Concepedia

Jonas E. Arias

JE

9

Publications

778

Citations

9

H-Index

2014

Active since

Affiliations

Federal Reserve Bank of Atlanta(Current)

Federal Reserve Bank of Philadelphia

Federal Reserve

Federal Reserve Board of Governors

Emory University

Jonas E. Arias is an author at Federal Reserve Bank of Atlanta specializing in business, statistics, and econometrics.

Top concepts

BusinessEconomicsStatisticsEconometricsEconomic AnalysisFinanceMacroeconomicsEngineeringStatistical InferenceForecasting

Publications per year

2014–2023

9

Publications

9

Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner · Econometrica · 2018 · 405 citations

Econometric Model, Zero Restrictions, Parameter Identification +15

The systematic component of monetary policy in SVARs: An agnostic identification procedure

Jonas E. Arias, Dario Caldara, Juan Francisco Rubio-Ramı́rez · Journal of Monetary Economics · 2018 · 157 citations

Monetary Policy, Economics, Monetary Theory +9

Inference in Bayesian Proxy-SVARs

Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner · Journal of Econometrics · 2021 · 56 citations

Bayesian Statistic, Bayesian Statistics, Engineering +6

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

Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner · International Finance Discussion Paper · 2014 · 43 citations · Full text

Engineering, Statistical Foundation, Macroeconomic Forecasting +26

Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models

Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Minchul Shin · Journal of Econometrics · 2022 · 37 citations

Forecasting Methodology, Economics, Multivariate Stochastic Volatility +13

Rows per page

1–5 of 9