16
H index
18
i10 index
3538
Citations
Northwestern University (90% share) | 16 H index 18 i10 index 3538 Citations RESEARCH PRODUCTION: 18 Articles 71 Papers 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 Giorgio Primiceri. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Economic Dynamics | 2 |
Review of Economic Studies | 2 |
Journal of Monetary Economics | 2 |
American Economic Journal: Macroeconomics | 2 |
American Economic Review | 2 |
Year | Title of citing document | |
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2020 | Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
2020 | Secular Trends and Technological Progress. (2020). Döttling, Robin ; Dottling, Robin ; Perotti, Enrico. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:006. Full description at Econpapers || Download paper | |
2020 | Fiscal spending multipliers over the household leverage cycle. (2020). Polattimur, Hamza ; Klein, Mathias ; Winkler, Roland. In: Working Papers. RePEc:ant:wpaper:2020007. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2020 | Bayesian Median Autoregression for Robust Time Series Forecasting. (2020). Li, Meng ; Zeng, Zijian. In: Papers. RePEc:arx:papers:2001.01116. Full description at Econpapers || Download paper | |
2020 | Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models. (2020). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2002.08760. Full description at Econpapers || Download paper | |
2020 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2020 | Dynamic Network Risk. (2020). BarunÃÂk, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2020 | How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487. Full description at Econpapers || Download paper | |
2020 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2021 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649. Full description at Econpapers || Download paper | |
2021 | A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383. Full description at Econpapers || Download paper | |
2020 | External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan. (2020). Jamil, Zartaj ; Zahra, Hafiza Sadaf ; Younas, Muhammad Zeeshan ; Rizwan, Muhammad Ali. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:7-29. Full description at Econpapers || Download paper | |
2020 | A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1321-1341. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | Endogenous Time Variation in Vector Autoregressions. (2020). Uzeda, Luis ; Leiva-Leon, Danilo. In: Staff Working Papers. RePEc:bca:bocawp:20-16. Full description at Econpapers || Download paper | |
2020 | Identifying Aggregate Shocks with Micro-level Heterogeneity: Financial Shocks and Investment Fluctuation. (2020). Guo, Xing. In: Staff Working Papers. RePEc:bca:bocawp:20-17. Full description at Econpapers || Download paper | |
2020 | LED: An estimated DSGE model of the Luxembourg economy for policy analysis. (2020). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp147. Full description at Econpapers || Download paper | |
2020 | The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007. Full description at Econpapers || Download paper | |
2020 | Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20. Full description at Econpapers || Download paper | |
2020 | The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20. Full description at Econpapers || Download paper | |
2020 | The effects of structural reforms: Evidence from Italy. (2020). Notarpietro, Alessandro ; Mocetti, Sauro ; Ciapanna, Emanuela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1303_20. Full description at Econpapers || Download paper | |
2020 | How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763. Full description at Econpapers || Download paper | |
2020 | The impact of credit risk mispricing on mortgage lending during the subprime boom. (2020). Kay, Benjamin S ; Kahn, James A. In: BIS Working Papers. RePEc:bis:biswps:875. Full description at Econpapers || Download paper | |
2020 | UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278. Full description at Econpapers || Download paper | |
2020 | INVESTMENT SHOCKS, CONSUMPTION PUZZLE, AND BUSINESS CYCLES. (2020). Choi, Yoonseok. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1387-1400. Full description at Econpapers || Download paper | |
2020 | TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE. (2020). Malliaris, Anastasios ; Evgenidis, Anastasios. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1958-1976. Full description at Econpapers || Download paper | |
2020 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690. Full description at Econpapers || Download paper | |
2020 | Bank loan supply shocks and alternative financing of nonâ€financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150. Full description at Econpapers || Download paper | |
2020 | On the Timeâ€Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237. Full description at Econpapers || Download paper | |
2020 | Can trade openness affect the monetary transmission mechanism?. (2020). Zhang, Wen. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:341-364. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093. Full description at Econpapers || Download paper | |
2020 | Dollar shortages and central bank swap lines. (2020). Eguren Martin, Fernando ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0879. Full description at Econpapers || Download paper | |
2020 | The Aino 3.0 model. (2020). Verona, Fabio ; Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_009. Full description at Econpapers || Download paper | |
2020 | US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2020_192. Full description at Econpapers || Download paper | |
