19
H index
25
i10 index
2593
Citations
University of Maryland | 19 H index 25 i10 index 2593 Citations RESEARCH PRODUCTION: 27 Articles 67 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with S. Boragan Aruoba. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 3 |
Review of Economic Dynamics | 3 |
Journal of Monetary Economics | 3 |
Journal of Econometrics | 2 |
Year | Title of citing document | |
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2022 | Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals. (2022). Petrella, Ivan ; Hevia, Constantino ; Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:200. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2023 | Monitoring 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. Full description at Econpapers || Download paper | |
2022 | Improving 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. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fern, Jes'Us. In: Papers. RePEc:arx:papers:2306.04285. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Endogenous Liquidity and Capital Reallocation. (2022). Zhu, YU ; Wright, Randall ; Cui, Wei. In: Staff Working Papers. RePEc:bca:bocawp:22-27. Full description at Econpapers || Download paper | |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper | |
2023 | Consumption 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. Full description at Econpapers || Download paper | |
2022 | Central 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. Full description at Econpapers || Download paper | |
2022 | Inference 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2023 | Partial 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Comparing search and intermediation frictions across markets. (2022). Ãslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974. Full description at Econpapers || Download paper | |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Understanding Persistent ZLB: Theory and Assessment. (2022). Singh, Sanjay ; Cuba-Borda, Pablo. In: Working Papers. RePEc:cda:wpaper:346. Full description at Econpapers || Download paper | |
2022 | Evaluation 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. Full description at Econpapers || Download paper | |
2023 | READ-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. Full description at Econpapers || Download paper | |
2023 | Dynamic Programming on a Quantum Annealer: Solving the RBC Model. (2023). Hull, Isaiah ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10500. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Four 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. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | GDP Solera. The Ideal Vintage Mix. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante ; Almuzara, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2022_2204. Full description at Econpapers || Download paper | |
2023 | Tax policies, informality, and real wage rigidities. (2023). Garcia-Suaza, Andres ; Salazar, Marlon ; Jaramillo, Fernando. In: Documentos de Trabajo. RePEc:col:000092:020744. Full description at Econpapers || Download paper | |
2022 | Pruned 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. Full description at Econpapers || Download paper | |
2022 | Pruned 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. Full description at Econpapers || Download paper | |
2022 | News-driven housing booms: Spain vs. Germany. (2022). Ruiz, Jesus ; Puch, Luis Antonio ; Voinea, Laurentiu Guinea. In: UC3M Working papers. Economics. RePEc:cte:werepe:35430. Full description at Econpapers || Download paper | |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
2023 | CBDC 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. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2022 | Robust 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Multi-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. Full description at Econpapers || Download paper | |
2022 | Revisiting 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. Full description at Econpapers || Download paper | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2023 | Numerical 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Real-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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Risk and Uncertainty: The Role of Financial Frictions. (2023). Higgins, Charles. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003753. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | Learning, 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. Full description at Econpapers || Download paper | |
2023 | Who 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2022 | Illuminating economic growth. (2022). Yao, Jiaxiong ; Hu, Yingyao. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:359-378. Full description at Econpapers || Download paper | |
2022 | Words 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. Full description at Econpapers || Download paper | |
2022 | SVARs 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | Analyzing 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. Full description at Econpapers || Download paper | |
2023 | Fiscal 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. Full description at Econpapers || Download paper | |
2023 | Uncertain 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Corporate 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. Full description at Econpapers || Download paper | |
2023 | Acute 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. Full description at Econpapers || Download paper | |
2022 | Dependence 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Marionettes 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Spread 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. Full description at Econpapers || Download paper | |
2022 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Daily 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. Full description at Econpapers || Download paper | |
2022 | Firms’ 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. Full description at Econpapers || Download paper | |
2022 | Looking 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. Full description at Econpapers || Download paper | |
2022 | Systemic 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. Full description at Econpapers || Download paper | |
2022 | Heterogeneity, 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. Full description at Econpapers || Download paper | |
2022 | Music 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Potential 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. Full description at Econpapers || Download paper | |
2022 | Nelson–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. Full description at Econpapers || Download paper | |
2022 | Laffer 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. Full description at Econpapers || Download paper | |
2022 | Estimation 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. Full description at Econpapers || Download paper | |
2022 | Stock 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | Sticky 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 | |
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2018 | Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries.(2018) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | 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 another version. Agregated cites: 219 | paper | |
2009 | Money and capital: a quantitative analysis In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
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2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
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2004 | Data Revisions in General Equilibrium In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
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2003 | Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 2 |
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