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Aruoba, S. Boragan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,226 |
Total
Citations
412 |
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1.
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Diebold, Francis X.
University of Pennsylvania - Department of Economics Aruoba, S. Boragan
University of Maryland - Department of Economics
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Posted:
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28 Oct 03
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Last Revised:
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14 Dec 03
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585
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24
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Diebold, Francis X.
University of Pennsylvania - Department of Economics Aruoba, S. Boragan
University of Maryland - Department of Economics
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207
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23
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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, state-space model
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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378
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24
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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, statespace model
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2.
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The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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Posted:
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08 Jul 04
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Last Revised:
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06 Jul 10
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284
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116
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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57
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116
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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227
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116
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Term structure, interest rates, macroeconomic fundamentals, factor model, state-space model
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3.
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Comparing Solution Methods for Dynamic Equilibrium Economies
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Aruoba, S. Boragan
University of Maryland - Department of Economics Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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Posted:
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12 Jan 04
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Last Revised:
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17 Feb 04
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187
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46
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Aruoba, S. Boragan
University of Maryland - Department of Economics Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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90
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46
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Dynamic equilibrium economies, computational methods, linear and nonlinear solution methods
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Aruoba, S. Boragan
University of Maryland - Department of Economics Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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97
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46
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Dynamic Equilibrium Economies, Computational Methods, Linear and Nonlinear Solution Methods
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4.
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Alper, C. Emre
Bogazici University - The Faculty of Economics and Administrative Sciences Aruoba, S. Boragan
University of Maryland - Department of Economics
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153
(97,208)
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2
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Moving Holidays, Calendar Variation, Seasonality, Time Domain, Frequency Domain, Hegirian Calendar
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5.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Waller, Christopher J.
University of Notre Dame - Department of Economics Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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17 Oct 07
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Last Revised:
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23 Oct 07
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130
(111,735)
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26
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bargaining, price taking, centralized markets, decentralized markets, capital, inflation, investment, welfare
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6.
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Real-Time Measurement of Business Conditions
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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Posted:
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22 Sep 07
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Last Revised:
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17 Sep 10
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124
(116,171)
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39
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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33
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39
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Business cycle, Expansion, Recession, Macroeconomic forecasting, State space model, Dynamic factor model, Contraction, Turning point
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Scotti, Chiara
Board of Governors of the Federal Reserve System
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14
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39
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Scotti, Chiara
Board of Governors of the Federal Reserve System
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77
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39
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Import prices, Export prices, Trade balance, Marshall-Lerner condition, DGE model
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7.
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Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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Posted:
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12 Jan 10
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Last Revised:
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05 Jul 10
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116
(122,508)
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3
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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28
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3
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Nowcasting, Prices, Wages, Business cycle, Expansion, Contraction, Recession, Turning point, State-space model, Dynamic factor model
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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24
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3
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics
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12 Jan 10
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Last Revised:
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17 Jan 10
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64
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3
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Nowcasting, Prices, Wages, Business cycle, Expansion, Contraction, Recession, Turning point, State-space model, Dynamic factor model
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8.
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Globalization, the Business Cycle, and Macroeconomic Monitoring
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Kose, M. Ayhan
International Monetary Fund (IMF) Terrones, Marco E.
International Monetary Fund (IMF)
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Posted:
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16 Aug 10
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Last Revised:
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07 Feb 11
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93
(143,334)
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2
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Kose, M. Ayhan
International Monetary Fund (IMF) Aruoba, S. Boragan
University of Maryland - Department of Economics Terrones, Marco E.
International Monetary Fund (IMF) Diebold, Francis X.
University of Pennsylvania - Department of Economics
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78
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2
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Business cycles, Cross country analysis, Globalization, Group of seven
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Kose, M. Ayhan
International Monetary Fund (IMF) Terrones, Marco E.
International Monetary Fund (IMF)
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15
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2
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9.
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Data Revisions Are Not Well-Behaved
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Aruoba, S. Boragan
University of Maryland - Department of Economics
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Posted:
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03 Jan 05
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Last Revised:
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10 Dec 05
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90
(146,580)
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25
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Aruoba, S. Boragan
University of Maryland - Department of Economics
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26
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25
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Forecasting, news and noise, real-time data, NIPA variables
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Aruoba, S. Boragan
University of Maryland - Department of Economics
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64
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25
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Forecasting, news and noise, real-time data, NIPA variables
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10.
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Improving GDP Measurement: A Forecast Combination Perspective
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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Posted:
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09 Sep 11
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Last Revised:
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03 Oct 11
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80
(157,880)
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1
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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19
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1
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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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15
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1
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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46
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1
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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession
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11.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Scotti, Chiara
Board of Governors of the Federal Reserve System
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78
(160,360)
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38
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Business cycle, Expansion, Recession, State space model, Macroeconomic forecasting, Dynamic factor model, Contraction, Turning point
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12.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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| Posted: |
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28 Oct 02
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Last Revised:
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18 Nov 07
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71
(169,602)
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23
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13.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Chugh, Sanjay K.
University of Maryland
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60
(185,641)
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18
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Micro-founded models of money, Friedman Rule, inflation stability
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14.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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57
(190,461)
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20
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15.
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Improving GDP Measurement: A Measurement-Error Perspective
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Versions (3)
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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Posted:
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04 Apr 13
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Last Revised:
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11 May 13
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52
(198,892)
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1
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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2
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Income, Output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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3
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1
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Aruoba, S. Boragan
University of Maryland - Department of Economics Diebold, Francis X.
University of Pennsylvania - Department of Economics Nalewaik, Jeremy
Federal Reserve Board Schorfheide, Frank
University of Pennsylvania - Department of Economics Song, Dongho
University of Pennsylvania - Department of Economics
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47
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1
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Income, output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination
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16.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Waller, Christopher J.
University of Notre Dame - Department of Economics Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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34
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17
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money, capital, search
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17.
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Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs
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Aruoba, S. Boragan
University of Maryland - Department of Economics Schorfheide, Frank
University of Pennsylvania - Department of Economics
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Posted:
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13 Apr 09
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Last Revised:
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20 Aug 10
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31
(242,938)
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11
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Aruoba, S. Boragan
University of Maryland - Department of Economics Schorfheide, Frank
University of Pennsylvania - Department of Economics
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19
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11
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Long-run inflation target, monetary models, welfare costs of inflation, bayesian estimation
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Aruoba, S. Boragan
University of Maryland - Department of Economics Schorfheide, Frank
University of Pennsylvania - Department of Economics
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12
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18.
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Aruoba, S. Boragan
University of Maryland - Department of Economics Davis, Morris A.
University of Wisconsin School of Business Wright, Randall
University of Wisconsin - Madison - Department of Finance, Investment and Banking
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