Rochelle Edge
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Rochelle M. Edge & Refet S. Gürkaynak, 2011.
"How useful are estimated DSGE model forecasts?,"
Finance and Economics Discussion Series
2011-11, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Wall St shorts economists
by Mark Buchanan in The Physics of Finance on 2014-02-14 19:27:00
- Wall St shorts economists
Working papers
- Rochelle M. Edge & J. Nellie Liang, 2020.
"Financial Stability Committees and Basel III Macroprudential Capital Buffers,"
Finance and Economics Discussion Series
2020-016, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Chekani Nkwaira & Huibrecht Margaretha Van der Poll, 2023. "Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector," Risks, MDPI, vol. 11(5), pages 1-16, May.
- Cristina Badarau & Corentin Roussel, 2021.
"A Theoretical Foundation for Prudential Authorities Decision Making,"
Working Papers
2021.11, International Network for Economic Research - INFER.
- Cristina Badarau & Corentin Roussel, 2022. "A theoretical foundation for prudential authorities decision making," Post-Print hal-03560112, HAL.
- Rochelle M. Edge & J. Nellie Liang, 2019.
"New Financial Stability Governance Structures and Central Banks,"
Finance and Economics Discussion Series
2019-019, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021.
"Capital flows-at-risk: push, pull and the role of policy,"
Working Paper Series
2538, European Central Bank.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- Laureys, Lien & Meeks, Roland, 2018.
"Monetary and macroprudential policies under rules and discretion,"
Economics Letters, Elsevier, vol. 170(C), pages 104-108.
- Laureys, Lien & Meeks, Roland, 2017. "Monetary and macroprudential policies under rules and discretion," Bank of England working papers 702, Bank of England.
- Malovaná, Simona & Hodula, Martin & Gric, Zuzana & Bajzík, Josef, 2023.
"Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers,"
Journal of Financial Stability, Elsevier, vol. 65(C).
- Simona Malovana & Martin Hodula & Zuzana Gric & Josef Bajzik, 2021. "Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers," Research and Policy Notes 2021/04, Czech National Bank.
- Garcia Revelo, José David & Lucotte, Yannick & Pradines-Jobet, Florian, 2020. "Macroprudential and monetary policies: The need to dance the Tango in harmony," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021.
"Capital flows-at-risk: push, pull and the role of policy,"
Working Paper Series
2538, European Central Bank.
- Jose M. Berrospide & Rochelle M. Edge, 2019.
"The Effects of Bank Capital Buffers on Bank Lending and Firm Activity: What Can We Learn from Five Years of Stress-Test Results?,"
Finance and Economics Discussion Series
2019-050, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Cappelletti, Giuseppe & Reghezza, Alessio & Rodríguez d'Acri, Costanza & Spaggiari, Martina, 2022. "Compositional effects of bank capital buffers and interactions with monetary policy," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021.
"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
CEPR Discussion Papers
16157, C.E.P.R. Discussion Papers.
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Working Paper Series 2551, European Central Bank.
- Berger,Allen N.,Demirguc-Kunt,Asli, 2021.
"Banking Research in the Time of COVID-19,"
Policy Research Working Paper Series
9782, The World Bank.
- Berger, Allen N. & Demirgüç-Kunt, Asli, 2021. "Banking research in the time of COVID-19," Journal of Financial Stability, Elsevier, vol. 57(C).
- Paul S. Calem & Ricardo Correa & Seung Jung Lee, 2016.
"Prudential Policies and Their Impact on Credit in the United States,"
International Finance Discussion Papers
1186, Board of Governors of the Federal Reserve System (U.S.).
- Calem, Paul & Correa, Ricardo & Lee, Seung Jung, 2020. "Prudential policies and their impact on credit in the United States," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Paul Calem & Ricardo Correa & Seung Jung Lee, 2017. "Prudential policies and their impact on credit in the United States," BIS Working Papers 635, Bank for International Settlements.
- Lambertini, Luisa & Mukherjee, Abhik, 2022. "Stress tests and loan pricing—Evidence from syndicated loans," Finance Research Letters, Elsevier, vol. 46(PA).
- Barbieri, Claudio & Couaillier, Cyril & Perales, Cristian & Rodriguez d’Acri, Costanza, 2022. "Informing macroprudential policy choices using credit supply and demand decompositions," Working Paper Series 2702, European Central Bank.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022.
"The impact of bank regulation on bank lending: A review of international literature,"
Working Papers
29837, University of South Africa, Department of Economics.
- Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
- Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022. "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series 2720, European Central Bank.
- Sebastian Doerr, 2019. "Unintended side effects: stress tests, entrepreneurship, and innovation," BIS Working Papers 823, Bank for International Settlements.
- Cappelletti, Giuseppe & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2020. "Compositional effects of O-SII capital buffers and the role of monetary policy," Working Paper Series 2440, European Central Bank.
- Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Bora Durdu & Rochelle M. Edge & Daniel Schwindt, 2017.
"Measuring the Severity of Stress-Test Scenarios,"
FEDS Notes
2017-05-05, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
- Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2022. "Derivatives Risks as Costs in a One-Period Network Model," Post-Print hal-03910144, HAL.
- Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2022. "Derivatives Risks as Costs in a One-Period Network Model," Working Papers hal-03554577, HAL.
- Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese, 2022. "Derivatives Risks as Costs in a One-Period Network Model," Papers 2202.03248, arXiv.org, revised Feb 2022.
- Ricardo Correa & Rochelle M. Edge & J. Nellie Liang, 2017.
"A New Dataset of Macroprudential Policy Governance Structures,"
IFDP Notes
2017-11-07, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
- Donato Masciandaro, 2018. "Central Banks And Macroprudential Policies: Economics And Politics," BAFFI CAREFIN Working Papers 1878, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Stijn Claessens & Ricardo Correa & Juan M. Londono, 2021. "Financial Stability Governance and Central Bank Communications," International Finance Discussion Papers 1328, Board of Governors of the Federal Reserve System (U.S.).
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
- William F. Bassett & Ainsley Daigle & Rochelle M. Edge & Gazi I. Kara, 2015.
"Credit-to-GDP Trends and Gaps by Lender-and Credit-type,"
FEDS Notes
2015-12-03, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2019.
"Recurrent Bubbles and Economic Growth,"
CARF F-Series
CARF-F-457, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Pablo Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2020. "Recurrent Bubbles and Economic Growth," Discussion Papers 2012, Centre for Macroeconomics (CFM).
- Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2020. "Recurrent Bubbles and Economic Growth," CIGS Working Paper Series 20-005E, The Canon Institute for Global Studies.
- R. Barrell & D. Karim & C. Macchiarelli, 2020.
"Towards an understanding of credit cycles: do all credit booms cause crises?,"
The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 978-993, July.
- Barrell, Ray & Karim, Dilly & Macchiarelli, Corrado, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," LSE Research Online Documents on Economics 118943, London School of Economics and Political Science, LSE Library.
- R. Barrell & D. Karim & Corrado Macchiarelli, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," Working Paper series 17-28, Rimini Centre for Economic Analysis.
- Scott A. Brave & Jose A. Lopez, 2019.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2021. "Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence," CIGS Working Paper Series 21-006E, The Canon Institute for Global Studies.
- Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016.
"Learning from History : Volatility and Financial Crises,"
Finance and Economics Discussion Series
2016-093, Board of Governors of the Federal Reserve System (U.S.).
- Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018. "Learning from History: Volatility and Financial Crises," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 91136, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 118942, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
- David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).
- Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2019.
"Recurrent Bubbles and Economic Growth,"
CARF F-Series
CARF-F-457, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Rochelle M. Edge & Jeremy B. Rudd, 2012.
"Real-time properties of the Federal Reserve's output gap,"
Finance and Economics Discussion Series
2012-86, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015.
"Mapping Heat in the U.S. Financial System,"
Finance and Economics Discussion Series
2015-59, Board of Governors of the Federal Reserve System (U.S.).
- Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
- Kuang, Pei & Mitra, Kaushik, 2016.
"Long-run growth uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
- Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
- Pei Kuang & Kaushik Mitra, 2015. "Long Run Growth Uncertainty," Discussion Papers 15-13, Department of Economics, University of Birmingham.
- de Carvalho, Miguel & Rua, António, 2017.
"Real-time nowcasting the US output gap: Singular spectrum analysis at work,"
International Journal of Forecasting, Elsevier, vol. 33(1), pages 185-198.
- António Rua & Miguel de Carvalho, 2014. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," Working Papers w201416, Banco de Portugal, Economics and Research Department.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun, 2013.
"Measuring Output Gap Nowcast Uncertainty,"
EMF Research Papers
01, Economic Modelling and Forecasting Group.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015.
"Mapping Heat in the U.S. Financial System,"
Finance and Economics Discussion Series
2015-59, Board of Governors of the Federal Reserve System (U.S.).
- Rochelle M. Edge & Refet S. Gürkaynak, 2011.
"How useful are estimated DSGE model forecasts?,"
Finance and Economics Discussion Series
2011-11, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
- Garcés Díaz Daniel, 2016. "Changes in Inflation Predictability in Major Latin American Countries," Working Papers 2016-20, Banco de México.
- Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016.
"A comprehensive evaluation of macroeconomic forecasting methods,"
EMF Research Papers
10, Economic Modelling and Forecasting Group.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Stelios D. Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Open Access publications
10197/7329, School of Economics, University College Dublin.
- Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018. "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper 85523, University Library of Munich, Germany.
- Douglas J. Crookes & Martin P. De Wit, 2014. "Is System Dynamics Modelling of Relevance to Neoclassical Economists?," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 181-192, June.
- Kapetanios, George & Price, Simon & Theodoridis, Konstantinos, 2015.
"A new approach to multi-step forecasting using dynamic stochastic general equilibrium models,"
Economics Letters, Elsevier, vol. 136(C), pages 237-242.
- Kapetanious, George & Price, Simon & Theodoridis, Konstantinos, 2015. "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Bank of England working papers 567, Bank of England.
- Carlos Benavides & Luis Gonzales & Manuel Diaz & Rodrigo Fuentes & Gonzalo García & Rodrigo Palma-Behnke & Catalina Ravizza, 2015. "The Impact of a Carbon Tax on the Chilean Electricity Generation Sector," Energies, MDPI, vol. 8(4), pages 1-27, April.
