Frank Schorfheide Citations at IDEAS
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The citations below have been collected in an experimental project,
CitEc . These are
citations from works listed in RePEc
that could be analyzed mechanically. So far, only a minority of all
works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.
| Working papers | Articles | Access
and download statistics Working papers
Del Negro, Marco & Schorfheide, Frank, 2007.
"Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) ,"
CEPR Discussion Papers
6119, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Other versions:
Marco Del Negro & Frank Schorfheide, 2008.
"Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) ,"
NBER Working Papers
13741, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Marco Del Negro & Frank Schorfheide, 2008.
"Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) ,"
Staff Reports
320, Federal Reserve Bank of New York.
[Downloadable!] Marco Del Negro & Frank Schorfheide, 2006.
"Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) ,"
Working Paper
2006-16, Federal Reserve Bank of Atlanta.
[Downloadable!] Cited by:
Pelin Ilbas, 2008.
"Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach ,"
Research series
200803-12, National Bank of Belgium.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2008.
"Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile ,"
Staff Reports
329, Federal Reserve Bank of New York.
[Downloadable!]
Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008.
"Investment shocks and business cycles ,"
Staff Reports
322, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:
Moon, Hyungsik Roger & Schorfheide, Frank, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions ,"
CEPR Discussion Papers
5605, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Other versions: Cited by:
Adam Rosen, 2006.
"Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities ,"
CeMMAP working papers
CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Sungbae An & Frank Schorfheide, 2006.
"Bayesian analysis of DSGE models ,"
Working Papers
06-5, Federal Reserve Bank of Philadelphia.
[Downloadable!] Other versions: Published as: Cited by:
Carlo A. Favero, .
"Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models ,"
Working Papers
327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
NBER Technical Working Papers
0321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Marco Lombardi & Silvia Sgherri, 2007.
"(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate ,"
DNB Working Papers
142, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Melecky, Martin, 2007.
"A structural investigation of third-currency shocks to bilateral exchange rates ,"
MPRA Paper
5114, University Library of Munich, Germany.
[Downloadable!]
Other versions: Melosi, Leonardo, 2008.
"Imperfect Common Knolwedge and Allocation of Attention ,"
MPRA Paper
9222, University Library of Munich, Germany.
[Downloadable!]
Fabio Milani, 2008.
"Learning about the Interdependence between the Macroeconomy and the Stock Market ,"
Working Papers
070819, University of California-Irvine, Department of Economics.
[Downloadable!]
Pau Rabanal & Juan Rubio-Ramírez, 2008.
"Comparing new Keynesian models in the Euro area: a Bayesian approach ,"
Spanish Economic Review ,
Springer, vol. 10(1), pages 23-40, March.
[Downloadable!] (restricted)
Buncic, Daniel & Melecky, Martin, 2007.
"An estimated New Keynesian policy model for Australia ,"
MPRA Paper
4138, University Library of Munich, Germany.
[Downloadable!]
Other versions:Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 84(264), pages 1-16, 03.
[Downloadable!] (restricted)
Martin Melecky & Daniel Buncic, 2005.
"An Estimated, New Keynesian Policy Model for Australia ,"
Macroeconomics
0511026, EconWPA.
[Downloadable!]
Fabio Canova & Luca Sala, 2007.
"Back to square one: identification issues in DSGE models ,"
Banco de España Working Papers
0715, Banco de España.
[Downloadable!]
Other versions:Fabio Canova & Luca Sala, .
"Back to Square One: Identification Issues in DSGE Models ,"
Working Papers
303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Fabio Canova & Luca Sala, 2005.
"Back to square one: identification issues in DSGE models ,"
Economics Working Papers
927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
[Downloadable!]
Fabio Canova & Luca Sala, 2006.
"Back to square one: identification issues in DSGE models ,"
Working Paper Series
583, European Central Bank.
[Downloadable!]
Fabio Canova & Luca Sala, 2006.
"Back to square one: identification issues in DSGE models ,"
Computing in Economics and Finance 2006
196, Society for Computational Economics.
[Downloadable!]
Michael Krause & David Lopez-Salido & Thomas Lubik, 2008.
"Inflation Dynamics With Search Frctions: A Structural Econometric Analysis ,"
CAMA Working Papers
2008-06, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions:Krause, Michael U. & Lopez-Salido, David & Lubik, Thomas A., 2008.
"Inflation dynamics with search frictions: A structural econometric analysis ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(5), pages 892-916, July.
