175 Forest Street
Waltham, MA 02452-4705
United States
Bentley University - Department of Economics
SSRN RANKINGS
in Total Papers Citations
Zero lower bound, Affine term structure, Unconventional monetary policy
taxes, income inequality, factor-augmented VAR (FAVAR)
zero lower bound, affine term structure
principal components, Kalman filter, data augmentation, business cycles
uncertainty, time-varying threshold VAR, monetary policy, generalized impulse response functions
monetary policy, asymmetric effects, downward nominal wage rigidity
Time-varying transition probabilities, Markov-switching, monetary policy
jobless recovery, business cycles, survival analysis, variable selection
Cryptocurrencies, Blockchain, Financial Markets, Macroeconomic Shocks, FAVAR
diversification, risk, international financial markets, clustered factor model
factor models, Bayesian VARs, space-time autoregression
Government spending, monetary policy, European Monetary Union, debt
time varying parameters, natural rate of unemployment, hysteresis