24
H index
29
i10 index
3449
Citations
Federal Reserve Bank of Atlanta (50% share) | 24 H index 29 i10 index 3449 Citations RESEARCH PRODUCTION: 24 Articles 73 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel F. Waggoner. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Economic Review | 4 |
Journal of Economic Dynamics and Control | 2 |
Year | Title of citing document | |
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2025 | Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210. Full description at Econpapers || Download paper | |
2024 | Supply Shocks in the Fog: The Role of Endogenous Uncertainty. (2024). Matvieiev, Mykhailo ; Poilly, Cline ; Antonova, Anastasiia. In: AMSE Working Papers. RePEc:aim:wpaimx:2427. Full description at Econpapers || Download paper | |
2024 | Effectiveness of monetary policy under economic uncertainty regimes. (2024). Ramírez-Rondán, Nelson R. ; Yepez, Luis ; Ramirez-Rondan, Nelson R. In: Working Papers. RePEc:apc:wpaper:204. Full description at Econpapers || Download paper | |
2024 | High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
2024 | US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2024). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026. Full description at Econpapers || Download paper | |
2024 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
2024 | Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053. Full description at Econpapers || Download paper | |
2024 | Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265. Full description at Econpapers || Download paper | |
2024 | Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577. Full description at Econpapers || Download paper | |
2024 | Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082. Full description at Econpapers || Download paper | |
2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper | |
2025 | Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711. Full description at Econpapers || Download paper | |
2025 | Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659. Full description at Econpapers || Download paper | |
2025 | Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378. Full description at Econpapers || Download paper | |
2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper | |
2025 | Projection Inference for set-identified SVARs. (2025). Meier, Matthias ; Jos'e Luis Montiel Olea, ; Gafarov, Bulat. In: Papers. RePEc:arx:papers:2504.14106. Full description at Econpapers || Download paper | |
2024 | Fiscal Consolidation and Public Debt. (2024). Presbitero, Andrea F ; Peralta-Alva, Adrian ; Patel, Nikhil ; Ando, Sakai ; Mishra, Prachi. In: Working Papers. RePEc:ash:wpaper:126. Full description at Econpapers || Download paper | |
2024 | Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01. Full description at Econpapers || Download paper | |
2024 | Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19. Full description at Econpapers || Download paper | |
2025 | Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference. (2025). Woźniak, Tomasz ; Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Shang, Fei ; Ltkepohl, Helmut. In: Staff Working Papers. RePEc:bca:bocawp:25-14. Full description at Econpapers || Download paper | |
2024 | Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
2025 | Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25. Full description at Econpapers || Download paper | |
2024 | Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14. Full description at Econpapers || Download paper | |
2024 | Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046. Full description at Econpapers || Download paper | |
2024 | A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Barthélemy, Jean ; Marx, Magali ; Cho, Seonghoon ; Barthaelemy, Jean. In: Working papers. RePEc:bfr:banfra:972. Full description at Econpapers || Download paper | |
2024 | Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571. Full description at Econpapers || Download paper | |
2024 | Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390. Full description at Econpapers || Download paper | |
2024 | Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads. (2024). Heath, Ellis ; Sobrino, Csar R. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:171-190. Full description at Econpapers || Download paper | |
2024 | Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136. Full description at Econpapers || Download paper | |
2024 | Terms‐of‐trade effects of productivity shocks in developing economies. (2024). Tuan, Mustafa ; Zelik, Emre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1587-1606. Full description at Econpapers || Download paper | |
2024 | Competition policy and firm productivity: Quasi‐experimental evidence from China. (2024). Liu, Yongzheng ; Ye, Guangliang ; Ding, Siying ; Chen, Yihao. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2236-2263. Full description at Econpapers || Download paper | |
2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131. Full description at Econpapers || Download paper | |
2024 | Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132. Full description at Econpapers || Download paper | |
2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
2024 | Assessing the Long-Term Impact of Monetary Policy. (2024). Nakano, Shogo ; Yamanaka, Takahiro ; Haba, Shunsuke ; Ito, Yuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e19. Full description at Econpapers || Download paper | |
2024 | Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1. Full description at Econpapers || Download paper | |
2024 | The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930. Full description at Econpapers || Download paper | |
2024 | On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10941. Full description at Econpapers || Download paper | |
2024 | Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992. Full description at Econpapers || Download paper | |
2024 | Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191. Full description at Econpapers || Download paper | |
2024 | The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405. Full description at Econpapers || Download paper | |
2024 | Geopolitical Risk and Inflation: The Role of Energy Markets. (2024). Pinchetti, Marco. In: Discussion Papers. RePEc:cfm:wpaper:2431. Full description at Econpapers || Download paper | |
2025 | Macroeconomic Impacts of a Canada-U.S. Tariff War. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Martin, Julien. In: CIRANO Papers. RePEc:cir:circah:2025pr-04. Full description at Econpapers || Download paper | |
2024 | Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03. Full description at Econpapers || Download paper | |
2024 | Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9. Full description at Econpapers || Download paper | |
2024 | The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e. Full description at Econpapers || Download paper | |
