S. Borağan Aruoba

University of Maryland - Department of Economics

College Park, MD 20742

United States

SCHOLARLY PAPERS

27

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5,132

TOTAL CITATIONS
Rank 918

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Top 918

in Total Papers Citations

436

Scholarly Papers (27)

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 519 (110,990)
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 262 (238,941)
Citation 2

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

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 343 (179,818)
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 153 (395,706)
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 357 (173,629)
Citation 16

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

Comparing Solution Methods for Dynamic Equilibrium Economies

Number of pages: 76 Posted: 12 Jan 2004
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 151 (400,053)
Citation 9

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

Comparing Solution Methods for Dynamic Equilibrium Economies

FRB of Atlanta Working Paper No. 2003-27
Number of pages: 39 Posted: 17 Feb 2004
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta - Research Department
Downloads 151 (400,053)
Citation 87

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

5.

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 298 (210,806)
Citation 2

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

6.
Downloads 279 (225,678)
Citation 98

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 Bank of Italy
Downloads 153 (395,706)

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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 83 (622,665)
Citation 92

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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 Bank of Italy
Downloads 43 (864,042)
Citation 6

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Improving GDP Measurement: A Forecast Combination Perspective

PIER Working Paper No. 11-028
Number of pages: 30 Posted: 09 Sep 2011
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 94 (575,814)

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

Improving GDP Measurement: A Forecast Combination Perspective

FRB of Philadelphia Working Paper No. 11-41
Number of pages: 30 Posted: 21 Sep 2011
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 63 (724,563)
Citation 1

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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
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 60 (742,487)
Citation 1

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Globalization, the Business Cycle, and Macroeconomic Monitoring

IMF Working Paper No. 11/25
Number of pages: 53 Posted: 07 Feb 2011
World Bank, University of Maryland - Department of Economics, International Monetary Fund (IMF) and University of Pennsylvania - Department of Economics
Downloads 150 (402,303)
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
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, World Bank and International Monetary Fund (IMF)
Downloads 50 (809,463)
Citation 1

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Improving GDP Measurement: A Measurement-Error Perspective

PIER Working Paper No. 13-016
Number of pages: 36 Posted: 04 Apr 2013
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 93 (579,832)
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
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 47 (832,252)
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
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 39 (898,441)
Citation 20

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10.
Downloads 169 (363,277)
Citation 5

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 129 (454,756)

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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 39 (898,441)

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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
Downloads 1 (1,336,528)
Citation 5
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discipline, elections, maximum likelihood, political agency, selection, structural estimation

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 105 (533,298)
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 62 (730,558)

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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 131 (449,107)
Citation 8

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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 32 (965,009)
Citation 8

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13.
Downloads 155 (391,268)
Citation 26

Data Revisions are Not Well-Behaved

Number of pages: 40 Posted: 03 Jan 2005
S. Borağan Aruoba
University of Maryland - Department of Economics
Downloads 123 (472,327)
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 32 (965,009)
Citation 21
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Forecasting, news and noise, real-time data, NIPA variables

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 115 (497,880)
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 34 (945,368)
Citation 8

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15.

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 144 (415,465)

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money, capital, search

16.

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 Bank of Italy
Downloads 143 (417,756)
Citation 3

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

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 91 (587,969)
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 49 (817,026)
Citation 2

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DSGE Models, Government Spending Multiplier, Japan, Multiple Equilibria

18.

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 129 (453,113)
Citation 3

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19.

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 113 (501,438)
Citation 8

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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 108 (518,283)
Citation 2

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21.
Downloads 105 (528,959)
Citation 7

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 77 (650,286)
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 28 (1,007,262)
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 104 (532,589)
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 103 (536,235)
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
University of Maryland - Department of Economics, University of Pennsylvania, University of Pennsylvania - Department of Economics and Federal Reserve Board of Governors
Downloads 82 (618,692)

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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 25 (1,010,847)
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: 56 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 13 (1,155,912)

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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
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 11 (1,181,253)

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