Pablo A. Guerron : Citation Profile

Are you Pablo A. Guerron?

Boston College (90% share)
Escuela Superior Politécnica del Litoral (ESPOL) (10% share)

15

H index

19

i10 index

1742

Citations

RESEARCH PRODUCTION:

24

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 124
   Journals where Pablo A. Guerron has often published
   Relations with other researchers
   Recent citing documents: 282.    Total self citations: 31 (1.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu174
   Updated: 2023-05-27    RAS profile: 2019-06-16    
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Relations with other researchers

Works with:

Fernandez-Villaverde, Jesus (9)

Jinnai, Ryo (7)

Drautzburg, Thorsten (6)

Gordon, Grey (5)

Hirano, Tomohiro (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pablo A. Guerron.

Is cited by:

Bianchi, Francesco (35)

Castelnuovo, Efrem (35)

bloom, nicholas (35)

Throckmorton, Nathaniel (30)

Richter, Alexander (30)

Schorfheide, Frank (22)

Fernandez-Villaverde, Jesus (21)

Nakata, Taisuke (20)

Caggiano, Giovanni (20)

GUPTA, RANGAN (19)

Rubio-Ramirez, Juan F (19)

Cites to:

Fernandez-Villaverde, Jesus (46)

Rubio-Ramirez, Juan F (45)

Smets, Frank (34)

Schorfheide, Frank (34)

Wouters, Raf (34)

Eichenbaum, Martin (28)

Uribe, Martín (25)

Christiano, Lawrence (24)

Watson, Mark (23)

Gertler, Mark (19)

Zha, Tao (17)

Main data

Where Pablo A. Guerron has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Business Review2
American Economic Review2
Journal of Monetary Economics2
Review of Economic Dynamics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia17
NBER Working Papers / National Bureau of Economic Research, Inc10
CEPR Discussion Papers / C.E.P.R. Discussion Papers10
Discussion Papers / Centre for Macroeconomics (CFM)3
2010 Meeting Papers / Society for Economic Dynamics2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
Bank of Japan Working Paper Series / Bank of Japan2
Working Paper / Federal Reserve Bank of Richmond2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Pablo A. Guerron (2022 and 2021)

YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Why 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.

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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.

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2021Influences 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.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2021Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089.

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2021Time-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.

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

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2021The fiscal response to revenue shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: Papers. RePEc:arx:papers:2101.07661.

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

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2023Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies. (2022). Jinnai, Ryo ; Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2211.13100.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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2022State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Brenes, Jose Camarena. In: BCAM Working Papers. RePEc:bbk:bbkcam:2204.

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2021Occasionally Binding Constraints in Large Models: A Review of Solution Methods. (). Swarbrick, Jonathan. In: Discussion Papers. RePEc:bca:bocadp:21-5.

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2021ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis. (2021). Miyamoto, Wataru ; Lepetyuk, Vadym ; Dorich, Jose ; Desgagnes, Helene ; Corrigan, Paul ; Zhang, Yang. In: Technical Reports. RePEc:bca:bocatr:119.

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2021Discount 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.

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2021Fiscal 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.

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2021Do 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.

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2022DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884.

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2021Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:971.

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2022Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837.

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2021Asymmetric 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.

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2022Firm?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.

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2021The 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.

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2021Convergence 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.

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2021Uncertainty 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.

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2021The 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.

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2021Disentangling 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.

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2021Empirical 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.

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2022The 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.

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2021Fear 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.

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2021Welfare 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.

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2022Globalisation, economic uncertainty and labour market regulations: Implications for the COVID?19 crisis. (2022). Gözgör, Giray ; Nolt, James H ; Fang, Jianchun. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2165-2187.

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2021Identifying the sources of the slowdown in growth: Demand vs. supply. (2021). Maffei-Faccioli, Nicolo. In: Working Paper. RePEc:bno:worpap:2021_9.

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2022Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2021Why 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.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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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.

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2021Evaluating effectiveness of price level targeting in the presence of increasing uncertainty. (2021). Pirzada, Ahmed ; Kara, Engin. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/737.

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2021The 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.

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2022The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251.

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2022Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22.

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2022Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12.

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2023Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15.

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2022The world uncertainty index. (2022). Furceri, Davide ; bloom, nicholas ; Ahir, Hites. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1842.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2021The Fiscal Response to Revenue Shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8854.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

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2021Why 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.

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2021Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122.

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2022State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters. (2022). Zanetti, Francesco ; Ghassibe, Mishel. In: Discussion Papers. RePEc:cfm:wpaper:2208.

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2021Bubbles, 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.

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2021Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility. (2021). Naubert, Christopher ; Gorodnichenko, Yuriy ; Maliar, Serguei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15614.

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2021Downside and Upside Uncertainty Shocks. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15881.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Eyquem, Aurélien ; Poilly, Celine ; Anna, Beliansk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15894.

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2021Commodity Prices and Banking Crises. (2021). Presbitero, Andrea ; Eberhardt, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15959.

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2021FISCAL 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.

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2021The unbearable lightness of equilibria in a low interest rate environment. (2021). Mavroeidis, Sophocles ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:734.

