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Mark Bognanni

Personal Details

First Name:Mark
Middle Name:
Last Name:Bognanni
Suffix:
RePEc Short-ID:pbo762
[This author has chosen not to make the email address public]
http://markbognanni.com/

Affiliation

(50%) Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/

: 216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:frbclus (more details at EDIRC)

(50%) Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
http://www.clevelandfed.org/Research/

: 216.579.2000

1455 East 6th St., Cleveland OH 44114
RePEc:edi:efrbcus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mark Bognanni, 2018. "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series) 1811, Federal Reserve Bank of Cleveland, revised 11 Sep 2018.
  2. Edward Herbst & Mark Bognanni, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland, revised 12 Nov 2014.

Articles

  1. Mark Bognanni, 2019. "Has the Real-Time Reliability of Monthly Indicators Changed over Time?," Economic Commentary, Federal Reserve Bank of Cleveland, issue October.
  2. Tristan Young & Mark Bognanni, 2018. "An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting," Economic Commentary, Federal Reserve Bank of Cleveland, issue May.
  3. John Zito & Mark Bognanni, 2016. "New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity," Economic Commentary, Federal Reserve Bank of Cleveland, issue December.

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. Mark Bognanni, 2018. "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series) 1811, Federal Reserve Bank of Cleveland, revised 11 Sep 2018.

    Cited by:

    1. Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero, 2019. "Monetary Policy across Space and Time," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.

  2. Edward Herbst & Mark Bognanni, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland, revised 12 Nov 2014.

    Cited by:

    1. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España;Working Papers Homepage.
    2. Edward Herbst & Frank Schorfheide, 2017. "Tempered Particle Filtering," NBER Working Papers 23448, National Bureau of Economic Research, Inc.
    3. Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
    4. Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014. "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper 2014-21, Federal Reserve Bank of Atlanta.

Articles

  1. John Zito & Mark Bognanni, 2016. "New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity," Economic Commentary, Federal Reserve Bank of Cleveland, issue December.

    Cited by:

    1. Roberto Pinheiro & Meifeng Yang, 2020. "Revisiting Wage Growth after the Recession," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(02), pages 1-5, January.

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 3 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-ETS: Econometric Time Series (3) 2014-11-28 2016-02-29 2018-09-17. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2014-11-28 2016-02-29 2018-09-17. Author is listed
  3. NEP-ECM: Econometrics (2) 2014-11-28 2018-09-17. Author is listed

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