- Galvao, Ana Beatriz, 2016.
"Data Revisions and DSGE Models,"
EMF Research Papers
11, Economic Modelling and Forecasting Group.
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Kieran Mc Morrow & Werner Roeger & Valerie Vandermeulen, 2017. "Evaluating Medium Term Forecasting Methods and their Implications for EU Output Gap Calculations," European Economy - Discussion Papers 070, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Rochelle M. Edge & Ralf R. Meisenzahl, 2011.
"The unreliability of credit-to-GDP ratio gaps in real-time: Implications for countercyclical capital buffers,"
Finance and Economics Discussion Series
2011-37, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015.
"Mapping Heat in the U.S. Financial System,"
Finance and Economics Discussion Series
2015-59, Board of Governors of the Federal Reserve System (U.S.).
- Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020.
"Financial shocks and inflation dynamics,"
Working Papers
2020-13, Swiss National Bank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
- Mathias Drehmann, 2013.
"Evaluating early warning indicators of banking crises: Satisfying policy requirements,"
BIS Working Papers
421, Bank for International Settlements.
- Drehmann, Mathias & Juselius, Mikael, 2014. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," International Journal of Forecasting, Elsevier, vol. 30(3), pages 759-780.
- António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016.
"Forecasting banking crises with dynamic panel probit models,"
Working Papers
w201613, Banco de Portugal, Economics and Research Department.
- Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
- Leroi RAPUTSOANE, 2015.
"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020.
"Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps,"
Questioni di Economia e Finanza (Occasional Papers)
567, Bank of Italy, Economic Research and International Relations Area.
- Alessandri, Piergiorgio & Bologna, Pierluigi & Galardo, Maddalena, 2021. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," ESRB Working Paper Series 114, European Systemic Risk Board.
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2022. "Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 625-667, December.
- Vincent Bouvatier & Sofiane El Ouardi, 2021.
"Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries,"
Erudite Working Paper
2021-15, Erudite.
- Bouvatier, Vincent & El Ouardi, Sofiane, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Emerging Markets Review, Elsevier, vol. 54(C).
- Scott A. Brave & Jose A. Lopez, 2019.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- Mathias Drehmann & James Yetman, 2021.
"Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
- Mathias Drehmann & James Yetman, 2020. "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers 878, Bank for International Settlements.
- Hans Genberg & Michael Zamorski, 2015. "Implementing Macroprudential Policies: Challenges, Pitfalls and Way Forward," Working Papers wp09, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Önundur Páll Ragnarsson & Jón Magnús Hannesson & Loftur Hreinsson, 2019. "Financial cycles as early warning indicators - Lessons from the Nordic region," Economics wp80, Department of Economics, Central bank of Iceland.
- David Aikman & Andreas Lehnert & Nellie Liang & Michele Modungno, 2020. "Credit, Financial Conditions, and Monetary Policy Transmission," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 141-179, June.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013.
"Financial stability monitoring,"
Staff Reports
601, Federal Reserve Bank of New York.
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Chikako Baba & Mr. Salvatore Dell'Erba & Ms. Enrica Detragiache & Olamide Harrison & Ms. Aiko Mineshima & Anvar Musayev & Asghar Shahmoradi, 2020. "How Should Credit Gaps Be Measured? An Application to European Countries," IMF Working Papers 2020/006, International Monetary Fund.
- Ms. Yevgeniya Korniyenko & Ms. Elena Loukoianova, 2015. "The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions," IMF Working Papers 2015/287, International Monetary Fund.
- Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013. "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series 1604, European Central Bank.
- David M. Arseneau & Grace Brang & Matt Darst & Jacob M. M. Faber & David E. Rappoport & Alexandros Vardoulakis, 2022. "A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets," Finance and Economics Discussion Series 2022-002, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy C. Stein, 2014. "Incorporating Financial Stability Considerations into a Monetary Policy Framework : a speech at the International Research Forum on Monetary Policy, Washington, D.C., March 21, 2014," Speech 796, Board of Governors of the Federal Reserve System (U.S.).
- Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
- Krustev, Georgi, 2019.
"The natural rate of interest and the financial cycle,"
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 327-343, April.
- Benjamin Keen, 2009. "Code and data files for "Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy"," Computer Codes 04-82, Review of Economic Dynamics.
- Mr. Jan Vlcek & Mr. Scott Roger, 2012. "Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions," IMF Working Papers 2012/021, International Monetary Fund.
- Michael T. Kiley, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010.
"How Has the Monetary Transmission Mechanism Evolved Over Time?,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422,
Elsevier.
- Jean Boivin & Michael T. Kiley & Frederic S. Mishkin, 2010. "How has the monetary transmission mechanism evolved over time?," Finance and Economics Discussion Series 2010-26, Board of Governors of the Federal Reserve System (U.S.).
- Jean Boivin & Michael T. Kiley & Frederic S. Mishkin, 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," NBER Working Papers 15879, National Bureau of Economic Research, Inc.
- Wieland, Volker & Wolters, Maik H., 2010.
