Mark Bognanni


Working Papers

Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model

with Doug Hanley, Daniel Kolliner, and Kurt Mitman
[FEDS Paper] [Abstract]

A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification

[Draft] [Abstract]

Journal Articles Published, Forthcoming, or Accepted

Comment on "Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors"

Journal of Econometrics, Accepted.
[Published version] [Abstract]

Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility

with John Zito
Journal of Economic Dynamics and Control, 2020, 113, 103851.
[Published version] [Abstract]

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

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

Mimeo, University of Pennsylvania.
[Draft] [Abstract]

Federal Reserve Articles

A Forecasting Assessment of Market-Based PCE Inflation
Economic Commentary, 2020-01. [HTML] [PDF]
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]