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

23

DOWNLOADS
Rank 20,683

SSRN RANKINGS

Top 20,683

in Total Papers Downloads

2,616

SSRN CITATIONS
Rank 4,100

SSRN RANKINGS

Top 4,100

in Total Papers Citations

139

CROSSREF CITATIONS

169

Scholarly Papers (23)

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 483 (64,757)
Citation 57

Abstract:

Loading...

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 248 (137,799)
Citation 34

Abstract:

Loading...

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 310 (109,479)
Citation 38

Abstract:

Loading...

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

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 167 (199,328)
Citation 12

Abstract:

Loading...

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. G├╝rkaynak
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 165 (201,315)
Citation 8

Abstract:

Loading...

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

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 153 (214,622)
Citation 11

Abstract:

Loading...

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, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 121 (258,072)
Citation 22

Abstract:

Loading...

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 118 (262,941)
Citation 37

Abstract:

Loading...

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 115 (267,789)
Citation 21

Abstract:

Loading...

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, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 113 (271,215)
Citation 12

Abstract:

Loading...

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

10.

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

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 104 (287,345)
Citation 11

Abstract:

Loading...

Utility-based welfare criterion, capital accumulation

11.

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 90 (315,507)
Citation 7

Abstract:

Loading...

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

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 78 (344,192)

Abstract:

Loading...

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System
Downloads 75 (352,032)
Citation 2

Abstract:

Loading...

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 58 (402,572)
Citation 3

Abstract:

Loading...

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

15.

Taxation and the Taylor Principle

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 52 (423,384)
Citation 9

Abstract:

Loading...

Taylor rule, Taylor principle, equilibrium determinacy

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 30 (531,949)

Abstract:

Loading...

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 20 (598,268)

Abstract:

Loading...

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

17.

Temporary Partial Expensing in a General-Equilibrium Model

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 45 (449,970)
Citation 2

Abstract:

Loading...

Investment tax incentives, investment tax credit, expensing allowances

18.

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 38 (479,603)
Citation 7

Abstract:

Loading...

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

19.

Financial Stability Committees and Basel III Macroprudential Capital Buffers

FEDS Working Paper No. 2020-016 https://doi.org/10.17016/FEDS.2020.016
Number of pages: 44 Posted: 18 May 2020
Rochelle M. Edge and Nellie Liang
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 14 (618,839)

Abstract:

Loading...

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

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Brookings Institution
Downloads 14 (618,839)
Citation 1

Abstract:

Loading...

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

21.

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
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 5 (683,746)
Citation 11
  • Add to Cart

Abstract:

Loading...

DSGE model forecast, forecast comparison, Great Moderation

22.

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, Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Independent

Abstract:

Loading...

23.

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
Board of Governors of the Federal Reserve System (FRB), affiliation not provided to SSRN, Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...