S. Borağan Aruoba

University of Maryland - Department of Economics

College Park, MD 20742

United States

  • University of Maryland - Department of Economics

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SCHOLARLY PAPERS

27

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1,031

CROSSREF CITATIONS

608

Scholarly Papers (27)

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1.

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Downloads 755 (58,460)
Citation 6

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Number of pages: 39 Posted: 28 Oct 2003
Francis X. Diebold, Glenn D. Rudebusch and S. Borağan Aruoba
University of Pennsylvania - Department of Economics, Federal Reserve Bank of San Francisco and University of Maryland - Department of Economics
Downloads 508 (95,552)
Citation 8

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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, statespace model

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Number of pages: 40 Posted: 14 Dec 2003
Glenn D. Rudebusch, Francis X. Diebold and S. Borağan Aruoba
Federal Reserve Bank of San Francisco, University of Pennsylvania - Department of Economics and University of Maryland - Department of Economics
Downloads 247 (212,154)
Citation 2

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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, state-space model

2.

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach

Downloads 423 (120,096)
Citation 265

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach

Rodney L. White Center for Financial Research Working Paper No. 16-04
Number of pages: 41 Posted: 08 Jul 2004
Francis X. Diebold, Glenn D. Rudebusch and S. Borağan Aruoba
University of Pennsylvania - Department of Economics, Federal Reserve Bank of San Francisco and University of Maryland - Department of Economics
Downloads 319 (162,982)
Citation 2

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Term structure, interest rates, macroeconomic fundamentals, factor model, state-space model

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach

NBER Working Paper No. w10616
Number of pages: 40 Posted: 28 Jul 2004 Last Revised: 06 Jul 2022
Francis X. Diebold, Glenn D. Rudebusch and S. Borağan Aruoba
University of Pennsylvania - Department of Economics, Federal Reserve Bank of San Francisco and University of Maryland - Department of Economics
Downloads 104 (441,861)
Citation 25

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3.

Money and Capital

FRB of Cleveland Working Paper No. 07-14
Number of pages: 58 Posted: 17 Oct 2007 Last Revised: 23 Oct 2007
S. Borağan Aruoba, Christopher J. Waller and Randall Wright
University of Maryland - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 277 (189,999)
Citation 13

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bargaining, price taking, centralized markets, decentralized markets, capital, inflation, investment, welfare

4.

Moving Holidays and Seasonality: An Application in the Time and Frequency Domains for Turkey

Bogazici University ISS/EC Working Paper No. 01-07
Number of pages: 34 Posted: 01 Nov 2001
C. Emre Alper and S. Borağan Aruoba
International Monetary Fund (IMF) and University of Maryland - Department of Economics
Downloads 277 (189,999)
Citation 2

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Moving Holidays, Calendar Variation, Seasonality, Time Domain, Frequency Domain, Hegirian Calendar

5.

Comparing Solution Methods for Dynamic Equilibrium Economies

Downloads 267 (197,210)
Citation 88

Comparing Solution Methods for Dynamic Equilibrium Economies

FRB of Atlanta Working Paper No. 2003-27
Number of pages: 39 Posted: 17 Feb 2004
S. Borağan Aruoba, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 138 (356,980)
Citation 87

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Dynamic equilibrium economies, computational methods, linear and nonlinear solution methods

Comparing Solution Methods for Dynamic Equilibrium Economies

Number of pages: 76 Posted: 12 Jan 2004
S. Borağan Aruoba, Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 129 (376,245)
Citation 9

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Dynamic Equilibrium Economies, Computational Methods, Linear and Nonlinear Solution Methods

6.

