S. Boragan Aruoba : Citation Profile


Are you S. Boragan Aruoba?

University of Maryland

16

H index

20

i10 index

1918

Citations

RESEARCH PRODUCTION:

27

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 95
   Journals where S. Boragan Aruoba has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 37 (1.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par34
   Updated: 2021-09-18    RAS profile: 2021-04-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schorfheide, Frank (14)

Villalvazo, Sergio (10)

Cuba-Borda, Pablo (10)

Vlaicu, Razvan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with S. Boragan Aruoba.

Is cited by:

Fernandez-Villaverde, Jesus (44)

Wright, Randall (41)

Rocheteau, Guillaume (40)

Rubio-Ramirez, Juan F (34)

Berentsen, Aleksander (29)

Maliar, Serguei (29)

Waller, Christopher (25)

Camacho, Maximo (23)

Rudebusch, Glenn (22)

Diebold, Francis (20)

Perez Quiros, Gabriel (19)

Cites to:

Wright, Randall (50)

Shi, Shouyong (22)

Schorfheide, Frank (19)

Diebold, Francis (18)

Rocheteau, Guillaume (18)

Lucas, Robert (16)

Christiano, Lawrence (16)

Judd, Kenneth (13)

Rubio-Ramirez, Juan F (13)

Rogerson, Richard (12)

Kehoe, Patrick (12)

Main data


Where S. Boragan Aruoba has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Journal of Monetary Economics3
Review of Economic Dynamics3
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia10
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing S. Boragan Aruoba (2021 and 2020)


YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

Full description at Econpapers || Download paper

2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

Full description at Econpapers || Download paper

2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2021The unbearable lightness of equilibria in a low interest rate environment. (2020). Ascari, Guido ; Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2006.12966.

Full description at Econpapers || Download paper

2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2021Testing 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

2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

Full description at Econpapers || Download paper

2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

Full description at Econpapers || Download paper

2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

Full description at Econpapers || Download paper

2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

Full description at Econpapers || Download paper

2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

Full description at Econpapers || Download paper

2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

Full description at Econpapers || Download paper

2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

Full description at Econpapers || Download paper

2021Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297.

Full description at Econpapers || Download paper

2021Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298.

Full description at Econpapers || Download paper

2021Firm-level R&D after periods of intense technological innovation: the role of investor sentiment. (2021). Carl, Matthew ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:916.

Full description at Econpapers || Download paper

2021The susceptibility of farmland loans to default under falling farmland and commodity prices. (2021). Brewer, Brady E ; Dorfman, Jeffrey H ; Wu, Yifei. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:561-574.

Full description at Econpapers || Download paper

2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

Full description at Econpapers || Download paper

2020Win-Win? Assessing the global impact of the Chinese economy. (2020). Herrala, Risto ; Orlandi, Fabrice. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_004.

Full description at Econpapers || Download paper

2020Central Bank Digital Currency, Tax Evasion, Inflation Tax, and Central Bank Independence. (2020). Park, Jaevin ; Lee, Seungduck ; Kwon, Ohik. In: Working Papers. RePEc:bok:wpaper:2026.

Full description at Econpapers || Download paper

2020US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2020_192.

Full description at Econpapers || Download paper

2020Fiat Money as a Public Signal, Medium of Exchange, and Punishment. (2020). Sun, Ching-jen ; Gomis-Porqueras, Pedro ; Ching-Jen, Sun . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:20:y:2020:i:2:p:11:n:13.

Full description at Econpapers || Download paper

2020Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia. (2020). Hamed, Alhoshan ; Nizar, Harrathi. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:16:y:2020:i:1:p:18:n:1.

Full description at Econpapers || Download paper

2021Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5.

Full description at Econpapers || Download paper

2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

Full description at Econpapers || Download paper

2020The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494.

Full description at Econpapers || Download paper

2020Liquidity Traps in a Monetary Union. (2020). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15148.

Full description at Econpapers || Download paper

2020Expectations, Stagnation and Fiscal Policy: a Nonlinear Analysis. (2020). Honkapohja, Seppo ; Evans, George ; Mitra, Kaushik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15171.

Full description at Econpapers || Download paper

2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

Full description at Econpapers || Download paper

2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

Full description at Econpapers || Download paper

2020Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07.

Full description at Econpapers || Download paper

2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

Full description at Econpapers || Download paper

2020Liquidity Traps in a Monetary Union. (2020). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/310507.

Full description at Econpapers || Download paper

2021Liquidity Traps in a World Economy. (2021). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/316780.

Full description at Econpapers || Download paper

2021Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances. (2021). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/325393.

Full description at Econpapers || Download paper

2020Monetary policy, markup dispersion, and aggregate TFP. (2020). Meier, Matthias ; Reinelt, Timo. In: Working Paper Series. RePEc:ecb:ecbwps:20202427.

