Richard Paap

Economics and Econometrics · with Brouwer · 2008–2009

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Richard Paap trusts overall

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

  1. James H. Stock
  2. Tilmann Gneiting
  3. Giorgio E. Primiceri
  4. Timothy Cogley
  5. Mark W. Watson
  6. R. Portes
  7. Andrew Ang
  8. Badi H. Baltagi
  9. Thomas J. Sargent

Papers from Richard Paap's perspective

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

  1. Why Has U.S. Inflation Become Harder to Forecast
  2. Forecasting Output and Inflation: The Role of Asset Prices
  3. Evolving Post-World War II U.S. Inflation Dynamics (NBER macroeconomics annual)
  4. Time Varying Structural Vector Autoregressions and Monetary Policy
  5. Making and Evaluating Point Forecasts
  6. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
  7. A generalized design for bilateral trade flow models
  8. The Determinants of Cross-Border Equity Flows
  9. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
  10. Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)

Their papers