Manuel Gonzalez-Astudillo

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

DOWNLOADS

209

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients

FEDS Working Paper No. 2013-58
Number of pages: 53 Posted: 06 Nov 2013
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Downloads 64 (345,329)
Citation 1

Abstract:

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Time-varying policy rule coefficients, monetary and fiscal policy interactions, nonlinear state-space models

2.

When Can Trend-Cycle Decompositions Be Trusted?

FEDS Working Paper No. 2016-099
Number of pages: 34 Posted: 21 Dec 2016
Manuel Gonzalez-Astudillo and John Roberts
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 33 (453,628)

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Unobserved components model, Trend-cycle decomposition, Trend-cycle correlation

3.

GDP Trend-Cycle Decompositions Using State-Level Data

FEDS Working Paper No. 2017-051
Number of pages: 36 Posted: 08 May 2017
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Downloads 31 (462,736)

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Unobserved components model, State-level GDP data, Trend-cycle decomposition

4.

Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-Switching Estimation Exploiting Monetary-Fiscal Policy Interdependence

FEDS Working Paper No. 2014-97
Number of pages: 32 Posted: 07 Dec 2014
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Downloads 30 (467,535)
Citation 1

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Markov-switching coefficients, zero lower bound, monetary-fiscal policy interactions

5.

A Nowcasting Model for the Growth Rate of Real GDP of Ecuador: Implementing a Time-Varying Intercept

FEDS Working Paper No. 2018-044
Number of pages: 31 Posted: 09 Jul 2018 Last Revised: 21 Feb 2019
Manuel Gonzalez-Astudillo and Daniel Baquero
Board of Governors of the Federal Reserve System and CorporaciĆ³n de Estudios para el Desarrollo (CORDES)
Downloads 29 (472,402)

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Ecuador, Secular stagnation, Nowcasting model, Time-varying coefficients

6.

An Output Gap Measure for the Euro Area: Exploiting Country-Level and Cross-Sectional Data Heterogeneity

FEDS Working Paper No. 2018-040
Number of pages: 54 Posted: 28 Jun 2018 Last Revised: 21 Feb 2019
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Downloads 22 (510,483)

Abstract:

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Okun's law, Output gap, Phillips curve, Unobserved components model, Euro area

7.

A New Procedure for Generating the Stochastic Simulations in Frb/Us

FED Notes No. 2019-03-07
Posted: 12 Mar 2019
Manuel Gonzalez-Astudillo and Diego Vilan
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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