Andrew T. Foerster
Economics and Econometrics · 2008–2016
A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 48 citations into it; #10,166 of 23,481 by trust here, #9,863 by citations
- Finance — 16 citations into it
- Management Science and Operations Research — 8 citations into it
- Statistics and Probability — 5 citations into it
Whom Andrew T. Foerster trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Klein
- Francesco Bianchi
- Xavier Gabaix
- Oswaldo Luiz do Valle Costa
- Ruchira S. Datta
- James H. Stock
- Troy A. Davig
- Frank Schorfheide
- Manuel S. Santos
- Nicholas Bloom
Who trusts Andrew T. Foerster overall
- Vasco M. Carvalho
- Jean-Noël Barrot
- Saki Bigio
- Lorenzo Caliendo
- Alireza Tahbaz-Salehi
- Julien Sauvagnat
- Jennifer La'O
- Daron Acemoglu
- F. Parro
- Xavier Gabaix
Papers from Andrew T. Foerster's perspective
Ordered by how strongly the researchers Andrew T. Foerster trusts endorse each paper. Same corpus, a different order for every researcher.
- Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
- What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Large Bayesian vector auto regressions
- Nowcasting: the real time informational content of macroeconomic data releases
- The Impact of Uncertainty Shocks
- Forecasting Using Principal Components From a Large Number of Predictors
- Discrete-Time Markov Jump Linear Systems (IEEE Transactions on Automatic Control)
- A Coincident Index, Common Factors, and Monthly Real GDP*
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
Their papers
- Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008) — 343 citations
- Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models (2016) — 56 citations
- Bayesian Mixed Frequency VARs (2015) — 74 citations
- Perturbation Methods for Markov-Switching DSGE Models (2014) — 82 citations