7
H index
6
i10 index
156
Citations
Deutsche Bundesbank | 7 H index 6 i10 index 156 Citations RESEARCH PRODUCTION: 7 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mu-Chun Wang. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper / Federal Reserve Bank of Richmond | 3 |
| Discussion Papers / Deutsche Bundesbank | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper |
| 2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper |
| 2025 | A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542. Full description at Econpapers || Download paper |
| 2024 | Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130. Full description at Econpapers || Download paper |
| 2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131. Full description at Econpapers || Download paper |
| 2024 | Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10. Full description at Econpapers || Download paper |
| 2024 | Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001. Full description at Econpapers || Download paper |
| 2025 | The time-varying effects of skewness on the macroeconomy. (2025). Xiong, Rui ; Liao, Wenting ; Han, Yang. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002721. Full description at Econpapers || Download paper |
| 2025 | Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002. Full description at Econpapers || Download paper |
| 2025 | A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Rubio-Ramirez, Juan F ; Arias, Jonas E ; Shin, Minchul. In: Working Papers. RePEc:fip:fedpwp:100040. Full description at Econpapers || Download paper |
| 2024 | Role of Inflation and Exchange Rates in Shaping the Countrys Food Security Landscape: Nigerias Food Price Puzzle. (2024). GUPTA, RANGAN ; Liao, Wenting ; Xiong, Rui. In: Working Papers. RePEc:pre:wpaper:202430. Full description at Econpapers || Download paper |
| 2024 | Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240030. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Gradualism in US Monetary Policy. (2024). Furlanetto, Francesco ; Cross, Jamie ; van Dijk, Herman K ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074. Full description at Econpapers || Download paper |
| 2024 | The macroeconomy as a random forest. (2024). Goulet Coulombe, Philippe. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Identification and estimation of heterogeneous agent models: A likelihood approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Estimation of heterogeneous agent models: A likelihood approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Estimation of Heterogeneous Agent Models: A Likelihood Approach.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Estimation of heterogeneous agent models: A likelihood approach.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2017 | Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2015 | Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2012 | What drives inflation in New Keynesian models? In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2022 | Economic theories and macroeconomic reality In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
| 2021 | Economic theories and macroeconomic reality.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Drifts, 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 | |
| 2016 | Choosing Prior Hyperparameters In: Working Paper. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment In: Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2008 | Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment.(2008) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2020 | Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 38 |
| 2018 | Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2016 | Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics. [Full Text][Citation analysis] | article | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team