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Publications

by members of

Macroeconomic and Quantitative Studies Section
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

Undated material is listed at the end

2014

  1. Cheremukhin, Anton A. & Tutino, Antonella & Restrepo-Echavarria, Paulina, 2014. "A theory of targeted search," Working Papers 1402, Federal Reserve Bank of Dallas.
  2. DeGroot, Oliver, 2014. "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2014-31, Board of Governors of the Federal Reserve System (U.S.).

2013

  1. William B. English & J. David López-Salido & Robert J. Tetlow, 2013. "The Federal Reserve's framework for monetary policy - recent changes and new questions," Finance and Economics Discussion Series 2013-76, Board of Governors of the Federal Reserve System (U.S.).
  2. Simon Gilchrist & Egon Zakrajsek & Cristina Fuentes Albero & Dario Caldara, 2013. "On the Identification of Financial and Uncertainty Shocks," 2013 Meeting Papers 965, Society for Economic Dynamics.
  3. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
  4. Antonio Falato & Dalida Kadyrzhanova & Jae W. Sim, 2013. "Rising intangible capital, shrinking debt capacity, and the US corporate savings glut," Finance and Economics Discussion Series 2013-67, Board of Governors of the Federal Reserve System (U.S.).

2012

  1. Kirstin Hubrich & Robert J. Tetlow, 2012. "Financial stress and economic dynamics: the transmission of crises," Finance and Economics Discussion Series 2012-82, Board of Governors of the Federal Reserve System (U.S.).
  2. Leon Berkelmans & Hao Wang, 2012. "Chinese Urban Residential Construction to 2040," RBA Research Discussion Papers rdp2012-04, Reserve Bank of Australia.
  3. Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
  4. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2012. "Misallocation and financial market frictions: some direct evidence from the dispersion in borrowing costs," Finance and Economics Discussion Series 2012-08, Board of Governors of the Federal Reserve System (U.S.).
  5. Simon Gilchrist & Jae W. Sim & Egon Zakrajšek, 2012. "Missallocation and Financial Frictions: Some Direct Evidence From the Dispersion in Borrowing Costs," NBER Working Papers 18550, National Bureau of Economic Research, Inc.
  6. Dalida Kadyrzhanova & Antonio Falato & Jae Sim, 2012. "Intangible Capital and Corporate Cash Holdings: Theory and Evidence," 2012 Meeting Papers 968, Society for Economic Dynamics.
  7. Dario Caldara & Christophe Kamps, 2012. "The analytics of SVARs: a unified framework to measure fiscal multipliers," Finance and Economics Discussion Series 2012-20, Board of Governors of the Federal Reserve System (U.S.).
  8. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
  9. Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).
  10. Edward P. Herbst, 2012. "Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models," Finance and Economics Discussion Series 2012-35, Board of Governors of the Federal Reserve System (U.S.).
  11. Edward Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
  12. Cwik, Tobias & Mueller, Gernot & Schmidt, Sebastian & Wieland, Volker & Wolters, Maik H, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
  13. Tobias Cwik, 2012. "Fiscal consolidation using the example of Germany," Finance and Economics Discussion Series 2012-80, Board of Governors of the Federal Reserve System (U.S.).
  14. de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2012. "Cost of borrowing shocks and fiscal adjustment," Working Paper Series 1503, European Central Bank.

2011

  1. Hess Chung & Jean-Philippe Laforte & David Reifschneider & John C. Williams, 2011. "Have we underestimated the likelihood and severity of zero lower bound events?," Working Paper Series 2011-01, Federal Reserve Bank of San Francisco.
  2. Charles A. Fleischman & John M. Roberts, 2011. "From many series, one cycle: improved estimates of the business cycle from a multivariate unobserved components model," Finance and Economics Discussion Series 2011-46, Board of Governors of the Federal Reserve System (U.S.).
  3. Cristina Fuentes-Albero & Leonardo Melosi, 2011. "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers 201131, Rutgers University, Department of Economics.
  4. Michael T. Kiley & Jae W. Sim, 2011. "Financial capital and the macroeconomy: policy considerations," Finance and Economics Discussion Series 2011-28, Board of Governors of the Federal Reserve System (U.S.).
  5. Michael T. Kiley & Jae W. Sim, 2011. "Financial capital and the macroeconomy: a quantitative framework," Finance and Economics Discussion Series 2011-27, Board of Governors of the Federal Reserve System (U.S.).
  6. Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter, 2011. "A predictive multi-agent approach to model systems with linear rational expectations," MPRA Paper 35351, University Library of Munich, Germany, revised 11 Dec 2011.
  7. Anton Cheremukhin & Anna Popova & Antonella Tutino, 2011. "Experimental evidence on rational inattention," Working Papers 1112, Federal Reserve Bank of Dallas.
  8. Edward Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.

