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Research

Publications: DR Roman Sustek

Kaminska I, Mumtaz H ( 2021 ) . Monetary policy surprises and their transmission through term premia and expected interest rates . Journal of Monetary Economics vol. 124 , 48 - 65 .
Sustek R ( 2021 ) . MoNK: Mortgages in a New-Keynesian Model . Journal of Economic Dynamics and Control
Henriksen E, Kydland FE ( 2013 ) . Globally correlated nominal fluctuations . Journal of Monetary Economics vol. 60 , ( 6 ) 613 - 631 .
Sustek R ( 2011 ) . Monetary business cycle accounting . Review of Economic Dynamics vol. 14 , ( 4 ) 592 - 612 .
Sustek R ( 2011 ) . Plant-level nonconvex output adjustment and aggregate fluctuations . Journal of Monetary Economics vol. 58 , ( 4 ) 400 - 414 .
Sustek R ( 2010 ) . Monetary aggregates and the business cycle . Journal of Monetary Economics vol. 57 , ( 4 ) 451 - 465 .
SUSTEK R . Housing Dynamics over the Business Cycle . International Economic Review
SUSTEK R . Mortgages and Monetary Policy . Review of Financial Studies
SUSTEK R, Rupert P . On the Mechanics of New-Keynesian Models . Journal of Monetary Economics