20
H index
26
i10 index
2834
Citations
University of Maryland | 20 H index 26 i10 index 2834 Citations RESEARCH PRODUCTION: 29 Articles 73 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 S. Boragan Aruoba. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 4 |
Review of Economic Dynamics | 3 |
Journal of Economic Dynamics and Control | 3 |
Journal of Econometrics | 3 |
Year | Title of citing document | |
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2024 | High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2025 | Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2024 | A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874. Full description at Econpapers || Download paper | |
2024 | Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165. Full description at Econpapers || Download paper | |
2024 | Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper | |
2025 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper | |
2025 | Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473. Full description at Econpapers || Download paper | |
2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper | |
2025 | Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249. Full description at Econpapers || Download paper | |
2025 | Ordinary Least Squares as an Attention Mechanism. (2025). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2504.09663. Full description at Econpapers || Download paper | |
2025 | Unemployment Dynamics Forecasting with Machine Learning Regression Models. (2025). Kim, Kyungsu. In: Papers. RePEc:arx:papers:2505.01933. Full description at Econpapers || Download paper | |
2025 | Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269. Full description at Econpapers || Download paper | |
2025 | Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422. Full description at Econpapers || Download paper | |
2024 | Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24. Full description at Econpapers || Download paper | |
2025 | Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01. Full description at Econpapers || Download paper | |
2025 | What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02. Full description at Econpapers || Download paper | |
2024 | A General Equilibrium Approach to Carbon Permit Banking.. (2024). Vermandel, Gauthier ; Sahuc, Jean-Guillaume ; Dubois, Loick. In: Single Market Economics Papers. RePEc:bda:wpsmep:wp2024/20. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
2024 | A General Equilibrium Approach to Carbon Permit Banking. (2024). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: Working papers. RePEc:bfr:banfra:971. Full description at Econpapers || Download paper | |
2024 | Market intelligence gathering, asymmetric information, and the instability of money demand. (2024). Kim, Seon Tae ; Marchesiani, Alessandro. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1216-1245. Full description at Econpapers || Download paper | |
2024 | Inflation targeting, output stabilization, and real indeterminacy in monetary models with an interest rate rule. (2024). Platonov, Konstantin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1467-1493. Full description at Econpapers || Download paper | |
2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131. Full description at Econpapers || Download paper | |
2024 | A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133. Full description at Econpapers || Download paper | |
2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
2024 | The role of central bank digital currency in an increasingly digital economy. (2024). Hemingway, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:1101. Full description at Econpapers || Download paper | |
2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. Full description at Econpapers || Download paper | |
2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519. Full description at Econpapers || Download paper | |
2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, J S ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511. Full description at Econpapers || Download paper | |
2024 | Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192. Full description at Econpapers || Download paper | |
2025 | The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777. Full description at Econpapers || Download paper | |
2024 | Neural Network Learning for Nonlinear Economies. (2024). Ellison, Martin ; Beaudry, Paul ; Ashwin, Julian. In: Discussion Papers. RePEc:cfm:wpaper:2432. Full description at Econpapers || Download paper | |
2025 | Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829. Full description at Econpapers || Download paper | |
2025 | A General Equilibrium Approach to Carbon Permit Banking. (2025). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-5. Full description at Econpapers || Download paper | |
2024 | Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003. Full description at Econpapers || Download paper | |
2025 | The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568. Full description at Econpapers || Download paper | |
2024 | Variables selection using L0 penalty. (2024). Zhang, Tonglin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001718. Full description at Econpapers || Download paper | |
2024 | Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
2024 | Pseudospectral methods for continuous-time heterogeneous-agent models. (2024). Schesch, Constantin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000484. Full description at Econpapers || Download paper | |
2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper | |
2025 | The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119. Full description at Econpapers || Download paper | |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper | |
2024 | Habit formation and the government spending multiplier. (2024). Aloui, Rym. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000105. Full description at Econpapers || Download paper | |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper | |
2025 | Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237. Full description at Econpapers || Download paper | |
2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper | |
2024 | Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661. Full description at Econpapers || Download paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
2024 | The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106. Full description at Econpapers || Download paper | |
2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper | |
2024 | Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935. Full description at Econpapers || Download paper | |
2025 | Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375. Full description at Econpapers || Download paper | |
2024 | Investigating extreme linkage topology in the aerospace and defence industry. (2024). Sheenan, Lisa ; Tang, Yayan ; Bouri, Elie ; Quinn, Barry. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x. Full description at Econpapers || Download paper | |
2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper | |
2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper | |
2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper | |
2024 | The VIXs term structure of individual active stocks. (2024). David, OR ; Qadan, Mahmoud ; Shuval, Kerem ; Snunu, Iyad. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667. Full description at Econpapers || Download paper | |
2024 | Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x. Full description at Econpapers || Download paper | |
2024 | Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers || Download paper | |
2024 | Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276. Full description at Econpapers || Download paper | |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper | |
2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper | |
2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper | |
2025 | Predicting individual corporate bond returns. (2025). Feng, Guanhao ; Wu, Chunchi ; Wang, Yanchu ; He, Xin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863. Full description at Econpapers || Download paper | |
2025 | A general equilibrium approach to carbon permit banking. (2025). Sahuc, Jean-Guillaume ; Dubois, Loick ; Vermandel, Gauthier. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:129:y:2025:i:c:s0095069624001505. Full description at Econpapers || Download paper | |
2024 | A microfounded approach to currency substitution and government policy. (2024). Madison, Florian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s002205312400053x. Full description at Econpapers || Download paper | |
2024 | Foundations of market power in monetary economies. (2024). Rocheteau, Guillaume ; Choi, Michael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001376. Full description at Econpapers || Download paper | |
2024 | Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Lyu, Yongjian ; Zhang, Xinyu ; Yang, MO ; Cao, Jin ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900. Full description at Econpapers || Download paper | |
2024 | Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper | |
2024 | FDI flows and sudden stops in small open economies. (2024). Villalvazo, Sergio. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000016. Full description at Econpapers || Download paper | |
2024 | Monetary policy surprises on the banking sector: The role of the information and pure monetary shocks. (2024). Coble, David ; Beltran, Felipe. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000097. Full description at Econpapers || Download paper | |
2024 | Optimal monetary policy with r∗<0. (2024). Nakov, Anton ; Billi, Roberto ; Gali, Jordi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001058. Full description at Econpapers || Download paper | |
2024 | The emergence of procyclical fertility: The role of breadwinner women. (2024). Dalgic, Husnu ; Coskun, Sena. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001198. Full description at Econpapers || Download paper | |
2024 | Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Castelnuovo, Efrem ; Andreasen, Martin M ; Pellegrino, Giovanni ; Caggiano, Giovanni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
2024 | Unusual shocks in our usual models. (2024). Melosi, Leonardo ; ferroni, filippo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000515. Full description at Econpapers || Download paper | |
2024 | Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel. (2024). Wright, Jonathan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:s:s0304393224001065. Full description at Econpapers || Download paper | |
2025 | Neural network learning for nonlinear economies. (2025). Ellison, Martin ; Beaudry, Paul ; Ashwin, Julian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001764. Full description at Econpapers || Download paper | |
2024 | Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments. (2024). Noori, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:529-551. Full description at Econpapers || Download paper | |
2024 | Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x. Full description at Econpapers || Download paper | |
2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper | |
2024 | Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets. (2024). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002228. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213. Full description at Econpapers || Download paper | |
2024 | The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916. Full description at Econpapers || Download paper | |
2024 | Monetary Policy Shocks: Data or Methods?. (2024). Walker, Todd ; Matthes, Christian ; Jacobson, Margaret ; Brennan, Connor M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-11. Full description at Econpapers || Download paper | |
2024 | Disagreement About the Term Structure of Inflation Expectations. (2024). Farmer, Leland ; Ahn, Hie Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-84. Full description at Econpapers || Download paper | |
2024 | Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90. Full description at Econpapers || Download paper | |
2024 | Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1401. Full description at Econpapers || Download paper | |
2025 | Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677. Full description at Econpapers || Download paper | |
2025 | The Dollar Channel of Monetary Policy Transmission. (2025). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Meisenzahl, Ralf R. In: Working Paper Series. RePEc:fip:fedhwp:99939. Full description at Econpapers || Download paper | |
2024 | Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413. Full description at Econpapers || Download paper | |
2025 | Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve. (2025). Guidolin, Massimo ; Ionta, Serena. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:17-:d:1632780. Full description at Econpapers || Download paper | |
2024 | Velocity of Money and Productivity Growth: Explaining the 2% Inflation Target in the U.S. (1959–2007). (2024). Faugere, Christophe. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:15-:d:1335705. Full description at Econpapers || Download paper | |
2024 | Navigating Uncharted Waters: The Transformation of the Bank of Korea’s Monetary Policy in Response to Global Economic Uncertainty. (2024). Teng, Zhuoqi ; He, Yugang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1657-:d:1401796. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions In: American Economic Review. [Full Text][Citation analysis] | article | 78 |
2010 | Real-time macroeconomic monitoring: real activity, inflation, and interactions.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2010 | Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2011 | Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 93 |
2009 | Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2009 | Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2003 | Time Series Analysis by State-Space Methods In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2009 | Real-Time Measurement of Business Conditions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 472 |
2007 | Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 472 | paper | |
2008 | Real-time measurement of business conditions.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 472 | paper | |
2008 | Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 472 | paper | |
