Rochelle M. Edge

Monetary Affairs Division at the Board of Governors of the Federal Reserve System

Deputy Director

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

19

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CITATIONS
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173

Scholarly Papers (19)

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 Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 471 (57,649)
Citation 14

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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 Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 171 (171,120)
Citation 14

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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 R. Meisenzahl
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 280 (106,017)
Citation 3

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

3.

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

International Finance Working Paper No. 673
Number of pages: 47 Posted: 02 Oct 2000
Rochelle M. Edge
Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 155 (185,922)
Citation 18

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sticky-price monetary business cycle models, multiple capital stocks

4.

How Useful are Estimated DSGE Model Forecasts?

Number of pages: 68 Posted: 18 Apr 2011
Rochelle M. Edge and Refet S. Gurkaynak
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 151 (190,151)
Citation 7

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DSGE Model Forecast, Forecast Comparison, Great Moderation

5.

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

International Finance Working Paper No. 671
Number of pages: 47 Posted: 21 Aug 2000
Rochelle M. Edge
Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 141 (200,941)
Citation 5

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

6.

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Federal Reserve Board and Federal Reserve Bank of New York
Downloads 118 (230,796)
Citation 29

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

7.

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
Monetary Affairs Division at the 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 112 (239,700)
Citation 23

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

8.

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
Monetary Affairs Division at the 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 107 (247,591)
Citation 7

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

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Federal Reserve Board and Federal Reserve Bank of New York
Downloads 104 (252,554)
Citation 16

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

10.

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

FEDS Working Paper No. 2003-66
Number of pages: 40 Posted: 12 Mar 2004
Rochelle M. Edge
Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 93 (271,947)
Citation 7

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Utility-based welfare criterion, capital accumulation

11.

The Responses of Wages and Prices to Techology

FEDS Working Paper No. 2003-65
Number of pages: 40 Posted: 04 Mar 2004
Rochelle M. Edge, Thomas Laubach and John C. Williams
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Federal Reserve Board and Federal Reserve Bank of New York
Downloads 76 (307,584)
Citation 10

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Inflation interia, estimated DGE models

12.

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

International Finance Working Paper No. 672
Number of pages: 26 Posted: 25 Sep 2000
Rochelle M. Edge
Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 73 (314,786)
Citation 8

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

13.

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Federal Reserve Board and Federal Reserve Bank of New York
Downloads 56 (360,756)
Citation 6

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

14.

Taxation and the Taylor Principle

FEDS Working Paper No. 2002-51
Number of pages: 37 Posted: 28 Jan 2003
Rochelle M. Edge and Jeremy B. Rudd
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Board - Macroeconomic Analysis Section
Downloads 50 (379,641)
Citation 8

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Taylor rule, Taylor principle, equilibrium determinacy

15.

Temporary Partial Expensing in a General-Equilibrium Model

FEDS Working Paper No. 2005-19
Number of pages: 48 Posted: 04 May 2005
Jeremy B. Rudd and Rochelle M. Edge
Federal Reserve Board - Macroeconomic Analysis Section and Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 43 (403,812)
Citation 2

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Investment tax incentives, investment tax credit, expensing allowances

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Board - Macroeconomic Analysis Section
Downloads 24 (502,396)
Citation 1

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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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Board - Macroeconomic Analysis Section
Downloads 16 (552,496)
Citation 1

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

17.

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Board - Macroeconomic Analysis Section
Downloads 31 (452,122)

Abstract:

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

18.

New Financial Stability Governance Structures and Central Banks

FEDS Working Paper No. 2019-019
Number of pages: 45 Posted: 28 Mar 2019
Rochelle M. Edge and Nellie Liang
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 26 (476,623)

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Central bank independence, Countercyclical capital buffer, Financial stability committees, Macroprudential policy

19.

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. Gurkaynak
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 5 (598,030)
Citation 8
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DSGE model forecast, forecast comparison, Great Moderation