13
H index
17
i10 index
1341
Citations
Boston College (90% share) | 13 H index 17 i10 index 1341 Citations RESEARCH PRODUCTION: 22 Articles 70 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pablo A. Guerron. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 3 |
American Economic Review | 2 |
Journal of Econometrics | 2 |
Business Review | 2 |
Review of Economic Dynamics | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document | |
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2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2021 | Modelling 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 | |
2021 | Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843. Full description at Econpapers || Download paper | |
2020 | Institutional Quality Explains the Difference of Natural Gas Revenues to Contribute in the Economy: Empirical Evidence from Tanzania. (2020). Kinyondo, Abel ; Byaro, Mwoyo. In: African Journal of Economic Review. RePEc:ags:afjecr:308777. Full description at Econpapers || Download paper | |
2021 | The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59. Full description at Econpapers || Download paper | |
2020 | The Interaction Between Credit Constraints and Uncertainty Shocks. (2020). Kohn, Robert ; Gunawan, David ; Chatterjee, Pratiti . In: Papers. RePEc:arx:papers:2004.14719. Full description at Econpapers || Download paper | |
2021 | The fiscal response to revenue shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: Papers. RePEc:arx:papers:2101.07661. Full description at Econpapers || Download paper | |
2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
2021 | Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58. Full description at Econpapers || Download paper | |
2021 | Fiscal rebalancing plans in the medium term: the case of the United Kingdom. (2021). Brunet, Julia ; Parraga, Susana. In: Economic Bulletin. RePEc:bde:journl:y:2021:i:06:d:aa:n:15. Full description at Econpapers || Download paper | |
2020 | Deciphering the macroeconomic effects of internal devaluations in a monetary union. (2020). Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Andrés, Javier ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:2016. Full description at Econpapers || Download paper | |
2020 | Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20. Full description at Econpapers || Download paper | |
2020 | Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales. (2020). Rincon-Castro, Hernan ; Ospina-Tejeiro, Juan ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1114. Full description at Econpapers || Download paper | |
2020 | How do the Tax Burden and the Fiscal Space in Latin America look like? Evidence through Laffer Curves. (2020). Lozano-Espitia, Ignacio ; Arias-RodrÃguez, Fernando ; Arias-Rodrguez, Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1117. Full description at Econpapers || Download paper | |
2020 | Monetary Policy, Redistribution, and Risk Premia. (2020). Kekre, Rohan ; Lenel, Moritz. In: Working Papers. RePEc:bfi:wpaper:2020-02. Full description at Econpapers || Download paper | |
2020 | Public Opinion on Central Banks when Economic Policy is Uncertain. (2020). Istrefi, Klodiana ; Piloiu, Anamaria . In: Working papers. RePEc:bfr:banfra:765. Full description at Econpapers || Download paper | |
2021 | Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2020 | A similarityâ€based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827. Full description at Econpapers || Download paper | |
2021 | The effect of the Brexit referendum result on subjective well?being. (2021). Vandoros, Sotiris ; Kavetsos, Georgios ; Kyriopoulos, Ilias ; Kawachi, Ichiro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:707-731. Full description at Econpapers || Download paper | |
2020 | The Implications of Firm?Specific Policy Risk, Policy Uncertainty, and Industry Factors for Inventory: A Resource Dependence Perspective. (2020). Williams, Brent D ; Ketchen, David J ; Darby, Jessica L ; Tokar, Travis. In: Journal of Supply Chain Management. RePEc:bla:jscmgt:v:56:y:2020:i:4:p:3-24. Full description at Econpapers || Download paper | |
2021 | Convergence stories of post?socialist Central?Eastern European countries. (2021). Kónya, István ; Baksa, Daniel. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:239-258. Full description at Econpapers || Download paper | |
2020 | Variance Decomposition Analysis for Nonlinear Economic Models. (2020). Ngo, Phuong V ; Isakin, Maksim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1362-1374. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2020 | Interest rate volatility and macroeconomic dynamics: Heterogeneity matters. (2020). Velic, Adnan ; Curran, Michael. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:4:p:957-975. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154. Full description at Econpapers || Download paper | |
2020 | Estimating hysteresis effects. (2020). Furlanetto, Francesco ; Lepetit, Antoine ; Ulvedal, PL ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2020_13. Full description at Econpapers || Download paper | |
2021 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2020 | Populism, Political Risk and the Economy: Lessons from Italy. (2019). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:989. Full description at Econpapers || Download paper | |
2020 | Anticipated Productivity and the Labor Market. (2020). Potter, Tristan ; Chugh, Sanjay ; Chahrour, Ryan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:992. Full description at Econpapers || Download paper | |
