Pooyan Amir Ahmadi : Citation Profile

Are you Pooyan Amir Ahmadi?

University of Illinois at Urbana-Champaign

8

H index

8

i10 index

182

Citations

RESEARCH PRODUCTION:

4

Articles

17

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 13
   Journals where Pooyan Amir Ahmadi has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 11 (5.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam53
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pooyan Amir Ahmadi.

Is cited by:

Baumeister, Christiane (16)

Hamilton, James (14)

Korobilis, Dimitris (9)

Lütkepohl, Helmut (8)

Matthes, Christian (8)

Van der Veken, Wouter (6)

Peersman, Gert (6)

Güntner, Jochen (6)

Van der Veken, Wouter (6)

Rüth, Sebastian (6)

Faccini, Renato (4)

Cites to:

Ritschl, Albrecht (19)

Schorfheide, Frank (15)

Canova, Fabio (15)

Waggoner, Daniel (14)

Uhlig, Harald (14)

Rubio-Ramirez, Juan F (13)

Kilian, Lutz (12)

Zha, Tao (12)

Sims, Christopher (11)

Bernanke, Ben (10)

Sargent, Thomas (10)

Main data

Where Pooyan Amir Ahmadi has published?

Journals with more than one article published# docs
Quantitative Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Federal Reserve Bank of Richmond3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Pooyan Amir Ahmadi (2024 and 2023)

YearTitle of citing document
2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847.

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2023Identifying sectoral shocks and their role in business cycles. (2023). Schneider, Jan David ; de Graeve, Ferre. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:c:p:124-141.

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2023Modeling of Predictive Maintenance Systems for Laser-Welders in Continuous Galvanizing Lines Based on Machine Learning with Welder Control Data. (2023). Lee, Eul-Bum ; Choi, So-Won. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7676-:d:1141314.

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2023Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY. (2023). Smith, Gregor ; Nason, James M. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1595-1614.

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2023Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time?varying instrument relevance. (2023). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:989-1006.

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2024The macroeconomy as a random forest. (2024). Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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2023Changing Impact of Shocks: A Time?Varying Proxy SVAR Approach. (2023). Petrova, Katerina ; Mumtaz, Haroon. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:635-654.

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2023Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200.

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Works by Pooyan Amir Ahmadi:

YearTitleTypeCited
2010Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper15
2009Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2009Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2009Depression econometrics: a FAVAR model of monetary policy during the Great Depression.(2009) In: Economic History Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017Identification through Heterogeneity In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2017IDENTIFICATION THROUGH HETEROGENEITY.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Identification through Heterogeneity.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2015Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2014Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper.
[Full Text][Citation analysis]		paper2
2014Drifts, Volatilities and Impulse Responses Over the Last Century.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Choosing Prior Hyperparameters In: Working Paper.
[Full Text][Citation analysis]		paper20
2009Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper8
2015Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper33
2020Regional Monetary Policies and the Great Depression In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2007Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification In: 2007 Meeting Papers.
[Citation analysis]		paper1
2012MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper18
2020Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article34
2021Identification and inference with ranking restrictions In: Quantitative Economics.
[Full Text][Citation analysis]		article10
2016Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics.
[Full Text][Citation analysis]		article21

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