20
H index
25
i10 index
2732
Citations
University of Maryland | 20 H index 25 i10 index 2732 Citations RESEARCH PRODUCTION: 28 Articles 73 Papers 1 Chapters RESEARCH ACTIVITY: 23 years (2001 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/par34 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with S. Boragan Aruoba. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 3 |
Journal of Monetary Economics | 3 |
Journal of Econometrics | 3 |
Review of Economic Dynamics | 3 |
Year | Title of citing document | |
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2023 | Home Price Expectations and Spending: Evidence from a Field Experiment. (2023). Wohlfart, Johannes ; Roth, Christopher ; Chopra, Felix. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:233. Full description at Econpapers || Download paper | |
2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158. Full description at Econpapers || Download paper | |
2023 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
2023 | Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fern, Jes'Us. In: Papers. RePEc:arx:papers:2306.04285. Full description at Econpapers || Download paper | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper | |
2024 | Misspeciï¬cation Testing in GARCH-MIDAS Models. (2015). Schienle, Melanie ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0597. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper | |
2023 | El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225. Full description at Econpapers || Download paper | |
2023 | Tax policies, informality, and real wage rigidities. (2023). Jaramillo, Fernando ; Garcia-Suaza, Andres ; Salazar, Marlon. In: Borradores de Economia. RePEc:bdr:borrec:1245. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2023 | Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651. Full description at Econpapers || Download paper | |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. Full description at Econpapers || Download paper | |
2023 | Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj. Full description at Econpapers || Download paper | |
2023 | READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers || Download paper | |
2023 | Home Price Expectations and Spending: Evidence from a Field Experiment. (2023). Wohlfart, Johannes ; Roth, Christopher ; Chopra, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10450. Full description at Econpapers || Download paper | |
2023 | Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10500. Full description at Econpapers || Download paper | |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks. (2023). Coble, David ; Beltran, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:979. Full description at Econpapers || Download paper | |
2023 | Tax policies, informality, and real wage rigidities. (2023). Garcia-Suaza, Andres ; Salazar, Marlon ; Jaramillo, Fernando. In: Documentos de Trabajo. RePEc:col:000092:020744. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2023 | CBDC and business cycle dynamics in a New Monetarist New Keynesian model. (2023). Assenmacher, Katrin ; Ristiniemi, Annukka ; Bitter, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20232811. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow. (2023). Xiao, Xinping ; Dai, Min ; Hong, Lijiang ; Wen, Jianghui ; Wu, Chaozhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:440:y:2023:i:c:s0096300322007093. Full description at Econpapers || Download paper | |
2023 | Four facts about relationship lending: The case of Chile 2012-2019. (2023). Pratap, Sangeeta ; Acosta-Henao, Miguel ; Taboada, Manuel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000640. Full description at Econpapers || Download paper | |
2024 | Variables selection using L0 penalty. (2024). Zhang, Tonglin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001718. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
2023 | Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers || Download paper | |
2024 | Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
2024 | Pseudospectral methods for continuous-time heterogeneous-agent models. (2024). Schesch, Constantin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000484. Full description at Econpapers || Download paper | |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper | |
2023 | Does inattentiveness matter for DSGE modeling? An empirical investigation. (2023). Minford, Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003133. Full description at Econpapers || Download paper | |
2023 | The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352. Full description at Econpapers || Download paper | |
2023 | Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753. Full description at Econpapers || Download paper | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2024 | Habit formation and the government spending multiplier. (2024). Aloui, Rym. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000105. Full description at Econpapers || Download paper | |
2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper | |
2023 | Climate change-related risks and bank stock returns. (2023). BOUNGOU, Whelsy ; Urom, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000368. Full description at Econpapers || Download paper | |
2023 | Endogenous cycles in a competitive search credit market. (2023). Gu, Chao. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002501. Full description at Econpapers || Download paper | |
2024 | Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661. Full description at Econpapers || Download paper | |
2023 | Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933. Full description at Econpapers || Download paper | |
2023 | High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers || Download paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
2023 | Fiscal stimulus in liquidity traps: Conventional or unconventional policies?. (2023). Linde, Jesper ; Lemoine, Matthieu. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002045. Full description at Econpapers || Download paper | |
2023 | Uncertain policy regimes and government spending effects. (2023). Yang, Shu-Chun S ; Shen, Wenyi ; Mao, Ruoyun. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002100. Full description at Econpapers || Download paper | |
2023 | The maturity composition of government debt: A comprehensive database. (2023). Mazzolini, Giulio ; de Graeve, Ferre. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000673. Full description at Econpapers || Download paper | |
2023 | Price setting frequency and the Phillips curve. (2023). Grimaud, Alex ; Gasteiger, Emanuel. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001642. Full description at Econpapers || Download paper | |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper | |
2023 | Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181. Full description at Econpapers || Download paper | |
2023 | The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389. Full description at Econpapers || Download paper | |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Can Chinas energy-consumption permit trading scheme achieve the “Porter” effect? Evidence from an estimated DSGE model. (2023). Shi, Xunpeng ; Zhou, Dequn ; Wei, Jinpeng ; Gao, QI ; Zhang, Yanfang. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002562. Full description at Econpapers || Download paper | |
2024 | Investigating extreme linkage topology in the aerospace and defence industry. (2024). Tang, Yayan ; Sheenan, Lisa ; Quinn, Barry ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x. Full description at Econpapers || Download paper | |
2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper | |
2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper | |
2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
2023 | Climate uncertainty and marginal climate capital needs. (2023). Sakkas, Athanasios ; Angelidis, Timotheos ; Spiliotopoulos, George. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324. Full description at Econpapers || Download paper | |
2024 | The VIXs term structure of individual active stocks. (2024). Shuval, Kerem ; Snunu, Iyad ; David, OR ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667. Full description at Econpapers || Download paper | |
2023 | Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320. Full description at Econpapers || Download paper | |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper | |
2023 | Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868. Full description at Econpapers || Download paper | |
2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper | |
2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper | |
2024 | Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers || Download paper | |
