Donghai Zhang

National University of Singapore (NUS), Department of Economics

Singapore

Singapore

SCHOLARLY PAPERS

15

DOWNLOADS

2,040

TOTAL CITATIONS
Rank 27,749

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Top 27,749

in Total Papers Citations

15

Scholarly Papers (15)

1.
Downloads 874 (58,296)
Citation 9

Assessing Macroeconomic Tail Risk

Number of pages: 69 Posted: 10 Jan 2022 Last Revised: 13 May 2024
Francesca Loria, Christian Matthes and Donghai Zhang
Board of Governors of the Federal Reserve System, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 628 (88,715)
Citation 5

Abstract:

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Macroeconomic Risk, Shocks, Local Projections

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, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 192 (328,724)

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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, Indiana University Bloomington, Department of Economics, Students and National University of Singapore (NUS), Department of Economics
Downloads 54 (799,719)
Citation 4

Abstract:

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Macroeconomic risk, Shocks, Local projections

Monetary Policy, Firm Heterogeneity, and the Distribution of Investment Rates

Number of pages: 53 Posted: 28 Dec 2022
Matthias Gnewuch and Donghai Zhang
European Stability Mechanism and National University of Singapore (NUS), Department of Economics
Downloads 127 (468,734)

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Investment Rate Distribution, Adjustment Costs, Lumpy Investment, Heterogeneous Sensitivity, Extensive Margin, Monetary Policy

3.

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 Jiao Tong University (SJTU) - Antai College of Economics and Management, National University of Singapore (NUS), Department of Economics and Shandong University
Downloads 130 (458,558)
Citation 2

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

4.

Bubbly Firm Dynamics and Aggregate Fluctuations

Number of pages: 33 Posted: 13 Apr 2021 Last Revised: 03 Jul 2022
Haozhou Tang and Donghai Zhang
Dongbei University of Finance and Economics and National University of Singapore (NUS), Department of Economics
Downloads 125 (472,753)
Citation 4

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Rational Bubbles, Firm Dynamics, Heterogeneous Firms

5.

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

Number of pages: 40 Posted: 10 Apr 2019
Donghai Zhang
National University of Singapore (NUS), Department of Economics
Downloads 114 (507,283)

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

6.

The Macroeconomic Effects of Unemployment Insurance Extensions: A Policy Rule-Based Identification Approach

Number of pages: 52 Posted: 04 Apr 2024 Last Revised: 06 Feb 2025
Rubén Domínguez-Díaz and Donghai Zhang
Banco de España and National University of Singapore (NUS), Department of Economics
Downloads 109 (524,314)

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Unemployment Insurance, UI extensions, Heterogeneous Agents

7.

The Ambiguous Signaling Channel of Monetary Policy

Number of pages: 52 Posted: 20 Apr 2022
Donghai Zhang
National University of Singapore (NUS), Department of Economics
Downloads 103 (546,495)

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Monetary Policy, Ambiguous Signaling Channel, Excess-sensitivity Puzzle, Price Puzzle, Output Puzzle, Asymmetry

8.

The Return of Greenspan: Mumbling with Great Incoherence

Number of pages: 45 Posted: 27 Apr 2022
Shengliang Ou, Donghai Zhang and Renbin Zhang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, National University of Singapore (NUS), Department of Economics and Shandong University
Downloads 96 (573,163)

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Central Bank Communication, Sticky Prices, Dispersed Information, Informa- tion Frictions, Monetary Policy

9.

Lumpy R&D and the Great Twins: Great Moderation and Great Recession

Number of pages: 70 Posted: 08 May 2024
Lixing Wang and Donghai Zhang
University Bonn and National University of Singapore (NUS), Department of Economics
Downloads 82 (631,007)

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Heterogeneous Innovators, Lumpy R&D, Distribution, Great Twins, Medium-run Business Cycles

10.

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 Jiao Tong University (SJTU) - Antai College of Economics and Management and National University of Singapore (NUS), Department of Economics
Downloads 75 (663,292)

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

11.

Nominal Rigidities, Rational Inattention, and the Optimal Price Index Stabilization Policy

Number of pages: 56 Posted: 01 Aug 2023
Shengliang Ou, Penghui Yin, Donghai Zhang and Renbin Zhang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, Central University of Finance and Economics (CUFE) - China Economics and Management Academy, National University of Singapore (NUS), Department of Economics and Shandong University
Downloads 68 (698,945)

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Sticky Prices, Endogenous Information Acquisition, Price Index Stabiliza- tion, Optimal Policy

12.

Bubbly Credit Cycles

Number of pages: 76 Posted: 06 Dec 2022 Last Revised: 19 Dec 2023
Haozhou Tang and Donghai Zhang
Dongbei University of Finance and Economics and National University of Singapore (NUS), Department of Economics
Downloads 62 (732,647)

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Rational Bubbles, Heterogeneous Firms, Financial Frictions

13.

The Markup Elasticity of Monetary Non-Neutrality

Number of pages: 52 Posted: 05 Dec 2022
Christian Höynck, Minghao Li and Donghai Zhang
Bank of Italy, Peking University and National University of Singapore (NUS), Department of Economics
Downloads 52 (796,760)

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Rising market power, Monetary non-neutrality, Menu cost model, Heterogeneous market power, Multi-sector model

14.

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

Number of pages: 33 Posted: 14 Jun 2022
Shengliang Ou and Donghai Zhang
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and National University of Singapore (NUS), Department of Economics
Downloads 14 (1,182,034)

Abstract:

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Targeting Rule, Central Bank Preference, Structural Vector Autoregressive (SVAR)

15.

Nominal Rigidities, Rational Inattention, and the Optimal Price Index Stabilization Policy

Number of pages: 62 Posted: 30 Nov 2023
Shengliang Ou, Penghui Yin, Donghai Zhang and Renbin Zhang
Shanghai University of Finance and Economics, Central University of Finance and Economics, National University of Singapore (NUS), Department of Economics and Shandong University
Downloads 9 (1,241,264)

Abstract:

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Sticky Prices, Endogenous Information Acquisition, Price Index Stabilization, Optimal Policy