Access Statistics for Egon Zakrajšek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Front-loading" monetary tightening: pros and cons 1 1 12 25 1 2 25 70
CEO turnover risk and firm environmental performance 2 5 7 7 4 19 23 23
Capital requirements, business loans, and business cycles: an empirical analysis of the standardized approach in the new Basel Capital Accord 0 0 0 490 0 0 0 1,216
Changes in bank lending standards and the macroeconomy 1 1 8 155 2 4 16 434
Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets 0 0 1 61 0 0 5 362
Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets 0 0 2 610 1 1 5 1,484
Credit Spreads and Business Cycle Fluctuations 1 2 6 399 1 3 15 884
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach 0 0 0 104 0 0 1 323
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach 0 0 1 160 0 0 1 188
Credit-Market Sentiment and the Business Cycle 0 0 4 72 2 3 10 142
Credit-Market Sentiment and the Business Cycle 0 1 1 103 1 2 5 242
Does money growth help explain the recent inflation surge? 5 11 107 257 20 35 256 659
Factor Supplies and Specialization in the World Economy 0 1 1 123 0 1 3 731
Factor supplies and specialization in the world economy 0 0 0 118 0 0 2 326
Factor supplies and specialization in the world economy 0 0 0 105 0 0 1 490
Financial Heterogeneity and Monetary Union 0 0 0 70 0 2 5 162
Financial Heterogeneity and Monetary Union 0 1 2 91 0 1 2 171
Financial heterogeneity and monetary union 0 1 5 10 0 2 12 16
Income inequality and the depth of economic downturns 0 0 0 10 0 0 1 34
Inflation Dynamics During the Financial Crisis 0 0 2 67 0 0 3 109
Inflation Dynamics During the Financial Crisis 0 0 0 104 1 1 4 202
Inflation Dynamics During the Financial Crisis 0 0 0 189 0 0 3 754
Inflation Dynamics During the Financial Crisis 0 0 3 72 0 3 9 248
Inflation Dynamics During the Financial Crisis 0 0 0 88 1 1 1 196
Inflation dynamics during the financial crisis 0 0 1 70 0 0 4 171
Interest Rate Risk and Bank Equity Valuations 0 0 5 128 0 0 8 339
Interest rate risk and bank equity valuations 0 0 1 154 0 0 9 421
Interest rate risk of non-financial firms: who hedges and does it help? 1 2 5 5 2 6 17 17
Inventory dynamics and business cycles: what has changed? 0 0 0 157 0 5 5 671
Investment and the Cost of Capital: New Evidence from the Corporate Bond Market 0 1 1 192 0 3 11 668
Markups and the asymmetric pass-through of cost push shocks 0 0 6 6 0 1 14 14
Microeconomic inventory adjustment and aggregate dynamics 0 0 0 126 0 0 0 890
Microeconomic inventory adjustment and aggregate dynamics 0 0 0 19 0 0 1 192
Microeconomic inventory adjustment: evidence from U.S. firm-level data 0 0 0 83 0 0 1 467
Microeconomic inventory adjustment: evidence from U.S. firm-level data 0 0 0 127 0 0 0 483
Misallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs 0 0 0 55 0 0 0 125
Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs 0 0 0 124 0 0 1 323
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 2 39 0 0 2 58
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 0 57 0 0 0 96
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 0 112 0 0 1 85
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 2 127 0 0 3 342
On the Identification of Financial and Uncertainty Shocks 1 1 5 132 2 3 12 409
Purchasing power parity: three stakes through the heart of the unit root null 0 0 0 99 0 0 0 224
Purchasing power parity: three stakes through the heart of the unit root null 0 0 0 210 0 0 0 762
Recession Risk and the Excess Bond Premium 0 0 2 175 2 3 11 502
Retail Inventories, Internal Finance, and Aggregate Fluctuations: Evidence From Firm-Level Panel Data 0 0 0 10 0 1 2 53
Retail inventories, internal finance, and aggregate fluctuations 0 0 0 69 0 0 0 483
Sovereign Risk and Financial Risk 0 0 0 25 0 0 0 17
Sovereign Risk and Financial Risk 0 0 0 35 0 0 3 59
Sovereign Risk and Financial Risk 0 0 1 23 0 0 1 16
Sovereign Risk and Financial Risk 0 0 0 0 1 2 5 340
Sovereign Risk and Financial Risk 0 0 0 1 0 1 8 13
Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach 0 1 1 95 1 2 4 248
The Determinants of Market Frictions in the Corporate Market 0 0 0 1 0 1 3 383
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 14 0 0 3 33
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 1 1 7 7 2 4 16 16
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 41 0 2 10 145
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 13 0 1 2 35
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 1 23 0 1 13 54
The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk 0 0 0 60 0 0 2 177
The Macroeconomic Impact of Financial and Uncertainty Shocks 0 1 2 113 0 1 4 300
The Macroeconomic Impact of Financial and Uncertainty Shocks 0 0 4 93 0 3 16 260
The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk 0 0 1 98 0 1 5 175
The magnitude and cyclical behavior of financial market frictions 0 0 0 169 0 0 1 560
The outlook for business bankruptcies 0 0 1 51 0 2 12 199
Trade Exposure and the Evolution of Inflation Dynamics 1 2 5 50 1 2 8 155
Trade Exposure and the Evolution of Inflation Dynamics 0 1 5 46 2 4 13 62
Trade inventories 0 0 0 51 0 0 4 296
US Monetary Policy and International Bond Markets 0 0 0 129 1 2 5 356
US Monetary Policy and International Bond Markets 0 0 0 35 0 0 6 92
Uncertainty, Financial Frictions, and Investment Dynamics 1 4 25 311 8 27 128 1,188
Uncertainty, Financial Frictions, and Investment Dynamics 0 1 8 128 1 5 24 394
Uncertainty, Financial Frictions, and Investment Dynamics 0 0 6 333 5 12 54 1,209
Updating the Recession Risk and the Excess Bond Premium 1 4 9 96 2 5 21 213
Total Working Papers 16 43 270 7,807 64 180 881 24,256

