S. Boragan Aruoba : Citation Profile

University of Maryland

21

H index

29

i10 index

2966

Citations

RESEARCH PRODUCTION:

29

Articles

73

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 128
   Journals where S. Boragan Aruoba has often published
   Relations with other researchers
   Recent citing documents: 266.    Total self citations: 44 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/par34
   Updated: 2026-03-14    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Schorfheide, Frank (11)

Villalvazo, Sergio (11)

Cuba-Borda, Pablo (8)

Saffie, Felipe (4)

Drechsel, Thomas (3)

FERNÁNDEZ MARTIN, ANDRÉS (2)

Pasten, Ernesto (2)

Guzmán Girón, Daniel (2)

Willis, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with S. Boragan Aruoba.

Is cited by:

Wright, Randall (76)

Fernandez-Villaverde, Jesus (51)

Rocheteau, Guillaume (43)

Rubio-Ramirez, Juan F (37)

Camacho, Maximo (32)

Berentsen, Aleksander (32)

Maliar, Serguei (31)

Waller, Christopher (30)

Diebold, Francis (29)

Perez Quiros, Gabriel (26)

Rudebusch, Glenn (26)

Cites to:

Wright, Randall (59)

Schorfheide, Frank (30)

Diebold, Francis (27)

Shi, Shouyong (23)

Rocheteau, Guillaume (20)

Lucas, Robert (19)

Christiano, Lawrence (18)

Judd, Kenneth (17)

Rubio-Ramirez, Juan F (15)

Waller, Christopher (15)

Smets, Frank (14)

Main data

Where S. Boragan Aruoba has published?

Journals with more than one article published# docs
Journal of Monetary Economics4
Journal of Economic Dynamics and Control3
Review of Economic Dynamics3
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc19
Working Papers / Federal Reserve Bank of Philadelphia11
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing S. Boragan Aruoba (2025 and 2024)

YearTitle of citing document
2025Long and Variable Lags in Argentinas Monetary Policy: Evidence from Disaggregated Price Indices. (2025). Luis, Rubio Mateo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4836.

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2024Stress Testing of the Central Bank of Costa Rica: Risk Assessment of Fixed-Income Instruments. (2024). Gómez-Rodríguez, Fabio ; Corrales-Quesada, Adriana ; Segura-Rodriguez, Carlos ; Gmez-Rodrguez, Fabio. In: Notas Técnicas. RePEc:apk:nottec:2401.

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2025Ecosystem Services Accounting in Costa Rica: Regulation, Provision, and Cultural Services. (2025). Vega-Araya, Mauricio ; Aguilar-Madrigal, Jhonny ; Rivera, Luis. In: Notas Técnicas. RePEc:apk:nottec:2501.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2025Nowcasting with signature methods. (2023). de Paula, Aureo ; Cohen, Samuel N ; Yang, Lingyi ; Nesheim, Lars ; Mantoan, Giulia ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Malpass, Will ; Lui, Silvia. In: Papers. RePEc:arx:papers:2305.10256.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2025Machine 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.

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2025Endogenous Persistence at the Effective Lower Bound. (2025). Zhongxi, Zheng ; Roulleau-Pasdeloup, Jordan ; Chunbing, Cai. In: Papers. RePEc:arx:papers:2501.06473.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

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2025Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2504.01441.

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2026Ordinary Least Squares as an Attention Mechanism. (2025). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2504.09663.

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2025Unemployment Dynamics Forecasting with Machine Learning Regression Models. (2025). Kim, Kyungsu. In: Papers. RePEc:arx:papers:2505.01933.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Clearing Up the Effective Lower Bound Morass. (2025). Ma, Haochun ; Roulleau-Pasdeloup, Jordan. In: Papers. RePEc:arx:papers:2511.04782.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Papers. RePEc:arx:papers:2512.03763.

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2025Estimation of a Dynamic Tobit Model with a Unit Root. (2025). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2512.12110.

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2025GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market. (2025). Hirshleifer, David ; Teoh, Siew Hong ; Wu, Shijia ; Gu, Ming. In: Papers. RePEc:arx:papers:2512.20027.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2025Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective. (2025). Hong, YI ; Du, Jiawei. In: Papers. RePEc:arx:papers:2601.00011.

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2026Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects. (2026). Sua, Lutfu S ; Huang, Jun ; Roan, Jinshyang ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2601.01783.

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2026Nonlinear Dynamic Factor Analysis With a Transformer Network. (2026). Snellman, Oliver. In: Papers. RePEc:arx:papers:2601.12039.

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2026A machine learning approach to volatility forecasting. (2026). Veliyev, Bezirgen ; Siggaard, Mathias ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.13014.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2025Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01.

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2025What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02.