2010

  1. Robert J. Tetlow, 2010. "Real-time model uncertainty in the United States: 'Robust' policies put to the test," Finance and Economics Discussion Series 2010-15, Board of Governors of the Federal Reserve System (U.S.).
  2. Hess T. Chung & Michael T. Kiley & Jean-Philippe Laforte, 2010. "Documentation of the Estimated, Dynamic, Optimization-based (EDO) model of the U.S. economy: 2010 version," Finance and Economics Discussion Series 2010-29, Board of Governors of the Federal Reserve System (U.S.).
  3. Michael Kumhof & Dirk Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen &, 2010. "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers 10/73, International Monetary Fund.
  4. Jae Sim & Egon Zakrajsek & Simon Gilchrist, 2010. "Uncertainty, Financial Frictions, and Investment Dynamics," 2010 Meeting Papers 1285, Society for Economic Dynamics.
  5. Antonella Tutino, 2010. "The rigidity of labor: processing savings and work decisions through Shannon's channels," Finance and Economics Discussion Series 2010-02, Board of Governors of the Federal Reserve System (U.S.).
  6. Antonella Tutino, 2010. "Rationally inattentive macroeconomic wedges," Working Papers 1005, Federal Reserve Bank of Dallas.
  7. Dario Caldara & Christophe Kamps, 2010. "The analytics of the sign restriction approach to shock identification: a framework for understanding the empirical macro puzzles," 2010 Meeting Papers 335, Society for Economic Dynamics.
  8. Cwik, Tobias & Müller, Gernot & Wolters, Maik H, 2010. "Does Trade Integration Alter Monetary Policy Transmission?," CEPR Discussion Papers 8026, C.E.P.R. Discussion Papers.

2009

  1. José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
  2. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System (U.S.).
  3. Jane Dokko & Brian Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van den Heuvel, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series 2009-49, Board of Governors of the Federal Reserve System (U.S.).
  4. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc.
  5. Wen Yao & Juan Rubio Ramirez & Jesus Fernandez Villaverde & Dario Caldara, 2009. "Computing Models with Recursive Preferences," 2009 Meeting Papers 1162, Society for Economic Dynamics.
  6. Cwik, Tobias & Wieland, Volker, 2009. "Keynesian government spending multipliers and spillovers in the euro area," CEPR Discussion Papers 7389, C.E.P.R. Discussion Papers.
  7. John Cogan & Tobias Cwik & John Taylor & Volker Wieland, 2009. "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.

2008

  1. Leon W. Berkelmans, 2008. "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series 2008-58, Board of Governors of the Federal Reserve System (U.S.).
  2. Fuentes Albero Cristina & Rubio Jorge Santiago J., 2008. "Can International Environmental Cooperation Be Bought?," Working Papers 2010101, Fundacion BBVA / BBVA Foundation.
  3. Tutino, Antonella, 2008. "Processing savings and work decisions through Shannon's channels," MPRA Paper 16746, University Library of Munich, Germany, revised 26 Jul 2009.
  4. Tutino, Antonella, 2008. "The rigidity of choice: lifetime savings under information-processing constraints," MPRA Paper 16744, University Library of Munich, Germany, revised 24 Jul 2009.
  5. Antonella Tutino, 2008. "The rigidity of choice: Lifecycle savings with information-processing limits," Finance and Economics Discussion Series 2008-62, Board of Governors of the Federal Reserve System (U.S.).
  6. Caldara, Dario & Kamps, Christophe, 2008. "What are the effects of fiscal policy shocks? A VAR-based comparative analysis," Working Paper Series 0877, European Central Bank.

