Details about Mark Bognanni
Access statistics for papers by Mark Bognanni.
Last updated 2016-02-28. Update your information in the RePEc Author Service.
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- Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility
Working Papers, Federal Reserve Bank of Cleveland
- 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 (2)
- 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)
- A Forecasting Assessment of Market-Based PCE Inflation
Economic Commentary, 2020, 2020, (01)
- Has the Real-Time Reliability of Monthly Indicators Changed over Time?
Economic Commentary, 2019, (October)
- An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting
Economic Commentary, 2018, (May)
- New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity
Economic Commentary, 2016, (December) View citations (1)