[Downloadable!] (restricted)
Michael U. Krause & Thomas A. Lubik & David López-Salido, 2008.
"Inflation dynamics with search frictions : a structural econometric analysis ,"
Working Paper
08-01, Federal Reserve Bank of Richmond.
[Downloadable!]
Krause, Michael & López-Salido, J David & Lubik, Thomas, 2008.
"Inflation Dynamics with Search Frictions: A Structural Econometric Analysis ,"
CEPR Discussion Papers
6810, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008.
"Inflation-Gap Persistence in the U.S ,"
NBER Working Papers
13749, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008.
"Real exchange rate volatility and disconnect: an empirical investigation ,"
Temi di discussione (Economic working papers)
660, Bank of Italy, Economic Research Department.
[Downloadable!]
Del Negro, Marco & Schorfheide, Frank, 2007.
"Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) ,"
CEPR Discussion Papers
6119, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Marco Del Negro & Frank Schorfheide, 2008.
"Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) ,"
Staff Reports
320, Federal Reserve Bank of New York.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2008.
"Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) ,"
NBER Working Papers
13741, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Frank Schorfheide, 2006.
"Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) ,"
Working Paper
2006-16, Federal Reserve Bank of Atlanta.
[Downloadable!]
Guido W. Imbens & Whitney Newey & Geert Ridder, 2006.
"Mean-squared-error Calculations for Average Treatment Effects ,"
IEPR Working Papers
06.57, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Pelin Ilbas, 2008.
"Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach ,"
Research series
200803-12, National Bank of Belgium.
[Downloadable!]
Vitek, Francis, 2006.
"Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
802, University Library of Munich, Germany.
[Downloadable!]
Carlo A. Favero, .
"The Econometrics of Monetary Policy: an Overview ,"
Working Papers
329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Kolasa, Marcin, 2008.
"Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model ,"
MPRA Paper
8750, University Library of Munich, Germany, revised Aug 2008.
[Downloadable!]
Vitek, Francis, 2006.
"Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
801, University Library of Munich, Germany.
[Downloadable!]
Fabio Milani, 2007.
"Political Business Cycles in the New Keynesian Model ,"
Working Papers
070805, University of California-Irvine, Department of Economics.
[Downloadable!]
Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, .
"On the Statistical Identification of DSGE Models ,"
Working Papers
324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Moon, Hyungsik Roger & Schorfheide, Frank, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions ,"
CEPR Discussion Papers
5605, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Alejandro Justiniano & Northwestern University, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations ,"
Computing in Economics and Finance 2006
219, Society for Computational Economics.
[Downloadable!]
Douch, Mohamed, 2006.
"Hybrid Inflation and Price Level Targeting in Small-Open-Economy ,"
MPRA Paper
6173, University Library of Munich, Germany.
[Downloadable!]
Other versions: Canova, Fabio, 2006.
"Monetary Policy and the Evolution of the US Economy ,"
CEPR Discussion Papers
5467, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Luca Benati & Paolo Surico, 2008.
"VAR analysis and the Great Moderation ,"
Working Paper Series
866, European Central Bank.
[Downloadable!]
Caraiani, Petre, 2008.
"Forecasting Romanian GDP Using a Small DSGE Model ,"
Journal for Economic Forecasting ,
Institute for Economic Forecasting, vol. 5(1), pages 182-192, March.
[Downloadable!]
Alejandro Justiniano & Giorgio E. Primiceri, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations ,"
NBER Working Papers
12022, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Pablo A. Guerron, 2007.
"What You Match Does Matter: The Effects of Data on DSGE Estimation ,"
Working Paper Series
012, North Carolina State University, Department of Economics.
[Downloadable!]
Gianni Amisano & Oreste Tristani, 2007.
"Euro area inflation persistence in an estimated nonlinear DSGE model ,"
Working Paper Series
754, European Central Bank.
[Downloadable!]
Other versions: Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
CEPR Discussion Papers
5513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Pablo A. Guerron, 2006.
"Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle ,"
Working Paper Series
005, North Carolina State University, Department of Economics, revised Aug 2006.
[Downloadable!]
Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2006.
"Nominal Rigidities in an Estimated Two Country ,"
Computing in Economics and Finance 2006
162, Society for Computational Economics.
[Downloadable!]
Fabio Canova, 2004.
"What explains the Great Moderation in the US? A structural analysis ,"
Economics Working Papers
919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
[Downloadable!]
Fabio Milani, 2005.
"A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? ,"
Working Papers
060703, University of California-Irvine, Department of Economics.
[Downloadable!]
