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Bulat Gafarov

Personal Details

First Name:Bulat
Middle Name:
Last Name:Gafarov
Suffix:
RePEc Short-ID:pga650
[This author has chosen not to make the email address public]
http://www.bulatngafarov.com

Affiliation

Department of Agricultural and Resource Economics
University of California-Davis

Davis, California (United States)
http://are.ucdavis.edu/
RePEc:edi:daucdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bulat Gafarov, 2023. "Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models," Papers 2304.07331, arXiv.org.
  2. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
  3. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.
  4. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
  5. Saroj Bhattarai & Gauti B. Eggertsson & Bulat Gafarov, 2015. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," NBER Working Papers 21336, National Bureau of Economic Research, Inc.
  6. Bulat Gafarov, 2013. "Do unobserved components models forecast inflation in Russia?," HSE Working papers WP BRP 35/EC/2013, National Research University Higher School of Economics.
    repec:ags:aaea22:322430 is not listed on IDEAS

Articles

  1. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.
  2. Bulat Gafarov & Bruno Salcedo, 2015. "Ordinal dominance and risk aversion," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 287-298, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.

    Cited by:

    1. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.

  2. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.

    Cited by:

    1. Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics: From A. L. Nagar to Now," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.

  3. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.

    Cited by:

    1. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Constraint Qualifications in Partial Identification," Papers 1908.09103, arXiv.org, revised Apr 2021.
    2. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.

  4. Saroj Bhattarai & Gauti B. Eggertsson & Bulat Gafarov, 2015. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," NBER Working Papers 21336, National Bureau of Economic Research, Inc.

    Cited by:

