10
H index
10
i10 index
985
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 10 H index 10 i10 index 985 Citations RESEARCH PRODUCTION: 10 Articles 30 Papers 1 Books 2 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 Edward Herbst. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Journal of Applied Econometrics | 2 |
| American Economic Journal: Macroeconomics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 16 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
| Working Papers / Federal Reserve Bank of Philadelphia | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation. (2024). Dacuycuy, Lawrence ; Aldaba, Fernando. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202405. Full description at Econpapers || Download paper | |
| 2025 | When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2024 | The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
| 2025 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
| 2025 | Inference for Regression with Variables Generated by AI or Machine Learning. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585. Full description at Econpapers || Download paper | |
| 2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper | |
| 2024 | Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly. (2025). Plagborg-Moller, Mikkel ; Koles, Michal. In: Papers. RePEc:arx:papers:2411.10415. Full description at Econpapers || Download paper | |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper | |
| 2025 | Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers || Download paper | |
| 2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper | |
| 2025 | A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542. Full description at Econpapers || Download paper | |
| 2025 | On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472. Full description at Econpapers || Download paper | |
| 2025 | Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802. Full description at Econpapers || Download paper | |
| 2025 | Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model. (2025). Gurgone, Andrea ; Azzone, Michele ; Iori, Giulia ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2510.21071. Full description at Econpapers || Download paper | |
| 2024 | Inference for regression with variables generated from unstructured data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy M ; Battaglia, Laura. In: CeMMAP working papers. RePEc:azt:cemmap:10/24. Full description at Econpapers || Download paper | |
| 2025 | What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02. Full description at Econpapers || Download paper | |
| 2024 | Parallel Tempering for DSGE Estimation. (2024). Brault, Joshua. In: Staff Working Papers. RePEc:bca:bocawp:24-13. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
| 2024 | Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14. Full description at Econpapers || Download paper | |
| 2024 | The impact of COVID‐19 pandemic on the Thai economy and the effectiveness of monetary policy: A Bayesian DSGE model approach. (2024). Sarntisart, Saran ; Dunyo, Samuel Kwesi. In: Asian Economic Journal. RePEc:bla:asiaec:v:38:y:2024:i:1:p:3-34. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198. Full description at Econpapers || Download paper | |
| 2024 | Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259. Full description at Econpapers || Download paper | |
| 2024 | Should the Fiscal Authority Avoid Implementation Lag?. (2024). Tsuruga, Takayuki ; Eguchi, Masataka ; Niwa, Hidekazu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:856-870. Full description at Econpapers || Download paper | |
| 2024 | Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19. Full description at Econpapers || Download paper | |
| 2025 | Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition. (2025). Nakayama, Koki ; Takano, Yutaro ; Ishikuro, Yuto ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e09. Full description at Econpapers || Download paper | |
| 2024 | Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_565. Full description at Econpapers || Download paper | |
| 2024 | Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12. Full description at Econpapers || Download paper | |
| 2025 | Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy. (2025). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps111. Full description at Econpapers || Download paper | |
| 2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper | |
| 2024 | Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11119. Full description at Econpapers || Download paper | |
| 2024 | Filtering with Limited Information. (2024). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo ; Oosthuizen, Dick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11243. Full description at Econpapers || Download paper | |
| 2025 | Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280. Full description at Econpapers || Download paper | |
| 2025 | Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080. Full description at Econpapers || Download paper | |
| 2025 | Average inflation targeting: welfare and fiscal multiplier. (2025). Joo, Hyundo. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_147. Full description at Econpapers || Download paper | |
| 2025 | The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01. Full description at Econpapers || Download paper | |
| 2024 | Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089. Full description at Econpapers || Download paper | |
| 2024 | Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100. Full description at Econpapers || Download paper | |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108. Full description at Econpapers || Download paper | |
| 2025 | Quantifying the Fiscal Channel of Monetary Policy. (2025). Kurcz, Frederik. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2109. Full description at Econpapers || Download paper | |
| 2025 | Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137. Full description at Econpapers || Download paper | |
| 2024 | Financial stability communication: the case of the Bank of England practices. (2024). Jbir, Hamdi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00493. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377. Full description at Econpapers || Download paper | |
| 2024 | Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892. Full description at Econpapers || Download paper | |
| 2024 | Average inflation targeting: how far to look into the past and the future?. (2024). Masek, Frantisek ; Zemlicka, Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20242955. Full description at Econpapers || Download paper | |
| 2024 | The effect of trade openness and exchange rate on inflation targeting in Thailand. (2024). Luangaram, Pongsak ; Wongpunya, Nipit. In: Journal of Asian Economics. RePEc:eee:asieco:v:92:y:2024:i:c:s1049007824000289. Full description at Econpapers || Download paper | |
