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 1 1 2 51
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 2 7 1 2 5 60
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 1 1 3 50
Dominant Currency Paradigm 0 1 2 34 2 4 10 59
Dominant Currency Paradigm 0 0 1 131 2 5 20 551
Double Robustness of Local Projections and Some Unpleasant VARithmetic 0 3 3 3 0 5 18 18
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 1 50 1 3 6 131
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 1 109 0 1 20 296
Essays in Macroeconometrics 0 1 1 71 0 1 1 38
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 0 0 55 0 0 0 9
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 1 1 21 0 4 7 62
Global Trade and the Dollar 0 0 0 71 3 4 18 423
Global Trade and the Dollar 1 1 2 79 1 3 13 151
Global Trade and the Dollar 0 0 0 44 0 0 1 129
Global Trade and the Dollar 0 0 2 64 0 0 5 153
Instrumental Variable Identification of Dynamic Variance Decompositions 0 0 2 20 1 2 6 48
Instrumental Variable Identification of Dynamic Variance Decompositions 0 0 0 4 0 0 1 12
Local Projections and VARs Estimate the Same Impulse Responses 0 1 8 82 1 2 18 74
Local Projections vs. VARs: Lessons From Thousands of DGPs 0 0 2 15 0 0 2 49
Local Projections vs. VARs: Lessons From Thousands of DGPs 1 2 12 23 6 9 59 112
New Calculation of Danmarks Nationalbank's Effective Krone-Rate Index 0 0 0 3 0 0 1 29
Robust Empirical Bayes Confidence Intervals 0 0 0 4 1 1 3 13
SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved? 0 0 2 281 0 0 4 32
Standard Errors for Calibrated Parameters 0 0 1 9 1 1 7 19
Total Working Papers 2 10 44 1,258 22 49 230 2,569

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 1 1 2 6 1 3 7 49
Consistent factor estimation in dynamic factor models with structural instability 1 1 3 43 3 3 17 196
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read 0 0 1 5 0 1 3 18
Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through 0 0 0 28 0 1 4 89
Dominant Currency Paradigm 1 2 11 120 4 8 53 545
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 4 165 4 5 25 580
Instrumental Variable Identification of Dynamic Variance Decompositions 1 1 4 12 1 1 18 69
Local Projection Inference Is Simpler and More Robust Than You Think 2 8 24 84 2 16 86 290
Local Projections and VARs Estimate the Same Impulse Responses 4 8 35 105 8 22 114 403
Local projections vs. VARs: Lessons from thousands of DGPs 0 0 0 0 3 6 6 6
Robust Empirical Bayes Confidence Intervals 0 0 1 1 0 0 7 18
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved? 0 1 5 10 1 3 13 34
Simultaneous confidence bands: Theory, implementation, and an application to SVARs 0 0 15 35 0 2 27 124
When Is Growth at Risk? 2 2 3 3 3 7 27 29
Total Journal Articles 12 24 108 636 30 78 408 2,528
1 registered items for which data could not be found

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 3 9 24 3 10 60 206
Total Software Items 0 3 9 24 3 10 60 206

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Statistics updated 2025-03-03