Citation Impact
Citing Papers
World Asset Markets and the Global Financial Cycle
2015
A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
2006
Research Challenges in Financial Data Modeling and Analysis
2017
Ultrafast laser processing of materials: from science to industry
2016 Standout
Advances in nowcasting influenza-like illness rates using search query logs
2015
Hybrid 2D–3D optical devices for integrated optics by direct laser writing
2014
Digital technologies in the public-health response to COVID-19
2020 Standout
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis
2018 StandoutNobel
Combining forecasts – forty years later
2010
What drives spreads in the euro area government bond market?
2009
The Cross-Country Incidence of the Global Crisis
2010
The revenge of the places that don’t matter (and what to do about it)
2017 Standout
Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets
2009
A new index of financial conditions
2014
Assessing the Macroeconomic Effects of LTROs during the Great Recession
2017
EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
2012
Cross-country causes and consequences of the 2008 crisis: Early warning
2011
From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model
2011
DC formulations and algorithms for sparse optimization problems
2017
The photonic lantern
2015
The Impact of the Global Financial Crisis on Banking Globalization
2015 Standout
Identifying Fiscal Policy Transmission in Stochastic Debt Forecasts
2011
Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels
2008
Understanding the New Normal: The Role of Demographics
2016
Forecasting oil prices: High-frequency financial data are indeed useful
2018
Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2
2011 Standout
RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE
2009
Silicon microring resonators
2011 Standout
Monetary Policy in a Low Interest Rate World
2017
Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises
2016
A Time Series Model of Interest Rates With the Effective Lower Bound
2016
The firm size-leverage relationship and its implications for entry and business concentration
2022
Economic costs of the Russia‐Ukraine war
2022 Standout
The Spillovers from Easy Liquidity and the Implications for Multilateralism
2019 StandoutNobel
The European Sovereign Debt Crisis
2012 Standout
Measuring the response of gold prices to uncertainty: An analysis beyond the mean
2018
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
2006
ABCs (and Ds) of Understanding VARs
2007 StandoutNobel
The great retrenchment: international capital flows during the global financial crisis
2011
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
2016 Standout
Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia
2018
Banks, market organization, and macroeconomic performance: An agent-based computational analysis
2017 StandoutNobel
Load and Wind Power Scenario Generation Through the Generalized Dynamic Factor Model
2016
Disentangling the Channels of the 2007–09 Recession
2012
On the statistical identification of DSGE models
2009
Real‐Time Model Uncertainty in the United States: The Fed, 1996–2003
2007
The three-pass regression filter: A new approach to forecasting using many predictors
2015
Infinite-dimensional VARs and factor models
2010
Nowcasting is not Just Contemporaneous Forecasting
2009
Failing Forward? The Euro Crisis and the Incomplete Nature of European Integration
2015 Standout
Assessing the impact of big data on firm innovation performance: Big data is not always better data
2019 Standout
The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks
2010 Standout
Measuring Economic Policy Uncertainty*
2016 Standout
Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
2011 StandoutNobel
Edge Artificial Intelligence for 6G: Vision, Enabling Technologies, and Applications
2021 Standout
Text as Data
2019 Standout
The Euro’s Three Crises
2012
Loan supply, credit markets and the euro area financial crisis
2019
A Theory of Falling Growth and Rising Rents
2023 StandoutNobel
Forecasting oil price realized volatility using information channels from other asset classes
2017
Silicon-on-Insulator Spectral Filters Fabricated With CMOS Technology
2010
Monetary Policy, Product Market Competition and Growth
2019 StandoutNobel
Is the EMU government bond market a playground for asymmetries?
