Mikkel Plagborg-Moller

Business & Economics

1. Vector Autoregression 100%
2. Impulse Response 98%
3. Impulse Response Function 76%
4. Bayesian Inference 67%
5. Confidence Interval 60%
6. Instrumental Variables 60%
7. Implementation Theory 54%
8. Structural Instability 51%
9. Exchange Rates 49%
10. New Keynesian Phillips Curve 47%
11. Empirical Bayes 47%
12. Inference 47%
13. Structural Vector Autoregression 46%
14. Scoring Rules 45%
15. Dynamic Factor Model 44%
16. Macro Model 42%
17. Inflation Expectations 41%
18. Heterogeneous Agents 39%
19. Variance Decomposition 39%
20. Financial Variables 38%
21. Micro Data 35%
22. Weak Identification 35%
23. Currency 34%
24. Empirical Evidence 34%
25. GDP Growth 33%
26. Risk Aversion 30%
27. Confidence 27%
28. Uncertainty 27%
29. Paradigm 25%
30. Import 25%
31. Bootstrap 24%
32. Bilateral 23%
33. Moving Average 22%
34. Prior Information 21%
35. Stochastic Dominance 20%
36. Lag 18%
37. Parallel Computing 18%
38. Finite Sample 18%
39. Measurement Error 18%
40. Ranking 17%
41. Factor Loadings 17%
42. Risk-averse 16%
43. Macroeconomic Fluctuations 15%
44. Nonparametric Model 15%
45. Credibility 15%
46. Regression Analysis 15%
47. Inflation Dynamics 15%
48. Decision Making 14%
49. Tail Risk 14%
50. Estimator 14%
51. Causal Inference 14%
52. Forecast Performance 14%
53. Global Business Cycle 14%
54. Monetary Shocks 14%
55. Parametric Model 13%
56. Markov Chain Monte Carlo 13%
57. United States of America 13%
58. Critical Value 13%
59. Dimension Reduction 13%
60. Justification 13%
61. Serial Correlation 13%
62. Guarantee 13%
63. Macroeconomics 13%
64. Trade Elasticity 13%
65. Cross Section 12%
66. Financial Indicators 12%
67. State Variable 12%
68. News Shocks 12%
69. Decomposition 12%
70. Out-of-sample Forecasting 12%
71. Predictors 12%
72. Warning 12%
73. Factors 11%
74. Upper Bound 11%
75. Pricing 11%
76. Macroeconomic Variables 11%
77. Posterior Distribution 11%
78. Time Series Data 10%
79. Diffusion Index 10%
80. Simulation 10%
81. Monetary Policy Shocks 10%
82. Time-varying 10%
83. Parameter Instability 10%
84. Limited Information 10%
85. Econometric Methods 9%
86. Structural Estimation 9%
87. Complementarity 9%
88. Lag Structure 9%
89. Pass-through 9%
90. World Trade 9%
91. Nonlinearity 9%
92. Terms of Trade 9%
93. Exercise 9%
94. Sampling 8%
95. Price Index 8%
96. Finite Sample Properties 8%
97. Augmentation 8%
98. Principal Components 7%
99. Standard Error 7%