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Geert Mesters

Citations

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Working papers

  1. Régis Barnichon & Geert Mesters, 2025. "Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro," Working Papers 1475, Barcelona School of Economics.

    Cited by:

    1. Klieber, Karin & Coulombe, Philippe Goulet, 2025. "Opening the black box of local projections," Working Paper Series 3105, European Central Bank.
    2. Jiaming Huang & Luca Neri, 2026. "Beyond Validity: SVAR Identification Through the Proxy Zoo," Papers 2601.11195, arXiv.org.

  2. Régis Barnichon & Geert Mesters, 2023. "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers 1410, Barcelona School of Economics.

    Cited by:

    1. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
    2. Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    3. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024. "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers 24-074/III, Tinbergen Institute.
    4. El-Shagi, Makram, 2025. "Does the Fed adhere to its mandate? Estimating the Federal Reserve’s objective function," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1782-1796.

  3. Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022. "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers 22-008/II, Tinbergen Institute.

    Cited by:

    1. Finn Spilker & Christian Deutscher & Marius Ötting & Hendrik Sonnabend, 2025. "Favouritism, social pressure, and gender," Oxford Economic Papers, Oxford University Press, vol. 77(3), pages 754-770.
    2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
    3. Bauckloh, Michael Tobias & Dobrick, Juris & Höck, André & Utz, Sebastian & Wagner, Marcus, 2023. ""In partnership for the goals"? The (dis)agreement of SDG ratings," CFR Working Papers 23-02, University of Cologne, Centre for Financial Research (CFR).
    4. Goel, Rajeev K. & Nelson, Michael A., 2023. "Women’s political empowerment: Influence of women in legislative versus executive branches in the fight against corruption," Journal of Policy Modeling, Elsevier, vol. 45(1), pages 139-159.
    5. Cao, Yu & Capra, C. Mónica & Su, Yuxin, 2023. "Do prosocial incentives motivate women to set higher goals and improve performance?," Journal of Economic Psychology, Elsevier, vol. 99(C).
    6. Grundmann, Susanna & Rockenbach, Bettina & Werner, Katharina, 2025. "First Names and Ascribed Characteristics," Journal of Economic Behavior & Organization, Elsevier, vol. 234(C).
    7. Keiji Jindo & Jens A. Andersson & Foluke Quist-Wessel & Jackonia Onyango & Johannes W. A. Langeveld, 2023. "Gendered investment differences among smallholder farmers: evidence from a microcredit programme in western kenya," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 15(6), pages 1489-1504, December.
    8. McGee, Andrew & McGee, Peter, 2025. "Gender differences in reservation wages in search experiments," Labour Economics, Elsevier, vol. 94(C).
    9. Cettolin, Elena & Cole, Kym & Dalton, Patricio, 2022. "Improving Workers’ Performance in Small Firms : A Randomized Experiment on Goal Setting in Ghana," Discussion Paper 2022-028, Tilburg University, Center for Economic Research.
    10. Bauckloh, Tobias & Dobrick, Juris & Höck, André & Utz, Sebastian & Wagner, Marcus, 2024. "In partnership for the goals? The level of agreement between SDG ratings," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 664-678.
    11. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.
    12. Nakamoto, Yasuhiro, 2025. "The effect of an increase in unit price on self-set goals in a success-based fee system: Gain and loss domains," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 118(C).

  4. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
    2. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.

  5. Geert Mesters & Piotr Zwiernik, 2022. "Non-Independent Components Analysis," Working Papers 1358, Barcelona School of Economics.

    Cited by:

    1. Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
    2. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.
    3. Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  6. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.

    Cited by:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
    2. Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.

  7. Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021. "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers 2021-24, Princeton University. Economics Department..
    2. Daniel Lewis, 2024. "Identification based on higher moments," CeMMAP working papers 03/24, Institute for Fiscal Studies.
    3. Fiorentini, Gabriele & Sentana, Enrique, 2023. "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 643-665.

