Rochelle M. Edge

Board of Governors of the Federal Reserve System

Deputy Director

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

31

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158

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224

Scholarly Papers (31)

The Effects of Bank Capital on Lending: What Do We Know, and What Does it Mean?

FEDS Working Paper No. 2010-44
Number of pages: 54 Posted: 27 Jul 2011
Jose M. Berrospide and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 503 (76,741)
Citation 72

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Bank capital, bank lending

The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?

CAMA Working Paper Series 26/2010
Number of pages: 50 Posted: 04 Sep 2010 Last Revised: 08 Dec 2016
Jose M. Berrospide and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 389 (104,059)
Citation 35

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2.

The Unreliability of Credit-to-GDP Ratio Gaps in Real-Time: Implications for Countercyclical Capital Buffers

International Journal of Central Banking. Vol. 7, No. 4. pp. 261-298., FEDS Working Paper No. 2011-37
Number of pages: 33 Posted: 08 Nov 2011 Last Revised: 23 Apr 2014
Rochelle M. Edge and Ralf Meisenzahl
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 355 (116,230)
Citation 46

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Countercyclical capital buffers, macroprudential policy, Basel III, trend-cycle decomposition, real-time data

3.

New Financial Stability Governance Structures and Central Banks

FEDS Working Paper No. 2019-19
Number of pages: 45 Posted: 28 Mar 2019 Last Revised: 29 Mar 2019
Rochelle M. Edge and Nellie Liang
Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 187 (219,385)
Citation 8

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4.

How Useful are Estimated DSGE Model Forecasts?

FEDS Working Paper No. 2011-11
Number of pages: 68 Posted: 18 Apr 2011
Rochelle M. Edge and Refet S. G├╝rkaynak
Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 187 (219,385)
Citation 9

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DSGE Model Forecast, Forecast Comparison, Great Moderation

5.

Time-to-Build, Time-to-Plan, Habit-Persistence, and the Liquidity Effect

Number of pages: 47 Posted: 02 Oct 2000
Rochelle M. Edge
Board of Governors of the Federal Reserve System
Downloads 178 (228,868)
Citation 13

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sticky-price monetary business cycle models, multiple capital stocks

6.

The Effect of Monetary Policy on Residential and Structures Investment Under Differential Project Planning and Completion Times

Number of pages: 47 Posted: 21 Aug 2000
Rochelle M. Edge
Board of Governors of the Federal Reserve System
Downloads 160 (250,414)
Citation 11

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transmission of monetary policy, time-to-build, time-to-plan

7.

Documentation of the Research and Statistics Divisions Estimated DSGE Model of the U.S. Economy: 2006 Version

FEDS Working Paper No. 2007-53
Number of pages: 64 Posted: 05 Dec 2007
Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 127 (300,284)
Citation 21

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two-sector growth model, sticky-prices, sticky-wages, habit-persistence, investment adjustment costs, variable utilization, Bayesian estimation

8.

Learning and Shifts in Long-Run Productivity Growth

FRB of San Francisco Working Paper No. 2004-04
Number of pages: 37 Posted: 05 May 2004
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 127 (300,284)
Citation 23

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DGE models, Kalman-filter, Real-time data, Learning, Productivity growth

9.

The Responses of Wages and Prices to Technology Shocks

FRB of San Francisco Working Paper No. 2003-21
Number of pages: 40 Posted: 05 May 2004
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 126 (302,013)
Citation 14

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Wages, prices, productivity, inflation inertia, estimated DGE models

Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy

FEDS Working Paper No. 2007-8
Posted: 02 Jul 2021
Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy

FEDS Working Paper No. 2007-08
Number of pages: 29 Posted: 25 Apr 2007
Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 122 (310,678)
Citation 37

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Potential output, Natural rate of interest, Two-sector growth model, Bayesian estimation

11.

A Utility-Based Welfare Criterion in a Model with Endogenous Capital Accumulation

Number of pages: 40 Posted: 12 Mar 2004
Rochelle M. Edge
Board of Governors of the Federal Reserve System
Downloads 117 (318,613)
Citation 11

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Utility-based welfare criterion, capital accumulation

12.

The Responses of Wages and Prices to Techology

Number of pages: 40 Posted: 04 Mar 2004
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 82 (400,596)

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Inflation interia, estimated DGE models

13.

The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models

Number of pages: 26 Posted: 25 Sep 2000
Rochelle M. Edge
Board of Governors of the Federal Reserve System
Downloads 75 (421,415)
Citation 2

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Taylor-contracting, output persistence, sticky prices, sticky wages, firm-specific factor inputs

14.

