Pablo Cuba-Borda

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

DOWNLOADS

735

SSRN CITATIONS
Rank 16,857

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Top 16,857

in Total Papers Citations

39

CROSSREF CITATIONS

32

Scholarly Papers (11)

1.

Understanding Growth-at-Risk: A Markov Switching Approach

Number of pages: 72 Posted: 25 Feb 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 212 (230,235)
Citation 9

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Growth-at-Risk, regime-switching regression, quantile regression

2.
Downloads 122 (365,124)
Citation 2

Understanding Persistent Stagnation

Number of pages: 50 Posted: 08 Oct 2018 Last Revised: 09 Mar 2019
Pablo Cuba-Borda and Sanjay R. Singh
Board of Governors of the Federal Reserve System and University of California, Davis
Downloads 70 (528,026)
Citation 3

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expectations-driven trap, secular stagnation, monetary policy, zero lower bound

Understanding Persistent Stagnation

International Finance Discussion Paper No. 1243
Number of pages: 52 Posted: 12 Mar 2019 Last Revised: 29 Apr 2020
Pablo Cuba-Borda and Sanjay R. Singh
Board of Governors of the Federal Reserve System and University of California, Davis
Downloads 52 (614,619)

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Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries

International Finance Discussion Paper No. 1163
Number of pages: 50 Posted: 05 May 2016 Last Revised: 21 Sep 2016
Frank Schorfheide, Pablo Cuba-Borda and S. Borağan Aruoba
University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System and University of Maryland - Department of Economics
Downloads 80 (488,667)
Citation 20

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Deflation, DSGE Models, Japan, Multiple Equilibria, Nonlinear Filtering, Nonlinear Solution Methods, Sunspots, U.S., zero lower bound (ZLB)

4.

Understanding Persistent ZLB: Theory and Assessment

Number of pages: 52 Posted: 12 May 2020
Pablo Cuba-Borda and Sanjay R. Singh
Board of Governors of the Federal Reserve System and University of California, Davis
Downloads 93 (440,977)
Citation 2

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Expectations-driven trap, secular stagnation, zero lower bound, robust policies

5.

Monitoring the World Economy: A Global Conditions Index

FRB IFDP Notes No. 2018-06-15
Number of pages: 9 Posted: 20 Jun 2018 Last Revised: 21 Feb 2019
Pablo Cuba-Borda, Alexander Mechanick and Andrea Raffo
Board of Governors of the Federal Reserve System, Government of the United States of America - Office of Management and Budget (OMB) and Board of Governors of the Federal Reserve System
Downloads 91 (447,135)
Citation 3

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Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

International Finance Discussion Paper No. 1272
Number of pages: 63 Posted: 15 Jun 2020
University of Maryland, Board of Governors of the Federal Reserve System, University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 43 (667,379)

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Bayesian estimation, Nonlinear filtering, Nonlinear solution methods, Particle MCMC, zero lower bound (ZLB)

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

FRB of Philadelphia Working Paper No. 20-13
Number of pages: 62 Posted: 29 Apr 2020
University of Maryland, Board of Governors of the Federal Reserve System, University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 30 (758,603)

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Bayesian Estimation, Nonlinear Filtering, Nonlinear Solution Methods, particle MCMC, zero lower bound (ZLB)

7.

Likelihood Evaluation of Models with Occasionally Binding Constraints

FEDS Working Paper No. 2019-28
Number of pages: 40 Posted: 22 Apr 2019
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 43 (652,139)
Citation 12

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8.

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

PIER Working Paper No. 20-037
Number of pages: 78 Posted: 01 Dec 2020
University of Maryland, Board of Governors of the Federal Reserve System, University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 19 (824,276)

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Bayesian Estimation, Effective Lower Bound on Nominal Interest Rates, Nonlinear Filtering, Nonlinear Solution Methods, Particle MCMC

9.

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

NBER Working Paper No. w27991
Number of pages: 78 Posted: 27 Oct 2020 Last Revised: 26 Jun 2022
University of Maryland - Department of Economics, Board of Governors of the Federal Reserve System, University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 2 (970,200)

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10.

Forecasting During the Covid-19 Pandemic: A Structural Analysis of Downside Risk

FEDS Notes No. 2021-02-01-2
Posted: 09 Feb 2021
Martin Bodenstein, Pablo Cuba-Borda, Jay Faris and Nils Gornemann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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11.

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints

CEPR Discussion Paper No. DP15388
Number of pages: 81 Posted: 03 Nov 2020
University of Maryland, Board of Governors of the Federal Reserve System, University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 0 (985,300)
Citation 6
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Bayesian estimation, Effective Lower Bound on Nominal Interest Rates, Nonlinear Filtering, Nonlinear Solution Methods, Particle MCMC