Donghai Zhang

Institute for Macroeconomics and Econometrics - University of Bonn

Bonn

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

70

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.
Downloads 58 (371,346)
Citation 1

Assessing Macroeconomic Tail Risk

FRB Richmond Working Paper No. 19-10
Number of pages: 22 Posted: 19 Apr 2019 Last Revised: 30 May 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 39 (448,207)

Abstract:

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macroeconomic risk, shocks, local projections

Assessing Macroeconomic Tail Risk

FEDS Working Paper No. 2019-026
Number of pages: 21 Posted: 16 Apr 2019
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 19 (559,370)
Citation 1

Abstract:

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Macroeconomic risk, Shocks, Local projections

2.

Term Structure, Forecast Revision and the Signaling Channel of Monetary Policy

Number of pages: 40 Posted: 10 Apr 2019
Donghai Zhang
Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 12 (583,477)

Abstract:

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Monetary Policy, Yield Curve, Professional Forecasts, Information Frictions, Kalman Filter