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2024A 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.

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2024Oil 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.

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2024A Mixed Duopoly in the Provision of Payment Services. (2024). Betancourt-Garcia, Yanneth Rocio ; Arango-Arango, Carlos A. In: Borradores de Economia. RePEc:bdr:borrec:1280.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2024A General Equilibrium Approach to Carbon Permit Banking. (2024). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: Working papers. RePEc:bfr:banfra:971.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025The heterogeneous impact of monetary policy announcements on firms financial outcomes. (2025). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:157-21.

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2025Open-sourced central bank macroeconomic models. (2025). Godoy, Douglas Kiarelly. In: IFC Bulletins chapters. RePEc:bis:bisifc:64-17.

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2025Generative economic modeling. (2025). Rottner, Matthias ; Kase, Hanno ; Stohler, Fabio. In: BIS Working Papers. RePEc:bis:biswps:1312.

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2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

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2024Market 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.

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2024Inflation 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.

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2024Accounting 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.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024A 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.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2025SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142.

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2026A Nonlinear Dynamic Factor Model for Financial and Macroeconomic Data. (2026). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1106.

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2024The role of central bank digital currency in an increasingly digital economy. (2024). Hemingway, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:1101.

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2024The Optimal Inflation Target. (2024). Weber, Henning ; Adam, Klaus. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_572.

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2024Dynamic 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.

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2025The Dynamics of Informality and Fiscal Policy under Sovereign Risk. (2025). Pappadà, Francesco ; Zylberberg, Yanos ; Pappada, Francesco. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/795.

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2025The 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.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511.

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2024Are 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.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777.

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2025The Granular Origins of Inflation. (2025). Auer, Raphael A ; Lein, Sarah M ; Levchenko, Andrei A ; Alvarez-Blaser, Santiago. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12262.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2025Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database. (2025). Acosta, Miguel ; Bauer, Michael D ; Loria, Francesca ; Ajello, Andrea ; Miranda-Agrippino, Silvia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12343.

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2024Neural Network Learning for Nonlinear Economies. (2024). Ellison, Martin ; Beaudry, Paul ; Ashwin, Julian. In: Discussion Papers. RePEc:cfm:wpaper:2432.

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2025Data-Driven Learning About Trend Productivity Growth. (2025). van Norden, Simon ; Jacobs, Jan ; Goto, Eiji. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-29.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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2025A General Equilibrium Approach to Carbon Permit Banking. (2025). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-5.

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2025Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377.

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2024Monetary 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.

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2025Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally. (2025). Manu, Ana-Simona ; Lopardo, Gianluigi ; Ca, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20253093.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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2025Estimating the natural rate of interest in a macro-finance yield curve model. (2025). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20253160.

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2025The 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.

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2025The real effect of Chinas narrative Central Bank Communication. (2025). Zhu, Zixiang ; Wang, Xia ; Chen, Liangyuan ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pc:s1043951x25002500.

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2024Variables selection using L0 penalty. (2024). Zhang, Tonglin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001718.

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2025Leader value added: Assessing the growth contribution of individual national leaders. (2025). Pennings, Steven ; Easterly, William. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387824001950.

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2024Estimation 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.

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2024Risks 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.

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2024Dynamic 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.

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2024Pseudospectral 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.

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2025Is 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.

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2025The 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.

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2025What are the macroeconomic effects of state-dependent forward guidance?. (2025). Wieladek, Tomasz ; Weale, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001046.

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2024Understanding 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.

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2024Habit formation and the government spending multiplier. (2024). Aloui, Rym. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000105.

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2024Business 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.

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2025Playing 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.

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2025Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665.

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2025Impact of monetary policy on functional income distribution: A panel vector autoregressive analysis. (2025). Di Bucchianico, Stefano ; Lofaro, Antonino. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002226.

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2024Yield 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.

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2025A predictive term-spread model in the age of inflation targeting. (2025). Tvedt, Jostein. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500004x.

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2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

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2025Geopolitical tensions and banks’ stock market performance. (2025). Urom, Christian ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005779.

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2025Are revisions to state-level GDP data in the US well behaved?. (2025). Shiroff, Taylor ; Mitchell, James. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002447.

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2024Advances 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.

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2024The 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.

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2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2025Taking advantage of biased proxies for forecast evaluation. (2025). Ren, Roberto ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001228.

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More than 100 citations found, this list is not complete...

