Jonas Arias

Federal Reserve Bank of Philadelphia

10 N Independence Mall W

Philadelphia, PA 19106

United States

SCHOLARLY PAPERS

13

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1,361

TOTAL CITATIONS
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in Total Papers Citations

165

Scholarly Papers (13)

1.

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

FRB Atlanta Working Paper No. 2014-1
Number of pages: 71 Posted: 30 Mar 2015
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 316 (201,421)
Citation 85

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identification, sign restrictions, simulation

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

FRB International Finance Discussion Paper No. 1131
Number of pages: 44 Posted: 25 Apr 2015
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 163 (381,475)
Citation 52

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SVARs; Monetary policy shocks; Systematic component of monetary policy

The Systematic Component of Monetary Policy in Svars: An Agnostic Identification Procedure

FRB Atlanta Working Paper No. 2016-15
Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 91 (599,935)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

3.
Downloads 155 (398,520)

Inference in Bayesian Proxy-Svars

FRB of Philadelphia Working Paper No. 18-25/R
Number of pages: 52 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 78 (659,131)

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Inference in Bayesian Proxy-Svars

FRB Atlanta Working Paper No. 2018-16
Number of pages: 48 Posted: 05 Feb 2019 Last Revised: 29 Apr 2020
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 77 (663,995)

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SVARs, external instruments, importance sampler

4.

Alternative Strategies: How Do They Work? How Might They Help?

FEDS Working Paper No. 2020-68
Number of pages: 31 Posted: 01 Sep 2020
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 144 (423,064)
Citation 8

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The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

NBER Working Paper No. w28617
Number of pages: 48 Posted: 29 Mar 2021 Last Revised: 03 Jul 2023
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 67 (717,282)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CESifo Working Paper No. 8977
Number of pages: 59 Posted: 05 Apr 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 32 (995,243)

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The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

FRB of Philadelphia Working Paper No. 22-18
Number of pages: 49 Posted: 22 Aug 2022
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 29 (1,028,731)
Citation 6

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Causality, Policy interventions, Epidemiological models, Bayesian estimation

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 3 (1,344,928)
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Inference Based on Time-Varying Svars Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 24-5
Number of pages: 56 Posted: 29 Feb 2024
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 56 (786,427)

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time-varying parameters, structural vector autoregressions, identification

Inference Based on Time-Varying SVARs Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 24-18, 10.21799/frbp.wp.2024.18[10.21799/frbp.wp.2024.18]
Number of pages: 74 Posted: 02 Dec 2024
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 17 (1,182,144)

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time-varying parameters, structural vector autoregressions, identification

7.

The Macroeconomic Risks of Undesirably Low Inflation

International Finance Discussion Paper No. 1162
Number of pages: 49 Posted: 04 May 2016 Last Revised: 21 Sep 2016
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Goethe University Frankfurt
Downloads 72 (678,755)
Citation 8

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Inflation Expectations, Wages, Productivity, disinflation, Monetary Policy, Liquidity Trap, DSGE Model

8.

Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment

International Finance Discussion Paper No. 1127
Number of pages: 23 Posted: 31 May 2017 Last Revised: 25 Apr 2022
Federal Reserve Bank of Philadelphia, University of Pavia, Bank of Italy and University of Padua - Department of Economics
Downloads 59 (751,284)
Citation 4

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Trend inflation, determinacy, monetary policy

9.

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

FRB of Philadelphia Working Paper No. 21-18
Number of pages: 62 Posted: 14 May 2021 Last Revised: 17 May 2021
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 55 (776,955)

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Bayesian estimation, Epidemiological models, Causality, policy interventions

10.

Uniform Priors for Impulse Responses

FRB Atlanta Working Paper No. 2023-13
Number of pages: 37 Posted: 29 Sep 2023
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 52 (797,506)
Citation 1

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Bayesian, SVARs, uniform prior, sign restrictions

11.

Inference Based on Time-Varying Svars Identified with Time Restrictions

FRB Atlanta Working Paper No. 2024-4
Number of pages: 55 Posted: 01 Apr 2024
Federal Reserve Bank of Philadelphia, Emory University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Atlanta
Downloads 34 (948,497)

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time-varying parameters, structural vector autoregressions, identification

12.

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications

CEPR Discussion Paper No. DP9796
Number of pages: 74 Posted: 02 Jun 2014
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 16 (1,157,835)
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Fiscal Shocks, Optimism, Sign and Zero Restrictions, SVARs

13.

Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models

FRB of Philadelphia Working Paper No. 21-21
Posted: 14 Jun 2021
Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Vector Autoregressions, Time-Varying Parameters, Stochastic Volatility, Variable Ordering, Cholesky Decomposition, Wishart Process, Dynamic Conditional Correlation, Out-of-sample Forecasting Evaluation