Peter Hördahl
Economics and Econometrics · 2004–2008
A researcher in the Science corpus: 7 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 55 citations into it; #13,695 of 23,481 by trust here, #4,221 by citations
- Finance — 47 citations into it; #7,559 of 10,518 by trust here, #2,066 by citations
Whom Peter Hördahl trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jeffrey C. Fuhrer
- Qiang Dai
- Frank Smets
- Kenneth J. Singleton
- Raf Wouters
- Glenn D. Rudebusch
- G. Duffee
- Lieven Baele
- François-Louis Michaud
- Monika Piazzesi
Who trusts Peter Hördahl overall
- Anh Le
- C. Borio
- Kenneth J. Singleton
- Qiang Dai
- Michael Kumhof
- Annina Kaltenbrunner
- Lieven Baele
- Gary B. Gorton
- Tae-Yong Doh
- John Barrdear
Papers from Peter Hördahl's perspective
Ordered by how strongly the researchers Peter Hördahl trusts endorse each paper. Same corpus, a different order for every researcher.
- Habit Formation in Consumption and Its Implications for Monetary Policy Models
- Specification Analysis of Affine Term Structure Models
- An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
- Household Stockholding in Europe: Where Do We Stand and Where Do We Go? (Social Science Research Network)
- Retail Bank Interest Rate Pass-Through: New Evidence at the Euro Area Level (Social Science Research Network)
- Banking Integration in the Euro Area (Social Science Research Network)
- Risk Sharing and Industrial Specialization: Regional and International Evidence
- The Euro Area Financial System: Structure, Integration and Policy Initiatives (Social Science Research Network)
- Volatility Spillover Effects in European Equity Markets (Journal of Financial and Quantitative Analysis)
- What Drives Interbank Rates? Evidence from the Libor Panel
Their papers
- Measuring European Financial Integration (2004) — 275 citations
- A Joint Econometric Model of Macroeconomic and Term Structure Dynamics (2006) — 512 citations
- The Impact of the Euro on Financial Markets (2006) — 114 citations
- The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets (2008) — 144 citations
- Developments in Repo Markets During the Financial Turmoil (2008) — 188 citations
- The Yield Curve and Macroeconomic Dynamics (2008) — 146 citations
- Measuring financial integration in the euro area (2004) — 715 citations