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2022Uncertainty shocks and the monetary-macroprudential policy mix. (2022). Smadu, Andra ; Nalban, Valeriu. In: Working Papers. RePEc:dnb:dnbwpp:739.

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2021Global impacts of US monetary policy uncertainty shocks. (2021). Lastauskas, Povilas ; Minh, Anh Dinh. In: Working Paper Series. RePEc:ecb:ecbwps:20212513.

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2021Policy uncertainty, lender of last resort and the real economy. (2021). Mendicino, Caterina ; Jasova, Martina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212521.

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2021Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2021Endogenous growth, downward wage rigidity and optimal inflation. (2021). Abbritti, Mirko ; Weber, Sebastian ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212635.

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2022Labour market skills, endogenous productivity and business cycles. (2022). Abbritti, Mirko ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222651.

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2022DSGE Nash: solving Nash games in macro models. (2022). Pagliari, Maria Sole ; Minesso, Massimo Ferrari. In: Working Paper Series. RePEc:ecb:ecbwps:20222678.

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2022Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699.

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2022Counter-cyclical fiscal rules and the zero lower bound. (2022). Radke, Lucas ; Kamps, Christophe ; Hauptmeier, Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20222715.

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2022The 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.

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2021On 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.

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2021Migration 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.

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2021Resolution 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.

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2021Under 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.

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2022Inflation 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.

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2022Disciplining 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.

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2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

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2022The fall in shadow banking and the slow U.S. recovery. (2022). Pierrard, Olivier ; Moura, Alban ; Feve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001105.

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2022Fiscal policy and uncertainty. (2022). Wolff, Jonathan ; Jerow, Sam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002627.

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2021In 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.

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2021Role 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.

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2022Time-varying effect of uncertainty shocks on unemployment. (2022). Onur, Bedri Kamil ; Eksi, Ozan. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000566.

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2022Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669.

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2022Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China. (2022). Jianhao, Lin ; Zixiang, Zhu ; Ran, Gao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001547.

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2022How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model. (2022). Dong, Yilin ; Chan, Ying Tung. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s026499932200181x.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2022Belief-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.

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2021Monetary 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.

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2021Efficient VAR discretization. (2021). Gordon, Grey. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100149x.

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2021Recession-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.

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2022Data revisions and the effects of monetary policy volatility. (2022). Kamalyan, Hayk. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001379.

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2022Uncertainty shocks and unemployment dynamics. (2022). Langot, Franois ; Kandoussi, Malak. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002725.

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2023Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913.

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2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

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2022Surveying business uncertainty. (2022). Parker, Nicholas ; Meyer, Brent ; Davis, Steven J ; Bloom, Nicholas ; Barrero, Jose Maria ; Altig, David. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:1:p:282-303.

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

Works by Pablo A. Guerron:

