| Estimating global bank network connectedness |
50 |
| Bayesian model comparison for time-varying parameter VARs with stochastic volatility |
17 |
| NETS: Network estimation for time series |
13 |
| Business, housing, and credit cycles |
12 |
| The evolution of scale economies in US banking |
11 |
| Do contractionary monetary policy shocks expand shadow banking? |
10 |
| Simultaneous confidence bands: Theory, implementation, and an application to SVARs |
7 |
| Private debt overhang and the government spending multiplier: Evidence for the United States |
7 |
| Ancestry and development: New evidence |
7 |
| Multivariate choices and identification of social interactions |
7 |
| Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models |
6 |
| What are the macroeconomic effects of high-frequency uncertainty shocks? |
6 |
| Policy uncertainty and aggregate fluctuations |
6 |
| Self-employment among women: Do children matter more than we previously thought? |
6 |
| Sequentially testing polynomial model hypotheses using power transforms of regressors |
5 |
| Sibling spillover effects in school achievement |
5 |
| Homogeneity pursuit in panel data models: Theory and application |
5 |
| Identifying contagion |
5 |
| Estimation of linear dynamic panel data models with time-invariant regressors |
4 |
| Estimating the effects of the minimum wage in a developing country: A density discontinuity design approach |
4 |
| Half-panel jackknife fixed-effects estimation of linear panels with weakly exogenous regressors |
4 |
| Modeling the effects of grade retention in high school |
4 |
| Uncertainty across volatility regimes |
4 |
| A kink that makes you sick: The effect of sick pay on absence |
4 |
| Switching generalized autoregressive score copula models with application to systemic risk |
4 |
| Exact computation of GMM estimators for instrumental variable quantile regression models |
3 |
| Time series copulas for heteroskedastic data |
3 |
| Increasing the credibility of the twin birth instrument |
3 |
| CCE estimation of factor-augmented regression models with more factors than observables |
3 |
| How the baby boomers' retirement wave distorts model-based output gap estimates |
3 |
| Dynamic factor model with infinite-dimensional factor space: Forecasting |
3 |
| CCE in fixed-T panels |
3 |
| Realized networks |
3 |
| Dynamic discrete copula models for high-frequency stock price changes |
3 |
| The response of asset prices to monetary policy shocks: Stronger than thought |
2 |
| How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005 |
2 |
| To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? |
2 |
| The demand for season of birth |
2 |
| Decomposing economic mobility transition matrices |
2 |
| Large time-varying parameter VARs: A nonparametric approach |
2 |
| National natural rates of interest and the single monetary policy in the euro area |
2 |
| Extreme returns and intensity of trading |
2 |
| UK term structure decompositions at the zero lower bound |
2 |
| Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions |
2 |
| Bootstrap inference for impulse response functions in factor-augmented vector autoregressions |
2 |
| Systemic risk and bank business models |
2 |
| Measuring the natural rate of interest: A note on transitory shocks |
2 |
| Macroeconomic forecast accuracy in a data-rich environment |
2 |
| Information shocks and the empirical evaluation of training programs during unemployment spells |
2 |
| Information flows and stock market volatility |
2 |
