Access Statistics for Mikkel Plagborg-Moller

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference on Structural Impulse Response Functions 0 0 1 50 2 3 4 53
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 2 7 0 1 4 60
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 0 1 3 50
Dominant Currency Paradigm 0 0 2 34 0 3 10 60
Dominant Currency Paradigm 0 1 2 132 1 4 20 553
Double Robustness of Local Projections and Some Unpleasant VARithmetic 0 0 3 3 3 3 21 21
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 1 1 51 1 3 7 133
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 1 109 0 0 18 296
Essays in Macroeconometrics 0 0 1 71 0 0 1 38
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 0 1 21 1 1 7 63
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 0 0 55 1 2 2 11
Global Trade and the Dollar 1 1 1 72 2 6 13 426
Global Trade and the Dollar 0 0 0 44 0 0 0 129
Global Trade and the Dollar 0 0 2 64 0 0 5 153
Global Trade and the Dollar 0 1 1 79 1 2 12 152
Instrumental Variable Identification of Dynamic Variance Decompositions 1 1 3 21 1 3 7 50
Instrumental Variable Identification of Dynamic Variance Decompositions 0 0 0 4 0 2 2 14
Local Projections and VARs Estimate the Same Impulse Responses 1 2 7 84 2 4 16 77
Local Projections vs. VARs: Lessons From Thousands of DGPs 0 0 2 15 1 3 5 52
Local Projections vs. VARs: Lessons From Thousands of DGPs 0 1 7 23 3 14 49 120
New Calculation of Danmarks Nationalbank's Effective Krone-Rate Index 0 0 0 3 0 0 0 29
Robust Empirical Bayes Confidence Intervals 0 0 0 4 2 3 5 15
SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved? 0 0 2 281 1 1 4 33
Standard Errors for Calibrated Parameters 0 0 1 9 0 2 8 20
Total Working Papers 3 8 40 1,264 22 61 223 2,608

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on proper scoring rules and risk aversion 0 0 0 19 0 0 1 78
Bayesian inference on structural impulse response functions 0 1 1 6 1 2 7 50
Consistent factor estimation in dynamic factor models with structural instability 1 2 4 44 2 6 16 199
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read 0 0 1 5 0 0 3 18
Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through 1 2 2 30 2 3 5 92
Dominant Currency Paradigm 0 2 10 121 4 11 48 552
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 1 5 166 3 10 30 586
Instrumental Variable Identification of Dynamic Variance Decompositions 1 3 5 14 4 6 19 74
Local Projection Inference Is Simpler and More Robust Than You Think 0 3 23 85 5 13 78 301
Local Projections and VARs Estimate the Same Impulse Responses 3 9 34 110 9 24 112 419
Local projections vs. VARs: Lessons from thousands of DGPs 0 0 0 0 3 6 9 9
Robust Empirical Bayes Confidence Intervals 0 0 1 1 1 1 6 19
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved? 1 1 5 11 1 2 12 35
Simultaneous confidence bands: Theory, implementation, and an application to SVARs 1 1 13 36 1 2 23 126
When Is Growth at Risk? 0 2 3 3 1 5 26 31
Total Journal Articles 8 27 107 651 37 91 395 2,589
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Local Projections or VARs? A Primer for Macroeconomists 2 2 2 2 3 3 3 3
Total Chapters 2 2 2 2 3 3 3 3

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
EBREG: Stata module to compute Robust Empirical Bayes Confidence Intervals 0 0 9 24 2 7 58 210
Total Software Items 0 0 9 24 2 7 58 210

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Statistics updated 2025-05-12