8
H index
8
i10 index
870
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 8 H index 8 i10 index 870 Citations RESEARCH PRODUCTION: 8 Articles 27 Papers 1 Books 1 Chapters RESEARCH ACTIVITY: 13 years (2011 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe363 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Edward Herbst. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Journal: Macroeconomics | 2 |
Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 14 |
NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Working Papers / Federal Reserve Bank of Philadelphia | 2 |
Year | Title of citing document | |
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2024 | Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation. (2024). Aldaba, Fernando T ; Dacuycuy, Lawrence B. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202405. Full description at Econpapers || Download paper | |
2023 | Household Perceived Sources of Business Cycle Fluctuations: a Tale of Supply and Demand. (2023). Pica, Stefano ; Ferreira, Clodomiro. In: Working Papers. RePEc:aoz:wpaper:287. Full description at Econpapers || Download paper | |
2024 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Estimating the Currency Composition of Foreign Exchange Reserves. (2022). Ferranti, Matthew. In: Papers. RePEc:arx:papers:2206.13751. Full description at Econpapers || Download paper | |
2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2024 | Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23. Full description at Econpapers || Download paper | |
2024 | Parallel Tempering for DSGE Estimation. (2024). Brault, Joshua. In: Staff Working Papers. RePEc:bca:bocawp:24-13. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
2023 | Decomposing the monetary policy multiplier. (2023). Jord, Oscar ; Venditti, Fabrizio ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1422_23. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
2023 | Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2024 | Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12. Full description at Econpapers || Download paper | |
2023 | Super-Inertial Interest Rate Rules are not Solutions of Ramsey Optimal Policy. (2023). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Revue d'économie politique. RePEc:cai:repdal:redp_331_0119. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2023 | Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057. Full description at Econpapers || Download paper | |
2023 | The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789. Full description at Econpapers || Download paper | |
2023 | Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x. Full description at Econpapers || Download paper | |
2024 | Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781. Full description at Econpapers || Download paper | |
2024 | Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902. Full description at Econpapers || Download paper | |
2024 | The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099. Full description at Econpapers || Download paper | |
2024 | Using a hyperbolic cross to solve non-linear macroeconomic models. (2024). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000526. 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 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper | |
2023 | Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264. Full description at Econpapers || Download paper | |
2023 | Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers || Download paper | |
2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper | |
2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper | |
2024 | An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202. 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 | Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661. Full description at Econpapers || Download paper | |
2023 | Reversal interest rate and macroprudential policy. (2023). DARRACQ PARIES, Matthieu ; Rottner, Matthias ; Kok, Christoffer. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002003. Full description at Econpapers || Download paper | |
2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
2024 | Uncertainty about the war in Ukraine: Measurement and effects on the German economy. (2024). Tillmann, Peter ; Kandemir, Sinem ; Grebe, Moritz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:493-506. Full description at Econpapers || Download paper | |
2023 | Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761. Full description at Econpapers || Download paper | |
2023 | Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815. Full description at Econpapers || Download paper | |
2024 | Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000. Full description at Econpapers || Download paper | |
2024 | Assessing monetary policy surprises in Japan by high frequency identification. (2024). Sugisaki, YU ; Sudo, Nao ; Nakamura, Fumitaka. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000552. Full description at Econpapers || Download paper | |
2023 | Behavioral New Keynesian Models: An empirical assessment. (2023). Meggiorini, Greta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000381. Full description at Econpapers || Download paper | |
2023 | Untangling crises: GFC and COVID-19 through the lens of a DSGE model. (2023). Garcia, Ignacio ; de la Pea, Rogelio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000121. Full description at Econpapers || Download paper | |
2023 | Identification with External Instruments in Structural VARs. (2023). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:1-19. Full description at Econpapers || Download paper | |
2023 | What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139. Full description at Econpapers || Download paper | |
2023 | Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92. Full description at Econpapers || Download paper | |
2023 | Understanding post-COVID inflation dynamics. (2023). Trabandt, Mathias ; Lindé, Jesper ; Harding, Martin ; Linde, Jesper. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s101-s118. Full description at Econpapers || Download paper | |
2024 | The international spillovers of synchronous monetary tightening. (2024). Iacoviello, Matteo ; Ferrante, Francesco ; Caldara, Dario ; Queralto, Albert ; Prestipino, Andrea. In: Journal of Monetary Economics. RePEc:eee:moneco:v:141:y:2024:i:c:p:127-152. Full description at Econpapers || Download paper | |
2024 | Make-up strategies with finite planning horizons but infinitely forward-looking asset prices. (2024). Matheron, Julien ; le Bihan, Herve ; Dupraz, Stephane. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001502. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
2024 | Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023. Full description at Econpapers || Download paper | |
2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper | |
2023 | The ECB Strategy Review - Implications for the Space of Monetary Policy. (2023). Vogel, Lukas ; onorante, luca ; Hohberger, Stefan ; Pataracchia, Beatrice ; Briciu, Lucian ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:193. Full description at Econpapers || Download paper | |
2023 | Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model. (2022). Hajdini, Ina. In: Working Papers. RePEc:fip:fedcwq:93720. Full description at Econpapers || Download paper | |
2023 | How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517. Full description at Econpapers || Download paper | |
2023 | Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263. Full description at Econpapers || Download paper | |
