Stefano Eusepi

University of Texas at Austin

2317 Speedway

Austin, TX 78712

United States

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 23,284

in Total Papers Downloads

2,693

SSRN CITATIONS
Rank 3,146

SSRN RANKINGS

Top 3,146

in Total Papers Citations

247

CROSSREF CITATIONS

185

Scholarly Papers (29)

1.
Downloads 559 ( 61,506)
Citation 12

Anchored Inflation Expectations

Number of pages: 70 Posted: 15 Aug 2017 Last Revised: 09 Apr 2021
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Deutsche Bundesbank and University of Melbourne - Department of Economics
Downloads 542 (63,222)
Citation 13

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Anchored expectations, in ation expectations, survey data

Anchored Inflation Expectations

CAMA Working Paper No. 25/2020 (Updated May 2021)
Number of pages: 70 Posted: 17 Mar 2020 Last Revised: 13 Jun 2021
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Deutsche Bundesbank and University of Melbourne - Department of Economics
Downloads 17 (681,033)
Citation 4

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Anchored expectations, inflation expectations, survey data

Anchored Inflation Expectations

CEPR Discussion Paper No. DP13900
Number of pages: 73 Posted: 20 Aug 2019 Last Revised: 14 May 2021
University of Texas at Austin, Deutsche Bundesbank, University of Melbourne - Department of Economics and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
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2.

The Term Structure of Expectations and Bond Yields

FRB of NY Staff Report No. 775
Number of pages: 88 Posted: 31 May 2016 Last Revised: 11 Apr 2018
Richard K. Crump, Stefano Eusepi and Emanuel Moench
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 340 (110,849)
Citation 10

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term premiums, expectations formation, survey forecasts, monetary policy, business cycle fluctuations

3.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 187 (200,842)
Citation 21

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DSGE models, Bayesian estimation

4.
Downloads 165 (223,685)
Citation 48

Fundamental Disagreement

FRB of New York Staff Report No. 655
Number of pages: 52 Posted: 11 Jan 2014 Last Revised: 07 Dec 2014
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 125 (280,330)
Citation 4

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expectations, survey forecasts, imperfect information, term structure of disagreement

Fundamental Disagreement

Banque de France Working Paper No. 524
Number of pages: 57 Posted: 29 Nov 2014
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 40 (529,900)
Citation 44

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Expectations, survey forecasts, imperfect information, term structure of disagreement

5.

Comparing Forecast-Based and Backward-Looking Taylor Rules: A Global Analysis

Number of pages: 44 Posted: 31 Jan 2005
Stefano Eusepi
University of Texas at Austin
Downloads 147 (246,338)
Citation 6

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learnability, inflation targeting, simple feedback rules, endogenous fluctuations

The Science of Monetary Policy: An Imperfect Knowledge Perspective

FRB of NY Staff Report No. 782
Number of pages: 73 Posted: 06 Jul 2016 Last Revised: 30 Aug 2017
Stefano Eusepi and Bruce Preston
University of Texas at Austin and University of Melbourne - Department of Economics
Downloads 81 (375,528)
Citation 14

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monetary policy, expectations formation, learning

The Science of Monetary Policy: An Imperfect Knowledge Perspective

CAMA Working Paper No. 7/2016
Number of pages: 72 Posted: 13 Feb 2016 Last Revised: 15 Feb 2016
Bruce Preston and Stefano Eusepi
University of Melbourne - Department of Economics and University of Texas at Austin
Downloads 62 (435,915)

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7.

Policy Initiatives in the Global Recession: What Did Forecasters Expect?

Current Issues in Economics and Finance, Vol. 18, No. 1, 2012
Number of pages: 11 Posted: 25 Feb 2012
Carlos Carvalho, Stefano Eusepi and Christian Grisse
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin and Swiss National Bank
Downloads 129 (272,678)
Citation 1

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unconventional monetary policy, inflation expectations

8.

