25
H index
43
i10 index
5181
Citations
Peter G. Peterson Institute for International Economics (IIE) | 25 H index 43 i10 index 5181 Citations RESEARCH PRODUCTION: 42 Articles 94 Papers 3 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 Simon Potter. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30. Full description at Econpapers || Download paper | |
2023 | Women, Wealth Effects, and Slow Recoveries. (2023). Nakamura, Emi ; Fukui, Masao ; Steinsson, Jon. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:1:p:269-313. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey. (2022). ARI, YAKUP ; Yelgen, Esin ; Uak, Harun. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:322732. Full description at Econpapers || Download paper | |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. 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 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2023 | On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149. Full description at Econpapers || Download paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225. Full description at Econpapers || Download paper | |
2022 | Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148. Full description at Econpapers || Download paper | |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2022 | Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679. Full description at Econpapers || Download paper | |
2023 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2022 | Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. 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 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Simple Analytics of the Government Investment Multiplier. (2023). Roulleau-Pasdeloup, Jordan ; Cai, Chunbing. In: Papers. RePEc:arx:papers:2302.11212. Full description at Econpapers || Download paper | |
2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
2023 | Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes. (2023). Angelini, Francesco ; Goracci, Greta ; Giannerini, Simone ; Castellani, Massimiliano. In: Papers. RePEc:arx:papers:2308.00444. Full description at Econpapers || Download paper | |
2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . 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 | Transmission of Cyber Risk Through the Canadian Wholesale Payment System. (2022). Lu, Zhentong ; Kosse, Anneke. In: Staff Working Papers. RePEc:bca:bocawp:22-23. Full description at Econpapers || Download paper | |
2022 | Regulatory Requirements of Banks and Arbitrage in the Post-Crisis Federal Funds Market. (2022). PRIAZHKINA, SOFIA ; Garratt, Rodney. In: Staff Working Papers. RePEc:bca:bocawp:22-48. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | How Banks Create Gridlock to Save Liquidity in Canadas Large Value Payment System. (2023). Tian, Phoebe ; Lu, Zhentong ; Garratt, Rodney J. In: Staff Working Papers. RePEc:bca:bocawp:23-26. Full description at Econpapers || Download paper | |
2022 | Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570. Full description at Econpapers || Download paper | |
2023 | Underlying inflation and asymetric risks. (2023). Leiva-Leon, Danilo ; LE BIHAN, Hervé ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:2319. Full description at Econpapers || Download paper | |
2022 | Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Romero, José ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1218. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2023 | Intraday liquidity around the world. (2023). Testi, Sara ; Duca-Radu, Ioana ; Do, Mario Rubem ; Diehl, Martin ; Rivadeneyra, Antoine Francisco ; Chapman, James ; Pustelnikov, Andrei ; Cepeda-Lopez, Freddy ; Paulick, Jan ; Benos, Evangelos ; Nilsson, Thomas ; Bastos, Saulo Benchimol ; Nellen, Thomas ; Badev, Anton ; Martin, Antoine ; Kabadjova, Biliana Alexandrova ; Kosse, Anneke ; Heijmans, Ronald ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1089. Full description at Econpapers || Download paper | |
2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
2022 | Cyclical variation in US government spending multipliers. (2022). Noh, Eul ; Lyu, Yifei. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:831-846. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2022 | Financial crisis and slow recovery with Bayesian learning agents. (2022). Ono, Yoshiyasu ; Horii, Ryo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:18:y:2022:i:4:p:578-606. Full description at Econpapers || Download paper | |
2022 | Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248. Full description at Econpapers || Download paper | |
2022 | Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265. Full description at Econpapers || Download paper | |
2022 | Spillover effects in Chinese carbon, energy and financial markets. (2022). Ling, Meijun ; Xie, Fei ; Cao, Guangxi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434. Full description at Econpapers || Download paper | |
2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
2023 | A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468. Full description at Econpapers || Download paper | |
2023 | Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113. 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 | |
2022 | The opioid crisis and economic distress: Consequences for population change. (2022). Grossman, Daniel ; Stephens, Heather M ; Taylor, Samuel. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:2:p:541-577. Full description at Econpapers || Download paper | |
2022 | Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923. Full description at Econpapers || Download paper | |
2022 | Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628. Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Marfatia, Hardik A ; Gabauer, David ; Chatziantoniou, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300. Full description at Econpapers || Download paper | |
2022 | Real and nominal effects of monetary shocks under time-varying disagreement. (2022). Esady, Vania. In: Bank of England working papers. RePEc:boe:boeewp:1007. Full description at Econpapers || Download paper | |
2022 | Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14. Full description at Econpapers || Download paper | |
