Stefania D'Amico : Citation Profile

Are you Stefania D'Amico?

Federal Reserve Bank of Chicago

10

H index

11

i10 index

913

Citations

RESEARCH PRODUCTION:

8

Articles

31

Papers

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 43
   Journals where Stefania D'Amico has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 9 (0.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda722
   Updated: 2024-11-06    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

King, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefania D'Amico.

Is cited by:

Gilchrist, Simon (16)

Zakrajšek, Egon (16)

Trebesch, Christoph (13)

Orphanides, Athanasios (10)

Zinna, Gabriele (9)

Joyce, Michael (9)

Swanson, Eric (9)

Gourio, Francois (9)

Altavilla, Carlo (8)

Kaminska, Iryna (8)

Lopez-Salido, David (8)

Cites to:

Vayanos, Dimitri (44)

Bernanke, Ben (24)

Swanson, Eric (24)

KRISHNAMURTHY, ARVIND (20)

Gertler, Mark (18)

Vissing-Jorgensen, Annette (15)

Lopez-Salido, David (14)

Gürkaynak, Refet (14)

Nelson, Edward (13)

Wright, Jonathan (12)

Ang, Andrew (11)

Main data

Where Stefania D'Amico has published?

Journals with more than one article published# docs
Chicago Fed Letter4

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of Chicago12
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)11
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Stefania D'Amico (2024 and 2023)

YearTitle of citing document
2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2023Effects 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.

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2023.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2024The macroprudential role of central bank balance sheets. (2024). Lombardo, Giovanni ; Jackson, Timothy ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1173.

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2023The Yield and Market Function Effects of the Reserve Bank of Australias Bond Purchases. (2023). Xiang, Michelle ; Titkov, Dmitry ; Finlay, Richard. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:359-384.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

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2024Optimal quantitative easing and tightening. (2024). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1063.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2024Investor heterogeneity and large-scale asset purchases. (2024). de Falco, Veronica ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20242938.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2023Moderating noise-driven macroeconomic fluctuations under dispersed information. (2023). Adams, Jonathan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001586.

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2023The impact of asset purchases in an experimental market with consumption smoothing motives. (2023). Hanaki, Nobuyuki ; Duan, Jieyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001604.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2023Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161.

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2024Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Gimeno, Ricardo ; Moreno, Antonio ; Equiza, Juan ; Thomas, Carlos. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734.

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2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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2023What drives the TIPS–Treasury bond mispricing?. (2023). Ahn, Yongkil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001056.

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2023Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices. (2023). Kamate, Vidya. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003665.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2024Mutual fund flows and government bond returns. (2024). Wohl, Avi ; Nathan, Daniel ; Abudy, Menachem Meni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396.

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2024The pricing of U.S. Treasury floating rate notes. (2024). Jermann, Urban ; Hartley, Jonathan S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000564.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

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2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

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2023Do term premiums matter? Transmission via exchange rate dynamics. (2023). Takahashi, Koji ; Katagiri, Mitsuru. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001481.

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2023Information effects of monetary policy. (2023). Nakazono, Yoshiyuki ; Tango, Kento ; Tanahara, Yusuke. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:70:y:2023:i:c:s088915832300031x.

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2024The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Tanaka, Mariko ; Fukuda, Shin-Ichi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

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2023Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia. (2023). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:fip:fedfwp:96602.

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2023A Financial New Keynesian Model. (2023). Mertens, Thomas ; Zhang, Tony. In: Working Paper Series. RePEc:fip:fedfwp:97341.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98076.

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2024Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28.

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2023Conducting Monetary Policy with a Large Balance Sheet : a speech at the 2015 U.S. Monetary Policy Forum, Sponsored by the University of Chicago Booth School of Business, New York, New York, February 2. (2015). Fischer, Stanley. In: Speech. RePEc:fip:fedgsq:837.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA. (2023). Vereycken, Michiel ; Collage, Robbe ; Iania, Leonardo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:189-:d:1093615.

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2023Central bank asset purchases: Insights from quantitative easing auctions of government bonds. (2023). Laseen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0419.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434.

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2023Perspectives on r-bar and r-star. (2023). Obstfeld, Maurice. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-03.

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2023The Forward Guidance Trap. (2023). Orphanides, Athanasios. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-06.

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2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315.

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2023Correcting estimation bias in regime switching dynamic term structure models. (2023). Liu, Liu ; Cho, Sungjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01182-z.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023Supply and Demand and the Term Structure of Interest Rates. (2023). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:31879.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04.

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2024Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002.

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2023Monetary shocks on the Korean stock index: structural VAR analysis. (2023). Han, Yongseung ; Kim, Myeong Hwan. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-022-00222-8.

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2024The Bank of Japan’s Stock Holdings and Long-term Returns. (2024). Ichiue, Hibiki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:049.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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2023Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities. (2023). Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:280417.

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2023Unconventional green. (2023). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:710.

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2023The forward guidance trap. (2023). Orphanides, Athanasios. In: IMFS Working Paper Series. RePEc:zbw:imfswp:190.

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2023Inflation news coverage, expectations and risk premium. (2023). Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052023.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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Works by Stefania D'Amico:

YearTitleTypeCited
2011The Fed and the Stock Market: An Identification Based on Intraday Futures Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article62
2011The Fed and the Stock Market: An Identification Based on Intraday Futures Data.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper145
2008Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2008) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2010Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2014Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2012The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper218
2012The Federal Reserves large-scale asset purchase programs: rationale and effects.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2003The Fed and Stock Market: A Proxy and Instrumental Variable Identification In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper4
2013Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply In: Journal of Financial Economics.
[Full Text][Citation analysis]		article337
2005Density selection and combination under model ambiguity: an application to stock returns In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2008Uncertainty and disagreement in economic forecasting In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper30
2010Flow and stock effects of large-scale Treasury purchases In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper31
2012Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2013Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper15
2014The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper10
2013The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Issues in the Use of the Balance Sheet Tool In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2016Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2016Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter.
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This paper has nother version. Agregated cites: 0		article
2015The Overnight Money Market In: Economic Perspectives.
[Citation analysis]		article0
2020A Risk-Premium Adjustment to the Policy Rate Path In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2020The impact of the pandemic and the Fed’s muni program on Illinois muni yields In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2023Past and Future Effects of the Recent Monetary Policy Tightening In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2020Unexpected Supply Effects of Quantitative Easing and Tightening In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2021The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023One Asset Does Not Fit All: Inflation Hedging by Index and Horizon In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Open-Ended Treasury Purchases: From Market Functioning to Financial Easing In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Balance Sheet Policy Uncertainty and Its Aggregate Implications In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Inflation Uncertainty and Disagreement in Bond Risk Premia In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2015What Does Anticipated Monetary Policy Do? In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2016The Term Structure and Inflation Uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2017A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Learning, Expectations and the Business Cycle In: 2006 Meeting Papers.
[Citation analysis]		paper0
2004Density Estimation and Combination under Model Ambiguity In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2005TIPS: Taking Inflation Premium Seriously In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper2
2005Estimating the Deep Parameters of RBC Model with Learning In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0

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