My Citations
Scholar Home
  Advanced Scholar Search



Scholar      Create email alertResults 1 - 50 of 50. (0.22 sec) 

The macroeconomy and the yield curve: a dynamic latent factor approach

[PDF] from psu.edu
Full text - MIT Libraries
FX Diebold, GD Rudebusch… - Journal of Econometrics, 2006 - Elsevier
Cited by 364 - Related articles - Library Search - BL Direct - All 27 versions

Comparing solution methods for dynamic equilibrium economies

[PDF] from 193.146.129.230
Full text - MIT Libraries
SB Aruoba, J Fernandez-Villaverde… - Journal of Economic …, 2006 - Elsevier
Cited by 163 - Related articles - Library Search - All 47 versions

[PDF] Real-time measurement of business conditions

[PDF] from amstat.org
Full text - MIT Libraries
SB Aruoba, FX Diebold… - Journal of Business and Economic Statistics, 2009 - ASA
Page 1. Real-Time Measurement of Business Conditions S. Bora ˘gan ARUOBA
Department of Economics, University of Maryland, College Park, MD 20742
(aruoba@econ.umd.edu) Francis X. DIEBOLD Departments of Economics ...
Cited by 106 - Related articles - View as HTML - All 56 versions

Data revisions are not well behaved

[PDF] from eabcn.org
Full text - MIT Libraries
SB Aruoba - Journal of Money, Credit and Banking, 2008 - Wiley Online Library
Skip to Main Content. ...
Cited by 84 - Related articles - BL Direct - All 9 versions

[BOOK] Money and capital

[PDF] from nber.org
SB Aruoba, C Waller, R Wright… - 2007 - nber.org
Abstract We continue the integration of modern monetary theory and mainstream macro.
First, we pursue price taking as alternative to bargaining. Second, we add firms, capital and
labor markets. Compared to previous attempts at this integration, our models have rich ...
Cited by 75 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 96 versions

Search, money, and capital: a neoclassical dichotomy

[PDF] from narotama.ac.id
SB Aruoba… - Journal of Money, Credit and Banking, 2003 - JSTOR
Page 1. S. BORAGAN ARUOBA RANDALL WRIGHT Search, Money, and Capital: A
Neoclassical Dichotomy Recent work has reduced the gap between search-based
monetary theory and mainstream macroeconomics by incorporating ...
Cited by 58 - Related articles - Get it from MIT Libraries - Library Search - BL Direct - All 73 versions

Bargaining and the Value of Money

[PDF] from grocheteau.com
Full text - MIT Libraries
S Boragan Aruoba, G Rocheteau… - Journal of Monetary …, 2007 - Elsevier
Search models of monetary exchange have typically relied on Nash [1950. The bargaining
problem. Econometrica 18, 155–162] bargaining, or strategic games that yield an equivalent
outcome, to determine the terms of trade. By considering alternative axiomatic bargaining ...
Cited by 46 - Related articles - All 13 versions

The macroeconomy and the yield curve: A nonstructural analysis

[PDF] from eabcn.org
F Diebold, G Rudebusch… - 2003 - papers.ssrn.com
Abstract: We estimate a model with latent factors that summarize the yield curve (namely,
level, slope, and curvature) as well as observable macroeconomic variables (real activity,
inflation, and the stance of monetary policy). Our goal is to provide a characterization of ...
Cited by 36 - Related articles - All 31 versions

Sticky prices versus monetary frictions: An estimation of policy trade-offs

[PDF] from philadelphiafed.org
SB Aruoba… - 2009 - nber.org
We develop a two-sector monetary model with a centralized and decentralized market.
Activities in the centralized market resemble those in a standard New Keynesian economy
with price rigidities. In the decentralized market agents engage in bilateral exchanges for ...
Cited by 33 - Related articles - Library Search - All 38 versions

Optimal Fiscal and Monetary Policy When Money is Essential

[PDF] from federalreserve.gov
SB Aruoba… - FRB International Finance Discussion …, 2006 - papers.ssrn.com
Abstract: We study optimal fiscal and monetary policy in an environment where explicit
frictions give rise to valued money, making money essential in the sense that it expands the
set of feasible trades. Our main results are in stark contrast to the prescriptions of earlier ...
Cited by 24 - Related articles - BL Direct - All 38 versions