2022 | A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages. (2022). Pesaran, M H ; Cun, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2225. Full description at Econpapers || Download paper | |
2023 | Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300. Full description at Econpapers || Download paper | |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | Measuring Household Inflation Perceptions and Expectations: The Effect of Guided vs Non-Guided Inflation Questions. (2023). Hayo, Bernd ; Meon, Pierre-Guillaume. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10564. Full description at Econpapers || Download paper | |
2022 | What Do the Data Tell Us about Inflation Expectations?. (2022). Weber, Michael ; Malmendier, Ulrike M ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9602. Full description at Econpapers || Download paper | |
2022 | Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824. 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 | Efectos de la comunicación del banco central sobre el desacuerdo en las expectativas de la tasa de política monetaria: evidencias para Colombia. (2022). Anzoátegui Zapata, Juan ; Galvis, Juan Camilo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020559. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and the monetary-macroprudential policy mix. (2022). Smadu, Andra ; Nalban, Valeriu. In: Working Papers. RePEc:dnb:dnbwpp:739. Full description at Econpapers || Download paper | |
2023 | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (2001). Timmermann, Allan ; Perez Quiros, Gabriel ; Perez-Quiros, G.. In: Working Paper Series. RePEc:ecb:ecbwps:20010058. Full description at Econpapers || Download paper | |
2022 | The division of spoils in a booming industry. (2022). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20222709. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper | |
2022 | Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21. Full description at Econpapers || Download paper | |
2022 | The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries. (2022). Lau, Wee-Yeap ; Bohdalova, Maria ; Usmonov, Jaloliddin ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-32. Full description at Econpapers || Download paper | |
2023 | Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40. Full description at Econpapers || Download paper | |
2022 | Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494. Full description at Econpapers || Download paper | |
2022 | Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331. Full description at Econpapers || Download paper | |
2022 | Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355. Full description at Econpapers || Download paper | |
2022 | Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454. Full description at Econpapers || Download paper | |
2022 | A closer look at Chinese housing market: Measuring intra-city submarket connectedness in Shanghai and Guangzhou. (2022). Nong, Huifu ; Li, Qiang. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x2200061x. 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 | Computing time-consistent equilibria: A perturbation approach. (2022). Dennis, Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000549. Full description at Econpapers || Download paper | |
2022 | Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x. 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 | Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea. (2023). Park, Cyn-Young ; Lee, Donghyun ; Kim, Soyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000489. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper | |
2022 | A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203. Full description at Econpapers || Download paper | |
2022 | Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298. Full description at Econpapers || Download paper | |
2022 | On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043. Full description at Econpapers || Download paper | |
2022 | Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948. Full description at Econpapers || Download paper | |
2022 | Price connectedness and input–output linkages: Evidence from China. (2022). Lin, Faqin ; Jing, Zhongbo ; Fang, YI ; Jia, Yanyan. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002383. Full description at Econpapers || Download paper | |
2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 49 |
2014 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2016 | A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
2006 | Changes in Labor Force Participation in the United States In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 88 |
2013 | Measuring Inflation Expectations In: Annual Review of Economics. [Full Text][Citation analysis] | article | 55 |
1991 | Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data. In: Working papers. [Citation analysis] | paper | 0 |
1999 | Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 106 |
1998 | Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
2003 | Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 19 |
2000 | Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2014 | The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2014 | The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1999 | Nonlinear Time Series Modelling: An Introduction In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 77 |
1999 | Nonlinear time series modelling: an introduction.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2001 | Recent Changes in the US Business Cycle In: Manchester School. [Full Text][Citation analysis] | article | 53 |
2001 | Recent changes in the U.S. business cycle.(2001) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2000 | A Nonlinear Model of the Business Cycle In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
2004 | A Nonlinear Model of the Business Cycle.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 129 |
1997 | A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
1993 | A Nonlinear Approach to U.S. GNP In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 325 |
1995 | A Nonlinear Approach to US GNP..(1995) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | article | |
1993 | Equilibrium Asset Pricing Models and Predictability of Excess Returns In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | NONLINEAR RISK In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
