Lena Mareen Koerber : Citation Profile


Are you Lena Mareen Koerber?

Bank of England (75% share)
London School of Economics (LSE) (25% share)

8

H index

8

i10 index

323

Citations

RESEARCH PRODUCTION:

4

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 46
   Journals where Lena Mareen Koerber has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (1.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko459
   Updated: 2022-08-06    RAS profile: 2017-09-21    
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Relations with other researchers


Works with:

LINTON, OLIVER (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lena Mareen Koerber.

Is cited by:

Richter, Alexander (15)

Nakata, Taisuke (15)

Throckmorton, Nathaniel (15)

Hirose, Yasuo (12)

Keen, Benjamin (12)

Gavin, William (12)

Schmidt, Sebastian (11)

Maih, Junior (8)

Kapetanios, George (8)

Ackon, Kwabena (8)

Trabandt, Mathias (8)

Cites to:

Gertler, Mark (10)

Galí, Jordi (9)

LINTON, OLIVER (9)

Pesaran, M (6)

Bai, Jushan (6)

Braun, R. (5)

Clarida, Richard (4)

Giacomini, Raffaella (4)

Chen, Xiaohong (4)

Woodford, Michael (4)

Lopez-Salido, David (4)

Main data


Where Lena Mareen Koerber has published?


Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3

Recent works citing Lena Mareen Koerber (2022 and 2021)


YearTitle of citing document
2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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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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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950.

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2022Finding General Equilibria in Many-Agent Economic Simulations Using Deep Reinforcement Learning. (2022). Phade, Soham ; Trott, Alexander ; Curry, Michael ; Zheng, Stephan. In: Papers. RePEc:arx:papers:2201.01163.

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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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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta. In: Working Paper. RePEc:bno:worpap:2021_1.

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2021The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_007.

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2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021Versatile forward guidance: escaping or switching?. (2021). Liu, Yulin ; Gersbach, Hans ; Tischhauser, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000221.

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2021Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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2021Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46.

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2022A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422.

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2022Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79.

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2022Why are fiscal multipliers moderate even under monetary accommodation?. (2022). Schabert, Andreas ; Juessen, Falko ; Bredemeier, Christian. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002531.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2022Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955.

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2022Resolving the missing deflation puzzle. (2022). Trabandt, Mathias ; Harding, Martin ; Linde, Jesper. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:15-34.

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2022The unbearable lightness of equilibria in a low interest rate environment. (2022). Mavroeidis, Sophocles ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:127:y:2022:i:c:p:1-17.

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2022Credible Forward Guidance. (2022). Sunakawa, Takeki ; Nakata, Taisuke. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-06.

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2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). Peng, Bin ; Linton, Oliver ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9.

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2022The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04.

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2021MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit. (2021). Valentini, Francesco ; Bartolucci, Francesco ; Pigini, Claudia. In: MPRA Paper. RePEc:pra:mprapa:110034.

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2021Financial constraints, risk sharing, and optimal monetary policy. (2021). Zaretski, Aliaksandr. In: MPRA Paper. RePEc:pra:mprapa:110757.

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2021Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity. (2021). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:111431.

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2021A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration. (). Riva, Luca ; Lin, Alessandro ; Eggertsson, Gauti ; Egiev, Sergey ; Platzer, Josef. In: Review of Economic Dynamics. RePEc:red:issued:20-47.

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2021Common correlated effect cross?sectional dependence corrections for nonlinear conditional mean panel models. (2021). Hacioglu Hoke, Sinem ; Kapetanios, George. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:125-150.

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2021The government spending multiplier at the zero lower bound: International evidence from historical data. (2021). Winkler, Roland ; Klein, Mathias. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:6:p:744-759.

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2022A regularization approach to common correlated effects estimation. (2022). Juodis, Artras. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:788-810.

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2022Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. (2022). Holden, Tom D. In: Discussion Papers. RePEc:zbw:bubdps:092022.

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Works by Lena Mareen Koerber:


YearTitleTypeCited
2015Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis In: Bank of England working papers.
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paper29
2015Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero In: Bank of England working papers.
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paper149
2016Some unpleasant properties of loglinearized solutions when the nominal rate is zero.(2016) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 149
article
2012Some unpleasant properties of loglinearized solutions when the nominal rate is zero.(2012) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 149
paper
2015Threshold-based forward guidance: hedging the zero bound In: Bank of England working papers.
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paper11
2017Threshold-based forward guidance: hedging the zero bound.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance In: Bank of England working papers.
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paper22
2017A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance.(2017) In: Cambridge Working Papers in Economics.
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This paper has another version. Agregated cites: 22
paper
2017A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance.(2017) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 22
paper
2011How much Asymmetry is there in Bond Returns and Exchange Rates? In: Bank of Japan Working Paper Series.
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paper6
2011How much asymmetry is there in bond returns and exchange rates?.(2011) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 6
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2014The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market In: Cambridge Working Papers in Economics.
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paper10
2013The effect of fragmentation in trading on market quality in the UK equity market.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 10
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2011New Keynesian dynamics in a low interest rate environment In: Journal of Economic Dynamics and Control.
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article42
2011New Keynesian dynamics in a low interest rate environment.(2011) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 42
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2010New Keynesian Dynamics in a Low Interest Rate Environment.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 42
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2015A semiparametric model for heterogeneous panel data with fixed effects In: Journal of Econometrics.
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article16
2013A semiparametric model for heterogeneous panel data with fixed effects.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 16
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2013Asymmetry in government bond returns In: Journal of Banking & Finance.
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article5
2013Small and orthodox fiscal multipliers at the zero lower bound In: FRB Atlanta Working Paper.
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paper28
2016Firms’ expectations and price-setting: evidence from micro data In: Discussion Papers.
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