. NEP-BEC: Business Economics (3) 2009-04-13 2011-05-14 2012-05-15
  3. NEP-CBA: Central Banking (5) 2009-04-13 2013-09-25 2013-09-25 2013-09-28 2014-05-17. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (1) 2014-04-18
  5. NEP-ECM: Econometrics (1) 1999-08-04
  6. NEP-EFF: Efficiency & Productivity (1) 2012-12-06
  7. NEP-FMK: Financial Markets (2) 2009-04-13 2013-09-25
  8. NEP-FOR: Forecasting (2) 2012-12-22 2013-09-25
  9. NEP-IFN: International Finance (1) 1999-08-04
  10. NEP-LAM: Central & South America (2) 2013-09-25 2013-09-25
  11. NEP-LTV: Unemployment, Inequality & Poverty (2) 2013-09-25 2013-09-25
  12. NEP-MAC: Macroeconomics (12) .html">"> 2007-06-18 2009-04-13 2011-05-14 2012-05-22 2012-05-22 2013-09-25 2013-09-25 2013-09-28 2014-02-02 2014-04-18 2014-05-17. Author is listed
  13. NEP-MFD: Microfinance (1) 2002-02-15
  14. NEP-MIC: Microeconomics (1) 1999-01-25
  15. NEP-MON: Monetary Economics (5) .html">"> 2012-05-22 2013-09-25 2013-09-28 2014-05-17. Author is listed
  16. NEP-NEU: Neuroeconomics (2) 2013-09-25 2013-09-25
  17. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
  18. NEP-RMG: Risk Management (2) 2013-09-25 2013-09-28
  19. NEP-TID: Technology & Industrial Dynamics (2) 1999-02-01 2000-10-05

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  3. Number of Downloads through RePEc Services over the past 12 months
  4. Wu-Index

Most cited item

Most downloaded item (past 12 months)

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Co-authorship network on CollEc

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