2007 | Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 472 | paper | |
2006 | Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 472 | paper | |
2001 | Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 3 |
2001 | Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Moving Holidays and Seasonal Adjustment: The Case of Turkey In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Monetary Policy Surprises in Chile: Measurement & Real Effects In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 4 |
2005 | Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 286 |
2006 | Comparing solution methods for dynamic equilibrium economies.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 286 | article | |
2003 | Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 286 | paper | |
2003 | Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 286 | paper | |
2016 | A Structural Model of Electoral Accountability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2015 | A Structural Model of Electoral Accountability.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2019 | A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY.(2019) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2020 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2021 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2021 | SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2022 | SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2021 | SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2005 | Data Revisions Are Not Well-Behaved In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2008 | Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2008 | Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2015 | A comparison of programming languages in macroeconomics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
2017 | Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 50 |
2013 | Assessing DSGE model nonlinearities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2013 | Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2006 | The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 611 |
2004 | The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 611 | paper | |
2016 | Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
2013 | Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2010 | Optimal fiscal and monetary policy when money is essential In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 74 |
2006 | Optimal fiscal and monetary policy when money is essential.(2006) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2007 | Optimal Fiscal and Monetary Policy when Money is Essential.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2021 | Institutions, tax evasion, and optimal policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 7 |
2024 | The long and variable lags of monetary policy: Evidence from disaggregated price indices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 5 |
2024 | The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices.(2024) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 5 | chapter | |
2024 | The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2007 | Bargaining and the value of money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 134 |
2011 | Money and capital In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 94 |
2007 | Money and capital.(2007) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2005 | Money and Capital.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2023 | Real Rigidities, Firm Dynamics, and Monetary Nonneutrality: The Role of Demand Shocks In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Search, money, and capital: a neoclassical dichotomy In: Proceedings. [Citation analysis] | article | 43 |
2002 | Search, money and capital: a neoclassical dichotomy.(2002) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2003 | The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2016 | Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 237 |
2013 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 237 | paper | |
2018 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 237 | article | |
2014 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 237 | paper | |
2009 | Money and capital: a quantitative analysis In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy In: Staff Report. [Full Text][Citation analysis] | paper | 6 |
2011 | Improving GDP measurement: a forecast combination perspective In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
2016 | Term structures of inflation expectations and real interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
2020 | Term Structures of Inflation Expectations and Real Interest Rates.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2019 | How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | MONEY, SEARCH, AND BUSINESS CYCLES In: International Economic Review. [Full Text][Citation analysis] | article | 8 |
2011 | Globalization, the Business Cycle, and Macroeconomic Monitoring In: IMF Working Papers. [Full Text][Citation analysis] | paper | 33 |
2010 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | chapter | |
2010 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2011 | Globalization, the Business Cycle, and Macroeconomic Monitoring.(2011) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2012 | Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2016 | Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes.(2016) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2014 | A Comparison of Programming Languages in Economics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2024 | Identifying Monetary Policy Shocks: A Natural Language Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2024 | Reviving Micro Real Rigidities: The Importance of Demand Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Pricing Under Distress In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Search, Money and Capital: A Neoclassical Dichotomy, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 20 |
2008 | Real-Time Measurement of Business Conditions, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
2021 | Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices. [Full Text][Citation analysis] | paper | 19 |
2021 | Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2004 | Data Revisions in General Equilibrium In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
2008 | Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers. [Citation analysis] | paper | 6 |
2009 | Money and Optimal Capital Taxation In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Informal Sector, Government Policy and Institutions In: 2010 Meeting Papers. [Citation analysis] | paper | 34 |
2011 | Homework in Monetary Economics: Inflation and House Prices In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Measuring Uncertainty In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 3 |
2004 | Data Uncertainty in General Equilibrium In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 7 |
2013 | A Real Economic Activity Indicator for Turkey In: Central Bank Review. [Full Text][Citation analysis] | article | 5 |
2012 | Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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