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Michele Piffer

King's College London (from arXiv:2204.13150, 2022) · ORCID · OpenAlex

8 papers in scope · 7 published · 1 on the econ.EM arXiv · 223 citations · h-index 5 (over the papers listed here)

Related authors

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

  1. Karin Klieber
  2. Florian Huber
  3. Massimiliano Marcellino
  4. Niko Hauzenberger
  5. Philippe Goulet Coulombe
  6. Sofia Rafaela Maito Velasco
  7. Michael Pfarrhofer
  8. Luca Onorante
  9. Haroon Mumtaz
  10. Luca Rossini
  11. Gary Koop
  12. Dalibor Stevanović
  13. Gregor Kastner
  14. Maxime Leroux
  15. Jesús Gonzalo
  16. Sylvia Frühwirth-Schnatter
  17. Maximilian Goebel
  18. Maximilian Göbel
  19. Joshua C. C. Chan
  20. Stéphane Surprenant

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

(1 of 8)

Counter‐Cyclical Defaults in Costly State Verification Models
published2025 · Manchester School
Manchester School
Tractable Bayesian estimation of smooth transition vector autoregressive models
published2024 · Econometrics Journal · 7 citations
with Martin Bruns
Econometrics Journal
Banks’ Leverage Evolution: The Case of Commercial Banks
published2023 · Mathematics · 1 citations
Mathematics
A new posterior sampler for Bayesian structural vector autoregressive models
published2023 · Quantitative Economics · 8 citations
with Martin Bruns
Quantitative Economics
Impulse response estimation via flexible local projections
working paper2022 · arXiv · 11 citations
with Haroon Mumtaz
Paper profile arXiv arXiv:2204.13150
Identifying Uncertainty Shocks Using the Price of Gold
published2017 · The Economic Journal · 162 citations · first circulated 2015
with Maximilian Podstawski
The Economic Journal
Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances
published2016 · Journal of the European Economic Association · 34 citations
with Michael Hachula, Malte Rieth
Journal of the European Economic Association
FEEM Award 2013. The Winners Are..
published2013 · Review of Environment, Energy and Economics - Re
with Jonathan Colmer, Rosen Valchev
no link

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.