2020 | The role of uncertainty on agricultural futures markets momentum trading and volatility. (2020). Czudaj, Robert ; Robert, Czudaj. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃk, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Born, Benjamin ; Bayer, Christian ; Luetticke, Ralph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8085. Full description at Econpapers || Download paper | |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153. Full description at Econpapers || Download paper | |
2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8282. Full description at Econpapers || Download paper | |
2020 | On the Interaction between Minimum Wage Adoption and Fiscal Redistribution: A Theoretical and Empirical Investigation. (2020). Kammas, Pantelis ; Moutos, Thomas ; Economides, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8355. Full description at Econpapers || Download paper | |
2020 | The Liquidity Channel of Fiscal Policy. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8374. Full description at Econpapers || Download paper | |
2020 | Job Stability, Earnings Dynamics, and Life-Cycle Savings. (2020). Ploj, Gaper ; Kuhn, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8710. Full description at Econpapers || Download paper | |
2020 | News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: Discussion Papers. RePEc:cfm:wpaper:2003. Full description at Econpapers || Download paper | |
2020 | Global Footprints of Monetary Policy. (2020). Rey, Helene ; Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:2004. Full description at Econpapers || Download paper | |
2020 | On the Response of Inflation and Monetary Policy to an Immigration Shock. (2020). Guerra-Salas, Juan ; Garcia, Benjamin. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:872. Full description at Econpapers || Download paper | |
2020 | Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001. Full description at Econpapers || Download paper | |
2020 | Intrinsic persistence of wage inflation in New Keynesian models of the business cycles. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni. In: Dynare Working Papers. RePEc:cpm:dynare:055. Full description at Econpapers || Download paper | |
2020 | Economic Integration and Democracy: An Empirical Investigation. (2020). Tabellini, Marco ; Magistretti, Giacomo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14336. Full description at Econpapers || Download paper | |
2020 | The long-run effects of monetary policy. (2020). Taylor, Alan M ; Singh, Sanjay R ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14338. Full description at Econpapers || Download paper | |
2020 | Shocks, Frictions, and Inequality in US Business Cycles. (2020). Luetticke, Ralph ; Born, Benjamin ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14364. Full description at Econpapers || Download paper | |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07. Full description at Econpapers || Download paper | |
2020 | A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691. Full description at Econpapers || Download paper | |
2020 | Learning, house prices and macro-financial linkages. (2020). Gandre, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-10. Full description at Econpapers || Download paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-6. Full description at Econpapers || Download paper | |
2020 | PCCI – a data-rich measure of underlying inflation in the euro area. (2020). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta. In: Statistics Paper Series. RePEc:ecb:ecbsps:202038. Full description at Econpapers || Download paper | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386. Full description at Econpapers || Download paper | |
2020 | The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400. Full description at Econpapers || Download paper | |
2020 | Endogenous TFP, business cycle persistence and the productivity slowdown in the euro area. (2020). Schmoller, Michaela ; Spitzer, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202401. Full description at Econpapers || Download paper | |
2020 | Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404. Full description at Econpapers || Download paper | |
2020 | On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423. Full description at Econpapers || Download paper | |
2020 | Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202448. Full description at Econpapers || Download paper | |
2020 | Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453. Full description at Econpapers || Download paper | |
2020 | Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454. Full description at Econpapers || Download paper | |
2020 | Macroeconomic risks across the globe due to the Spanish Flu. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202466. Full description at Econpapers || Download paper | |
2020 | Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471. Full description at Econpapers || Download paper | |
2020 | Financial drivers of the euro area business cycle: a DSGE-based approach. (2020). Krustev, Georgi ; Hirschbühl, Dominik ; Stoevsky, Grigor ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202475. Full description at Econpapers || Download paper | |
2020 | Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494. Full description at Econpapers || Download paper | |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2021). Schreiner, Josef ; Pfarrhofer, Michael ; Onorante, Luca ; Koop, Gary ; Huber, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212510. Full description at Econpapers || Download paper | |
2020 | Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299. Full description at Econpapers || Download paper | |
2020 | Structural learning of contemporaneous dependencies in graphical VAR models. (2020). Consonni, Guido ; Paci, Lucia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930235x. Full description at Econpapers || Download paper | |