    1. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
    2. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    3. Thomas B. King, 2016. "Expectation and Duration at the Effective Lower Bound," Working Paper Series WP-2016-21, Federal Reserve Bank of Chicago.
    4. Leeper, Eric M. & Leith, Campbell & Liu, Ding, 2021. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 600-617.
    5. Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
    6. Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," Working Paper Series 2352, European Central Bank.
    7. Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
    8. Arthur Galego Mendes & Tiago Couto Berriel, "undated". "Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing," Textos para discussão 638, Department of Economics PUC-Rio (Brazil).
    9. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    10. Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," PSE-Ecole d'économie de Paris (Postprint) halshs-03954090, HAL.
    11. Philippe Andrade & Gaetano Gaballo & Eric Mengus & Benoît Mojon, 2019. "Forward Guidance and Heterogeneous Beliefs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 1-29, July.
    12. Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
    13. Taisuke Nakata & Takeki Sunakawa, 2020. "Credible Forward Guidance," CARF F-Series CARF-F-484, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    14. Inda Mulaahmetovic, 2022. "Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 12(3), pages 141-163.
    15. Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
    16. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," 2018 Meeting Papers 310, Society for Economic Dynamics.
    17. Taisuke Nakata & Sebastian Schmidt, 2018. "Online Appendix to "Gradualism and Liquidity Traps"," Online Appendices 17-251, Review of Economic Dynamics.
    18. Jeffrey R. Campbell, 2014. "Quantitative Easing in Joseph's Egypt with Keynesian Producers," Working Paper Series WP-2014-15, Federal Reserve Bank of Chicago.
    19. Coenen, Günter & Montes-Galdón, Carlos & Schmidt, Sebastian, 2021. "Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment," CFS Working Paper Series 656, Center for Financial Studies (CFS).
    20. Harrison, Richard, 2021. "Flexible inflation targeting with active fiscal policy," Bank of England working papers 928, Bank of England.
    21. Smith, A. Lee & Valcarcel, Victor J., 2023. "The financial market effects of unwinding the Federal Reserve’s balance sheet," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    22. Philippe Bacchetta & Elena Perazzi & Eric van Wincoop, 2015. "Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?," Cahiers de Recherches Economiques du Département d'économie 15.06, Université de Lausanne, Faculté des HEC, Département d’économie.
    23. Christopher Waller & Paola Boel, 2017. "On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound," 2017 Meeting Papers 1030, Society for Economic Dynamics.
    24. Taisuke Nakata & Sebastian Schmidt, 2014. "Conservatism and Liquidity Traps," UTokyo Price Project Working Paper Series 059, University of Tokyo, Graduate School of Economics, revised Jul 2015.
    25. Barry Eichengreen, 2020. "Keynesian economics: can it return if it never died?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 8(1), pages 23-35, January.
    26. Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.
    27. Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," SciencePo Working papers hal-03471880, HAL.
    28. Döhrn, Roland & Barabas, György & Blagov, Boris & Fuest, Angela & Gebhardt, Heinz & Jäger, Philipp & Micheli, Martin & Rujin, Svetlana, 2017. "Die wirtschaftliche Entwicklung im Inland: Konjunktur weiter von Binnenwirtschaft getragen," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 68(1), pages 33-91.
    29. Fabian Schär, 2021. "Decentralized Finance: On Blockchain- and Smart Contract-Based Financial Markets," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 153-174, April.
    30. Taisuke Nakata & Hiroatsu Tanaka, 2020. "Equilibrium Yield Curves and the Interest Rate Lower Bound," CARF F-Series CARF-F-482, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    31. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
    32. Hall, Robert, 2015. "Maintaining Central-Bank Financial Stability under New-Style Central Banking," CEPR Discussion Papers 10741, C.E.P.R. Discussion Papers.
    33. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
    34. Taisuke Nakata, 2017. "Online Appendix to "Reputation and Liquidity Traps"," Online Appendices 15-55, Review of Economic Dynamics.
    35. Schmidt, Sebastian & Nakata, Taisuke, 2016. "Gradualism and Liquidity Traps," VfS Annual Conference 2016 (Augsburg): Demographic Change 145469, Verein für Socialpolitik / German Economic Association.
    36. Eric Monnet & Miklos Vari, 2019. "Liquidity Ratios as Monetary Policy Tools: Some Historical Lessons for Macroprudential Policy," IMF Working Papers 2019/176, International Monetary Fund.
    37. Robert J. Kurtzman & David Zeke, 2017. "Misallocation Costs of Digging Deeper into the Central Bank Toolkit," Finance and Economics Discussion Series 2017-076, Board of Governors of the Federal Reserve System (U.S.).
    38. Vogel, Lukas, 2019. "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    39. Jean Barthélemy & Guillaume Plantin, 2018. "Fiscal and Monetary Regimes: A Strategic Approach," SciencePo Working papers Main hal-03393134, HAL.
    40. Serdar Kabaca & Renske Maas & Kostas Mavromatis & Romanos Priftis, 2020. "Optimal Quantitative Easing in a Monetary Union," Staff Working Papers 20-49, Bank of Canada.
    41. Igor Goncharov & Vasso Ioannidou & Martin C. Schmalz, 2020. "(Why) do central banks care about their profits?," ECONtribute Discussion Papers Series 018, University of Bonn and University of Cologne, Germany.
    42. Xu Zhang, 2021. "Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases," Staff Working Papers 21-54, Bank of Canada.
    43. Evan Karson & Christopher J. Neely, 2020. "More Stories of Unconventional Monetary Policy," Working Papers 2020-043, Federal Reserve Bank of St. Louis.
    44. Gauti B. Eggertsson & Kevin B. Proulx, 2016. "Bernanke’s No-Arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 3, pages 063-104, Central Bank of Chile.
    45. Benigno, Pierpaolo & Nistico, Salvatore, 2015. "Non-Neutrality of Open-Market Operations," CEPR Discussion Papers 10594, C.E.P.R. Discussion Papers.
    46. Czudaj, Robert L., 2020. "Is the negative interest rate policy effective?," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 75-86.
    47. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.
