Details about Geert Mesters

Access statistics for papers by Geert Mesters.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pme642

Working Papers

2023

1. Evaluating Policy Institutions -150 Years of US Monetary Policy-
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2023)

2022

2. A Sufficient Statistics Approach for Macro Policy Evaluation
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
   Also in Working Papers, Barcelona School of Economics (2020)
3. Gender Differences in Private and Public Goal Setting
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
4. Locally Robust Inference for Non-Gaussian SVAR Models
   Working Papers, Barcelona School of Economics View citations (2)
5. Non-Independent Components Analysis
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2022) View citations (3)
6. Robust inference for non-Gaussian SVAR models
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)

2021

7. Fiscal targeting
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
8. Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models
   Working Papers, Barcelona School of Economics View citations (1)
   See also Journal Article Locally robust inference for non-Gaussian linear simultaneous equations models, Journal of Econometrics, Elsevier (2024) (2024)
9. Reconciling Fiscal Ceilings with Macro Stabilization
   Working Papers, Barcelona School of Economics
10. Robust non-Gaussian inference for linear simultaneous equations models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)

2020

11. Optimal policy perturbations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

2019

12. Identifying Modern Macro Equations with Old Shocks
    Working Papers, Barcelona School of Economics View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (9)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (11)
    See also Journal Article Identifying Modern Macro Equations with Old Shocks*, The Quarterly Journal of Economics, President and Fellows of Harvard College (2020) View citations (23) (2020)
13. The Phillips Multiplier
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (5)
    Working Papers, Barcelona School of Economics (2019) View citations (5)
    See also Journal Article The Phillips multiplier, Journal of Monetary Economics, Elsevier (2021) View citations (33) (2021)

2017

14. Detecting Granular Time Series in Large Panels
    Working Papers, Barcelona School of Economics View citations (3)
    See also Journal Article Detecting granular time series in large panels, Journal of Econometrics, Elsevier (2021) View citations (2) (2021)

2014

15. A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)
16. Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
17. Empirical Bayes Methods for Dynamic Factor Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    See also Journal Article Empirical Bayes Methods for Dynamic Factor Models, The Review of Economics and Statistics, MIT Press (2017) View citations (6) (2017)
18. Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (10)
    See also Journal Article Generalized dynamic panel data models with random effects for cross-section and time, Journal of Econometrics, Elsevier (2014) View citations (12) (2014)

2012

19. A Forty Year Assessment of Forecasting the Boat Race
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)

2011

20. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
    See also Journal Article Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models, Econometric Reviews, Taylor & Francis Journals (2016) View citations (4) (2016)

Journal Articles

2024

1. Locally robust inference for non-Gaussian linear simultaneous equations models
   Journal of Econometrics, 2024, 240, (1)
   See also Working Paper Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models, Working Papers (2021) View citations (1) (2021)

2023

2. A Sufficient Statistics Approach for Macro Policy
   American Economic Review, 2023, 113, (11), 2809-45 View citations (5)

2021

3. Detecting granular time series in large panels
   Journal of Econometrics, 2021, 220, (2), 544-561 View citations (2)
   See also Working Paper Detecting Granular Time Series in Large Panels, Working Papers (2017) View citations (3) (2017)
4. The Phillips multiplier
   Journal of Monetary Economics, 2021, 117, (C), 689-705 View citations (33)
   See also Working Paper The Phillips Multiplier, CEPR Discussion Papers (2019) View citations (15) (2019)

2020

5. Identifying Modern Macro Equations with Old Shocks*
   The Quarterly Journal of Economics, 2020, 135, (4), 2255-2298 View citations (23)
   See also Working Paper Identifying Modern Macro Equations with Old Shocks, Working Papers (2019) View citations (9) (2019)

2018

6. On the Demographic Adjustment of Unemployment
   The Review of Economics and Statistics, 2018, 100, (2), 219-231 View citations (33)

2017

7. Empirical Bayes Methods for Dynamic Factor Models
   The Review of Economics and Statistics, 2017, 99, (3), 486-498 View citations (6)
   See also Working Paper Empirical Bayes Methods for Dynamic Factor Models, Tinbergen Institute Discussion Papers (2014) View citations (3) (2014)
8. How Tight Is the U.S. Labor Market?
   FRBSF Economic Letter, 2017 View citations (2)

2016

9. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
   Econometric Reviews, 2016, 35, (4), 659-687 View citations (4)
   See also Working Paper Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models, Tinbergen Institute Discussion Papers (2011) View citations (4) (2011)

2014

10. Generalized dynamic panel data models with random effects for cross-section and time
    Journal of Econometrics, 2014, 180, (2), 127-140 View citations (12)
    See also Working Paper Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time, Tinbergen Institute Discussion Papers (2014) View citations (10) (2014)