40
H index
58
i10 index
20947
Citations
Princeton University | 40 H index 58 i10 index 20947 Citations RESEARCH PRODUCTION: 73 Articles 53 Papers 11 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christopher Sims. | Is cited by: | Cites to: |
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2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2021 | Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2021). Kim, Hyeongwoo ; Zhang, Shuwei. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-04. Full description at Econpapers || Download paper | |
2022 | Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Kim, Hyeongwoo ; Zhang, Shuwei. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-01. Full description at Econpapers || Download paper | |
2022 | Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Zhang, Shuwei ; Shao, Peng ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-04. Full description at Econpapers || Download paper | |
2021 | Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02. Full description at Econpapers || Download paper | |
2022 | The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98. Full description at Econpapers || Download paper | |
2022 | Report by the AEA Data Editor. (2022). Vilhuber, Lars. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:112:y:2022:p:813-23. Full description at Econpapers || Download paper | |
2022 | Fiscal Histories. (2022). Cochrane, John H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:125-46. Full description at Econpapers || Download paper | |
2021 | Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21. Full description at Econpapers || Download paper | |
2021 | Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Public Health Expenditure and Economic Growth in Nigeria: Testing of Wagners Hypothesis. (2021). Olayiwola, Saheed ; Abiodun, S O ; Bakare-Aremu, Tunde Abubakar. In: African Journal of Economic Review. RePEc:ags:afjecr:315793. Full description at Econpapers || Download paper | |
2021 | How has the minimum support price policy of India affected cross-commodity price linkages?. (2021). Magrini, Emiliano ; Balie, Jean ; Morales, Luis Emilio. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316240. Full description at Econpapers || Download paper | |
2021 | The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272. Full description at Econpapers || Download paper | |
2021 | Market Responses to Export Restrictions from Highly Pathogenic Avian Influenza Outbreaks. (2021). , Maclachlan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310527. Full description at Econpapers || Download paper | |
2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015. Full description at Econpapers || Download paper | |
2021 | Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119. Full description at Econpapers || Download paper | |
2022 | Information Frictions among Firms and Households. (2022). Wohlfart, Johannes ; Roth, Christopher ; Peichl, Andreas ; Link, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:140. Full description at Econpapers || Download paper | |
2021 | The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33. Full description at Econpapers || Download paper | |
2021 | Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87. Full description at Econpapers || Download paper | |
2022 | NON-MONETARY MOTIVATIONS OF AGROENVIRONMENTAL POLICIES ADOPTION. A CAUSAL FOREST APPROACH.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:459. Full description at Econpapers || Download paper | |
2021 | Examining the Inter-Sectoral Relationship, Productivity and Inclusive Growth of Pakistani and Indonesian Economies. (2021). Rehman, Atiq ; Hassan, Nadia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:38-57. Full description at Econpapers || Download paper | |
2021 | Prices, Money Supply and Output Nexus in Pakistan – A Macro Econometric Model. (2021). Hussain, Altaf ; Ahmad, Hafiz Khalil ; Awan, Asma ; Khan, Muhammad Yousuf. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:106-118. Full description at Econpapers || Download paper | |
2022 | Role of Natural Resources and Eco-Innovations in Determination of the Environmental Quality of Pakistan: Evidence through Vector Autoregressive (VAR) Estimation. (2022). Ibraheem, Ruqayya ; Fazal, Snober ; Nawaz, Muhammad Atif ; Hanif, Sobia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:1:p:127-140. Full description at Econpapers || Download paper | |
2022 | Does Foreign Direct Investment Affect Macroeconomic Dynamics? An S-VAR Approach for Turkey. (2022). Siklar, Ilyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:85-103. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK. (2019). Chernozhukov, Victor ; Luo, Siyi ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1811.11603. Full description at Econpapers || Download paper | |
2022 | Rational Inattention and Retirement Puzzles. (2019). MacCuish, Jamie Hentall. In: Papers. RePEc:arx:papers:1904.06520. Full description at Econpapers || Download paper | |
2021 | Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:1912.09002. Full description at Econpapers || Download paper | |
2021 | ResLogit: A residual neural network logit model. (2019). Farooq, Bilal ; Wong, Melvin. In: Papers. RePEc:arx:papers:1912.10058. 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 | |
2022 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2021 | 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 | |
2023 | Inverse Reinforcement Learning for Sequential Hypothesis Testing and Search. (2020). Krishnamurthy, Vikram ; Pattanayak, Kunal. In: Papers. RePEc:arx:papers:2007.03481. Full description at Econpapers || Download paper | |
2021 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2022 | 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 | Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380. Full description at Econpapers || Download paper | |
2021 | Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers || Download paper | |
2021 | Dynamic pricing under nested logit demand. (2021). Shikhman, Vladimir ; Nesterov, Yurii ; Muller, David. In: Papers. RePEc:arx:papers:2101.04486. Full description at Econpapers || Download paper | |