1999 | Nonlinear risk.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series. [Full Text][Citation analysis] | paper | 78 |
2014 | Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2014 | Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2001 | Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal. [Citation analysis] | article | 56 |
1999 | Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2004 | Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal. [Full Text][Citation analysis] | article | 108 |
2011 | Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2011 | Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2010 | Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2011 | Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2011 | The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2012 | The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2008 | The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2009 | The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2012 | A New Model of Trend Inflation.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2012 | A New Model of Trend Inflation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
2013 | A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
2000 | Nonlinear impulse response functions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 119 |
1999 | Nonlinear impulse response functions.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2011 | Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
2013 | Forecasting Output In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 23 |
2002 | Predicting a recession: evidence from the yield curve in the presence of structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
2010 | A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2010 | A flexible approach to parametric inference in nonlinear and time varying time series models.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2597 |
1998 | Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
2010 | Modeling the dynamics of inflation compensation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 42 |
2009 | Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2000 | Coincident and leading indicators of the stock market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 80 |
2010 | Business cycle monitoring with structural changes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
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2000 | The Vector Floor and Ceiling Model.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary Policy Implementation With an Ample Supply of Reserves.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary policy implementation with an ample supply of reserves.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Monetary Policy Implementation with an Ample Supply of Reserves.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1999 | Explaining the recent divergence in payroll and household employment growth In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2003 | Has structural change contributed to a jobless recovery? In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 201 |
2004 | Economic restructuring in New York State In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2010 | Improving survey measures of household inflation expectations In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 17 |
2017 | The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review. [Full Text][Citation analysis] | article | 7 |
2002 | Liquidity effects of the events of September 11, 2001 In: Economic Policy Review. [Full Text][Citation analysis] | article | 43 |
2012 | Prospects for the U.S. Labor Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Okun’s Law and Long Expansions In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Conclusion: How Low Will the Unemployment Rate Go? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | How the Fed Changes the Size of Its Balance Sheet In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2017 | How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | The implementation of current asset purchases In: Speech. [Full Text][Citation analysis] | paper | 4 |
2013 | The implementation of current asset purchases.(2013) In: Speech. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Recent developments in monetary policy implementation In: Speech. [Full Text][Citation analysis] | paper | 8 |
2014 | Implementation of open market operations in a time of transition In: Speech. [Full Text][Citation analysis] | paper | 0 |
2014 | Interest rate control during normalization In: Speech. [Full Text][Citation analysis] | paper | 4 |
2015 | Challenges posed by the evolution of the Treasury market In: Speech. [Full Text][Citation analysis] | paper | 0 |
2015 | Money markets and monetary policy normalization In: Speech. [Full Text][Citation analysis] | paper | 3 |
2015 | Trends in foreign exchange markets and the challenges ahead In: Speech. [Full Text][Citation analysis] | paper | 0 |
2015 | Dinner address for the Bank of England-Federal Reserve Bank of New York Conference on Money Markets and Monetary Policy Implementation In: Speech. [Full Text][Citation analysis] | paper | 0 |
2015 | The Federal Reserve’s counterparty framework: past, present, and future In: Speech. [Full Text][Citation analysis] | paper | 0 |
2016 | Money markets after liftoff: assessment to date and the road ahead In: Speech. [Full Text][Citation analysis] | paper | 0 |
2016 | Implementing monetary policy post-crisis: What have we learned? What do we need to know? remarks at a workshop organized by Columbia University SIPA and the Federal Reserve Bank of New York, May 2016 In: Speech. [Full Text][Citation analysis] | paper | 2 |
2016 | The advantages of probabilistic survey questions: remarks at the IT Forum and RCEA Bayesian Workshop, keynote address, Rimini, Italy, May 2016 In: Speech. [Full Text][Citation analysis] | paper | 2 |
2016 | Discussion of “Evaluating Monetary Policy Operational Frameworks” by Ulrich Bindseil: remarks at the 2016 Economic Policy Symposium at Jackson Hole, Wyoming In: Speech. [Full Text][Citation analysis] | paper | 1 |
2016 | The role of best practices in supporting market integrity and effectiveness: remarks at the 2016 Primary Dealers Meeting, Federal Reserve Bank of New York, New York City In: Speech. [Full Text][Citation analysis] | paper | 0 |