2020 | A macroeconomic model with occasional financial crises. (2020). Paul, Pascal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919302258. Full description at Econpapers || Download paper | |
2020 | Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x. Full description at Econpapers || Download paper | |
2020 | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324. Full description at Econpapers || Download paper | |
2020 | The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573. Full description at Econpapers || Download paper | |
2020 | Default recovery rates and aggregate fluctuations. (2020). Candian, Giacomo ; Dmitriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301792. Full description at Econpapers || Download paper | |
2020 | Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150. Full description at Econpapers || Download paper | |
2020 | Does oligopolistic banking friction amplify small open economys business cycles? Evidence from Australia. (2020). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:119-138. Full description at Econpapers || Download paper | |
2020 | The effects of technological development on the labor share of national income. (2020). Goksel, Turkmen ; Ergul, Ozgur. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:158-171. Full description at Econpapers || Download paper | |
2020 | Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211. Full description at Econpapers || Download paper | |
2020 | Political incentives and local government spending multiplier: Evidence for Chinese provinces (1978–2016). (2020). Zhang, Wen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:59-71. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2016 | A Simple Model of Subprime Borrowers and Credit Growth In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
2016 | A Simple Model of Subprime Borrowers and Credit Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | A simple model of subprime borrowers and credit growth.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | A Simple Model of Subprime Borrowers and Credit Growth.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2016 | A simple model of subprime borrowers and credit growth.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2008 | The Time-Varying Volatility of Macroeconomic Fluctuations In: American Economic Review. [Full Text][Citation analysis] | article | 446 |
2006 | The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 446 | paper | |
2006 | The Time Varying Volatility of Macroeconomic Fluctuations.(2006) In: 2006 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 446 | paper | |
2010 | Inflation-Gap Persistence in the US In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 245 |
2008 | Inflation-Gap Persistence in the U.S..(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | paper | |
2013 | Is There a Trade-Off between Inflation and Output Stabilization? In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 96 |
2011 | Is there a trade-off between inflation and output stabilization?.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2011 | Is there a trade-off between inflation and output stabilization?.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2011 | Is there a trade-off between inflation and output stabilization?.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2015 | Credit Supply and the Housing Boom In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2014 | Credit Supply and the Housing Boom.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2015 | Credit Supply and the Housing Boom.(2015) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2015 | Credit supply and the housing boom.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2015 | Credit Supply and the Housing Boom.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2014 | Credit Supply and the Housing Boom.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2019 | Credit Supply and the Housing Boom.(2019) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2016 | Priors for the Long Run In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2018 | Priors for the long run.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2017 | Priors for the long run.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2019 | Priors for the Long Run.(2019) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2017 | Economic Predictions with Big Data: The Illusion Of Sparsity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2018 | Economic Predictions with Big Data: The Illusion of Sparsity.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2018 | Economic predictions with big data: the illusion of sparsity.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2017 | The Mortgage Rate Conundrum In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2017 | The Mortgage Rate Conundrum.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The mortgage rate conundrum.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Mortgage Rate Conundrum.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | The Mortgage Rate Conundrum.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Whats up with the Phillips Curve? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | What’s up with the Phillips Curve?.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | What’s Up with the Phillips Curve?.(2020) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | What’s up with the Phillips Curve?.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2006 | Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2009 | Heterogeneous life-cycle profiles, income risk and consumption inequality.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2007 | Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2008 | Heterogeneous life-cycle profiles, income risk and consumption inequality.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2008 | Investment Shocks and Business Cycles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 463 |