Money and capital

[PDF] from clevelandfed.org
Full text - MIT Libraries
SB Aruoba, CJ Waller… - Journal of Monetary Economics, 2011 - papers.ssrn.com
Page 1. working paper FEDERAL RESERVE BANK OF CLEVELAND 07 14 Money
and Capital by S. Borağan Aruoba, Christopher J. Waller, and Randall Wright Page
2. Working papers of the Federal Reserve Bank of Cleveland ...
Cited by 20 - Related articles - All 16 versions

Data revisions are not well-behaved

[PDF] from eabcn.eu
SB Aruoba - 2005 - papers.ssrn.com
Abstract: We document the empirical properties of revisions to major macroeconomic
variables in the United States. Our findings suggest that they do not satisfy simple desirable
statistical properties. In particular, we find that these revisions do not have a zero mean, ...
Cited by 19 - Related articles - BL Direct - All 15 versions

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

[PDF] from umd.edu
SB Aruoba… - 2010 - nber.org
We sketch a framework for monitoring macroeconomic activity in real-time and push it in new
directions. In particular, we focus not only on real activity, which has received most attention
to date, but also on inflation and its interaction with real activity. As for the recent recession ...
Cited by 17 - Related articles - Library Search - All 28 versions

Optimal fiscal and monetary policy when money is essential

Full text - MIT Libraries
SB Aruoba… - Journal of Economic Theory, 2010 - Elsevier
Cited by 16 - Related articles - All 5 versions

Real-time measurement of business conditions

[PDF] from federalreserve.gov
SB Aruoba, FX Diebold… - 2008 - nber.org
The research activities of the NBER are funded by grants from federal research agencies, by
private foundations, and by generous donations from our corporate associates and from
private individuals. The NBER is a non-profit, 501 (c)(3) organization. For information on ...
Cited by 15 - Related articles - Library Search - All 29 versions

[PDF] Money and Optimal Capital Taxation

[PDF] from umd.edu
SB Aruoba… - Manuscript, University of Maryland, 2008 - econweb.umd.edu
Abstract In existing models of jointly-optimal fiscal and monetary policy, the monetary
aspects of the economic environment have little to do with capital taxation prescriptions.
Instead, the capital-taxation prescriptions of the underlying purely real economy in such ...
Cited by 11 - Related articles - View as HTML - All 20 versions

Data uncertainty in general equilibrium

[PDF] from comp-econ.org
SB Aruoba - 2004 - papers.ssrn.com
Abstract: Using recent empirical results regarding the statistical properties of
macroeconomic data revisions, we study the effects of the presence of data revisions, or
data revisions in a general equilibrium framework. We find that data uncertainty creates a ...
Cited by 11 - Related articles - All 10 versions

Globalization, the business cycle, and macroeconomic monitoring

[PDF] from upenn.edu
SB Aruoba, FX Diebold, MA Kose… - 2010 - nber.org
We propose and implement a framework for characterizing and monitoring the global
business cycle. Our framework utilizes high-frequency data, allows us to account for a
potentially large amount of missing observations, and is designed to facilitate the updating ...
Cited by 9 - Related articles - Library Search - All 15 versions

MONEY, SEARCH, AND BUSINESS CYCLES*

[PDF] from umd.edu
Full text - MIT Libraries
SB Aruoba - International Economic Review, 2011 - Wiley Online Library
Skip to Main Content. ...
Cited by 6 - Related articles - All 8 versions

Moving holidays and seasonal adjustment: the case of Turkey

Full text - MIT Libraries
CE Alper… - Review of Middle East Economics and …, 2004 - Taylor & Francis
When holiday variation is present so that the dates of certain holidays change from year to
year, the relatively automatic seasonal adjustment procedures may fail to extract the
seasonal component from a series since the holiday effects are not confined to that ...
Cited by 6 - Related articles - All 9 versions

[PDF] Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities

[PDF] from nber.org
SB Aruoba… - University of Maryland, 2007 - nber.org
Abstract We develop a search-based monetary dynamic stochastic equilibrium (DSGE)
model with nominal rigidities by introducing the fundamental frictions that generate money
demand in an otherwise standard New-Keynesian DSGE model. We use Bayesian ...
Cited by 5 - Related articles - View as HTML - All 10 versions

[PDF] Deseasonalizing macroeconomic data: a caveat to applied researchers in Turkey

[PDF] from umd.edu
CE Alper… - Istanbul Stock Exchange Review, 2001 - econweb.umd.edu
Abstract This paper analyzes the effects of regular seasonal fluctuations of macroeconomic
variables in Turkey due to the religious events according to the Hegirian calendar in monthly
frequency. Conventional deterministic deseasonalization techniques are applied to the ...
Cited by 6 - Related articles - View as HTML - All 3 versions

