Stefano Eusepi

University of Texas at Austin

2317 Speedway

Austin, TX 78712

United States

SCHOLARLY PAPERS

29

DOWNLOADS
Rank 22,918

SSRN RANKINGS

Top 22,918

in Total Papers Downloads

2,836

SSRN CITATIONS
Rank 3,110

SSRN RANKINGS

Top 3,110

in Total Papers Citations

247

CROSSREF CITATIONS

184

Scholarly Papers (29)

1.
Downloads 628 ( 54,634)
Citation 12

Anchored Inflation Expectations

Number of pages: 70 Posted: 15 Aug 2017 Last Revised: 28 Sep 2021
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Frankfurt School of Finance and Management and University of Melbourne - Department of Economics
Downloads 610 (55,988)
Citation 13

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Anchored expectations, in ation expectations, survey data

Anchored Inflation Expectations

CAMA Working Paper No. 25/2020 (Updated August 2021)
Number of pages: 70 Posted: 17 Mar 2020 Last Revised: 28 Sep 2021
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Frankfurt School of Finance and Management and University of Melbourne - Department of Economics
Downloads 18 (687,552)
Citation 4

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Anchored expectations, inflation expectations, survey data

Anchored Inflation Expectations

Number of pages: 73 Posted: 20 Aug 2019 Last Revised: 14 May 2021
University of Texas at Austin, Frankfurt School of Finance and Management, University of Melbourne - Department of Economics and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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2.

The Term Structure of Expectations and Bond Yields

Number of pages: 88 Posted: 31 May 2016 Last Revised: 11 Apr 2018
Richard K. Crump, Stefano Eusepi and Emanuel Moench
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Frankfurt School of Finance and Management
Downloads 350 (110,119)
Citation 10

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term premiums, expectations formation, survey forecasts, monetary policy, business cycle fluctuations

3.

The FRBNY DSGE Model

Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 191 (202,095)
Citation 22

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DSGE models, Bayesian estimation

4.
Downloads 166 (228,157)
Citation 48

Fundamental Disagreement

Number of pages: 52 Posted: 11 Jan 2014 Last Revised: 07 Dec 2014
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Frankfurt School of Finance and Management
Downloads 126 (285,629)
Citation 4

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expectations, survey forecasts, imperfect information, term structure of disagreement

Fundamental Disagreement

Banque de France Working Paper No. 524
Number of pages: 57 Posted: 29 Nov 2014
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Frankfurt School of Finance and Management
Downloads 40 (542,006)
Citation 44

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Expectations, survey forecasts, imperfect information, term structure of disagreement

5.

Comparing Forecast-Based and Backward-Looking Taylor Rules: A Global Analysis

Number of pages: 44 Posted: 31 Jan 2005
Stefano Eusepi
University of Texas at Austin
Downloads 151 (246,979)
Citation 6

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learnability, inflation targeting, simple feedback rules, endogenous fluctuations

The Science of Monetary Policy: An Imperfect Knowledge Perspective

Number of pages: 73 Posted: 06 Jul 2016 Last Revised: 30 Aug 2017
Stefano Eusepi and Bruce Preston
University of Texas at Austin and University of Melbourne - Department of Economics
Downloads 81 (384,585)
Citation 14

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monetary policy, expectations formation, learning

The Science of Monetary Policy: An Imperfect Knowledge Perspective

CAMA Working Paper No. 7/2016
Number of pages: 72 Posted: 13 Feb 2016 Last Revised: 15 Feb 2016
Bruce Preston and Stefano Eusepi
University of Melbourne - Department of Economics and University of Texas at Austin
Downloads 63 (442,649)

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7.

Subjective Intertemporal Substitution

Number of pages: 70 Posted: 24 Jul 2015 Last Revised: 12 Aug 2021
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 132 (274,691)
Citation 22

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subjective expectations, inflation expectations, Euler equation, elasticity of

8.

Policy Initiatives in the Global Recession: What Did Forecasters Expect?

Number of pages: 11 Posted: 25 Feb 2012
Carlos Carvalho, Stefano Eusepi and Christian Grisse
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin and Swiss National Bank
Downloads 130 (277,759)
Citation 1

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unconventional monetary policy, inflation expectations

9.

Central Bank Transparency Under Model Uncertainty

Number of pages: 36 Posted: 01 Feb 2005
Stefano Eusepi
University of Texas at Austin
Downloads 111 (311,422)
Citation 8

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Optimal policy rules, inflation targeting, learning

10.

Debt, Policy Uncertainty and Expectations Stabilization

CAMA Working Paper Series 20/2010
Number of pages: 38 Posted: 31 Aug 2010
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 99 (336,275)
Citation 7

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Fiscal and Monetary Policy, Expectations, Learning, Ricardian equivalence

11.
Downloads 89 (359,717)
Citation 15

Fiscal Foundations of Inflation: Imperfect Knowledge

Number of pages: 64 Posted: 24 Oct 2013
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (517,257)
Citation 12

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debt management policy, maturity structure, monetary policy, expectations stabilization, great moderation

Fiscal Foundations of Inflation: Imperfect Knowledge

CAMA Working Paper No. 34/2017
Number of pages: 42 Posted: 02 May 2017
Stefano Eusepi and Bruce Preston
University of Texas at Austin and University of Melbourne - Department of Economics
Downloads 44 (522,016)
Citation 7

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Monetary and Fiscal Interactions, Learning Dynamics, Expectations Stabilization, Great Moderation, Great Inflation

Stabilizing Expectations under Monetary and Fiscal Policy Coordination

Number of pages: 60 Posted: 07 Sep 2008
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 54 (477,311)

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fiscal policy, monetary policy, expectations, adaptive learning

Stabilizing Expectations Under Monetary and Fiscal Policy Coordination

Number of pages: 60 Posted: 10 Oct 2008 Last Revised: 29 Oct 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 28 (612,495)

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13.