  8. Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.

    Cited by:

    1. Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024. "Identification of one independent shock in structural VARs," LEM Papers Series 2024/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021. "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers 2021-24, Princeton University. Economics Department..

  9. Régis Barnichon & Geert Mesters, 2020. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers 1171, Barcelona School of Economics.

    Cited by:

    1. Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of systematic monetary policy," Working Paper Series 2851, European Central Bank.
    2. Adachi, Takanori, 2023. "A sufficient statistics approach for welfare analysis of oligopolistic third‐degree price discrimination," International Journal of Industrial Organization, Elsevier, vol. 86(C).
    3. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," Staff Report 642, Federal Reserve Bank of Minneapolis.

  10. Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona School of Economics.

    Cited by:

    1. Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021. "Dual Labor Market and the "Phillips Curve Puzzle"," Papers 2103.06482, arXiv.org.
    2. Erwan Gautier & Cristina Conflitti & Riemer P. Faber & Brian Fabo & Ludmila Fadejeva & Valentin Jouvanceau & Jan-Oliver Menz & Teresa Messner & Pavlos Petroulas & Pau Roldan-Blanco & Fabio Rumler & Se, 2022. "New Facts on Consumer Price Rigidity in the Euro Area," Working papers 878, Banque de France.
    3. Ahn, Hie Joo & Rudd, Jeremy B., 2025. "(Re-)Connecting inflation and the labor market: A tale of two curves," Journal of Monetary Economics, Elsevier, vol. 153(C).
    4. Ángelo Gutiérrez-Daza, 2024. "Business Cycles when Consumers Learn by Shopping," Working Papers 2024-12, Banco de México.
    5. Martins, Manuel M.F. & Verona, Fabio, 2023. "Inflation dynamics in the frequency domain," Economics Letters, Elsevier, vol. 231(C).
    6. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
    7. Jørgensen, Peter Lihn & Lansing, Kevin J., 2025. "Anchored inflation expectations and the slope of the Phillips curve," European Economic Review, Elsevier, vol. 178(C).
    8. Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024. "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024 22, Stata Users Group.
    9. Lucrezia Reichlin, 2025. "Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level"," NBER Chapters, in: NBER Macroeconomics Annual 2025, volume 40, pages 278-290, National Bureau of Economic Research, Inc.
    10. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "The Phillips Curve at 60: time for time and frequency," CEF.UP Working Papers 1902, Universidade do Porto, Faculdade de Economia do Porto.
    11. Gabriel, Ricardo Duque, 2023. "Monetary policy and the wage inflation-unemployment tradeoff," European Economic Review, Elsevier, vol. 159(C).
    12. Alessandri, Piergiorgio & Gazzani, Andrea, 2025. "Natural gas and the macroeconomy: Not all energy shocks are alike," Journal of Monetary Economics, Elsevier, vol. 151(C).
    13. Yao Chen & Felix Ward, 2022. "Output Divergence in Fixed Exchange Rate Regimes," Tinbergen Institute Discussion Papers 22-031/VI, Tinbergen Institute, revised 22 May 2025.
    14. Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
    15. Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
    16. Cristina Conflitti & Riemer P. Faber & Brian Fabo & Ludmila Fadejeva & Erwan Gautier & Valentin Jouvanceau & Jan-Oliver Menz & Teresa Messner & Pavlos Petroulas & Pau Roldan-Blanco & Fabio Rumler & Se, 2022. "New Facts on Consumer Price Rigidity in the Euro Area (Erwan Gautier, Cristina Conflitti, Riemer P. Faber, Brian Fabo, Ludmila Fadejeva, Valentin Jouvanceau, Jan-Oliver Menz, Teresa Messner, Pavlos Petroulas, Pau Roldan-Blanco, Fabio Rumler, Sergio S," Working Papers 240, Oesterreichische Nationalbank (Austrian Central Bank).
    17. Boris Hofmann & Gert Peersman, 2024. "Monetary policy transmission and trade‐offs in the United States: Old and new," International Finance, Wiley Blackwell, vol. 27(3), pages 253-278, December.
    18. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parraga Rodriguez, Susana &, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
    19. Jean-Louis Combes & Pierre Lesuisse, 2021. "Inflation and Unemployment, new insights during the EMU accession," Working Papers hal-03216478, HAL.
    20. Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
    21. Ziegenbein, Alexander, 2021. "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, vol. 202(C).
    22. Obstfeld, Maurice, 2019. "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers 13887, Centre for Economic Policy Research.
    23. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    24. Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
    25. Luca Fornaro, 2025. "Fiscal Stimulus with Supply Constraints," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(3), pages 708-732, September.
    26. Hideaki Aoyama & Corrado Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2022. "Dual labor market and the “Phillips curve puzzle”: the Japanese experience," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1419-1435, November.
    27. Sirio Aramonte, 2022. "Inflation risk and the labor market: beneath the surface of a flat Phillips curve," BIS Working Papers 1054, Bank for International Settlements.
    28. Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2023. "Nonlinear Monetary Policy Tradeoffs," Working Papers 1404, Barcelona School of Economics.
    29. Demosthenes Ioannou & Maria Sole Pagliari & Livio Stracca, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
    30. Kwicklis, Noah, 2025. "Active vs. passive policy and the trade-off between output and inflation in HANK," Journal of Monetary Economics, Elsevier, vol. 151(C).
    31. Manuel M. F. Martins & Fabio Verona, 2024. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 811-832, August.
    32. Johannes Schuffels & Clemens Kool & Lenard Lieb & Tom van Veen, 2022. "Is the Slope of the Euro Area Phillips Curve Steeper than It Seems? Heterogeneity and Identification," CESifo Working Paper Series 10103, CESifo.
    33. Ambrocio, Gene, 2026. "Demographic aging and the New Keynesian Phillips Curve," European Economic Review, Elsevier, vol. 184(C).
    34. Alessandri, Piergiorgio & Jordà, Òscar & Venditti, Fabrizio, 2025. "Decomposing the monetary policy multiplier," Journal of Monetary Economics, Elsevier, vol. 152(C).
    35. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022. "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers 2209.11970, arXiv.org, revised May 2023.
    36. Czudaj, Robert L., 2023. "Expectation Formation and the Phillips Curve Revisited," MPRA Paper 119478, University Library of Munich, Germany.
    37. Shukai Du, 2024. "Competition and regional Phillips curve: Evidence from China," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-21, May.
    38. Max Breitenlechner & Martin Geiger & Mathias Klein, 2024. "The Fiscal Channel of Monetary Policy," Working Papers 2024-07, Faculty of Economics and Statistics, Universität Innsbruck.
    39. Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
    40. James Dean & Scott Schuh, 2026. "From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?," Empirical Economics, Springer, vol. 70(2), pages 1-48, February.
    41. Shengliang Ou & Donghai Zhang, 2025. "Quantifying the Federal Reserve's objectives using a structural vector autoregressive model," Economica, London School of Economics and Political Science, vol. 92(366), pages 351-367, April.
    42. Sarantis Tsiaplias, 2024. "Inflation as a 'bad', heuristics and aggregate shocks: New evidence on expectation formation," Melbourne Institute Working Paper Series wp2024n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    43. Jonathan H. Wright, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series 2023-015, Board of Governors of the Federal Reserve System (U.S.).
    44. Guido Ascari & Andrea Colciago & Marco Membretti, 2026. "The Employment Concentration Channel of Monetary Policy," Working Papers 859, DNB.

  11. Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.

