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Pascal Paul

Personal Details

First Name:Pascal
Middle Name:
Last Name:Paul
Suffix:
RePEc Short-ID:ppa1181
http://www.pascalpaul.de
Federal Reserve Bank of San Francisco, 101 Market Street, San Francisco, CA 94105 United States
(415) 974 2898

Affiliation

Economic Research
Federal Reserve Bank of San Francisco

San Francisco, California (United States)
http://www.frbsf.org/economics/
RePEc:edi:erfsfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2021. "Evergreening," Working Papers 2021-012, Federal Reserve Bank of St. Louis, revised Nov 2021.
  2. Pascal Paul, 2020. "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series 2020-07, Federal Reserve Bank of San Francisco.
  3. Daniel L. Greenwald & John Krainer & Pascal Paul, 2020. "The Credit Line Channel," Working Paper Series 2020-26, Federal Reserve Bank of San Francisco.
  4. Martin Holm & Pascal Paul & Andreas Tischbirek, 2020. "The Transmission of Monetary Policy under the Microscope," Working Paper Series 2020-03, Federal Reserve Bank of San Francisco.
  5. Pascal Paul, 2017. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.
  6. Pascal Paul, 2017. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.
  7. Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco.

Articles

  1. Martin Blomhoff Holm & Pascal Paul & Andreas Tischbirek, 2021. "The Transmission of Monetary Policy under the Microscope," Journal of Political Economy, University of Chicago Press, vol. 129(10), pages 2861-2904.
  2. Pascal Paul & Simon Zhu, 2020. "Are Banks Exposed to Interest Rate Risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(16), pages 1-05, June.
  3. Pascal Paul & Joseph H. Pedtke, 2020. "Historical Patterns around Financial Crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(10), pages 1-05, May.
  4. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
  5. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  6. Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  7. Pascal Paul, 2019. "Modeling Financial Crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  8. Pascal Paul, 2018. "Monetary Policy Cycles and Financial Stability," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.

    Mentioned in:

    1. The Time-Varying Effect of Monetary Policy on Asset Prices (REStat 2020) in ReplicationWiki ()
  2. Martin Holm & Pascal Paul & Andreas Tischbirek, 2020. "The Transmission of Monetary Policy under the Microscope," Working Paper Series 2020-03, Federal Reserve Bank of San Francisco.

    Mentioned in:

    1. The Transmission of Monetary Policy under the Microscope (JPE 2021) in ReplicationWiki ()

Working papers

  1. Daniel L. Greenwald & John Krainer & Pascal Paul, 2020. "The Credit Line Channel," Working Paper Series 2020-26, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Andrea Bellucci & Alexander Borisov & Gianluca Gucciardi & Alberto Zazzaro, 2020. "The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World," Mo.Fi.R. Working Papers 167, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Viral V. Acharya & Robert F. Engle III & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
    3. Bo Becker & Efraim Benmelech, 2021. "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers 28868, National Bureau of Economic Research, Inc.
    4. Pierre-Olivier Gourinchas & Sebnem Kalemli-Ozcan & Veronika Penciakova & Nick Sander, 2020. "COVID-19 and SME Failures," FRB Atlanta Working Paper 2020-21, Federal Reserve Bank of Atlanta.
    5. Deimantė Teresienė & Greta Keliuotytė-Staniulėnienė & Rasa Kanapickienė, 2021. "Sustainable Economic Growth Support through Credit Transmission Channel and Financial Stability: In the Context of the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(5), pages 1-34, March.
    6. Lei Li & Philip Strahan, 2020. "Who Supplies PPP Loans (And Does it Matter)? Banks, Relationships and the COVID Crisis," NBER Working Papers 28286, National Bureau of Economic Research, Inc.
    7. Galaasen, Sigurd & Jamilov, Rustam & Juelsrud, Ragnar Enger & Rey, Hélène, 2020. "Granular Credit Risk," CEPR Discussion Papers 15385, C.E.P.R. Discussion Papers.
    8. Larry D. Wall, 2020. "Financial Stability and the Coronavirus Pandemic," Policy Hub 2020-13, Federal Reserve Bank of Atlanta.
    9. Alejandro Fernández-Cerezo & Beatriz González & Mario Izquierdo & Enrique Moral-Benito, 2021. "Firm-level heterogeneity in the impact of the COVID-19 pandemic," Working Papers 2120, Banco de España.
    10. Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020. "The great lockdown: pandemic response policies and bank lending conditions," Working Paper Series 2465, European Central Bank.
    11. Kyle Dempsey & Felicia Ionescu, 2021. "Lending Standards and Borrowing Premia in Unsecured Credit Markets," Finance and Economics Discussion Series 2021-039, Board of Governors of the Federal Reserve System (U.S.).

  2. Martin Holm & Pascal Paul & Andreas Tischbirek, 2020. "The Transmission of Monetary Policy under the Microscope," Working Paper Series 2020-03, Federal Reserve Bank of San Francisco.

