Photo of Professor Oliver De Groot

Professor Oliver De Groot

Chair in Macroeconomics Economics

Publications

Selected Publications

  1. Uncertainty Shocks in a Model of Effective Demand: Comment (Journal article - 2018)
  2. Cost of borrowing shocks and fiscal adjustment (Journal article - 2015)
  3. Solving asset pricing models with stochastic volatility (Journal article - 2015)
  4. The Risk Channel of Monetary Policy (Conference Paper - 2014)
  5. Computing the risky steady state of DSGE models (Journal article - 2013)
  6. A Financial Accelerator through Coordination Failure (Journal article - 2020)

2020

A Financial Accelerator through Coordination Failure (Journal article)

de Groot, O. (n.d.). A Financial Accelerator through Coordination Failure. The Economic Journal. doi:10.1093/ej/ueaa080

DOI: 10.1093/ej/ueaa080

The negative interest rate policy experiment (Journal article)

de Groot, O., & Haas, A. (2020). The negative interest rate policy experiment. CESifo Forum, 21(1), 7-12.

2018

Uncertainty Shocks in a Model of Effective Demand: Comment (Journal article)

de Groot, O., Richter, A. W., & Throckmorton, N. A. (2018). Uncertainty Shocks in a Model of Effective Demand: Comment. Econometrica: journal of the Econometric Society, 86(4), 1513-1526. doi:10.3982/ECTA15405

DOI: 10.3982/ECTA15405

2016

Financial accelerator (Chapter)

De Groot, O. (2016). Financial accelerator. In The New Palgrave Dictionary of Economics. Palgrave Macmillan. doi:10.1057/978-1-349-95121-5

DOI: 10.1057/978-1-349-95121-5

2015

Cost of borrowing shocks and fiscal adjustment (Journal article)

de Groot, O., Holm-Hadulla, F., & Leiner-Killinger, N. (2015). Cost of borrowing shocks and fiscal adjustment. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 59, 23-48. doi:10.1016/j.jimonfin.2015.09.005

DOI: 10.1016/j.jimonfin.2015.09.005

Solving asset pricing models with stochastic volatility (Journal article)

de Groot, O. (2015). Solving asset pricing models with stochastic volatility. Journal of Economic Dynamics and Control, 52, 308-321. doi:10.1016/j.jedc.2015.01.001

DOI: 10.1016/j.jedc.2015.01.001

2014

The Risk Channel of Monetary Policy (Conference Paper)

de Groot, O. (2014). The Risk Channel of Monetary Policy. In INTERNATIONAL JOURNAL OF CENTRAL BANKING Vol. 10 (pp. 115-160). Retrieved from http://gateway.webofknowledge.com/

2013

Computing the risky steady state of DSGE models (Journal article)

de Groot, O. (2013). Computing the risky steady state of DSGE models. ECONOMICS LETTERS, 120(3), 566-569. doi:10.1016/j.econlet.2013.06.025

DOI: 10.1016/j.econlet.2013.06.025