Donghai Zhang

Institute for Macroeconomics and Econometrics - University of Bonn

Bonn

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

290

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.
Downloads 156 (236,342)
Citation 2

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 130 (274,032)

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 26 (616,880)
Citation 2

Abstract:

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Macroeconomic risk, Shocks, Local projections

2.

Information Frictions, Monetary Policy, and the Paradox of Price Flexibility

Number of pages: 50 Posted: 01 Dec 2020
Shengliang Ou, Donghai Zhang and Renbin Zhang
Shanghai University of Finance and Economics, Institute for Macroeconomics and Econometrics - University of Bonn and Shandong University
Downloads 53 (469,937)

Abstract:

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Dispersed beliefs, Information Frictions, Spillover Effects, Monetary Policy, Inflation Target, Paradox of Price Flexibility

3.

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 31 (569,184)

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

4.

Bubbly Firm Dynamics and Aggregate Fluctuations

Number of pages: 66 Posted: 13 Apr 2021
Haozhou Tang and Donghai Zhang
Bank of Mexico and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 25 (612,919)

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Rational Bubbles, Firm Dynamics, Heterogeneous Firms

5.

Quantifying the Federal Reserve’s Objectives Using a Structural Vector Autoregressive Model

Number of pages: 33 Posted: 13 Feb 2020 Last Revised: 15 Mar 2021
Shengliang Ou and Donghai Zhang
Shanghai University of Finance and Economics and Institute for Macroeconomics and Econometrics - University of Bonn
Downloads 25 (606,124)

Abstract:

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Targeting Rule, Central Bank Preference, Structural Vector Autoregressive (SVAR) Model, Sign Restrictions, Great Inflation, Great Moderation