2020 | The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863. Full description at Econpapers || Download paper | |
2020 | Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2021 | Why does risk matter more in recessions than in expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_013. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1. Full description at Econpapers || Download paper | |
2021 | Computational 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 | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2020 | Volatile Hiring: Uncertainty in Search and Matching Models. (2020). Freund, L B ; den Haan, W ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20125. Full description at Econpapers || Download paper | |
2020 | Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035. Full description at Econpapers || Download paper | |
2020 | Global shocks and emerging economies: disentangling the commodity roller coaster. (2020). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td623. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2020 | Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8561. Full description at Econpapers || Download paper | |
2021 | The Fiscal Response to Revenue Shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8854. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9328. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Get beyond policy uncertainty: Evidence from political connections. (2020). , Shusenqi ; Qi, Shusen ; Ongena, Steven ; Gawande, Kishore ; Cheng, Hua. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2077. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-47. Full description at Econpapers || Download paper | |
2020 | Recurrent Bubbles and Economic Growth. (2020). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CIGS Working Paper Series. RePEc:cnn:wpaper:20-005e. Full description at Econpapers || Download paper | |
2021 | Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence. (2021). Jinnai, Ryo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-006e. Full description at Econpapers || Download paper | |
2020 | Optimal Monetary Policy and Uncertainty Shocks. (2020). Picco, Anna Rogantini ; Oh, Joonseok ; Han, Yoonshin ; Cho, Deaha. In: Dynare Working Papers. RePEc:cpm:dynare:061. Full description at Econpapers || Download paper | |
2020 | Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398. Full description at Econpapers || Download paper | |
2020 | A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Uncertainty shocks in currency unions. (2020). Pfeifer, Johannes ; Müller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15579. Full description at Econpapers || Download paper | |
2021 | FISCAL MULTIPLIERS AT THE ZERO LOWER BOUND: THE ROLE OF GOVERNMENT SPENDING PERSISTENCE. (2021). Ngo, Phuong V. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:4:p:970-997_5. Full description at Econpapers || Download paper | |
2020 | Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687. Full description at Econpapers || Download paper | |
2020 | The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363. Full description at Econpapers || Download paper | |
2020 | Disciplining expectations and the forward guidance puzzle. (2020). Müller, Tobias ; Mazelis, Falk ; Muller, Tobias ; Montes-Galdon, Carlos ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20202424. Full description at Econpapers || Download paper | |
2020 | Monetary 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 | |
2020 | Do words hurt more than actions? The impact of trade tensions on financial markets. (2020). Pagliari, Maria Sole ; Minesso Ferrari, Massimo ; Kurcz, Frederik. In: Working Paper Series. RePEc:ecb:ecbwps:20202490. Full description at Econpapers || Download paper | |
2021 | Global impacts of US monetary policy uncertainty shocks. (2021). Lastauskas, Povilas ; Minh, Anh Dinh. In: Working Paper Series. RePEc:ecb:ecbwps:20212513. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty, lender of last resort and the real economy. (2021). Mendicino, Caterina ; Jasova, Martina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212521. Full description at Econpapers || Download paper | |
2021 | Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628. Full description at Econpapers || Download paper | |
2021 | Endogenous growth, downward wage rigidity and optimal inflation. (2021). Abbritti, Mirko ; Weber, Sebastian ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212635. Full description at Econpapers || Download paper | |
2022 | Labour market skills, endogenous productivity and business cycles. (2022). Abbritti, Mirko ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222651. Full description at Econpapers || Download paper | |
2022 | The effects of local government leadership turnover on entrepreneurial behavior. (2022). Zhong, Yuejun ; Zhang, Tianhua ; Wang, Xiaobing ; Dong, Zhiqiang. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001450. Full description at Econpapers || Download paper | |
2020 | Welfare gains of bailouts in a sovereign default model. (2020). Vukoti, Marija ; Seoane, Hernan D ; Pancrazi, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300361. Full description at Econpapers || Download paper | |
2020 | Business cycle implications of rising household credit market participation in emerging countries. (2020). Barrail, Zulma. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300853. Full description at Econpapers || Download paper | |