| 2024 | Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781. Full description at Econpapers || Download paper | |
| 2024 | Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902. Full description at Econpapers || Download paper | |
| 2024 | The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099. Full description at Econpapers || Download paper | |
| 2024 | Using a hyperbolic cross to solve non-linear macroeconomic models. (2024). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000526. Full description at Econpapers || Download paper | |
| 2024 | The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192. Full description at Econpapers || Download paper | |
| 2024 | How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581. Full description at Econpapers || Download paper | |
| 2025 | The hockey stick Phillips curve and the effective lower bound. (2025). Lieberknecht, Philipp ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001945. Full description at Econpapers || Download paper | |
| 2024 | Regulatory Effects of the Combinations of Aggregate and Structural Monetary Policy Instruments: an application of New Keynesian DSGE model to China. (2024). Wang, Li-Hui ; Li, Fu-An. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1120-1143. Full description at Econpapers || Download paper | |
| 2025 | Can money help to achieve the Paris agreement goal? the missing piece of the puzzle: How green monetary policy can bridge the emissions gap. (2025). Aldawsari, Salem Hamad ; Ahmed, Afaf ; Masood, Abdullah ; Yang, Wanping ; Yasir, Hafiz Muhammad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:494-529. Full description at Econpapers || Download paper | |
| 2025 | Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048. Full description at Econpapers || Download paper | |
| 2025 | Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237. Full description at Econpapers || Download paper | |
| 2025 | Estimation and forecast of carbon emission market volatility based on model averaging method. (2025). Wang, Qianchao ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s026499932400333x. Full description at Econpapers || Download paper | |
| 2025 | The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419. Full description at Econpapers || Download paper | |
| 2024 | An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202. Full description at Econpapers || Download paper | |
| 2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper | |
| 2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
| 2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper | |
| 2024 | Active or passive? Revisiting the role of fiscal policy during high inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002034. Full description at Econpapers || Download paper | |
| 2025 | Persistent slumps: Innovation and the credit channel of monetary policy. (2025). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002757. Full description at Econpapers || Download paper | |
| 2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003049. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy and exchange rate dynamics in a behavioral open economy model. (2025). Zabczyk, Pawel ; Kolasa, Marcin ; Ravgotra, Sahil. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000431. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty about the war in Ukraine: Measurement and effects on the German economy. (2024). Kandemir, Sinem ; Tillmann, Peter ; Grebe, Moritz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:493-506. Full description at Econpapers || Download paper | |
| 2024 | Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123. Full description at Econpapers || Download paper | |
| 2024 | Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000. Full description at Econpapers || Download paper | |
| 2025 | Industry growth at the lower bound. (2025). Skaperdas, Arsenios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s026156062500018x. Full description at Econpapers || Download paper | |
| 2024 | Assessing monetary policy surprises in Japan by high frequency identification. (2024). Sudo, Nao ; Sugisaki, YU ; Nakamura, Fumitaka. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000552. Full description at Econpapers || Download paper | |
| 2025 | Computerizing households and the role of technology shocks in consumer durables. (2025). Oh, Hyunseung ; Na, Seunghoon. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000764. Full description at Econpapers || Download paper | |
| 2025 | The effectiveness of fiscal policy in DR Congo: Spending and taxing for macroeconomic impact. (2025). Kaghoma, Kamala ; Lubula, Mumbere ; Banza, M'Pya. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:2:p:298-321. Full description at Econpapers || Download paper | |
| 2024 | The nexus between natural resource development, trade policy uncertainty, financial technology and poverty in China: Contributing to the realization of SDG 1. (2024). Işık, cem ; Gu, Xiao ; Yan, Jiale ; Iik, Cem. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s030142072400521x. Full description at Econpapers || Download paper | |
| 2024 | Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model. (2024). Kornelius, Alexandre ; Jorge, Marcos ; Fasolo, Angelo ; Araújo, Eurilton ; Gomes, Leonardo Sousa ; Araujo, Eurilton. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000315. Full description at Econpapers || Download paper | |
| 2024 | The international spillovers of synchronous monetary tightening. (2024). Iacoviello, Matteo ; Ferrante, Francesco ; Caldara, Dario ; Prestipino, Andrea ; Queralto, Albert. In: Journal of Monetary Economics. RePEc:eee:moneco:v:141:y:2024:i:c:p:127-152. Full description at Econpapers || Download paper | |
| 2024 | Make-up strategies with finite planning horizons but infinitely forward-looking asset prices. (2024). Matheron, Julien ; LE BIHAN, Hervé ; Dupraz, Stéphane. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001502. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
| 2024 | Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023. Full description at Econpapers || Download paper | |
| 2024 | Unusual shocks in our usual models. (2024). Melosi, Leonardo ; ferroni, filippo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000515. Full description at Econpapers || Download paper | |
| 2025 | Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746. Full description at Econpapers || Download paper | |
| 2025 | Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x. Full description at Econpapers || Download paper | |
| 2025 | Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546. Full description at Econpapers || Download paper | |
