David Vestin

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 42,103

SSRN RANKINGS

Top 42,103

in Total Papers Downloads

1,393

SSRN CITATIONS
Rank 3,428

SSRN RANKINGS

Top 3,428

in Total Papers Citations

47

CROSSREF CITATIONS

353

Scholarly Papers (6)

A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Number of pages: 68 Posted: 13 Dec 2004
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 309 (123,166)
Citation 8

Abstract:

Loading...

Affine term-structure models, policy rules, new neo-classical synthesis

A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

Number of pages: 52 Posted: 23 Jul 2003
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 246 (156,018)
Citation 49

Abstract:

Loading...

affine term-structure models, policy rules, new neo-classical synthesis

2.

Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia

Number of pages: 56 Posted: 26 Jun 2003
Peter Hördahl and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 334 (113,936)
Citation 1

Abstract:

Loading...

3.

The Yield Curve and Macroeconomic Dynamics

ECB Working Paper No. 832
Number of pages: 66 Posted: 06 Dec 2007
Peter Hördahl, Oreste Tristani and David Vestin
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 231 (166,311)

Abstract:

Loading...

DSGE models, policy rules, term structure of interest rates, risk premia, second order approximations.

4.

Is Time Ripe for Price Level Path Stability?

ECB Working Paper No. 818
Number of pages: 44 Posted: 02 Nov 2007
Vítor Gaspar, Frank Smets and David Vestin
Bank of Portugal, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 91 (348,775)
Citation 2

Abstract:

Loading...

Price Level Stability, Expectations, Adaptive Learning

5.

Welfare Implications of Calvo Vs. Rotemberg Pricing Assumptions

ECB Working Paper No. 770
Number of pages: 20 Posted: 28 Jun 2007
Giovanni Lombardo and David Vestin
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 91 (348,775)
Citation 4

Abstract:

Loading...

Calvo price adjustment, Rotemberg price adjustment, welfare, inflation, second-order approximation

6.

Adaptive Learning, Persistence, and Optimal Monetary Policy

ECB Working Paper No. 644
Number of pages: 28 Posted: 30 Jun 2006
Vítor Gaspar, Frank Smets and David Vestin
Bank of Portugal, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 91 (348,775)
Citation 3

Abstract:

Loading...

Adaptive learning, rational expectations, policy rules, optimal policy