2020 | The fiscal state-dependent effects of capital income tax cuts. (2020). Yang, Shu-Chun S ; Shen, Wenyi ; Fotiou, Alexandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300300. Full description at Econpapers || Download paper | |
2020 | When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning. (2020). Maliar, Serguei ; Lepetyuk, Vadym. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920300944. Full description at Econpapers || Download paper | |
2021 | On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580. Full description at Econpapers || Download paper | |
2021 | Migration and urban economic dynamics. (2021). Veracierto, Marcelo ; Fisher, Jonas ; Davis, Morris A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s016518892100169x. Full description at Econpapers || Download paper | |
2021 | Resolution of financial crises. (2021). Gonzalez-Eiras, Martin ; Fanelli, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001871. Full description at Econpapers || Download paper | |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001. Full description at Econpapers || Download paper | |
2022 | Inflation anchoring and growth: The role of credit constraints. (2022). Furceri, Davide ; Choi, Sangyup ; Shim, Myungkyu ; Loungani, Prakash. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002141. Full description at Econpapers || Download paper | |
2022 | Disciplining expectations and the forward guidance puzzle. (2022). Montes-Galdon, Carlos ; Mazelis, Falk ; Christoffel, Kai ; Muller, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000410. Full description at Econpapers || Download paper | |
2020 | Financial constraints and inflation in Latin America: The impacts of bond financing and depreciations on supply inflation. (2020). Pagliacci, Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:379-397. Full description at Econpapers || Download paper | |
2021 | In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766. Full description at Econpapers || Download paper | |
2021 | Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David ; Gungor, Hasan. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656. Full description at Econpapers || Download paper | |
2020 | The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2020). Mutschler, Willi ; Ivashchenko, Sergey. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:280-292. Full description at Econpapers || Download paper | |
2020 | Performance sensitivity of non-executive compensation in China: The role of economic policy uncertainty. (2020). Han, Pengfei ; Shen, Yongjian ; Sang, Yadi ; Yao, Wenyun. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:310-320. Full description at Econpapers || Download paper | |
2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
2020 | Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303840. Full description at Econpapers || Download paper | |
2021 | Monetary policy uncertainty and bank leverage: Evidence from China. (2021). Luo, Daqing ; Fu, Buben. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001439. Full description at Econpapers || Download paper | |
2021 | Efficient VAR discretization. (2021). Gordon, Grey. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100149x. Full description at Econpapers || Download paper | |
2021 | Recession-specific recoveries: L’s, U’s and everything in between. (2021). Panovska, Irina ; Donayre, Luiggi. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004225. Full description at Econpapers || Download paper | |
2020 | The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2011 | Risk Matters: The Real Effects of Volatility Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 364 |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
2009 | Risk Matters: The Real Effects of Volatility Shocks.(2009) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
2009 | Risk Matters: The Real E¤ects of Volatility Shocks.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
2010 | Risk Matters: The Real Effects of Volatility Shocks.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
2015 | Fiscal Volatility Shocks and Economic Activity In: American Economic Review. [Full Text][Citation analysis] | article | 362 |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2011 | Fiscal volatility shocks and economic activity.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2011 | Fiscal Volatility Shocks and Economic Activity.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2015 | Estimating dynamic equilibrium models with stochastic volatility.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2014 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Estimating dynamic equilibrium models with stochastic volatility.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2012 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2021 | Exchange Rate Disconnect Redux In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Recurrent Bubbles, Economic Fluctuations, and Growth In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2019 | On Liquidity Shocks and Asset Prices In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2015 | Liquidity Shocks and Asset Prices.(2015) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2011 | Economic Development and Heterogeneity in the Great Moderation among the States In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