Other versions:Milani, Fabio, 2006.
"A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? ,"
MPRA Paper
809, University Library of Munich, Germany.
[Downloadable!]
Fabio Milani, 2006.
"A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(3), September.
[Downloadable!]
Vitek, Francis, 2006.
"Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
797, University Library of Munich, Germany.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2008.
"Monetary policy analysis with potentially misspecified models ,"
Staff Reports
321, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper Series
475, European Central Bank.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Papers
06-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper
2005-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2007.
"Monetary Policy Analysis with Potentially Misspecified Models ,"
NBER Working Papers
13099, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Frank Schorfheide, 2008.
"Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile ,"
Staff Reports
329, Federal Reserve Bank of New York.
[Downloadable!]
Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
Levine's Bibliography
843644000000000057, UCLA Department of Economics.
[Downloadable!]
Vitek, Francis, 2006.
"Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach ,"
MPRA Paper
800, University Library of Munich, Germany.
[Downloadable!]
Anatoliy Belaygorod & Michael J. Dueker, 2007.
"The price puzzle and indeterminacy in an estimated DSGE model ,"
Working Papers
2006-025, Federal Reserve Bank of St. Louis.
[Downloadable!]
Gianni Amisano & Oreste Tristani, 2006.
"Euro area inflation persistence in an estimated nonlinear ,"
Computing in Economics and Finance 2006
347, Society for Computational Economics.
[Downloadable!]
Alexander Kriwoluzky & Christian Stoltenberg, 2007.
"Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach ,"
SFB 649 Discussion Papers
SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008.
"Investment shocks and business cycles ,"
Staff Reports
322, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Troy Matheson, 2006.
"Assessing the fit of small open economy DSGEs ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/11, Reserve Bank of New Zealand.
[Downloadable!]
Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005.
"Non-stationary Hours in a DSGE Model ,"
CEPR Discussion Papers
5232, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Other versions: Published as: Cited by:
Marco Lombardi & Silvia Sgherri, 2007.
"(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate ,"
DNB Working Papers
142, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Melosi, Leonardo, 2008.
"Imperfect Common Knolwedge and Allocation of Attention ,"
MPRA Paper
9222, University Library of Munich, Germany.
[Downloadable!]
Federico S. Mandelman & Francesco Zanetti, 2008.
"Technology shocks, employment, and labor market frictions ,"
Working Paper
2008-10, Federal Reserve Bank of Atlanta.
[Downloadable!]
Peter Ireland & Scott Schuh, 2008.
"Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
[Downloadable!] (restricted)
Other versions:Peter N. Ireland & Scott Schuh, 2006.
"Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model ,"
Boston College Working Papers in Economics
642, Boston College Department of Economics.
[Downloadable!]
Peter N. Ireland & Scott Schuh, 2006.
"Productivity and U.S. macroeconomic performance: interpreting the past and predicting the future with a two-sector real business cycle model ,"
Working Papers
06-10, Federal Reserve Bank of Boston.
[Downloadable!]
Peter N. Ireland & Scott Schuh, 2007.
"Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model ,"
NBER Working Papers
13532, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Fuentes-Albero, Cristina, 2007.
"Technology Shocks, Statistical Models, and The Great Moderation ,"
MPRA Paper
3589, University Library of Munich, Germany.
[Downloadable!]
Taeyoung Doh, 2007.
"What does the yield curve tell us about the Federal Reserve's implicit inflation target? ,"
Research Working Paper
RWP 07-10, Federal Reserve Bank of Kansas City.
[Downloadable!]
Peter N. Ireland, 2007.
"On the Welfare Cost of Inflation and the Recent Behavior of Money Demand ,"
Boston College Working Papers in Economics
662, Boston College Department of Economics.
[Downloadable!]
Other versions:
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Papers
06-4, Federal Reserve Bank of Philadelphia.
[Downloadable!] Other versions:
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper Series
475, European Central Bank.
[Downloadable!] Marco Del Negro & Frank Schorfheide, 2007.
"Monetary Policy Analysis with Potentially Misspecified Models ,"
NBER Working Papers
13099, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper
2005-26, Federal Reserve Bank of Atlanta.
[Downloadable!] Marco Del Negro & Frank Schorfheide, 2008.
"Monetary policy analysis with potentially misspecified models ,"
Staff Reports
321, Federal Reserve Bank of New York.
[Downloadable!] Cited by:
Timothy Kam & Kirdan Lees & Philip Liu, 2006.