Subjective Intertemporal Substitution

FRB of New York Staff Report No. 734, Rev. August 2021
Number of pages: 70 Posted: 24 Jul 2015 Last Revised: 12 Aug 2021
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 124 (280,905)
Citation 22

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subjective expectations, inflation expectations, Euler equation, elasticity of

9.

Central Bank Transparency Under Model Uncertainty

Number of pages: 36 Posted: 01 Feb 2005
Stefano Eusepi
University of Texas at Austin
Downloads 109 (307,814)
Citation 8

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Optimal policy rules, inflation targeting, learning

10.

Debt, Policy Uncertainty and Expectations Stabilization

CAMA Working Paper Series 20/2010
Number of pages: 38 Posted: 31 Aug 2010
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 99 (328,306)
Citation 7

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Fiscal and Monetary Policy, Expectations, Learning, Ricardian equivalence

11.
Downloads 87 (356,198)
Citation 15

Fiscal Foundations of Inflation: Imperfect Knowledge

FRB of New York Staff Report No. 649
Number of pages: 64 Posted: 24 Oct 2013
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 44 (510,261)
Citation 12

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debt management policy, maturity structure, monetary policy, expectations stabilization, great moderation

Fiscal Foundations of Inflation: Imperfect Knowledge

CAMA Working Paper No. 34/2017
Number of pages: 42 Posted: 02 May 2017
Stefano Eusepi and Bruce Preston
University of Texas at Austin and University of Melbourne - Department of Economics
Downloads 43 (515,019)
Citation 7

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Monetary and Fiscal Interactions, Learning Dynamics, Expectations Stabilization, Great Moderation, Great Inflation

Stabilizing Expectations under Monetary and Fiscal Policy Coordination

FRB of New York Staff Report No. 343
Number of pages: 60 Posted: 07 Sep 2008
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 53 (470,421)

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fiscal policy, monetary policy, expectations, adaptive learning

Stabilizing Expectations Under Monetary and Fiscal Policy Coordination

NBER Working Paper No. w14391
Number of pages: 60 Posted: 10 Oct 2008 Last Revised: 29 Apr 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 27 (605,905)

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13.

Fitting Observed Inflation Expectations

FRB of New York Staff Report No. 476
Number of pages: 68 Posted: 03 Dec 2010
Marco Del Negro and Stefano Eusepi
Federal Reserve Bank of New York and University of Texas at Austin
Downloads 75 (388,714)
Citation 26

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Inflation Expectations, Imperfect Information, Bayesian Analysis, DSGE Models

Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

FRB of New York Staff Report No. 934, Rev. August 2021
Number of pages: 33 Posted: 21 Jul 2020 Last Revised: 13 Aug 2021
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 52 (474,541)

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disagreement, heterogeneous beliefs, noisy information, speculation, survey forecasts, yield curve, term premium

15.

Expectations, Learning and Business Cycle Fluctuations

NBER Working Paper No. w14181
Number of pages: 62 Posted: 21 Jul 2008 Last Revised: 02 Apr 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 52 (466,726)
Citation 7

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16.
Downloads 46 (491,493)
Citation 3

When Does Determinacy Imply Expectational Stability?

Federal Reserve Bank of St. Louis Working Paper No. 2008-007B
Number of pages: 33 Posted: 11 Feb 2008
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
Downloads 46 (500,716)
Citation 2

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Long horizon expectations, multiple equilibria, learnability of equilibrium, E-stability

When Does Determinacy Imply Expectational Stability?

International Economic Review, Vol. 55, Issue 1, pp. 1-22, 2014
Number of pages: 22 Posted: 25 Jan 2014
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
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17.

Learning the Fiscal Theory of the Price Level: Some Consequences of Debt Management Policy

FRB of New York Staff Report No. 515
Number of pages: 35 Posted: 27 Sep 2011
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (495,979)
Citation 8

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debt management policy, expectations stabilization

18.

Central Bank Communication and Expectations Stabilization

NBER Working Paper No. w13259
Number of pages: 49 Posted: 13 Jul 2007 Last Revised: 26 Mar 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 45 (495,979)
Citation 18

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19.