2016 | Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2019 | Recurrent Bubbles and Economic Growth In: CARF F-Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Political Distribution Risk and Aggregate Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Political Distribution Risk and Aggregate Fluctuations.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Reading the recent monetary history of the U.S., 1959-2007.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2010 | Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2010 | Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Supply-side policies and the zero lower bound.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | Supply-Side Policies and the Zero Lower Bound.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Supply-Side Policies and the Zero Lower Bound.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2012 | Supply-Side Policies and the Zero Lower Bound.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 241 |
2015 | Nonlinear adventures at the zero lower bound.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | article | |
2012 | Nonlinear adventures at the zero lower bound.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | paper | |
2012 | Nonlinear Adventures at the Zero Lower Bound.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | paper | |
2010 | Economic Development and Volatility among the States In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
2011 | The implications of inflation in an estimated new Keynesian model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
2010 | The implications of inflation in an estimated New-Keynesian model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2017 | Asymmetric business cycles and sovereign default In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2013 | Common and idiosyncratic disturbances in developed small open economies In: Journal of International Economics. [Full Text][Citation analysis] | article | 10 |
2012 | Common and idiosyncratic disturbances in developed small open economies.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | Money demand heterogeneity and the great moderation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 21 |
2016 | Interest rates and prices in an inventory model of money with credit In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Interest rates and prices in an inventory model of money with credit.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Bayesian Estimation of DSGE Models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Bayesian estimation of DSGE models.(2013) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | chapter | |
2012 | Bayesian estimation of DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Macroeconomic Forecasting in Times of Crises In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
2020 | Exchange Rates and Endogenous Productivity In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Reading the recent monetary history of the United States, 1959-2007 In: Review. [Full Text][Citation analysis] | article | 3 |
2013 | The economics of small open economies In: Business Review. [Full Text][Citation analysis] | article | 0 |
2012 | Risk and uncertainty In: Business Review. [Full Text][Citation analysis] | article | 2 |
2009 | Do uncertainty and technology drive exchange rates? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Fortune or virtue: time-variant volatilities versus parameter drifting In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2010 | Common factors in small open economies: inference and consequences In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Dynamics of investment, debt, and default In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
2018 | Dynamics of Investment, Debt, and Default.(2018) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2014 | Lliquidity, trends, and the great recession In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Liquidity, Trends, and the Great Recession.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2013 | Liquidity, Trends and the Great Recession.(2013) In: UTokyo Price Project Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2020 | Bargaining Shocks and Aggregate Fluctuations In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Bargaining Shocks and Aggregate Fluctuations.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | On Regional Borrowing, Default, and Migration In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
2021 | Public Debt, Private Pain: Regional Borrowing, Default, and Migration In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | What you match does matter: the effects of data on DSGE estimation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
2020 | Uncertainty Shocks and Business Cycle Research In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Uncertainty Shocks and Business Cycle Research.(2020) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2020 | Estimating DSGE Models: Recent Advances and Future Challenges In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | What you match does matter: The effect of observables on DSGE In: 2008 Meeting Papers. [Citation analysis] | paper | 0 |
2014 | Municipal Bonds, Default, and Migration in General Equilibrium In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Endogenous Productivity, Exchange Rates, and Sudden Stops In: 2016 Meeting Papers. [Citation analysis] | paper | 1 |
2017 | Political Distribution Risk and Business Cycles In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On Regional Borrowing, Migration, and Default In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Financial frictions, trends, and the great recession In: Quantitative Economics. [Full Text][Citation analysis] | article | 26 |
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