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 0 50 0 0 10 64
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 0 7 2 3 16 77
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 0 1 9 59
Dominant Currency Paradigm 1 1 3 43 2 3 26 95
Dominant Currency Paradigm 0 1 11 145 2 3 89 653
Double Robustness of Local Projections and Some Unpleasant VARithmetic 0 0 0 5 0 5 23 55
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 3 113 1 3 19 318
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 0 3 54 1 5 28 163
Essays in Macroeconometrics 0 0 1 73 0 0 12 52
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 0 0 55 0 0 10 21
Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data 0 0 0 21 1 4 25 88
Global Trade and the Dollar 0 0 0 64 0 2 17 171
Global Trade and the Dollar 0 0 0 72 0 5 29 465
Global Trade and the Dollar 0 0 1 45 0 1 20 151
Global Trade and the Dollar 0 0 0 81 2 7 23 181
Instrumental Variable Identification of Dynamic Variance Decompositions 0 0 0 21 1 5 98 148
Instrumental Variable Identification of Dynamic Variance Decompositions 0 0 0 4 0 2 16 31
Local Projections and VARs Estimate the Same Impulse Responses 0 2 7 94 0 8 40 123
Local Projections or VARs? A Primer for Macroeconomists 0 0 2 24 2 6 27 44
Local Projections vs. VARs: Lessons From Thousands of DGPs 0 0 0 15 0 0 25 77
Local Projections vs. VARs: Lessons From Thousands of DGPs 0 0 2 27 0 2 23 151
New Calculation of Danmarks Nationalbank's Effective Krone-Rate Index 0 0 0 3 1 1 11 40
Robust Empirical Bayes Confidence Intervals 0 0 0 4 0 0 10 28
SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved? 0 0 1 283 0 1 10 45
Standard Errors for Calibrated Parameters 0 0 2 12 2 4 15 36
Total Working Papers 1 4 36 1,343 17 71 631 3,336


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 1 17 97
Bayesian inference on structural impulse response functions 0 0 0 6 1 2 13 65
Consistent factor estimation in dynamic factor models with structural instability 0 0 1 46 0 2 15 218
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read 0 0 0 5 0 1 5 23
Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through 0 0 1 31 0 2 13 106
Dominant Currency Paradigm 4 7 34 161 17 35 176 765
Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly 0 2 11 11 0 3 24 24
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve 0 1 5 175 3 9 35 630
Instrumental Variable Identification of Dynamic Variance Decompositions 1 1 5 21 3 7 29 113
Local Projection Inference Is Simpler and More Robust Than You Think 2 9 24 113 11 31 99 421
Local Projections and VARs Estimate the Same Impulse Responses 5 14 39 164 12 40 242 715
Local Projections or Vector Autoregressions? A Primer for Macroeconomists 0 0 0 0 0 2 3 3
Local projections vs. VARs: Lessons from thousands of DGPs 1 2 5 8 6 17 80 101
Rejoinder 0 0 0 0 0 1 9 9
Robust Empirical Bayes Confidence Intervals 0 0 1 2 1 2 16 41
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved? 0 1 3 14 0 4 15 51
Simultaneous confidence bands: Theory, implementation, and an application to SVARs 1 6 12 50 8 24 55 189
Standard Errors for Calibrated Parameters 0 0 0 0 2 3 3 3
When Is Growth at Risk? 1 1 3 11 5 7 28 77
Total Journal Articles 15 44 144 837 69 193 877 3,651
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 Vector Autoregressions? A Primer for Macroeconomists 0 4 23 35 1 9 112 157
Total Chapters 0 4 23 35 1 9 112 157


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 2 28 1 3 19 239
Total Software Items 0 0 2 28 1 3 19 239


Statistics updated 2026-10-11