Homepage of David Vestin

Sunday, May 20, 2012

Contact info

David Vestin
Sveriges Riksbank
Stockholm
SWEDEN

email: "my firstname" "at" "my firstname my lastname (one word)" .com

Curriculum vitae

Research interests

Monetary Economics
Financial Economics
Macroeconomics 		Links

Publications

Hoerdahl, Peter, Tristani, Oreste and David Vestin (2008) "The yield curve and macroeconomic dynamics", Economic Journal November 2008; 118(533): 1937-70

Lombardo, Giovanni and David Vestin (2008) "Welfare implications of Calvo vs. Rotemberg pricing assumptions", Economic Letters, August 2008; 100(2): 275-79. Vestin, David (2006) "Price-level versus inflation targeting", Journal of Monetary Economics 53, 1361-1376. Download PDF (if you subscribe)

Gaspar, Vitor, Frank Smets and David Vestin (2006) "Monetary Policy Over Time", Macroeconomic Dynamics 10, 207-229.

Hoerdahl, Peter, Oreste Tristani and David Vestin (2006) "A Joint Econometric Model of Macroeconomic and Term Structure Dynamics" Journal of Econometrics 131, 405-444.

Gaspar, Vitor, Frank Smets and David Vestin (2006) "Adaptive Learning, Persistence and Optimal Monetary Policy", Journal of the European Economic Association 4, 376-385.

Nessen, Marianne and David Vestin (2005) "Average Inflation Targeting" Journal of Money, Credit and Banking 37, 837-863.

Hoerdahl, Peter and David Vestin (2005) "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia", Review of Finance 9, 37-137. Download PDF

Working papers

Books and Chapters

Inflation Expectation, Adaptive Learning and Optimal Monetary Policy (with Vitor Gaspar and Frank Smets), Chapter 19 of Handbook of Monetary Policy, Volume 3B, edited by Friedman and Woodford.

Is time ripe for price (level) stability? (with Vitor Gaspar and Frank Smets), Chapter 2 in: P.L. Siklos, M.T. Bohl and M.E. Wohar (eds), Challenges in central banking: The current institutional environment and forces affecting monetary policy, 21-51, Cambridge University Press, 2010. Download ECB working paper 818

Imperfect knowledge and monetary policy (with Vitor Gaspar, Otmar Issing and Oreste Tristani). Cambridge University Press, February 2006. ISBN: 0521671078.

Essays on Monetary Policy. IIES Monograph Series, No. 41, Stockholm University, May 2001. ISBN: 91-7265-271-3.

Disclaimer

This is my private site and the views expressed in the material on these pages are my own and does not necessarily reflect those of the European Central Bank.