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Bulat Gafarov

Personal Details

First Name:Bulat
Middle Name:
Last Name:Gafarov
Suffix:
RePEc Short-ID:pga650
http://www.bulatngafarov.com

Affiliation

Department of Agricultural and Resource Economics
University of California-Davis

Davis, California (United States)
http://are.ucdavis.edu/

: 530-752-1517
530-752-5614

RePEc:edi:daucdus (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," 2014 Meeting Papers 1292, Society for Economic Dynamics.
  2. Bulat Gafarov, 2013. "Do unobserved components models forecast inflation in Russia?," HSE Working papers WP BRP 35/EC/2013, National Research University Higher School of Economics.

Articles

  1. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.
  2. Bulat Gafarov & Bruno Salcedo, 2015. "Ordinal dominance and risk aversion," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 287-298, October.

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. Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," 2014 Meeting Papers 1292, Society for Economic Dynamics.

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 86222, London School of Economics and Political Science, LSE Library.
    3. Thomas B. King, 2016. "Expectation and Duration at the Effective Lower Bound," Working Paper Series WP-2016-21, Federal Reserve Bank of Chicago, revised 30 Nov 2016.
    4. Marco Del Negro & W. Scott Frame & Jamie Grasing & Carlo Rosa & Michele Cavallo & Benjamin A. Malin, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
    5. Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," Working Paper Series 2352, European Central Bank.
    6. Arthur Galego Mendes & Tiago Couto Berriel, "undated". "Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing," Textos para discussão 638, Department of Economics PUC-Rio (Brazil).
    7. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    8. Philippe Andrade & Gaetano Gaballo & Eric Mengus & Benoît Mojon, 2019. "Forward Guidance and Heterogeneous Beliefs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 1-29, July.
    9. Eric M Leeper & Campbell Leith & Ding Liu, 2016. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Working Papers 2016_04, Business School - Economics, University of Glasgow.
    10. Boel, Paola & Waller, Christopher J., 2015. "On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound," Working Paper Series 310, Sveriges Riksbank (Central Bank of Sweden).
    11. Iovino, Luigi & Sergeyev, Dmitriy, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
    12. Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Sciences Po Economics Discussion Papers 2016-06, Sciences Po Departement of Economics.
    13. McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
    14. Taisuke Nakata & Takeki Sunakawa, 2019. "Credible Forward Guidance," Finance and Economics Discussion Series 2019-037, Board of Governors of the Federal Reserve System (U.S.), revised 17 May 2019.
    15. FUJIWARA Ippei & NAKAZONO Yoshiyuki & UEDA Kozo, 2014. "Policy Regime Change against Chronic Deflation? Policy option under a long-term liquidity trap," Discussion papers 14019, Research Institute of Economy, Trade and Industry (RIETI).
    16. Robert E. Hall & Ricardo Reis, 2015. "Maintaining Central-Bank Financial Stability under New-Style Central Banking," Economics Working Papers 15109, Hoover Institution, Stanford University.
    17. Taisuke Nakata & Sebastian Schmidt, 2018. "Online Appendix to "Gradualism and Liquidity Traps"," Online Appendices 17-251, Review of Economic Dynamics.
    18. Jeffrey R. Campbell, 2014. "Quantitative Easing in Joseph's Egypt with Keynesian Producers," Working Paper Series WP-2014-15, Federal Reserve Bank of Chicago, revised 05 Nov 2014.
    19. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    20. Philippe Bacchetta & Elena Perazzi & Eric van Wincoop, 2015. "Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?," Cahiers de Recherches Economiques du Département d'économie 15.06, Université de Lausanne, Faculté des HEC, Département d’économie.
    21. Taisuke Nakata & Sebastian Schmidt, 2014. "Conservatism and Liquidity Traps," UTokyo Price Project Working Paper Series 059, University of Tokyo, Graduate School of Economics, revised Jul 2015.
    22. Taisuke Nakata, 2014. "Reputation and Liquidity Traps," Finance and Economics Discussion Series 2014-50, Board of Governors of the Federal Reserve System (U.S.), revised 17 Jun 2014.
    23. Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
    24. Döhrn, Roland & Barabas, György & Blagov, Boris & Fuest, Angela & Gebhardt, Heinz & Jäger, Philipp & Micheli, Martin & Rujin, Svetlana, 2017. "Die wirtschaftliche Entwicklung im Inland: Konjunktur weiter von Binnenwirtschaft getragen," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 68(1), pages 33-91.
    25. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-21, Federal Reserve Bank of St. Louis, revised 31 Oct 2018.
    26. Taisuke Nakata, 2014. "Reputation and Liquidity Traps," Working Papers e087, Tokyo Center for Economic Research.
    27. Gauti B. Eggertsson & Kevin Proulx, 2016. "Bernanke's No-arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?," NBER Working Papers 22243, National Bureau of Economic Research, Inc.
    28. Taisuke Nakata, 2017. "Online Appendix to "Reputation and Liquidity Traps"," Online Appendices 15-55, Review of Economic Dynamics.
    29. Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
    30. Schmidt, Sebastian & Nakata, Taisuke, 2016. "Gradualism and Liquidity Traps," Annual Conference 2016 (Augsburg): Demographic Change 145469, Verein für Socialpolitik / German Economic Association.
    31. Igor Goncharov & Vasso Ioannidou & Martin C. Schmalz, 2017. "(Why) Do Central Banks Care About Their Profits?," CESifo Working Paper Series 6546, CESifo Group Munich.
    32. Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
    33. Robert J. Kurtzman & David Zeke, 2017. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Finance and Economics Discussion Series 2017-076, Board of Governors of the Federal Reserve System (U.S.).
    34. Taisuke Nakata & Timothy S. Hills, 2014. "Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia," Finance and Economics Discussion Series 2014-107, Board of Governors of the Federal Reserve System (U.S.), revised 20 Nov 2014.
    35. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
    36. de Groot, Oliver & Haas, Alexander, 2019. "The Signalling Channel of Negative Interest Rates," MPRA Paper 95479, University Library of Munich, Germany.
    37. Vogel, Lukas, 2019. "Endogenous forward guidance," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    38. Walker Ray, 2019. "Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model," 2019 Meeting Papers 692, Society for Economic Dynamics.
    39. Guillaume Plantin & Jean Barthélemy, 2018. "Fiscal and Monetary Regimes: A Strategic Approach," Sciences Po publications DP 12903, Sciences Po.
    40. Benigno, Pierpaolo & Nisticò, Salvatore, 2015. "Non-Neutrality of Open-Market Operations," CEPR Discussion Papers 10594, C.E.P.R. Discussion Papers.
    41. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, pages 5-13, Q1.
    42. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston, revised 29 Oct 2015.
    43. Atsushi Tanaka, 2019. "How Can a Central Bank Exit Quantitative Easing Without Rapidly Shrinking its Balance Sheet?," Discussion Paper Series 196, School of Economics, Kwansei Gakuin University.
    44. Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
    45. Jean-Baptiste Michau, 2014. "Monetary and Fiscal Policy in a Liquidity Trap with Inflation Persistence," Working Papers hal-01089192, HAL.
    46. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
    47. Paludkiewicz, Karol, 2018. "Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel," Discussion Papers 22/2018, Deutsche Bundesbank.
    48. Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G., 2019. "Unconventional monetary policy effects on output and inflation: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 295-305.
    49. Olga Kuznetsova & Sergey Merzlyakov & Sergey Pekarski, 2019. "Confidence in future monetary policy as a way to overcome the liquidity trap," Russian Journal of Economics, ARPHA Platform, vol. 5(2), pages 117-135, July.
    50. Thomas Laubach & David L. Reifschneider & Eric M. Engen, 2015. "The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies," Finance and Economics Discussion Series 2015-5, Board of Governors of the Federal Reserve System (U.S.), revised 14 Jan 2015.
    51. Aaron Hedlund, 2015. "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers 1515, Department of Economics, University of Missouri.
    52. King, Thomas B., 2019. "Expectation and duration at the effective lower bound," Journal of Financial Economics, Elsevier, vol. 134(3), pages 736-760.
    53. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.

