Andrew T. Foerster

Federal Reserve Banks - Federal Reserve Bank of San Francisco

101 Market Street

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

10

DOWNLOADS

427

SSRN CITATIONS
Rank 7,247

SSRN RANKINGS

Top 7,247

in Total Papers Citations

84

CROSSREF CITATIONS

53

Scholarly Papers (10)

1.
Downloads 124 (229,426)
Citation 10

Perturbation Methods for Markov-Switching DSGE Models

Federal Reserve Bank of Kansas City Working Paper No. RWP 13-01
Number of pages: 35 Posted: 08 Mar 2013 Last Revised: 21 Nov 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 92 (284,399)
Citation 5

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Perturbation Methods for Markov-Switching DSGE Models

FRB Atlanta Working Paper No. 2014-16
Number of pages: 39 Posted: 04 Apr 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 18 (557,840)

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partition principle, naive perturbation, uncertainty, Taylor series, high-order expansion, time-varying coefficients, nonlinearity, Gröbner bases

Perturbation Methods for Markov-Switching DSGE Models

NBER Working Paper No. w20390
Number of pages: 39 Posted: 25 Aug 2014 Last Revised: 01 Sep 2014
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 10 (612,422)
Citation 1

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Perturbation Methods for Markov-Switching DSGE Models

CEPR Discussion Paper No. DP9464
Number of pages: 88 Posted: 08 May 2013
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
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DSGE, Markov-Switching, Perturbation

2.

Financial Crises, Unconventional Monetary Policy Exit Strategies, and Agents’ Expectations

Federal Reserve Bank of Kansas City Working Paper No. 11-04
Number of pages: 46 Posted: 15 Sep 2011 Last Revised: 16 Apr 2014
Andrew T. Foerster
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 61 (356,856)
Citation 5

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Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production

NBER Working Paper No. w14389
Number of pages: 40 Posted: 10 Oct 2008 Last Revised: 05 Mar 2013
Andrew T. Foerster, Pierre-Daniel G. Sarte and Mark W. Watson
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Richmond and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 38 (445,980)

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Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production

FRB Richmond Working Paper No. 08-07
Number of pages: 38 Posted: 11 Dec 2012
Andrew T. Foerster, Pierre-Daniel G. Sarte and Mark W. Watson
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Richmond and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 22 (531,848)
Citation 42

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input-output matrix, Great Moderation, approximate factor model

4.

Uncertainty and Fiscal Cliffs

Federal Reserve Bank of Kansas City Working Paper No. 14-04
Number of pages: 33 Posted: 13 Apr 2014
Troy Davig and Andrew T. Foerster
Federal Reserve Bank of Kansas City and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 58 (365,772)
Citation 3

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Fiscal Policy, Uncertainty, Distorting taxation

5.

Search with Wage Posting under Sticky Prices

Federal Reserve Bank of Kansas City Working Paper No. 14-17
Number of pages: 38 Posted: 07 Dec 2014 Last Revised: 18 Nov 2017
Andrew T. Foerster and Jose Mustre-del-Rio
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Bank of Kansas City
Downloads 41 (424,083)

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Search, Matching, Inflation, Sticky Prices, Heterogeneity, Incomplete markets

Monetary Policy Regime Switches and Macroeconomic Dynamics

Federal Reserve Bank of Kansas City Working Paper No. 13-04
Number of pages: 34 Posted: 09 Aug 2013 Last Revised: 08 Nov 2014
Andrew T. Foerster
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 37 (450,327)
Citation 1

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regime switching, Taylor Rule, infl‡ation targeting, determinacy

Monetary Policy Regime Switches and Macroeconomic Dynamics

International Economic Review, Vol. 57, Issue 1, pp. 211-230, 2016
Number of pages: 20 Posted: 12 Feb 2016
Andrew T. Foerster
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 1 (689,894)
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7.

Optimal Monetary Policy Regime Switches

Federal Reserve Bank of Kansas City Working Paper No. 16-07
Number of pages: 40 Posted: 19 Aug 2016
Jason Choi and Andrew T. Foerster
Federal Reserve Bank of Kansas City and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 22 (514,836)

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Growth Rate, Optimal Policy, Regime Switching, Taylor Rule, Inflation Target

8.

Are We Working Too Hard or Should We Be Working Harder? A Simple Model of Career Concerns

FRB Richmond Economic Quarterly, vol. 92, no. 1, Winter 2006, pp. 79-91
Number of pages: 13 Posted: 07 Dec 2012
Andrew T. Foerster and Leonardo Martinez
Federal Reserve Banks - Federal Reserve Bank of San Francisco and International Monetary Fund (IMF) - IMF Institute
Downloads 20 (526,580)

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9.

Aggregate Implications of Changing Sectoral Trends

NBER Working Paper No. w25867
Number of pages: 55 Posted: 28 May 2019
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 3 (635,334)
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10.

Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach

Number of pages: 40
London School of Economics & Political Science (LSE) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Missouri and Johns Hopkins University - Carey Business School
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Financial Crises, Endogenous Regime Switching, Bayesian Estimation, Occasionally Binding Constraints.