Warehouse / Authors

Jonas E Arias

Economic Advisor and Economist · Federal Reserve Bank of Philadelphia

Economic Advisor and Economist at the Federal Reserve Bank of Philadelphia. His research covers macroeconomics, Bayesian econometrics, and time series econometrics.

1 paper tracked ⌁ Follow this author

Showing 1 paper

Online First Review of Economic Studies Online 23 Jan 2026

Inference Based on Time-Varying SVARs Identified with Sign Restrictions

Jonas E Arias · Juan F Rubio-Ramírez · Minchul Shin · Daniel F Waggoner

The paper asks how to conduct valid Bayesian inference in time-varying structural vector autoregressions (SVARs) identified with sign restrictions, a setting in which existing algorithms are shown to …

Monetary Policy Macroeconomics Free Read ↗