Details about S. Boragan Aruoba
Access statistics for papers by S. Boragan Aruoba.
Last updated 2024-05-06. Update your information in the RePEc Author Service.
Short-id: par34
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Working Papers
2024
- Identifying Monetary Policy Shocks: A Natural Language Approach
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
- Pricing Under Distress
NBER Working Papers, National Bureau of Economic Research, Inc
- Reviving Micro Real Rigidities: The Importance of Demand Shocks
NBER Working Papers, National Bureau of Economic Research, Inc
- The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Chapter The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices, NBER Chapters, National Bureau of Economic Research, Inc (2024) View citations (2) (2024)
2023
- Real Rigidities, Firm Dynamics, and Monetary Nonneutrality: The Role of Demand Shocks
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
2022
- Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints
Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
2021
- Monetary Policy Surprises in Chile: Measurement & Real Effects
Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
- Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
Online Appendices, Review of Economic Dynamics View citations (16)
See also Journal Article Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (19) (2021)
- SVARs With Occasionally-Binding Constraints
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (11)
See also Journal Article SVARs with occasionally-binding constraints, Journal of Econometrics, Elsevier (2022) View citations (11) (2022)
2020
- Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020) View citations (7) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (12) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6) Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (9)
See also Journal Article Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (19) (2021)
2019
- How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices
Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
2018
- Measuring Uncertainty
2018 Meeting Papers, Society for Economic Dynamics
2016
- 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 A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2019) View citations (2) (2019)
- 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 PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) View citations (27) NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (70)
See also Journal Article Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (116) (2018)
- Term structures of inflation expectations and real interest rates
Working Papers, Federal Reserve Bank of Philadelphia View citations (10)
See also Journal Article Term Structures of Inflation Expectations and Real Interest Rates, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (20) (2020)
2014
- A Comparison of Programming Languages in Economics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- 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
- 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 (12)
See also Journal Article Assessing DSGE model nonlinearities, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (38) (2017)
- 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 Improving GDP measurement: A measurement-error perspective, Journal of Econometrics, Elsevier (2016) View citations (45) (2016)
- Macroeconomic dynamics near the ZLB: a tale of two equilibria
Working Papers, Federal Reserve Bank of Philadelphia View citations (74)
2012
- Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
See also Journal Article Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2016) View citations (11) (2016)
- 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
- Globalization, the Business Cycle, and Macroeconomic Monitoring
IMF Working Papers, International Monetary Fund View citations (19)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (17)
See also Journal Article Globalization, the Business Cycle, and Macroeconomic Monitoring, NBER International Seminar on Macroeconomics, University of Chicago Press (2011) View citations (20) (2011) Chapter Globalization, the Business Cycle, and Macroeconomic Monitoring, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (15) (2010)
- Homework in Monetary Economics: Inflation and House Prices
2011 Meeting Papers, Society for Economic Dynamics
- Improving GDP Measurement: A Forecast Combination Perspective
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (6) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (11)
2010
- Informal Sector, Government Policy and Institutions
2010 Meeting Papers, Society for Economic Dynamics View citations (33)
- 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 (71)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (66) NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (79)
See also Journal Article Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions, American Economic Review, American Economic Association (2010) View citations (80) (2010)
2009
- Money and Optimal Capital Taxation
2009 Meeting Papers, Society for Economic Dynamics
- Money and capital: a quantitative analysis
Working Papers, Federal Reserve Bank of St. Louis View citations (6)