"The diversity of forecasts from macroeconomic models of the U.S. economy,"
CFS Working Paper Series
2010/08, Center for Financial Studies (CFS).
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- Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
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"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- 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.).
- 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.
- Michael T. Kiley, 2009. "Inflation expectations, uncertainty, the Phillips Curve, and monetary policy," Finance and Economics Discussion Series 2009-15, Board of Governors of the Federal Reserve System (U.S.).
- Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
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"Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,"
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Working Paper Series
2007-11, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare‐maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Proceedings, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010.
"Welfare‐maximizing monetary policy under parameter uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Proceedings, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Grzegorz Wesołowski, 2021. "Monetary Policy and House Price Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 359-379, December.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012.
"A new comparative approach to macroeconomic modeling and policy analysis,"
IMFS Working Paper Series
49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- 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.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
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"Comportement du banquier central en environnement incertain,"
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- Naoto Soma, 2021. "Parameter Uncertainty and Effective Lower Bound Risk," IMES Discussion Paper Series 21-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
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"Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions,"
CEPR Discussion Papers
6826, C.E.P.R. Discussion Papers.
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- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007.
"RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence,"
Reserve Bank of New Zealand Discussion Paper Series
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"A defense of moderation in monetary policy,"
Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 137-150.
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- Anthony M. Diercks, 2015. "The Equity Premium, Long-Run Risk, & Optimal Monetary Policy," Finance and Economics Discussion Series 2015-87, Board of Governors of the Federal Reserve System (U.S.).
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"Monetary Policy with Judgment,"
Working Papers
20-14, Federal Reserve Bank of Cleveland.
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"Online Appendix to "On the Optimality of IPR Protection with Blocking Patents","
Online Appendices
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"Simple and Robust Rules for Monetary Policy,"
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"On the welfare costs of misspecified monetary policy objectives,"
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"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.).
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Cited by:
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- Wieland, Volker & Wolters, Maik, 2013.
"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
Elsevier.
- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael T. Kiley, 2015.
"What Can the Data Tell Us About the Equilibrium Real Interest Rate?,"
Finance and Economics Discussion Series
2015-77, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Kiley, 2020. "What Can the Data Tell Us about the Equilibrium Real Interest Rate?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 181-209, June.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010.
"Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy,"
Bank of Japan Working Paper Series
10-E-13, Bank of Japan.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016. "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
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"Evaluating point and density forecasts of DSGE models,"
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- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- 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.).
- 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.).
- Enrico S. Levrero, 2019.
"Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment,"
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- Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Every cloud has a silver lining. The sovereign crisis and Italian potential output," Temi di discussione (Economic working papers) 1010, Bank of Italy, Economic Research and International Relations Area.
- Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2008.
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- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2014. "Monetary policy trade-offs in an estimated open-economy DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 33-49.
- Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2009. "Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model," Working Paper Series 232, Sveriges Riksbank (Central Bank of Sweden).
- Boscá, J.E. & Doménech, R. & Ferri, J., 2011.
"Search, Nash bargaining and rule-of-thumb consumers,"
European Economic Review, Elsevier, vol. 55(7), pages 927-942.
- José Emilio Boscá & Rafael Domenech & Javier Ferri, 2009. "Search, Nash Bargaining and Rule of Thumb Consumers," Working Papers 0912, BBVA Bank, Economic Research Department.
- José Emilio Boscá & Javier Ferri & Rafa Doménech, 2009. "Search, Nash Bargaining and Rule of Thumb Consumers," Working Papers 0901, International Economics Institute, University of Valencia.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012.
"A new comparative approach to macroeconomic modeling and policy analysis,"
IMFS Working Paper Series
49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- 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.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
- Frederic S. Mishkin, 2008. "Does Stabilizing Inflation Contribute To Stabilizing Economic Activity?," NBER Working Papers 13970, National Bureau of Economic Research, Inc.
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- Görtz, Christoph & Tsoukalas, John, 2011. "News and financial intermediation in aggregate and sectoral fluctuations," MPRA Paper 38986, University Library of Munich, Germany, revised Mar 2012.
- Görtz, Christoph & Tsoukalas, John D., 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Dynare Working Papers 12, CEPREMAP.
- Alban Moura, 2022.
"Why you should never use the Hodrick-Prescott Filter: Comment,"
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- Maik Wolters, 2017.
"How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates,"
Jena Economics Research Papers
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- Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
- Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
- Christoffel, Kai & Kuester, Keith, 2008.
"Resuscitating the wage channel in models with unemployment fluctuations,"
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923, European Central Bank.
- Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
- Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2020.
"Online Appendix to "Output Gap, Monetary Policy Trade-offs, and Financial Frictions","
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20-29, Review of Economic Dynamics.
- Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021. "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 52-70, July.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
"Natural rate chimera and bond pricing reality,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224546, Verein für Socialpolitik / German Economic Association.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
- Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen, 2013. "The Effectiveness of Monetary Policy since the Onset of the Financial Crisis," OECD Economics Department Working Papers 1081, OECD Publishing.
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"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
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- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Yasuo Hirose & Saori Naganuma, 2007. "Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy," Bank of Japan Working Paper Series 07-E-24, Bank of Japan.
