Details about Mark Bognanni

Access statistics for papers by Mark Bognanni.

Last updated 2016-02-28. Update your information in the RePEc Author Service.

Short-id: pbo762

Working Papers

2020

1. Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (17)

2019

2. Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility
   Working Papers, Federal Reserve Bank of Cleveland View citations (1)

2018

3. A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (24)

2015

4. Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2014) View citations (5)

Journal Articles

2020

1. A Forecasting Assessment of Market-Based PCE Inflation
   Economic Commentary, 2020, 2020, (01)

2019

2. Has the Real-Time Reliability of Monthly Indicators Changed over Time?
   Economic Commentary, 2019, (October)

2018

3. An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting
   Economic Commentary, 2018, 2018, (05), 6 View citations (1)

2016

4. New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity
   Economic Commentary, 2016, (December) View citations (1)