    Cited by:

    1. Ahn, Hie Joo & Rudd, Jeremy B., 2025. "(Re-)Connecting inflation and the labor market: A tale of two curves," Journal of Monetary Economics, Elsevier, vol. 153(C).
    2. Ángelo Gutiérrez-Daza, 2024. "Business Cycles when Consumers Learn by Shopping," Working Papers 2024-12, Banco de México.
    3. Fornaro, Luca & Wolf, Martin, 2023. "The scars of supply shocks: Implications for monetary policy," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 18-36.
    4. Adam Hale Shapiro, "undated". "Decomposing Supply and Demand Driven Inflation," RBA Annual Conference Papers acp2023-03, Reserve Bank of Australia, revised Nov 2023.
    5. Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023. "Decomposing the Monetary Policy Multiplier," Working Paper Series 2023-14, Federal Reserve Bank of San Francisco.
    6. Thibault Lemaire, 2020. "Phillips in A Revolution: Unemployment and Prices in Early 21st Century Egypt," Working Papers hal-03948605, HAL.
    7. Bush, Oliver, 2024. "Fiscal financing regimes and nominal stability: an historical analysis," LSE Research Online Documents on Economics 126211, London School of Economics and Political Science, LSE Library.
    8. Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2025. "Higher-order Moment Inequality Restrictions for SVARs," Working Papers 25-3, Federal Reserve Bank of Boston.
    9. Mishel Ghassibe & Boromeus Wanengkirtyo & Ivan Yotzov, 2025. "Intertemporal pass-through," Bank of England Staff Working Paper series 1130, Bank of England.
    10. Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024. "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024 22, Stata Users Group.
    11. Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
    12. Hall, Robert E. & Kudlyak, Marianna, 2025. "The active role of the natural rate of unemployment," Research in Economics, Elsevier, vol. 79(4).
    13. Jonathon Hazell & Stephan Hobler, 2025. "Do Deficits Cause Inflation? A High Frequency Narrative Approach," Discussion Papers 2505, Centre for Macroeconomics (CFM).
    14. Mario Giarda, 2021. "The Labor Earnings Gap, Heterogeneous Wage Phillips Curves, and Monetary Policy," Working Papers Central Bank of Chile 934, Central Bank of Chile.
    15. Rodnyansky, Alexander & Van der Ghote, Alejandro & Wales, Daniel, 2022. "Product quality, measured inflation and monetary policy," Working Paper Series 2680, European Central Bank.
    16. Hie Joo Ahn & Jeremy B. Rudd, 2024. "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series 2024-050r1, Board of Governors of the Federal Reserve System (U.S.), revised 28 May 2025.
    17. Ascari, Guido & Fosso, Luca, 2024. "The international dimension of trend inflation," Journal of International Economics, Elsevier, vol. 148(C).
    18. Alessandri, Piergiorgio & Gazzani, Andrea, 2025. "Natural gas and the macroeconomy: Not all energy shocks are alike," Journal of Monetary Economics, Elsevier, vol. 151(C).
    19. Christian Höynck, 2025. "Production networks and the flattening of the Phillips curve," Temi di discussione (Economic working papers) 1492, Bank of Italy, Economic Research and International Relations Area.
    20. Lukas Hack & Klodiana Istrefi & Matthias Meier, 2025. "The Systematic Origins of Monetary Policy Shocks," Working papers 1021, Banque de France.
    21. Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
    22. Jean-Louis Combes & Pierre Lesuisse, 2021. "Inflation and Unemployment, new insights during the EMU accession," Working Papers hal-03216478, HAL.
    23. Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
    24. Barnichon, Régis & Shapiro, Adam Hale, 2024. "Phillips meets Beveridge," Journal of Monetary Economics, Elsevier, vol. 148(S).
    25. Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
    26. Philippe Andrade & Alexander Dietrich & John Leer & Jenny Tang & Egon Zakrajšek, 2026. "The Future in Today’s Prices: Evidence from a Survey of U.S. Firms," Working Papers 26-11, Federal Reserve Bank of Boston.
    27. Bowen Fu, Ivan Mendieta-Muñoz, 2023. "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah 2023_04, University of Utah, Department of Economics.
    28. Mori, Lorenzo, 2026. "Fiscal shocks and the surge of inflation," European Economic Review, Elsevier, vol. 187(C).
    29. Majeed, Omer & Hambur, Jonathan & Breunig, Robert, 2025. "Does monetary policy impact innovation? Evidence from Australian Administrative Data," Journal of Macroeconomics, Elsevier, vol. 86(C).
    30. Mendes, Igor & da Silva Bejarano Aragón, Edilean Kleber & Silva, Marcelo E.A., 2025. "Trend inflation and weak identification in the New Keynesian Phillips curve," Economics Letters, Elsevier, vol. 255(C).
    31. Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023. "Inflation expectations and nonlinearities in the Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
    32. Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2023. "Nonlinear Monetary Policy Tradeoffs," Working Papers 1404, Barcelona School of Economics.
    33. Beaudry, Paul & Hou, Chenyu & Portier, Franck, 2020. "Monetary Policy when the Phillips Curve is Locally Quite Flat," CEPR Discussion Papers 15184, Centre for Economic Policy Research.
    34. Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024. "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports 1132, Federal Reserve Bank of New York.
    35. Mario Alloza & Jesus Gonzalo & Carlos Sanz, 2020. "Dynamic Effects of Persistent Shocks," Papers 2006.14047, arXiv.org.
    36. Clements, Michael P., 2024. "Do professional forecasters believe in the Phillips curve?," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1238-1254.
    37. Milad Yazdanpanah & Bijan Moaveni & Mehdi Siahi & Sasan Barak & Soodabe Soleimani & Hirsa Kia, 2026. "Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 67(6), pages 4805-4836, June.
    38. Régis Barnichon & Geert Mesters, 2025. "Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro," Working Papers 1475, Barcelona School of Economics.
    39. Matthew Rognlie, 2019. "Comment on "Optimal Inflation and the Identification of the Phillips Curve"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 267-279, National Bureau of Economic Research, Inc.
    40. Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023. "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper 2023/3, Norges Bank.
    41. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," Staff Report 642, Federal Reserve Bank of Minneapolis.
    42. Shengliang Ou & Donghai Zhang, 2025. "Quantifying the Federal Reserve's objectives using a structural vector autoregressive model," Economica, London School of Economics and Political Science, vol. 92(366), pages 351-367, April.
    43. Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
    44. Adam Hale Shapiro, 2022. "Decomposing Supply and Demand Driven Inflation," Working Paper Series 2022-18, Federal Reserve Bank of San Francisco.
    45. Fu, Bowen & Mendieta-Munoz, Ivan, 2025. "Trend inflation and structural shocks," EconStor Preprints 308793, ZBW - Leibniz Information Centre for Economics.