[CITATION] oOptimal Fiscal and Monetary Policy when Money is Essential, pJournal of Economic Theory, forthcoming

SB Aruoba… - 2010
Cited by 2 - Related articles

[CITATION] A Factor Representation of the Macroeconomy and the Yield Curve

F Diebold, GD Rudebusch… - manuscript, Federal Reserve Bank of San …, 2003
Cited by 2 - Related articles

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

[PDF] from ku.edu.tr
SB Aruoba, MA Davis… - 2011 - leylek.ku.edu.tr
Abstract We study the effects of inflation in a monetary model extended to incorporate both
household production and endogenous investment in housing. As long as cash is used in
market transactions, inflation is a tax on market activity, but not on home production. ...
Cited by 2 - Related articles - View as HTML - Get it from MIT Libraries - All 8 versions

[CITATION] Bargaining in Monetary Economies

SB Aruoba, G Rocheteau… - Journal of Monetary Economics, forthcoming, 2007
Cited by 2 - Related articles

[CITATION] The Macroeconomy and the Yield Curve: a Dynamic Latent Factor Approach,” Forthcoming Journal of Econometrics

FX Diebold, GD Rudebusch… - 2004
Cited by 2 - Related articles

[CITATION] Real Time Measurement of

SB Aruoba, FX Diebold… - 2009
Cited by 2 - Related articles

[CITATION] nInformal Sector

SB Aruoba - Government Policy and Institutions, o manuscript, 2009
Cited by 2 - Related articles

[CITATION] mMoney and Capital: A Quantitative Analysis, n University of Maryland manuscript

SB Aruoba, C Waller… - 2009
Cited by 2 - Related articles

[PDF] An Estimated Search-Based Monetary DSGE Model with Liquid Capital

[PDF] from upenn.edu
SB Aruoba… - 2010 - ssc.upenn.edu
In this note we extend the search-based monetary DSGE model studied in Aruoba and
Schorfheide (2010) and introduce liquid capital claims. More specifically, buyers in the
decentralized market can use a fraction of their capital stock holdings in addition to money ...
Cited by 2 - Related articles - View as HTML - All 5 versions

[CITATION] Chiara Scotti (2009),“Real-Time Measurement of Business Conditions,”

Full text - MIT Libraries
SB Aruoba… - Journal of Business and Economic Statistics
Cited by 2 - Related articles

Data Revisions in General Equilibrium

SB Aruoba - 2004 Meeting Papers, 2004 - ideas.repec.org
In this paper we document the properties of revisions to macroeconomic data in the US and
analyze the implications of these properties in the context of a general equilibrium model.
We find that the revisions to major macroeconomic variables such as output and ...
Cited by 1 - Related articles - Cached - All 5 versions

The International Finance Discussion Papers logo links to the International Finance Discussion Papers home page Optimal Fiscal and Monetary Policy When Money …

SB Aruoba… - federalreserve.gov
Abstract: We study optimal fiscal and monetary policy in an environment where explicit
frictions give rise to valued money, making money essential in the sense that it expands the
set of feasible trades. Our main results are in stark contrast to the prescriptions of earlier ...
Cached - All 3 versions

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

SB Aruoba… - 2003 - papers.ssrn.com
Abstract: Recent work has reduced the gap between search-based monetary theory and
mainstream macroeconomics by incorporating into the search model some centralized
markets as well as some decentralized markets where money is essential. This paper ...
Related articles - All 6 versions

Moving Holidays and Seasonal Adjustment: The Case of Turkey

Full text - MIT Libraries
CE Alper… - Review of Middle East Economics and …, 2005 - degruyter.com
When holiday variation is present so that the dates of certain holidays change from year to
year, the relatively automatic seasonal adjustment procedures may fail to extract the
seasonal component from a series since the holiday effects are not confined to that ...