Fitting Observed Inflation Expectations

Number of pages: 68 Posted: 03 Dec 2010
Marco Del Negro and Stefano Eusepi
Federal Reserve Bank of New York and University of Texas at Austin
Downloads 75 (397,941)
Citation 26

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Inflation Expectations, Imperfect Information, Bayesian Analysis, DSGE Models

Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

Number of pages: 33 Posted: 21 Jul 2020 Last Revised: 13 Aug 2021
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Frankfurt School of Finance and Management
Downloads 56 (469,352)

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disagreement, heterogeneous beliefs, noisy information, speculation, survey forecasts, yield curve, term premium

15.

Expectations, Learning and Business Cycle Fluctuations

Number of pages: 62 Posted: 21 Jul 2008 Last Revised: 07 Oct 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 53 (473,682)
Citation 7

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16.
Downloads 46 (503,120)
Citation 3

When Does Determinacy Imply Expectational Stability?

Federal Reserve Bank of St. Louis Working Paper No. 2008-007B
Number of pages: 33 Posted: 11 Feb 2008
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
Downloads 46 (512,546)
Citation 2

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Long horizon expectations, multiple equilibria, learnability of equilibrium, E-stability

When Does Determinacy Imply Expectational Stability?

International Economic Review, Vol. 55, Issue 1, pp. 1-22, 2014
Number of pages: 22 Posted: 25 Jan 2014
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
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17.

Learning the Fiscal Theory of the Price Level: Some Consequences of Debt Management Policy

Number of pages: 35 Posted: 27 Sep 2011
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (507,537)
Citation 7

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debt management policy, expectations stabilization

18.

Central Bank Communication and Expectations Stabilization

Number of pages: 49 Posted: 13 Jul 2007 Last Revised: 25 Sep 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (507,537)
Citation 18

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19.

Central Bank Transparency and Nonlinear Learning Dynamics

Number of pages: 35 Posted: 07 Sep 2008
Stefano Eusepi
University of Texas at Austin
Downloads 41 (525,917)

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monetary policy, nonlinear dynamics, learning, liquidity traps

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

Number of pages: 42 Posted: 10 Feb 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 34 (575,021)
Citation 5

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long debt, expectations hypothesis of the yield curve

Long-Term Debt Pricing and Monetary Policy Transmission Under Imperfect Knowledge

Number of pages: 44 Posted: 01 Mar 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 4 (805,829)
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Expectations Hypothesis of the Yield Curve, Expectations Stabilization, Long Debt, Optimal Monetary Policy, Transmission of Monetary Policy

21.

CONDI: A Cost-of-Nominal-Distortions Index

Number of pages: 42 Posted: 14 Mar 2009
Stefano Eusepi, Bart Hobijn and Andrea Tambalotti
University of Texas at Austin, ASU and Federal Reserve Bank of New York
Downloads 29 (589,893)
Citation 10

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core inflation, nominal rigidities, optimal monetary policy, price indexes

22.

A Large Bayesian VAR of the United States Economy

Number of pages: 65 Posted: 21 Aug 2021
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Centre for Economic Policy Research (CEPR), Princeton University and Federal Reserve Bank of New York
Downloads 25 (615,486)

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bayesian vector autoregressions, conditional forecasts, scenario analyses, financial conditions index

23.

Labor Supply Heterogeneity and Macroeconomic Comovement

Number of pages: 46 Posted: 04 Nov 2009
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 25 (615,486)
Citation 1

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business cycles, demand shocks, heterogeneity, labor market dynamics

24.

Some Implications of Learning for Price Stability

CAMA Working Paper No. 8/2017
Number of pages: 30 Posted: 19 Jan 2017
Stefano Eusepi, Marc P. Giannoni and Bruce Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Melbourne - Department of Economics
Downloads 23 (629,209)
Citation 5

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Optimal Monetary Policy, Learning Dynamics, Price Stability

25.

Forward Guidance with Unanchored Expectations

Number of pages: 53 Posted: 02 Sep 2021
Stefano Eusepi, Christopher Gibbs and Bruce Preston
University of Texas at Austin, The University of Sydney - School of Economics and University of Melbourne - Department of Economics
Downloads 21 (643,320)

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Optimal Monetary Policy, Learning Dynamics, Expectations Stabilization, Forward Guidance

26.

A Unified Approach to Measuring u*

Number of pages: 76 Posted: 24 May 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 15 (686,905)
Citation 3

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firm dynamics, demographics, business dynamism, macroeconomics

27.

Labor Supply Heterogeneity and Macroeconomic Co-Movement

Number of pages: 46 Posted: 08 Dec 2009 Last Revised: 10 Jul 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 14 (694,602)
Citation 1

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28.

Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?

Number of pages: 37 Posted: 18 Feb 2015
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
Downloads 12 (710,329)
Citation 10

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monetary policy rules, productivity slowdown, learning

29.
Downloads 0 (773,125)
Citation 8

A Unified Approach to Measuring U

Number of pages: 77 Posted: 07 Oct 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
Downloads 0
Citation 10
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