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"Forecasting the Spanish economy with an Augmented VAR-DSGE model,"
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"Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment","
Online Appendices
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- Alban Moura, 2018. "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 48-63, January.
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"Do investment-specific technological changes matter for business fluctuations? Evidence from Japan,"
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- Yasuo Hirose & Takushi Kurozumi, 2012. "Do Investment-Specific Technological Changes Matter For Business Fluctuations? Evidence From Japan," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 208-230, May.
- Yasuo Hirose & Takushi Kurozumi, 2010. "Do Investment-Specific Technological Changes Matter for Business Fluctuations? Evidence from Japan," Bank of Japan Working Paper Series 10-E-4, Bank of Japan.
- Andrew Martinez, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series) 1717, Federal Reserve Bank of Cleveland.
- Stefan Leist, 2013. "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 493-531, December.
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"The Natural Rate of Interest in a Non-linear DSGE Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
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- Yasuo Hirose & Takeki Sunakawa, 2017. "The natural rate of interest in a nonlinear DSGE model," CAMA Working Papers 2017-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"The natural rate of interest and the financial cycle,"
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- Martin Seneca, 2010. "A DSGE model for Iceland," Economics wp50, Department of Economics, Central bank of Iceland.
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VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
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"Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?,"
Discussion Paper Series
1601, Institute of Economic Research, Korea University.
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"Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?,"
The Economic Journal, Royal Economic Society, vol. 129(621), pages 2010-2038.
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Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
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"Firm-Specific Capital and Welfare,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 147-179, June.
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Globalization Institute Working Papers
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Journal of Monetary Economics, Elsevier, vol. 52(5), pages 1025-1053, July.
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"A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy,"
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"Monetary policy rule, exchange rate regime, and fiscal policy cyclicality in a developing oil economy,"
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Computing in Economics and Finance 2003
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"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.).
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"Non‐stationary Hours in a DSGE Model,"
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"Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis,"
Computing in Economics and Finance 2005
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"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
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"Heterogeneity in Wage Setting Behavior in a New-Keynesian Model,"
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"How well does sticky information explain the dynamics of inflation, output, and real wages?,"
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"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.).
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"Taxation and the Taylor principle,"
Finance and Economics Discussion Series
2002-51, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
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"Monetary policy, taxes and the business cycle,"
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"Government Spending and the Taylor Principle,"
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"Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability,"
Money Macro and Finance (MMF) Research Group Conference 2006
65, Money Macro and Finance Research Group.
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"Firm-specific investment, sticky prices and the Taylor principle,"
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"Public Debt, Distortionary Taxation, and Monetary Policy,"
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"What can Taylor rules say about monetary policy in Latin America?,"
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"Monetary Policy and Automatic Stabilizers: The Role of Progressive Taxation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 825-862, August.
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"The Taylor principle in a medium-scale macroeconomic model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 3034-3043.
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"Firm-specific capital, nominal rigidities, and the Taylor principle,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 729-737, September.
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Serie documentos de trabajo del Centro de Estudios Económicos
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"Housing and the business cycle,"
Finance and Economics Discussion Series
2004-11, Board of Governors of the Federal Reserve System (U.S.).
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"Mortgages and Monetary Policy,"
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"Housing Dynamics,"
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315, Society for Economic Dynamics.
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"Business Cycle Implications of Habit Formation,"
Computing in Economics and Finance 2004
175, Society for Computational Economics.
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"Has Monetary Policy Become More Effective?,"
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"Implications of habit formation for optimal monetary policy,"
Finance and Economics Discussion Series
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"Time-to plan lags for commercial construction projects,"
Finance and Economics Discussion Series
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"Optimal policy and consumption smoothing effects in the time-to-build AK model,"
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"Nominal rigidities and the dynamic effects of a shock to monetary policy,"
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- Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 1-45, February.
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"Implementing Optimal Policy Through Inflation-Forecast Targeting,"
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"Were There Regime Switches in U.S. Monetary Policy?,"
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- Miguel Casares, 2007. "The New Keynesian Model and the Euro Area Business Cycle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 209-244, April.
- Richard K. Lyons, 2001.
"Foreign exchange: macro puzzles, micro tools,"
Pacific Basin Working Paper Series
2001-10, Federal Reserve Bank of San Francisco.
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"Money Market Rates and Implied CCAPM Rates: Some International Evidence,"
Working Papers
gueconwpa~02-02-06, Georgetown University, Department of Economics.
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- Ahmad, Yamin, 2005. "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 699-729, September.
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"Optimal Inflation Targeting Rules,"
NBER Working Papers
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- Marianna Riggi, 2010. "Nominal And Real Wage Rigidities In New Keynesian Models: A Critical Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 539-572, July.
- Richard Mash, 2002. "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers 108, University of Oxford, Department of Economics.
- Nicoletta Batini & Edward Nelson, 2001.
"The Lag from Monetary Policy Actions to Inflation: Friedman Revisited,"
International Finance, Wiley Blackwell, vol. 4(3), pages 381-400.
- 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.).
- 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.
- Rochelle M. Edge, 2001. "Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models"," Online Appendices edge01, Review of Economic Dynamics.
