Yannick Timmer

International Monetary Fund (IMF) - Research Department

Economist

700 19th Street NW

Washington, DC 20431

United States

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 24,761

SSRN RANKINGS

Top 24,761

in Total Papers Downloads

3,510

SSRN CITATIONS
Rank 4,784

SSRN RANKINGS

Top 4,784

in Total Papers Citations

315

CROSSREF CITATIONS

27

Scholarly Papers (19)

Monetary Policy, Inflation Outlook, and Recession Probabilities

FEDS Notes No. 2022-07-12
Posted: 21 Jul 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department, Independent, International Monetary Fund (IMF) - Research Department and Board of Governors of the Federal Reserve System

Abstract:

Loading...

Monetary Policy, Inflation Outlook, and Recession Probabilities

Economic Perspectives, No. 4, 2022
Number of pages: 14 Posted: 03 Aug 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) - Research Department and Board of Governors of the Federal Reserve System
Downloads 334 (150,032)

Abstract:

Loading...

yield-curve slope, recession forecasts, monetary policy, bond risk premia, policy path, inflation forecasts, near-term forward spread, Asset Markets and Pricing, Equities, Fixed Income Securities, Business Fluctuations, Cycles, Prices

Monetary Policy, Inflation Outlook, and Recession Probabilities

Number of pages: 18 Posted: 22 Jul 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) - Research Department and Board of Governors of the Federal Reserve System
Downloads 242 (209,369)

Abstract:

Loading...

yield-curve slope, recession forecasts, near-term forward spread, monetary policy, bond risk premia, policy path

Monetary Policy, Inflation Outlook, and Recession Probabilities

FRB of Chicago Working Paper No. 2022-31
Number of pages: 19 Posted: 13 Jul 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) - Research Department and Board of Governors of the Federal Reserve System
Downloads 34 (757,807)
Citation 1

Abstract:

Loading...

yield-curve slope, recession forecasts, monetary policy, bond risk premia, policy path, inflation forecasts, near-term forward spread

IT Shields: Technology Adoption and Economic Resilience during the COVID-19 Pandemic

Number of pages: 40 Posted: 02 Nov 2020
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 234 (216,395)

Abstract:

Loading...

Technology, IT Adoption, Inequality, Skill-Biased Technical Change

IT Shields: Technology Adoption and Economic Resilience During the COVID-19 Pandemic

CESifo Working Paper No. 8720
Number of pages: 42 Posted: 03 Dec 2020
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 154 (315,947)
Citation 1

Abstract:

Loading...

IT Shields: Technology Adoption and Economic Resilience During the COVID-19 Pandemic

IMF Working Paper No. 20/208
Number of pages: 42 Posted: 08 Dec 2020
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 48 (661,959)
Citation 1

Abstract:

Loading...

IT Shields: Technology Adoption and Economic Resilience During the COVID-19 Pandemic

FEDS Working Paper No. 2023-10
Number of pages: 51 Posted: 11 May 2023
Myrto Oikonomou, Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 9 (991,100)
Citation 1

Abstract:

Loading...

Unemployment Rate, Technology, IT Adoption, Inequality, Skill-Biased Technical Change

3.
Downloads 365 (137,205)
Citation 30

Discriminatory Pricing of Over-the-Counter Derivatives

Swiss Finance Institute Research Paper No. 17-70
Number of pages: 63 Posted: 10 Jan 2018 Last Revised: 11 Jun 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 228 (221,981)
Citation 3

Abstract:

Loading...

Transaction costs, OTC markets, multi-dealer platforms, relationship trading

Discriminatory Pricing of Over-the-Counter Derivatives

IMF Working Paper No. 19/100
Number of pages: 46 Posted: 14 Jun 2019
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 92 (464,506)
Citation 2

Abstract:

Loading...