Welfare-Maximizing Monetary Policy Under Parameter Uncertainty

FEDS Working Paper No. 2007-56
Number of pages: 42 Posted: 20 Aug 2007
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 60 (473,043)
Citation 3

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technology shocks, monetary policy rules, natural rate of output, natural rate of interest

General-Equilibrium Effects of Investment Tax Incentives

FEDS Working Paper No. 2010-17
Posted: 09 Jul 2021
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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General-Equilibrium Effects of Investment Tax Incentives

FEDS Working Paper No. 17
Number of pages: 66 Posted: 11 Mar 2011
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 33 (612,634)

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New-Keynesian model, business equipment investment, nominal depreciation allowances, partial-expensing allowances, bonus-depreciation allowances

General-Equilibrium Effects of Investment Tax Incentives

CAMA Working Paper No. 3/2010
Number of pages: 62 Posted: 31 Aug 2010
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 24 (675,262)
Citation 2

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New-Keynesian model, Business equipment investment, Nominal depreciation allowances, Partial-expensing allowances, Bonus-depreciation allowances

16.
Downloads 56 (488,411)
Citation 9

Taxation and the Taylor Principle

FEDS Working Paper No. 2002-51
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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Taxation and the Taylor Principle

Number of pages: 37 Posted: 28 Jan 2003
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 56 (496,242)
Citation 9

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Taylor rule, Taylor principle, equilibrium determinacy

17.

Financial Stability Committees and Basel III Macroprudential Capital Buffers

FEDS Working Paper No. 2020-16
Number of pages: 44 Posted: 18 May 2020
Rochelle M. Edge and Nellie Liang
Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 54 (496,561)
Citation 1

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Delegation; Financial stability committees; Credit growth; Macroprudential policy; Countercyclical capital buffer; Bank regulators

18.

Temporary Partial Expensing in a General-Equilibrium Model

Number of pages: 48 Posted: 04 May 2005
Jeremy B. Rudd and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 47 (526,663)
Citation 2

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Investment tax incentives, investment tax credit, expensing allowances

19.

Real-Time Properties of the Federal Reserve's Output Gap

FEDS Working Paper No. 2012-86
Number of pages: 17 Posted: 13 Jan 2013
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 40 (560,269)
Citation 3

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output gap, potential output, real-time data, inflation forecasting

20.

Financial Stability Committees and the Countercyclical Capital Buffer

Deutsche Bundesbank Discussion Paper No. 04/2020
Number of pages: 37 Posted: 18 Mar 2020
Rochelle M. Edge and Nellie Liang
Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 29 (621,841)
Citation 3

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Financial stability committees, Bank regulators, Delegation, Macroprudential policy, Countercyclical capital buffer, Credit growth

21.

Bank Capital Buffers and Lending, Firm Financing and Spending: What Can We Learn from Five Years of Stress Test Results?

Number of pages: 80 Posted: 13 Apr 2022
Jose M. Berrospide and Rochelle M. Edge
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 10 (767,077)

Abstract:

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G21, G28

22.

How Useful are Estimated DSGE Model Forecasts for Central Bankers?

CEPR Discussion Paper No. DP8158
Number of pages: 79 Posted: 27 Dec 2010
Rochelle M. Edge and Refet S. G├╝rkaynak
Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 5 (813,094)
Citation 11
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Abstract:

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DSGE model forecast, forecast comparison, Great Moderation

23.

The Responses of Wages and Prices to Technology Shocks

FEDS Working Paper No. 2003-65
Posted: 19 Jul 2021 Last Revised: 22 Jul 2021
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Federal Reserve Bank of New York

Abstract:

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24.

Learning and Shifts in Long-Run Productivity Growth

FEDS Working Paper No. 2004-21
Posted: 19 Jul 2021 Last Revised: 22 Jul 2021
Rochelle M. Edge, Thomas Laubach and John C. Williams
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Federal Reserve Bank of New York

Abstract:

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25.

A New Dataset of Macroprudential Policy Governance Structures

FRB IFDP Notes No. 2017-11-07
Posted: 14 Jul 2021
Ricardo Correa, Rochelle M. Edge and Nellie Liang
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Brookings Institution

Abstract:

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26.

Real-Time Properties of the Federal Reserve'S Output Gap

FEDS Working Paper No. 2012-86
Posted: 09 Jul 2021
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

Abstract:

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27.

Temporary Partial Expensing in a General-Equilibrium Model

FEDS Working Paper No. 2005-19
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Rochelle M. Edge and Jeremy B. Rudd
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

Abstract:

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28.

Documentation of the Research and Statistics Division's Estimated DSGE Model of the U.S. Economy: 2006 Version

FEDS Working Paper No. 2007-53
Posted: 02 Jul 2021
Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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29.

A Comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model

FEDS Working Paper No. 2009-10
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Economic forecasting, time series analysis, Macroeconomics

30.

Measuring the Severity of Stress-Test Scenarios

FEDS Notes No. 2017-05-05 https://doi.org/10.17016/2380-7172.1970
Posted: 14 Oct 2017
Ceyhun Bora Durdu, Rochelle M. Edge and Daniel Schwindt
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Independent

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Credit-to-Gdp Trends and Gaps by Lender-And Credit-Type

FEDS Notes No. 2015-12-03
Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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Credit-to-GDP Trends and Gaps by Lender- and Credit-type

FEDS Notes No. 2015-12-03 https://doi.org/10.17016/2380-7172.1653
Posted: 31 Oct 2015
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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