Details about S. Boragan Aruoba

Access statistics for papers by S. Boragan Aruoba.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: par34

Working Papers

2009

1. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2009)

2008

2. Real-Time Measurement of Business Conditions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations
   Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations
3. Real-Time Measurement of Business Conditions, Second Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2007

4. Money and capital
   Working Paper, Federal Reserve Bank of Cleveland View citations
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations

2006

5. Optimal fiscal and monetary policy when money is essential
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2005

6. Comparing Solution Methods for Dynamic Equilibrium Economies
   Levine's Bibliography, UCLA Department of Economics View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2003) View citations
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2006)
7. Data Revisions Are Not Well-Behaved
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

8. Data Revisions in General Equilibrium
   2004 Meeting Papers, Society for Economic Dynamics
9. Data Uncertainty in General Equilibrium
   Computing in Economics and Finance 2004, Society for Computational Economics View citations
10. The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Econometrics (2006)

2003

11. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics
12. Search, Money and Capital: A Neoclassical Dichotomy, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
13. The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    CFS Working Paper Series, Center for Financial Studies View citations
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (2003) View citations

2002

14. Search, money and capital: a neoclassical dichotomy
    Working Paper, Federal Reserve Bank of Cleveland View citations
    See also Journal Article in Proceedings (2003)

2001

15. Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey
    Working Papers, Bogazici University, Department of Economics View citations

Journal Articles

2008

1. Data Revisions Are Not Well Behaved
   Journal of Money, Credit and Banking, 2008, 40, (2-3), 319-340 View citations
   See also Working Paper (2005)

2007

2. Bargaining and the value of money
   Journal of Monetary Economics, 2007, 54, (8), 2636-2655 View citations

2006

3. Comparing solution methods for dynamic equilibrium economies
   Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations
   See also Working Paper (2005)
4. The macroeconomy and the yield curve: a dynamic latent factor approach
   Journal of Econometrics, 2006, 131, (1-2), 309-338 View citations
   See also Working Paper (2004)

2004

5. Moving Holidays and Seasonal Adjustment: The Case of Turkey
   Review of Middle East Economics and Finance, 2004, 2, (3), 3

2003

6. Search, money, and capital: a neoclassical dichotomy
   Proceedings, 2003, 1085-1117 View citations
   See also Working Paper (2002)
7. Time Series Analysis by State-Space Methods
   Journal of the American Statistical Association, 2003, 98, 255-256

Software Items

2003

1. Chebyshev Polynomials
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Finite Elements Method
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations
3. Linear and Log-Linear Approximation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Perturbation (2nd and 5th order)
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Value Function Iteration
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles