25
H index
38
i10 index
3283
Citations
Federal Reserve Bank of Atlanta (50% share) | 25 H index 38 i10 index 3283 Citations RESEARCH PRODUCTION: 22 Articles 73 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with 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 | |
2024 | The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
2023 | Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules. (2021). Narita, Yusuke ; Yata, Kohei. In: Papers. RePEc:arx:papers:2104.12909. Full description at Econpapers || Download paper | |
2024 | US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026. 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 | |
2024 | 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 | |
2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). 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). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
2024 | . 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 | |
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 | |
2023 | . 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 | The effects of the pandemic on households financial savings: a Bayesian structural VAR analysis. (2023). Vercelli, Francesco ; Lilla, Francesca ; Infante, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1421_23. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. 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 | |
2024 | Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571. Full description at Econpapers || Download paper | |
2024 | 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 | House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220. 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 | |
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 | |
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 | |
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 | |
2023 | A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2024 | Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130. 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 | |
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 | |
2023 | Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04. Full description at Econpapers || Download paper | |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
2023 | Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10798. 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 | |
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 | |
2024 | Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03. 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 | |
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 | |
2023 | Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2057. Full description at Econpapers || Download paper | |
2023 | Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058. Full description at Econpapers || Download paper | |
2023 | Fiscal policy response to the COVID-19 pandemic in the euro area. (2023). Fiorelli, Cristiana ; D'Imperio, Paolo ; Tilli, Riccardo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00792. 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 | |
2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper | |
2023 | Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine ; Schulze, Tatjana. In: Working Paper Series. RePEc:ecb:ecbwps:20232860. Full description at Econpapers || Download paper | |
2023 | China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861. Full description at Econpapers || Download paper | |
2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. 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 | |
2023 | Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913. Full description at Econpapers || Download paper | |
2023 | Monetary policy transmission and policy coordination in China. (2023). Das, Sonali ; Song, Wenting. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001177. 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 | |
2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
2024 | Can passive monetary policy decrease the debt burden?. (2024). Shen, Wenyi ; Mao, Ruoyun ; Yang, Shu-Chun S. 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). Lutkepohl, Helmut ; Bruns, Martin. 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 | Carbon Market and corporate financing behavior-From the perspective of constraints and demand. (2024). Tang, Chun ; Liu, Xiaoxing ; Wu, Yizhong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:873-889. 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 | Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310. Full description at Econpapers || Download paper | |
2023 | Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413. 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 | |
2023 | Inflation and real GDP growth in the U.S.—Demand or supply driven?. (2023). Pagliacci, Carolina ; Jansen, Dennis W ; della Chang, Jui-Chuan. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523002999. 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: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003488. 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 | |
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 | 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 | 202 |
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: 202 | 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: 202 | 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: 202 | 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: 202 | 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: 202 | 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: 202 | paper | |
2009 | Indeterminacy in a forward-looking regime switching model In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 36 |
2006 | Indeterminacy in a Forward Looking Regime Switching Model.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
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: 36 | 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: 36 | paper | |
2023 | Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from Chinas Loan‐Level Data In: Journal of Finance. [Full Text][Citation analysis] | article | 2 |
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: 2 | 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: 2 | paper | |
2013 | Perturbation Methods for Markov-Switching DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
2013 | Perturbation Methods for Markov-Switching DSGE Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | 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: 75 | 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: 75 | 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: 75 | 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: 75 | paper | |
2010 | Perturbation Methods for Markov-Switching Models.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2014 | Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 185 |
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: 185 | 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: 185 | 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: 185 | 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: 185 | 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: 185 | 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 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 | |
2003 | A Gibbs sampler for structural vector autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 87 |
2011 | Minimal state variable solutions to Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 164 |
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: 164 | 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 | 188 |
2006 | Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2012 | Confronting model misspecification in macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 78 |
2010 | Confronting model misspecification in macroeconomics.(2010) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2012 | Confronting Model Misspecification in Macroeconomics.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | 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 | 45 |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2018 | Inference in Bayesian Proxy-SVARs.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | 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 | 155 |
2009 | Understanding Markov-switching rational expectations models.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
2009 | Understanding Markov-Switching Rational Expectations Models.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | 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 | 18 |
2005 | Markov-switching structural vector autoregressions: theory and application In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 21 |
2007 | Understanding the New Keynesian model when monetary policy switches regimes In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 16 |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
2008 | Structural vector autoregressions: theory of identification and algorithms for inference In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 55 |
2009 | Sources of the Great Moderation: shocks, frictions, or monetary policy? In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 14 |
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 | 20 |
2016 | Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 17 |
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 |
2023 | Uniform Priors for Impulse Responses In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
1997 | Spline methods for extracting interest rate curves from coupon bond prices In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 65 |
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 | 56 |
2008 | Asymmetric expectation effects of regime shifts in monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2009 | Sources of the Great Moderation: shocks, friction, or monetary policy? In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2022 | The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Asymmetric expectation effects of regime shifts and the Great Moderation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Uniform Priors for Impulse Responses In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Density-Conditional Forecasts in Dynamic Multivariate Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2015 | Trends and Cycles in Chinas Macroeconomy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 31 |
2007 | Understanding the New-Keynesian Model when Monetary Policy Switches Regimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2015 | Trends and Cycles in Chinas Macroeconomy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2016 | Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2010 | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 729 |
2009 | Asymmetric Expectation Effects of Regime Shifts in Monetary Policy In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 53 |
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 |
2006 | Markov-Switching Structural Vector Autoregressions: Theory and Application In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 45 |
2007 | Normalization in Econometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 54 |
1999 | Conditional Forecasts In Dynamic Multivariate Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 219 |
2016 | Trends and Cycles in Chinas Macroeconomy In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 25 |
2018 | Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications In: Econometrica. [Full Text][Citation analysis] | article | 340 |
2007 | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
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