2025 | Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080. Full description at Econpapers || Download paper | |
2024 | Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:44712. Full description at Econpapers || Download paper | |
2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081. Full description at Econpapers || Download paper | |
2024 | Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089. Full description at Econpapers || Download paper | |
2024 | Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095. Full description at Econpapers || Download paper | |
2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108. Full description at Econpapers || Download paper | |
2024 | Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820. Full description at Econpapers || Download paper | |
2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper | |
2025 | Institutional investors and house prices. (2025). Ryan, Ellen ; Giuzio, Margherita ; Bandoni, Emil ; de Nora, Giorgia ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20253026. Full description at Econpapers || Download paper | |
2024 | Can passive monetary policy decrease the debt burden?. (2024). Yang, Shu-Chun ; Shen, Wenyi ; Mao, Ruoyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087. Full description at Econpapers || Download paper | |
2024 | Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290. Full description at Econpapers || Download paper | |
2024 | International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411. Full description at Econpapers || Download paper | |
2024 | Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447. Full description at Econpapers || Download paper | |
2024 | Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745. Full description at Econpapers || Download paper | |
2024 | How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581. Full description at Econpapers || Download paper | |
2025 | Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s016518892400191x. Full description at Econpapers || Download paper | |
2024 | Carbon Market and corporate financing behavior-From the perspective of constraints and demand. (2024). Wu, Yizhong ; Liu, Xiaoxing ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:873-889. Full description at Econpapers || Download paper | |
2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper | |
2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper | |
2025 | Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237. Full description at Econpapers || Download paper | |
2025 | The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419. Full description at Econpapers || Download paper | |
2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. 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 | |
2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper | |
2024 | Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894. 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 | Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466. Full description at Econpapers || Download paper | |
2025 | Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265. Full description at Econpapers || Download paper | |
2025 | Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x. Full description at Econpapers || Download paper | |
2024 | Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990. Full description at Econpapers || Download paper | |
2024 | Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479. Full description at Econpapers || Download paper | |
2025 | Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709. Full description at Econpapers || Download paper | |
2024 | Convolutional attention with roll padding: Classifying PM2.5 concentration levels in the city of Beijing. (2024). Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034394. Full description at Econpapers || Download paper | |
2024 | Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151. Full description at Econpapers || Download paper | |
2024 | Can green credit policy alleviate inefficient investment of heavily polluting enterprises? A quasi-natural experiment based on the Green Credit Guidelines. (2024). Zhou, Yunxu ; Liu, Jiaxuan ; Sun, Jiawen ; Yang, Benshuo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011558. Full description at Econpapers || Download paper | |
2024 | Monetary policy and innovation in Europe: An SVAR approach. (2024). Bartoloni, Eleonora ; Baussola, Maurizio ; Carvelli, Gianni. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007608. Full description at Econpapers || Download paper | |
2024 | International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Bondarenko, Yevheniia ; Schler, Yves ; Rottner, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001326. Full description at Econpapers || Download paper | |
2024 | Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000234. Full description at Econpapers || Download paper | |
2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper | |
2024 | Good finance, bad finance, and resource misallocation: Evidence from China. (2024). Liu, Qiao ; Deng, Jiapin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s037842662300273x. Full description at Econpapers || Download paper | |
2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper | |
2025 | Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851. Full description at Econpapers || Download paper | |
2024 | Constructing quarterly Chinese time series usable for macroeconomic analysis. (2024). Zha, Tao ; Chen, Kaiji ; Higgins, Patrick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000391. Full description at Econpapers || Download paper | |
2024 | Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603. Full description at Econpapers || Download paper | |
2024 | Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts. (2024). Omotosho, Babatunde ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s026156062400069x. Full description at Econpapers || Download paper | |
2024 | Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x. Full description at Econpapers || Download paper | |
2024 | UK Foreign Direct Investment in uncertain economic times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001190. Full description at Econpapers || Download paper | |
2024 | Exchange rate in emerging markets: Shock absorber or source of shock?. (2024). Nookhwun, Nuwat ; Manopimoke, Pym ; Pattararangrong, Jettawat. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001359. Full description at Econpapers || Download paper | |
2024 | The transmission of monetary policy shocks through the markets for reserves and money. (2024). Ireland, Peter ; Belongia, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s0164070424000053. Full description at Econpapers || Download paper | |