    Cited by:

    1. R. Anton Braun & Daisuke Ikeda, 2021. "Monetary Policy over the Life Cycle," FRB Atlanta Working Paper 2021-20a, Federal Reserve Bank of Atlanta.
    2. Leonardo N. Ferreira, 2020. "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers 912, Queen Mary University of London, School of Economics and Finance.
    3. Lee, Seungcheol & Luetticke, Ralph & Ravn, Morten O., 2021. "Financial frictions: micro vs macro volatility," Working Paper Series 2622, European Central Bank.
    4. Christian Moser & Farzad Saidi & Benjamin Wirth & Stefanie Wolter, 2021. "Credit Supply, Firms, and Earnings Inequality," ECONtribute Discussion Papers Series 086, University of Bonn and University of Cologne, Germany.
    5. Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021. "Monetary Policy and Inequality," EconStor Preprints 227763, ZBW - Leibniz Information Centre for Economics.
    6. Macaulay, Alistair, 2021. "The attention trap: Rational inattention, inequality, and fiscal policy," European Economic Review, Elsevier, vol. 135(C).
    7. Jan Philipp Fritsche & Lea Steininger, 2021. "Zooming in on Monetary Policy - The Labor Share and Production Dynamics of Two Million Firms," Discussion Papers of DIW Berlin 1967, DIW Berlin, German Institute for Economic Research.

  3. Pascal Paul, 2017. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Georgescu, Oana-Maria & Martín, Diego Vila, 2021. "Do macroprudential measures increase inequality? Evidence from the euro area household survey," Working Paper Series 2567, European Central Bank.
    2. Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020. "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers 202054, University of Pretoria, Department of Economics.
    3. Josef Schroth, 2021. "On the Distributional Effects of Bank Bailouts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 252-277, April.
    4. Salvatore Morelli, 2018. "Banking crises in the US: the response of top income shares in a historical perspective," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(2), pages 257-294, June.
    5. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
    6. Isabel Cairo & Jae Sim, 2017. "Income Inequality, Financial Crises and Monetary Policy," 2017 Meeting Papers 1433, Society for Economic Dynamics.
    7. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
    8. Kiley, Michael T., 2021. "What macroeconomic conditions lead financial crises?," Journal of International Money and Finance, Elsevier, vol. 111(C).

  4. Pascal Paul, 2017. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Daisuke Ikeda & Hidehiko Matsumoto, 2021. "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series 21-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    2. Faria-e-Castro, Miguel, 2021. "A quantitative analysis of the countercyclical capital buffer," ESRB Working Paper Series 120, European Systemic Risk Board.
    3. Pascal Paul, 2017. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.
    4. Pascal Paul, 2019. "Modeling Financial Crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    5. Josef Schroth, 2019. "Macroprudential Policy with Capital Buffers," Staff Working Papers 19-8, Bank of Canada.
    6. Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
    7. Pascal Paul, 2018. "Historical Patterns of Inequality and Productivity around Financial Crises," 2018 Meeting Papers 583, Society for Economic Dynamics.
    8. Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
    9. Poeschl, Johannes & Zhang, Xue, 2019. "Bank Capital Regulation and Endogenous Shadow Banking Crises," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203520, Verein für Socialpolitik / German Economic Association.

