J. M. Olea

Economics and Econometrics · 2013–2020

A researcher in the Science corpus: 4 papers; trusts 34 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 73 citations into it; #6,503 of 23,481 by trust here, #10,386 by citations
• Finance — 11 citations into it; #3,540 of 10,518 by trust here, #4,599 by citations
• Statistics and Probability — 11 citations into it
• Gender Studies — 10 citations into it
• Renewable Energy, Sustainability and the Environment — 7 citations into it
• Accounting — 6 citations into it

Whom J. M. Olea trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell
2. James H. Stock
3. Lutz Kilian
4. V. Ramey
5. Patrik Guggenberger
6. Christiane Baumeister
7. Douglas O. Staiger
8. James D. Hamilton
9. Nadav Ben Zeev
10. Karel Mertens

Who trusts J. M. Olea overall

1. James H. Stock
2. Rahul Roy
3. Carolin E. Pflueger
4. M. Lenza
5. V. Ramey
6. Michael C. Bailey
7. Mark W. Watson
8. Shijin Santhakumar
9. Su Wang
10. B. Kaymak

Papers from J. M. Olea's perspective

Ordered by how strongly the researchers J. M. Olea trusts endorse each paper. Same corpus, a different order for every researcher.

1. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
3. A New Measure of Monetary Shocks : Derivation and Implications By
4. Monetary Policy Surprises, Credit Costs, and Economic Activity †
5. Estimation and Inference of Impulse Responses by Local Projections
6. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (The American Economic Review)
7. Why Agnostic Sign Restrictions are not Enough: Understanding the Dynamics of Oil Market VAR Models
8. Instrumental Variables Regression with Weak Instruments
9. Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information ∗
10. Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Their papers

• A Robust Test for Weak Instruments (2013) — 942 citations
• Inference in Structural Vector Autoregressions identified with an external instrument (2020) — 126 citations
• Delta-method inference for a class of set-identified SVARs (2018) — 53 citations
• Marginal Tax Rates and Income: New Time Series Evidence (2013) — 178 citations