Pavel S. Kapinos

Federal Reserve Bank of Dallas--Financial Industry Studies

Research Economist

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://https://sites.google.com/site/pavelkapinos/

SCHOLARLY PAPERS

16

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Scholarly Papers (16)

A Top-Down Approach to Stress-Testing Banks

FDIC Center for Financial Research Paper No. 2015-02
Number of pages: 55 Posted: 23 Jul 2014 Last Revised: 27 May 2015
Pavel S. Kapinos and Oscar A. Mitnik
Federal Reserve Bank of Dallas--Financial Industry Studies and Inter-American Development Bank
Downloads 517 (51,437)

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stress testing, banking, Dodd-Frank Act

A Top-Down Approach to Stress-Testing Banks

FDIC Center for Financial Research Paper No. 2015-02
Number of pages: 56 Posted: 20 May 2015
Pavel S. Kapinos and Oscar A. Mitnik
Federal Reserve Bank of Dallas--Financial Industry Studies and Federal Deposit Insurance Corporation (FDIC)
Downloads 310 (94,927)

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stress testing, banking, Dodd-Frank Act

2.

A New Keynesian Workbook

Number of pages: 23 Posted: 06 Feb 2007 Last Revised: 15 Feb 2009
Pavel S. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 679 (36,465)

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New Keynesian model, impulse response functions, inflationary expectations

Stress Testing Banks: Whence and Whither?

FDIC Center for Financial Research Paper No. 2015-07
Number of pages: 30 Posted: 05 Jan 2016
Pavel S. Kapinos, Oscar A. Mitnik and Christopher Martin
Federal Reserve Bank of Dallas--Financial Industry Studies, Inter-American Development Bank and Federal Deposit Insurance Corporation (FDIC)
Downloads 208 (143,416)

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Stress testing, banks, Dodd-Frank Act, systemic risk, liquidity, disaster myopia, financial instability

Stress Testing Banks: Whence and Whither?

Journal of Financial Perspectives, Vol. 5, No. 1, 2018
Number of pages: 20 Posted: 03 Apr 2018
Pavel S. Kapinos, Christopher Martin and Oscar A. Mitnik
Federal Reserve Bank of Dallas--Financial Industry Studies, Federal Deposit Insurance Corporation (FDIC) and Federal Deposit Insurance Corporation (FDIC)
Downloads 57 (364,303)

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4.

Liquidity Trap in an Inflation-Targeting Framework: A Graphical Analysis

Number of pages: 27 Posted: 07 Jul 2010 Last Revised: 06 May 2012
Pavel S. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 182 (162,402)

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Inflation Targeting, Liquidity Trap, Zero Interest Rate Bound, Preemptive Monetary Policy

5.

Monetary Policy and News Shocks: Are Taylor Rules Forward-Looking?

Number of pages: 31 Posted: 27 Dec 2013 Last Revised: 16 Dec 2015
Gabriela Best and Pavel S. Kapinos
California State University, Fullerton - Mihaylo College of Business & Economics and Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 144 (198,379)

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New Keynesian model; Monetary policy; Anticipated shocks; Calvo-type Taylor rule; Forward guidance

Targets in the Taylor Rule: Inflation, Speed Limit, or Price Level?

Number of pages: 28 Posted: 13 Jun 2011
Pavel S. Kapinos and Michael S. Hanson
Federal Reserve Bank of Dallas--Financial Industry Studies and Bank of America
Downloads 84 (293,547)

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Greenbook Forecasts, Monetary Policy, Taylor Rule, Price-Level Targeting, Speed-Limit Targeting

Targets in the Taylor Rule: Inflation, Speed Limit, or Price Level?

Contemporary Economic Policy, Vol. 31, Issue 1, pp. 176-190, 2013
Number of pages: 15 Posted: 19 Jan 2013
Pavel S. Kapinos and Michael S. Hanson
Federal Reserve Bank of Dallas--Financial Industry Studies and Bank of America
Downloads 2 (654,918)
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7.

