Edit Profile (opens in new tab) Plagborg-Møller, Mikkel Co-Author Distance Author ID: plagborg-moller.mikkel Published as: Plagborg-Møller, Mikkel Documents Indexed: 6 Publications since 2012 Co-Authors: 7 Co-Authors with 5 Joint Publications 62 Co-Co-Authors all top 5 Co-Authors 1 single-authored 1 Bates, Brandon J. 1 Liu, Laura 1 Montiel Olea, José Luis 1 Peysakhovich, Alexander 1 Stock, James Harold 1 Watson, Mark W. 1 Wolf, Christian K. Serials 2 Econometrica 2 Quantitative Economics 1 Journal of Econometrics 1 Economics Letters Fields 4 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 59 times in 57 Documents Cited by ▼ Year ▼ Consistent factor estimation in dynamic factor models with structural instability. Zbl 1288.62125 Bates, Brandon J.; Plagborg-Møller, Mikkel; Stock, James H.; Watson, Mark W. 28 2013 Local projections and VARs estimate the same impulse responses. Zbl 1478.62268 Plagborg-Møller, Mikkel; Wolf, Christian K. 15 2021 Bayesian inference on structural impulse response functions. Zbl 1416.62676 Plagborg-Møller, Mikkel 7 2019 Local projection inference is simpler and more robust than you think. Zbl 1497.62335 Olea, José Luis Montiel; Plagborg-Møller, Mikkel 6 2021 A note on proper scoring rules and risk aversion. Zbl 1254.91109 Peysakhovich, Alexander; Plagborg-Møller, Mikkel 2 2012 Full-information estimation of heterogeneous agent models using macro and micro data. Zbl 07766835 Liu, Laura; Plagborg-Møller, Mikkel 1 2023 Full-information estimation of heterogeneous agent models using macro and micro data. Zbl 07766835 Liu, Laura; Plagborg-Møller, Mikkel 1 2023 Local projections and VARs estimate the same impulse responses. Zbl 1478.62268 Plagborg-Møller, Mikkel; Wolf, Christian K. 15 2021 Local projection inference is simpler and more robust than you think. Zbl 1497.62335 Olea, José Luis Montiel; Plagborg-Møller, Mikkel 6 2021 Bayesian inference on structural impulse response functions. Zbl 1416.62676 Plagborg-Møller, Mikkel 7 2019 Consistent factor estimation in dynamic factor models with structural instability. Zbl 1288.62125 Bates, Brandon J.; Plagborg-Møller, Mikkel; Stock, James H.; Watson, Mark W. 28 2013 A note on proper scoring rules and risk aversion. Zbl 1254.91109 Peysakhovich, Alexander; Plagborg-Møller, Mikkel 2 2012 all cited Publications top 5 cited Publications all top 5 Cited by 113 Authors 4 Su, Liangjun 4 Wang, Xia 3 Barigozzi, Matteo 3 Hong, Yongmiao 2 Bai, Jushan 2 Baltagi, Badi H. 2 Bruns, Martin 2 Fu, Zhonghao 2 Han, Xu 2 Kao, Chihwa 2 Kilian, Lutz 2 Lütkepohl, Helmut 2 Plagborg-Møller, Mikkel 2 Wang, Fa 1 Antoine, Bertille 1 Bachmann, Rüdiger 1 Baek, Changryong 1 Boer, Lukas 1 Bojinov, Iavor I. 1 Braun, Robin 1 Brüggemann, Ralf 1 Buch, Claudia M. 1 Cataño, Duván Humberto 1 Chan, Joshua C. C. 1 Chen, Liang 1 Chen, Qitong 1 Chen, Sanpan 1 Cheung, Ying Lun 1 Chiann, Chang 1 Cho, Haeran 1 Choi, Sangyup 1 Chuliá, Helena 1 Cui, Guowei 1 Dolado, Juan J. 1 Drautzburg, Thorsten 1 Duan, Jiangtao 1 Düker, Marie-Christine 1 Eickmeier, Sandra 1 Eisenstat, Eric 1 Fryzlewicz, Piotr 1 Gao, Jiti 1 Gödl-Hanisch, Isabel 1 Gonçalves, Sílvia 1 Gonzalo, Jesús 1 Gründler, Daniel 1 Guillen, Montserrat 1 Hallin, Marc 1 Herbst, Edward P. 1 Herrera, Ana María 1 Hillebrand, Eric 1 Huber, Florian 1 Inoue, Atsushi 1 Jalan, Akanksha 1 Jalles, João Tovar 1 Johannsen, Benjamin K. 1 Karamysheva, Madina 1 Karras, Georgios 1 Khalaf, Lynda 1 Kichian, Maral 1 Koop, Gary 1 Laine, Olli-Matti 1 Li, Haiqi 1 Lin, Zhenjiang 1 Linardi, Sera 1 Liu, Laura 1 Lusompa, Amaze 1 Ma, Chenchen 1 Ma, Shujie 1 Massacci, Daniele 1 Matkovskyy, Roman 1 Mayer, Eric 1 Mikkelsen, Jakob Guldbæk 1 Ng, Serena 1 Norets, Andriy 1 Peña, Daniel 1 Peng, Bin 1 Pesavento, Elena 1 Peysakhovich, Alexander 1 Piffer, Michele 1 Pipiras, Vladas 1 Podstawski, Maximilian 1 Poncela, Pilar 1 Prieto, Esteban 1 Rieth, Malte 1 Rodríguez-Caballero, Carlos Vladimir 1 Rossini, Luca 1 Ruiz, Esther 1 Scharler, Johann 1 Schlaak, Thore 1 Shephard, Neil 1 Shi, Yutang 1 Shimizu, Kenichi 1 Shin, Junhyeok 1 Sims, Eric R. 1 Soccorsi, Stefano 1 Tanaka, Shinya 1 Trapani, Lorenzo 1 Tu, Yundong 1 Urga, Giovanni 1 Uribe, Jorge M. ...and 13 more Authors all top 5 Cited in 19 Serials 22 Journal of Econometrics 6 Journal of Economic Dynamics & Control 6 Economics Letters 4 Journal of Business and Economic Statistics 4 Quantitative Economics 2 Open Economies Review 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Econometric Reviews 1 Games and Economic Behavior 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Studies in Nonlinear Dynamics and Econometrics 1 Econometric Theory 1 ASTIN Bulletin 1 International Journal of Wavelets, Multiresolution and Information Processing 1 The Annals of Applied Statistics 1 Foundations and Trends in Econometrics Cited in 5 Fields 43 Statistics (62-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Citations by Year