Oliver de Groot

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

DOWNLOADS

103

SSRN CITATIONS
Rank 34,015

SSRN RANKINGS

Top 34,015

in Total Papers Citations

16

CROSSREF CITATIONS

8

Scholarly Papers (4)

Solving Asset Pricing Models with Stochastic Volatility

FEDS Working Paper No. 201471
Number of pages: 18 Posted: 04 Oct 2014
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 35 (577,860)

Abstract:

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Endowment model, price-dividend ratio, closed-form solution

Solving Asset Pricing Models with Stochastic Volatility

FEDS Working Paper No. 2014-71
Number of pages: 18 Posted: 31 May 2017
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 16 (713,094)
Citation 4

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2.

Approximately Right?: Global V. Local Methods for Open-Economy Models with Incomplete Markets

FEDS Working Paper No. 2020-6
Number of pages: 75 Posted: 14 May 2020 Last Revised: 13 Jul 2021
Oliver de Groot, Ceyhun Bora Durdu and Enrique G. Mendoza
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and National Bureau of Economic Research (NBER)
Downloads 23 (637,897)
Citation 2

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3.

Uncertainty Shocks in a Model of Effective Demand: Comment

FRB of Dallas Working Paper No. 1706
Number of pages: 15 Posted: 01 Jun 2017 Last Revised: 13 Jun 2018
Federal Reserve Bank of Dallas, Board of Governors of the Federal Reserve System and William & Mary
Downloads 23 (637,897)
Citation 7

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Stochastic Volatility, Epstein-Zin Preferences, Uncertainty, Economic Activity

4.

The Risk Channel of Monetary Policy

FEDS Working Paper No. 2014-31
Number of pages: 30 Posted: 31 May 2017
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 6 (767,794)
Citation 1

Abstract:

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Financial intermediation, portfolio choice, debt and equity, monetary policy, risk-adjusted steady state