EconBase
← All authors

Mikkel Plagborg-Møller

Princeton University (from arXiv:2004.03448, 2020) · ORCID · OpenAlex

20 papers in scope · 19 published · 4 on the econ.EM arXiv · 2,391 citations · h-index 14 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Christian K. Wolf
  2. José Luis Montiel Olea
  3. Eric Qian
  4. Aleksei Nemtyrev
  5. Elena Pesavento
  6. Balázs Vonnák
  7. Chaoyi Chen
  8. Ekaterina Zubova
  9. Dake Li
  10. Otilia Boldea
  11. Lion Hirth
  12. Raffaele Sgarlato
  13. Silvana Tiedemann
  14. Oliver Ruhnau
  15. Felix Schur
  16. Atsushi Inoue
  17. Oriol González-Casasús
  18. Jonas Peters
  19. Simon Freyaldenhoven
  20. Nelson Matthew P. Tan

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(9 of 20)

Double Robustness of Local Projections and Some Unpleasant VARithmetic
published2026 · Econometrica · 25 citations · first circulated 2024
with José Luis Montiel Olea, Eric Qian, Christian K. Wolf, Christian Wolf
Paper profile Econometrica arXiv:2405.09509
Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
published2025 · Journal of Business and Economic Statistics · 3 citations
with Michal Kolesár
Paper profile Journal of Business and Economic Statistics arXiv:2411.10415
Rejoinder
published2025 · Journal of Business and Economic Statistics
with Michal Kolesár
Journal of Business and Economic Statistics
Local Projections or VARs? A Primer for Macroeconomists
working paper2025 · arXiv · 23 citations
with José Luis Montiel Olea, Eric Qian, Christian K. Wolf, Christian Wolf
Paper profile arXiv arXiv:2503.17144
Standard Errors for Calibrated Parameters
published2024 · The Review of Economic Studies · 6 citations · first circulated 2021
with Matthew Cocci
Paper profile The Review of Economic Studies arXiv:2109.08109
Local projections vs. VARs: Lessons from thousands of DGPs
published2024 · Journal of Econometrics · 79 citations · first circulated 2021
with Dake Li, Christian K. Wolf, Christian Wolf
Paper profile Journal of Econometrics arXiv:2104.00655
Full‐information estimation of heterogeneous agent models using macro and micro data
published2023 · Quantitative Economics · 17 citations · first circulated 2021
with Laura Liu
Paper profile Quantitative Economics arXiv:2101.04771
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read
published2022 · Journal of Business and Economic Statistics · 4 citations
Journal of Business and Economic Statistics
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?
published2022 · AEA Papers and Proceedings · 36 citations
with José Luis Montiel Olea, Eric Qian
AEA Papers and Proceedings
Instrumental Variable Identification of Dynamic Variance Decompositions
published2022 · Journal of Political Economy · 66 citations · first circulated 2020
with Christian K. Wolf
Paper profile Journal of Political Economy arXiv:2011.01380
Robust Empirical Bayes Confidence Intervals
published2022 · Econometrica · 15 citations · first circulated 2021
with Timothy B. Armstrong, Michal Kolesár, Luther Yap
Paper profile Econometrica arXiv:2004.03448
Local Projection Inference Is Simpler and More Robust Than You Think
published2021 · Econometrica · 51 citations
with José Luis Montiel Olea
Paper profile Econometrica arXiv:2007.13888
Local Projections and VARs Estimate the Same Impulse Responses
published2021 · Econometrica · 719 citations
with Christian K. Wolf
Econometrica
Dominant Currency Paradigm
published2020 · American Economic Review · 589 citations · first circulated 2016
with Gita Gopinath, Emine Boz, Camila Casas, Federico J. Díez, Pierre-Olivier Gourinchas
American Economic Review
When Is Growth at Risk?
published2020 · Brookings Papers on Economic Activity · 93 citations
with Lucrezia Reichlin, G. Ricco, Thomas Hasenzagl
Brookings Papers on Economic Activity
Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through
published2019 · AEA Papers and Proceedings · 14 citations
with Emine Boz, Gita Gopinath
AEA Papers and Proceedings
Simultaneous confidence bands: Theory, implementation, and an application to SVARs
published2018 · Journal of Applied Econometrics · 145 citations
with José Luis Montiel Olea
Journal of Applied Econometrics
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
published2014 · Journal of Economic Literature · 359 citations
with Sophocles Mavroeidis, James H. Stock
Journal of Economic Literature
Consistent factor estimation in dynamic factor models with structural instability
published2013 · Journal of Econometrics · 144 citations
with Brandon J. Bates, James H. Stock, Mark W. Watson, Plagborg-Møller Mikkel
Journal of Econometrics
A note on proper scoring rules and risk aversion
published2012 · Economics Letters · 3 citations
with Alexander Peysakhovich
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.