Market interest rates, Credit default swap, Exchange markets, Interest parity, Currency swaps, Transaction costs, search frictions, information rents, RFQ platforms, RFQ, mid-price, counterparties, price adjustment, price discrimination

Discriminatory Pricing of Over-the-Counter Derivatives

ESRB: Working Paper Series No. 2017/61
Number of pages: 42 Posted: 05 Nov 2020
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 42 (700,223)

Abstract:

Loading...

corporate hedging, dealer spreads, information rents, RFQ platforms

Discriminatory Pricing of Over-the-Counter Derivatives

CEPR Discussion Paper No. DP12525
Number of pages: 42 Posted: 02 Jan 2018
Harald Hau, Peter Hoffmann, Sam Langfield and Yannick Timmer
University of Geneva - Geneva Finance Research Institute (GFRI), European Central Bank (ECB), European Central Bank and International Monetary Fund (IMF) - Research Department
Downloads 3 (1,045,805)
Citation 5
  • Add to Cart

Abstract:

Loading...

corporate hedging, Dealer spreads, information rents, RFQ platforms

The Importance of Technology in Banking During a Crisis

ESRB: Working Paper Series 2021/117
Number of pages: 58 Posted: 31 Mar 2021
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 308 (163,536)

Abstract:

Loading...

The Importance of Technology in Banking During a Crisis

FEDS Working Paper No. 2022-20
Number of pages: 47 Posted: 27 Apr 2022
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 48 (661,959)
Citation 4

Abstract:

Loading...

Technology, Financial Stability, IT Adoption, Non-Performing Loans, Screening

Tech in Fin Before FinTech: Blessing or Curse for Financial Stability?

IMF Working Paper No. 20/14
Number of pages: 44 Posted: 10 Jun 2020
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 244 (207,652)
Citation 3

Abstract:

Loading...

Financial crises, Macroprudential policies and financial stability, Financial markets, Financial institutions, Financial systems, Technology, Financial Stability, IT Adoption, Non-Performing Loans, WP, pre-crisis, GFC, non-performing loan, Rajan

Tech in Fin Before FinTech: Blessing or Curse for Financial Stability?

CESifo Working Paper No. 8067
Number of pages: 44 Posted: 04 Feb 2020
Nicola Pierri and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 98 (445,343)

Abstract:

Loading...

technology, financial stability, IT adoption, non-performing loans

Cyclical Investment Behavior Across Financial Institutions

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 01 Dec 2015 Last Revised: 20 Dec 2017
Yannick Timmer
International Monetary Fund (IMF) - Research Department
Downloads 237 (213,668)
Citation 1

Abstract:

Loading...

Portfolio Allocation, Investment Behavior, Financial Markets, Debt Securities, Balance Sheet Constraints

Cyclical Investment Behavior Across Financial Institutions

Bundesbank Discussion Paper No. 08/2016
Number of pages: 38 Posted: 21 Jun 2016
Yannick Timmer
International Monetary Fund (IMF) - Research Department
Downloads 39 (720,940)
Citation 9

Abstract:

Loading...

Cyclicality, Portfolio Allocation, Financial Stability, Debt Capital Flows

Cyclical Investment Behavior Across Financial Institutions

ESRB: Working Paper Series No. 2018/77
Number of pages: 55 Posted: 05 Nov 2020
Yannick Timmer
International Monetary Fund (IMF) - Research Department
Downloads 37 (735,387)

Abstract:

Loading...

balance sheet constraints, debt securities, financial markets, investment behavior, portfolio allocation

Cyclical Investment Behavior Across Financial Institutions

ESRB: Working Paper Series No. 2016/18
Number of pages: 36 Posted: 05 Nov 2020
Yannick Timmer
International Monetary Fund (IMF) - Research Department
Downloads 28 (806,404)
Citation 20

Abstract:

Loading...

Cyclicality, Portfolio Allocation, Financial Stability, Debt Capital Flows

Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area

Number of pages: 69 Posted: 12 Oct 2021 Last Revised: 12 Jul 2023
Deutsche Bundesbank, University of Cambridge - Faculty of Economics, University of Bonn and International Monetary Fund (IMF) - Research Department
Downloads 216 (234,771)

Abstract:

Loading...

