Mark Bognanni : Citation Profile


Are you Mark Bognanni?

Federal Reserve Bank of Cleveland (50% share)
Federal Reserve Bank of Cleveland (50% share)

2

H index

0

i10 index

15

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 2
   Journals where Mark Bognanni has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (6.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo762
   Updated: 2021-06-07    RAS profile: 2016-02-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Bognanni.

Is cited by:

Herbst, Edward (4)

Schorfheide, Frank (3)

Vaccaro-Grange, Etienne (2)

Hartwig, Benny (2)

Makris, Miltiadis (1)

Yang, Meifeng (1)

Mitman, Kurt (1)

Guérin, Pierre (1)

Leiva-Leon, Danilo (1)

Pinheiro, Roberto (1)

Caldara, Dario (1)

Cites to:

Zha, Tao (10)

Sims, Christopher (8)

Krueger, Dirk (8)

Waggoner, Daniel (7)

Ríos-Rull, José-Víctor (6)

Heathcote, Jonathan (6)

Primiceri, Giorgio (5)

Clark, Todd (5)

Herkenhoff, Kyle (4)

Santos, Cezar (4)

Wouters, Raf (4)

Main data


Where Mark Bognanni has published?


Journals with more than one article published# docs
Economic Commentary4

Working Papers Series with more than one paper published# docs
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Mark Bognanni (2021 and 2020)


YearTitle of citing document
2020Great Expectations: Social Distancing in Anticipation of Pharmaceutical Innovations. (2020). Makris, Miltiadis ; Toxvaerd, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2097.

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

2020Revisiting Wage Growth after the Recession. (2020). Yang, Meifeng ; Pinheiro, Roberto. In: Economic Commentary. RePEc:fip:fedcec:87413.

Full description at Econpapers || Download paper

2021Whether, When and How to Extend Unemployment Benefits: Theory and Application to COVID-19. (2021). Mitman, Kurt ; Rabinovich, Stanislav. In: IZA Discussion Papers. RePEc:iza:izadps:dp14085.

Full description at Econpapers || Download paper

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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2020Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model. (2020). Hartwig, Benny. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224528.

Full description at Econpapers || Download paper

Works by Mark Bognanni:


YearTitleTypeCited
2016New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity In: Economic Commentary.
[Full Text][Citation analysis]
article1
2018An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting In: Economic Commentary.
[Full Text][Citation analysis]
article0
2019Has the Real-Time Reliability of Monthly Indicators Changed over Time? In: Economic Commentary.
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article0
2020A Forecasting Assessment of Market-Based PCE Inflation In: Economic Commentary.
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article0
2014Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper6
2015Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification In: Working Papers (Old Series).
[Full Text][Citation analysis]
paper6
2019Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper2

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