Eva F. Janssens

Board of Governors of the Federal Reserve System

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,303

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Micro Shocks and Macro Blocks: Two-step Estimation of Heterogeneous Agent Models

Number of pages: 63 Posted: 04 Oct 2019 Last Revised: 30 Sep 2023
Eva F. Janssens
Board of Governors of the Federal Reserve System
Downloads 554 (92,422)

Abstract:

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model uncertainty, wealth and earnings inequality, parameter identification

2.

Finite-State Markov-Chain Approximations: A Hidden Markov Approach

Number of pages: 61 Posted: 21 Jun 2022 Last Revised: 18 May 2023
Eva F. Janssens and Sean McCrary
Board of Governors of the Federal Reserve System and University of Pennsylvania
Downloads 462 (115,087)

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Numerical methods, Kullback–Leibler divergence, life-cycle dynamics, earnings process

Sectoral Slowdowns in the UK: Evidence from Transmission Probabilities and Economic Linkages

forthcoming, Journal of Applied Econometrics
Number of pages: 61 Posted: 01 Apr 2021 Last Revised: 31 Mar 2022
Eva F. Janssens and Robin L. Lumsdaine
Board of Governors of the Federal Reserve System and American University - Department of Finance and Real Estate
Downloads 133 (391,512)

Abstract:

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Flow of Funds, contagion, epidemiology, intersectoral networks, Gibbs sampling, Bayesian priors

Sectoral Slowdowns in the UK: Evidence From Transmission Probabilities and Economic Linkages

Tinbergen Institute Discussion Paper 2021-027/III
Number of pages: 58 Posted: 19 Apr 2021
Eva F. Janssens and Robin L. Lumsdaine
Board of Governors of the Federal Reserve System and American University - Department of Finance and Real Estate
Downloads 31 (864,327)

Abstract:

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Flow of Funds, Contagion, Epidemiology, Intersectoral Networks, Gibbs Sampling, Bayesian Priors

4.

An Epidemiological Model of Economic Crisis Spread Across Sectors in the United States

forthcoming, Journal of Money, Credit and Banking
Number of pages: 94 Posted: 24 Jan 2018 Last Revised: 05 Oct 2021
Board of Governors of the Federal Reserve System, American University - Department of Finance and Real Estate and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 123 (414,686)
Citation 2

Abstract:

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Flow of Funds, Economic Downturn, Susceptible-Infected-Removed (SIR), Contagion, Epidemiology