2023 | Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278. Full description at Econpapers || Download paper | |
2023 | Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220. Full description at Econpapers || Download paper | |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
2023 | Real estate security token offerings and the secondary market: Driven by crypto hype or fundamentals?. (2023). Dorfleitner, Gregor ; Steininger, Bertram I ; Laschinger, Ralf ; Kreppmeier, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001450. Full description at Econpapers || Download paper | |
2023 | News indices on country fundamentals. (2023). Kocsis, Zalan ; Fulop, Andras. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001565. Full description at Econpapers || Download paper | |
2023 | Coherence without rationality at the zero lower bound. (2023). McClung, Nigel ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001412. Full description at Econpapers || Download paper | |
2024 | Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions In: American Economic Review. [Full Text][Citation analysis] | article | 78 |
2010 | Real-time macroeconomic monitoring: real activity, inflation, and interactions.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2011 | Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 89 |
2009 | Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2009 | Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2003 | Time Series Analysis by State-Space Methods In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2009 | Real-Time Measurement of Business Conditions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 448 |
2007 | Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
2008 | Real-time measurement of business conditions.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
2008 | Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
2007 | Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
2006 | Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 448 | paper | |
2001 | Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 3 |
2001 | Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Moving Holidays and Seasonal Adjustment: The Case of Turkey In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Monetary Policy Surprises in Chile: Measurement & Real Effects In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 3 |
2005 | Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 279 |
2006 | Comparing solution methods for dynamic equilibrium economies.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 279 | article | |
2003 | Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 279 | paper | |
2003 | Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 279 | paper | |
2016 | A Structural Model of Electoral Accountability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | A Structural Model of Electoral Accountability.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2019 | A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY.(2019) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2021 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2021 | SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2022 | SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2021 | SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2005 | Data Revisions Are Not Well-Behaved In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 170 |
2008 | Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 170 | article | |
2008 | Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | article | |
2015 | A comparison of programming languages in macroeconomics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
2017 | Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 49 |
2013 | Assessing DSGE model nonlinearities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2013 | Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2006 | The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 597 |
2004 | The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 597 | paper | |
2016 | Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics. [Full Text][Citation analysis] | article | 67 |
2013 | Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2010 | Optimal fiscal and monetary policy when money is essential In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 74 |
2006 | Optimal fiscal and monetary policy when money is essential.(2006) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2007 | Optimal Fiscal and Monetary Policy when Money is Essential.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2021 | Institutions, tax evasion, and optimal policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 7 |
2007 | Bargaining and the value of money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 132 |
2011 | Money and capital In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 92 |
2007 | Money and capital.(2007) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2005 | Money and Capital.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2023 | Real Rigidities, Firm Dynamics, and Monetary Nonneutrality: The Role of Demand Shocks In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Search, money, and capital: a neoclassical dichotomy In: Proceedings. [Citation analysis] | article | 43 |
2002 | Search, money and capital: a neoclassical dichotomy.(2002) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2003 | The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2016 | Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 231 |
2013 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | paper | |
2018 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | article | |
2014 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | paper | |
2009 | Money and capital: a quantitative analysis In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy In: Staff Report. [Full Text][Citation analysis] | paper | 5 |
2011 | Improving GDP measurement: a forecast combination perspective In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
2016 | Term structures of inflation expectations and real interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
2020 | Term Structures of Inflation Expectations and Real Interest Rates.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2019 | How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | MONEY, SEARCH, AND BUSINESS CYCLES In: International Economic Review. [Full Text][Citation analysis] | article | 8 |
2011 | Globalization, the Business Cycle, and Macroeconomic Monitoring In: IMF Working Papers. [Full Text][Citation analysis] | paper | 33 |
2010 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | chapter | |
2010 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2011 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2011) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2012 | Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2016 | Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes.(2016) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2014 | A Comparison of Programming Languages in Economics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2024 | Identifying Monetary Policy Shocks: A Natural Language Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Non-Constant Demand Elasticities, Firm Dynamics and Monetary Non-Neutrality: Role of Demand Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Pricing Under Distress In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Search, Money and Capital: A Neoclassical Dichotomy, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 20 |
2008 | Real-Time Measurement of Business Conditions, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
2021 | Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices. [Full Text][Citation analysis] | paper | 16 |
2021 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2004 | Data Revisions in General Equilibrium In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
2008 | Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers. [Citation analysis] | paper | 6 |
2009 | Money and Optimal Capital Taxation In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Informal Sector, Government Policy and Institutions In: 2010 Meeting Papers. [Citation analysis] | paper | 30 |
2011 | Homework in Monetary Economics: Inflation and House Prices In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Measuring Uncertainty In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 2 |
2004 | Data Uncertainty in General Equilibrium In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 7 |
2013 | A Real Economic Activity Indicator for Turkey In: Central Bank Review. [Full Text][Citation analysis] | article | 4 |
2012 | Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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