Negative Interest Rates, Quantitative Easing, Unconventional Monetary Policy, Bank Lending Channel

Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area

CESifo Working Paper No. 9363
Number of pages: 52 Posted: 28 Oct 2021
Deutsche Bundesbank, University of Cambridge - Faculty of Economics, University of Bonn and International Monetary Fund (IMF) - Research Department
Downloads 30 (789,896)
Citation 2

Abstract:

Loading...

negative interest rates, quantitative easing, unconventional monetary policy, bank lending channel

8.

Stagflationary Stock Returns and the Role of Market Power

Number of pages: 54 Posted: 20 Aug 2023
Benjamin Knox and Yannick Timmer
Board of Governors of the Federal Reserve System and International Monetary Fund (IMF) - Research Department
Downloads 173 (287,495)

Abstract:

Loading...

Inflation, Stock Returns, Market Power, Stagnant Cashflows

The Dominant Currency Financing Channel of External Adjustment

International Finance Discussion Paper No. 1343
Number of pages: 86 Posted: 18 May 2022
Camila Casas, Sergii Meleshchuk and Yannick Timmer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 62 (585,214)
Citation 3

Abstract:

Loading...

Imports, Exports, Foreign Currency Exposure, Capital Structure, Exchange Rates, Debt Revaluation, Hedging

The Dominant Currency Financing Channel of External Adjustment

IMF Working Paper No. 2023/164
Number of pages: 81 Posted: 23 Aug 2023
Camila Casas, Sergii Meleshchuk and Yannick Timmer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 24 (841,333)
Citation 1

Abstract:

Loading...

Imports, Exports, Foreign Currency Exposure, Capital Structure, Exchange Rates, Debt Revaluation, Hedging

The Dominant Currency Financing Channel of External Adjustment

CESifo Working Paper No. 10514
Number of pages: 80 Posted: 27 Jun 2023
Camila Casas, Sergii Meleshchuk and Yannick Timmer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 23 (850,629)

Abstract:

Loading...

imports, exports, foreign currency exposure, capital structure, exchange rates, debt revaluation, hedging

Does it Help? Information Technology in Banking and Entrepreneurship

IMF Working Paper No. 2021/214
Number of pages: 57 Posted: 04 Feb 2022 Last Revised: 24 Feb 2022
European Central Bank, Financial Research Division, Bank for International Settlements, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 69 (552,490)

Abstract:

Loading...

technology in banking, entrepreneurship, information technology, collateral, screening, banks' IT adoption, importance of information technology, IT in banking, startup activity, bank screening, Collateral, Self-employment, Employment, Job creation

Does IT Help? Information Technology in Banking and Entrepreneurship

Number of pages: 75 Posted: 26 Apr 2023
European Central Bank, Financial Research Division, Bank for International Settlements, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 23 (850,629)

Abstract:

Loading...

technology in banking, entrepreneurship, information technology, collateral, screening

Does it Help? Information Technology in Banking and Entrepreneurship

CEPR Discussion Paper No. DP17335
Number of pages: 64 Posted: 23 Jun 2022
European Central Bank, Financial Research Division, Bank for International Settlements, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

Collateral, entrepreneurship, Information Technology, screening, technology in banking

11.

Sources of Fluctuations in Short-Term Yields and Recession Probabilities

Number of pages: 12 Posted: 09 Aug 2022
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago - Research Department, Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) - Research Department and Board of Governors of the Federal Reserve System
Downloads 89 (470,259)

Abstract:

Loading...

yield‐curve slope, recession forecasts, monetary policy, bond risk premia, policy path, inflation forecasts, near‐term forward spread

12.

Financial Frictions and the Great Productivity Slowdown

IMF Working Paper No. 17/129
Number of pages: 33 Posted: 09 Aug 2017
Romain Duval, Gee Hee Hong and Yannick Timmer
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 67 (553,739)
Citation 20

Abstract:

Loading...

Productivity, Financial Friction, Financial Vulnerability, Global Financial Crisis, Intangible Investment, Endogenous Growth, Financial Markets and the Macroeconomy, General, General

13.

Monetary Policy Under Labor Market Power

IMF Working Paper No. 2022/128
Number of pages: 51 Posted: 27 Jul 2022
Anastasia Burya, Rui C. Mano, Yannick Timmer and Anke Weber
Columbia University, International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 64 (567,052)

Abstract:

Loading...

