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Details about S. Boragan Aruoba

E-mail:
Homepage:http://www.econ.umd.edu/~aruoba
Postal address:3105 Tydings Hall College Park, MD 20742
Workplace:Department of Economics, University of Maryland, (more information at EDIRC)

Access statistics for papers by S. Boragan Aruoba.

Last updated 2016-03-24. Update your information in the RePEc Author Service.

Short-id: par34


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Working Papers

2016

  1. Term structures of inflation expectations and real interest rates
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (3)

2015

  1. A Structural Model of Electoral Accountability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2014

  1. A Comparison of Programming Languages in Economics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (38)
  3. Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (2)

2013

  1. Assessing DSGE Model Nonlinearities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (4)
  2. Improving GDP Measurement: A Measurement-Error Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) Downloads View citations (9)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (20)

    See also Journal Article in Journal of Econometrics (2016)
  3. Macroeconomic dynamics near the ZLB: a tale of two equilibria
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (36)

2012

  1. Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Review of Economic Dynamics (2016)
  2. Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (1)

2011

  1. Globalization, the Business Cycle, and Macroeconomic Monitoring
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    See also Journal Article in NBER International Seminar on Macroeconomics (2011)
    Chapter (2010)
  2. Homework in Monetary Economics: Inflation and House Prices
    2011 Meeting Papers, Society for Economic Dynamics
  3. Improving GDP Measurement: A Forecast Combination Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (1)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) Downloads View citations (1)

2010

  1. Informal Sector, Government Policy and Institutions
    2010 Meeting Papers, Society for Economic Dynamics View citations (8)
  2. Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (19)
    Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (21)

    See also Journal Article in American Economic Review (2010)

2009

  1. Money and Optimal Capital Taxation
    2009 Meeting Papers, Society for Economic Dynamics Downloads
  2. Money and capital: a quantitative analysis
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (5)
  3. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009) Downloads View citations (3)

    See also Journal Article in American Economic Journal: Macroeconomics (2011)

2008

  1. Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)
  2. Real-Time Measurement of Business Conditions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (4)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (8)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (4)

    See also Journal Article in Journal of Business & Economic Statistics (2009)
  3. Real-Time Measurement of Business Conditions, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (3)

2007

  1. Capital Flows, Financial Integration, and International Reserve Holdings; The Recent Experience of Emerging Markets and Advanced Economies
    IMF Working Papers, International Monetary Fund Downloads View citations (13)
  2. Money and capital
    Working Paper, Federal Reserve Bank of Cleveland Downloads View citations (17)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (17)

    See also Journal Article in Journal of Monetary Economics (2011)
  3. Optimal Fiscal and Monetary Policy when Money is Essential
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (8)

    See also Journal Article in Journal of Economic Theory (2010)

2005

  1. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) Downloads View citations (35)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (20)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  2. Data Revisions Are Not Well-Behaved
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

  1. Data Revisions in General Equilibrium
    2004 Meeting Papers, Society for Economic Dynamics
  2. Data Uncertainty in General Equilibrium
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (5)
  3. The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Journal of Econometrics (2006)

2003

  1. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
  2. Search, Money and Capital: A Neoclassical Dichotomy, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (12)
  3. The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (9)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) Downloads View citations (10)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) Downloads View citations (11)

2002

  1. Search, money and capital: a neoclassical dichotomy
    Working Paper, Federal Reserve Bank of Cleveland Downloads View citations (6)
    See also Journal Article in Proceedings (2003)

2001

  1. Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey
    Working Papers, Bogazici University, Department of Economics Downloads View citations (1)

Journal Articles

2016

  1. Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
    Review of Economic Dynamics, 2016, 21, 105-124 Downloads
    See also Software Item (2014)
    Working Paper (2012)
  2. Improving GDP measurement: A measurement-error perspective
    Journal of Econometrics, 2016, 191, (2), 384-397 Downloads View citations (1)
    See also Working Paper (2013)

2015

  1. A comparison of programming languages in macroeconomics
    Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 Downloads

2013

  1. A Real Economic Activity Indicator for Turkey
    Central Bank Review, 2013, 13, (1), 15-29 Downloads View citations (1)

2011

  1. Globalization, the Business Cycle, and Macroeconomic Monitoring
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 245 - 286 Downloads View citations (5)
    See also Chapter (2010)
    Working Paper (2011)
  2. MONEY, SEARCH, AND BUSINESS CYCLES
    International Economic Review, 2011, 52, (3), 935-959 Downloads
  3. Money and capital
    Journal of Monetary Economics, 2011, 58, (2), 98-116 Downloads View citations (37)
    See also Working Paper (2007)
  4. Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs
    American Economic Journal: Macroeconomics, 2011, 3, (1), 60-90 Downloads View citations (37)
    See also Working Paper (2009)

2010

  1. Optimal fiscal and monetary policy when money is essential
    Journal of Economic Theory, 2010, 145, (5), 1618-1647 Downloads View citations (24)
    See also Working Paper (2007)
  2. Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
    American Economic Review, 2010, 100, (2), 20-24 Downloads View citations (20)
    See also Working Paper (2010)

2009

  1. Real-Time Measurement of Business Conditions
    Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 Downloads View citations (150)
    See also Working Paper (2008)

2008

  1. Data Revisions Are Not Well Behaved
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 319-340 Downloads View citations (73)
    See also Working Paper (2005)

2007

  1. Bargaining and the value of money
    Journal of Monetary Economics, 2007, 54, (8), 2636-2655 Downloads View citations (71)

2006

  1. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 Downloads View citations (149)
    See also Working Paper (2005)
  2. The macroeconomy and the yield curve: a dynamic latent factor approach
    Journal of Econometrics, 2006, 131, (1-2), 309-338 Downloads View citations (295)
    See also Working Paper (2004)

2004

  1. Moving Holidays and Seasonal Adjustment: The Case of Turkey
    Review of Middle East Economics and Finance, 2004, 2, (3), 44-50 Downloads View citations (2)

2003

  1. Search, money, and capital: a neoclassical dichotomy
    Proceedings, 2003, 1085-1117 View citations (26)
    See also Working Paper (2002)
  2. Time Series Analysis by State-Space Methods
    Journal of the American Statistical Association, 2003, 98, 255-256 Downloads

2001

  1. Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey
    Istanbul Stock Exchange Review, 2001, 5, (18), 33-52 Downloads View citations (2)

Chapters

2010

  1. Globalization, the Business Cycle, and Macroeconomic Monitoring
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 245-286 Downloads View citations (2)
    See also Working Paper (2011)
    Journal Article in NBER International Seminar on Macroeconomics (2011)

Software Items

2014

  1. Code and data files for "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2016)

2003

  1. Chebyshev Polynomials
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Finite Elements Method
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (2)
  3. Linear and Log-Linear Approximation
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Perturbation (2nd and 5th order)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Value Function Iteration
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2017-03-28