Real-Time Measurement of Business Conditions

Downloads 255 (206,528)
Citation 130

Real-Time Measurement of Business Conditions

FRB International Finance Discussion Paper No. 901, PIER Working Paper No. 07-028
Number of pages: 36 Posted: 22 Sep 2007
S. Borağan Aruoba, Francis X. Diebold and Chiara Scotti
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 141 (350,987)

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Import prices, Export prices, Trade balance, Marshall-Lerner condition, DGE model

Real-Time Measurement of Business Conditions

FRB of Philadelphia Working Paper No. 08-19
Number of pages: 30 Posted: 24 Sep 2008
S. Borağan Aruoba and Francis X. Diebold
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 73 (554,060)
Citation 93

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Business cycle, Expansion, Recession, Macroeconomic forecasting, State space model, Dynamic factor model, Contraction, Turning point

Real-Time Measurement of Business Conditions

NBER Working Paper No. w14349
Number of pages: 30 Posted: 23 Sep 2008 Last Revised: 17 Sep 2022
S. Borağan Aruoba, Francis X. Diebold and Chiara Scotti
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 41 (732,817)
Citation 6

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7.

Improving GDP Measurement: A Forecast Combination Perspective

Downloads 192 (269,698)
Citation 4

Improving GDP Measurement: A Forecast Combination Perspective

PIER Working Paper No. 11-028
Number of pages: 30 Posted: 09 Sep 2011
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 87 (497,942)

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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession

Improving GDP Measurement: a Forecast Combination Perspective

NBER Working Paper No. w17421
Number of pages: 30 Posted: 21 Sep 2011 Last Revised: 06 Feb 2023
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 54 (649,382)
Citation 1

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Improving GDP Measurement: A Forecast Combination Perspective

FRB of Philadelphia Working Paper No. 11-41
Number of pages: 30 Posted: 21 Sep 2011
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 51 (667,084)
Citation 1

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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession

8.

Globalization, the Business Cycle, and Macroeconomic Monitoring

Downloads 187 (276,079)
Citation 4

Globalization, the Business Cycle, and Macroeconomic Monitoring

IMF Working Paper No. 11/25
Number of pages: 53 Posted: 07 Feb 2011
M. Ayhan Kose, S. Borağan Aruoba, Marco E. Terrones and Francis X. Diebold
World Bank, University of Maryland - Department of Economics, International Monetary Fund (IMF) and University of Pennsylvania - Department of Economics
Downloads 141 (350,987)
Citation 3

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Business cycles, Cross country analysis, Globalization, Group of seven

Globalization, the Business Cycle, and Macroeconomic Monitoring

NBER Working Paper No. w16264
Number of pages: 52 Posted: 16 Aug 2010 Last Revised: 11 Jun 2023
S. Borağan Aruoba, Francis X. Diebold, M. Ayhan Kose and Marco E. Terrones
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, World Bank and International Monetary Fund (IMF)
Downloads 46 (698,385)
Citation 1

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9.

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions

Downloads 153 (327,960)
Citation 9

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions

PIER Working Paper No. 10-002
Number of pages: 17 Posted: 12 Jan 2010 Last Revised: 17 Jan 2010
S. Borağan Aruoba and Francis X. Diebold
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 99 (457,553)
Citation 14

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Nowcasting, Prices, Wages, Business cycle, Expansion, Contraction, Recession, Turning point, State-space model, Dynamic factor model

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions

NBER Working Paper No. w15657
Number of pages: 17 Posted: 18 Jan 2010 Last Revised: 14 Apr 2023
S. Borağan Aruoba and Francis X. Diebold
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 54 (649,382)

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10.

Improving GDP Measurement: A Measurement-Error Perspective

Downloads 148 (337,005)
Citation 25

Improving GDP Measurement: A Measurement-Error Perspective

PIER Working Paper No. 13-016
Number of pages: 36 Posted: 04 Apr 2013
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 82 (516,809)
Citation 3

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Income, output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination

Improving GDP Measurement: A Measurement-Error Perspective

FRB of Philadelphia Working Paper No. 13-16
Number of pages: 36 Posted: 11 May 2013
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 34 (785,786)
Citation 1

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Income, Output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination

Improving GDP Measurement: A Measurement-Error Perspective

NBER Working Paper No. w18954
Number of pages: 36 Posted: 13 Apr 2013 Last Revised: 17 Apr 2022
S. Borağan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 32 (802,038)
Citation 20

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11.

