Oliver de Groot
Names
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Oliver |
| last: |
de Groot |
Identifer
Contact
Affiliations
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University of Liverpool
/ Management School
Research profile
author of:
- The Negative Interest Rate Policy Experiment (RePEc:ces:ifofor:v:21:y:2020:i:01:p:7-12)
by Oliver de Groot & Alexander Haas - The Signalling Channel of Negative Interest Rates (RePEc:cpr:ceprdp:14268)
by de Groot, Oliver & Haas, Alexander - Valuation Risk Revalued (RePEc:cpr:ceprdp:14588)
by de Groot, Oliver & Richter, Alexander W. & Throckmorton, Nathaniel - A toolkit for computing Constrained Optimal Policy Projections (COPPs) (RePEc:cpr:ceprdp:16865)
by de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka - The Signalling Channel of Negative Interest Rates (RePEc:diw:diwwpp:dp1990)
by Oliver de Groot & Alexander Haas - Cost of borrowing shocks and fiscal adjustment (RePEc:ecb:ecbwps:20121503)
by Leiner-Killinger, Nadine & Holm-Hadulla, Fédéric & de Groot, Oliver - Monetary policy and regional inequality (RePEc:ecb:ecbwps:20202385)
by de Groot, Oliver & Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Nikalexi, Katerina - Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning (RePEc:ecb:ecbwps:20202426)
by de Groot, Oliver & Mazelis, Falk - Using forecast-augmented VAR evidence to dampen the forward guidance puzzle (RePEc:ecb:ecbwps:20202495)
by Christoffel, Kai & de Groot, Oliver & Mazelis, Falk & Montes-Galdón, Carlos - A toolkit for computing Constrained Optimal Policy Projections (COPPs) (RePEc:ecb:ecbwps:20212555)
by de Groot, Oliver & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka - Solving asset pricing models with stochastic volatility (RePEc:eee:dyncon:v:52:y:2015:i:c:p:308-321)
by de Groot, Oliver - Computing the risky steady state of DSGE models (RePEc:eee:ecolet:v:120:y:2013:i:3:p:566-569)
by de Groot, Oliver - Cost of borrowing shocks and fiscal adjustment (RePEc:eee:jimfin:v:59:y:2015:i:c:p:23-48)
by de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine - The signalling channel of negative interest rates (RePEc:eee:moneco:v:138:y:2023:i:c:p:87-103)
by de Groot, Oliver & Haas, Alexander - Uncertainty Shocks in a Model of Effective Demand: Comment (RePEc:fip:feddwp:1706)
by Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton - Valuation Risk Revalued (RePEc:fip:feddwp:1808)
by Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton - Cost of borrowing shocks and fiscal adjustment (RePEc:fip:fedgfe:2013-59)
by Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger - The Risk Channel of Monetary Policy (RePEc:fip:fedgfe:2014-31)
by Oliver DeGroot - Solving asset pricing models with stochastic volatility (RePEc:fip:fedgfe:2014-71)
by Oliver de Groot - Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets (RePEc:fip:fedgfe:2020-06)
by Oliver de Groot & Bora Durdu & Enrique G. Mendoza - The Risk Channel of Monetary Policy (RePEc:ijc:ijcjou:y:2014:q:2:a:6)
by Oliver de Groot - Valuation Risk Revalued (RePEc:liv:livedp:201904)
by Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton - The Signalling Channel of Negative Interest Rates (RePEc:liv:livedp:201905)
by Oliver de Groot & Alexander Haas - Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets (RePEc:liv:livedp:201916)
by Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza - A Toolkit for Computing Constrained Optimal Policy Projections (COPPs) (RePEc:liv:livedp:202112)
by Oliver de Groot & Falk Mazelis & Roberto Motto & Annukka Ristiniemi - Business cycle implications of banking system heterogeneity and complexity (RePEc:nbp:nbpmis:330)
by Oliver de Groot & Grzegorz Wesołowski - Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets (RePEc:nbr:nberwo:26426)
by Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza - Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters (RePEc:nbr:nberwo:31544)
by Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza - A Financial Accelerator through Coordination Failure (RePEc:oup:econjl:v:131:y:2021:i:636:p:1620-1642.)
by Oliver de Groot - The signalling channel of negative interest rates (RePEc:oxf:wpaper:956)
by Oliver de Groot & Alexander Haas - The Signalling Channel of Negative Interest Rates (RePEc:pra:mprapa:95479)
by de Groot, Oliver & Haas, Alexander - Global v. Local Methods in the Quantitative Analysis of Open-Economy Models with Incomplete Markets (RePEc:red:sed016:595)
by Enrique Mendoza & Bora Durdu & Oliver de Groot - Uncertainty Shocks in a Model of Effective Demand: Comment (RePEc:wly:emetrp:v:86:y:2018:i:4:p:1513-1526)
by Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton - Valuation risk revalued (RePEc:wly:quante:v:13:y:2022:i:2:p:723-759)
by Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton