52
H index
79
i10 index
21045
Citations
University of California-San Diego (UCSD) | 52 H index 79 i10 index 21045 Citations RESEARCH PRODUCTION: 72 Articles 66 Papers 3 Chapters RESEARCH ACTIVITY: 39 years (1983 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha60 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Hamilton. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690. Full description at Econpapers || Download paper | |
2023 | Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. (2023). Rieth, Malte ; Camehl, Annika. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:217-48. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach. (2023). Bertoni, Danilo ; Valenti, Daniele ; Olper, Alessandro ; Cavicchioli, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:338780. Full description at Econpapers || Download paper | |
2023 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers || Download paper | |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities. (2023). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Working Papers. RePEc:aoz:wpaper:234. Full description at Econpapers || Download paper | |
2023 | Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237. Full description at Econpapers || Download paper | |
2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper | |
2023 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2023 | Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2023 | Rainbow Options under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2112.10447. Full description at Econpapers || Download paper | |
2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2023 | Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper | |
2023 | Regime-switching affine term structures. (2023). Eksi, Zehra ; Eisenberg, Paul ; Celary, Andreas. In: Papers. RePEc:arx:papers:2302.07721. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers || Download paper | |
2023 | Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937. Full description at Econpapers || Download paper | |
2023 | Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708. Full description at Econpapers || Download paper | |
2023 | HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. (2023). Lin, Dahua ; Dai, BO ; Rao, Anyi ; Wei, Zikai. In: Papers. RePEc:arx:papers:2306.02848. Full description at Econpapers || Download paper | |
2023 | Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628. Full description at Econpapers || Download paper | |
2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2023 | Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881. Full description at Econpapers || Download paper | |
2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach. (2023). Adeyemi, Farouq A ; Ayinde, Taofeek O. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:78. Full description at Econpapers || Download paper | |
2023 | Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35. Full description at Econpapers || Download paper | |
2023 | Persistent Debt and Business Cycles in an Economy with Production Heterogeneity. (2023). Khan, Aubhik ; Lee, So Young. In: Staff Working Papers. RePEc:bca:bocawp:23-17. Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4. Full description at Econpapers || Download paper | |
2023 | Assessing global potential output growth and the US neutral rate: April 2023. (2023). Ekanayake, Eshini ; Chaar, Tania ; Avshalumov, Aviel ; Ahmed, Salma ; Xiang, Lin ; Toktamyssov, Argyn ; Rolland-Mills, Jenna ; Poirier, Louis ; Lao, Helen. In: Staff Analytical Notes. RePEc:bca:bocsan:23-5. Full description at Econpapers || Download paper | |
2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | International sanctions and the dollar: Evidence from trade invoicing. (2023). Alain, Naef. In: Working papers. RePEc:bfr:banfra:923. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2023 | Commodity prices, the dollar and stagflation risk. (2023). Pierres Tejada, Albert ; Hofmann, Boris ; Park, Taejin. In: BIS Quarterly Review. RePEc:bis:bisqtr:2303f. Full description at Econpapers || Download paper | |
2023 | The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Measuring inflation expectations in interwar Britain. (2023). Lennard, Jason ; Solomou, Solomos ; Meinecke, Finn. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:844-870. Full description at Econpapers || Download paper | |
2023 | Biophysical economic interpretation of the Great Depression: A critical period of an energy transition. (2023). Kennedy, Christopher A. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:4:p:1197-1211. Full description at Econpapers || Download paper | |
2023 | The correlation between unemployment and economic growth in Latin America – Okuns law estimates by country. (2023). Martín-Román, Ángel ; Martinroman, Angel L ; Porrasarena, Maria Sylvina. In: International Labour Review. RePEc:bla:intlab:v:162:y:2023:i:2:p:171-198. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Regime switching models for circular and linear time series. (2023). Harvey, Andrew ; Palumbo, Dario. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:374-392. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2023 | What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2023 | The Drivers of Emission Reductions in the European Carbon Market. (2023). Kapfhammer, Felix ; Cross, Jamie L ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0119. Full description at Econpapers || Download paper | |
2023 | Structural change, global R* and the missing-investment puzzle. (2023). Harrison, Richard ; Piton, Sophie ; Sajedi, Rana ; McLaren, Nick ; Garofalo, Marco ; Cesa-Bianchi, Ambrogio ; Bailey, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0997. Full description at Econpapers || Download paper | |
2023 | Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030. Full description at Econpapers || Download paper | |
2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper | |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper | |
2023 | Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14. Full description at Econpapers || Download paper | |
2023 | UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9. Full description at Econpapers || Download paper | |
2023 | Determinants of the Degree of Fiscal Sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10225. Full description at Econpapers || Download paper | |
2023 | The Debt-to-GDP Ratio as a Tool for Debt Management: Not Good for LICs. (2023). Amegashie, Atsu J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10273. Full description at Econpapers || Download paper | |
2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper | |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper | |
2023 | Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511. Full description at Econpapers || Download paper | |
2023 | How Big Is the Media Multiplier? Evidence from Dyadic News Data. (2023). Mueller, Hannes ; Fetzer, Thiemo ; Besley, Timothy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10619. Full description at Econpapers || Download paper | |
2023 | Drivers of Fiscal Sustainability: A Time-Varying Analysis for Portugal. (2023). COELHO, JOSÉ ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10674. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720. Full description at Econpapers || Download paper | |
2023 | On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence. (2023). Otranto, E ; Domianello, Scaffidi L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202304. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036. Full description at Econpapers || Download paper | |
2023 | The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789. Full description at Econpapers || Download paper | |
2023 | Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17. Full description at Econpapers || Download paper | |
2023 | Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers || Download paper | |
2023 | Asymmetries in bank lending behaviour. Austria during the 1990s. (2001). Kaufmann, Sylvia. In: Working Paper Series. RePEc:ecb:ecbwps:20010097. Full description at Econpapers || Download paper | |
2023 | The Euro bloc, the Dollar bloc and the Yen bloc: how much monetary policy independence can exchange rate flexibility buy in an interdependent world?. (2002). Fratzscher, Marcel. In: Working Paper Series. RePEc:ecb:ecbwps:20020154. Full description at Econpapers || Download paper | |
2023 | Dynamic nonparametric clustering of multivariate panel data. (2023). Schwaab, Bernd ; Schaumburg, Julia ; Lucas, Andre ; Joao, Igor Custodio. In: Working Paper Series. RePEc:ecb:ecbwps:20232780. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper | |
2023 | Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848. Full description at Econpapers || Download paper | |
2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1988 | ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 27 |
2018 | Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2005 | Comment on Investigating Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
2001 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 53 |
1999 | A Parametric Approach to Flexible Nonlinear Inference In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 135 |
2001 | A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 135 | article | |
2000 | A Re-examination of the Predictability of Economic Activity Using the Yield Spread In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 195 |
2002 | A Reexamination of the Predictability of Economic Activity Using the Yield Spread..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 195 | article | |
2000 | A Re-examination of the Predictability of Economic Activity Using the Yield Spread.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 195 | paper | |
2015 | Robust Bond Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 70 |
2015 | Robust bond risk premia.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2017 | Robust Bond Risk Premia.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2020 | Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2020 | Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | INSIDE THE ECONOMISTS MIND In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2011 | NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 298 |
2010 | Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
1989 | A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica. [Full Text][Citation analysis] | article | 4663 |
1988 | Are the macroeconomic effects of oil-price changes symmetric? : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 26 |
1998 | The supply and demand for Federal Reserve deposits In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 19 |
1988 | Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 468 |
2002 | On the interpretation of cointegration in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2003 | Comment on A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 31 |
1986 | State-space models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 10 |
2003 | What is an oil shock? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1423 |
2000 | What is an Oil Shock?.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1423 | paper | |
2012 | Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 118 |
2012 | Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2014 | Testable implications of affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2011 | Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
1986 | A standard error for the estimated state vector of a state-space model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
1990 | Analysis of time series subject to changes in regime In: Journal of Econometrics. [Full Text][Citation analysis] | article | 951 |
1994 | Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics. [Full Text][Citation analysis] | article | 864 |
1996 | Specification testing in Markov-switching time-series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 224 |
2011 | Calling recessions in real time In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 116 |
2010 | Calling Recessions in Real Time.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2011 | Response to comments In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Risk premia in crude oil futures prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 178 |
2013 | Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
2019 | Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Macroeconomic Regimes and Regime Shifts In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 58 |
2016 | Macroeconomic Regimes and Regime Shifts.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2018 | Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 61 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | ||
1985 | The observable implications of self-fulfilling expectations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 100 |
1987 | Monetary factors in the great depression In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 117 |
1989 | The long-run behavior of the velocity of circulation : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
1996 | This is what happened to the oil price-macroeconomy relationship In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1016 |
