Pooyan Amir Ahmadi

20162020
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Time-varying Parameters Mathematics
Monetary Policy Mathematics
Hyperparameters Mathematics
Measurement Error Mathematics
Stochastic Volatility Mathematics
Real-time Mathematics
Measurement error Business & Economics
Model Mathematics

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Research Output 2016 2020

Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models

Amir-Ahmadi, P., Matthes, C. & Wang, M. C., Jan 2 2020, In : Journal of Business and Economic Statistics. 38, 1, p. 124-136 13 p.

Research output: Contribution to journalArticle

Time-varying Parameters
Hyperparameters
Stochastic Volatility
Model
Financial Data

Measurement errors and monetary policy: Then and now

Amir-Ahmadi, P., Matthes, C. & Wang, M. C., Jun 1 2017, In : Journal of Economic Dynamics and Control. 79, p. 66-78 13 p.

Research output: Contribution to journalArticle

Monetary Policy
Measurement errors
Measurement Error
Real-time
Stochastic Volatility

Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century

Amir-Ahmadi, P., Matthes, C. & Wang, M. C., Jul 1 2016, In : Quantitative Economics. 7, 2, p. 591-611 21 p.

Research output: Contribution to journalArticle

Measurement error
Monetary policy shocks
Stochastic volatility
Time-varying parameters
Federal Reserve