- 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 (5)
See also Journal Article Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (93) (2011)
2008
- Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities
2008 Meeting Papers, Society for Economic Dynamics View citations (6)
- Real-Time Measurement of Business Conditions
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (9) 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) PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (5)
See also Journal Article Real-Time Measurement of Business Conditions, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (446) (2009)
- 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
- Money and capital
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (18)
Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (20)
See also Journal Article Money and capital, Journal of Monetary Economics, Elsevier (2011) View citations (69) (2011)
- 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 Optimal fiscal and monetary policy when money is essential, Journal of Economic Theory, Elsevier (2010) View citations (64) (2010)
2005
- Comparing Solution Methods for Dynamic Equilibrium Economies
Levine's Bibliography, UCLA Department of Economics View citations (4)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (37) FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2003) View citations (22)
See also Journal Article Comparing solution methods for dynamic equilibrium economies, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (248) (2006)
- Data Revisions Are Not Well-Behaved
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
See also Journal Article Data Revisions Are Not Well Behaved, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (35) (2008)
2004
- Data Revisions in General Equilibrium
2004 Meeting Papers, Society for Economic Dynamics
- Data Uncertainty in General Equilibrium
Computing in Economics and Finance 2004, Society for Computational Economics View citations (7)
- 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 The macroeconomy and the yield curve: a dynamic latent factor approach, Journal of Econometrics, Elsevier (2006) View citations (598) (2006)
2003
- Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies
Computing in Economics and Finance 2003, Society for Computational Economics View citations (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 View citations (22)
- The Macroeconomy and the Yield Curve: A Nonstructural Analysis
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (10)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003) View citations (11) Working Paper Series, Federal Reserve Bank of San Francisco (2003) View citations (11)
2002
- Search, money and capital: a neoclassical dichotomy
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (7)
See also Journal Article Search, money, and capital: a neoclassical dichotomy, Proceedings, Federal Reserve Bank of Cleveland (2003) View citations (42) (2003)
2001
- 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
2022
- SVARs with occasionally-binding constraints
Journal of Econometrics, 2022, 231, (2), 477-499 View citations (11)
See also Working Paper SVARs With Occasionally-Binding Constraints, CEPR Discussion Papers (2021) View citations (8) (2021)
2021
- Institutions, tax evasion, and optimal policy
Journal of Monetary Economics, 2021, 118, (C), 212-229 View citations (7)
- Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Review of Economic Dynamics, 2021, 41, 96-120 View citations (19)
See also Working Paper Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, NBER Working Papers (2020) View citations (8) (2020) Working Paper Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints", Online Appendices (2021) View citations (16) (2021) Software Item Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints", Computer Codes (2021) (2021)
2020
- Term Structures of Inflation Expectations and Real Interest Rates
Journal of Business & Economic Statistics, 2020, 38, (3), 542-553 View citations (20)
See also Working Paper Term structures of inflation expectations and real interest rates, Working Papers (2016) View citations (10) (2016)
2019
- A STRUCTURAL MODEL OF ELECTORAL ACCOUNTABILITY
International Economic Review, 2019, 60, (2), 517-545 View citations (2)
See also Working Paper A Structural Model of Electoral Accountability, CEPR Discussion Papers (2016) (2016)
2018
- Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
The Review of Economic Studies, 2018, 85, (1), 87-118 View citations (116)
See also Working Paper Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries, International Finance Discussion Papers (2016) View citations (45) (2016)
2017
- Assessing DSGE model nonlinearities
Journal of Economic Dynamics and Control, 2017, 83, (C), 34-54 View citations (38)
See also Working Paper Assessing DSGE Model Nonlinearities, NBER Working Papers (2013) View citations (12) (2013)
2016
- Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes
Review of Economic Dynamics, 2016, 21, 105-124 View citations (11)
See also Working Paper Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes, NBER Working Papers (2012) View citations (17) (2012) Software Item Code and data files for "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes", Computer Codes (2014) (2014)
