Pooyan Amir-Ahmadi

University of Illinois at Urbana-Champaign - Department of Economics

Assistant Professor

410 David Kinley Hall

1407 W. Gregory

Urbana, IL 61801

United States

SCHOLARLY PAPERS

8

DOWNLOADS

419

SSRN CITATIONS
Rank 32,979

SSRN RANKINGS

Top 32,979

in Total Papers Citations

17

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Evolving Credit and the U.S. Macroeconomy: 1920-2011

Number of pages: 32 Posted: 18 May 2015 Last Revised: 28 May 2015
Pooyan Amir-Ahmadi
University of Illinois at Urbana-Champaign - Department of Economics
Downloads 181 (201,593)
Citation 1

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Time-varying coefficients, Bayesian VAR, Financial Markets and the Macroeconomy, Credit Shocks, Business Fluctuations

2.

Choosing Prior Hyperparameters

FRB Richmond Working Paper No. 16-9
Number of pages: 40 Posted: 25 Aug 2016
Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 76 (376,702)

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Identification Through Heterogeneity

FRB of Philadelphia Working Paper No. 17-11
Number of pages: 102 Posted: 02 May 2017
Pooyan Amir-Ahmadi and Thorsten Drautzburg
University of Illinois at Urbana-Champaign - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 34 (548,984)

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Structural VAR, set-identification, heterogeneity and sign restrictions, posterior bounds, Bayesian inference, sampling methods, productivity news, government spending.

Identification Through Heterogeneity

CESifo Working Paper Series No. 6359
Number of pages: 68 Posted: 23 Mar 2017
Pooyan Amir-Ahmadi and Thorsten Drautzburg
University of Illinois at Urbana-Champaign - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 25 (605,323)

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Bayesian VAR, sign restrictions, set identification, micro data, news shocks, defense spending

4.

Drifts, Volatilities, and Impulse Responses Over the Last Century

Richmond Fed Working Paper No. 14-10
Number of pages: 54 Posted: 10 Apr 2014
Pooyan Amir-Ahmadi, Christian Matthes and Mu‐Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and University of Hamburg - Faculty of Economics and Business Administration
Downloads 41 (502,121)
Citation 2

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Bayesian VAR, Time variation, U.S. monetary policy

5.

Measurement Errors and Monetary Policy: Then and Now

FRB Richmond Working Paper No. 15-13
Number of pages: 37 Posted: 30 Nov 2015
Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang
University of Illinois at Urbana-Champaign - Department of Economics, Federal Reserve Bank of Richmond and Goethe University Frankfurt
Downloads 35 (530,921)

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real-time data, time-varying parameters, stochastic volatility, impulse responses

6.

Sign Restrictions in Bayesian Favars with an Application to Monetary Policy Shocks

NBER Working Paper No. w21738
Number of pages: 96 Posted: 23 Nov 2015 Last Revised: 26 May 2021
Pooyan Amir-Ahmadi and Harald Uhlig
University of Illinois at Urbana-Champaign - Department of Economics and University of Chicago - Department of Economics
Downloads 22 (607,723)
Citation 16

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7.

Regional Monetary Policies and the Great Depression

NBER Working Paper No. w26695
Number of pages: 39 Posted: 28 Jan 2020 Last Revised: 11 Jun 2021
Pooyan Amir-Ahmadi, Gustavo Cortes and Marc Weidenmier
University of Illinois at Urbana-Champaign - Department of Economics, Warrington College of Business, University of Florida and Chapman University
Downloads 3 (748,641)
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8.

Depression Econometrics: A Favar Model of Monetary Policy During the Great Depression

CEPR Discussion Paper No. DP7546
Number of pages: 67 Posted: 18 Jan 2010
Pooyan Amir-Ahmadi and Albrecht Ritschl
University of Illinois at Urbana-Champaign - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economic History
Downloads 2 (758,327)
Citation 1
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Bayesian FAVAR, Dynamic Factor Model, Friedman Schwartz Hypothesis, Great Depression, Monetary policy