Martha Banbura
Economics and Econometrics · 2007–2015
A researcher in the Science corpus: 5 papers; trusts 26 researchers and is trusted by 52 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 113 citations into it; #1,807 of 23,481 by trust here, #2,859 by citations
- Finance — 49 citations into it
- Management Science and Operations Research — 24 citations into it
- Statistics and Probability — 9 citations into it
- Time-Series & Forecasting — 5 citations into it
Whom Martha Banbura trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- Mark W. Watson
- Ben S. Bernanke
- Domenico Giannone
- L. Reichlin
- M. Forni
- Jean Boivin
- Christopher A. Sims
- R. Giacomini
- Robert Fildes
Who trusts Martha Banbura overall
- Domenico Giannone
- Andrea Carriero
- M. Lenza
- Lutz Kilian
- Gary Koop
- Haroon Mumtaz
- Bjørn Eraker
- Rochelle M. Edge
- Song Song
- Massimiliano Marcellino
Papers from Martha Banbura's perspective
Ordered by how strongly the researchers Martha Banbura trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary Policy in a Data-Rich Environment
- Macroeconomic Forecasting Using Diffusion Indexes
- Inferential Theory for Factor Models of Large Dimensions
- Forecasting Using Principal Components From a Large Number of Predictors
- International Business Cycles: World, Region, and Country-Specific Factors
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in Approximate Factor Models
- Principal components at work: the empirical analysis of monetary policy with large data sets
- Real-Time Measurement of Business Conditions
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Their papers
- Large Bayesian vector auto regressions (2010) — 1,215 citations
- Now-Casting and the Real-time Data Flow (2013) — 436 citations
- Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections (2015) — 169 citations
- Large Bayesian VARs (2008) — 263 citations
- Bayesian VARs with large panels (2007) — 150 citations