[PDF] On-line Appendix for Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs

[PDF] from psu.edu
SB Aruoba… - 2010 - Citeseer
This Appendix provides detailed derivations of the equilibrium conditions presented in the
main text. Moreover, we are presenting further empirical results that are not reported in the
published paper. Additional details can found in Aruoba and Schorfheide (2009).
View as HTML - All 6 versions

Money and capital

S Boragan Aruoba, CJ Waller… - Journal of Monetary Economics, 2011 - Elsevier
Abstract The effects of money (anticipated inflation) on capital formation is a classic issue in
macroeconomics. Previous papers adopt reduced-form approaches, putting money in the
utility function, or imposing cash in advance, but using otherwise frictionless models. We ...
Get it from MIT Libraries

[CITATION] APPLICATIONS Real-time measurement of business conditions 600 610: A

S Boragan Aruoba, FX Diebold… - Quality Control and Applied Statistics, 2010

[BOOK] Globalization, the Business Cycle, and Macroeconomic Monitoring

M Terrones, SB Aruoba, FX Diebold… - 2011 - books.google.com
We propose and implement a framework for characterizing and monitoring the global
business cycle. Our framework utilizes high-frequency data, allows us to account for a
potentially large amount of missing observations, and is designed to facilitate the updating ...
Related articles - Get it from MIT Libraries - All 2 versions

Data uncertainty: Empirical evidence, general-equilibrium implications, and hedging strategies

SB Aruoba - 2004 - repository.upenn.edu
Abstract In the first chapter we document the empirical properties of revisions to major
macroeconomic variables in the US, over the period 1966-2000. We find that these revisions
do not have a zero mean, which indicates that the initial announcements by statistical ...
Cached - All 3 versions

[CITATION] Manufacturers' inventories in a developing economy: an intertemporal macroeconomic study of Indian large scale manufacturing.

V Prakash, R Becker, U Fischbacher, SB Aruoba… - 1970 - en.scientificcommons.org
Cached

Globalization, the Business Cycle, and Macroeconomic Monitoring

M Kose, SB Aruoba, M Terrones… - 2011 - papers.ssrn.com
Abstract: We propose and implement a framework for characterizing and monitoring the
global business cycle. Our framework utilizes high-frequency data, allows us to account for a
potentially large amount of missing observations, and is designed to facilitate the updating ...
Related articles - All 4 versions

Improving GDP measurement: a forecast combination perspective

[PDF] from iadb.org
SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide… - 2011 - nber.org
Two often-divergent US GDP estimates are available, a widely-used expenditure side
version, GDPE, and a much less widely-used income-side version GDPI. We propose and
explore a" forecast combination" approach to combining them. We then put the theory to ...
Related articles - All 21 versions

[CITATION] The Macroeconomy and the Yield Curve: A Nonstructural Analysis

FX Diebold, GD Rudebusch
Related articles

[PDF] Do Lottery Gamblers Love Risk or Overweight Small Odds?

[PDF] from umd.edu
SB Aruoba… - 2011 - econ.umd.edu
Abstract This paper considers whether lottery betting is best explained by risk-love or an
alternative to the expected utility model, namely, the overweighting of small odds. To the
best of our knowledge, we are the first to use the common setting of state lottery betting to ...
Related articles - View as HTML - All 2 versions

[PDF] Homework in Monetary Economics: Housing Prices and Inflation

[PDF] from tau.ac.il
SB Aruoba, MA Davis… - 2011 - sapir.tau.ac.il
Abstract We study the effects of inflation in a New Monetarist model extended to incorporate
household production. As long as cash is used in some transactions, inflation is a tax on
market activity; it is never a tax on home production. Inflation thus causes substitution out ...
Related articles - View as HTML

The International Finance Discussion Papers logo links to the International Finance Discussion Papers home page Real-Time Measurement of Business Conditions

SB Aruoba, FX Diebold… - federalreserve.gov
Abstract: We construct a framework for measuring economic activity in real time (eg, minute-
by-minute), using a variety of stock and flow data observed at mixed frequencies.
Specifically, we propose a dynamic factor model that permits exact filtering, and we ...
Cached - All 3 versions

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

G Rudebusch, F Diebold… - 2003 - papers.ssrn.com
Abstract: We estimate a model with latent factors that summarize the yield curve (namely,
level, slope, and curvature) as well as observable macroeconomic variables (real activity,
inflation, and the stance of monetary policy). Our goal is to provide a characterization of ...
Related articles - All 2 versions

[PDF] Globalization, the Business Cycle, and Real-Time Macroeconomic Monitoring

[PDF] from nber.org
SB Aruoba, FX Diebold, MA Kose… - 2010 - nber.org
Abstract*** PRELIMINARY DRAFT–FOR NBER ISOM DISTRIBUTION ONLY*** We propose
and implement a framework for characterizing and monitoring the global business cycle in
real-time. Our framework utilizes high-frequency data, allows us to account for a ...
Related articles - View as HTML

 Create email alert



 

About Google Scholar - All About Google - My Citations

©2012 Google