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Jonas E. Arias

Economic Advisor and Economist · Federal Reserve Bank of Philadelphia

Economic Advisor and Economist at the Federal Reserve Bank of Philadelphia. Studies macroeconomics, Bayesian econometrics and time series econometrics, including structural VARs.

2 papers tracked 1 classics ⌁ Follow this author

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Published Classic Journal of Monetary Economics Published Jan 2019

The systematic component of monetary policy in SVARs: An agnostic identification procedure

Jonas E. Arias · Dario Caldara · Juan F. Rubio-Ramírez

This 2019 Journal of Monetary Economics paper by Jonas Arias, Dario Caldara, and Juan Rubio-Ramírez proposes identifying monetary policy shocks in a structural VAR by placing sign and zero …

Structural Var Monetary Policy Rules

Published Econometrica Online 1 Jan 2025

Uniform Priors for Impulse Responses

Jonas E. Arias · Juan F. Rubio-Ramírez · Daniel F. Waggoner

Structural vector autoregressions (SVARs) identified with sign restrictions are a widely used tool for estimating dynamic causal effects in macroeconomics. Critics—notably Baumeister and Hamilton …

Structural Var