1998 | The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 55 |
2008 | Daily monetary policy shocks and new home sales In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 69 |
2016 | Heterogeneity and Unemployment Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Heterogeneity and Unemployment Dynamics.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Heterogeneity and Unemployment Dynamics.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2004 | Normalization in econometrics In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 77 |
2007 | Normalization in Econometrics.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
2016 | Do macro variables help forecast interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2004 | Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2019 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 11 |
2020 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2022 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2018 | Factors in Unemployment Dynamics In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2009 | The market-perceived monetary policy rule In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Housing and the monetary transmission mechanism: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 0 |
2005 | Whats real about the business cycle? In: Review. [Full Text][Citation analysis] | article | 33 |
2005 | Whats Real About the Business Cycle?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2008 | Assessing monetary policy effects using daily federal funds futures contracts In: Review. [Full Text][Citation analysis] | article | 17 |
2009 | The propagation of regional recessions In: Working Papers. [Full Text][Citation analysis] | paper | 111 |
2011 | The Propagation of Regional Recessions.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2012 | The Propagation of Regional Recessions.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
1999 | A model for the federal funds rate target In: Department of Economics. [Full Text][Citation analysis] | paper | 185 |
2000 | A Model for the Federal Funds Rate Target.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | paper | |
2002 | A Model of the Federal Funds Rate Target.(2002) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | article | |
2009 | Concerns about the Feds New Balance Sheet In: Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
1986 | On Testing for Self-fulfilling Speculative Price Bubbles. In: International Economic Review. [Full Text][Citation analysis] | article | 33 |
2012 | Import Prices and Inflation In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 7 |
1996 | Stock Market Volatility and the Business Cycle. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 350 |
1991 | The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
2004 | Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 101 |
2003 | Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2004 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 470 |
2009 | Daily Changes in Fed Funds Futures Prices In: Journal of Money, Credit and Banking. [Citation analysis] | article | 43 |
2007 | Daily Changes in Fed Funds Futures Prices.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2012 | The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 495 |
2011 | The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 495 | paper | |
2005 | Dating Business Cycle Turning Points In: NBER Working Papers. [Full Text][Citation analysis] | paper | 69 |
2007 | Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Macroeconomics and ARCH In: NBER Working Papers. [Full Text][Citation analysis] | paper | 46 |
2008 | Daily Monetary Policy Shocks and the Delayed Response of New Home Sales In: NBER Working Papers. [Full Text][Citation analysis] | paper | 67 |
2010 | Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2011 | Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2011 | Historical Oil Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 162 |
2012 | Oil Prices, Exhaustible Resources, and Economic Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2013 | Off-Balance-Sheet Federal Liabilities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Crunch Time: Fiscal Crises and the Role of Monetary Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 61 |
2014 | Effects of Index-Fund Investing on Commodity Futures Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
2014 | The Changing Face of World Oil Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers. [Full Text][Citation analysis] | paper | 257 |
2015 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 257 | article | |
2015 | The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers. [Full Text][Citation analysis] | paper | 255 |
2016 | The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 255 | article | |
2017 | Why You Should Never Use the Hodrick-Prescott Filter In: NBER Working Papers. [Full Text][Citation analysis] | paper | 168 |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 346 |
2018 | A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2019 | Measuring Global Economic Activity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 53 |
2019 | Perspectives on U.S. Monetary Policy Tools and Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Supply, Demand, and Specialized Production In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1989 | Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | Online Appendix to Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Online Appendices. [Full Text][Citation analysis] | paper | 2 |
2022 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
1997 | Comment on U.S. Oil Consumption, Oil Prices, and the Macroeconomy. In: Empirical Economics. [Citation analysis] | article | 1 |
2002 | New directions in business cycle research and financial analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 28 |
2000 | Book review In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
1996 | What Do the Leading Indicators Lead? In: The Journal of Business. [Full Text][Citation analysis] | article | 88 |
1996 | The Daily Market for Federal Funds. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 284 |
1983 | Oil and the Macroeconomy since World War II. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2000 |
1985 | Uncovering Financial Market Expectations of Inflation. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 43 |
1988 | A Neoclassical Model of Unemployment and the Business Cycle. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 331 |
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