Full description at Econpapers || Download paper

2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

Full description at Econpapers || Download paper

2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

Full description at Econpapers || Download paper

2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

Full description at Econpapers || Download paper

2020Benchmarking machine-learning software and hardware for quantitative economics. (2020). Duarte, Victor ; Montecinos, Alexis ; Fonseca, Julia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301939.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

Full description at Econpapers || Download paper

2020Perturbation solution and welfare costs of business cycles in DSGE models. (2020). Maussner, Alfred ; Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188919302143.

Full description at Econpapers || Download paper

2020Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x.

Full description at Econpapers || Download paper

2020A hardware approach to value function iteration. (2020). Peri, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300622.

Full description at Econpapers || Download paper

2021MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

Full description at Econpapers || Download paper

2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

Full description at Econpapers || Download paper

2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

Full description at Econpapers || Download paper

2020Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

Full description at Econpapers || Download paper

2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

Full description at Econpapers || Download paper

2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

Full description at Econpapers || Download paper

2020Identification of triggers of U.S. yield curve movements. (2020). Kučera, Adam ; Kuera, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301789.

Full description at Econpapers || Download paper

2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301592.

Full description at Econpapers || Download paper

2020Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774.

Full description at Econpapers || Download paper

2020Fat tails in leading indicators. (2020). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030210x.

Full description at Econpapers || Download paper

2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

Full description at Econpapers || Download paper

2021Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588.

Full description at Econpapers || Download paper

2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

Full description at Econpapers || Download paper

2020GMM estimation of affine term structure models. (2020). Hlouskova, Jaroslava ; Sogner, Leopold. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15.

Full description at Econpapers || Download paper

2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

Full description at Econpapers || Download paper

2020Resource windfalls and public debt: A political economy perspective. (2020). Raveh, Ohad ; Tsur, Yacov. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300039.

Full description at Econpapers || Download paper

2020The role of search frictions in the long-run relationships between inflation, unemployment and capital. (2020). Gomis-Porqueras, Pedro ; Sun, Hongfei ; Huangfu, Stella. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300283.

Full description at Econpapers || Download paper

2020Optimal monetary policy and determinacy under active/passive regimes. (2020). Roulleau-Pasdeloup, Jordan. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302129.

Full description at Econpapers || Download paper

2021Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model. (2021). Muto, Ichiro ; Shintani, Mototsugu ; Iwasaki, Yuto. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302567.

Full description at Econpapers || Download paper

2021Capacity choice, monetary trade, and the cost of inflation. (2021). Rabinovich, Stanislav ; Baughman, Garth. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000519.

Full description at Econpapers || Download paper

2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

Full description at Econpapers || Download paper

2020The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis. (2020). Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300529.

Full description at Econpapers || Download paper

2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

Full description at Econpapers || Download paper

2021Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

Full description at Econpapers || Download paper

2021Bank credit risk events and peers equity value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119.

Full description at Econpapers || Download paper

2020Internet search-based investor sentiment and value premium. (2020). Klemola, Antti. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309139.

Full description at Econpapers || Download paper

2021The SKEW index: Extracting what has been left. (2021). Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301194.

Full description at Econpapers || Download paper

2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093.

Full description at Econpapers || Download paper

2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

Full description at Econpapers || Download paper

2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

Full description at Econpapers || Download paper

2020An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:800-813.

Full description at Econpapers || Download paper

2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

Full description at Econpapers || Download paper

2020Data revisions to German national accounts: Are initial releases good nowcasts?. (2020). Wolf, Elias ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1252-1259.

Full description at Econpapers || Download paper

2021Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236.

Full description at Econpapers || Download paper

2021Predicting benchmarked US state employment data in real time. (2021). Brave, Scott ; Walstrum, Thomas ; Kluender, William ; Gascon, Charles. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1261-1275.

Full description at Econpapers || Download paper

2020Up- and downside variance risk premia in global equity markets. (2020). Thimme, Julian ; Omachel, Marcel ; Kapraun, Julia ; Held, Matthias . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301412.

Full description at Econpapers || Download paper

2020The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:384-402.

Full description at Econpapers || Download paper

2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

Full description at Econpapers || Download paper

2020Bargaining under liquidity constraints: Unified strategic foundations of the Nash and Kalai solutions. (2020). Rocheteau, Guillaume ; Hu, Tai-Wei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300910.

Full description at Econpapers || Download paper

2020Credit frictions and participation in over-the-counter markets. (2020). Lebeau, Lucie. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300934.

Full description at Econpapers || Download paper

2021The high volume return premium and economic fundamentals. (2021). Wang, Zijun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:325-345.

Full description at Econpapers || Download paper

2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

Full description at Econpapers || Download paper

2020What drives the FOMC’s dot plots?. (2020). Stuart, Rebecca ; Gerlach, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560618305308.

Full description at Econpapers || Download paper

2021Asset pricing in monetary economies. (2021). Altermatt, Lukas ; Iwasaki, Kohei ; Wright, Randall. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000012.

Full description at Econpapers || Download paper

2020Cost of policy choices: A microsimulation analysis of the impact on family welfare of unemployment and price changes. (2020). Rios-Avila, Fernando ; Moore, Robert ; Hotchkiss, Julie L. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300515.

Full description at Econpapers || Download paper

2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

Full description at Econpapers || Download paper

2020Inflation, oil price volatility and monetary policy. (2020). Tuesta, Vicente ; Castillo, Paul ; Montoro, Carlos. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301841.

Full description at Econpapers || Download paper

2020Monetary policy and financial economic growth. (2020). Cao, Jiling ; Mohseni, Reza Moosavi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300165.

Full description at Econpapers || Download paper

2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

Full description at Econpapers || Download paper

2021Monetary transmission: Are emerging market and low-income countries different?. (2021). Vlek, Jan ; Buli, Ale . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:95-108.

Full description at Econpapers || Download paper

2020Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

Full description at Econpapers || Download paper

2020The zero lower bound and estimation accuracy. (2020). Throckmorton, Nathaniel ; Atkinson, Tyler ; Richter, Alexander W. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:249-264.

Full description at Econpapers || Download paper

2021Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169.

Full description at Econpapers || Download paper

2021A unified measure of Fed monetary policy shocks. (2021). Wu, Wenbin ; Rogers, John ; Bu, Chunya. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:331-349.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by S. Boragan Aruoba:


YearTitleTypeCited
2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions In: American Economic Review.
[Full Text][Citation analysis]
article41
2010Real-time macroeconomic monitoring: real activity, inflation, and interactions.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article47
2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2003Time Series Analysis by State-Space Methods In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
2009Real-Time Measurement of Business Conditions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article312
2007Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 312
paper
2008Real-time measurement of business conditions.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 312
paper
2008Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 312
paper
2007Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 312
paper
2006Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 312
paper
2001Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]
article3
2001Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey In: Working Papers.
[Full Text][Citation analysis]
paper1
2004Moving Holidays and Seasonal Adjustment: The Case of Turkey In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]
article4
2005Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography.
[Full Text][Citation analysis]
paper228
2006Comparing solution methods for dynamic equilibrium economies.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
article
2003Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
paper
2003Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
paper
2016A Structural Model of Electoral Accountability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2015A Structural Model of Electoral Accountability.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2019A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY.(2019) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2005Data Revisions Are Not Well-Behaved In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper122
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 122
article
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
article
2015A comparison of programming languages in macroeconomics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article5
2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article27
2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article461
2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 461
paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]
article40
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2010Optimal fiscal and monetary policy when money is essential In: Journal of Economic Theory.
[Full Text][Citation analysis]
article49
2006Optimal fiscal and monetary policy when money is essential.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2007Optimal Fiscal and Monetary Policy when Money is Essential.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2021Institutions, tax evasion, and optimal policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article0
2007Bargaining and the value of money In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article112
2011Money and capital In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article63
2007Money and capital.(2007) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2005Money and Capital.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2003Search, money, and capital: a neoclassical dichotomy In: Proceedings.
[Citation analysis]
article37
2002Search, money and capital: a neoclassical dichotomy.(2002) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2003The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series.
[Full Text][Citation analysis]
paper13
2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper163
2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
article
2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
2009Money and capital: a quantitative analysis In: Working Papers.
[Full Text][Citation analysis]
paper5
2014Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy In: Staff Report.
[Full Text][Citation analysis]
paper5
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]
paper11
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers.
[Full Text][Citation analysis]
paper51
2016Term structures of inflation expectations and real interest rates In: Working Papers.
[Full Text][Citation analysis]
paper9
2020Term Structures of Inflation Expectations and Real Interest Rates.(2020) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2019How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2011MONEY, SEARCH, AND BUSINESS CYCLES In: International Economic Review.
[Full Text][Citation analysis]
article5
2011Globalization, the Business Cycle, and Macroeconomic Monitoring In: IMF Working Papers.
[Full Text][Citation analysis]
paper12
2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
chapter
2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2011Globalization, the Business Cycle, and Macroeconomic Monitoring.(2011) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
2016Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes.(2016) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2014A Comparison of Programming Languages in Economics In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2003Search, Money and Capital: A Neoclassical Dichotomy, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]
paper18
2008Real-Time Measurement of Business Conditions, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]
paper5
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
[Full Text][Citation analysis]
paper1
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2004Data Revisions in General Equilibrium In: 2004 Meeting Papers.
[Citation analysis]
paper0
2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
[Citation analysis]
paper4
2009Money and Optimal Capital Taxation In: 2009 Meeting Papers.
[Full Text][Citation analysis]
paper0
2010Informal Sector, Government Policy and Institutions In: 2010 Meeting Papers.
[Citation analysis]
paper17
2011Homework in Monetary Economics: Inflation and House Prices In: 2011 Meeting Papers.
[Citation analysis]
paper0
2018Measuring Uncertainty In: 2018 Meeting Papers.
[Full Text][Citation analysis]
paper0
2003Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies In: Computing in Economics and Finance 2003.
[Citation analysis]
paper1
2004Data Uncertainty in General Equilibrium In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
paper5
2013A Real Economic Activity Indicator for Turkey In: Central Bank Review.
[Full Text][Citation analysis]
article3
2012Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi In: Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team