Cited by:
- Martin Boileau & Marc-André Letendre, 2004. "Inventories, Sticky Prices and the Propogation of Nominal Shocks," Department of Economics Working Papers 2004-03, McMaster University.
- Rafael Gerke & Jens Rubart, 2006.
"The Role Of Money Demand In A Business Cycle Model With Staggered Wage Contracts,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 52-72, May.
- Gerke, Rafael & Rubart, Jens, 2009. "The Role of Money Demand in a Business Cycle Model with Staggered Wage Contracts," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77421, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Gerke, Rafael & Rubart, Jens, 2005. "The role of money demand in a business cycle model with staggered wage contracts," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 26679, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Gerke, Rafael & Rubart, Jens, 2005. "The Role of Money Demand in a Business Cycle Model with Staggered Wage Contracts," Darmstadt Discussion Papers in Economics 142, Darmstadt University of Technology, Department of Law and Economics.
- Gerke, Rafael & Rubart, Jens, 2005. "The Role of Money Demand in a Business Cycle Model with Staggered Wage Contracts," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37210, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Huang, Kevin X. D. & Liu, Zheng, 2002.
"Staggered price-setting, staggered wage-setting, and business cycle persistence,"
Journal of Monetary Economics, Elsevier, vol. 49(2), pages 405-433, March.
- K. Huang & Z. Liu, "undated". "Staggered price-setting, staggered wage-setting, and business cycle persistence," Working Papers 2000-28, Utah State University, Department of Economics.
- Huw Dixon & Engin Kara, 2010.
"Can We Explain Inflation Persistence in a Way that Is Consistent with the Microevidence on Nominal Rigidity?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 151-170, February.
- Huw Dixon & Engin Kara, 2010. "Can We Explain Inflation Persistence in a Way that Is Consistent with the Microevidence on Nominal Rigidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 151-170, February.
- Dixon, Huw David & Kara, Engin, 2008. "Can we explain inflation persistence in a way that is consistent with the micro-evidence on nominal rigidity?," Cardiff Economics Working Papers E2008/22, Cardiff University, Cardiff Business School, Economics Section.
- Rochelle M. Edge, 2001.
"Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models","
Online Appendices
edge01, Review of Economic Dynamics.
- 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.).
- 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.
- Adiya Belgibayeva & Michal Horvath, 2017.
"Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies,"
Birkbeck Working Papers in Economics and Finance
1701, Birkbeck, Department of Economics, Mathematics & Statistics.
- Adiya Belgibayeva & Michal Horvath, 2017. "Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies," Discussion Papers 17/01, Department of Economics, University of York.
- Belgibayeva, Adiya & Horvath, Michal, 2019. "Real Rigidities And Optimal Stabilization At The Zero Lower Bound In New Keynesian Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1371-1400, June.
- Huw D. Dixon & Hervé Le Bihan, 2010.
"Generalized Taylor and Generalized Calvo Price and Wage-Setting: Micro Evidence with Macro Implications,"
CESifo Working Paper Series
3119, CESifo.
- Dixon, Huw David & Bihan, Herv Le, 2011. "Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications," Cardiff Economics Working Papers E2011/25, Cardiff University, Cardiff Business School, Economics Section.
- Huw Dixon & Hervé Le Bihan, 2012. "Generalised Taylor and Generalised Calvo Price and Wage Setting: Micro‐evidence with Macro Implications," Economic Journal, Royal Economic Society, vol. 122(560), pages 532-554, May.
- Dixon, H. & Le Bihan, H., 2011. "Generalized Taylor and Generalized Calvo price and wage-setting: micro evidence with macro implications," Working papers 324, Banque de France.
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"Imperfect credibility and inflation persistence,"
Journal of Monetary Economics, Elsevier, vol. 50(4), pages 915-944, May.
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- Christopher J. Erceg & Andrew T. Levin, 2001. "Imperfect credibility and inflation persistence," Finance and Economics Discussion Series 2001-45, Board of Governors of the Federal Reserve System (U.S.).
- Kara, Engin, 2010.
"Optimal monetary policy in the generalized Taylor economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2023-2037, October.
- Kara, Engin, 2006. "Optimal monetary policy in the generalized Taylor economy," Working Paper Series 673, European Central Bank.
- Carl E. Walsh, 2005.
"Labor Market Search, Sticky Prices, and Interest Rate Policies,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 829-849, October.
- Walsh, Carl E., 2003. "Labor Market Search, Sticky Prices, and Interest Rate Policies," Santa Cruz Center for International Economics, Working Paper Series qt6tg550dv, Center for International Economics, UC Santa Cruz.
- Walsh, Carl E., 2003. "Labor Market Search, Sticky Prices, and Interest Rate Policies," Santa Cruz Department of Economics, Working Paper Series qt6tg550dv, Department of Economics, UC Santa Cruz.
- Daros, Sebastiano & Rankin, Neil, 2009.
"Output persistence from monetary shocks with staggered prices or wages under a Taylor Rule,"
Economics Letters, Elsevier, vol. 105(2), pages 148-151, November.
