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Paul Ho

Personal Details

First Name:Paul
Middle Name:
Last Name:Ho
Suffix:
RePEc Short-ID:pho801
[This author has chosen not to make the email address public]
http://paulho.org
Terminal Degree:2019 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Richmond

Richmond, Virginia (United States)
http://www.richmondfed.org/
RePEc:edi:frbrius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Paul Ho & Thomas A. Lubik & Christian Matthes, 2023. "Averaging Impulse Responses Using Prediction Pools," Working Paper 23-04, Federal Reserve Bank of Richmond.
  2. Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2022. "Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way," Working Paper 22-10, Federal Reserve Bank of Richmond.
  3. Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
  4. Valentin Haddad & Paul Ho & Erik Loualiche, 2020. "Bubbles and the Value of Innovation," Working Paper 20-08, Federal Reserve Bank of Richmond.
  5. Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
  6. Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
  7. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
  8. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
  9. Valentin Haddad & Erik Loualiche & Paul Ho, 2018. "Efficient Bubbles?," 2018 Meeting Papers 1087, Society for Economic Dynamics.
  10. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.

Articles

  1. Paul Ho, 2024. "How Do Demographics Influence r*?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 24(18), June.
  2. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  3. Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
  4. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
  5. Paul Ho, 2023. "Why Are Economists Still Uncertain About the Effects of Monetary Policy?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(15), May.
  6. Paul Ho & Mark Watson, 2023. "What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(37), November.
  7. Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2023. "How Does Trade Impact the Way GDP Growth and Inflation Comove Across Countries?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(1), January.
  8. Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022. "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, vol. 145(1), pages 69-84.
  9. Paul Ho & Thomas A. Lubik & Christian Matthes, 2022. "Forecasting the COVID-19 epidemic: the case of New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 56(1), pages 9-16, January.
  10. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2021. "Macroeconomic Effects of Household Pessimism and Optimism," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(03), January.
  11. Paul Ho, 2021. "How Macroeconomic Forecasters Adjusted During the COVID-19 Pandemic," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(19), June.
  12. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "COVID-19 over Time and across States: Predictions from a Statistical Model," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20(10), September.

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.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Modelling > Statistical Modelling

Working papers

  1. Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2022. "Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way," Working Paper 22-10, Federal Reserve Bank of Richmond.

    Cited by:

    1. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).

  2. Valentin Haddad & Paul Ho & Erik Loualiche, 2020. "Bubbles and the Value of Innovation," Working Paper 20-08, Federal Reserve Bank of Richmond.

    Cited by:

    1. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
    2. Walther, Ansgar & Dávila, Eduardo, 2021. "Prudential Policy with Distorted Beliefs," CEPR Discussion Papers 16197, C.E.P.R. Discussion Papers.
    3. Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).

  3. Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.

    Cited by:

    1. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    2. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org, revised Aug 2024.

  4. Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.

    Cited by:

    1. Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.

  5. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.

    Cited by:

    1. Mitman, Kurt & Hanley, Douglas & Bognanni, Mark & Kolliner, Daniel, 2020. "Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model," CEPR Discussion Papers 15310, C.E.P.R. Discussion Papers.
    2. Christopher F Baum & Andrés Garcia-Suaza & Miguel Henry & Jesús Otero, 2024. "Drivers of COVID-19 in U.S. counties: A wave-level analysis," Boston College Working Papers in Economics 1067, Boston College Department of Economics.
    3. Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
    4. Zubarev, Andrei & Kirillova, Maria, 2022. "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 117-138.
    5. Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye, 2024. "Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach," Papers 2405.12180, arXiv.org.

  6. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.

    Cited by:

