Pooyan Amir-Ahmadi

Publications

Identification and Inference With Ranking Restrictions, [2023 QE Best Paper Prize]

joint with Thorsten Drautzburg,

Quantitative Economics, January 2021, vol. 12 (1), pages 1-39,

Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models,

joint with Christian Matthes and Mu-Chun Wang,

Journal of Business and Economics Statistics, 2020, 38 (1), 124-136

Measurement Errors and Monetary Policy: Then and Now,

joint with Christian Matthes and Mu-Chun Wang,

Journal of Economic Dynamics and Control, June 2017, Volume 79, Pages 66-78

Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century,

joint with Christian Matthes and Mu-Chun Wang,

Quantitative Economics, July 2016, vol. 7 (2), pages 591-611

Understanding Instruments in Macroeconomics - A Study of High-Frequency Identification [R&R JAE]

joint with Christian Matthes and Mu-Chun Wang, [updated: 05/2023]

What Does Monetary Policy Do to Different People?

joint with Christian Matthes and Mu-Chun Wang, [updated: 09/2022]

Regional Monetary Policies and the Great Depression

joint with Gustavo S. Cortes and Marc Weidenmier

Sign Restrictions in Bayesian FaVARs with an application to monetary policy shocks

joint with Harald Uhlig

Evolving Credit and the U.S. Macroeconomy: 1920 - 2011

Depression Econometrics: A FAVAR Model of Monetary Policy during the Great Depression

joint with Albrecht Ritschl

[Working paper] [CEPR Version]

Forecasting with Time-Varying Parameter VARs: An Efficient Sequential Monte Carlo Approach

joint with Zhendong Sun

Macroeconomic Forecasting in Presence of Common Instabilities

joint with Dalibor Stevanovic