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in bank lending standards and the macroeconomy 0 3 30 467 3 14 79 1,232
Comment on bank liabilities channel 0 0 0 31 0 0 1 96
Credit Spreads and Business Cycle Fluctuations 0 1 10 635 5 18 92 2,282
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets 0 1 21 586 3 7 47 1,553
Credit-Market Sentiment and the Business Cycle 2 2 13 127 3 8 39 528
Financial heterogeneity and monetary union 0 2 6 6 1 3 11 11
Income Inequality and the depth of economic downturns 0 0 1 9 0 0 5 37
Inflation Dynamics during the Financial Crisis 0 0 4 147 0 1 23 611
Interest rate risk and bank equity valuations 0 5 36 280 2 9 87 779
Introducing the Credit Market Sentiment Index 0 1 17 55 2 5 36 119
Inventory Dynamics and Business Cycles: What Has Changed? 0 0 0 1 0 0 1 14
Inventory Dynamics and Business Cycles: What Has Changed? 0 0 0 67 0 1 2 268
La croissance monétaire et la poussée inflationniste post-pandémie 0 0 0 0 1 3 3 3
Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs 0 1 3 374 0 4 19 1,016
Monetary Policy and Credit Supply Shocks 0 0 2 143 0 0 8 404
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 0 110 1 2 9 365
Monetary policy, relative prices and inflation control: flexibility born out of success 1 2 8 32 2 3 26 120
Profits and balance sheet developments at U.S. commercial banks in 1999 0 0 0 28 0 0 2 95
Profits and balance sheet developments at U.S. commercial banks in 2000 0 0 2 36 0 0 3 155
Recent developments in business lending by commercial banks 0 0 1 127 0 1 5 561
Sovereign risk and financial risk 0 1 9 21 1 5 25 63
Stress-testing US bank holding companies: A dynamic panel quantile regression approach 0 3 3 63 0 3 9 305
The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk 0 1 4 148 2 8 23 608
The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk 0 0 0 4 0 0 1 26
The Term Structure of the Excess Bond Premium: Measures and Implications 1 1 2 2 3 9 28 28
The importance of credit for macroeconomic activity: identification through heterogeneity 1 1 3 211 1 2 11 592
The macroeconomic impact of financial and uncertainty shocks 2 6 26 261 4 14 78 817
The response of sovereign bond yields to U.S. monetary policy 0 0 3 49 0 1 7 181
U.S. Monetary Policy and International Bond Markets 0 1 2 38 0 2 13 162
Total Journal Articles 7 32 206 4,058 34 123 693 13,031

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The two-regime view of inflation 2 6 23 32 6 22 90 122
Total Books 2 6 23 32 6 22 90 122

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Lending and Credit Supply Shocks 0 0 0 0 1 1 1 12
Banks 0 2 5 6 0 2 8 10
Improving Our Ability to Monitor Bank Lending 0 0 0 36 0 0 1 110
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound 0 0 0 3 0 0 2 47
Sovereign Risk and Financial Risk 0 0 0 0 0 0 1 31
The Importance of Credit for Macroeconomic Activity: Identification through Heterogeneity 0 0 0 0 0 0 2 7
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 8 96 0 3 26 377
Trade Exposure and the Evolution of Inflation Dynamics 1 2 3 13 2 4 8 43
Total Chapters 1 4 16 154 3 10 49 637

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs" 0 0 4 322 0 0 8 594
Total Software Items 0 0 4 322 0 0 8 594

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Statistics updated 2024-09-04