24
H index
29
i10 index
3155
Citations
Federal Reserve Bank of Atlanta (50% share) | 24 H index 29 i10 index 3155 Citations RESEARCH PRODUCTION: 24 Articles 70 Papers 1 Chapters RESEARCH ACTIVITY: 26 years (1997 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwa463 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel F. Waggoner. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Economic Review | 4 |
Journal of Economic Dynamics and Control | 2 |
Year | Title of citing document | |
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2023 | Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53. Full description at Econpapers || Download paper | |
2023 | Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules. (2021). Narita, Yusuke ; Yata, Kohei. In: Papers. RePEc:arx:papers:2104.12909. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_779_23. Full description at Econpapers || Download paper | |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2023 | The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23. Full description at Econpapers || Download paper | |
2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2023 | Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2023 | A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2023 | The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028. Full description at Econpapers || Download paper | |
2023 | Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04. Full description at Econpapers || Download paper | |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
2023 | Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10798. Full description at Econpapers || Download paper | |
2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper | |
2023 | Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine ; Schulze, Tatjana. In: Working Paper Series. RePEc:ecb:ecbwps:20232860. Full description at Econpapers || Download paper | |
2023 | China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861. Full description at Econpapers || Download paper | |
2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2023 | The shortage of safe assets and Chinas housing boom. (2023). Mei, Dongzhou ; Luo, Yuwei. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003637. Full description at Econpapers || Download paper | |
2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper | |
2023 | Exploring the trade-off between leaning against credit and stabilizing economic activity. (2023). Benati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000198. Full description at Econpapers || Download paper | |
2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper | |
2023 | Improved marginal likelihood estimation via power posteriors and importance sampling. (2023). Yu, Jun ; Wang, Nianling ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:28-52. Full description at Econpapers || Download paper | |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper | |
2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper | |
2023 | Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers || Download paper | |
2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper | |
2023 | Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507. Full description at Econpapers || Download paper | |
2023 | News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434. Full description at Econpapers || Download paper | |
2023 | Inflation tolerance ranges in the New Keynesian model. (2023). Matheron, Julien ; Marx, Magali ; le Bihan, Herve. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000272. Full description at Econpapers || Download paper | |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Variable Split Convolutional Attention: A novel Deep Learning model applied to the household electric power consumption. (2023). Pereira, Fernando Lobo ; Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007156. Full description at Econpapers || Download paper | |
2023 | Spillback effects of US unconventional monetary policy. (2023). Cheng, Kai ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000569. Full description at Econpapers || Download paper | |
2023 | Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989. Full description at Econpapers || Download paper | |
2023 | Capital flows and income inequality. (2023). Spiegel, Mark ; Zhang, Jingyi ; Liu, Zheng. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000624. Full description at Econpapers || Download paper | |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper | |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper | |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
2023 | The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711. Full description at Econpapers || Download paper | |
2023 | Market distortion, factor misallocation, and efficiency loss in manufacturing enterprises. (2023). Xu, Jingjue ; Huang, Duen-Huang ; Luo, Jiayu ; Zhang, Shangfeng. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322007433. Full description at Econpapers || Download paper | |
2023 | Facial attractiveness and CEO compensation: Evidence from the banking industry. (2023). Vahamaa, Sami ; Ranta, Mikko ; Ahmed, Shaker. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000510. Full description at Econpapers || Download paper | |
2023 | Price level targeting under fiscal dominance. (2023). Gobbi, Alessandro ; Florio, Anna ; Ascari, Guido. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000773. Full description at Econpapers || Download paper | |
2023 | Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265. Full description at Econpapers || Download paper | |
2023 | An anatomy of external shocks in the Andean region. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075. Full description at Econpapers || Download paper | |
2023 | The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907. Full description at Econpapers || Download paper | |
2023 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333. Full description at Econpapers || Download paper | |
2023 | Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19. Full description at Econpapers || Download paper | |
2023 | What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139. Full description at Econpapers || Download paper | |
2023 | Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332. Full description at Econpapers || Download paper | |
2023 | Global Shocks and Emerging Economies: Disentangling the Commodity Roller Coaster. (2023). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:76:y:2023:i:3:a:82691. Full description at Econpapers || Download paper | |
2023 | The Impacts of Supply Chain Disruptions on Inflation. (2023). Gordon, Matthew V ; Clark, Todd E. In: Economic Commentary. RePEc:fip:fedcec:96111. Full description at Econpapers || Download paper | |
2023 | How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517. Full description at Econpapers || Download paper | |
2023 | Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666. Full description at Econpapers || Download paper | |
2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper | |
2023 | Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Working Papers. RePEc:fiu:wpaper:2305. Full description at Econpapers || Download paper | |
2023 | Circulation Expectations, Farmer Trust, and Farmers’ Contract Choice Behavior. (2023). Wenjun, Zhuo. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1588-:d:1215601. Full description at Econpapers || Download paper | |
2023 | Identification of fluctuations origins in the Business Cycle in Morocco: Reduced DSGE modelling. (2023). Hefnaoui, Ahmed ; el Mzabi, Amal ; Fanchy, Hajar. In: Post-Print. RePEc:hal:journl:hal-04304857. Full description at Econpapers || Download paper | |
2023 | Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750. Full description at Econpapers || Download paper | |
2023 | Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR. (2023). Park, Hyun ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202304. Full description at Econpapers || Download paper | |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper | |
