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/
(415) 974-3190
(415) 974-2168
P.O. Box 7702, San Francisco, CA 94120-7702
RePEc:edi:erfsfus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Daniel L. Greenwald & John Krainer & Pascal Paul, 2020. "The Credit Line Channel," Working Paper Series 2020-26, Federal Reserve Bank of San Francisco.
- Pascal Paul, 2020. "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series 2020-07, Federal Reserve Bank of San Francisco.
- 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.
- Pascal Paul, 2017.
"A Macroeconomic Model with Occasional Financial Crises,"
Working Paper Series
2017-22, Federal Reserve Bank of San Francisco.
- Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Pascal Paul, 2017. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.
- Pascal Paul, 2017.
"The Time-Varying Effect of Monetary Policy on Asset Prices,"
Working Paper Series
2017-9, Federal Reserve Bank of San Francisco.
- 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.
Articles
- 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.
- Paul, Pascal, 2020.
"A macroeconomic model with occasional financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Pascal Paul, 2017. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco.
- Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Pascal Paul, 2019. "Modeling Financial Crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- 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)- 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.
- Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco.
Mentioned in:
- The Time-Varying Effect of Monetary Policy on Asset Prices (REStat 2020) in ReplicationWiki ()
Working papers
- 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:
- 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.
- Andrea Bellucci & Alexander Borisov & Gianluca Gucciardi & Alberto Zazzaro, 2021. "The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World," CSEF Working Papers 602, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- 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.
- Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020. "The Great Lockdown: pandemic response policies and bank lending conditions," CEPR Discussion Papers 15298, C.E.P.R. Discussion Papers.
- 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.
- Gourinchas, Pierre-Olivier & Kalemli-Ozcan, Sebnem & Penciakova, Veronika & Sander, Nick, 2020. "COVID-19 and SME Failures," CEPR Discussion Papers 15323, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2020. "COVID-19 and SME Failures," NBER Working Papers 27877, National Bureau of Economic Research, Inc.
- Sebnem Kalemli-Ozcan & Pierre-Olivier Gourinchas & Veronika Penciakova & Nick Sander, 2020. "COVID-19 and SME Failures," IMF Working Papers 2020/207, International Monetary Fund.
- 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.
- 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:
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020.
"Monetary Policy and Inequality,"
Working Papers
1227, Barcelona Graduate School of Economics.
- Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021. "Monetary Policy and Inequality," EconStor Preprints 227763, ZBW - Leibniz Information Centre for Economics.
- Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José Luis, 2020. "Monetary Policy and Inequality," CEPR Discussion Papers 15599, C.E.P.R. Discussion Papers.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020. "Monetary policy and inequality," Economics Working Papers 1761, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Moser, Christian & Saidi, Farzad & Wirth, Benjamin & Wolter, Stefanie, 2020. "Credit Supply, Firms, and Earnings Inequality," MPRA Paper 100371, University Library of Munich, Germany.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020.
"Monetary Policy and Inequality,"
Working Papers
1227, Barcelona Graduate School of Economics.
- Pascal Paul, 2017.
"A Macroeconomic Model with Occasional Financial Crises,"
Working Paper Series
2017-22, Federal Reserve Bank of San Francisco.
- Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
Cited by:
- Miguel Faria-e-Castro, 2019. "A Quantitative Analysis of Countercyclical Capital Buffers," Working Papers 2019-008, Federal Reserve Bank of St. Louis, revised 01 Jan 2020.
- Pascal Paul, 2017. "Historical Patterns of Inequality and Productivity around Financial Crises," Working Paper Series 2017-23, Federal Reserve Bank of San Francisco.
- Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
- Pascal Paul, 2019. "Modeling Financial Crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
- 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.
- Pascal Paul, 2018. "Historical Patterns of Inequality and Productivity around Financial Crises," 2018 Meeting Papers 583, Society for Economic Dynamics.
- 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:
- Kiley, Michael T., 2021.
"What macroeconomic conditions lead financial crises?,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Michael T. Kiley, 2018. "What Macroeconomic Conditions Lead Financial Crises?," Finance and Economics Discussion Series 2018-038, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
- Josef Schroth, 2020. "Code and data files for "On the Distributional Effects of Bank Bailouts"," Computer Codes 19-34, Review of Economic Dynamics.
- 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.
- Salvatore Morelli, 2014. "Banking Crises in the US: the Response of Top Income Shares in a Historical Perspective," CSEF Working Papers 359, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- 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.
- Paul, Pascal, 2020.
"A macroeconomic model with occasional financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Pascal Paul, 2017. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.
- Isabel Cairo & Jae Sim, 2017.
"Income Inequality, Financial Crises and Monetary Policy,"
2017 Meeting Papers
1433, Society for Economic Dynamics.