- Sebastiano Daros & Neil Rankin, 2009. "Output Persistence from Monetary Shocks with Staggered Prices or Wages under a Taylor Rule," CDMA Conference Paper Series 0906, Centre for Dynamic Macroeconomic Analysis.
- El Omari, Salaheddine, 2017. "Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?," Economics Letters, Elsevier, vol. 160(C), pages 67-72.
- Snower, Dennis & Merkl, Christian, 2006.
"Monetary Persistence, Imperfect Competition and Staggering Complementarities,"
CEPR Discussion Papers
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- Merkl, Christian & Snower, Dennis J., 2007. "Monetary Persistence, Imperfect Competition, and Staggering Complementarities," IZA Discussion Papers 3033, Institute of Labor Economics (IZA).
- Merkl, Christian & Snower, Dennis, 2009. "Monetary Persistence, Imperfect Competition, And Staggering Complementarities," Macroeconomic Dynamics, Cambridge University Press, vol. 13(1), pages 81-106, February.
- Vaona, Andrea, 2014.
"The price-price Phillips curve in small open economies and monetary unions: Theory and empirics,"
Kiel Working Papers
1904, Kiel Institute for the World Economy (IfW Kiel).
- Andrea Vaona, 2015. "The price-price Phillips curve in small open economies and monetary unions: theory and empirics," International Economics and Economic Policy, Springer, vol. 12(2), pages 281-307, June.
- Huw Dixon & Engin Kara, 2007.
"Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts,"
Discussion Papers
07-01, Department of Economics, University of Birmingham.
- Dixon, Huw & Kara, Engin, 2005. "Persistence and nominal inertia in a generalized Taylor economy: how longer contracts dominate shorter contracts," Working Paper Series 489, European Central Bank.
- Dixon, Huw David & Kara, Engin, 2007. "Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts," Cardiff Economics Working Papers E2007/1, Cardiff University, Cardiff Business School, Economics Section.
- Engin Kara & Huw Dixon, 2005. "Persistence and Nominal Inertia in a Generalised Taylor Economy: How Loner Contracts Dominate Shorter Contracts," Money Macro and Finance (MMF) Research Group Conference 2005 82, Money Macro and Finance Research Group.
- Engin Kara & Huw Dixon, 2005. "Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts," Computing in Economics and Finance 2005 87, Society for Computational Economics.
- Engin Kara, 2009.
"Micro data on nominal rigidity, inflation persistence and optimal monetary policy,"
Working Paper Research
175, National Bank of Belgium.
- Kara Engin, 2011. "Micro-Data on Nominal Rigidity, Inflation Persistence and Optimal Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-19, July.
- Andrea Vaona, 2010.
"Money illusion and the long-run Phillips curve in staggered wage-setting models,"
Working Papers
14/2010, University of Verona, Department of Economics.
- Vaona, Andrea, 2011. "Money illusion and the long-run Phillips curve in staggered wage setting models," Kiel Working Papers 1714, Kiel Institute for the World Economy (IfW Kiel).
- Vaona, Andrea, 2013. "Money illusion and the long-run Phillips curve in staggered wage-setting models," Research in Economics, Elsevier, vol. 67(1), pages 88-99.
- Lorant, Kaszab, 2011. "Fiscal multipliers are not necessarily that large: a comment on Eggertsson (2010)," MPRA Paper 35612, University Library of Munich, Germany, revised 16 Dec 2011.
- Benjamin D. Keen & Evan F. Koenig, 2018.
"How Robust Are Popular Models of Nominal Frictions?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1299-1342, September.
- Benjamin D. Keen & Evan F. Koenig, 2009. "How robust are popular models of nominal frictions?," Working Papers 0903, Federal Reserve Bank of Dallas.
- Engin Kara, 2011. "Understanding and Modelling Reset Price Inflation," Bristol Economics Discussion Papers 11/623, School of Economics, University of Bristol, UK.
- Dixon, Huw David & Tian, Kun, 2013.
"What we can learn about the behavior of firms from the average monthly frequency of price-changes: an application to the UK CPI data,"
Cardiff Economics Working Papers
E2013/1, Cardiff University, Cardiff Business School, Economics Section.
- Huw D. Dixon & Kun Tian, 2013. "What We Can Learn about the Behavior of Firms from the average Monthly Frequency of Price-Changes: An Application to the UK CPI Data," CESifo Working Paper Series 4226, CESifo.
- Huw David Dixon & Kun Tian, 2017. "What We can Learn About the Behaviour of Firms from the Average Monthly Frequency of Price-Changes: An Application to the UK CPI Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 907-932, December.
- Ahmed, Shahzad & Ahmed, Waqas & Khan, Sajawal & Pasha, Farooq & Rehman, Muhammad, 2012.
"Pakistan Economy DSGE Model with Informality,"
MPRA Paper
53135, University Library of Munich, Germany.
- Waqas Ahmed & Farooq Pasha & Sajawal Khan & Muhammad Rehman, 2012. "Pakistan Economy DSGE Model with Informality," SBP Working Paper Series 47, State Bank of Pakistan, Research Department.
- Dixon, Huw David & Kara, Engin, 2012.
"Taking Multi-Sector Dynamic General Equilibrium Models to the Data,"
Cardiff Economics Working Papers
E2012/8, Cardiff University, Cardiff Business School, Economics Section.
