Pavel S. Kapinos

Federal Reserve Bank of Dallas

Senior Economist

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://https://sites.google.com/view/pavelkapinos/home

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 23,149

SSRN RANKINGS

Top 23,149

in Total Papers Downloads

3,033

SSRN CITATIONS
Rank 24,758

SSRN RANKINGS

Top 24,758

in Total Papers Citations

25

CROSSREF CITATIONS

13

Scholarly Papers (17)

1.
Downloads 906 ( 35,895)
Citation 11

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 and Inter-American Development Bank
Downloads 565 (66,252)
Citation 1

Abstract:

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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 and Federal Deposit Insurance Corporation (FDIC)
Downloads 341 (120,540)
Citation 13

Abstract:

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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
Downloads 709 (50,086)

Abstract:

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New Keynesian model, impulse response functions, inflationary expectations

3.
Downloads 484 ( 81,103)
Citation 5

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, Inter-American Development Bank and Federal Deposit Insurance Corporation (FDIC)
Downloads 251 (165,910)
Citation 6

Abstract:

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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, Federal Deposit Insurance Corporation (FDIC) and Federal Deposit Insurance Corporation (FDIC)
Downloads 233 (178,417)

Abstract:

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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
Downloads 193 (213,088)

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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
Downloads 166 (242,408)
Citation 1

Abstract:

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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 and Bank of America
Downloads 95 (368,547)

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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 and Bank of America
Downloads 2 (879,001)

Abstract:

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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
Downloads 86 (388,981)
Citation 2

Abstract:

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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 and George Mason University - Department of Economics
Downloads 68 (443,625)
Citation 2

Abstract:

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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, Texas Tech University and Northeastern University - Department of Economics
Downloads 64 (457,574)

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

10.

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 and California State University, Fullerton - Mihaylo College of Business & Economics
Downloads 43 (544,676)
Citation 1

Abstract:

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E31, E32, E52

11.

(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, University of Kansas Medical Center and RAND Corporation
Downloads 43 (544,676)

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Small business finance, house price changes, forecasting

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
Downloads 41 (554,501)

Abstract:

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

13.

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
Downloads 40 (559,500)

Abstract:

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C32, E44, E52, E58, G10

14.

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
Downloads 33 (597,044)

Abstract:

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

15.

Did the Paycheck Protection Program Have Negative Side Effects on Small-business Activity?

Number of pages: 8 Posted: 10 Aug 2021
Pavel S. Kapinos
Federal Reserve Bank of Dallas
Downloads 32 (602,694)

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COVID-19 pandemic, Paycheck Protection Program, local projections, small business activity

16.

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 Last Revised: 29 Apr 2020
Pavel S. Kapinos and Alex Musatov
Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (627,260)

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17.

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

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