- Isabel Cairó & Jae W. Sim, 2018. "Income Inequality, Financial Crises, and Monetary Policy," Finance and Economics Discussion Series 2018-048, Board of Governors of the Federal Reserve System (U.S.).
- Kiley, Michael T., 2021.
"What macroeconomic conditions lead financial crises?,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Pascal Paul, 2017.
"The Time-Varying Effect of Monetary Policy on Asset Prices,"
Working Paper Series
2017-9, Federal Reserve Bank of San Francisco.
- 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.
Cited by:
- Andreas Neuhierl & Michael Weber, 2020.
"Monetary Momentum,"
Working Papers
2020-39, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
- Andreas Neuhierl & Michael Weber, 2018. "Monetary Momentum," NBER Working Papers 24748, National Bureau of Economic Research, Inc.
- 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.
- Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
- Jarocinski, Marek & Karadi, Peter, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/972, Ghent University, Faculty of Economics and Business Administration.
- Aastveit, Knut Are & Albuquerque, Bruno & Anundsen, André, 2020. "Changing supply elasticities and regional housing booms," Bank of England working papers 844, Bank of England.
- Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Paper 2019/8, Norges Bank.
- Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
- 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.
- 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.
- Baumeister, Christiane & Hamilton, James, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers 14603, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019.
"Identification with External Instruments in Structural VARs under Partial Invertibility,"
CEPR Discussion Papers
13853, C.E.P.R. Discussion Papers.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE 2018-24, Observatoire Francais des Conjonctures Economiques (OFCE).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
- Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
- 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.
- Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series 8151, CESifo.
- Michael D. Bauer & Eric T. Swanson, 2020. "The Fed's Response to Economic News Explains the "Fed Information Effect"," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
- Pascal Paul, 2019. "Does the Fed Know More about the Economy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- 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).
- Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
- Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
- Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2020. "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers 26/2020, Halle Institute for Economic Research (IWH).
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- 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.
- 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).
- Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul, 2019.
"The reaction function channel of monetary policy and the financial cycle,"
Sciences Po publications
16, Sciences Po.
- 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.
- Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul, 2019. "The reaction function channel of monetary policy and the financial cycle," Documents de Travail de l'OFCE 2019-16, Observatoire Francais des Conjonctures Economiques (OFCE).
- Nils Gottfries & Glenn Mickelsson & Karolina Stadin, 2021. "Deep Dynamics," CESifo Working Paper Series 8873, CESifo.
- 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.
- 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.
- Michael Pfarrhofer & Anna Stelzer, 2019. "The international effects of central bank information shocks," Papers 1912.03158, arXiv.org.
- 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).
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," Sciences Po publications 12/2020, Sciences Po.
- Marek Jarocinski & Peter Karadi, 2017.
"Central Bank Information Shocks,"
2017 Meeting Papers
1193, Society for Economic Dynamics.
- Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
- Jarocinski, Marek & Karadi, Peter, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
- 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.).
- 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.
- 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).
- 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.
- Katsuhiro Oshima, 2019. "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1012, Kyoto University, Institute of Economic Research.
- 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.
- 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.
- 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.
- Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
- 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.
- 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.
- 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.
- 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
- 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.
- Pascal Paul, 2017. "A Macroeconomic Model with Occasional Financial Crises," Working Paper Series 2017-22, Federal Reserve Bank of San Francisco.
- 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.
- Pascal Paul, 2017. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-9, Federal Reserve Bank of San Francisco.
- Pascal Paul, 2019.
"Does the Fed Know More about the Economy?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- 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.).
- Pascal Paul, 2018.
"Monetary Policy Cycles and Financial Stability,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Oshima, Katsuhiro, 2020. "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
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 6 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.- NEP-MAC: Macroeconomics (6) 2017-05-21 2017-10-15 2017-10-15 2020-02-17 2020-03-16 2020-08-10. Author is listed
- NEP-CBA: Central Banking (4) 2017-05-21 2020-02-17 2020-03-16 2020-08-10. Author is listed
- NEP-MON: Monetary Economics (3) 2017-05-21 2020-02-17 2020-03-16. Author is listed
- NEP-BAN: Banking (2) 2020-03-16 2020-08-10. Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2017-10-15 2020-02-17. Author is listed
- NEP-CFN: Corporate Finance (1) 2020-08-10
- NEP-EEC: European Economics (1) 2020-02-17
- NEP-GRO: Economic Growth (1) 2017-10-15
- NEP-HIS: Business, Economic & Financial History (1) 2017-10-15
- NEP-OPM: Open Economy Macroeconomics (1) 2017-10-15
- NEP-ORE: Operations Research (1) 2020-02-17
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