Central Bank Transparency and Nonlinear Learning Dynamics

FRB of New York Staff Report No. 342
Number of pages: 35 Posted: 07 Sep 2008
Stefano Eusepi
University of Texas at Austin
Downloads 41 (514,115)

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monetary policy, nonlinear dynamics, learning, liquidity traps

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

FRB of New York Staff Report No. 547
Number of pages: 42 Posted: 10 Feb 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 34 (562,245)
Citation 5

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long debt, expectations hypothesis of the yield curve

Long-Term Debt Pricing and Monetary Policy Transmission Under Imperfect Knowledge

CEPR Discussion Paper No. DP8845
Number of pages: 44 Posted: 01 Mar 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 4 (790,631)
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Expectations Hypothesis of the Yield Curve, Expectations Stabilization, Long Debt, Optimal Monetary Policy, Transmission of Monetary Policy

21.

CONDI: A Cost-of-Nominal-Distortions Index

FRB of New York Staff Report No. 367
Number of pages: 42 Posted: 14 Mar 2009
Stefano Eusepi, Bart Hobijn and Andrea Tambalotti
University of Texas at Austin, ASU and Federal Reserve Bank of New York
Downloads 29 (576,951)
Citation 10

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core inflation, nominal rigidities, optimal monetary policy, price indexes

22.

Labor Supply Heterogeneity and Macroeconomic Comovement

FRB of New York Staff Report No. 399
Number of pages: 46 Posted: 04 Nov 2009
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 25 (602,205)
Citation 1

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business cycles, demand shocks, heterogeneity, labor market dynamics

23.

Some Implications of Learning for Price Stability

CAMA Working Paper No. 8/2017
Number of pages: 30 Posted: 19 Jan 2017
Stefano Eusepi, Marc P. Giannoni and Bruce Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Melbourne - Department of Economics
Downloads 21 (629,461)
Citation 5

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Optimal Monetary Policy, Learning Dynamics, Price Stability

24.

A Unified Approach to Measuring u*

FRB of New York Staff Report No. 889 (2019)
Number of pages: 76 Posted: 24 May 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 15 (672,656)
Citation 3

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firm dynamics, demographics, business dynamism, macroeconomics

25.

Labor Supply Heterogeneity and Macroeconomic Co-Movement

NBER Working Paper No. w15561
Number of pages: 46 Posted: 08 Dec 2009 Last Revised: 10 Jul 2021
Stefano Eusepi and Bruce J. Preston
University of Texas at Austin and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 13 (687,924)
Citation 1

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26.

Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?

FRB Atlanta Working Paper No. 2003-20
Number of pages: 37 Posted: 18 Feb 2015
James Bullard and Stefano Eusepi
Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Texas at Austin
Downloads 11 (703,563)
Citation 10

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monetary policy rules, productivity slowdown, learning

27.

Forward Guidance with Unanchored Expectations

Bank of Finland Research Discussion Paper No. 11/2021
Number of pages: 53 Posted: 02 Sep 2021
Stefano Eusepi, Christopher Gibbs and Bruce Preston
University of Texas at Austin, The University of Sydney - School of Economics and University of Melbourne - Department of Economics
Downloads 8 (727,075)

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Optimal Monetary Policy, Learning Dynamics, Expectations Stabilization, Forward Guidance

28.

A Large Bayesian VAR of the United States Economy

FRB of New York Staff Report No. 976
Number of pages: 65 Posted: 21 Aug 2021
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Centre for Economic Policy Research (CEPR), Princeton University and Federal Reserve Bank of New York
Downloads 8 (727,075)

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bayesian vector autoregressions, conditional forecasts, scenario analyses, financial conditions index

29.
Downloads 0 (766,449)
Citation 8

A Unified Approach to Measuring U

CEPR Discussion Paper No. DP13939
Number of pages: 77 Posted: 07 Oct 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
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Citation 10
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