2021 | Behavioral Economics Approach to Interpretable Deep Image Classification. Rationally Inattentive Utility Maximization Explains Deep Image Classification. (2021). Krishnamurthy, Vikram ; Pattanayak, Kunal. In: Papers. RePEc:arx:papers:2102.04594. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456. Full description at Econpapers || Download paper | |
2021 | A maximum entropy model of bounded rational decision-making with prior beliefs and market feedback. (2021). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2102.09180. Full description at Econpapers || Download paper | |
2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper | |
2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers || Download paper | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2021 | Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280. Full description at Econpapers || Download paper | |
2021 | The Impact of COVID-19 on Stock Market Volatility in Pakistan. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez. In: Papers. RePEc:arx:papers:2103.03219. Full description at Econpapers || Download paper | |
2021 | Contracts for acquiring information. (2021). Reggiani, Giovanni ; Clark, Aubrey. In: Papers. RePEc:arx:papers:2103.03911. Full description at Econpapers || Download paper | |
2021 | On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605. Full description at Econpapers || Download paper | |
2022 | A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371. Full description at Econpapers || Download paper | |
2021 | Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581. Full description at Econpapers || Download paper | |
2023 | Deep Reinforcement Learning in a Monetary Model. (2021). Kumhof, Michael ; Chen, Mingli ; Zhou, Xuan ; Shi, Rui ; Pan, Xinlei ; Joseph, Andreas. In: Papers. RePEc:arx:papers:2104.09368. Full description at Econpapers || Download paper | |
2022 | Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297. Full description at Econpapers || Download paper | |
2021 | Attention elasticities and invariant information costs. (2021). Csaba, D'Aniel. In: Papers. RePEc:arx:papers:2105.07565. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | Dynamic Asymmetric Causality Tests with an Application. (2021). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2106.07612. Full description at Econpapers || Download paper | |
2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
2022 | Bounded rationality for relaxing best response and mutual consistency: An information-theoretic model of partial self-reference. (2021). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2106.15844. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers || Download paper | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2021 | Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2023 | Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723. Full description at Econpapers || Download paper | |
2022 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
2022 | Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474. Full description at Econpapers || Download paper | |
2021 | Auction design with ambiguity: Optimality of the first-price and all-pay auctions. (2021). Hwang, Sung-Ha ; Baik, Sosung. In: Papers. RePEc:arx:papers:2110.08563. Full description at Econpapers || Download paper | |
2021 | An Economy of Neural Networks: Learning from Heterogeneous Experiences. (2021). Kuriksha, Artem. In: Papers. RePEc:arx:papers:2110.11582. Full description at Econpapers || Download paper | |
2021 | On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers || Download paper | |
2022 | 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 | |
2021 | The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2021 | Decoding Causality by Fictitious VAR Modeling. (2021). Hu, Xingwei. In: Papers. RePEc:arx:papers:2111.07465. Full description at Econpapers || Download paper | |
2021 | Whose Bias?. (2021). Whitmeyer, Mark ; Jain, Vasudha. In: Papers. RePEc:arx:papers:2111.10335. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | Rainbow Options under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2112.10447. Full description at Econpapers || Download paper | |
2022 | Private Private Information. (2021). He, Kevin ; Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2112.14356. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2022 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
2022 | Buying Opinions. (2022). Whitmeyer, Mark ; Zhang, Kun. In: Papers. RePEc:arx:papers:2202.05249. Full description at Econpapers || Download paper | |
2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695. Full description at Econpapers || Download paper | |
2022 | Optimal and Robust Disclosure of Public Information. (2022). Ui, Takashi. In: Papers. RePEc:arx:papers:2203.16809. Full description at Econpapers || Download paper | |
2022 | Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374. Full description at Econpapers || Download paper | |
2022 | Impacts of Public Information on Flexible Information Acquisition. (2022). Ui, Takashi. In: Papers. RePEc:arx:papers:2204.09250. Full description at Econpapers || Download paper | |
2022 | Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation. (2022). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre. In: Papers. RePEc:arx:papers:2205.03087. 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 | |
2022 | Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. (2022). Yin, G ; Wei, J ; Jin, Z ; Zhang, Y. In: Papers. RePEc:arx:papers:2205.08743. Full description at Econpapers || Download paper | |
2022 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2022 | Engagement Maximization. (2022). Zhong, Weijie ; Benjamin, . In: Papers. RePEc:arx:papers:2207.00685. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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1998 | Does monetary policy generate recessions?.(1998) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 350 | paper | |
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1992 | Interpreting the macroeconomic time series facts : The effects of monetary policy.(1992) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1233 | article | |
1992 | A Nine Variable Probabilistic Macroeconomic Forecasting Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 109 |
1989 | A nine variable probabilistic macroeconomic forecasting model.(1989) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