2007

  1. Thomas Laubach & Robert J. Tetlow & John C. Williams, 2007. "Learning and the Role of Macroeconomic Factors in the Term Structure of Interest Rates," 2007 Meeting Papers 476, Society for Economic Dynamics.
  2. Hess Chung & Eric M. Leeper, 2007. "What Has Financed Government Debt?," NBER Working Papers 13425, National Bureau of Economic Research, Inc.
  3. John M. Roberts, 2007. "Learning, Sticky Inflation, and the Sacrifice Ratio," Kiel Working Papers 1365, Kiel Institute for the World Economy.
  4. Fuentes-Albero, Cristina, 2007. "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper 3589, University Library of Munich, Germany.
  5. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Natural rate measures in an estimated DSGE model of the U.S. economy," Finance and Economics Discussion Series 2007-08, Board of Governors of the Federal Reserve System (U.S.).
  6. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version," Finance and Economics Discussion Series 2007-53, Board of Governors of the Federal Reserve System (U.S.).
  7. Simon Gilchrist & Jae W. Sim, 2007. "Investment during the Korean Financial Crisis: A Structural Econometric Analysis," NBER Working Papers 13315, National Bureau of Economic Research, Inc.
  8. Simon Gilchrist & Jae W. Sim, 2007. "Investment During The Korean Financial Crisis: A Structural Econometric Approach," Boston University - Department of Economics - Working Papers Series WP2007-001, Boston University - Department of Economics.

2006

  1. Thomas Laubach & Robert J. Tetlow & John C. Williams, 2006. "Macroeconomic factors in the term structure of interest rates when agents learn," Computing in Economics and Finance 2006 83, Society for Computational Economics.
  2. Dario Caldara & Christophe Kamps, 2006. "What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis," Computing in Economics and Finance 2006 257, Society for Computational Economics.

2005

  1. Lars O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," NBER Working Papers 11392, National Bureau of Economic Research, Inc.
  2. Peter von zur Muehlen & Robert J. Tetlow, 2005. "Robustifying Learnability," Computing in Economics and Finance 2005 437, Society for Computational Economics.
  3. Ironside, Brian & Tetlow, Robert J., 2005. "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers 5305, C.E.P.R. Discussion Papers.
  4. Rochelle M. Edge & Jeremy B. Rudd, 2005. "Temporary partial expensing in a general-equilibrium model," Finance and Economics Discussion Series 2005-19, Board of Governors of the Federal Reserve System (U.S.).
  5. Leon Berkelmans, 2005. "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers rdp2005-06, Reserve Bank of Australia.
  6. John M. Roberts, 2005. "Using structural shocks to identify models of investment," Finance and Economics Discussion Series 2005-69, Board of Governors of the Federal Reserve System (U.S.).
  7. David L. Reifschneider & John M. Roberts, 2005. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates," Finance and Economics Discussion Series 2005-70, Board of Governors of the Federal Reserve System (U.S.).

2004

  1. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004. "Learning and shifts in long-run productivity growth," Finance and Economics Discussion Series 2004-21, Board of Governors of the Federal Reserve System (U.S.).
  2. Hess Chung & Troy Davig & Eric Leeper, 2004. "Monetary and Fiscal Policy Switching," Econometric Society 2004 North American Summer Meetings 274, Econometric Society.
  3. John M. Roberts, 2004. "Monetary policy and inflation dynamics," Finance and Economics Discussion Series 2004-62, Board of Governors of the Federal Reserve System (U.S.).

2003

  1. Peter von zur Muehlen & Robert J. Tetlow, 2003. "Inflation in the 1970s in the U.S.: misspecification, learning and sunspots," Computing in Economics and Finance 2003 126, Society for Computational Economics.
  2. Rochelle Edge & Thomas Laubach, 2003. "The Optimal Monetary Policy Response to Shifts in Trend MFP Growth: A DGE Analysis," Computing in Economics and Finance 2003 93, Society for Computational Economics.
  3. Rochelle M. Edge, 2003. "A utility-based welfare criterion in a model with endogenous capital accumulation," Finance and Economics Discussion Series 2003-66, Board of Governors of the Federal Reserve System (U.S.).
  4. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003. "The responses of wages and prices to technology shocks," Finance and Economics Discussion Series 2003-65, Board of Governors of the Federal Reserve System (U.S.).
  5. John M. Roberts, 2003. "Modeling aggregate investment: a fundamentalist approach," Finance and Economics Discussion Series 2003-48, Board of Governors of the Federal Reserve System (U.S.).