"Uncovering The Hit-List For Small Inflation Targeters: A Bayesian Structural Analysis ,"
CAMA Working Papers
2006-24, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
"International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence ,"
Working Papers
0602, VCU School of Business, Department of Economics.
[Downloadable!]
Other versions: Guido W. Imbens & Whitney Newey & Geert Ridder, 2006.
"Mean-squared-error Calculations for Average Treatment Effects ,"
IEPR Working Papers
06.57, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Norman Swanson & Oleg Korenok, 2006.
"The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives ,"
Departmental Working Papers
200615, Rutgers University, Department of Economics.
[Downloadable!]
Matthias Mohr, 2005.
"A Trend-Cycle(-Season) Filter ,"
Econometrics
0508004, EconWPA.
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2004.
"Policy predictions if the model doesn’t fit ,"
Working Paper
2004-38, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Moon, Hyungsik Roger & Schorfheide, Frank, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions ,"
CEPR Discussion Papers
5605, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Norman Swanson & Oleg Korenok, 2006.
"How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version ,"
Departmental Working Papers
200612, Rutgers University, Department of Economics.
[Downloadable!]
Henri Pagès & David Humphrey, 2005.
"Settlement finality as a public good in large-value payment systems ,"
Working Paper Series
506, European Central Bank.
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2008.
"Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile ,"
Staff Reports
329, Federal Reserve Bank of New York.
[Downloadable!]
Fanelli, Luca, 2007.
"Evaluating the New Keynesian Phillips Curve under VAR-based learning ,"
MPRA Paper
1616, University Library of Munich, Germany.
[Downloadable!]
Other versions: Katrin Tinn, 2005.
"Optimal research in financial markets with heterogeneous private information a rational expectations model ,"
Working Paper Series
493, European Central Bank.
[Downloadable!]
Thomas Lubik & Frank Schorfheide, 2005.
"A Bayesian Look at New Open Economy Macroeconomics ,"
Economics Working Paper Archive
521, The Johns Hopkins University,Department of Economics.
[Downloadable!] Cited by:
Timothy Kam & Kirdan Lees & Philip Liu, 2006.
"Uncovering The Hit-List For Small Inflation Targeters: A Bayesian Structural Analysis ,"
CAMA Working Papers
2006-24, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Rochelle M. Edge & Thomas Laubach & John C. Williams, 3008.
"Welfare-Maximizing Monetary Policy Under Parameter Uncertainty ,"
CAMA Working Papers
2008-16, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Ferre De Graeve, 2006.
"The External Finance Premium and the Macroeconomy: US post-WWII Evidence ,"
Computing in Economics and Finance 2006
84, Society for Computational Economics.
[Downloadable!]
Other versions:F. Degraeve, 2007.
"The External Finance Premium and the Macroeconomy: US post-WWII Evidence ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/482, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Ferre De Graeve, 2008.
"The external finance premium and the macroeconomy: US post-WWII evidence ,"
Working Papers
0809, Federal Reserve Bank of Dallas.
[Downloadable!]
De Graeve Ferre, 2007.
"The External Finance Premium and the Macroeconomy: US post-WWII Evidence ,"
Money Macro and Finance (MMF) Research Group Conference 2006
83, Money Macro and Finance Research Group.
[Downloadable!]
John McDermott & Peter McMenamin, 2008.
"Assessing Inflation Targeting in Latin America With a DSGE Model ,"
Working Papers Central Bank of Chile
469, Central Bank of Chile.
[Downloadable!]
Ana Maria Santacreu, 2005.
"Reaction functions in a small open economy: What role for non-traded inflation? ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/04, Reserve Bank of New Zealand.
[Downloadable!]
Günter Coenen & Roland Straub, 2005.
"Does Government Spending Crowd In Private Consumption? Theory and Empirical Evidence for the Euro Area ,"
IMF Working Papers
05/159, International Monetary Fund.
[Downloadable!]
Other versions: Philip Liu, 2006.
"A Small New Keynesian Model of the New Zealand economy ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/03, Reserve Bank of New Zealand.
[Downloadable!]
Michael Krause & David Lopez-Salido & Thomas Lubik, 2008.
"Inflation Dynamics With Search Frctions: A Structural Econometric Analysis ,"
CAMA Working Papers
2008-06, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions:Krause, Michael U. & Lopez-Salido, David & Lubik, Thomas A., 2008.
"Inflation dynamics with search frictions: A structural econometric analysis ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(5), pages 892-916, July.
[Downloadable!] (restricted)
Michael U. Krause & Thomas A. Lubik & David López-Salido, 2008.
"Inflation dynamics with search frictions : a structural econometric analysis ,"
Working Paper
08-01, Federal Reserve Bank of Richmond.
[Downloadable!]
Krause, Michael & López-Salido, J David & Lubik, Thomas, 2008.
"Inflation Dynamics with Search Frictions: A Structural Econometric Analysis ,"
CEPR Discussion Papers
6810, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005.
"Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models ,"
NBER Working Papers
11523, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Thomas Lubik & Wing Teo, 2005.
"Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation ,"
Economics Working Paper Archive
522, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data ,"
CAMA Working Papers
2007-18, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Papers
06-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper Series
475, European Central Bank.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper
2005-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2007.
"Monetary Policy Analysis with Potentially Misspecified Models ,"
NBER Working Papers
13099, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Frank Schorfheide, 2008.
"Monetary policy analysis with potentially misspecified models ,"
Staff Reports
321, Federal Reserve Bank of New York.
[Downloadable!]
Thomas A. Lubik & Paolo Surico, 2006.
"The Lucas critique and the stability of empirical models ,"
Working Paper
06-05, Federal Reserve Bank of Richmond.
[Downloadable!]
Pablo A. Acosta & Emmanuel K.K. Lartey & Federico S. Mandelman, 2007.
"Remittances and the Dutch disease ,"
Working Paper
2007-08, Federal Reserve Bank of Atlanta.
[Downloadable!]
Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008.
"Real exchange rate volatility and disconnect: an empirical investigation ,"
Temi di discussione (Economic working papers)
660, Bank of Italy, Economic Research Department.
[Downloadable!]
Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2008.
"International transmission and monetary policy cooperation ,"
Working Paper Series
858, European Central Bank.
[Downloadable!]
Rabanal, Pau & Tuesta Reátegui, Vicente, 2006.
"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not ,"
CEPR Discussion Papers
5957, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Federico S. Mandelman & Francesco Zanetti, 2008.
"Technology shocks, employment, and labor market frictions ,"
Working Paper
2008-10, Federal Reserve Bank of Atlanta.
[Downloadable!]
Povoledo, Laura, 2007.
"The Volatility of the Tradeable and Nontradeable Sectors: Theory and Evidence ,"
MPRA Paper
3114, University Library of Munich, Germany.
[Downloadable!]
An, Sungbae & Schorfheide, Frank, 2005.
"Bayesian Analysis of DSGE Models ,"
CEPR Discussion Papers
5207, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Ida Wolden Bache, 2006.
"Assessing the structural VAR approach to exchange rate pass-through ,"
Computing in Economics and Finance 2006
309, Society for Computational Economics.
[Downloadable!]
Philip Liu, 2006.
"Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand ,"
CAMA Working Papers
2006-25, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007.
"Evaluating An Estimated New Keynesian Small Open Economy Model ,"
Working Paper Series
203, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions: Kirdan Lees & Troy Matheson, 2005.
"Mind your Ps and Qs! Improving ARMA forecasts with RBC priors ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/02, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006.
"Stylized Facts of the Peruvian Economy ,"
Working Papers
2006-005, Banco Central de Reserva del Perú.
[Downloadable!]
Moons C. & Garretsen H. & Van Aarle B. & Fornero J., 2007.
"Monetary policy in the New-Keynesian model: An application to the Euro-Area ,"
Working Papers
2007014, University of Antwerp, Faculty of Applied Economics.
[Downloadable!]
Other versions: Jorge Selaive & Vicente Tuesta, 2006.
"The Consumption-Real Exchange Rate Anomaly: Non-Traded Goods, Incomplete Markets and Distribution Services ,"
Working Papers Central Bank of Chile
359, Central Bank of Chile.
[Downloadable!]
Laura Povoledo, 2007.
"Volatility of the Tradeable and Non-Tradeable Sectors: Theory and evidence ,"
Economics & Management Discussion Papers
em-dp2007-47, School of Business, Reading University.
[Downloadable!]
Other versions: Thomas Lubik & Wing Leong Teo, 2005.
"Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation ,"
Computing in Economics and Finance 2005
377, Society for Computational Economics.
[Downloadable!]
James B. Bullard & Aarti Singh, 2007.
"Worldwide macroeconomic stability and monetary policy rules ,"
Working Papers
2006-040, Federal Reserve Bank of St. Louis.
[Downloadable!]
Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness ,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2006.
"Nominal Rigidities in an Estimated Two Country ,"
Computing in Economics and Finance 2006
162, Society for Computational Economics.
