Pooyan Amir Ahmadi : Citation Profile

Are you Pooyan Amir Ahmadi?

University of Illinois at Urbana-Champaign

6

H index

4

i10 index

88

Citations

RESEARCH PRODUCTION:

3

Articles

16

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 6
   Journals where Pooyan Amir Ahmadi has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 11 (11.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam53
   Updated: 2020-11-28    RAS profile: 2020-03-10    
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Relations with other researchers

Works with:

Wang, Mu-Chun (4)

Drautzburg, Thorsten (3)

Matthes, Christian (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pooyan Amir Ahmadi.

Is cited by:

Baumeister, Christiane (11)

Hamilton, James (9)

Matthes, Christian (7)

Güntner, Jochen (6)

Afanasyeva, Elena (4)

Lütkepohl, Helmut (4)

Reif, Magnus (3)

Faccini, Renato (3)

Rüth, Sebastian (3)

Korobilis, Dimitris (3)

Peersman, Gert (3)

Cites to:

Canova, Fabio (14)

Schorfheide, Frank (12)

Sargent, Thomas (9)

Ritschl, Albrecht (9)

Waggoner, Daniel (8)

Koop, Gary (8)

Surico, Paolo (7)

Matthes, Christian (7)

Gambetti, Luca (7)

Sarferaz, Samad (7)

Cogley, Timothy (7)

Main data

Where Pooyan Amir Ahmadi has published?

Working Papers Series with more than one paper published# docs
Working Paper / Federal Reserve Bank of Richmond3

Recent works citing Pooyan Amir Ahmadi (2020 and 2019)

YearTitle of citing document
2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2019The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?. (2019). Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7826.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2019Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:28342.

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2019Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1831.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2019Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:180-197.

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2019What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?. (2019). Schwartzman, Felipe ; Matthes, Christian. In: Working Paper. RePEc:fip:fedrwp:19-09.

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2020Sign restrictions in high-dimensional vector autoregressions. (2020). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_21.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:26606.

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2019SVARs Identification through Bounds on the Forecast Error Variance. (2019). Volpicella, Alessio. In: Working Papers. RePEc:qmw:qmwecw:890.

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2019The Demand Origins of Business Cycles. (2019). Schwartzman, Felipe ; Matthes, Christian. In: 2019 Meeting Papers. RePEc:red:sed019:1122.

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2020Sign restrictions in high-dimensional vector autoregressions. (2020). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:20-09.

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2019The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/978.

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2019Restoring euro area monetary transmission: Which role for government bond rates?. (2019). Wollmershäuser, Timo ; Siemsen, Thomas ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:3:d:10.1007_s00181-018-1467-y.

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2020The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR. (2020). Pruser, Jan ; Schlosser, Alexander. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01619-8.

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2019Streamlining Time-varying VAR with a Factor Structure in the Parameters. (2019). Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1903.

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2019Proxy VAR models in a data-rich environment. (2019). Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_03.

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2020A narrative approach to a fiscal DSGE model. (2020). Drautzburg, Thorsten. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:801-837.

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2020Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model. (2020). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:342020.

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2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:96079.

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Works by Pooyan Amir Ahmadi:

YearTitleTypeCited
2010Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper9
2009Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression.(2009) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Identification through Heterogeneity In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2017IDENTIFICATION THROUGH HETEROGENEITY.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Identification through Heterogeneity.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 6		paper
2017Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2015Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2014Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper.
[Full Text][Citation analysis]		paper2
2014Drifts, 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 another version. Agregated cites: 2		paper
2016Choosing Prior Hyperparameters In: Working Paper.
[Full Text][Citation analysis]		paper15
2015Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2020Regional Monetary Policies and the Great Depression In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2007Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification In: 2007 Meeting Papers.
[Citation analysis]		paper0
2012MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper18
2020Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2016Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics.
[Full Text][Citation analysis]		article12

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