24
H index
29
i10 index
3118
Citations
Federal Reserve Bank of Atlanta (50% share) | 24 H index 29 i10 index 3118 Citations RESEARCH PRODUCTION: 23 Articles 70 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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2023 | Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53. Full description at Econpapers || Download paper | |
2022 | The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98. Full description at Econpapers || Download paper | |
2022 | Elaboración de modelos de política monetaria: una aproximación empírica.. (2022). Martin, Rodrigo ; Vietri, Silvia ; Respighi, Gonzalo ; Martinez, Cintia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4576. Full description at Econpapers || Download paper | |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
2022 | von Mises-Fisher distributions and their statistical divergence. (2022). Kitagawa, Toru ; Rowley, Jeff. In: Papers. RePEc:arx:papers:2202.05192. Full description at Econpapers || Download paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123. Full description at Econpapers || Download paper | |
2022 | International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30. Full description at Econpapers || Download paper | |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper | |
2022 | Skewed SVARs: tracking the structural sources of macroeconomic tail risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Working Papers. RePEc:bde:wpaper:2208. Full description at Econpapers || Download paper | |
2023 | The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_779_23. Full description at Econpapers || Download paper | |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
2022 | Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200. Full description at Econpapers || Download paper | |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
2022 | Optimal Monetary Policy with r*. (2022). Nakov, Anton ; Gali, Jordi ; Billi, Roberto M. In: Working Papers. RePEc:bge:wpaper:1333. Full description at Econpapers || Download paper | |
2022 | What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047. Full description at Econpapers || Download paper | |
2022 | The rise of market power and firms investment: Evidence from China. (2022). Zhang, Xuefang ; Zheng, Bowen. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4807-4830. Full description at Econpapers || Download paper | |
2023 | Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2022 | Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623. 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 | Identifying supply and demand shocks in the South African Economy, 1960–2020. (2022). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:349-389. 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 | Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2022_4. Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2022 | Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961. Full description at Econpapers || Download paper | |
2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
2023 | The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028. Full description at Econpapers || Download paper | |
2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
2022 | Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market. (2022). Eterovic, Dalibor. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:964. Full description at Econpapers || Download paper | |
2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper | |
2022 | The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27. Full description at Econpapers || Download paper | |
2022 | Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022. Full description at Econpapers || Download paper | |
2022 | Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2005. Full description at Econpapers || Download paper | |
2023 | The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033. Full description at Econpapers || Download paper | |
2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
2022 | Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022301. Full description at Econpapers || Download paper | |
2022 | The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222637. Full description at Econpapers || Download paper | |
2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
2022 | The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673. Full description at Econpapers || Download paper | |
2022 | The current account and monetary policy in the euro area. (2022). Schuler, Tobias ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20222696. Full description at Econpapers || Download paper | |
2022 | Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699. Full description at Econpapers || Download paper | |
2022 | Did COVID-19 induce a reallocation wave?. (2022). Petroulakis, Filippos ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20222703. Full description at Econpapers || Download paper | |
2022 | A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730. Full description at Econpapers || Download paper | |
2022 | Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754. Full description at Econpapers || Download paper | |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. 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 | |
2022 | Monetary stimulus policy in China: The bank credit channel. (2022). Zhang, Yahong. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x22000839. Full description at Econpapers || Download paper | |
2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
2022 | Solving linear rational expectations models in the presence of structural change: Some extensions. (2022). Hatcher, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s0165188922000641. Full description at Econpapers || Download paper | |
2022 | Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622. Full description at Econpapers || Download paper | |
2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2022 | On the relationship between fiscal multipliers and population aging in Japan: Theory and empirics. (2022). Morita, Hiroshi. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000189. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086. Full description at Econpapers || Download paper | |
2022 | Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China. (2022). Jianhao, Lin ; Zixiang, Zhu ; Ran, Gao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001547. Full description at Econpapers || Download paper | |
2022 | Does the debt-growth link differ across private and public debt? Evidence from China. (2022). Zhao, Yajun ; Liang, Xiao ; Guo, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001766. Full description at Econpapers || Download paper | |
2022 | Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey. (2022). Kuuk, Hande ; Karasoy-Can, Goke ; Buyukbaaran, Tayyar. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001924. Full description at Econpapers || Download paper | |
2023 | The shortage of safe assets and Chinas housing boom. (2023). Mei, Dongzhou ; Luo, Yuwei. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003637. Full description at Econpapers || Download paper | |
2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper | |
2023 | Exploring the trade-off between leaning against credit and stabilizing economic activity. (2023). Benati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000198. Full description at Econpapers || Download paper | |
2022 | Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:107-126. Full description at Econpapers || Download paper | |
2022 | Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321. Full description at Econpapers || Download paper | |
2022 | Joint Bayesian inference about impulse responses in VAR models. (2022). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:457-476. Full description at Econpapers || Download paper | |
2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper | |
2023 | Improved marginal likelihood estimation via power posteriors and importance sampling. (2023). Yu, Jun ; Wang, Nianling ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:28-52. Full description at Econpapers || Download paper | |
2022 | Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers || Download paper | |
2022 | Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x. Full description at Econpapers || Download paper | |
2022 | On the transmission of monetary policy to the housing market. (2022). Koeniger, Winfried ; Ramelet, Marc-Antoine ; Lennartz, Benedikt. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000496. Full description at Econpapers || Download paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s001429212200143x. Full description at Econpapers || Download paper | |