- Huw Dixon & Engin Kara, 2011. "Taking Multi-Sector Dynamic General Equilibrium Models to the Data," Bristol Economics Discussion Papers 11/621, School of Economics, University of Bristol, UK.
- Huw Dixon & Engin Kara, 2011. "Taking Multi-Sector Dynamic General Equilibrium Models to the Data," Koç University-TUSIAD Economic Research Forum Working Papers 1125, Koc University-TUSIAD Economic Research Forum.
- Wang, Peng-fei & Wen, Yi, 2006.
"Another look at sticky prices and output persistence,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2533-2552, December.
- Pengfei Wang & Yi Wen, 2005. "Another look at sticky prices and output persistence," Working Papers 2005-051, Federal Reserve Bank of St. Louis.
- Wang, Peng-fei & Wen, Yi, 2004. "Another Look at Sticky Prices and Output Persistence," Working Papers 04-19, Cornell University, Center for Analytic Economics.
- Kevin Huang, 2006. "Specific factors meet intermediate inputs: implications for the persistence problem," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 483-507, July.
- Martin Boileau & Marc-Andre Letendre, 2011. "Inventories, sticky prices, and the persistence of output and inflation," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1161-1174.
- John B. Taylor, 2016.
"The Staying Power of Staggered Wage and Price Setting Models in Macroeconomics,"
NBER Working Papers
22356, National Bureau of Economic Research, Inc.
- Taylor, J.B., 2016. "The Staying Power of Staggered Wage and Price Setting Models in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2009-2042, Elsevier.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T., 2007. "Euler equations and money market interest rates: A challenge for monetary policy models," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1863-1881, October.
- Katharine S. Neiss & Evi Pappa, 2005. "Persistence without too much price stickiness: the role of variable factor utilization," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 231-255, January.
- Ambler, Steve & Guay, Alain & Phaneuf, Louis, 2012. "Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 47-62.
- Maher Khaznaji & Louis Phaneuf, 2008. "From the Great Inflation to the Great Moderation: Assessing the Roles of Firm-Specific Labor, Sticky Prices and Labor Supply Shocks," Cahiers de recherche 0812, CIRPEE.
- Dixon, Huw & Kara, Engin, 2011. "Contract length heterogeneity and the persistence of monetary shocks in a dynamic generalized Taylor economy," European Economic Review, Elsevier, vol. 55(2), pages 280-292, February.
- Sandra Gomes, 2004. "Monetary Policy in a Currency Union with National Price Asymmetries," Working Papers w200416, Banco de Portugal, Economics and Research Department.
- Andrea Vaona, 2005. "Multiplicatively Separable Preferences and Output Persistence," Birkbeck Working Papers in Economics and Finance 0511, Birkbeck, Department of Economics, Mathematics & Statistics.
- Vaona, Andrea, 2011. "The efficiency wages Phillips curve: Closed economy versus open economy," Kiel Working Papers 1715, Kiel Institute for the World Economy (IfW Kiel).
- Marianna Riggi, 2010. "Nominal And Real Wage Rigidities In New Keynesian Models: A Critical Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 539-572, July.
Articles
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007.
"Welfare-maximizing monetary policy under parameter uncertainty,"
Proceedings, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare‐maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
See citations under working paper version above.- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rochelle M. Edge & Michael T. 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.).
Cited by:
- Michael T. Kiley & Jean-Philippe Laforte & Rochelle M. Edge, 2008. "The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic," 2008 Meeting Papers 990, Society for Economic Dynamics.
- Matteo Iacoviello & Stefano Neri, 2010.
"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
- Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
- Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
- Christopher A. Sims, 2006.
"Improving Monetary Policy Models,"
Working Papers
74, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
- Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Michael Kiley & Jean-Philippe Laforte & Rochelle Edge, 2009. "Investment Shocks and the Business Cycle: The View from a Policy-Oriented DSGE model," 2009 Meeting Papers 148, Society for Economic Dynamics.
- Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.
- Jean-Stephane Mesonnier, 2011. "The forecasting power of real interest rate gaps: an assessment for the Euro area," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 153-172.
- Matthew Canzoneri, 2007. "Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models," Money Macro and Finance (MMF) Research Group Conference 2006 165, Money Macro and Finance Research Group.
- Michael Kiley, 2010.
"Output gaps,"
2010 Meeting Papers
266, Society for Economic Dynamics.
- Michael T. Kiley, 2010. "Output gaps," Finance and Economics Discussion Series 2010-27, Board of Governors of the Federal Reserve System (U.S.).
- Kiley, Michael T., 2013. "Output gaps," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 1-18.
- Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparision of forecast, simple reduced-form models, and a DSGE model," CAMA Working Papers 2009-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael T. Kiley, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Pagan, A.R. & Pesaran, M. Hashem, 2008.
"Econometric analysis of structural systems with permanent and transitory shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
- Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales.
- 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.).
- 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.
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- 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.
See citations under working paper version above.
- 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.).
- Rochelle M. Edge, 2001. "Online Appendix to "The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models"," Online Appendices edge01, Review of Economic Dynamics.