Juan Antolin-Diaz

Fulcrum Asset Management

5-7 Chester eld Gardens

London, W1J 5BQ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

104

SSRN CITATIONS
Rank 8,059

SSRN RANKINGS

Top 8,059

in Total Papers Citations

134

CROSSREF CITATIONS

24

Scholarly Papers (4)

1.
Downloads 102 (308,821)
Citation 78

Narrative Sign Restrictions for Svars

FRB Atlanta Working Paper No. 2016-16
Number of pages: 61 Posted: 19 Dec 2016 Last Revised: 21 Oct 2017
Juan Antolin-Diaz and Juan Rubio Ramírez
Fulcrum Asset Management and Emory University
Downloads 102 (310,857)
Citation 65

Abstract:

Loading...

narrative information, SVARs, Bayesian approach, sign restrictions, oil market, monetary policy

Narrative Sign Restrictions for Svars

CEPR Discussion Paper No. DP11517
Number of pages: 54 Posted: 26 Sep 2016
Juan Antolin-Diaz and Juan Rubio Ramírez
Fulcrum Asset Management and Emory University
Downloads 0
  • Add to Cart

Abstract:

Loading...

2.

Structural Scenario Analysis with Svars

CEPR Discussion Paper No. DP12579
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 02 Mar 2020
Juan Antolin-Diaz, Ivan Petrella and Juan Rubio Ramírez
Fulcrum Asset Management, University of Warwick and Emory University
Downloads 2 (745,106)
Citation 4
  • Add to Cart

Abstract:

Loading...

Bayesian methods, Conditional forecasts, forward guidance, Stress Testing, SVARs

3.

Tracking the Slowdown in Long-Run GDP Growth

Posted: 12 Apr 2016 Last Revised: 18 Apr 2016
Ivan Petrella, Juan Antolin-Diaz and Thomas Drechsel
University of Warwick, Fulcrum Asset Management and London School of Economics & Political Science (LSE)

Abstract:

Loading...

Long-run growth, business cycles, productivity, dynamic factor models, real-time data

4.

Following the Trend: Tracking GDP When Long-Run Growth is Uncertain

CEPR Discussion Paper No. DP10272
Number of pages: 78 Posted: 02 Dec 2014
Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella
Fulcrum Asset Management, London School of Economics & Political Science (LSE) and University of Warwick
Downloads 0 (775,401)
  • Add to Cart

Abstract:

Loading...

Bayesian methods, dynamic factor models, long-run growth, mixed frequencies, real-time forecasting