  5. Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    2. Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers No 04/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    3. Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
    4. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
    5. Christiane Baumeister & James D. Hamilton, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
    6. Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
    7. Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the “Fed Information Effect”," Working Paper Series 2020-06, Federal Reserve Bank of San Francisco.
    8. Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    9. David Finck & Joerg Schmidt & Peter Tillmann, 2018. "Mortgage Debt and Time-Varying Monetary Policy Transmission," MAGKS Papers on Economics 201809, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    10. Bartscher, Alina Kristin & Kuhn, Moritz & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary Policy and Racial Inequality," LawFin Working Paper Series 15, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
    11. Leonardo N. Ferreira, 2020. "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers 912, Queen Mary University of London, School of Economics and Finance.
    12. Haroon Mumtaz & Katerina Petrova, 2018. "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers 875, Queen Mary University of London, School of Economics and Finance.
    13. Albuquerque, Bruno & Iseringhausen, Martin & Opitz, Frederic, 2020. "Monetary policy and US housing expansions: The case of time-varying supply elasticities," Economics Letters, Elsevier, vol. 195(C).
    14. Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021. "On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 822-845.
    15. Michael Pfarrhofer, 2021. "Modeling tail risks of inflation using unobserved component quantile regressions," Papers 2103.03632, arXiv.org, revised Oct 2021.
    16. Nils Gottfries & Glenn Mickelsson & Karolina Stadin, 2021. "Deep Dynamics," CESifo Working Paper Series 8873, CESifo.
    17. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
    18. Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," Documents de Travail de l'OFCE 2020-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    19. Marek Jarocinski & Peter Karadi, 2017. "Central Bank Information Shocks," 2017 Meeting Papers 1193, Society for Economic Dynamics.
    20. Chunya Bu & John Rogers & Wenbin Wu, 2020. "Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks," Finance and Economics Discussion Series 2020-014, Board of Governors of the Federal Reserve System (U.S.).
    21. Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
    22. Skouralis, Alexandros, 2021. "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series 129, European Systemic Risk Board.
    23. Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul Author-X-Name_First: Phurichai, 2019. "The reaction function channel of monetary policy and the financial cycle," BIS Working Papers 816, Bank for International Settlements.
    24. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
    25. Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
    26. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    27. Alejandro Vicondoa & Andrea Gazzani, 2020. "Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency," Documentos de Trabajo 533, Instituto de Economia. Pontificia Universidad Católica de Chile..
    28. Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
    29. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "A Quest for Monetary Policy Shocks in Japan by High Frequency Identification," IMES Discussion Paper Series 21-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
    30. Alexey Vasilenko, 2018. "Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market," Bank of Russia Working Paper Series wps35, Bank of Russia.
    31. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021. "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, vol. 58(C).
    32. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
    33. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
    34. Yayi Yan & Jiti Gao & Bin peng, 2020. "A Class of Time-Varying Vector Moving Average (infinity) Models," Monash Econometrics and Business Statistics Working Papers 39/20, Monash University, Department of Econometrics and Business Statistics.
    35. Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
    36. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
    37. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
    38. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
    39. Marek Jarociński & Peter Karadi, 2020. "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
    40. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo 559, Instituto de Economia. Pontificia Universidad Católica de Chile..
    41. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
    42. Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.
    43. Breitenlechner, Max & Scharler, Johann, 2021. "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, vol. 102(C).
    44. Hodula Martin & Pfeifer Lukáš, 2018. "Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment," Review of Economic Perspectives, Sciendo, vol. 18(3), pages 195-224, September.
    45. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    46. Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2021. "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers 26/2020, Halle Institute for Economic Research (IWH).
    47. Yayi Yan & Jiti Gao & Bin Peng, 2020. "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers 2010.01492, arXiv.org.
    48. Michael Pfarrhofer & Anna Stelzer, 2019. "The international effects of central bank information shocks," Papers 1912.03158, arXiv.org.
    49. Mikkel Plagborg‐Møller & Christian K. Wolf, 2021. "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, vol. 89(2), pages 955-980, March.
    50. Katsuhiro Oshima, 2021. "Heterogeneous beliefs, monetary policy, and stock price volatility," Annals of Finance, Springer, vol. 17(1), pages 79-125, March.
    51. Zhang, Ailian & Pan, Mengmeng & Liu, Bai & Weng, Yin-Che, 2020. "Systemic risk: The coordination of macroprudential and monetary policies in China," Economic Modelling, Elsevier, vol. 93(C), pages 415-429.
    52. Katsuhiro Oshima, 2019. "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1012, Kyoto University, Institute of Economic Research.
    53. Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
    54. Tim D. Maurer & Thomas Nitschka, 2020. "Stock market evidence on the international transmission channels of US monetary policy surprises," Working Papers 2020-10, Swiss National Bank.

Articles

  1. Martin Blomhoff Holm & Pascal Paul & Andreas Tischbirek, 2021. "The Transmission of Monetary Policy under the Microscope," Journal of Political Economy, University of Chicago Press, vol. 129(10), pages 2861-2904.
    See citations under working paper version above.
  2. Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
    See citations under working paper version above.
  3. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
    See citations under working paper version above.
  4. Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Chunya Bu & John Rogers & Wenbin Wu, 2020. "Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks," Finance and Economics Discussion Series 2020-014, Board of Governors of the Federal Reserve System (U.S.).

  5. Pascal Paul, 2018. "Monetary Policy Cycles and Financial Stability," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Oshima, Katsuhiro, 2020. "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    2. Eslamloueyan, Karim & Fatemifar, Neda, 2021. "Does deeper financial integration lead to macroeconomic and financial instability in Asia?," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 437-451.

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 7 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-MAC: Macroeconomics (7) 2017-05-21 2017-10-15 2017-10-15 2020-02-17 2020-03-16 2020-08-10 2021-11-08. Author is listed
  2. NEP-CBA: Central Banking (4) 2017-05-21 2020-02-17 2020-03-16 2020-08-10. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (3) 2017-10-15 2020-02-17 2021-11-08. Author is listed
  4. NEP-MON: Monetary Economics (3) 2017-05-21 2020-02-17 2020-03-16. Author is listed
  5. NEP-BAN: Banking (2) 2020-03-16 2020-08-10. Author is listed
  6. NEP-CFN: Corporate Finance (2) 2020-08-10 2021-11-08. Author is listed
  7. NEP-EEC: European Economics (1) 2020-02-17
  8. NEP-FDG: Financial Development & Growth (1) 2021-11-08
  9. NEP-GRO: Economic Growth (1) 2017-10-15
  10. NEP-HIS: Business, Economic & Financial History (1) 2017-10-15
  11. NEP-OPM: Open Economy Macroeconomics (1) 2017-10-15
  12. NEP-ORE: Operations Research (1) 2020-02-17

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