2002

  1. Robert J. Tetlow & Peter von zur Muehlen, 2002. "Avoiding Nash inflation: Bayesian and robust responses to model uncertainty," Finance and Economics Discussion Series 2002-9, Board of Governors of the Federal Reserve System (U.S.).
  2. Robert J. Tetlow & Peter von zur Muehlen, 2002. "Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty," Computing in Economics and Finance 2002 335, Society for Computational Economics.
  3. Rochelle M. Edge & Jeremy B. Rudd, 2002. "Taxation and the Taylor principle," Finance and Economics Discussion Series 2002-51, Board of Governors of the Federal Reserve System (U.S.).

2001

  1. Rochelle M. Edge, 2001. "Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models"," Technical Appendices edge01, Review of Economic Dynamics.
  2. John M. Roberts, 2001. "How well does the New Keynesian sticky-price model fit the data?," Finance and Economics Discussion Series 2001-13, Board of Governors of the Federal Reserve System (U.S.).
  3. John M. Roberts, 2001. "Estimates of the productivity trend using time-varying parameter techniques," Finance and Economics Discussion Series 2001-08, Board of Governors of the Federal Reserve System (U.S.).
  4. Peter von zur Muehlen, 2001. "The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model," Finance and Economics Discussion Series 2001-12, Board of Governors of the Federal Reserve System (U.S.).
  5. Peter von zur Muehlen, 2001. "Activist vs. non-activist monetary policy: optimal rules under extreme uncertainty," Finance and Economics Discussion Series 2001-02, Board of Governors of the Federal Reserve System (U.S.).
  6. Robert J. Tetlow and Peter von zur Muehlen, 2001. "Avoiding Nash Inflation: does robust policy help?," Computing in Economics and Finance 2001 18, Society for Computational Economics.

2000

  1. Robert J. Tetlow, 2000. "Inflation targeting and target instability," Finance and Economics Discussion Series 2000-01, Board of Governors of the Federal Reserve System (U.S.).
  2. Robert J. Tetlow & Peter von zur Muehlen, 2000. "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series 2000-28, Board of Governors of the Federal Reserve System (U.S.).
  3. Robert Tetlow, 2000. "The Fed Is Not As Ignorant As You Think," Computing in Economics and Finance 2000 202, Society for Computational Economics.
  4. Rochelle M. Edge, 2000. "The effect of monetary policy on residential and structures investment under differential project planning and completion times," International Finance Discussion Papers 671, Board of Governors of the Federal Reserve System (U.S.).
  5. Rochelle M. Edge, 2000. "The equivalence of wage and price staggering in monetary business cycle models," International Finance Discussion Papers 672, Board of Governors of the Federal Reserve System (U.S.).
  6. Rochelle M. Edge, 2000. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," International Finance Discussion Papers 673, Board of Governors of the Federal Reserve System (U.S.).
  7. Robert Tetlow, Peter von zur Muehlen, 2000. "Monetary Policy Attenuation As Robust Response To Misspecified Dynamics In A Forward Looking Model," Computing in Economics and Finance 2000 302, Society for Computational Economics.

1999

  1. Robert J. Tetlow & Peter von zur Muehlen, 1999. "Simplicity versus optimality the choice of monetary policy rules when agents must learn," Finance and Economics Discussion Series 1999-10, Board of Governors of the Federal Reserve System (U.S.).
  2. Athanasios Orphanides & Richard D. Porter & David Reifschneider & Robert Tetlow & Frederico Finan, 1999. "Errors in the measurement of the output gap and the design of monetary policy," Finance and Economics Discussion Series 1999-45, Board of Governors of the Federal Reserve System (U.S.).
  3. Frederico S. Finan & Robert Tetlow, 1999. "Optimal control of large, forward-looking models efficient solutions and two examples," Finance and Economics Discussion Series 1999-51, Board of Governors of the Federal Reserve System (U.S.).
  4. Flint Brayton & John M. Roberts & John C. Williams, 1999. "What's happened to the Phillips curve?," Finance and Economics Discussion Series 1999-49, Board of Governors of the Federal Reserve System (U.S.).
  5. John M. Roberts & Norman J. Morin, 1999. "Is hysteresis important for U.S. unemployment?," Finance and Economics Discussion Series 1999-56, Board of Governors of the Federal Reserve System (U.S.).
  6. Robert Tetlow & Peter von zur Muehlen, 1999. "Why is the Fed So Reluctant to React?," Computing in Economics and Finance 1999 631, Society for Computational Economics.