Labor market power, Monetary Policy, Vacancies, Wages, vacancy posting, wage Phillips curve, technology skill, monetary policy shock, Labor markets, Labor demand, Labor share, Unemployment rate, Global, labor demand effects of monetary policy, Employment

The Price of Capital Goods: A Driver of Investment Under Threat

Number of pages: 60 Posted: 03 Jun 2019
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 32 (773,556)
Citation 1

Abstract:

Loading...

Investment, Price of Capital Goods, Trade

The Price of Capital Goods: A Driver of Investment Under Threat

IMF Working Paper No. 19/134
Number of pages: 37 Posted: 20 Jul 2019
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 25 (832,310)
Citation 1

Abstract:

Loading...

Real interest rates, Producer prices, Economic integration, Capital goods, Low-income developing countries, Relative price of investment goods, trade integration, trade barriers, capital deepening, global value chain, relative price, investment rate, trade cost, real investment, producer price

Exchange Rate Elasticities of International Tourism and the Role of Dominant Currency Pricing

CESifo Working Paper No. 9743
Number of pages: 41 Posted: 24 May 2022
Ding Ding and Yannick Timmer
International Monetary Fund and International Monetary Fund (IMF) - Research Department
Downloads 27 (814,849)
Citation 1

Abstract:

Loading...

exchange rates, trade, tourism, dominant currency pricing

Exchange Rate Elasticities of International Tourism and the Role of Dominant Currency Pricing

IMF Working Paper No. 2022/024
Number of pages: 36 Posted: 30 Mar 2022
Ding Ding and Yannick Timmer
International Monetary Fund and International Monetary Fund (IMF) - Research Department
Downloads 16 (918,668)

Abstract:

Loading...

International tourism, trade of services, exchange rate elasticity, dominant currency pricing, dominant currency financing, ding ding, currency pricing, Country-specific dominant currencies, exchange rate vis-à-vis, Exchange rates, Currencies, Tourism, Exchange rate adjustments, Depreciation, Caribbean, Global

Exchange Rate Elasticities of International Tourism and the Role of Dominant Currency Pricing

International Finance Discussion Paper No. 1378
Number of pages: 52 Posted: 11 Sep 2023
Ding Ding and Yannick Timmer
International Monetary Fund and International Monetary Fund (IMF) - Research Department
Downloads 11 (970,614)

Abstract:

Loading...

Exchange rates, Trade flows, Tourism, Dominant currency pricing

16.

Cyclical Investment Behaviour across Financial Institutions

ECMI Working Paper No. 4
Number of pages: 61 Posted: 22 Oct 2017
Yannick Timmer
International Monetary Fund (IMF) - Research Department
Downloads 38 (709,731)

Abstract:

Loading...

investment behaviour, cyclical investment behaviour, banking, financial institutions, capital market union

17.

Intervening Against the Fed

CESifo Working Paper No. 10575
Number of pages: 50 Posted: 01 Aug 2023
Alexander Rodnyansky, Yannick Timmer and Naoki Yago
University of Cambridge - Department of Pathology, International Monetary Fund (IMF) - Research Department and The University of Cambridge
Downloads 33 (744,670)

Abstract:

Loading...

foreign exchange intervention, monetary policy spillovers, balance sheet channel, exchange rates, dollar debt

18.

Are Capital Goods Tariffs Different?

IMF Working Paper No. 20/61
Number of pages: 36 Posted: 10 Jun 2020
Sergii Meleshchuk and Yannick Timmer
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 29 (775,109)

Abstract:

Loading...

Import tariffs, Capital goods, Development, Total factor productivity, Trade restrictions, Investment, Tariffs, Price of Capital, Employment, Trade reform, Colombia, WP, investment rate, intermediate input, capital good, tariff, quartile

19.

Distressed Firms and the Large Effects of Monetary Policy Tightenings

FEDS Notes No. 2023-06-23-1
Posted: 27 Jun 2023
Ander Perez-Orive and Yannick Timmer
Board of Governors of the Federal Reserve System and International Monetary Fund (IMF) - Research Department

Abstract:

Loading...