Dennis W. Jansen

Texas A&M University - Department of Economics

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

6

DOWNLOADS

446

SSRN CITATIONS
Rank 44,518

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Top 44,518

in Total Papers Citations

7

CROSSREF CITATIONS

13

Scholarly Papers (6)

1.

Fiscal Policy and Asset Markets: A Semiparametric Analysis

Journal of Econometrics, Forthcoming
Number of pages: 26 Posted: 27 Nov 2007
Dennis W. Jansen, Qi Li, Zijun Wang and Jian Yang
Texas A&M University - Department of Economics, Texas A&M University - Department of Economics, Texas A&M University and University of Colorado at Denver - Business School
Downloads 210 (268,921)
Citation 1

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fiscal deficits, monetary policy, stock market, semiparametric estimation

2.

The Time Varying Effect of Monetary Policy Surprise on Stock Returns: Bursting Bubble Beating Forward Guidance

Number of pages: 33 Posted: 12 Dec 2015
Dennis W. Jansen and Anastasia S. Zervou
Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 124 (418,909)

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Monetary Policy’s effectiveness, Stock prices, Forward Guidance, Time Varying Parameter Model

How Well Does 'Core' Inflation Capture Permanent Price Changes?

CAMA Working Paper 26/2013
Number of pages: 41 Posted: 08 Jun 2013
Michael D. Bradley, Dennis W. Jansen and Tara M. Sinclair
George Washington University, Texas A&M University - Department of Economics and George Washington University - Department of Economics
Downloads 45 (765,394)
Citation 1

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Consumer Price Index, Inflation, Unobserved Components, Food and Energy Prices

How Well Does 'Core' Inflation Capture Permanent Price Changes?

Number of pages: 41 Posted: 16 May 2013
Michael D. Bradley, Dennis W. Jansen and Tara M. Sinclair
George Washington University, Texas A&M University - Department of Economics and George Washington University - Department of Economics
Downloads 36 (834,962)

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Consumer Price Index, Inflation, Unobserved Components, Food and Energy Prices

4.

The Time Varying Effect of Monetary Policy on Stock Returns

Economics Letters, Vol. 160, 2017
Number of pages: 10 Posted: 11 Jul 2022
Dennis W. Jansen and Anastasia Zervou
Texas A&M University - Department of Economics and University of Texas at Austin
Downloads 31 (853,375)
Citation 6

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Monetary Policy transmission, Stock prices, Time Varying Parameter Model

5.

Safety First Diversification and Currency Hedging in International Portfolios

WP 95-32
Posted: 01 Jul 1998
Dennis W. Jansen and Kees C. G. Koedijk
Texas A&M University - Department of Economics and Tilburg University - Department of Finance

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6.

Nonlinear Business Cycle Dynamics: Cross-Country Evidence on the Persistence of Aggregate Shocks

Economic Inquiry, Volume XXXV, Number 3, July 1997
Posted: 25 Mar 1998
Michael Bradley and Dennis W. Jansen
Duke University - Fuqua School of Business and Texas A&M University - Department of Economics

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