1998

  1. John M. Roberts, 1998. "Inflation expectations and the transmission of monetary policy," Finance and Economics Discussion Series 1998-43, Board of Governors of the Federal Reserve System (U.S.).

1997

  1. Antulio Bomfim & Robert Tetlow & Peter Von Zur Muehlen & John Williams, 1997. "Expectations, learning and the costs of disinflation: experiments using the FRB/US model," Finance and Economics Discussion Series 1997-42, Board of Governors of the Federal Reserve System (U.S.).

1996

  1. Coletti, D. & Hunt, B. & Rose, D. & Tetlow, R., 1996. "The Bank of Canada's New Quarterly Projection Model. Part 3 , the Dynamic Model : QPM," Technical Reports 75, Bank of Canada.

1994

  1. John M. Roberts, 1994. "Is inflation sticky?," Working Paper Series / Economic Activity Section 152, Board of Governors of the Federal Reserve System (U.S.).
  2. John M. Roberts, 1994. "How sticky are prices? an analysis of the services sector," Working Paper Series / Economic Activity Section 153, Board of Governors of the Federal Reserve System (U.S.).

1992

  1. David E. Lebow & John M. Roberts & David J. Stockton, 1992. "Economic performance under price stability," Working Paper Series / Economic Activity Section 125, Board of Governors of the Federal Reserve System (U.S.).
  2. John M. Roberts, 1992. "Limited-information estimates of New Keynesian price-adjustment models," Working Paper Series / Economic Activity Section 127, Board of Governors of the Federal Reserve System (U.S.).

1990

  1. John M. Roberts, 1990. "The sources of business cycles: a monetarist interpretation," Working Paper Series / Economic Activity Section 108, Board of Governors of the Federal Reserve System (U.S.).
  2. Peter von zur Muehlen, 1990. "Optimal interest rate rules with information from money and auction markets," Finance and Economics Discussion Series 120, Board of Governors of the Federal Reserve System (U.S.).
  3. Peter von zur Muehlen, 1990. "Predicting inflation with commodity prices," Finance and Economics Discussion Series 118, Board of Governors of the Federal Reserve System (U.S.).
  4. Peter von zur Muehlen, 1990. "Sticky inflation and interest rate rules with auction prices," Finance and Economics Discussion Series 117, Board of Governors of the Federal Reserve System (U.S.).
  5. F. Brayton & W. Kan & P.A. Tinsley & P. von zur Muehlen, 1990. "Here's looking at you: modelling and policy use of auction price expectations," Finance and Economics Discussion Series 126, Board of Governors of the Federal Reserve System (U.S.).
  6. P.A.V.B. Swamy & J.S. Mehta & P. von zur Muehlen, 1990. "Some problems with identification in parametric models," Finance and Economics Discussion Series 144, Board of Governors of the Federal Reserve System (U.S.).

1989

  1. John M. Roberts & David J. Stockton & Charles S. Struckmeyer, 1989. "An evaluation of the sources of aggregate price rigidity," Working Paper Series / Economic Activity Section 99, Board of Governors of the Federal Reserve System (U.S.).
  2. John M. Roberts, 1989. "Does overtime use affect marginal cost?," Working Paper Series / Economic Activity Section 95, Board of Governors of the Federal Reserve System (U.S.).
  3. P.A.V.B. Swamy & Peter von zur Muehlen & J.S. Mehta, 1989. "Co-integration: is it a property of the real world?," Finance and Economics Discussion Series 96, Board of Governors of the Federal Reserve System (U.S.).