2016 | Is there room for more monetary cooperation?: panel discussion remarks at the Global Financial Stability in a New Monetary Environment conference, Paris, France In: Speech. [Full Text][Citation analysis] | paper | 0 |
2016 | Concluding remarks at the Monetary Policy Implementation in the Long Run Conference, Federal Reserve Bank of Minneapolis In: Speech. [Full Text][Citation analysis] | paper | 0 |
2017 | Money markets at a crossroads: policy implementation at a time of structural change: remarks at the Master of Applied Economics Distinguished Speaker Series, University of California, Los Angeles In: Speech. [Full Text][Citation analysis] | paper | 1 |
2010 | Some observations and lessons from the crisis In: Speech. [Full Text][Citation analysis] | paper | 11 |
2017 | The Foreign Exchange Global Code: lessons learned and next steps: remarks at the 2017 FX Week Conference, New York City In: Speech. [Full Text][Citation analysis] | paper | 0 |
2017 | Remarks to the Assembly of Governors of the Association of African Central Banks, South African Reserve Bank, Pretoria, South Africa In: Speech. [Full Text][Citation analysis] | paper | 0 |
2017 | Gradual and predictable: reducing the size of the Federal Reserve’s balance sheet: remarks at SUERF – The European Money and Finance Forum, New York City In: Speech. [Full Text][Citation analysis] | paper | 0 |
2017 | Implementing monetary policy with the balance sheet: keynote remarks for ECB Workshop: Money Markets, Monetary Policy Implementation, and Central Bank Balance Sheets, Frankfurt am Main, Germany In: Speech. [Full Text][Citation analysis] | paper | 5 |
2017 | Reducing the size of the Federal Reserve’s balance sheet: the benefits of moving gradually and predictably: remarks to the National Association of Securities Professionals, New York City In: Speech. [Full Text][Citation analysis] | paper | 0 |
2017 | Keynote remarks for the Commemoration of the Centennial of the Federal Reserve’s U.S. Dollar Account Services to the Global Official Sector In: Speech. [Full Text][Citation analysis] | paper | 1 |
2018 | The supply of money-like assets: remarks for American Economic Association panel session: The Balance Sheets of Central Banks and the Shortage of Safe Assets, Philadelphia In: Speech. [Full Text][Citation analysis] | paper | 0 |
2018 | Confidence in the implementation of U.S. monetary policy normalization: remarks at the 23rd EMEAP (Executives’ Meeting of East Asia-Pacific Central Banks) Governors’ Meeting, Manila, Philippines In: Speech. [Full Text][Citation analysis] | paper | 1 |
2018 | U.S. monetary policy normalization is proceeding smoothly: remarks at the China Finance 40 Forum - Euro 50 Group - CIGI Roundtable, Banque de France, Paris, France In: Speech. [Full Text][Citation analysis] | paper | 0 |
2019 | The Federal Reserves experience purchasing and reinvesting agency MBS: remarks at the Bank of England, London In: Speech. [Full Text][Citation analysis] | paper | 2 |
2011 | Improving survey measures of inflation expectations In: Speech. [Full Text][Citation analysis] | paper | 3 |
2012 | Improving the measurement of inflation expectations In: Speech. [Full Text][Citation analysis] | paper | 0 |
2012 | Remarks on the role of central bank interactions with financial markets In: Speech. [Full Text][Citation analysis] | paper | 0 |
2001 | Markov switching in disaggregate unemployment rates In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2002 | Markov switching in disaggregate unemployment rates.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2001 | Forecasting recessions using the yield curve In: Staff Reports. [Full Text][Citation analysis] | paper | 129 |
2005 | Forecasting recessions using the yield curve.(2005) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
2003 | Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports. [Full Text][Citation analysis] | paper | 56 |
2003 | Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2004 | Forecasting and estimating multiple change-point models with an unknown number of change points In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2004 | Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2004 | Prior elicitation in multiple change-point models In: Staff Reports. [Full Text][Citation analysis] | paper | 20 |
2009 | PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2004 | Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2007 | Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2005 | Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 21 |
2005 | Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2008 | Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2008 | Re?Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2007 | A flexible approach to parametric inference in nonlinear time series models In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2007 | Is there still an added-worker effect? In: Staff Reports. [Full Text][Citation analysis] | paper | 31 |
2008 | Rethinking the measurement of household inflation expectations: preliminary findings In: Staff Reports. [Full Text][Citation analysis] | paper | 24 |
2009 | Dynamic hierarchical factor models In: Staff Reports. [Full Text][Citation analysis] | paper | 25 |
2013 | Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2009 | Real time underlying inflation gauges for monetary policymakers In: Staff Reports. [Full Text][Citation analysis] | paper | 22 |
1999 | Fluctuations in confidence and asymmetric business cycles In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
1992 | Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 24 |
2007 | Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies. [Full Text][Citation analysis] | article | 142 |
2009 | Monitoring Business Cycles with Structural Breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | The Advantages of Probabilistic Survey Questions In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 4 |
2010 | Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
2020 | Central Banks as Bankers to Each Other: Overview, Trends, and Future Directions in Global Official Sector Service Provision In: Springer Books. [Citation analysis] | chapter | 0 |
2014 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
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