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Jonas E. Arias
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Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications
JE Arias, JF Rubio‐Ramírez, DF Waggoner
Econometrica 86 (2), 685-720, 2018
711*2018
The systematic component of monetary policy in SVARs: An agnostic identification procedure
JE Arias, D Caldara, JF Rubio-Ramirez
Journal of Monetary Economics 101, 1-13, 2019
231*2019
Inference in Bayesian Proxy-SVARs
JE Arias, JF Rubio-Ramirez, DF Waggoner
Journal of Econometrics 225 (1), 88-106, 2021
832021
Positive trend inflation and determinacy in a medium-sized New Keynesian model
JE Arias, G Ascari, N Branzoli, E Castelnuovo
International Journal of Central Banking 16 (3), 51-94, 2020
47*2020
The macroeconomic risks of undesirably low inflation
JE Arias, C Erceg, M Trabandt
European Economic Review 88, 88-107, 2016
382016
Alternative strategies: How do they work? How might they help?
J Arias, M Bodenstein, HT Chung, T Drautzburg, A Raffo
FEDS Working Paper, 2020
352020
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
JE Arias, JF Rubio-Ramirez, M Shin
Journal of Econometrics 235 (2), 1054-1086, 2023
312023
The causal effects of lockdown policies on health and macroeconomic outcomes
JE Arias, J Fernández-Villaverde, JF Rubio-Ramírez, M Shin
American Economic Journal: Macroeconomics 15 (3), 287-319, 2023
22*2023
Uniform priors for impulse responses
J Arias, JF Rubio-Ramirez, DF Waggoner
FRB Atlanta Working Paper, 2023
62023
Inference Based on Time-Varying SVARs Identified with Sign Restrictions
J Arias, JF Rubio-Ramírez, M Shin, DF Waggoner
FRB of Philadelphia Working Paper, 2024
2024
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