Works by S. Boragan Aruoba:

YearTitleTypeCited
2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions In: American Economic Review.
[Full Text][Citation analysis]		article78
2010Real-time macroeconomic monitoring: real activity, inflation, and interactions.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 78		paper
2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 78		paper
2010Real-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
2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article100
2009Sticky 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: 100		paper
2009Sticky 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: 100		paper
2003Time Series Analysis by State-Space Methods In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2009Real-Time Measurement of Business Conditions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article501
2007Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2008Real-time measurement of business conditions.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2008Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2007Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2006Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has nother version. Agregated cites: 501		paper
2001Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]		article3
2001Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Moving Holidays and Seasonal Adjustment: The Case of Turkey In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article4
2021Monetary Policy Surprises in Chile: Measurement & Real Effects In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper6
2005Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography.
[Full Text][Citation analysis]		paper289
2006Comparing 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: 289		article
2003Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 289		paper
2003Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 289		paper
2016A Structural Model of Electoral Accountability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2015A Structural Model of Electoral Accountability.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2019A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY.(2019) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2020Piecewise-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: 33		paper
2020Piecewise-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: 33		paper
2020Piecewise-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: 33		paper
2020Piecewise-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: 33		paper
2021Piecewise-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: 33		article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2005Data Revisions Are Not Well-Behaved In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper176
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 176		article
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		article
2015A comparison of programming languages in macroeconomics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article15
2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article53
2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article629
2004The 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: 629		paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article70
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2010Optimal fiscal and monetary policy when money is essential In: Journal of Economic Theory.
[Full Text][Citation analysis]		article75
2006Optimal 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: 75		paper
2007Optimal Fiscal and Monetary Policy when Money is Essential.(2007) In: 2007 Meeting Papers.
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This paper has nother version. Agregated cites: 75		paper
2021Institutions, tax evasion, and optimal policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article10
2024The long and variable lags of monetary policy: Evidence from disaggregated price indices In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article19
2024The 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: 19		chapter
2024The 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: 19		paper
2007Bargaining and the value of money In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article137
2011Money and capital In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article95
2007Money and capital.(2007) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2005Money and Capital.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2023Real Rigidities, Firm Dynamics, and Monetary Nonneutrality: The Role of Demand Shocks In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2003Search, money, and capital: a neoclassical dichotomy In: Proceedings.
[Citation analysis]		article43
2002Search, 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
2004The Macroeconomy and the Yield Curve: A Nonstructural Analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2003The 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
2003The 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
2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper246
2013Macroeconomic 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: 246		paper
2018Macroeconomic 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: 246		article
2014Macroeconomic 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: 246		paper
2009Money and capital: a quantitative analysis In: Working Papers.
[Full Text][Citation analysis]		paper6
2014Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy In: Staff Report.
[Full Text][Citation analysis]		paper6
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]		paper11
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Improving 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
2013Macroeconomic dynamics near the ZLB: a tale of two equilibria In: Working Papers.
[Full Text][Citation analysis]		paper72
2016Term structures of inflation expectations and real interest rates In: Working Papers.
[Full Text][Citation analysis]		paper34
2020Term 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: 34		article
2019How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints In: Working Papers.
[Full Text][Citation analysis]		paper2
2022Housing 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
2011MONEY, SEARCH, AND BUSINESS CYCLES In: International Economic Review.
[Full Text][Citation analysis]		article8
2011Globalization, the Business Cycle, and Macroeconomic Monitoring In: IMF Working Papers.
[Full Text][Citation analysis]		paper34
2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		chapter
2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2011Globalization, the Business Cycle, and Macroeconomic Monitoring.(2011) In: NBER International Seminar on Macroeconomics.
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This paper has nother version. Agregated cites: 34		article
2012Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2016Homework 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
2014A Comparison of Programming Languages in Economics In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2024Identifying Monetary Policy Shocks: A Natural Language Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2024Reviving Micro Real Rigidities: The Importance of Demand Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Pricing Under Distress In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2003Search, Money and Capital: A Neoclassical Dichotomy, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper20
2008Real-Time Measurement of Business Conditions, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper5
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
[Full Text][Citation analysis]		paper23
2021Piecewise-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: 23		article
2004Data Revisions in General Equilibrium In: 2004 Meeting Papers.
[Citation analysis]		paper0
2008Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities In: 2008 Meeting Papers.
[Citation analysis]		paper6
2009Money and Optimal Capital Taxation In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper0
2010Informal Sector, Government Policy and Institutions In: 2010 Meeting Papers.
[Citation analysis]		paper35
2011Homework in Monetary Economics: Inflation and House Prices In: 2011 Meeting Papers.
[Citation analysis]		paper0
2018Measuring Uncertainty In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper0
2003Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies In: Computing in Economics and Finance 2003.
[Citation analysis]		paper3
2004Data Uncertainty in General Equilibrium In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper7
2013A Real Economic Activity Indicator for Turkey In: Central Bank Review.
[Full Text][Citation analysis]		article5
2012Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi In: Working Papers.
[Full Text][Citation analysis]		paper1

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