2023
de Groot, O., & Haas, A. (2023). The signalling channel of negative interest rates. Journal of Monetary Economics. doi:10.1016/j.jmoneco.2023.05.011DOI: 10.1016/j.jmoneco.2023.05.011
2022
de Groot, O., Richter, A. W., & Throckmorton, N. A. (2022). Valuation risk revalued. QUANTITATIVE ECONOMICS, 13(2), 723-759. doi:10.3982/QE1779DOI: 10.3982/QE1779
2021
de Groot, O., & Motto, R. (2021). Guest editors’ introduction: Optimal monetary policy: Theory and practice. Journal of Macroeconomics, 70, 103375. doi:10.1016/j.jmacro.2021.103375DOI: 10.1016/j.jmacro.2021.103375
de Groot, O. (n.d.). A Financial Accelerator through Coordination Failure. The Economic Journal. doi:10.1093/ej/ueaa080DOI: 10.1093/ej/ueaa080
2020
de Groot, O., & Haas, A. (2020). The negative interest rate policy experiment. CESifo Forum, 21(1), 7-12.
2018
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/ECTA15405DOI: 10.3982/ECTA15405
2016
De Groot, O. (2016). Financial accelerator. In The New Palgrave Dictionary of Economics. Palgrave Macmillan. doi:10.1057/978-1-349-95121-5DOI: 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.2015.09.005DOI: 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.2015.01.001DOI: 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 https://www.webofscience.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.2013.06.025DOI: 10.1016/j.econlet.2013.06.025
