S. Boragan Aruoba : Citation Profile

Are you S. Boragan Aruoba?

University of Maryland

19

H index

25

i10 index

2593

Citations

RESEARCH PRODUCTION:

27

Articles

67

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 123
   Journals where S. Boragan Aruoba has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 43 (1.63 %)

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   Permalink: http://citec.repec.org/par34
   Updated: 2023-11-04    RAS profile: 2022-06-02    
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Relations with other researchers

Works with:

Schorfheide, Frank (11)

Villalvazo, Sergio (10)

Cuba-Borda, Pablo (9)

Kalemli-Ozcan, Sebnem (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 (75)

Fernandez-Villaverde, Jesus (49)

Rocheteau, Guillaume (43)

Rubio-Ramirez, Juan F (35)

Berentsen, Aleksander (32)

Maliar, Serguei (31)

Camacho, Maximo (31)

Waller, Christopher (30)

Diebold, Francis (28)

Rudebusch, Glenn (26)

Perez Quiros, Gabriel (26)

Cites to:

Wright, Randall (59)

Schorfheide, Frank (29)

Diebold, Francis (27)

Shi, Shouyong (23)

Rocheteau, Guillaume (20)

Christiano, Lawrence (18)

Lucas, Robert (18)

Judd, Kenneth (17)

Waller, Christopher (15)

Rubio-Ramirez, Juan F (15)

Fernandez-Villaverde, Jesus (14)

Main data

Where S. Boragan Aruoba has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Review of Economic Dynamics3
Journal of Monetary Economics3
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc15
Working Papers / Federal Reserve Bank of Philadelphia10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing S. Boragan Aruoba (2023 and 2022)

YearTitle of citing document
2022Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals. (2022). Petrella, Ivan ; Hevia, Constantino ; Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:200.

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2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2022Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

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2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094.

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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2022Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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

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2023Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fern, Jes'Us. In: Papers. RePEc:arx:papers:2306.04285.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang ; Ikeda, Daisuke. In: BCAM Working Papers. RePEc:bbk:bbkcam:2205.

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2022Endogenous Liquidity and Capital Reallocation. (2022). Zhu, YU ; Wright, Randall ; Cui, Wei. In: Staff Working Papers. RePEc:bca:bocawp:22-27.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2023Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23.

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2022Central bank digital currency, tax evasion, and inflation tax. (2022). Park, Jaevin ; Lee, Seungduck ; Kwon, Ohik. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1497-1519.

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2022Inference in functional factor models with applications to yield curves. (2022). Horvath, Lajos ; Wang, Shixuan ; Vanderdoes, Jeremy ; Kokoszka, Piotr. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894.

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2023.

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2023Partial 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.

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2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237.

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2022A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214.

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2022.

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2022Understanding Persistent ZLB: Theory and Assessment. (2022). Singh, Sanjay ; Cuba-Borda, Pablo. In: Working Papers. RePEc:cda:wpaper:346.

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2022Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework. (2022). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/2.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10500.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Discussion Papers. RePEc:cfm:wpaper:2218.

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2022Four facts about relationship lending: The case of Chile 2012-2019. (2022). Taboada, Manuel ; Pratap, Sangeeta ; Acosta-Henao, Miguel. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:956.

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2023Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks. (2023). Coble, David ; Beltran, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:979.

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2022GDP Solera. The Ideal Vintage Mix. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante ; Almuzara, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2022_2204.

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2023Tax policies, informality, and real wage rigidities. (2023). Garcia-Suaza, Andres ; Salazar, Marlon ; Jaramillo, Fernando. In: Documentos de Trabajo. RePEc:col:000092:020744.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122.

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2022News-driven housing booms: Spain vs. Germany. (2022). Ruiz, Jesus ; Puch, Luis Antonio ; Voinea, Laurentiu Guinea. In: UC3M Working papers. Economics. RePEc:cte:werepe:35430.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023CBDC and business cycle dynamics in a New Monetarist New Keynesian model. (2023). Assenmacher, Katrin ; Ristiniemi, Annukka ; Bitter, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20232811.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2022Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110.

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2023A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow. (2023). Xiao, Xinping ; Dai, Min ; Hong, Lijiang ; Wen, Jianghui ; Wu, Chaozhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:440:y:2023:i:c:s0096300322007093.

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2022A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2022Multi-layered rational inattention and time-varying volatility. (2022). Hobler, Stephan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200077x.

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2022Revisiting the optimal inflation rate with downward nominal wage rigidity: The role of heterogeneity. (2022). Mineyama, Tomohide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922000550.

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2022Are government spending shocks inflationary at the zero lower bound? New evidence from daily data. (2022). Choi, Sangyup ; Yoo, Seung Yong ; Shin, Junhyeok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001294.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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2022Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054.

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2023Does inattentiveness matter for DSGE modeling? An empirical investigation. (2023). Minford, Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003133.

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2023The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352.

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2023Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2023Climate change-related risks and bank stock returns. (2023). BOUNGOU, Whelsy ; Urom, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000368.

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2022Illuminating economic growth. (2022). Yao, Jiaxiong ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:359-378.

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2022Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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2022SVARs with occasionally-binding constraints. (2022). Villalvazo, Sergio ; Schorfheide, Frank ; Mlikota, Marko ; Aruoba, Boraan S. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:477-499.

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2022Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519.

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2022Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. (2022). Oglend, Atle ; Moura, Guilherme Valle ; Liesenfeld, Roman ; Kleppe, Tore Selland. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:105-127.