    1. Karantounias, Anastasios G., 2023. "Doubts about the model and optimal policy," Journal of Economic Theory, Elsevier, vol. 210(C).
    2. Saki Bigio & Eduardo Zilberman, 2020. "Speculation-driven Business Cycles," Working Papers 161, Peruvian Economic Association.
    3. Harmenberg, Karl & Öberg, Erik, 2021. "Consumption dynamics under time-varying unemployment risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 350-365.
    4. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    5. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
    6. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
    7. George-Marios Angeletos & Zhen Huo & Karthik A. Sastry, 2020. "Imperfect Macroeconomic Expectations: Evidence and Theory," NBER Working Papers 27308, National Bureau of Economic Research, Inc.
    8. Tao Wang, 2023. "Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models," Staff Working Papers 23-59, Bank of Canada.
    9. Francesco Carbonero & Jeremy Davies & Ekkehard Ernst & Sayantan Ghosal & Leaza McSorley, 2021. "Anxiety, Expectations Stabilization and Intertemporal Markets: Theory, Evidence and Policy," Working Papers 2021_12, Business School - Economics, University of Glasgow.
    10. Han, Zhao, 2024. "Asymmetric information and misaligned inflation expectations," Journal of Monetary Economics, Elsevier, vol. 143(C).
    11. Vedolin, Andrea & Maenhout, Pascal & Xing, Hao, 2020. "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers 14592, C.E.P.R. Discussion Papers.
    12. Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
    13. Hassan Afrouzi & Laura Veldkamp, 2019. "Biased Inflation Forecasts," 2019 Meeting Papers 894, Society for Economic Dynamics.
    14. Sonan Memon, 2023. "Expectation Shocks and Business Cycles," PIDE-Working Papers 2023:2, Pakistan Institute of Development Economics.
    15. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
    16. Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    17. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
    18. Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022. "Belief Distortions and Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
    19. Ambrocio, Gene, 2020. "European household and business expectations during COVID-19: Towards a v-shaped recovery in confidence?," BoF Economics Review 6/2020, Bank of Finland.
    20. George-Marios Angeletos, 2023. "Comment on "Long Term Expectations and Aggregate Fluctuations" 2," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 348-362, National Bureau of Economic Research, Inc.

  7. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.

    Cited by:

    1. Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
    2. Sreyoshi Das & Camelia M Kuhnen & Stefan Nagel, 2020. "Socioeconomic Status and Macroeconomic Expectations," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 395-432.
    3. Marta Cota, 2023. "Extrapolative Income Expectations and Retirement Savings," CERGE-EI Working Papers wp751, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    4. Schlafmann, Kathrin & rozsypal, filip, 2017. "Overpersistence Bias in Individual Income Expectations and its Aggregate Implications," CEPR Discussion Papers 12028, C.E.P.R. Discussion Papers.
    5. George-Marios Angeletos, 2018. "Frictional Coordination," Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 563-603.
    6. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
    7. Luo, Yulei & Nie, Jun & Young, Eric, 2017. "Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium," MPRA Paper 80046, University Library of Munich, Germany.
    8. Rupal Kamdar, 2019. "The Inattentive Consumer: Sentiment and Expectations," 2019 Meeting Papers 647, Society for Economic Dynamics.
    9. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
    10. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
    11. Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
    12. Borovicka, J. & Hansen, L.P., 2016. "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1641-1696, Elsevier.
    13. Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
    14. Paciello, Luigi & Michelacci, Claudio, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers 14557, C.E.P.R. Discussion Papers.
    15. Lars Peter Hansen, 2017. "Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 479-489, National Bureau of Economic Research, Inc.

Articles

  1. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    See citations under working paper version above.
  2. Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
    See citations under working paper version above.
  3. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
    See citations under working paper version above.
  4. Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022. "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, vol. 145(1), pages 69-84.
    See citations under working paper version above.
  5. Paul Ho, 2021. "How Macroeconomic Forecasters Adjusted During the COVID-19 Pandemic," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(19), June.

    Cited by:

    1. John O’Trakoun, 2022. "Business forecasting during the pandemic," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(3), pages 95-110, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 12 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-DGE: Dynamic General Equilibrium (4) 2018-09-03 2021-01-18 2021-02-08 2023-05-22. Author is listed
  2. NEP-ECM: Econometrics (3) 2019-10-14 2021-01-18 2023-05-22. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2019-10-14 2021-01-18 2023-05-22. Author is listed
  4. NEP-MAC: Macroeconomics (3) 2016-05-21 2019-11-11 2021-08-30. Author is listed
  5. NEP-FDG: Financial Development and Growth (2) 2021-01-18 2022-05-23
  6. NEP-INO: Innovation (2) 2021-01-18 2022-05-23
  7. NEP-ORE: Operations Research (2) 2019-11-11 2021-01-18
  8. NEP-BEC: Business Economics (1) 2018-09-03
  9. NEP-CBA: Central Banking (1) 2021-02-08
  10. NEP-CMP: Computational Economics (1) 2021-01-18
  11. NEP-CWA: Central and Western Asia (1) 2021-08-30
  12. NEP-FOR: Forecasting (1) 2021-08-30
  13. NEP-INT: International Trade (1) 2023-05-22
  14. NEP-ISF: Islamic Finance (1) 2021-08-30
  15. NEP-LAB: Labour Economics (1) 2016-05-21
  16. NEP-MON: Monetary Economics (1) 2023-05-22
  17. NEP-OPM: Open Economy Macroeconomics (1) 2023-05-22
  18. NEP-UPT: Utility Models and Prospect Theory (1) 2016-05-21

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