    48. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES 2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    49. ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
    50. Timothy S. Hills & Taisuke Nakata, 2018. "Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 155-172, February.
    51. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    52. Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara, 2014. "Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap," AJRC Working Papers 1402, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
    53. Maria E. Canon & Limor Golan & Cody A. Smith, 2021. "Understanding the Gender Earnings Gap: Hours Worked, Occupational Sorting, and Labor Market Experience," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 175-205, April.
    54. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2021. "Effects of US quantitative easing on emerging market economies," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
    55. Taisuke Nakata & Hiroatsu Tanaka, 2016. "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-085, Board of Governors of the Federal Reserve System (U.S.).
    56. Oliver de Groot & Alexander Haas, 2019. "The Signalling Channel of Negative Interest Rates," Working Papers 201905, University of Liverpool, Department of Economics.
    57. Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
    58. Taisuke Nakata, 2014. "Reputation and Liquidity Traps," 2014 Meeting Papers 61, Society for Economic Dynamics.
    59. Claudio Borio & Anna Zabai, 2016. "Unconventional monetary policies: a re-appraisal," BIS Working Papers 570, Bank for International Settlements.
    60. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017. "Unconventional monetary policy and the behavior of shorts," Working Papers 2017-031, Federal Reserve Bank of St. Louis, revised 30 Sep 2021.
    61. Goto, Eiji, 2023. "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, vol. 136(C).
    62. Paludkiewicz, Karol, 2018. "Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181669, Verein für Socialpolitik / German Economic Association.
    63. Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020. "The ECB’s Asset Purchase Programme: Theory, effects, and risks," wp.comunite 00147, Department of Communication, University of Teramo.
    64. Michau, Jean-Baptiste, 2019. "Monetary and fiscal policy in a liquidity trap with inflation persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 1-28.
    65. Armelius, Hanna & Boel, Paola & Claussen, Carl Andreas & Nessén, Marianne, 2018. "The e-krona and the macroeconomy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 3, pages 43-65.
    66. Brent Bundick & A. Lee Smith, 2020. "The Dynamic Effects of Forward Guidance Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(5), pages 946-965, December.
    67. Atsushi Tanaka, 2021. "Central Bank Capital and Credibility: A Literature Survey," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 249-262, June.
    68. Roulleau-Pasdeloup, Jordan, 2023. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    69. Ippei Fujiwara & Yoshiyuki Nakazono & Kozo Ueda, 2015. "Policy Regime Change Against Chronic Deflation?," Working Papers halshs-01545830, HAL.
    70. Angus Armstrong, 2017. "Treasury Select Committee Inquiry Into The Effectiveness And Impact Of Post-2008 UK Monetary Policy," National Institute of Economic and Social Research (NIESR) Policy Papers 03, National Institute of Economic and Social Research.
    71. McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
    72. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    73. Pegoraro, Stefano & Montagna, Mattia, 2021. "Issuance and valuation of corporate bonds with quantitative easing," Working Paper Series 2520, European Central Bank.
    74. Taisuke Nakata, 2014. "Reputation and Liquidity Traps," Working Papers e087, Tokyo Center for Economic Research.
    75. Fernando M. Duarte & Benjamin K. Johannsen & Leonardo Melosi & Taisuke Nakata, 2020. "Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies," Finance and Economics Discussion Series 2020-067, Board of Governors of the Federal Reserve System (U.S.).
    76. Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
    77. Igor Goncharov & Vasso Ioannidou & Martin C. Schmalz, 2017. "(Why) Do Central Banks Care About Their Profits?," CESifo Working Paper Series 6546, CESifo.
    78. Baneng Naape & Marius Masoga, 2020. "An Address of the Global Financial Crises with Unconventional Monetary Policies," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 23-31.
    79. Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
    80. Violeta A. Gutkowski, 2021. "Lockdown Responses to COVID-19," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 127-151, April.
    81. Andrejs Zlobins, 2022. "Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities," Working Papers 2022/05, Latvijas Banka.
    82. Walker Ray, 2019. "Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model," 2019 Meeting Papers 692, Society for Economic Dynamics.
    83. Andrejs Zlobins, 2023. "Is There a Portfolio Rebalancing Channel of QE in Latvia?," Working Papers 2023/05, Latvijas Banka.
    84. Atsushi Tanaka, 2019. "How Can a Central Bank Exit Quantitative Easing Without Rapidly Shrinking its Balance Sheet?," Discussion Paper Series 196, School of Economics, Kwansei Gakuin University.
    85. Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
    86. Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
    87. Prasanna Gai & Cameron Haworth, 2024. "Alternative Monetary Policy Commitments and the Yield Curve," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 137-159, June.
    88. Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G., 2019. "Unconventional monetary policy effects on output and inflation: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 295-305.
    89. Olga Kuznetsova & Sergey Merzlyakov & Sergey Pekarski, 2019. "Confidence in future monetary policy as a way to overcome the liquidity trap," Russian Journal of Economics, ARPHA Platform, vol. 5(2), pages 117-135, July.
    90. Eric M. Engen & Thomas Laubach & David L. Reifschneider, 2015. "The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies," Finance and Economics Discussion Series 2015-5, Board of Governors of the Federal Reserve System (U.S.).
    91. Aaron Hedlund, 2015. "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers 1515, Department of Economics, University of Missouri.
    92. Atsushi Tanaka, 2020. "Central Bank Capital and Credibility: A Literature Survey," Discussion Paper Series 208, School of Economics, Kwansei Gakuin University, revised May 2020.
    93. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.
    94. Eiji Goto, 2020. "Industry Impacts of Unconventional Monetary Policy," 2020 Papers pgo873, Job Market Papers.