Forward-Looking Monetary Policy and Anticipated Shocks to Inflation

Number of pages: 31 Posted: 13 Jun 2011 Last Revised: 18 Jun 2011
Pavel S. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 76 (308,713)

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New Keynesian Model, Price Puzzle, Cost Channel, Indeterminacy, Monetary Policy, Anticipated Shocks, Forecast-Based Rules

8.

Does Regulatory Bank Oversight Impact Economic Activity? A Local Projections Approach

FDIC Center for Financial Research Paper No. 2016-02
Number of pages: 37 Posted: 07 Mar 2016 Last Revised: 08 Mar 2016
Vivian Hwa, Pavel S. Kapinos and Carlos D. Ramirez
FDIC, Division of Insurance and Research, Federal Reserve Bank of Dallas--Financial Industry Studies and George Mason University - Department of Economics
Downloads 51 (377,748)

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CAMELS ratings; vector autoregression; local projections; asymmetries; macroprudential policy; real activity

9.

Dynamic Comovement among Banks, Systemic Risk, and the Macroeconomy

Number of pages: 46 Posted: 16 Dec 2016 Last Revised: 16 Jun 2017
Pavel S. Kapinos, N. Kundan Kishor and Jun Ma
Federal Reserve Bank of Dallas--Financial Industry Studies, Texas Tech University and Northeastern University - Department of Economics
Downloads 41 (412,703)

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business cycles, systemic risk, banks, dynamic factor model, return on assets, chargeoffs

10.

(Un)Expected Housing Price Changes: Identifying the Drivers of Small Business Finance

Number of pages: 28 Posted: 01 Feb 2016
Pavel S. Kapinos, Tami Gurley-Calvez and Kandice A. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies, University of Kansas Medical Center and RAND Corporation
Downloads 37 (428,439)

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Small business finance, house price changes, forecasting

11.

News, Real-Time Forecasts, and the Price Puzzle

Number of pages: 37 Posted: 16 Dec 2016 Last Revised: 10 Jan 2017
Pavel S. Kapinos and Gabriela Best
Federal Reserve Bank of Dallas--Financial Industry Studies and California State University, Fullerton - Mihaylo College of Business & Economics
Downloads 34 (440,697)

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E31, E32, E52

12.

Myopia, Discretion, and Commitment in a Two-Period AS/AD Model

Number of pages: 23 Posted: 17 May 2013 Last Revised: 22 Jan 2014
Pavel S. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 33 (444,890)

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New Keynesian Model, inflationary expectations, optimal monetary policy, myopia, discretion, commitment

13.

Is the Fed's News Perception Different from the Private Sector's?

Number of pages: 30 Posted: 08 Aug 2017
Gabriela Best and Pavel S. Kapinos
California State University, Fullerton - Mihaylo College of Business & Economics and Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 24 (489,248)

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New Keynesian Model, Monetary Policy, Anticipated Shocks, Real-Time Forecasts

14.

Monetary Policy News and Systemic Risk at the Zero Lower Bound

Number of pages: 30 Posted: 28 Dec 2017
Pavel S. Kapinos
Federal Reserve Bank of Dallas--Financial Industry Studies
Downloads 19 (517,467)

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C32, E44, E52, E58, G10

15.

Smaller Banks Less Able to Withstand Flattening Yield Curve

Economic Letter, Vol. 13, Issue 8, pp. 1-4, 2018
Number of pages: 4 Posted: 13 Jul 2018
Pavel S. Kapinos and Alex Musatov
Federal Reserve Bank of Dallas--Financial Industry Studies and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 9 (576,177)

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16.

Endogenous Persistence and the Performance of Inertial Targeting Rules

Posted: 17 May 2013 Last Revised: 22 Jan 2014
Michael S. Hanson and Pavel S. Kapinos
Bank of America and Federal Reserve Bank of Dallas--Financial Industry Studies

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habit formation, inflation persistence, targeting rules, time consistency, institutional design of monetary policy