2023 | Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507. Full description at Econpapers || Download paper | |
2023 | News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434. Full description at Econpapers || Download paper | |
2023 | Inflation tolerance ranges in the New Keynesian model. (2023). Matheron, Julien ; Marx, Magali ; le Bihan, Herve. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000272. Full description at Econpapers || Download paper | |
2023 | Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557. Full description at Econpapers || Download paper | |
2022 | Long-horizon stock valuation and return forecasts based on demographic projections. (2022). Pesavento, Elena ; Maynard, Alex ; Gospodinov, Nikolay ; Chen, Chaoyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215. Full description at Econpapers || Download paper | |
2022 | Strategic interactions and price dynamics in the global oil market. (2022). Alonso Alvarez, Irma ; Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alonso-Alvarez, Irma. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321005867. Full description at Econpapers || Download paper | |
2022 | Facts and fiction in oil market modeling. (2022). Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001499. Full description at Econpapers || Download paper | |
2022 | The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735. Full description at Econpapers || Download paper | |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Variable Split Convolutional Attention: A novel Deep Learning model applied to the household electric power consumption. (2023). Pereira, Fernando Lobo ; Ribeiro, Vitor Miguel ; Gonalves, Rui. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007156. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Generalizing the Taylor Principle: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 40 |
2008 | Generalizing the Taylor principle: comment.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2013 | Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 197 |
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 another version. Agregated cites: 197 | 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 another version. Agregated cites: 197 | 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 another version. Agregated cites: 197 | 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 another version. Agregated cites: 197 | 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 another version. Agregated cites: 197 | 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 another version. Agregated cites: 197 | paper | |
2009 | Indeterminacy in a forward?looking regime switching model In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 34 |
2006 | Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2007 | Indeterminacy in a forward-looking regime-switching model.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2006 | Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2013 | Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 111 |
2013 | Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2013 | Perturbation methods for Markov-switching DSGE models.(2013) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2014 | Perturbation methods for Markov-switching DSGE models.(2014) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2013 | Perturbation methods for Markov-switching DSGE model.(2013) In: Research Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2014 | Perturbation Methods for Markov-Switching DSGE Models.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2010 | Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2016 | Perturbation methods for Markov?switching dynamic stochastic general equilibrium models.(2016) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | article | |
2014 | Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 181 |
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 another version. Agregated cites: 181 | 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 another version. Agregated cites: 181 | 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 another version. Agregated cites: 181 | 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 another version. Agregated cites: 181 | 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 another version. Agregated cites: 181 | paper | |
2006 | Transparency, expectations, and forecasts In: Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
2006 | Transparency, expectations and forecasts.(2006) In: Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2006 | Transparency, expectations, and forecasts.(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Sources of macroeconomic fluctuations: A regimeâ€switching DSGE approach In: Quantitative Economics. [Citation analysis] | article | 122 |
2003 | A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 78 |
2011 | Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 159 |
2008 | Minimal state variable solutions to Markov-switching rational expectations models.(2008) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2003 | Likelihood preserving normalization in multiple equation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
2000 | Likelihood-preserving normalization in multiple equation models.(2000) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2008 | Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 178 |
2006 | Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
2012 | Confronting model misspecification in macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 70 |
2010 | Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2012 | Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2016 | Striated Metropolis–Hastings sampler for high-dimensional models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2021 | Inference in Bayesian Proxy-SVARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | 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 | 152 |
2009 | Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2009 | Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | 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 | 3 |
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 | 70 |
2007 | Normalization in Econometrics.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | 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 another 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 another 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 another 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 another 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 | 711 |
2010 | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference.(2010) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 711 | 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 another 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 | 51 |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | chapter | |
2015 | Trends and Cycles in Chinas Macroeconomy.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2016 | Trends and Cycles in Chinas Macroeconomy.(2016) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2016 | Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 20 |
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 another version. Agregated cites: 20 | paper | |
2020 | Monetary Stimulus amid the Infrastructure Investment Spree: Evidence from Chinas Loan-Level Data In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
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 another version. Agregated cites: 0 | 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 another version. Agregated cites: 0 | paper | |
2023 | Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Uniform Priors for Impulse Responses.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1997 | Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 64 |
1997 | Normalization, probability distribution, and impulse responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 11 |
1998 | Conditional forecasts in dynamic multivariate models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 238 |
1999 | Conditional Forecasts In Dynamic Multivariate Models.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 238 | article | |
2008 | Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2009 | Asymmetric Expectation Effects of Regime Shifts in Monetary Policy.(2009) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2010 | Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
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 | 283 |
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