A Structural Model of Electoral Accountability

Downloads 143 (346,402)
Citation 3

A Structural Model of Electoral Accountability

Number of pages: 58 Posted: 24 Apr 2015 Last Revised: 22 Mar 2017
S. Borağan Aruoba, Allan Drazen and Razvan Vlaicu
University of Maryland - Department of Economics, University of Maryland - Department of Economics and Inter-American Development Bank
Downloads 114 (413,053)

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discipline, selection, political agency, elections, structural estimation, maximum likelihood

A Structural Model of Electoral Accountability

NBER Working Paper No. w21151
Number of pages: 49 Posted: 11 May 2015 Last Revised: 17 Apr 2023
S. Borağan Aruoba, Allan Drazen and Razvan Vlaicu
University of Maryland - Department of Economics, University of Maryland - Department of Economics and Inter-American Development Bank
Downloads 29 (827,432)

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A Structural Model of Electoral Accountability

CEPR Discussion Paper No. DP11331
Number of pages: 56 Posted: 20 Jun 2016
S. Borağan Aruoba, Allan Drazen and Razvan Vlaicu
University of Maryland - Department of Economics, University of Maryland - Department of Economics and Inter-American Development Bank
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Citation 3
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discipline, elections, maximum likelihood, political agency, selection, structural estimation

12.

Real-Time Measurement of Business Conditions, Second Version

PIER Working Paper No. 08-011
Number of pages: 28 Posted: 04 Apr 2008
S. Borağan Aruoba, Francis X. Diebold and Chiara Scotti
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 135 (362,231)
Citation 3

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Business cycle, Expansion, Recession, State space model, Macroeconomic forecasting, Dynamic factor model, Contraction, Turning point

13.

Macroeconomic Dynamics Near the ZLB: A Tale of Two Equilibria

Downloads 133 (366,463)
Citation 36

Macroeconomic Dynamics Near the ZLB: A Tale of Two Equilibria

FRB of Philadelphia Working Paper No. 13-29
Number of pages: 66 Posted: 18 Jul 2013
S. Borağan Aruoba and Frank Schorfheide
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 108 (429,914)
Citation 9

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DSGE models, government spending

Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries

NBER Working Paper No. w19248
Number of pages: 74 Posted: 27 Jul 2013 Last Revised: 04 Feb 2023
S. Borağan Aruoba and Frank Schorfheide
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 25 (863,123)
Citation 8

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14.

Data Revisions are Not Well-Behaved

Downloads 129 (375,019)
Citation 61

Data Revisions are Not Well-Behaved

Number of pages: 40 Posted: 03 Jan 2005
S. Borağan Aruoba
University of Maryland - Department of Economics
Downloads 103 (444,964)
Citation 5

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Forecasting, news and noise, real-time data, NIPA variables

Data Revisions are Not Well-Behaved

CEPR Discussion Paper No. 5271
Number of pages: 43 Posted: 15 Nov 2005
S. Borağan Aruoba
University of Maryland - Department of Economics
Downloads 26 (854,067)
Citation 20
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Forecasting, news and noise, real-time data, NIPA variables

15.

Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries

Downloads 123 (388,785)
Citation 34

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 85 (505,411)
Citation 20

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

Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries

PIER Working Paper No. 14-035
Number of pages: 74 Posted: 07 Oct 2014
S. Borağan Aruoba, Pablo Borda and Frank Schorfheide
University of Maryland - Department of Economics, University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 38 (754,898)
Citation 2

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DSGE Models, Government Spending Multiplier, Japan, Multiple Equilibria

16.

Money and Capital: A Quantitative Analysis

Federal Reserve Bank of St. Louis Working Paper No. 2009-031A
Number of pages: 58 Posted: 10 Aug 2009
S. Borağan Aruoba, Christopher J. Waller and Randall Wright
University of Maryland - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 121 (393,586)

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money, capital, search

17.

Search, Money and Capital: a Neoclassical Dichotomy

PIER Working Paper No. 02-036, FRB of Cleveland Working Paper No. 02-08
Number of pages: 30 Posted: 28 Oct 2002 Last Revised: 18 Nov 2007
S. Borağan Aruoba and Randall Wright
University of Maryland - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 117 (403,264)
Citation 3

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18.