1988

  1. John M. Roberts, 1988. "Evidence on price adjustment costs in U.S. manufacturing industry," Working Paper Series / Economic Activity Section 89, Board of Governors of the Federal Reserve System (U.S.).
  2. P.A.V.B. Swamy & Peter von zur Muehlen, 1988. "On a problem in identifying linear parametric models," Finance and Economics Discussion Series 28, Board of Governors of the Federal Reserve System (U.S.).

1987

  1. P.A.V.B. Swamy & P. von zur Muehlen, 1987. "Further thoughts on testing for casuality with econometric models," Special Studies Papers 211, Board of Governors of the Federal Reserve System (U.S.).

1986

  1. P.A.V.B Swamy & A.B. Kennickell & P. von zur Muehlen, 1986. "Forecasting money demand with econometric models," Special Studies Papers 196, Board of Governors of the Federal Reserve System (U.S.).

1985

  1. Michael J. Boskin & Marc S. Robinson & John M. Roberts, 1985. "New Estimates of Federal Government Tangible Capital and Net Investment," NBER Working Papers 1774, National Bureau of Economic Research, Inc.

1984

  1. P.A.V.B. Swamy & Roger K. Conway & Peter von zur Muehlen, 1984. "The foundations of econometrics: are there any?," Special Studies Papers 182, Board of Governors of the Federal Reserve System (U.S.).

1983

  1. P.A.V.B. Swamy & P. von zur Muehlen & P.A. Tinsley & H.T. Farr, 1983. "On logical validity and econometric modelling: the case of money supply," Special Studies Papers 180, Board of Governors of the Federal Reserve System (U.S.).

1982

  1. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "The short-run volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
  2. P. Tinsley & P. von zur Muehlen, 1982. "A maximum probability approach to short-run policy," Special Studies Papers 168, Board of Governors of the Federal Reserve System (U.S.).
  3. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "Two papers on the volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
  4. P.A. Tinsley & P. von zur Muehlen, 1982. "A measure of the cost of money market volatility associated with money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).

1979

  1. Peter von zur Muehlen, 1979. "Monopolistic competition and sequential search," Special Studies Papers 131, Board of Governors of the Federal Reserve System (U.S.).

1977

  1. Peter von zur Muehlen, 1977. "Optimal bands in short-run monetary policy," Special Studies Papers 98, Board of Governors of the Federal Reserve System (U.S.).
  2. Peter von zur Muehlen, 1977. "Some partial equilibrium of tax reform on corporate policy," Special Studies Papers 97, Board of Governors of the Federal Reserve System (U.S.).

1976

  1. Peter von zur Muehlen, 1976. "On the rationality of discontinuous monetary policy," Special Studies Papers 77, Board of Governors of the Federal Reserve System (U.S.).
  2. Peter von zur Muehlen, 1976. "Anticipating a price freeze or how not to get caught with your prices down," Special Studies Papers 81, Board of Governors of the Federal Reserve System (U.S.).

1972

  1. Von zur Muehlen, Peter, 1972. "Optimal price adjustment: tests of a price equation in U.S. manufacturing," MPRA Paper 44581, University Library of Munich, Germany.

1971

  1. Peter von zur Muehlen, 1971. "On the optimal monopoly price over time," Special Studies Papers 21, Board of Governors of the Federal Reserve System (U.S.).
  2. Peter von zur Muehlen, 1971. "Price behavior in U.S. manufacturing: an application of dynamic monopoly pricing," Special Studies Papers 23, Board of Governors of the Federal Reserve System (U.S.).
  3. Peter von zur Muehlen, 1971. "N-person dynamic oligopoly: the case of conjectured price variations under certainty," Special Studies Papers 22, Board of Governors of the Federal Reserve System (U.S.).

Undated

  1. Tiff Macklem & David Rose & Robert Tetlow, . "GOVERNMENT DEBT AND DEFICITS IN CANADA: A Macro Simulation Analysis," Working Papers 95-4, Bank of Canada.
  2. Robert Tetlow & Peter von zur Muehlen, . "Expectations, Learning and the Design of Monetary Policy Rules," Computing in Economics and Finance 1997 9, Society for Computational Economics.