| 2024 | Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495. Full description at Econpapers || Download paper | |
| 2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper | |
| 2024 | Monetary Tightening, Inflation Drivers and Financial Stress. (2023). Shapiro, Adam ; Manea, Cristina ; Boissay, Frédéric ; Collard, Fabrice. In: Working Paper Series. RePEc:fip:fedfwp:97503. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policy Strategies to Foster Price Stability and a Strong Labor Market. (2024). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-33. Full description at Econpapers || Download paper | |
| 2025 | Nonparametric Time Varying IV-SVARs: Estimation and Inference. (2025). Marcellino, Massimiliano ; Kapetanios, George ; Braun, Robin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-04. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy Strategy and the Anchoring of Long-Run Inflation Expectations. (2025). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-27. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock. (2024). Kroner, T. Niklas ; Boehm, Christoph. In: International Finance Discussion Papers. RePEc:fip:fedgif:1392. Full description at Econpapers || Download paper | |
| 2025 | A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Rubio-Ramirez, Juan F ; Arias, Jonas E ; Shin, Minchul. In: Working Papers. RePEc:fip:fedpwp:100040. Full description at Econpapers || Download paper | |
| 2024 | Inference Based on Time-Varying SVARs Identified with Sign Restrictions. (2024). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Shin, Minchul ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:99076. Full description at Econpapers || Download paper | |
| 2025 | Households’ (In)Security in the European Union: From Principal Components to Causality Analysis. (2025). Pricop, Ionu-Andrei ; Diaconu, Laura. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:33-:d:1581341. Full description at Econpapers || Download paper | |
| 2025 | Unconventional Monetary Policies in Small Open Economies. (2025). Lindé, Jesper ; Kolasa, Marcin ; Lasen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0450. Full description at Econpapers || Download paper | |
| 2025 | AI news shocks and the macroeconomy: evidence from UK patent data. (2025). Fasianos, Apostolos ; Evgenidis, Anastasios. In: IFS Working Papers. RePEc:ifs:ifsewp:25/48. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Firms’ Extensive Margin, and Productivity. (2025). Lieberknecht, Philipp ; Hartwig, Benny. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:1. Full description at Econpapers || Download paper | |
| 2025 | Monetary Tightening and Financial Stress During Supply- versus Demand-Driven Inflation. (2025). Collard, F ; Boissay, F ; Manea, C ; Shapiro, A. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:2:a:4. Full description at Econpapers || Download paper | |
| 2024 | The Fiscal Channel of Monetary Policy. (2024). Breitenlechner, Max ; Klein, Mathias ; Geiger, Martin. In: Working Papers. RePEc:inn:wpaper:2024-07. Full description at Econpapers || Download paper | |
| 2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | The Empirical Implications of the Interest-Rate Lower Bound In: American Economic Review. [Full Text][Citation analysis] | article | 242 |
| 2012 | The Empirical Implications of the Interest-Rate Lower Bound.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 242 | paper | |
| 2019 | Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 274 |
| 2016 | Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 274 | paper | |
| 2022 | Short-Term Planning, Monetary Policy, and Macroeconomic Persistence In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 9 |
| 2020 | Short-term Planning, Monetary Policy, and Macroeconomic Persistence.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | Evaluating DSGE model forecasts of comovements In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 2012 | Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2011 | Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2019 | Tempered particle filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2016 | Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Tempered Particle Filtering.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2016 | Tempered Particle Filtering.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2024 | Forecasting with DSGE models In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2025 | Monetary Policy, Uncertainty, and Communications In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Monetary Policy, Uncertainty, and Communications.(2025) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 2 |
| 2015 | Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Using the \Chandrasekhar Recursions\ for likelihood evaluation of DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 133 |
| 2012 | Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
| 2013 | Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
| 2014 | SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | article | |
| 2018 | Forward Guidance with Bayesian Learning and Estimation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Forward Guidance with Bayesian Learning and Estimation.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Bias in Local Projections In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Online Estimation of DSGE Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Online Estimation of DSGE Models.(2019) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | Online Estimation of DSGE Models.(2019) In: Staff Reports. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Online Estimation of DSGE Models.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2021 | Online estimation of DSGE models.(2021) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2019 | Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2021 | The Factor Structure of Disagreement In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Inflation Expectations with Finite Horizon Planning In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Discussion of Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How Robust Are Makeup Strategies to Key Alternative Assumptions? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination In: NBER Chapters. [Full Text][Citation analysis] | chapter | 38 |
| 2014 | Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2015 | Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination.(2015) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2016 | Bayesian Estimation of DSGE Models In: Economics Books. [Citation analysis] | book | 162 |
| 2015 | Monetary Policy, Credit Spreads, and Business Cycle Fluctuations In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team