8
H index
8
i10 index
182
Citations
University of Illinois at Urbana-Champaign | 8 H index 8 i10 index 182 Citations RESEARCH PRODUCTION: 4 Articles 17 Papers RESEARCH ACTIVITY: 14 years (2007 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pam53 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pooyan Amir Ahmadi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Quantitative Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper / Federal Reserve Bank of Richmond | 3 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Year | Title of citing document |
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2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2023 | Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94. Full description at Econpapers || Download paper |
2024 | Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10. Full description at Econpapers || Download paper |
2023 | Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590. Full description at Econpapers || Download paper |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper |
2023 | Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847. Full description at Econpapers || Download paper |
2023 | Identifying sectoral shocks and their role in business cycles. (2023). Schneider, Jan David ; de Graeve, Ferre. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:c:p:124-141. Full description at Econpapers || Download paper |
2023 | Modeling of Predictive Maintenance Systems for Laser-Welders in Continuous Galvanizing Lines Based on Machine Learning with Welder Control Data. (2023). Lee, Eul-Bum ; Choi, So-Won. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7676-:d:1141314. Full description at Econpapers || Download paper |
2023 | Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211. Full description at Econpapers || Download paper |
2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074. Full description at Econpapers || Download paper |
2023 | UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY. (2023). Smith, Gregor ; Nason, James M. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1595-1614. Full description at Econpapers || Download paper |
2023 | Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time?varying instrument relevance. (2023). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:989-1006. Full description at Econpapers || Download paper |
2024 | The macroeconomy as a random forest. (2024). Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2009 | Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2009 | Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | ||
2017 | Identification through Heterogeneity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2017 | IDENTIFICATION THROUGH HETEROGENEITY.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | Identification through Heterogeneity.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2017 | Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
2015 | Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2014 | Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2014 | Drifts, Volatilities and Impulse Responses Over the Last Century.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Choosing Prior Hyperparameters In: Working Paper. [Full Text][Citation analysis] | paper | 20 |
2009 | Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
2020 | Regional Monetary Policies and the Great Depression In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification In: 2007 Meeting Papers. [Citation analysis] | paper | 1 |
2012 | MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 18 |
2020 | Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 34 |
2021 | Identification and inference with ranking restrictions In: Quantitative Economics. [Full Text][Citation analysis] | article | 10 |
2016 | Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics. [Full Text][Citation analysis] | article | 21 |
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