YearTitleTypeCited
2011Risk Matters: The Real Effects of Volatility Shocks In: American Economic Review.
[Full Text][Citation analysis]		article490
2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: CEPR Discussion Papers.
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2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: NBER Working Papers.
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2009Risk Matters: The Real Effects of Volatility Shocks.(2009) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 490		paper
2009Risk Matters: The Real E¤ects of Volatility Shocks.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 490		paper
2010Risk Matters: The Real Effects of Volatility Shocks.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 490		paper
2015Fiscal Volatility Shocks and Economic Activity In: American Economic Review.
[Full Text][Citation analysis]		article494
2011Fiscal Volatility Shocks and Economic Activity.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 494		paper
2011Fiscal volatility shocks and economic activity.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 494		paper
2011Fiscal Volatility Shocks and Economic Activity.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 494		paper
2011Fiscal Volatility Shocks and Economic Activity.(2011) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 494		paper
2014Estimating Dynamic Equilibrium Models with Stochastic Volatility In: Working Papers.
[Full Text][Citation analysis]		paper18
2012Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 18		paper
2015Estimating dynamic equilibrium models with stochastic volatility.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 18		article
2013Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2014Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2013Estimating dynamic equilibrium models with stochastic volatility.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2012Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2013Estimating Dynamic Equilibrium Models with Stochastic Volatility.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2021Exchange Rate Disconnect Redux In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2018Recurrent Bubbles, Economic Fluctuations, and Growth In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper6
2019On Liquidity Shocks and Asset Prices In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper10
2015Liquidity Shocks and Asset Prices.(2015) In: Discussion paper series.
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2011Economic Development and Heterogeneity in the Great Moderation among the States In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article4
2016Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2014Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers.
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2017Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33		article
2016Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series.
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This paper has another version. Agregated cites: 33		paper
2014Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers.
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This paper has another version. Agregated cites: 33		paper
2014Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 33		paper
2019Recurrent Bubbles and Economic Growth In: CARF F-Series.
[Full Text][Citation analysis]		paper6
2020Recurrent Bubbles and Economic Growth.(2020) In: Discussion Papers.
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2021Bubbles, Crashes, and Ups and Downs in Economic Growth: Theory and Evidence In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Bubbles, Crashes, and Economic Growth: Theory and Evidence In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Political Distribution Risk and Aggregate Fluctuations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2017Political Distribution Risk and Aggregate Fluctuations.(2017) In: Working Papers.
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2009Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2009Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers.
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2010Reading the Recent Monetary History of the U.S., 1959-2007 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Reading the recent monetary history of the U.S., 1959-2007.(2010) In: Working Papers.
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2010Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
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2010Reading the Recent Monetary History of the U.S., 1959-2007.(2010) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
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2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40		paper
2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data.(2010) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
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2010Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data.(2010) In: 2010 Meeting Papers.
[Full Text][Citation analysis]
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2011Supply-Side Policies and the Zero Lower Bound In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2011Supply-side policies and the zero lower bound.(2011) In: Working Papers.
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2011Supply-Side Policies and the Zero Lower Bound.(2011) In: NBER Working Papers.
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2014Supply-Side Policies and the Zero Lower Bound.(2014) In: IMF Economic Review.
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2012Supply-Side Policies and the Zero Lower Bound.(2012) In: 2012 Meeting Papers.
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2012Nonlinear Adventures at the Zero Lower Bound In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper276
2015Nonlinear adventures at the zero lower bound.(2015) In: Journal of Economic Dynamics and Control.
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2012Nonlinear adventures at the zero lower bound.(2012) In: Working Papers.
[Full Text][Citation analysis]
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2012Nonlinear Adventures at the Zero Lower Bound.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 276		paper
2010Economic Development and Volatility among the States In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2013Frequentist 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]		article0
2008Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2011The implications of inflation in an estimated new Keynesian model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2010The implications of inflation in an estimated New-Keynesian model.(2010) In: Working Papers.
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2017Asymmetric business cycles and sovereign default In: Economics Letters.
[Full Text][Citation analysis]		article1
2013Common and idiosyncratic disturbances in developed small open economies In: Journal of International Economics.
[Full Text][Citation analysis]		article15
2012Common and idiosyncratic disturbances in developed small open economies.(2012) In: Working Papers.
[Full Text][Citation analysis]
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2009Money demand heterogeneity and the great moderation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article23
2016Interest rates and prices in an inventory model of money with credit In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article4
2012Interest rates and prices in an inventory model of money with credit.(2012) In: Working Papers.
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2012Bayesian Estimation of DSGE Models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper17
2013Bayesian estimation of DSGE models.(2013) In: Chapters.
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2012Bayesian estimation of DSGE models.(2012) In: Working Papers.
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2017Macroeconomic Forecasting in Times of Crises In: Finance and Economics Discussion Series.
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2020Exchange Rates and Endogenous Productivity In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2010Reading the recent monetary history of the United States, 1959-2007 In: Review.
[Full Text][Citation analysis]		article3
2013The economics of small open economies In: Business Review.
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2012Risk and uncertainty In: Business Review.
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2022Politics and Income Distribution In: Economic Insights.
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2009Do uncertainty and technology drive exchange rates? In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Fortune or virtue: time-variant volatilities versus parameter drifting In: Working Papers.
[Full Text][Citation analysis]		paper29
2010Common factors in small open economies: inference and consequences In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Dynamics of investment, debt, and default In: Working Papers.
[Full Text][Citation analysis]		paper33
2018Dynamics of Investment, Debt, and Default.(2018) In: Review of Economic Dynamics.
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2014Lliquidity, trends, and the great recession In: Working Papers.
[Full Text][Citation analysis]		paper26
2014Liquidity, Trends, and the Great Recession.(2014) In: 2014 Meeting Papers.
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2013Liquidity, Trends and the Great Recession.(2013) In: UTokyo Price Project Working Paper Series.
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2020Bargaining Shocks and Aggregate Fluctuations In: Working Papers.
[Full Text][Citation analysis]		paper8
2017Bargaining Shocks and Aggregate Fluctuations.(2017) In: NBER Working Papers.
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2022How Do Real Exchange Rates Vary in Hard and Soft Sovereign Defaults? In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
2019On Regional Borrowing, Default, and Migration In: Working Paper.
[Full Text][Citation analysis]		paper8
2021Public Debt, Private Pain: Regional Borrowing, Default, and Migration In: Working Paper.
[Full Text][Citation analysis]		paper0
2010What you match does matter: the effects of data on DSGE estimation In: Journal of Applied Econometrics.
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2020Uncertainty Shocks and Business Cycle Research In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2020Uncertainty Shocks and Business Cycle Research.(2020) In: Review of Economic Dynamics.
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2020Estimating DSGE Models: Recent Advances and Future Challenges In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2008What you match does matter: The effect of observables on DSGE In: 2008 Meeting Papers.
[Citation analysis]		paper0
2014Municipal Bonds, Default, and Migration in General Equilibrium In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper0
2016Endogenous Productivity, Exchange Rates, and Sudden Stops In: 2016 Meeting Papers.
[Citation analysis]		paper1
2017Political Distribution Risk and Business Cycles In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper0
2018On Regional Borrowing, Migration, and Default In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper4
2019Financial frictions, trends, and the great recession In: Quantitative Economics.
[Full Text][Citation analysis]		article29

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