2010 | Investment shocks and business cycles.(2010) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 463 | article | |
2008 | Investment shocks and business cycles.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 463 | paper | |
2008 | Investment shocks and business cycles.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 463 | paper | |
2009 | Investment Shocks and Business Cycles.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 463 | paper | |
2009 | Investment Shocks and the Relative Price of Investment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 280 |
2009 | Investment shocks and the relative price of investment.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 280 | paper | |
2011 | Investment Shocks and the Relative Price of Investment.(2011) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 280 | article | |
2009 | Investment Shocks and the Relative Price of Investment.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 280 | paper | |
2010 | Learning the Wealth of Nations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
2008 | Learning the Wealth of Nations.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2008 | Learning the Wealth of Nations.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2011 | Learning the Wealth of Nations.(2011) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2012 | Prior Selection for Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 300 |
2012 | Prior Selection for Vector Autoregressions.(2012) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 300 | paper | |
2012 | Prior selection for vector autoregressions.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 300 | paper | |
2012 | Prior Selection for Vector Autoregressions.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 300 | paper | |
2015 | Prior Selection for Vector Autoregressions.(2015) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 300 | article | |
2013 | Household Leveraging and Deleveraging In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
2013 | Household leveraging and deleveraging.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2013 | Household Leveraging and Deleveraging.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2015 | Household leveraging and deleveraging.(2015) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | article | |
2013 | The Effects of the Saving and Banking Glut on the U.S. Economy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2013 | The Effects of the saving and banking glut on the U.S. economy.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2013 | The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 5 | chapter | |
2013 | The Effects of the Saving and Banking Glut on the U.S. Economy.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | Why has inflation in the United States been so stable since the 1990s? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | How to estimate a VAR after March 2020 In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2020 | How to Estimate a VAR after March 2020.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Financial innovations and macroeconomic volatility - comments In: Proceedings. [Full Text][Citation analysis] | article | 1 |
2010 | Measuring the equilibrium real interest rate In: Economic Perspectives. [Full Text][Citation analysis] | article | 16 |
2013 | Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum In: Staff Reports. [Full Text][Citation analysis] | paper | 92 |
2015 | Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum.(2015) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
Recursive `thick´ modeling of excess returns and portfolio allocation In: Working Papers. [Full Text][Citation analysis] | paper | 9 | |
2013 | Comment on Understanding Noninflationary Demand Driven Business Cycles In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | Why Inflation Rose and Fell: Policymakers Beliefs and US Postwar Stabilization Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 127 |
2006 | Why Inflation Rose and Fell: Policy-Makers Beliefs and U. S. Postwar Stabilization Policy.(2006) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | article | |
2006 | Intertemporal Disturbances In: NBER Working Papers. [Full Text][Citation analysis] | paper | 44 |
2006 | Intertemporal disturbances.(2006) In: 2006 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2005 | Time Varying Structural Vector Autoregressions and Monetary Policy In: Review of Economic Studies. [Full Text][Citation analysis] | article | 1072 |
2005 | Inefficient Shocks In: 2005 Meeting Papers. [Citation analysis] | paper | 0 |
2009 | Potential and natural output In: 2009 Meeting Papers. [Citation analysis] | paper | 2 |
2010 | Prior Selection for Bayesian VARs In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Deleveraging of the household sector In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Household Debt and Foreign Capital Flows In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | What Happened to Mortgage Interest Rates During the Boom? In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Stochastic Volatility in DSGE models In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
2004 | Inequality over the business cycle: Estimating income risk using micro-data on consumption In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption.(2002) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper |
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