2023 | Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w. Full description at Econpapers || Download paper | |
2023 | China’s Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2023). Nuutilainen, Riikka ; Breitenlechner, Max. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09705-2. Full description at Econpapers || Download paper | |
2023 | Capital Inflows and Income Inequality:Evidence from Panel VAR Approach. (2023). Yun, Jinyeong. In: MAGKS Papers on Economics. RePEc:mar:magkse:202322. Full description at Econpapers || Download paper | |
2023 | Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355. Full description at Econpapers || Download paper | |
2023 | Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211. Full description at Econpapers || Download paper | |
2023 | Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis. (). Kurozumi, Takushi ; Shintani, Mototsugu ; Gemma, Yasufumi. In: Review of Economic Dynamics. RePEc:red:issued:22-126. Full description at Econpapers || Download paper | |
2023 | Does my model predict a forward guidance puzzle?. (). McClung, Nigel ; Gibbs, Christopher. In: Review of Economic Dynamics. RePEc:red:issued:22-197. Full description at Econpapers || Download paper | |
2023 | Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers || Download paper | |
2023 | Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y. Full description at Econpapers || Download paper | |
2023 | Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8. Full description at Econpapers || Download paper | |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper | |
2023 | The role of announced exchange rate policies on exchange rate pass-through to consumer prices in an oil-based small open economy. (2023). Sanusi, Aliyu Rafindadi ; Iliyasu, Jamilu. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00391-3. Full description at Econpapers || Download paper | |
2023 | Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Generalizing the Taylor Principle: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 40 |
2008 | Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 198 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
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2007 | Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2006 | Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2023 | Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from Chinas Loan?Level Data In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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2020 | Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 112 |
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2013 | Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2014 | Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2013 | Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2014 | Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2010 | Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2016 | Perturbation methods for Markov?switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2014 | Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 182 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2006 | Transparency, expectations, and forecasts In: Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
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2011 | Sources of macroeconomic fluctuations: A regimeâ€switching DSGE approach In: Quantitative Economics. [Citation analysis] | article | 125 |
2003 | A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 79 |
2011 | Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 159 |
2008 | Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2003 | Likelihood preserving normalization in multiple equation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
2000 | Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2008 | Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 180 |
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2012 | Confronting model misspecification in macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
2010 | Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2012 | Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2016 | Striated Metropolis–Hastings sampler for high-dimensional models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2021 | Inference in Bayesian Proxy-SVARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | Incentive compensation, accounting discretion and bank capital In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
2009 | Understanding Markov-switching rational expectations models In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 152 |
2009 | Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | paper | |
2009 | Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | paper | |
2000 | Issues in hedging options positions In: Economic Review. [Full Text][Citation analysis] | article | 1 |
2001 | The risks and rewards of selling volatility In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2003 | Forecast evaluation with cross-sectional data: The Blue Chip Surveys In: Economic Review. [Full Text][Citation analysis] | article | 25 |
2000 | Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
2000 | A Gibbs simulator for restricted VAR models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
2002 | Evaluating Wall Street Journal survey forecasters: a multivariate approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 22 |
2004 | Normalization in econometrics In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 70 |
2007 | Normalization in Econometrics.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2005 | Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 66 |
2006 | Markov-Switching Structural Vector Autoregressions: Theory and Application.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2007 | Understanding the New Keynesian model when monetary policy switches regimes In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 18 |
2007 | Understanding the New-Keynesian Model when Monetary Policy Switches Regimes.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2007 | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation.(2007) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 722 |
2010 | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 722 | article | |
2009 | Sources of the Great Moderation: shocks, frictions, or monetary policy? In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 24 |
2009 | Sources of the Great Moderation: shocks, friction, or monetary policy?.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2014 | The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Trends and cycles in Chinas macroeconomy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 52 |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | chapter | |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2016 | Trends and Cycles in Chinas Macroeconomy.(2016) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2016 | Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 20 |
2016 | Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Uniform Priors for Impulse Responses.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1997 | Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 65 |
1997 | Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 11 |
1998 | Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 239 |
1999 | Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
2008 | Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 53 |
2009 | Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2010 | Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2004 | Effects of monetary policy regime changes in the Euro Economy In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2006 | Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model In: 2006 Meeting Papers. [Citation analysis] | paper | 0 |
2007 | Macroeconomic Volatility and Monetary Policy Regimes In: 2007 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance In: 2013 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica. [Full Text][Citation analysis] | article | 290 |
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