Pooyan Amir-Ahmadi

University of Illinois at Urbana-Champaign - Department of Economics

Assistant Professor

410 David Kinley Hall

1407 W. Gregory

Urbana, IL 61801

United States

SCHOLARLY PAPERS

7

DOWNLOADS

335

CITATIONS
Rank 47,749

SSRN RANKINGS

Top 47,749

in Total Papers Citations

6

Scholarly Papers (7)

1.

Evolving Credit and the U.S. Macroeconomy: 1920-2011

Number of pages: 32 Posted: 18 May 2015 Last Revised: 28 May 2015
Pooyan Amir-Ahmadi
University of Illinois at Urbana-Champaign - Department of Economics
Downloads 175 (169,378)

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Time-varying coefficients, Bayesian VAR, Financial Markets and the Macroeconomy, Credit Shocks, Business Fluctuations

Identification Through Heterogeneity

CESifo Working Paper Series No. 6359
Number of pages: 68 Posted: 23 Mar 2017
Pooyan Amir-Ahmadi and Thorsten Drautzburg
University of Illinois at Urbana-Champaign - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 22 (520,363)

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Bayesian VAR, sign restrictions, set identification, micro data, news shocks, defense spending

Identification Through Heterogeneity

FRB of Philadelphia Working Paper No. 17-11
Number of pages: 102 Posted: 02 May 2017
Pooyan Amir-Ahmadi and Thorsten Drautzburg
University of Illinois at Urbana-Champaign - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 22 (520,363)

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Structural VAR, set-identification, heterogeneity and sign restrictions, posterior bounds, Bayesian inference, sampling methods, productivity news, government spending.

3.

Drifts, Volatilities, and Impulse Responses Over the Last Century

Richmond Fed Working Paper No. 14-10
Number of pages: 54 Posted: 10 Apr 2014
Pooyan Amir-Ahmadi, Christian Matthes and Mu‐Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and University of Hamburg - Faculty of Economics and Business Administration
Downloads 38 (427,269)
Citation 2

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Bayesian VAR, Time variation, U.S. monetary policy

4.

Measurement Errors and Monetary Policy: Then and Now

FRB Richmond Working Paper No. 15-13
Number of pages: 37 Posted: 30 Nov 2015
Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 31 (457,014)
Citation 3

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real-time data, time-varying parameters, stochastic volatility, impulse responses

5.

Choosing Prior Hyperparameters

FRB Richmond Working Paper No. 16-9
Number of pages: 40 Posted: 25 Aug 2016
Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 26 (481,774)
Citation 1

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6.

Sign Restrictions in Bayesian Favars with an Application to Monetary Policy Shocks

NBER Working Paper No. w21738
Number of pages: 96 Posted: 23 Nov 2015 Last Revised: 01 Dec 2015
Pooyan Amir-Ahmadi and Harald Uhlig
University of Illinois at Urbana-Champaign - Department of Economics and University of Chicago - Department of Economics
Downloads 19 (521,212)
Citation 2

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7.

Depression Econometrics: A Favar Model of Monetary Policy During the Great Depression

CEPR Discussion Paper No. DP7546
Number of pages: 67 Posted: 18 Jan 2010
Pooyan Amir-Ahmadi and Albrecht Ritschl
University of Illinois at Urbana-Champaign - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economic History
Downloads 2 (631,171)
Citation 1
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Bayesian FAVAR, Dynamic Factor Model, Friedman Schwartz Hypothesis, Great Depression, Monetary policy