|
2024
|
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
|
International Journal of Central Banking
|
B
|
2
|
|
2024
|
Heterogeneity and Aggregate Fluctuations
|
Journal of Political Economy
|
S
|
3
|
|
2023
|
Forecasting with a panel Tobit model
|
Quantitative Economics
|
B
|
3
|
|
2022
|
SVARs with occasionally-binding constraints
|
Journal of Econometrics
|
A
|
4
|
|
2021
|
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
|
Review of Economic Dynamics
|
B
|
5
|
|
2021
|
Online estimation of DSGE models
|
The Econometrics Journal
|
B
|
6
|
|
2021
|
Panel forecasts of country-level Covid-19 infections
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Forecasting With Dynamic Panel Data Models
|
Econometrica
|
S
|
3
|
|
2019
|
Tempered particle filtering
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
|
Review of Economic Studies
|
S
|
3
|
|
2018
|
Inference for VARs identified with sign restrictions
|
Quantitative Economics
|
B
|
3
|
|
2018
|
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach
|
Econometrica
|
S
|
3
|
|
2017
|
Assessing DSGE model nonlinearities
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2017
|
Real-time forecast evaluation of DSGE models with stochastic volatility
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
Improving GDP measurement: A measurement-error perspective
|
Journal of Econometrics
|
A
|
5
|
|
2016
|
Dynamic prediction pools: An investigation of financial frictions and forecasting performance
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
|
Review of Economic Studies
|
S
|
3
|
|
2015
|
Inflation in the Great Recession and New Keynesian Models
|
American Economic Journal: Macroeconomics
|
A
|
3
|
|
2015
|
Real-Time Forecasting With a Mixed-Frequency VAR
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2014
|
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS
|
Journal of Applied Econometrics
|
B
|
3
|
|
2014
|
SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS
|
Journal of Applied Econometrics
|
B
|
2
|
|
2013
|
A Markov-switching multifractal inter-trade duration model, with application to US equities
|
Journal of Econometrics
|
A
|
3
|
|
2012
|
Methods versus substance: Measuring the effects of technology shocks
|
Journal of Monetary Economics
|
A
|
5
|
|
2012
|
On the Use of Holdout Samples for Model Selection
|
American Economic Review
|
S
|
2
|
|
2012
|
Evaluating DSGE model forecasts of comovements
|
Journal of Econometrics
|
A
|
2
|
|
2011
|
Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs
|
American Economic Journal: Macroeconomics
|
A
|
2
|
|
2010
|
DSGE model-based forecasting of non-modelled variables
|
International Journal of Forecasting
|
B
|
3
|
|
2009
|
Monetary Policy Analysis with Potentially Misspecified Models
|
American Economic Review
|
S
|
2
|
|
2009
|
Estimation with overidentifying inequality moment conditions
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
|
Journal of Monetary Economics
|
A
|
2
|
|
2008
|
Comment on: "Monetary policy under uncertainty in an estimated model with labor market frictions" by Luca Sala, Ulf Söderström, and Antonella Trigari
|
Journal of Monetary Economics
|
A
|
1
|
|
2007
|
Non‐stationary Hours in a DSGE Model
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2007
|
Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply
|
American Economic Review
|
S
|
2
|
|
2007
|
Do central banks respond to exchange rate movements? A structural investigation
|
Journal of Monetary Economics
|
A
|
2
|
|
2006
|
The econometrics of macroeconomics, finance, and the interface
|
Journal of Econometrics
|
A
|
5
|
|
2005
|
VAR forecasting under misspecification
|
Journal of Econometrics
|
A
|
1
|
|
2005
|
Learning and Monetary Policy Shifts
|
Review of Economic Dynamics
|
B
|
1
|
|
2004
|
Testing for Indeterminacy: An Application to U.S. Monetary Policy
|
American Economic Review
|
S
|
2
|
|
2003
|
Labor-supply shifts and economic fluctuations
|
Journal of Monetary Economics
|
A
|
2
|
|
2003
|
Computing sunspot equilibria in linear rational expectations models
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2003
|
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
|
Econometric Theory
|
B
|
1
|
|
2002
|
Learning-by-Doing as a Propagation Mechanism
|
American Economic Review
|
S
|
3
|
|
2002
|
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
|
Econometric Theory
|
B
|
2
|
|
2000
|
FORECASTING ECONOMIC TIME SERIES
|
Econometric Theory
|
B
|
1
|