Details about S. Boragan Aruoba

Access statistics for papers by S. Boragan Aruoba.

Last updated 2022-06-02. Update your information in the RePEc Author Service.

Short-id: par34

Working Papers

2022

1. Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Identifying Monetary Policy Shocks: A Natural Language Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

3. Monetary Policy Surprises in Chile: Measurement & Real Effects
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)
4. Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
   Online Appendices, Review of Economic Dynamics View citations (6)
   See also Journal Article in Review of Economic Dynamics (2021)
5. SVARs With Occasionally-Binding Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (8)

2020

6. Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (7)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (8)
   Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (8)
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (12)
   See also Journal Article in Review of Economic Dynamics (2021)

2019

7. How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices
   Working Papers, Federal Reserve Bank of Philadelphia

2018

8. Measuring Uncertainty
   2018 Meeting Papers, Society for Economic Dynamics

2016

9. A Structural Model of Electoral Accountability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (7)
   See also Journal Article in International Economic Review (2019)
10. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (68)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) View citations (27)
    See also Journal Article in Review of Economic Studies (2018)
11. Term structures of inflation expectations and real interest rates
    Working Papers, Federal Reserve Bank of Philadelphia View citations (7)
    See also Journal Article in Journal of Business & Economic Statistics (2020)

2014

12. A Comparison of Programming Languages in Economics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
13. Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy
    Staff Report, Federal Reserve Bank of Minneapolis View citations (6)

2013

14. Assessing DSGE Model Nonlinearities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
15. Improving GDP Measurement: A Measurement-Error Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (27)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (15)
    See also Journal Article in Journal of Econometrics (2016)
16. Macroeconomic dynamics near the ZLB: a tale of two equilibria
    Working Papers, Federal Reserve Bank of Philadelphia View citations (60)

2012

17. Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    See also Journal Article in Review of Economic Dynamics (2016)
18. Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)

2011

19. Globalization, the Business Cycle, and Macroeconomic Monitoring
    IMF Working Papers, International Monetary Fund View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (17)
    See also Chapter (2010)
    Journal Article in NBER International Seminar on Macroeconomics (2011)
20. Homework in Monetary Economics: Inflation and House Prices
    2011 Meeting Papers, Society for Economic Dynamics
21. Improving GDP Measurement: A Forecast Combination Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (6)

2010

22. Informal Sector, Government Policy and Institutions
    2010 Meeting Papers, Society for Economic Dynamics View citations (29)
23. Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (65)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (45)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (60)
    See also Journal Article in American Economic Review (2010)

2009

24. Money and Optimal Capital Taxation
    2009 Meeting Papers, Society for Economic Dynamics
25. Money and capital: a quantitative analysis
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
26. Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009) View citations (2)
    See also Journal Article in American Economic Journal: Macroeconomics (2011)

2008

27. Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities
    2008 Meeting Papers, Society for Economic Dynamics View citations (6)
28. Real-Time Measurement of Business Conditions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (23)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (4)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (9)
    See also Journal Article in Journal of Business & Economic Statistics (2009)
29. Real-Time Measurement of Business Conditions, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (5)

2007

30. Money and capital
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (16)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (20)
    See also Journal Article in Journal of Monetary Economics (2011)
31. Optimal Fiscal and Monetary Policy when Money is Essential
    2007 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (10)
    See also Journal Article in Journal of Economic Theory (2010)

2005

32. Comparing Solution Methods for Dynamic Equilibrium Economies
    Levine's Bibliography, UCLA Department of Economics View citations (4)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (37)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
33. Data Revisions Are Not Well-Behaved
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

34. Data Revisions in General Equilibrium
    2004 Meeting Papers, Society for Economic Dynamics
35. Data Uncertainty in General Equilibrium
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (7)
36. The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    See also Journal Article in Journal of Econometrics (2006)

2003

37. Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
38. Search, Money and Capital: A Neoclassical Dichotomy, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (21)
39. The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (11)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (10)
    CFS Working Paper Series, Center for Financial Studies (2003)
    Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (11)

