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Martín Almuzara
(Martin Almuzara)

Personal Details

First Name:Martin
Middle Name:
Last Name:Almuzara
Suffix:
RePEc Short-ID:pal1090
[This author has chosen not to make the email address public]
http://martinalmuzara.com

Affiliation

Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/
RePEc:edi:frbnyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martín Almuzara & Geert Mesters, 2026. "Seeing Through the Shutdown’s Missing Inflation Data," Liberty Street Economics 20260217, Federal Reserve Bank of New York.
  2. Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Martín Almuzara, 2025. "Nonlinear Micro Income Processes with Macro Shocks," Staff Reports 1162, Federal Reserve Bank of New York.
  3. Ozge Akinci & Martín Almuzara & Silvia Miranda-Agrippino & Ramya Nallamotu & Argia M. Sbordone & Greg Simitian & William Zeng, 2025. "Supply and Demand Drivers of Global Inflation Trends," Liberty Street Economics 20250227b, Federal Reserve Bank of New York.
  4. Ozge Akinci & Martín Almuzara & Silvia Miranda-Agrippino & Ramya Nallamotu & Argia M. Sbordone & Greg Simitian & William Zeng, 2025. "Global Trends in U.S. Inflation Dynamics," Liberty Street Economics 20250227a, Federal Reserve Bank of New York.
  5. Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
  6. Richard Audoly & Augustin Belin & Martín Almuzara & Davide Melcangi, 2024. "Will the Moderation in Wage Growth Continue?," Liberty Street Economics 20240307, Federal Reserve Bank of New York.
  7. Babur Kocaoglu & Martín Almuzara & Argia M. Sbordone, 2024. "Is the Recent Inflationary Spike a Global Phenomenon?," Liberty Street Economics 20240516, Federal Reserve Bank of New York.
  8. Martín Almuzara & Argia M. Sbordone, 2024. "Measurement and Theory of Core Inflation," Staff Reports 1115, Federal Reserve Bank of New York.
  9. Babur Kocaoglu & Martín Almuzara & Argia M. Sbordone, 2023. "Where Is Inflation Persistence Coming From?," Liberty Street Economics 20230706b, Federal Reserve Bank of New York.
  10. Katie Baker & Martín Almuzara & Hannah O’Keeffe & Argia M. Sbordone, 2023. "Reintroducing the New York Fed Staff Nowcast," Liberty Street Economics 20230908, Federal Reserve Bank of New York.
  11. Martín Almuzara & Argia M. Sbordone, 2023. "Inflation Persistence: Dissecting the News in January PCE Data," Liberty Street Economics 20230309, Federal Reserve Bank of New York.
  12. Martín Almuzara & Argia M. Sbordone, 2023. "Inflation Persistence—An Update with December Data," Liberty Street Economics 20230207, Federal Reserve Bank of New York.
  13. Richard Audoly & Martín Almuzara & Davide Melcangi, 2023. "A Measure of Trend Wage Inflation," Staff Reports 1067, Federal Reserve Bank of New York.
  14. Marek Jarocinski & Martín Almuzara & Argia M. Sbordone, 2023. "The Layers of Inflation Persistence," Liberty Street Economics 20230105, Federal Reserve Bank of New York.
  15. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
  16. Martín Almuzara & Argia M. Sbordone, 2022. "Inflation Persistence: How Much Is There and Where Is It Coming From?," Liberty Street Economics 20220420, Federal Reserve Bank of New York.
  17. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Working Papers wp2021_2101, CEMFI.

Articles

  1. Martín Almuzara & Dante Amengual & Enrique Sentana, 2019. "Normality tests for latent variables," Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.

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. Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.

    Cited by:

    1. Etienne de l’Estoile & Lisa Kerdelhué & Thierry Verdier, 2025. "Container or Content: from Flood Hazards on Firms’ Physical Assets to Credit Risks," Working papers 1022, Banque de France.
    2. Saroj Bhattarai & Arpita Chatterjee & Gautham Udupa, 2025. "Food, Fuel, and Facts: Distributional Effects of Global Price Shocks," International Finance Discussion Papers 1414, Board of Governors of the Federal Reserve System (U.S.).
    3. Aruoba, S. Borağan & Drechsel, Thomas, 2024. "The long and variable lags of monetary policy: Evidence from disaggregated price indices," Journal of Monetary Economics, Elsevier, vol. 148(S).

  2. Martín Almuzara & Argia M. Sbordone, 2024. "Measurement and Theory of Core Inflation," Staff Reports 1115, Federal Reserve Bank of New York.

    Cited by:

    1. Ciftci, Muhsin & Wieland, Elisabeth, 2025. "Underlying inflation measures for Germany," Technical Papers 04/2025, Deutsche Bundesbank.

