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David Vestin

Personal Details

First Name:David
Middle Name:
Last Name:Vestin
Suffix:
RePEc Short-ID:pve125
[This author has chosen not to make the email address public]
http://www.davidvestin.com
Terminal Degree:2001 Institute for International Economic Studies (IIES); Stockholms Universitet (from RePEc Genealogy)

Affiliation

Sveriges Riksbank

Stockholm, Sweden
http://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Olovsson, Conny & Vestin, David, 2023. "Greenflation?," Working Paper Series 420, Sveriges Riksbank (Central Bank of Sweden), revised 01 May 2023.
  2. Vestin, David & Lombardo, Giovanni, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank.
  3. Hördahl, Peter & Tristani, Oreste & Vestin, David, 2007. "The yield curve and macroeconomic dynamics," Working Paper Series 832, European Central Bank.
  4. Smets, Frank & Vestin, David & Gaspar, Ví­tor, 2007. "Is time ripe for price level path stability?," Working Paper Series 818, European Central Bank.
  5. Smets, Frank & Vestin, David & Gaspar, Ví­tor, 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. 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.
  8. Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
  9. D. Vestin & Hordahl & P., 2004. "Monetary policy and the expectations hypothesis," Computing in Economics and Finance 2004 70, Society for Computational Economics.
  10. Vestin, David & Hördahl, Peter, 2003. "Interpreting implied risk-neutral densities: the role of risk premia," Working Paper Series 274, European Central Bank.
  11. Nessén, Marianne & Vestin, David, 2000. "Average Inflation Targeting," Working Paper Series 119, Sveriges Riksbank (Central Bank of Sweden).
  12. Vestin, David, 2000. "Price-level Targeting versus Inflation Targeting in a Forward-looking Model," Working Paper Series 106, Sveriges Riksbank (Central Bank of Sweden).

Articles

  1. Armelius, Hanna & Claussen, Carl Andreas & Vestin, David, 2020. "Money and monetary policy in times of crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4, pages 1-15.
  2. 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.
  3. Lombardo, Giovanni & Vestin, David, 2008. "Welfare implications of Calvo vs. Rotemberg-pricing assumptions," Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
  4. Gaspar, Vitor & Smets, Frank & Vestin, David, 2006. "Monetary Policy Over Time," Macroeconomic Dynamics, Cambridge University Press, vol. 10(2), pages 207-229, April.
  5. 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.
  6. 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.
  7. Vestin, David, 2006. "Price-level versus inflation targeting," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1361-1376, October.
  8. 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, March.
  9. Nessen, Marianne & Vestin, David, 2005. "Average Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 837-863, October.
  10. Peter Hördahl & Oreste Tristani & David Vestin, 2005. "Economic determinants of risk premia in the term structure of interest rates," Research Bulletin, European Central Bank, vol. 3, pages 2-5.
  11. 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,Vítor & Issing,Otmar & Tristani,Oreste & Vestin,David, 2006. "Imperfect Knowledge and Monetary Policy," Cambridge Books, Cambridge University Press, number 9780521671071, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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

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 5 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 (5) 2001-10-09 2001-10-09 2006-07-15 2006-07-15 2023-03-13. Author is listed
  2. NEP-MON: Monetary Economics (5) 2001-10-09 2001-10-09 2006-07-15 2006-07-15 2023-03-13. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2006-07-15 2006-07-15
  4. NEP-BAN: Banking (1) 2023-03-13
  5. NEP-ENE: Energy Economics (1) 2023-03-13
  6. NEP-ENV: Environmental Economics (1) 2023-03-13

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