2002

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

2001

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

Journal Articles

2021

1. Institutions, tax evasion, and optimal policy
   Journal of Monetary Economics, 2021, 118, (C), 212-229 View citations (3)
2. Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
   Review of Economic Dynamics, 2021, 41, 96-120 View citations (8)
   See also Software Item (2021)
   Working Paper (2020)
   Working Paper (2021)

2020

3. Term Structures of Inflation Expectations and Real Interest Rates
   Journal of Business & Economic Statistics, 2020, 38, (3), 542-553 View citations (11)
   See also Working Paper (2016)

2019

4. A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY
   International Economic Review, 2019, 60, (2), 517-545 View citations (1)
   See also Working Paper (2016)

2018

5. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
   Review of Economic Studies, 2018, 85, (1), 87-118 View citations (94)
   See also Working Paper (2016)

2017

6. Assessing DSGE model nonlinearities
   Journal of Economic Dynamics and Control, 2017, 83, (C), 34-54 View citations (30)
   See also Working Paper (2013)

2016

7. Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
   Review of Economic Dynamics, 2016, 21, 105-124 View citations (9)
   See also Software Item (2014)
   Working Paper (2012)
8. Improving GDP measurement: A measurement-error perspective
   Journal of Econometrics, 2016, 191, (2), 384-397 View citations (39)
   See also Working Paper (2013)

2015

9. A comparison of programming languages in macroeconomics
   Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 View citations (6)

2013

10. A Real Economic Activity Indicator for Turkey
    Central Bank Review, 2013, 13, (1), 15-29 View citations (4)

2011

11. Globalization, the Business Cycle, and Macroeconomic Monitoring
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 245 - 286 View citations (18)
    See also Working Paper (2011)
    Chapter (2010)
12. MONEY, SEARCH, AND BUSINESS CYCLES
    International Economic Review, 2011, 52, (3), 935-959 View citations (8)
13. Money and capital
    Journal of Monetary Economics, 2011, 58, (2), 98-116 View citations (67)
    See also Working Paper (2007)
14. Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs
    American Economic Journal: Macroeconomics, 2011, 3, (1), 60-90 View citations (85)
    See also Working Paper (2009)

2010

15. Optimal fiscal and monetary policy when money is essential
    Journal of Economic Theory, 2010, 145, (5), 1618-1647 View citations (58)
    See also Working Paper (2007)
16. Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
    American Economic Review, 2010, 100, (2), 20-24 View citations (75)
    See also Working Paper (2010)

2009

17. Real-Time Measurement of Business Conditions
    Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 View citations (381)
    See also Working Paper (2008)

2008

18. Data Revisions Are Not Well Behaved
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 319-340 View citations (156)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 319-340 (2008) View citations (25)
    See also Working Paper (2005)

2007

19. Bargaining and the value of money
    Journal of Monetary Economics, 2007, 54, (8), 2636-2655 View citations (126)

2006

20. Comparing solution methods for dynamic equilibrium economies
    Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (236)
    See also Working Paper (2005)
21. The macroeconomy and the yield curve: a dynamic latent factor approach
    Journal of Econometrics, 2006, 131, (1-2), 309-338 View citations (554)
    See also Working Paper (2004)

2004

22. Moving Holidays and Seasonal Adjustment: The Case of Turkey
    Review of Middle East Economics and Finance, 2004, 2, (3), 44-50 View citations (4)

2003

23. Search, money, and capital: a neoclassical dichotomy
    Proceedings, 2003, 1085-1117 View citations (37)
    See also Working Paper (2002)
24. Time Series Analysis by State-Space Methods
    Journal of the American Statistical Association, 2003, 98, 255-256

2001

25. Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey
    Istanbul Stock Exchange Review, 2001, 5, (18), 33-52 View citations (3)

Chapters

2010

1. Globalization, the Business Cycle, and Macroeconomic Monitoring
   A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 245-286 View citations (15)
   See also Journal Article in NBER International Seminar on Macroeconomics (2011)
   Working Paper (2011)

Software Items

2021

1. Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2021)

2014

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

2003

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