  3. Katie Baker & Martín Almuzara & Hannah O’Keeffe & Argia M. Sbordone, 2023. "Reintroducing the New York Fed Staff Nowcast," Liberty Street Economics 20230908, Federal Reserve Bank of New York.

    Cited by:

    1. Mick van Rooijen & Dorinth W. van Dijk & Jasper M. de Winter, 2025. "Designing a Nowcasting Model for GDP Growth: A Practical Approach," De Economist, Springer, vol. 173(4), pages 665-704, December.
    2. Kaustubh, Kaustubh & Ranjan, Abhishek, 2025. "A multi-factor GDP nowcast model for India," Economic Modelling, Elsevier, vol. 147(C).
    3. Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025. "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, vol. 249(PB).
    4. Juvonen, Petteri & Lindblad, Annika, 2025. "Nowcasting in real time: Large Bayesian vector autoregression in a test," Bank of Finland Research Discussion Papers 6/2025, Bank of Finland.
    5. Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024. "Comparing predictive ability in presence of instability over a very short time," Papers 2405.11954, arXiv.org.
    6. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a mixed-frequency DSGE model with a panel of non-modelled variables," Bank of Russia Working Paper Series wps145, Bank of Russia.
    7. Meg Tulloch, "undated". "Nowcasting and Forecasting Average Weekly Earnings in the United Kingdom," National Institute of Economic and Social Research (NIESR) Discussion Papers 565, National Institute of Economic and Social Research.

  4. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.

    Cited by:

    1. Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Staff Reports 962, Federal Reserve Bank of New York.
    2. Buccheri, Giuseppe & Renò, Roberto & Vocalelli, Giorgio, 2025. "Taking advantage of biased proxies for forecast evaluation," Journal of Econometrics, Elsevier, vol. 251(C).
    3. Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025. "Data-Driven Learning About Trend Productivity Growth," CIRANO Working Papers 2025s-29, CIRANO.

  5. Martín Almuzara & Argia M. Sbordone, 2022. "Inflation Persistence: How Much Is There and Where Is It Coming From?," Liberty Street Economics 20220420, Federal Reserve Bank of New York.

    Cited by:

    1. Verbrugge, Randal & Zaman, Saeed, 2024. "Improving inflation forecasts using robust measures," International Journal of Forecasting, Elsevier, vol. 40(2), pages 735-745.
    2. Aydin Yakut, Dilan, 2025. "Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation," Research Technical Papers 3/RT/25, Central Bank of Ireland.
    3. Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023. "Underlying inflation and asymmetric risks," Working Paper Series 2848, European Central Bank.
    4. Michael T. Kiley, 2023. "The Role of Wages in Trend Inflation: Back to the 1980s?," Finance and Economics Discussion Series 2023-022, Board of Governors of the Federal Reserve System (U.S.).

  6. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Working Papers wp2021_2101, CEMFI.

    Cited by:

    1. Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, The Center for Economic Research.
    2. Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-15, Economic Statistics Centre of Excellence (ESCoE).
    3. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.

Articles

  1. Martín Almuzara & Dante Amengual & Enrique Sentana, 2019. "Normality tests for latent variables," Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.

    Cited by:

    1. Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Staff Reports 962, Federal Reserve Bank of New York.
    2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
    3. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2025. "Information matrix tests for multinomial logit models," Economics Letters, Elsevier, vol. 247(C).
    4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
    5. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
    6. 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.
    7. Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025. "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, vol. 248(C).
    8. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025. "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers wp2025_2502, CEMFI.
    9. Demetrescu, Matei & Kruse-Becher, Robinson, 2025. "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
    10. Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.

More information

Research fields, statistics, top rankings, if available.

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 18 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-MON: Monetary Economics (11) 2022-05-16 2023-01-30 2023-03-06 2023-06-12 2023-07-24 2023-08-21 2024-06-24 2024-09-16 2025-03-03 2025-03-03 2026-03-02. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2021-02-22 2021-02-22 2021-03-08 2021-03-29 2021-05-10 2022-04-18 2022-05-16. Author is listed
  3. NEP-CBA: Central Banking (2) 2024-09-16 2025-03-03
  4. NEP-ECM: Econometrics (2) 2021-02-22 2024-04-22
  5. NEP-ETS: Econometric Time Series (2) 2021-02-22 2024-04-22
  6. NEP-ORE: Operations Research (2) 2021-02-22 2021-02-22
  7. NEP-BAN: Banking (1) 2025-03-03
  8. NEP-ENE: Energy Economics (1) 2024-06-24
  9. NEP-IFN: International Finance (1) 2024-06-24

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