Articles

  1. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.

    Cited by:

    1. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
    3. Bulat Gafarov, 2019. "Inference in high-dimensional set-identified affine models," Papers 1904.00111, arXiv.org.
    4. Christiane Baumeister & James D. Hamilton, 2018. "Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations," CESifo Working Paper Series 7048, CESifo Group Munich.
    5. Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
    6. JoonHwan Cho & Thomas M. Russell, 2018. "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers 1810.03180, arXiv.org, revised Sep 2019.
    7. Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
    8. Toru Kitagawa & José Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior Distribution of Nondifferentiable Functions," Working Papers 147, Peruvian Economic Association.
    9. Meier, Matthias, 2017. "Time to Build and the Business Cycle," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168059, Verein für Socialpolitik / German Economic Association.
    10. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 3 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 (3) 2013-12-06 2015-03-05 2015-07-18. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2013-12-06 2015-03-05 2015-07-18. Author is listed
  3. NEP-MON: Monetary Economics (2) 2015-03-05 2015-07-18. Author is listed
  4. NEP-CIS: Confederation of Independent States (1) 2013-12-06. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2015-03-05. Author is listed
  6. NEP-FOR: Forecasting (1) 2013-12-06. Author is listed
  7. NEP-MFD: Microfinance (1) 2015-03-05. Author is listed
  8. NEP-TRA: Transition Economics (1) 2013-12-06. Author is listed

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