Jonas Arias

Federal Reserve Bank of Philadelphia

10 N Independence Mall W

Philadelphia, PA 19106

United States

  • Federal Reserve Bank of Philadelphia

SCHOLARLY PAPERS

10

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514

SSRN CITATIONS
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in Total Papers Citations

114

CROSSREF CITATIONS

33

Scholarly Papers (10)

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1.

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

FRB Atlanta Working Paper No. 2014-1
Number of pages: 71 Posted: 30 Mar 2015
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 151 (263,136)
Citation 76

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identification, sign restrictions, simulation

2.

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Downloads 117 (319,272)
Citation 28

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

FRB International Finance Discussion Paper No. 1131
Number of pages: 44 Posted: 25 Apr 2015
Jonas Arias, Dario Caldara and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta - Research Department
Downloads 63 (469,162)
Citation 28

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SVARs; Monetary policy shocks; Systematic component of monetary policy

The Systematic Component of Monetary Policy in Svars: An Agnostic Identification Procedure

FRB Atlanta Working Paper No. 2016-15
Number of pages: 28 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Jonas Arias, Dario Caldara and Juan Rubio Ramírez
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Emory University
Downloads 54 (505,676)
Citation 1

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SVARs, monetary policy shocks, systematic component of monetary policy

3.

Inference in Bayesian Proxy-Svars

Downloads 76 (419,134)
Citation 2

Inference in Bayesian Proxy-Svars

FRB of Philadelphia Working Paper No. 18-25/R
Number of pages: 52 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 39 (578,784)

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Inference in Bayesian Proxy-Svars

FRB Atlanta Working Paper No. 2018-16
Number of pages: 48 Posted: 05 Feb 2019 Last Revised: 29 Apr 2020
Jonas Arias, Juan Rubio Ramírez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Emory University and Federal Reserve Bank of Atlanta
Downloads 37 (589,888)

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SVARs, external instruments, importance sampler

4.

Alternative Strategies: How Do They Work? How Might They Help?

FEDS Working Paper No. 2020-68
Number of pages: 31 Posted: 01 Sep 2020
Jonas Arias, Martin Bodenstein, Hess T. Chung, Thorsten Drautzburg and Andrea Raffo
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 60 (473,851)
Citation 4

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5.

The Macroeconomic Risks of Undesirably Low Inflation

International Finance Discussion Paper No. 1162
Number of pages: 49 Posted: 04 May 2016 Last Revised: 21 Sep 2016
Jonas Arias, Christopher J. Erceg and Mathias Trabandt
Federal Reserve Bank of Philadelphia, Board of Governors of the Federal Reserve System and Goethe University in Frankfurt
Downloads 41 (556,251)
Citation 5

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Inflation Expectations, Wages, Productivity, disinflation, Monetary Policy, Liquidity Trap, DSGE Model

6.

The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

Downloads 33 (598,910)
Citation 1

The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes

NBER Working Paper No. w28617
Number of pages: 48 Posted: 29 Mar 2021 Last Revised: 13 Mar 2022
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and University of Illinois
Downloads 21 (700,276)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CESifo Working Paper No. 8977
Number of pages: 59 Posted: 05 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 11 (788,517)

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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

CEPR Discussion Paper No. DP15951
Number of pages: 60 Posted: 01 Apr 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1 (898,814)
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7.

Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment

International Finance Discussion Paper No. 1127
Number of pages: 23 Posted: 31 May 2017 Last Revised: 25 Apr 2022
Jonas Arias, Guido Ascari, Nicola Branzoli and Efrem Castelnuovo
Federal Reserve Bank of Philadelphia, University of Pavia, Bank of Italy and University of Padua - Department of Economics
Downloads 24 (656,750)

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Trend inflation, determinacy, monetary policy

8.

Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs

FRB of Philadelphia Working Paper No. 21-18
Number of pages: 62 Posted: 14 May 2021 Last Revised: 17 May 2021
Jonas Arias, Jesús Fernández-Villaverde, Juan Rubio Ramírez and Minchul Shin
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics, Emory University and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 12 (751,061)

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Bayesian estimation, Epidemiological models, Causality, policy intervention

9.

Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models

FRB of Philadelphia Working Paper No. 21-21
Posted: 14 Jun 2021
Jonas Arias, Juan F. Rubio-Ramirez and Minchul Shin
Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Vector Autoregressions, Time-Varying Parameters, Stochastic Volatility, Variable Ordering, Cholesky Decomposition, Wishart Process, Dynamic Conditional Correlation, Out-of-sample Forecasting Evaluation

10.

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications

CEPR Discussion Paper No. DP9796
Number of pages: 74 Posted: 02 Jun 2014
Jonas Arias, Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Atlanta - Research Department and Federal Reserve Bank of Atlanta
Downloads 0 (878,334)
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Fiscal Shocks, Optimism, Sign and Zero Restrictions, SVARs