2013
What difference does Euro membership make to stabilization? The political economy of international monetary systems revisited
2014
Macro-financial determinants of the great financial crisis: Implications for financial regulation
2014
Real-Time Inflation Forecasting in a Changing World
2012
Determining the Number of Primitive Shocks in Factor Models
2006
Regional Business Cycles and the Emergence of Sheltered Economies in the Southern Periphery of Europe
2007
Privacy-Preserving Spatiotemporal Scenario Generation of Renewable Energies: A Federated Deep Generative Learning Approach
2021 Standout
Oligarchic Versus Democratic Societies
2008 StandoutNobel
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
2019 Standout
The dynamics of commodity return comovements
2021
Inflation-Gap Persistence in the US
2009 StandoutNobel
Measuring the natural rate of interest: International trends and determinants
2017 Standout
AN INTERVIEW WITH CHRISTOPHER A. SIMS
2004 StandoutNobel
Combining Probabilistic Load Forecasts
2018
A Century of US Central Banking: Goals, Frameworks, Accountability
2013 StandoutNobel
Review of Smart Meter Data Analytics: Applications, Methodologies, and Challenges
2018 Standout
Monetary policy in exceptional times
2010
The New Tools of Monetary Policy
2020 StandoutNobel
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
2015 Standout
Forecasting economic time series using targeted predictors
2008
Macro Factors in Bond Risk Premia
2009
Stories of the Twentieth Century for the Twenty-First
2012
The Generalized Dynamic Factor Model
2005
Measuring Uncertainty
2015 Standout
Structural changes in the US economy: Is there a role for monetary policy?
2008
Uncertainty in forecasts of long-run economic growth
2018 StandoutNobel
Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation
2011
Macroeconomic Effects From Government Purchases and Taxes *
2011 Standout
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR
2012
Monetary Policy Surprises, Credit Costs, and Economic Activity
2015 Standout
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
2022 Standout
The Price of War: Macroeconomic and Cross-sectional Effects of Sanctions on Russia
2022
The Impact of Artificial Intelligence and Blockchain on the Accounting Profession
2020 Standout
Quantitative Trendspotting
2012
Federal Reserve Policy in an International Context
2016 StandoutNobel
Shocks and Government Beliefs: The Rise and Fall of American Inflation
2006 StandoutNobel
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
2005 StandoutNobel
Oil price forecastability and economic uncertainty
2015
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling
2006
Sorry, You're Blocked.' Economic Effects of Financial Sanctions on the Russian Economy
2021
Sovereign risk premiums in the European government bond market
2012 Standout
Cross-country experiences and policy implications from the global financial crisis
2010
Kaldor and Piketty’s facts: The rise of monopoly power in the United States
2021
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Predicting the Present with Google Trends
2012 Standout
Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
2007 Standout
Works of Domenico Giannone being referenced
Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited
2002
High efficiency silicon nitride surface grating couplers
2008
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
2009
Macroeconomic forecasting and structural change
2011
Market Freedom and the Global Recession
2010
Nowcasting: The real-time informational content of macroeconomic data
2008
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
2011
Highly Integrated Optical 4$\,\times\,$4 Crossbar in Silicon-on-Insulator Technology
2009
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
2008
Monetary Policy in Real Time
2004
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
2004
The Financial and Macroeconomic Effects of OMT Announcements
2014
Trends and Cycles in the Euro Area: How Much Heterogeneity and Should We Worry About it?
2006
Common Factors of Commodity Prices
2017
New multicore low mode noise scrambling fiber for applications in high-resolution spectroscopy
2014
Short‐term forecasts of euro area GDP growth
2011
Market Freedom and the Global Recession
2010
Explaining The Great Moderation: It Is Not The Shocks
2008
Common Factors of Commodity Prices
2017
A maximum likelihood approach to dynamic factor analysis in large panels
2005
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
2014
Safety, Liquidity, and the Natural Rate of Interest
2017
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
2006
(Un)Predictability and Macroeconomic Stability
2006
Prior Selection for Vector Autoregressions
2014
Optimal combination of survey forecasts
2015
A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
2011
Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators
2009
Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
2006
The ECB and the Interbank Market
2012
Large Bayesian vector auto regressions
2009
Sparse and stable Markowitz portfolios
2009
Monetary Policy in Real Time
2005