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2023Fiscal stimulus in liquidity traps: Conventional or unconventional policies?. (2023). Linde, Jesper ; Lemoine, Matthieu. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002045.

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2023Uncertain policy regimes and government spending effects. (2023). Yang, Shu-Chun S ; Shen, Wenyi ; Mao, Ruoyun. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002100.

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2023The maturity composition of government debt: A comprehensive database. (2023). Mazzolini, Giulio ; de Graeve, Ferre. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000673.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181.

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2022Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic. (2022). Tiwari, Aviral ; Naifar, Nader ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000299.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2022Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003944.

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2022Spread position as a leading economic indicator. (2022). Park, Yang-Ho. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586.

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2022Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2022Firms’ response to macroeconomic estimation errors. (2022). Nallareddy, Suresh ; Mayew, William J ; Binz, Oliver. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000690.

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2022Looking from Gross Domestic Income: Alternative view of Japan’s economy. (2022). Sekine, Toshitaka. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000445.

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2022Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909.

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2022Heterogeneity, decentralized trade, and the long-run real effects of inflation. (2022). Zhu, Tao ; Jin, GU. In: Journal of Economic Theory. RePEc:eee:jetheo:v:201:y:2022:i:c:s0022053122000291.

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2022Music sentiment and stock returns around the world. (2022). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:234-254.

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2022What moves treasury yields?. (2022). Soofi-Siavash, Soroosh ; Moench, Emanuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1016-1043.

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2022The effects of U.S. monetary policy shocks on mutual fund investing. (2022). Siga, Lucas ; Montes-Rojas, Gabriel ; Banegas, Ayelen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002461.

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2022Potential growth and natural yield curve in Japan. (2022). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000316.

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2022Nelson–Siegel decay factor and term premia in Japan. (2022). Sekine, Atsushi ; Koeda, Junko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000144.

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2022Laffer curves in emerging market economies: The role of informality. (2022). McKnight, Stephen ; Alba, Carlos. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000143.

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2022Estimation of functional-coefficient autoregressive models with measurement error. (2022). Geng, Pei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:192:y:2022:i:c:s0047259x22000793.

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2022Stock market in the age of COVID19: Mere acclimatization or Stockholm syndrome?. (2022). Shah, Sarfaraz Ali. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000068.

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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]		article74
2010Real-time macroeconomic monitoring: real activity, inflation, and interactions.(2010) In: Working Papers.
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2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: NBER Working Papers.
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2010Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions.(2010) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 74		paper
2011Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article89
2009Sticky prices versus monetary frictions: an estimation of policy trade-offs.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		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]		article410
2007Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 410		paper
2008Real-time measurement of business conditions.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 410		paper
2008Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 410		paper
2007Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 410		paper
2006Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 410		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]		paper2
2005Comparing Solution Methods for Dynamic Equilibrium Economies In: Levine's Bibliography.
[Full Text][Citation analysis]		paper274
2006Comparing solution methods for dynamic equilibrium economies.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 274		article
2003Comparing solution methods for dynamic equilibrium economies.(2003) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 274		paper
2003Comparing Solution Methods for Dynamic Equilibrium Economies.(2003) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 274		paper
2016A Structural Model of Electoral Accountability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2015A Structural Model of Electoral Accountability.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9		paper
2019A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY.(2019) In: International Economic Review.
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This paper has another version. Agregated cites: 9		article
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 21		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		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 another version. Agregated cites: 21		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 21		paper
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 21		article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2005Data Revisions Are Not Well-Behaved In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper165
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 165		article
2008Data Revisions Are Not Well Behaved.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165		article
2015A comparison of programming languages in macroeconomics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2017Assessing DSGE model nonlinearities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article43
2013Assessing DSGE model nonlinearities.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2013Assessing DSGE Model Nonlinearities.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article569
2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 569		paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2010Optimal fiscal and monetary policy when money is essential In: Journal of Economic Theory.
[Full Text][Citation analysis]		article73
2006Optimal fiscal and monetary policy when money is essential.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2007Optimal Fiscal and Monetary Policy when Money is Essential.(2007) In: 2007 Meeting Papers.
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2021Institutions, tax evasion, and optimal policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article7
2007Bargaining and the value of money In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article127
2011Money and capital In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article92
2007Money and capital.(2007) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2005Money and Capital.(2005) In: 2005 Meeting Papers.
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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 another version. Agregated cites: 43		paper
2003The 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.
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This paper has another version. Agregated cites: 12		paper
2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 12		paper
2016Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper219
2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2013) In: NBER Working Papers.
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2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 219		article
2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2014) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 219		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]		paper5
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 another version. Agregated cites: 11		paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
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This paper has another 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]		paper21
2020Term Structures of Inflation Expectations and Real Interest Rates.(2020) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2019How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices In: Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper32
2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Chapters.
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2010Globalization, the Business Cycle, and Macroeconomic Monitoring.(2010) In: NBER Working Papers.
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2011Globalization, the Business Cycle, and Macroeconomic Monitoring.(2011) In: NBER International Seminar on Macroeconomics.
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2012Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2016Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes.(2016) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 26		article
2014A Comparison of Programming Languages in Economics In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2022Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints 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]		paper19
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]		paper11
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 another version. Agregated cites: 11		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]		paper30
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]		paper2
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]		article4
2012Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi In: Working Papers.
[Full Text][Citation analysis]		paper1

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