Gavin Goy

De Nederlandsche Bank

Westeinde 1

1017 ZN Amsterdam

Netherlands

http://https://www.dnb.nl

SCHOLARLY PAPERS

5

DOWNLOADS

610

SSRN CITATIONS
Rank 39,208

SSRN RANKINGS

Top 39,208

in Total Papers Citations

15

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.
Downloads 328 (128,468)
Citation 2

A Structural Investigation of Quantitative Easing

Deutsche Bundesbank Discussion Paper No. 01/2021
Number of pages: 107 Posted: 10 Feb 2021
Gregor Boehl, Gavin Goy and Felix Strobel
University of Bonn, De Nederlandsche Bank and Deutsche Bundesbank
Downloads 234 (180,301)

Abstract:

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A Structural Investigation of Quantitative Easing

De Nederlandsche Bank Working Paper No. 691
Number of pages: 49 Posted: 13 Aug 2020
Gavin Goy, Felix Strobel and Gregor Boehl
De Nederlandsche Bank, Deutsche Bundesbank and University Bonn
Downloads 94 (376,221)
Citation 2

Abstract:

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Quantitative Easing, Liquidity Facilities, Zero Lower Bound, Nonlinear Bayesian Estimation

2.
Downloads 161 (252,332)
Citation 2

Natural Rate Chimera and Bond Pricing Reality

ECB Working Paper No. 2021/2612
Number of pages: 40 Posted: 19 Nov 2021
Claus Brand, Gavin Goy and Wolfgang Lemke
European Central Bank (ECB), De Nederlandsche Bank and European Central Bank
Downloads 90 (386,750)

Abstract:

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arbitrage-free Nelson-Siegel term structure model, Bayesian estimation, equilibrium real rate, natural rate of interest, r*, term premia, unobserved components

Natural Rate Chimera and Bond Pricing Reality

De Nederlandsche Bank Working Paper No. 666, January 2020
Number of pages: 47 Posted: 04 Feb 2020
Claus Brand, Gavin Goy and Wolfgang Lemke
European Central Bank (ECB), De Nederlandsche Bank and European Central Bank
Downloads 71 (444,853)
Citation 2

Abstract:

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natural rate of interest, r, equilibrium real rate, arbitrage-free Nelson-Siegel term structure model, term premia, unobserved components, Bayesian estimation

3.

Forward Guidance and the Role of Central Bank Credibility under Heterogeneous Beliefs

De Nederlandsche Bank Working Paper No. 614
Number of pages: 56 Posted: 06 Dec 2018
De Nederlandsche Bank, Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 60 (478,592)
Citation 9

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Forward Guidance, Heterogeneous Beliefs, Bounded Rationality, Central Bank Learning

Should Developed Economies Manage International Capital Flows? An Empirical and Welfare Analysis

De Nederlandsche Bank Working Paper No. 702
Number of pages: 49 Posted: 05 Jan 2021
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 33 (620,005)

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Bayesian panel VAR, capital controls, exchange rate regime, welfare

Should Developed Economies Manage International Capital Flows? An Empirical and Welfare Analysis

Number of pages: 43 Posted: 22 Mar 2022
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 11 (798,609)

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country risk premium, capital flow management, Bayesian panel VAR, exchange rate regime, welfare analysis

5.

Home Biased Expectations and Macroeconomic Imbalances in a Monetary Union

De Nederlandsche Bank Working Paper No. 556
Number of pages: 54 Posted: 07 Jun 2017
Dennis Bonam and Gavin Goy
VU University Amsterdam and De Nederlandsche Bank
Downloads 17 (717,405)
Citation 2

Abstract:

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monetary union, macroeconomic imbalances, home biased expectations, E-stability