Photo of Rochelle M. Edge

Rochelle M. Edge

Education

  • Ph.D., Economics, Princeton University, 2000
  • M.A., Economics, Princeton University, 1997
  • B.A., Economics, Australian National University, 1992
  • Economist

    Board of Governors of the Federal Reserve System

    2000 - present
  • Economist

    Australian Treasury

    1993 - 1995
  • Bank Capital Buffers and Lending, Firm Financing and Spending: What Can We Learn from Five Years of Stress Test Results?
    Jose M. Berrospide and Rochelle M. Edge
    Journal of Financial Intermediation (Forthcoming)
    https://doi.org/10.1016/j.jfi.2023.101061
  • Financial Stability Committees and the Basel III Countercyclical Capital Buffer
    Rochelle M. Edge and Nellie Liang
    International Journal of Central Banking (2022)
  • New Financial Stability Governance Structures and Central Banks
    Rochelle M. Edge and J. Nellie Liang
    Finance and Economics Discussion Series (2019)
    https://doi.org/10.17016/FEDS.2019.019
  • A New Dataset of Macroprudential Policy Governance Structures
    Ricardo Correa, Rochelle M. Edge, and Nellie Liang
    IFDP Notes (2017)
    https://doi.org/10.17016/2573-2129.38
  • Measuring the Severity of Stress-Test Scenarios
    Bora Durdu, Rochelle Edge, and Daniel Schwindt
    FEDS Notes (2017)
    https://doi.org/10.17016/2380-7172.1970
  • New Financial Stability Governance and Central Banks
    Rochelle Edge and Nellie Liang
    Proceedings of a Conference (Reserve Bank of Australia) (2017)
    See also » FRB Working Paper (2019)
  • Real-Time Properties of the Federal Reserve's Output Gap
    Rochelle M. Edge and Jeremy B. Rudd
    Review of Economics and Statistics (2016)
    https://doi.org/10.1162/REST_a_00555
    See also » FRB Working Paper (2012)
  • Recent Experience with Supervisory Stress Testing in the United States
    Rochelle Edge and Andreas Lehnert
    Stress Testing and Macroprudential Regulation: A Transatlantic Assessment (2016)
  • Credit-to-GDP Trends and Gaps by Lender-and Credit-type
    William F. Bassett, Ainsley Daigle, Rochelle Mary Edge, and Gazi Ishak Kara
    FEDS Notes (2015)
    https://doi.org/10.17016/2380-7172.1653
  • General-Equilibrium Effects of Investment Tax Incentives
    Rochelle M. Edge and Jeremy B. Rudd
    Journal of Monetary Economics (2011)
    https://doi.org/10.1016/j.jmoneco.2011.10.007
    See also » FRB Working Paper (2010)
  • The Unreliability of Credit-to-GDP Ratio Gaps in Real Time: Implications for Countercyclical Capital Buffers
    Rochelle M. Edge and Ralf R. Meisenzahl
    International Journal of Central Banking (2011)
    See also » FRB Working Paper (2011)
  • Welfare-Maximizing Monetary Policy Under Parameter Uncertainty
    Rochelle M. Edge, Thomas Laubach, and John C. Williams
    Journal of Applied Econometrics (2010)
    https://doi.org/10.1002/jae.1136
    See also » FRB Working Paper (2007)
  • How Useful are Estimated DSGE Model Forecasts for Central Bankers?
    Rochelle M. Edge and Refet S. Gurkaynak
    Brookings Papers on Economic Activity (2010)
    See also » FRB Working Paper (2011)
  • A Comparison of Forecast Performance between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model
    Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte
    Journal of Applied Econometrics (2010)
    https://doi.org/10.1002/jae.1175
    See also » FRB Working Paper (2009)
  • The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?
    Jose M. Berrospide and Rochelle M. Edge
    International Journal of Central Banking (2010)
    See also » FRB Working Paper (2010)
  • Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy
    Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte
    Journal of Economic Dynamics & Control (2008)
    https://doi.org/10.1016/j.jedc.2007.09.011
    See also » FRB Working Paper (2007)
  • Time-to-Build, Time-to-Plan, Habit-Persistence, and the Liquidity Effect
    Rochelle M. Edge
    Journal of Monetary Economics (2007)
    https://doi.org/10.1016/j.jmoneco.2006.07.003
  • Taxation and the Taylor Principle
    Rochelle M. Edge and Jeremy B. Rudd
    Journal of Monetary Economics (2007)
    https://doi.org/10.1016/j.jmoneco.2007.06.026
    See also » FRB Working Paper (2002)
  • Learning and Shifts in Long-Run Productivity Growth
    Rochelle M. Edge, Thomas Laubach, and John C. Williams
    Journal of Monetary Economics (2007)
    https://doi.org/10.1016/j.jmoneco.2007.01.003
    See also » FRB Working Paper (2004)
  • A Utility-Based Welfare Criterion in a Model with Endogenous Capital Accumulation
    Rochelle M. Edge
    Finance and Economics Discussion Series (2004)
    https://doi.org/10.17016/FEDS.2003.66
  • The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models
    Rochelle M. Edge
    Review of Economic Dynamics (2002)
    https://doi.org/10.1006/redy.2001.0147
  • The Effect of Monetary Policy on Residential and Structures Investment Under Differential Project Planning and Completion Times
    Rochelle M. Edge
    International Finance Discussion Papers (2000)
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Last Update: August 2, 2024