1993 | A Nine-Variable Probabilistic Macroeconomic Forecasting Model.(1993) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | chapter | |
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1991 | Comment on To Criticize the Critics, by Peter C. B. Phillips In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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1991 | Understanding Unit Rooters: A Helicopter Tour. In: Econometrica. [Full Text][Citation analysis] | article | 212 |
1988 | Understanding unit rooters: a helicopter tour.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
2004 | Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 148 |
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2003 | Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models.(2003) In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | paper | |
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1993 | Rational expectations modeling with seasonally adjusted data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
1990 | Rational expectations modeling with seasonally adjusted data.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
1998 | Econometric implications of the government budget constraint In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
2000 | Using a likelihood perspective to sharpen econometric discourse: Three examples In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
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2014 | When does a central banks balance sheet require fiscal support?.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
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1994 | Toward a modern macroeconomic model usable for policy analysis In: FRB Atlanta Working Paper. [Citation analysis] | paper | 70 |
1994 | Toward a Modern Macroeconomic Model Usable for Policy Analysis.(1994) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | chapter | |
1994 | Toward a Modern Macroeconomic Model Usable for Policy Analysis.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
1996 | Bayesian methods for dynamic multivariate models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 654 |
1998 | Bayesian Methods for Dynamic Multivariate Models..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 654 | article | |
1998 | Role of interest rate policy in the generation and propagation of business cycles: what has changed since the 30s? In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 28 |
2008 | Inflation expectations, uncertainty, the Phillips curve, and monetary policy In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 4 |
2001 | Fiscal consequences for Mexico of adopting the dollar In: Proceedings. [Citation analysis] | article | 72 |
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1996 | Inflation and growth - commentary.(1996) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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1989 | Models and their uses In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 78 |
1989 | Models and Their Uses.(1989) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
1989 | Solving nonlinear stochastic optimization and equilibrium problems backwards In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 8 |
1989 | Modeling trends In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 3 |
1986 | Are forecasting models usable for policy analysis? In: Quarterly Review. [Full Text][Citation analysis] | article | 406 |
1986 | Forecasting and conditional projection using realistic prior distribution In: Staff Report. [Full Text][Citation analysis] | paper | 425 |
1983 | Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 425 | paper | |
1977 | Business cycle modeling without pretending to have too much a priori economic theory In: Working Papers. [Full Text][Citation analysis] | paper | 280 |
2015 | Central Bank Solvency and Inflation In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
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2000 | Comment on Three Lessons for Monetary Policy in a Low-Inflation Era. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 6 |
2007 | Comment on International Transmission and Monetary Policy Cooperation In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
1974 | Optimal Stable Policies for Unstable Instruments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
1977 | Remarks on Real Value Added In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2013 | Comment on Dormant Shocks and Fiscal Virtue In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Comment on Expectations and Investment In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
1978 | Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
1972 | Are There Exogenous Variables in Short-Run Production Relations In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
2004 | Limits to Inflation Targeting In: NBER Chapters. [Full Text][Citation analysis] | chapter | 14 |
1980 | Martingale-Like Behavior of Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
1980 | Efficient Estimation of Time Series Models with Predetermined In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Discrete Actions in Information-Constrained Decision Problems In: Review of Economic Studies. [Full Text][Citation analysis] | article | 14 |
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2022 | Optimal Fiscal and Monetary Policy with Distorting Taxes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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2007 | Recognizing and Communicating Uncertainty in Monetary Policy Projections In: 2007 Meeting Papers. [Citation analysis] | paper | 0 |
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2009 | Price Level Determination in Equilibrium In: Annual Meeting Plenary. [Full Text][Citation analysis] | paper | 1 |
2011 | Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2011 | Autobiography In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
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2016 | Comment In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 0 |
2005 | Rational inattention: a research agenda In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 82 |
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