2023 | Incorporating Diagnostic Expectations into the New Keynesian Framework. (2023). Yoo, Donghoon ; Singh, Sanjay R ; Lhuillier, Jean-Paul. In: Working Paper Series. RePEc:fip:fedfwp:96578. Full description at Econpapers || Download paper | |
2023 | Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27. Full description at Econpapers || Download paper | |
2023 | Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640. Full description at Econpapers || Download paper | |
2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper | |
2023 | Understanding Post-COVID Inflation Dynamics. (2023). Trabandt, Mathias ; Harding, Martin ; Linde, Jesper. In: IMF Working Papers. RePEc:imf:imfwpa:2023/010. Full description at Econpapers || Download paper | |
2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024. Full description at Econpapers || Download paper | |
2023 | DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y. Full description at Econpapers || Download paper | |
2023 | Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6. Full description at Econpapers || Download paper | |
2023 | Uncertainty about the War in Ukraine: Measurement and Effects on the German Business Cycle. (2023). Tillmann, Peter ; Kandemir, Sinem ; Grebe, Moritz. In: MAGKS Papers on Economics. RePEc:mar:magkse:202314. Full description at Econpapers || Download paper | |
2023 | The impact of demand and supply shocks on inflation. Evidence for the US and the Euro area. (2023). Dreger, Christian. In: MPRA Paper. RePEc:pra:mprapa:116316. Full description at Econpapers || Download paper | |
2023 | Monetary Policy and Mispricing in Stock Markets. (2023). Bernoth, Kerstin ; Beckers, Benjamin. In: MPRA Paper. RePEc:pra:mprapa:120502. Full description at Econpapers || Download paper | |
2023 | Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04. Full description at Econpapers || Download paper | |
2023 | Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:21-105. Full description at Econpapers || Download paper | |
2023 | Persistent Slumps: Innovation and the Credit Channel of Monetary Policy. (2023). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: Working Papers. RePEc:ris:msuecw:2023_003. Full description at Econpapers || Download paper | |
2024 | Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517. Full description at Econpapers || Download paper | |
2023 | Green preferences. (2023). Ferrara, Maria ; Cisco, Gianluigi ; Chiarini, Bruno ; Busato, Francesco. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02179-9. Full description at Econpapers || Download paper | |
2023 | Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z. Full description at Econpapers || Download paper | |
2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: School of Economics Discussion Papers. RePEc:sur:surrec:0923. Full description at Econpapers || Download paper | |
2023 | Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs. (2023). Javed, Naveed ; Groshenny, Nicolas. In: TEPP Working Paper. RePEc:tep:teppwp:wp23-08. Full description at Econpapers || Download paper | |
2023 | Endogenous Time Variation in Vector Autoregressions. (2023). Uzeda, Luis ; Leiva-Leon, Danilo. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:105:y:2023:i:1:p:125-142. Full description at Econpapers || Download paper | |
2023 | Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies. (2023). Runstler, Gerhard ; Budnik, Katarzyna. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:186-201. Full description at Econpapers || Download paper | |
2023 | Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667. Full description at Econpapers || Download paper | |
2024 | Monetary policy and exchange rate anomalies in set?identified SVARs: Revisited. (2023). van der Veken, Wouter ; Ruth, Sebastian K. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:1085-1092. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2017 | The Empirical Implications of the Interest-Rate Lower Bound In: American Economic Review. [Full Text][Citation analysis] | article | 229 |
2012 | The Empirical Implications of the Interest-Rate Lower Bound.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | paper | |
2019 | Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 227 |
2016 | Monetary Policy, Real Activity, and Credit Spreads : Evidence from Bayesian Proxy SVARs.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | paper | |
2022 | Short-Term Planning, Monetary Policy, and Macroeconomic Persistence In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 6 |
2020 | Short-term Planning, Monetary Policy, and Macroeconomic Persistence.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | Evaluating DSGE model forecasts of comovements In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
2012 | Evaluating DSGE model forecasts of comovements.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2011 | Evaluating DSGE model forecasts of comovements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2019 | Tempered particle filtering In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2016 | Tempered Particle Filtering.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2017 | Tempered Particle Filtering.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2016 | Tempered Particle Filtering.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2014 | Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 2 |
2015 | Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2012 | Using the \Chandrasekhar Recursions\ for likelihood evaluation of DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 6 |
2015 | Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models.(2015) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | Sequential Monte Carlo sampling for DSGE models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 119 |
2012 | Sequential Monte Carlo sampling for DSGE models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2013 | Sequential Monte Carlo Sampling for DSGE Models.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2014 | SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2018 | Forward Guidance with Bayesian Learning and Estimation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Forward Guidance with Bayesian Learning and Estimation.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Bias in Local Projections In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Online Estimation of DSGE Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 7 |
2019 | Online Estimation of DSGE Models.(2019) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | Online Estimation of DSGE Models.(2019) In: Staff Reports. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Online Estimation of DSGE Models.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | Online Estimation of DSGE Models.(2019) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | The Factor Structure of Disagreement In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
2024 | Inflation Expectations with Finite Horizon Planning In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2020 | How Robust Are Makeup Strategies to Key Alternative Assumptions? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 13 |
2014 | Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination In: NBER Chapters. [Full Text][Citation analysis] | chapter | 37 |
2014 | Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2015 | Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination.(2015) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2016 | Bayesian Estimation of DSGE Models In: Economics Books. [Citation analysis] | book | 144 |
2015 | Monetary Policy, Credit Spreads, and Business Cycle Fluctuations In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
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