Articles

  1. Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis, 2018. "Delta-method inference for a class of set-identified SVARs," Journal of Econometrics, Elsevier, vol. 203(2), pages 316-327.

    Cited by:

    1. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
    2. Christiane Baumeister & James D. Hamilton, 2018. "Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations," CESifo Working Paper Series 7048, CESifo.
    3. Montiel Olea, José Luis & Nesbit, James, 2021. "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, vol. 222(1), pages 716-744.
    4. Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Instrumental Variable Identification of Dynamic Variance Decompositions," Journal of Political Economy, University of Chicago Press, vol. 130(8), pages 2164-2202.
    5. Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
    6. Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior distribution of nondifferentiable functions," CeMMAP working papers CWP17/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Matthew Read, 2023. "Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions," The Economic Record, The Economic Society of Australia, vol. 99(326), pages 329-358, September.
    8. Matthew Read, 2021. "Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions," Papers 2109.10676, arXiv.org, revised Jan 2022.
    9. Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," Working Papers 21-31, Federal Reserve Bank of Philadelphia.
    10. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
    12. Atsushi Inoue & Lutz Kilian, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
    13. Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
    14. Emanuele Bacchiocchi & Toru Kitagawa, 2020. "Locally- but not globally-identified SVARs," CeMMAP working papers CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2020. "Robust Bayesian inference in proxy SVARs," CeMMAP working papers CWP13/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2023. "Identification and Inference under Narrative Restrictions," RBA Research Discussion Papers rdp2023-07, Reserve Bank of Australia.
    18. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Mikkel Plagborg-Møller & Christian K. Wolf, 2020. "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers 2020-16, Princeton University. Economics Department..
    20. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
    21. Matthew Read, 2022. "The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions," RBA Research Discussion Papers rdp2022-04, Reserve Bank of Australia.
    22. JoonHwan Cho & Thomas M. Russell, 2018. "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers 1810.03180, arXiv.org, revised May 2023.
    23. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    24. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
    25. Matthew Read, 2024. "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers rdp2024-05, Reserve Bank of Australia.
    26. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    27. Kline, Brendan, 2024. "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, vol. 240(1).
    28. Meier, Matthias, 2017. "Time to Build and the Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168059, Verein für Socialpolitik / German Economic Association.
    29. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).

  2. Bulat Gafarov & Bruno Salcedo, 2015. "Ordinal dominance and risk aversion," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 287-298, October.

    Cited by:

    1. Andrea Collevecchio & Hlafo Alfie Mimun & Matteo Quattropani & Marco Scarsini, 2024. "Basins of Attraction in Two-Player Random Ordinal Potential Games," Papers 2407.05460, arXiv.org.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (3) 2013-12-06 2015-03-05 2015-07-18
  2. NEP-ECM: Econometrics (3) 2019-04-08 2020-11-23 2023-05-15
  3. NEP-MAC: Macroeconomics (3) 2013-12-06 2015-03-05 2015-07-18
  4. NEP-ORE: Operations Research (3) 2019-04-08 2020-11-23 2021-05-03
  5. NEP-MON: Monetary Economics (2) 2015-03-05 2015-07-18
  6. NEP-BIG: Big Data (1) 2022-08-22
  7. NEP-CIS: Confederation of Independent States (1) 2013-12-06
  8. NEP-DGE: Dynamic General Equilibrium (1) 2015-03-05
  9. NEP-ETS: Econometric Time Series (1) 2023-05-15
  10. NEP-FOR: Forecasting (1) 2013-12-06
  11. NEP-MFD: Microfinance (1) 2015-03-05
  12. NEP-TRA: Transition Economics (1) 2013-12-06

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