2024 | On the effect of short-run and long-run US economic expectations on oil and gold volatilities. (2024). Pino, Gabriel ; Jose, Barrales-Ruiz. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003040. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Generalizing the Taylor Principle: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 42 |
2008 | Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 204 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
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2007 | Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2006 | Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2023 | Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from Chinas Loan‐Level Data In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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2013 | Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2013 | Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2014 | Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2013 | Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2014 | Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2010 | Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2016 | Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | article | |
2014 | Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 186 |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2016 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
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2006 | Transparency, expectations and forecasts.(2006) In: Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2006 | Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2011 | Sources of macroeconomic fluctuations: A regime‐switching DSGE approach In: Quantitative Economics. [Citation analysis] | article | 127 |
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2011 | Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 167 |
2008 | Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
2003 | Likelihood preserving normalization in multiple equation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
2000 | Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2008 | Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 189 |
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2012 | Confronting model misspecification in macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 79 |
2010 | Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2012 | Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2016 | Striated Metropolis–Hastings sampler for high-dimensional models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2021 | Inference in Bayesian Proxy-SVARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 52 |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2018 | Incentive compensation, accounting discretion and bank capital In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
2009 | Understanding Markov-switching rational expectations models In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 157 |
2009 | Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2009 | Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2000 | Issues in hedging options positions In: Economic Review. [Full Text][Citation analysis] | article | 1 |
2001 | The risks and rewards of selling volatility In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2003 | Forecast evaluation with cross-sectional data: The Blue Chip Surveys In: Economic Review. [Full Text][Citation analysis] | article | 25 |
2000 | Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2000 | A Gibbs simulator for restricted VAR models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
2002 | Evaluating Wall Street Journal survey forecasters: a multivariate approach In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 22 |
2004 | Normalization in econometrics In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 72 |
2007 | Normalization in Econometrics.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2005 | Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 66 |
2006 | Markov-Switching Structural Vector Autoregressions: Theory and Application.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2007 | Understanding the New Keynesian model when monetary policy switches regimes In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 18 |
2007 | Understanding the New-Keynesian Model when Monetary Policy Switches Regimes.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2007 | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation.(2007) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 811 |
2010 | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 811 | article | |
2009 | Sources of the Great Moderation: shocks, frictions, or monetary policy? In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 24 |
2009 | Sources of the Great Moderation: shocks, friction, or monetary policy?.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2014 | The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Trends and cycles in Chinas macroeconomy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 60 |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | chapter | |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2016 | Trends and Cycles in Chinas Macroeconomy.(2016) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
2016 | Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 23 |
2016 | Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2022 | The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 5 |
2020 | Uniform Priors for Impulse Responses.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1997 | Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 66 |
1997 | Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 11 |
2024 | Inference Based On Time-Varying SVARs Identified with Time Restrictions In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
1998 | Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 253 |
1999 | Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 253 | article | |
2008 | Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
2009 | Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2024 | Inference Based on Time-Varying SVARs Identified with Sign Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Inference Based on Time-Varying SVARs Identified with Sign Restrictions.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2004 | Effects of monetary policy regime changes in the Euro Economy In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2006 | Assessing Changes in U.S. Monetary Policy in a Regime-Switching Rational Expectations Model In: 2006 Meeting Papers. [Citation analysis] | paper | 0 |
2007 | Macroeconomic Volatility and Monetary Policy Regimes In: 2007 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | Monetary Policy at the Zero Lower Bound: An Endogenous Switching Approach to Forward Guidance In: 2013 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica. [Full Text][Citation analysis] | article | 365 |
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