Details about Pooyan Amir Ahmadi

Access statistics for papers by Pooyan Amir Ahmadi.

Last updated 2017-04-06. Update your information in the RePEc Author Service.

Short-id: pam53

Working Papers

2017

1. IDENTIFICATION THROUGH HETEROGENEITY
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)

2016

2. Choosing Prior Hyperparameters
   Working Paper, Federal Reserve Bank of Richmond

2015

3. Measurement Errors and Monetary Policy: Then and Now
   Working Paper, Federal Reserve Bank of Richmond View citations (1)
4. Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2014

5. Drifts, Volatilities and Impulse Responses Over the Last Century
   Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (2)
   Also in Working Paper, Federal Reserve Bank of Richmond (2014)

2012

6. MEASURING THE DYNAMIC EFFECTS OF MONETARY POLICY SHOCKS: A BAYESIAN FAVAR APPROACH WITH SIGN RESTRICTION
   2012 Meeting Papers, Society for Economic Dynamics View citations (16)

2010

7. Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
   CEP Discussion Papers, Centre for Economic Performance, LSE
   Also in Economic History Working Papers, London School of Economics and Political Science, Department of Economic History (2009) View citations (8)
   Economic History Working Papers, London School of Economics and Political Science, Department of Economic History (2009)
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2009) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)

2007

8. Measuring Monetary Policy: A Bayesian FAVAR Approach with Agnostic Identification
   2007 Meeting Papers, Society for Economic Dynamics

Journal Articles

2016

1. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
   Quantitative Economics, 2016, 7, (2), 591-611 View citations (2)