Journal articles

2014

  1. Oliver de Groot, 2014. "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 115-160, June.

2013

  1. Fuentes-Albero, Cristina & Melosi, Leonardo, 2013. "Methods for computing marginal data densities from the Gibbs output," Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
  2. Simon Gilchrist & Jae W. Sim & Egon Zakrajsek, 2013. "Misallocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(1), pages 159-176, January.
  3. Antonella Tutino, 2013. "Rationally inattentive consumption choices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 421-439, July.
  4. de Groot, Oliver, 2013. "Computing the risky steady state of DSGE models," Economics Letters, Elsevier, vol. 120(3), pages 566-569.

2012

  1. Leon Berkelmans & Hao Wang, 2012. "Chinese Urban Residential Construction," RBA Bulletin, Reserve Bank of Australia, pages 21-26, September.
  2. G�nter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & Ren� Lalonde & Douglas Laxton & Jesper Lind� & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Ca, 2012. "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 22-68, January.
  3. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
  4. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
  5. Herbst, Edward & Schorfheide, Frank, 2012. "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
  6. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.

2011

  1. Berkelmans, Leon, 2011. "Imperfect information, multiple shocks, and policy's signaling role," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 373-386.
  2. Hess Chung & Jean-Philippe Laforte & David Reifschneider & John C. Williams, 2011. "Estimating the macroeconomic effects of the Fed’s asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan31.
  3. Antonella Tutino, 2011. "'Rational inattention' guides overloaded brains, helps economists understand market behavior," Economic Letter, Federal Reserve Bank of Dallas, vol. 6(mar).
  4. Tutino, Antonella, 2011. "Rationally inattentive macroeconomic wedges," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 344-362, March.
  5. Cwik, Tobias & Müller, Gernot J. & Wolters, Maik H., 2011. "Does trade integration alter monetary policy transmission?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 545-564, April.
  6. Tobias Cwik & Volker Wieland, 2011. "Keynesian government spending multipliers and spillovers in the euro area," Economic Policy, CEPR & CES & MSH, vol. 26(67), pages 493-549, 07.

2010

  1. Fuentes-Albero, Cristina & Rubio, Santiago J., 2010. "Can international environmental cooperation be bought?," European Journal of Operational Research, Elsevier, vol. 202(1), pages 255-264, April.
  2. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2010. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 720-754.
  3. Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.

2009

  1. Tetlow, Robert J. & von zur Muehlen, Peter, 2009. "Robustifying learnability," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 296-316, February.
  2. Robert J. Tetlow, 2009. "Commentary on The challenges of estimating potential output in real time," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 291-296.

2008

  1. Robert J. Tetlow, 2008. "Inflation Targeting and Traget Instability," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 151-192, December.
  2. Edge, Rochelle M. & Kiley, Michael T. & Laforte, Jean-Philippe, 2008. "Natural rate measures in an estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2512-2535, August.

2007

  1. Tetlow, Robert J., 2007. "On the robustness of simple and optimal monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1397-1405, July.
  2. Robert J. Tetlow & Brian Ironside, 2007. "Real-Time Model Uncertainty in the United States: The Fed, 1996-2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1533-1561, October.
  3. Hess Chung & Troy Davig & Eric M. Leeper, 2007. "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 809-842, 06.
  4. Jean-Philippe Laforte, 2007. "Pricing Models: A Bayesian DSGE Approach for the U.S. Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 127-154, 02.

2006

  1. Reifschneider, David L. & Roberts, John M., 2006. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 314-337, September.
  2. Fujiwara, Ippei & McAdam, Peter & Roberts, John M., 2006. "Monetary policy at the zero interest bound: A model comparison exercise," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 305-313, September.
  3. John M. Roberts, 2006. "Monetary Policy and Inflation Dynamics," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.

2005

  1. Lars E.O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
  2. Roberts John M., 2005. "How Well Does the New Keynesian Sticky-Price Model Fit the Data?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-39, September.
  3. Rochelle Edge & Michael Kiley & Jean-Philippe Laforte, 2005. "An estimated DSGE model of the US economy with an application to natural rate measures," Proceedings, Board of Governors of the Federal Reserve System (U.S.).