  12. Christian Brownlees & Geert Mesters, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona School of Economics.

    Cited by:

    1. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    2. Marko Mlikota, 2022. "Dynamic Innovation Transmission Through Networks: Theory, Large T-Inference, and Business Cycles by Lagged Input-Output Conversion," Papers 2211.13610, arXiv.org, revised Sep 2026.
    3. Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," Working Papers 2020-177, Becker Friedman Institute for Research In Economics.
    4. Yigit Aydede & Jan Ditzen, 2022. "Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis," Papers 2212.06684, arXiv.org.
    5. George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
    6. Jan Ditzen & Erkal Ersoy & Haoyang Li & Francesco Ravazzolo, 2026. "Forecasting Oil Consumption: The Statistical Review of World Energy Meets Machine Learning," Papers 2602.01963, arXiv.org.

  13. Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.

    Cited by:

    1. Trebesch, Christoph & Zettelmeyer, Jeromin, 2018. "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," Kiel Working Papers 2101, Kiel Institute for the World Economy.
    2. Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: can they reduce sovereign borrowing costs?," Working Paper Series 2162, European Central Bank.
    3. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
    4. Kleppe, Tore Selland & Liesenfeld, Roman & Moura, Guilherme Valle & Oglend, Atle, 2022. "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Econometrics and Statistics, Elsevier, vol. 23(C), pages 105-127.
    5. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016. "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, vol. 122(1), pages 86-115.
    6. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
    7. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).