A Comparison of Programming Languages in Economics

NBER Working Paper No. w20263
Number of pages: 20 Posted: 30 Jun 2014 Last Revised: 15 May 2022
S. Borağan Aruoba and Jesús Fernández-Villaverde
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 103 (442,129)
Citation 7

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19.

Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs

Downloads 101 (448,323)
Citation 16

Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs

FRB of Philadelphia Working Paper No. 09-8
Number of pages: 85 Posted: 14 May 2009
S. Borağan Aruoba and Frank Schorfheide
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 71 (562,899)
Citation 11

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Long-run inflation target, monetary models, welfare costs of inflation, bayesian estimation

Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-Offs

NBER Working Paper No. w14870
Number of pages: 56 Posted: 13 Apr 2009 Last Revised: 20 Aug 2022
S. Borağan Aruoba and Frank Schorfheide
University of Maryland - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 30 (818,808)
Citation 9

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20.

Search, Money and Capital: A Neoclassical Dichotomy, Second Version

Number of pages: 33 Posted: 25 Nov 2003
S. Borağan Aruoba and Randall Wright
University of Maryland - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 97 (460,500)
Citation 2

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21.

Assessing DSGE Model Nonlinearities

Downloads 86 (496,920)
Citation 12

Assessing DSGE Model Nonlinearities

FRB of Philadelphia Working Paper No. 13-47
Number of pages: 62 Posted: 30 Nov 2013
S. Borağan Aruoba, Luigi Bocola and Frank Schorfheide
University of Maryland - Department of Economics, Stanford University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 63 (600,653)
Citation 2

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DSGE Models, Time-series analysis, Nonlinear

Assessing DSGE Model Nonlinearities

NBER Working Paper No. w19693
Number of pages: 47 Posted: 10 Dec 2013 Last Revised: 24 Apr 2022
S. Borağan Aruoba, Luigi Bocola and Frank Schorfheide
University of Maryland - Department of Economics, Stanford University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 23 (881,957)
Citation 5

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22.

Optimal Fiscal and Monetary Policy When Money is Essential

FRB International Finance Discussion Paper No. 880
Number of pages: 56 Posted: 19 Jan 2007
S. Borağan Aruoba and Sanjay K. Chugh
University of Maryland - Department of Economics and University of Maryland
Downloads 86 (496,920)
Citation 29

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Micro-founded models of money, Friedman Rule, inflation stability

23.

Term Structures of Inflation Expectations and Real Interest Rates

FRB of Philadelphia Working Paper No. 16-9
Number of pages: 70 Posted: 24 Mar 2016
S. Borağan Aruoba
University of Maryland - Department of Economics
Downloads 85 (500,519)
Citation 1

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Surveys, TIPS, Inflation swaps, Unconventional monetary policy, Treasury Inflation-Protected Securities (TIPS)

24.

Svars with Occasionally-Binding Constraints

NBER Working Paper No. w28571
Number of pages: 70 Posted: 22 Mar 2021 Last Revised: 17 Apr 2023
S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide and Sergio Villalvazo
University of Maryland - Department of Economics, University of Pennsylvania, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 26 (828,643)

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25.

Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes

NBER Working Paper No. w18276
Number of pages: 43 Posted: 03 Aug 2012 Last Revised: 10 Jun 2023
S. Borağan Aruoba, Morris A. Davis and Randall Wright
University of Maryland - Department of Economics, Rutgers Business School and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 21 (873,351)
Citation 2

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26.

Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints

NBER Working Paper No. w30591
Number of pages: 63 Posted: 26 Oct 2022 Last Revised: 14 Apr 2023
S. Borağan Aruoba, Ronel Elul and Ṣebnem Kalemli-Özcan
University of Maryland - Department of Economics, Federal Reserve Bank of Philadelphia and University of Maryland
Downloads 4 (1,028,614)
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27.

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
S. Borağan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide and Sergio Villalvazo
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 3 (1,035,134)

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