2004

  1. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
  2. Robert Tetlow, 2004. "Berc Rustem and Melendres Howe, Algorithms for Worst-Case Design and Applications to Risk Management. Princeton, NJ: Princeton University Press, 2002. ISBN 0-691-09154-4," Computational Economics, Society for Computational Economics, vol. 24(3), pages 301-304, January.

2002

  1. Rochelle M. Edge, 2002. "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 559-585, July.

2001

  1. Tetlow, Robert J. & von zur Muehlen, Peter, 2001. "Simplicity versus optimality: The choice of monetary policy rules when agents must learn," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 245-279, January.
  2. J. Tetlow, Robert & von zur Muehlen, Peter, 2001. "Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 911-949, June.
  3. Roberts John M., 2001. "Estimates of the Productivity Trend Using Time-Varying Parameter Techniques," The B.E. Journal of Macroeconomics, De Gruyter, vol. 1(1), pages 1-32, July.

2000

  1. Orphanides, Athanasios & Porter, Richard D. & Reifschneider, David & Tetlow, Robert & Finan, Frederico, 2000. "Errors in the measurement of the output gap and the design of monetary policy," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 117-141.

1999

  1. David Reifschneider & Robert Tetlow & John Williams, 1999. "Aggregate disturbances, monetary policy, and the macroeconomy: the FRB/US perspective," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-19.

1998

  1. Robert Tetlow & John C. Williams, 1998. "Implementing price stability bands, boundaries and inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.

1997

  1. Roberts, John M., 1997. "Is inflation sticky?," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 173-196, July.

1995

  1. Roberts, John M, 1995. "New Keynesian Economics and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 975-84, November.

1994

  1. Stephen Poloz & David Rose & Robert Tetlow, 1994. "The Bank of Canada's new Quarterly Projection Model (QPM): An introduction," Bank of Canada Review, Bank of Canada, vol. 1994(Autumn), pages 23-38.
  2. Roberts, John M & Stockton, David J & Struckmeyer, Charles S, 1994. "Evidence on the Flexibility of Prices," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 142-50, February.
  3. von zur Muehlen, Peter, 1994. "An Optimal Interest Rate Rule with Information from Money and Auction Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 917-33, November.

1992

  1. Roberts, John M, 1992. "Evidence on Price Adjustment Costs in U.S. Manufacturing Industry," Economic Inquiry, Western Economic Association International, vol. 30(3), pages 399-417, July.

1990

  1. Swamy, P. A. V. B. & Kennickell, Arthur B. & von zur Muehlen, Peter, 1990. "Comparing forecasts from fixed and variable coefficient models: The case of money demand," International Journal of Forecasting, Elsevier, vol. 6(4), pages 469-477, December.

1988

  1. Swamy, P. A. V. B. & Von Zur Muehlen, Peter, 1988. "Further thoughts on testing for causality with econometric models," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 105-147.

1984

  1. Conway, Roger K. & Swamy, P. A. V. B. & Yanagida, John F. & Muehlen, Peter von zur, 1984. "The Impossibility of Causality Testing," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 3.

1982

  1. Tinsley, P. A. & von zur Muehlen, P. & Fries, G., 1982. "The short-run volatility of money stock targeting," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 215-237.

1981

  1. Tinsley, P. & Von Zur Muehlen, P., 1981. "A maximum probability approach to short-run policy," Journal of Econometrics, Elsevier, vol. 15(1), pages 31-48, January.

1980

  1. Peter von zur Muehlen, 1980. "Monopolistic competition and sequential search," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 257-281, May.
  2. Von Zur Muehlen, Peter, 1980. "The 'flexible accelerator' and optimization with a finite horizon," Economics Letters, Elsevier, vol. 5(1), pages 21-27.

1979

  1. Von zur Muehlen, Peter, 1979. "Price dispersion in atomistic competition," Economics Letters, Elsevier, vol. 3(4), pages 327-332.

Chapters

2014

  1. Hess Chung & Edward Herbst & Michael Kiley, 2014. "Effective Monetary Policy Strategies in New-Keynesian Models: A Re-Examination," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29 National Bureau of Economic Research, Inc.

Software components

2011

  1. Antonella Tutino, 2011. "Code files for "Rationally Inattentive Consumption Choices"," Computer Codes 11-143, Review of Economic Dynamics.
  2. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.