Details about Mikkel Plagborg-Moller

Access statistics for papers by Mikkel Plagborg-Moller.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: ppl107

Working Papers

2024

1. Double Robustness of Local Projections and Some Unpleasant VARithmetic
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

2022

2. Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
   Working Papers, Princeton University. Economics Department.
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2021) View citations (2)
3. Local Projections vs. VARs: Lessons From Thousands of DGPs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
   Also in Working Papers, Princeton University. Economics Department. (2021) View citations (7)
   See also Journal Article Local projections vs. VARs: Lessons from thousands of DGPs, Journal of Econometrics, Elsevier (2024) View citations (10) (2024)
4. Robust Empirical Bayes Confidence Intervals
   Working Papers, Princeton University. Economics Department. View citations (3)
   See also Journal Article Robust Empirical Bayes Confidence Intervals, Econometrica, Econometric Society (2022) View citations (3) (2022)

2021

5. Instrumental Variable Identification of Dynamic Variance Decompositions
   Working Papers, Princeton University. Economics Department. View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (17)
   See also Journal Article Instrumental Variable Identification of Dynamic Variance Decompositions, Journal of Political Economy, University of Chicago Press (2022) View citations (23) (2022)
6. SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?
   Working Papers, Princeton University. Economics Department. View citations (2)
   See also Journal Article SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?, AEA Papers and Proceedings, American Economic Association (2022) View citations (10) (2022)
7. Standard Errors for Calibrated Parameters
   Working Papers, Princeton University. Economics Department. View citations (3)

2020

8. Dominant Currency Paradigm
   Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (169)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (95)
   See also Journal Article Dominant Currency Paradigm, American Economic Review, American Economic Association (2020) View citations (206) (2020)
9. Local Projections and VARs Estimate the Same Impulse Responses
   Working Papers, Princeton University. Economics Department. View citations (3)
   See also Journal Article Local Projections and VARs Estimate the Same Impulse Responses, Econometrica, Econometric Society (2021) View citations (311) (2021)

2017

10. Global Trade and the Dollar
    IMF Working Papers, International Monetary Fund View citations (64)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (64)
    2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (62)
    Working Paper, Harvard University OpenScholar (2017) View citations (64)

2016

11. Essays in Macroeconometrics
    Working Paper, Harvard University OpenScholar View citations (3)

2015

12. Bayesian Inference on Structural Impulse Response Functions
    Working Paper, Harvard University OpenScholar View citations (7)
    See also Journal Article Bayesian inference on structural impulse response functions, Quantitative Economics, Econometric Society (2019) (2019)

2014

13. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
    Scholarly Articles, Harvard University Department of Economics View citations (234)
    Also in Working Paper, Harvard University OpenScholar View citations (148)
    See also Journal Article Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve, Journal of Economic Literature, American Economic Association (2014) View citations (270) (2014)

2013

14. Consistent Factor Estimation in Dynamic Factor Models with Structural Instability
    Scholarly Articles, Harvard University Department of Economics View citations (100)
    Also in Working Paper, Harvard University OpenScholar View citations (69)
    See also Journal Article Consistent factor estimation in dynamic factor models with structural instability, Journal of Econometrics, Elsevier (2013) View citations (94) (2013)

Undated

15. New Calculation of Danmarks Nationalbank's Effective Krone-Rate Index
    Working Paper, Harvard University OpenScholar View citations (1)

Journal Articles

2024

1. Local projections vs. VARs: Lessons from thousands of DGPs
   Journal of Econometrics, 2024, 244, (2) View citations (10)
   See also Working Paper Local Projections vs. VARs: Lessons From Thousands of DGPs, NBER Working Papers (2022) View citations (23) (2022)

2022

2. Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read
   Journal of Business & Economic Statistics, 2022, 40, (4), 1434-1437
3. Instrumental Variable Identification of Dynamic Variance Decompositions
   Journal of Political Economy, 2022, 130, (8), 2164 - 2202 View citations (23)
   See also Working Paper Instrumental Variable Identification of Dynamic Variance Decompositions, Working Papers (2021) View citations (2) (2021)
4. Robust Empirical Bayes Confidence Intervals
   Econometrica, 2022, 90, (6), 2567-2602 View citations (3)
   See also Working Paper Robust Empirical Bayes Confidence Intervals, Working Papers (2022) View citations (3) (2022)
5. SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?
   AEA Papers and Proceedings, 2022, 112, 481-85 View citations (10)
   See also Working Paper SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?, Working Papers (2021) View citations (2) (2021)

2021

6. Local Projection Inference Is Simpler and More Robust Than You Think
   Econometrica, 2021, 89, (4), 1789-1823 View citations (143)
7. Local Projections and VARs Estimate the Same Impulse Responses
   Econometrica, 2021, 89, (2), 955-980 View citations (311)
   See also Working Paper Local Projections and VARs Estimate the Same Impulse Responses, Working Papers (2020) View citations (3) (2020)

2020

8. Dominant Currency Paradigm
   American Economic Review, 2020, 110, (3), 677-719 View citations (206)
   See also Working Paper Dominant Currency Paradigm, Department of Economics, Working Paper Series (2020) View citations (169) (2020)
9. When Is Growth at Risk?
   Brookings Papers on Economic Activity, 2020, 51, (1 (Spring)), 167-229 View citations (23)

2019

10. Bayesian inference on structural impulse response functions
    Quantitative Economics, 2019, 10, (1), 145-184
    See also Working Paper Bayesian Inference on Structural Impulse Response Functions, Working Paper (2015) View citations (7) (2015)
11. Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through
    AEA Papers and Proceedings, 2019, 109, 527-32 View citations (11)
12. Simultaneous confidence bands: Theory, implementation, and an application to SVARs
    Journal of Applied Econometrics, 2019, 34, (1), 1-17 View citations (55)

2014

13. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
    Journal of Economic Literature, 2014, 52, (1), 124-88 View citations (270)
    See also Working Paper Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve, Scholarly Articles (2014) View citations (234) (2014)

2013

14. Consistent factor estimation in dynamic factor models with structural instability
    Journal of Econometrics, 2013, 177, (2), 289-304 View citations (94)
    See also Working Paper Consistent Factor Estimation in Dynamic Factor Models with Structural Instability, Scholarly Articles (2013) View citations (100) (2013)

2012

15. A note on proper scoring rules and risk aversion
    Economics Letters, 2012, 117, (1), 357-361 View citations (1)

Software Items

2021

1. EBREG: Stata module to compute Robust Empirical Bayes Confidence Intervals
   Statistical Software Components, Boston College Department of Economics