  14. Geert Mesters & Victor van der Geest & Catrien Bijleveld, 2014. "Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males," Tinbergen Institute Discussion Papers 14-091/III, Tinbergen Institute.

    Cited by:

    1. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.

  15. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.

    Cited by:

    1. James Sampi, 2016. "High Dimensional Factor Models: An Empirical Bayes Approach," Working Papers 75, Peruvian Economic Association.
    2. Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston.
    3. Alexander Kreuzer & Luciana Dalla Valle & Claudia Czado, 2022. "A Bayesian non‐linear state space copula model for air pollution in Beijing," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 613-638, June.
    4. Michael McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," NBER Working Papers 26872, National Bureau of Economic Research, Inc.
    5. Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
    6. Jianhao Lin & Jiacheng Fan & Yifan Zhang & Liangyuan Chen, 2023. "Real‐time macroeconomic projection using narrative central bank communication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 202-221, March.

  16. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.

    Cited by:

    1. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
    2. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
    3. Falk Bräuning & Siem Jan Koopman, 2016. "The dynamic factor network model with an application to global credit risk," Working Papers 16-13, Federal Reserve Bank of Boston.
    4. G. Mesters & V. van der Geest & C. Bijleveld, 2016. "Crime, Employment and Social Welfare: An Individual-Level Study on Disadvantaged Males," Journal of Quantitative Criminology, Springer, vol. 32(2), pages 159-190, June.
    5. Timothy Neal, 2016. "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers 2016-15, School of Economics, The University of New South Wales.
    6. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
    7. Geert Mesters & Victor van der Geest & Catrien Bijleveld, 2014. "Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males," Tinbergen Institute Discussion Papers 14-091/III, Tinbergen Institute.
    8. Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.
    9. Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
    10. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
    11. Borus Jungbacker & Siem Jan Koopman, 2015. "Likelihood‐based dynamic factor analysis for measurement and forecasting," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-21, June.
    12. Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.

  17. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.

    Cited by:

    1. Raffaele Mattera, 2023. "Forecasting binary outcomes in soccer," Annals of Operations Research, Springer, vol. 325(1), pages 115-134, June.
    2. Yang Lu, 2020. "A simple parameter‐driven binary time series model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 187-199, March.

  18. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.

    Cited by:

    1. Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
    2. Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
    3. Tobias Hartl & Roland Weigand, 2018. "Approximate State Space Modelling of Unobserved Fractional Components," Papers 1812.09142, arXiv.org, revised May 2020.
    4. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021. "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, vol. 222(1), pages 745-777.
    5. Siem Jan Koopman & Marcel Scharth, 2011. "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures," Tinbergen Institute Discussion Papers 11-132/4, Tinbergen Institute.
    6. Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
    7. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013. "Dynamic factor models: A review of the literature," Post-Print hal-01385974, HAL.

Articles

  1. Lukas Hoesch & Adam Lee & Geert Mesters, 2024. "Locally robust inference for non‐Gaussian SVAR models," Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
    See citations under working paper version above.
  2. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    See citations under working paper version above.
  3. Régis Barnichon & Geert Mesters, 2023. "A Sufficient Statistics Approach for Macro Policy," American Economic Review, American Economic Association, vol. 113(11), pages 2809-2845, November.

    Cited by:

    1. Hilde C. Bjørnland & Jamie L. Cross & Jonas Hölz, 2025. "Re-visiting the Relationship Between Oil Prices and Monetary Policy," Working Papers No 04/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Ambrocio, Gene & Haavio, Markus & McClung, Nigel, 2024. "Monetary policy announcements and sacrifice ratios," Bank of Finland Research Discussion Papers 12/2024, Bank of Finland.
    3. Hebden, James & Winkler, Fabian, 2026. "Computation of policy counterfactuals in sequence space," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    4. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
    5. Bernardino Adão & Sandra Gomes & Laura Alpizar, 2025. "On how to assess the impact of monetary policy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    6. Wang, Binjie & Dai, Xingyu & Wang, Qunwei & Wang, Yifei, 2026. "What factors play an important role in crude oil returns forecasting? New evidence from group predictors and multiple time scales," Journal of Commodity Markets, Elsevier, vol. 42(C).
    7. Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
    8. Rubén Domínguez-Díaz & Marta Domínguez-Jiménez & José-Elías Gallegos & Javier Quintana, 2026. "Tariffs as Taxes on Capital," Working Papers wp2026_2610, CEMFI.
    9. Coenen, Günter & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka & Smets, Frank & Warne, Anders & Wouters, Raf, 2025. "Inflation and monetary policy in medium-sized New Keynesian DSGE models," Working Paper Series 3137, European Central Bank.
    10. Tsang, Kwok Ping & Yang, Zichao, 2025. "Agree to disagree: Measuring hidden dissent in FOMC meetings," Journal of Economic Dynamics and Control, Elsevier, vol. 180(C).
    11. El-Shagi, Makram, 2025. "Does the Fed adhere to its mandate? Estimating the Federal Reserve’s objective function," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1782-1796.
    12. Davide Brignone & Michele Piffer, 2026. "Structural forecast analysis," Bank of England Staff Working Paper series 1165, Bank of England.
    13. Kamps, Christophe & Bussière, Matthieu & Niessner, Birgit & Tristani, Oreste & Christoffel, Kai & Kapadia, Sujit & Ferrero, Giuseppe & Gilbert, Niels & Vlassopoulos, Thomas & Motto, Roberto & Gerke, R, 2025. "Report on monetary policy tools, strategy and communication," Occasional Paper Series 372, European Central Bank.
    14. Endong Wang, 2024. "Local projections identify the same policy counterfactuals as empirical and structural models," Papers 2409.09577, arXiv.org, revised Feb 2026.
    15. Sylvain Leduc & Luiz E. Oliveira, 2026. "Monetary Policy Through the Lens of Market-Based Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2026(09), pages 1-6, April.
    16. Max Breitenlechner & Martin Geiger & Mathias Klein, 2024. "The Fiscal Channel of Monetary Policy," Working Papers 2024-07, Faculty of Economics and Statistics, Universität Innsbruck.
    17. Lorenzo Mori & Gert Peersman, 2024. "Estimating the Macroeconomic Effects of Oil Supply News," "Marco Fanno" Working Papers 0314, Dipartimento di Scienze Economiche "Marco Fanno".
    18. Alexandre Carrier & Kostas Mavromatis, 2024. "Optimal normalization policy under behavioral expectations," Working Papers 800, DNB.

  4. Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
    See citations under working paper version above.
  5. Brownlees, Christian & Mesters, Geert, 2021. "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
    See citations under working paper version above.
  6. Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
    See citations under working paper version above.
  7. Regis Barnichon & Geert Mesters, 2018. "On the Demographic Adjustment of Unemployment," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 219-231, May.

    Cited by:

