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Donghai Zhang

Personal Details

First Name:Donghai
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh865
http://www.donghaizhang.com

Affiliation

Department of Economics
National University of Singapore (NUS)

Singapore, Singapore
http://www.fas.nus.edu.sg/ecs/
RePEc:edi:denussg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rubén Domínguez-Díaz & Donghai Zhang, 2025. "The macroeconomic effects of unemployment insurance extensions: A policy rule-based identification approach," Working Papers 2521, Banco de España.
  2. Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
  2. Gnewuch, Matthias & Zhang, Donghai, 2025. "Monetary policy, firm heterogeneity, and the distribution of investment rates," Journal of Monetary Economics, Elsevier, vol. 149(C).
  3. Shengliang Ou & Donghai Zhang, 2025. "Quantifying the Federal Reserve's objectives using a structural vector autoregressive model," Economica, London School of Economics and Political Science, vol. 92(366), pages 351-367, April.
  4. Tang, Haozhou & Zhang, Donghai, 2022. "Bubbly firm dynamics and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 64-80.
  5. Donghai Zhang, 2022. "Term Structure, Forecast Revision, and the Signaling Channel of Monetary Policy," Journal of the European Economic Association, European Economic Association, vol. 20(4), pages 1522-1553.
  6. Ou, Shengliang & Zhang, Donghai & Zhang, Renbin, 2021. "Information frictions, monetary policy, and the paradox of price flexibility," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 70-82.

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. Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020. "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, vol. 64(C).
    2. Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020. "Zombies at large? Corporate debt overhang and the macroeconomy," ECONtribute Discussion Papers Series 042, University of Bonn and University of Cologne, Germany.
    3. Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
    4. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
    5. Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
    6. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
    7. Wang, Bo & Li, Haoran, 2021. "Downside risk, financial conditions and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    8. Hyejin Yang & Jin Lee, 2025. "Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections," SN Business & Economics, Springer, vol. 5(6), pages 1-21, June.
    9. Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021. ""Vulnerable Funding in the Global Economy"," IREA Working Papers 202106, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
    10. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
    11. Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
    12. Eraslan, Sercan & Schröder, Maximilian, 2023. "Nowcasting GDP with a pool of factor models and a fast estimation algorithm," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1460-1476.
    13. Martin Iseringhausen & Konstantinos Theodoridis, 2025. "A survey-based measure of asymmetric macroeconomic risk in the euro area," Working Papers 68, European Stability Mechanism, revised 11 Feb 2025.
    14. Schüler, Yves S., 2020. "The impact of uncertainty and certainty shocks," Discussion Papers 14/2020, Deutsche Bundesbank.
    15. Moritz Schularick, 2021. "Corporate indebtedness and macroeconomic stabilisation from a long-term perspective," ECONtribute Policy Brief Series 024, University of Bonn and University of Cologne, Germany.

Articles

  1. Francesca Loria & Christian Matthes & Donghai Zhang, 2025. "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
    See citations under working paper version above.
  2. Tang, Haozhou & Zhang, Donghai, 2022. "Bubbly firm dynamics and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 64-80.

    Cited by:

    1. Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Entrepreneurship, growth and productivity with bubbles," Post-Print hal-04718292, HAL.
    2. Queirós, Francisco, 2024. "Asset bubbles and product market competition," Theoretical Economics, Econometric Society, vol. 19(1), January.
    3. Francisco Queirós, 2024. "The real side of stock market exuberance: bubbles, output and productivity at the industry level," Economica, London School of Economics and Political Science, vol. 91(361), pages 268-291, January.

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-MAC: Macroeconomics (2) 2019-04-22 2019-04-22. Author is listed
  2. NEP-CBA: Central Banking (1) 2019-04-22. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2025-05-05. Author is listed
  4. NEP-FDG: Financial Development and Growth (1) 2019-04-22. Author is listed
  5. NEP-LAB: Labour Economics (1) 2025-05-05. Author is listed
  6. NEP-RMG: Risk Management (1) 2019-04-22. Author is listed

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