- Improving GDP measurement: A measurement-error perspective
Journal of Econometrics, 2016, 191, (2), 384-397 View citations (45)
See also Working Paper Improving GDP Measurement: A Measurement-Error Perspective, NBER Working Papers (2013) View citations (15) (2013)
2015
- A comparison of programming languages in macroeconomics
Journal of Economic Dynamics and Control, 2015, 58, (C), 265-273 View citations (12)
2013
- A Real Economic Activity Indicator for Turkey
Central Bank Review, 2013, 13, (1), 15-29 View citations (4)
2011
- Globalization, the Business Cycle, and Macroeconomic Monitoring
NBER International Seminar on Macroeconomics, 2011, 7, (1), 245 - 286 View citations (20)
See also Chapter Globalization, the Business Cycle, and Macroeconomic Monitoring, NBER Chapters, 2010, 245-286 (2010) View citations (15) (2010) Working Paper Globalization, the Business Cycle, and Macroeconomic Monitoring, IMF Working Papers (2011) View citations (19) (2011)
- MONEY, SEARCH, AND BUSINESS CYCLES
International Economic Review, 2011, 52, (3), 935-959 View citations (8)
- Money and capital
Journal of Monetary Economics, 2011, 58, (2), 98-116 View citations (69)
See also Working Paper Money and capital, Working Papers (Old Series) (2007) View citations (18) (2007)
- Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs
American Economic Journal: Macroeconomics, 2011, 3, (1), 60-90 View citations (93)
See also Working Paper Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs, NBER Working Papers (2009) View citations (4) (2009)
2010
- Optimal fiscal and monetary policy when money is essential
Journal of Economic Theory, 2010, 145, (5), 1618-1647 View citations (64)
See also Working Paper Optimal Fiscal and Monetary Policy when Money is Essential, 2007 Meeting Papers (2007) View citations (8) (2007)
- Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions
American Economic Review, 2010, 100, (2), 20-24 View citations (80)
See also Working Paper Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions, PIER Working Paper Archive (2010) View citations (71) (2010)
2009
- Real-Time Measurement of Business Conditions
Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 View citations (446)
See also Working Paper Real-Time Measurement of Business Conditions, NBER Working Papers (2008) View citations (9) (2008)
2008
- Data Revisions Are Not Well Behaved
Journal of Money, Credit and Banking, 2008, 40, (2‐3), 319-340 View citations (35)
Also in Journal of Money, Credit and Banking, 2008, 40, (2-3), 319-340 (2008) View citations (165)
See also Working Paper Data Revisions Are Not Well-Behaved, CEPR Discussion Papers (2005) View citations (16) (2005)
2007
- Bargaining and the value of money
Journal of Monetary Economics, 2007, 54, (8), 2636-2655 View citations (131)
2006
- Comparing solution methods for dynamic equilibrium economies
Journal of Economic Dynamics and Control, 2006, 30, (12), 2477-2508 View citations (248)
See also Working Paper Comparing Solution Methods for Dynamic Equilibrium Economies, Levine's Bibliography (2005) View citations (4) (2005)
- The macroeconomy and the yield curve: a dynamic latent factor approach
Journal of Econometrics, 2006, 131, (1-2), 309-338 View citations (598)
See also Working Paper The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach, NBER Working Papers (2004) View citations (23) (2004)
2004
- 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
- Search, money, and capital: a neoclassical dichotomy
Proceedings, 2003, 1085-1117 View citations (42)
See also Working Paper Search, money and capital: a neoclassical dichotomy, Working Papers (Old Series) (2002) View citations (7) (2002)
- Time Series Analysis by State-Space Methods
Journal of the American Statistical Association, 2003, 98, 255-256
2001
- Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey
Istanbul Stock Exchange Review, 2001, 5, (18), 33-52 View citations (3)
Chapters
2024
- The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices
A chapter in Inflation in the COVID Era and Beyond, 2024 View citations (2)
See also Working Paper The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices, National Bureau of Economic Research, Inc (2024) View citations (3) (2024)
2010
- 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 Globalization, the Business Cycle, and Macroeconomic Monitoring, University of Chicago Press (2011) View citations (20) (2011) Working Paper Globalization, the Business Cycle, and Macroeconomic Monitoring, International Monetary Fund (2011) View citations (19) (2011)
Software Items
2021
- 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 Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (19) (2021)
2014
- 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 Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2016) View citations (11) (2016)
2003
- Chebyshev Polynomials
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Finite Elements Method
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (2)
- Linear and Log-Linear Approximation
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Perturbation (2nd and 5th order)
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
- Value Function Iteration
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
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