    1. Andreas Hornstein & Marianna Kudlyak, 2019. "Aggregate Labor Force Participation and Unemployment and Demographic Trends," Working Paper Series 2019-7, Federal Reserve Bank of San Francisco.
    2. Francesco D'Amuri & Marta De Philippis & Elisa Guglielminetti & Salvatore Lo Bello, 2021. "Natural unemployment and activity rates: flow-based determinants and implications for price dynamics," Questioni di Economia e Finanza (Occasional Papers) 599, Bank of Italy, Economic Research and International Relations Area.
    3. Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A unified approach to measuring u," Staff Reports 889, Federal Reserve Bank of New York.
    4. Claudia Foroni & Francesco Furlanetto, 2022. "Explaining Deviations from Okun’s Law," Working Paper 2022/4, Norges Bank.
    5. Barnichon, Regis, 2019. "The Ins and Outs of Labor Force Participation," CEPR Discussion Papers 13481, Centre for Economic Policy Research.
    6. Hall, Robert E. & Kudlyak, Marianna, 2025. "The active role of the natural rate of unemployment," Research in Economics, Elsevier, vol. 79(4).
    7. Maik Wolters, 2017. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," Jena Economics Research Papers 2017-008, Friedrich-Schiller-University Jena.
    8. Stephanie Aaronson & Mary C. Daly & William L. Wascher & David W. Wilcox, 2019. "Okun Revisited: Who Benefits Most from a Strong Economy," Finance and Economics Discussion Series 2019-072, Board of Governors of the Federal Reserve System (U.S.).
    9. Bruce Fallick & Pawel Krolikowski, 2019. "Excess Persistence in Employment of Disadvantaged Workers," Working Papers 18-01R, Federal Reserve Bank of Cleveland.
    10. Frohm, Erik, 2020. "Labor shortages and wage growth," Working Paper Series 394, Sveriges Riksbank (Central Bank of Sweden).
    11. D’Amuri, Francesco & De Philippis, Marta & Guglielminetti, Elisa & Lo Bello, Salvatore, 2022. "Slack and prices during Covid-19: Accounting for labor market participation," Labour Economics, Elsevier, vol. 75(C).
    12. Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau, 2020. "Unemployment Rate Benchmarks," Finance and Economics Discussion Series 2020-072, Board of Governors of the Federal Reserve System (U.S.).
    13. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    14. Yuelin Liu, 2022. "How structural is unemployment in the United States?," Economic Inquiry, Western Economic Association International, vol. 60(3), pages 1258-1276, July.
    15. Régis Barnichon & Davide Debortoli & Christian Matthes, 2020. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," Working Papers 1145, Barcelona School of Economics.
    16. Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021. "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
    17. Régis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    18. Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
    19. Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel, 2020. "A robust procedure to build dynamic factor models with cluster structure," Journal of Econometrics, Elsevier, vol. 216(1), pages 35-52.
    20. Régis Barnichon & Christian Matthes, 2017. "The Natural Rate of Unemployment over the Past 100 Years," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    21. Alexandre Ounnas, 2020. "Job Polarization and the Labor Market: A Worker Flow Analysis," LIDAM Discussion Papers IRES 2020010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    22. Barnichon, Regis & Matthes, Christian, 2016. "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers 11374, Centre for Economic Policy Research.
    23. Bart Hobijn & Ayşegül Şahin, 2021. "Maximum Employment and the Participation Cycle," NBER Working Papers 29222, National Bureau of Economic Research, Inc.
    24. Jonathan Garita-Garita & Catalina Sandoval-Alvarado, 2023. "Estimating Labor Market Slackness in Costa Rica," Documentos de Trabajo 2302, Banco Central de Costa Rica.
    25. Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.

  8. S. J. Koopman & G. Mesters, 2017. "Empirical Bayes Methods for Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 486-498, July.
    See citations under working paper version above.
  9. Régis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Lael Brainard, 2017. "Why Opportunity and Inclusion Matter to America’s Economic Strength : a speech at the Opportunity and Inclusive Growth Institute Conference, sponsored by the Federal Reserve Bank of Minneapolis, May 22, 2017," Speech 953, Board of Governors of the Federal Reserve System (U.S.).
    2. Janet L. Yellen, 2017. "Inflation, Uncertainty, and Monetary Policy : a speech at the \"Prospects for Growth: Reassessing the Fundamentals\" 59th Annual Meeting of the National Association for Business Economics, Cleveland, Ohio. September 26, 2017," Speech 971, Board of Governors of the Federal Reserve System (U.S.).

  10. G. Mesters & S. J. Koopman & M. Ooms, 2016. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 659-687, April.
    See citations under working paper version above.
  11. Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
    See citations under working paper version above.
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