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Martín Almuzara
(Martin Almuzara)

Personal Details

First Name:Martin
Middle Name:
Last Name:Almuzara
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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. Richard Audoly & Martín Almuzara & Davide Melcangi, 2026. "Assessing the Current State of Wage Inflation," Liberty Street Economics 20260526, Federal Reserve Bank of New York.
  3. Martín García-Vázquez & Martín Almuzara & Joseph Mullins, 2026. "Ordinal Complementarity," Staff Reports 1199, Federal Reserve Bank of New York.
  4. 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.
  5. 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.
  6. 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.
  7. Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
  8. 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.
  9. 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.
  10. Martín Almuzara & Argia M. Sbordone, 2024. "Measurement and Theory of Core Inflation," Staff Reports 1115, 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. Babur Kocaoglu & Martín Almuzara & Argia M. Sbordone, 2023. "Where Is Inflation Persistence Coming From?," Liberty Street Economics 20230706b, Federal Reserve Bank of New York.
  13. 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.
  14. Martín Almuzara & Argia M. Sbordone, 2023. "Inflation Persistence—An Update with December Data," Liberty Street Economics 20230207, Federal Reserve Bank of New York.
  15. Richard Audoly & Martín Almuzara & Davide Melcangi, 2023. "A Measure of Trend Wage Inflation," Staff Reports 1067, Federal Reserve Bank of New York.
  16. Marek Jarocinski & Martín Almuzara & Argia M. Sbordone, 2023. "The Layers of Inflation Persistence," Liberty Street Economics 20230105, Federal Reserve Bank of New York.
  17. 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.
  18. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
  19. 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. 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.

    Cited by:

    1. Joel M. David & Raffaella Giacomini & Xiyu Jiao & Weining Wang, 2026. "Causal State-Dependent Local Projections," Bristol Economics Discussion Papers 26/829, School of Economics, University of Bristol, UK.
    2. Joel M. David & Raffaella Giacomini & Xiyu Jiao & Weining Wang, 2026. "Causal State-Dependent Local Projections," Papers 2605.05404, arXiv.org, revised Sep 2026.

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

    Cited by:

    1. Iván Weigandi, 2026. "Global Banks’ Leverage and Global Liquidity," Working Papers 402, Red Nacional de Investigadores en Economía (RedNIE).
    2. Gianluca Pallante, 2026. "Reassessing the Cross‐Sectional Fiscal Multiplier: Evidence From U.S. Defense Procurement, 1966–2019," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 41(5), pages 718-726, August.
    3. Fetzer, Thiemo & Palmou, Christina & Schneebacher, Jakob, 2024. "How do firms cope with economic shocks in real time?," Discussion Papers escoe-dp-2024-15, Economic Statistics Centre of Excellence.
    4. 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).
    5. 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.
    6. Rubio Mateo Luis, 2025. "Long and Variable Lags in Argentina's Monetary Policy: Evidence from Disaggregated Price Indices," Asociación Argentina de Economía Política: Working Papers 4836, Asociación Argentina de Economía Política.
    7. 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.).
    8. Konrad Kuhmann, 2025. "Bank Specialization and the Transmission of Euro Area Monetary Policy," Working Papers 2025/06, Latvijas Banka.

  3. 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.
    2. Nickel, Christiane & Kilponen, Juha & Moral-Benito, Enrique & Koester, Gerrit & Ciccarelli, Matteo & Enders, Almira & Holton, Sarah & Landau, Bettina & Venditti, Fabrizio & Bobeica, Elena & Brand, Cla, 2025. "A strategic view on the economic and inflation environment in the euro area," Occasional Paper Series 371, European Central Bank.

  4. 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. Kaustubh, Kaustubh & Ranjan, Abhishek, 2025. "A multi-factor GDP nowcast model for India," Economic Modelling, Elsevier, vol. 147(C).
    2. 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).
    3. 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.
    4. Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024. "Comparing predictive ability in presence of instability over a very short time," Papers 2405.11954, arXiv.org.
    5. 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.
    6. Meg Tulloch, 2025. "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.
    7. 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.

  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. Aydin Yakut, Dilan, 2025. "Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation," Research Technical Papers 3/RT/25, Central Bank of Ireland.
    2. Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023. "Underlying inflation and asymmetric risks," Working Paper Series 2848, European Central Bank.
    3. Hie Joo Ahn & Matteo Luciani, 2026. "Common and Idiosyncratic Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 41(2), pages 156-168, March.
    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.).
    5. Verbrugge, Randal & Zaman, Saeed, 2024. "Improving inflation forecasts using robust measures," International Journal of Forecasting, Elsevier, vol. 40(2), pages 735-745.

  6. 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.

  7. 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. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

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. 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.
    2. Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Staff Reports 962, Federal Reserve Bank of New York.
    3. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
    4. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2025. "Information matrix tests for multinomial logit models," Economics Letters, Elsevier, vol. 247(C).
    5. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2026. "The information matrix test for Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 255(C).
    6. Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025. "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, vol. 248(C).
    7. 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.
    8. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    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 19 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 (12) 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 2026-06-08. 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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