Mark Bognanni

Economist

Published Papers

A Sequential Monte Carlo Approach to Inference in Multiple-Equation Markov-Switching Models
with Edward Herbst
Journal of Applied Econometrics, 2018, 33, 126–140.
[Published version] [Abstract]
Previously: "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach."
FEDS 2015-116 , FRB Cleveland Working Paper no. 14-27

Working Papers

A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification
[Draft] [Abstract]
Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility
with John Zito
minor revisions requested:
Journal of Economic Dynamics and Control
[Draft] [Abstract]

Work in Progress

Fully Bayesian Inference for Large Vector Autoregressions (with Stochastic Volatility)
Draft coming soon.
Measuring The Effect of Health Insurance on Consumer Bankruptcies from the ACA Medicaid Expansion
with Daniel Kolliner and Kurt Mitman
Draft coming soon.

Resting Papers

An Empirical Analysis of Time-Varying Fiscal Multipliers
[Draft] [Abstract]

Federal Reserve Articles

Has the Real-Time Reliability of Monthly Indicators Changed over Time?
Economic Commentary, 2019-16. [HTML] [PDF]
An Assessment of the ISM Manufacturing Price Index for Inflation Forecasting, with Tristan Young
Economic Commentary, 2018-05. [HTML] [PDF]
New Normal or Real-Time Noise? Revisiting the Recent Data on Labor Productivity, with John Zito
Economic Commentary, 2016-16. [HTML] [PDF]
US Fiscal Policy: Recent Trends in Historical Context, with Sara Millington
Economic Trends, 07.14.15. [HTML] [PDF]