← All authors Pratiti Chatterjee University of Science and Technology (per OpenAlex) · ORCID · OpenAlex
6 papers in scope · 6 published · 1 on the econ.EM arXiv · 63 citations · h-index 4 (over the papers listed here)
Papers (1 of 6)
published 2024 · Journal of money credit and banking · 4 citations · first circulated 2020
The Block-Correlated Pseudo Marginal Sampler for State Space Models
published 2024 · Journal of Business and Economic Statistics · 12 citations · first circulated 2016
Uncertainty shocks, financial frictions, and business cycle asymmetries across countries
published 2023 · European Economic Review · 9 citations · first circulated 2022
Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle
published 2020 · 19 citations
with Fabio Milani
Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?
published 2018 · Studies in Nonlinear Dynamics and Econometrics · 15 citations
Forecast Errors and Uncertainty Shocks
published 2017 · International Organisations Research Journal · 4 citations · first circulated 2016
with Sylwia Nowak
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.
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