[Downloadable!]
Juan Pablo Medina & Claudio Soto, 2005.
"Oil Shocks and Monetary Policy in an Estimated DSGE Model for a Small Open Economy ,"
Working Papers Central Bank of Chile
353, Central Bank of Chile.
[Downloadable!]
Peter Welz, 2006.
"Assessing predetermined expectations in the standard sticky-price model - a Bayesian approach ,"
Working Paper Series
621, European Central Bank.
[Downloadable!]
Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005.
"Non-stationary Hours in a DSGE Model ,"
CEPR Discussion Papers
5232, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006.
"Non-stationary hours in a DSGE model ,"
Working Papers
06-3, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007.
"Non-stationary Hours in a DSGE Model ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(6), pages 1357-1373, 09.
[Downloadable!] (restricted)
Alfred A Haug & Christie Smith, 2007.
"Local linear impulse responses for a small open economy ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/09, Reserve Bank of New Zealand.
[Downloadable!]
Martin Bodenstein, 2006.
"Closing open economy models ,"
International Finance Discussion Papers
867, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Thomas A Lubik, 2005.
"A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/06, Reserve Bank of New Zealand.
[Downloadable!]
Juan Pablo Medina & Anella Munro & Claudio Soto, 2008.
"What drives the current account in commodity exporting countries? The cases of Chile and New Zealand ,"
BIS Working Papers
247, Bank for International Settlements.
[Downloadable!]
Other versions:Juan Pablo Medina G. & Anella Munro & Claudio Soto G., 2007.
"What Drives the Current Account in Commodity-Exporting Countries? The Cases of Chile and New Zealand ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 10(3), pages 67-114, December.
[Downloadable!]
Juan Pablo Medina & Anella Munro & Claudio Soto, 2007.
"What Drives the Current Account in Commodity Exporting Countries? The Cases of Chile and New Zealand ,"
Working Papers Central Bank of Chile
446, Central Bank of Chile.
[Downloadable!]
Juan Pablo Medina & Anella Munro & Claudio Soto, 2007.
"What Drives the Current Account in Commodity Exporting Countries? The Cases of Chile and New Zealand ,"
Working Papers Central Bank of Chile
447, Central Bank of Chile.
[Downloadable!]
Malin Adolfson & Stefan Laseen & Jesper Linde & Lars E.O. Svensson, 2008.
"Optimal Monetary Policy in an Operational Medium-Sized DSGE Model ,"
NBER Working Papers
14092, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Pau Rabanal, 2006.
"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model ,"
Computing in Economics and Finance 2006
87, Society for Computational Economics.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2004.
"Policy predictions if the model doesn’t fit ,"
Working Paper
2004-38, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as: Cited by:
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Papers
06-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper Series
475, European Central Bank.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper
2005-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2007.
"Monetary Policy Analysis with Potentially Misspecified Models ,"
NBER Working Papers
13099, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Frank Schorfheide, 2008.
"Monetary policy analysis with potentially misspecified models ,"
Staff Reports
321, Federal Reserve Bank of New York.
[Downloadable!]
William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004.
"Model Uncertainty and Policy Evaluation: Some Theory and Empirics ,"
NBER Working Papers
10916, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:William Brock & Steven Durlauf & Kenneth West, 2005.
"Model uncertainty and policy evaluation: some theory and empirics ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!]
Brock,W.A. & Durlauf,S.N. & West,K.D., 2004.
"Model uncertainty and policy evaluation : some theory and empirics ,"
Working papers
19, Wisconsin Madison - Social Systems.
[Downloadable!]
Brock, William A. & Durlauf, Steven N. & West, Kenneth D., 2007.
"Model uncertainty and policy evaluation: Some theory and empirics ,"
Journal of Econometrics ,
Elsevier, vol. 136(2), pages 629-664, February.
[Downloadable!] (restricted)
Eilev S. Jansen, 2004.
"Modelling inflation in the euro area ,"
Working Paper Series
322, European Central Bank.
[Downloadable!]
Other versions:
Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004.
"On the fit and forecasting performance of New Keynesian models ,"
Working Paper
2004-37, Federal Reserve Bank of Atlanta.
[Downloadable!] Other versions:
Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2005.
"On the fit and forecasting performance of New-Keynesian models ,"
Working Paper Series
491, European Central Bank.
[Downloadable!] Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2005.
"On the Fit and Forecasting Performance of New Keynesian Models ,"
CEPR Discussion Papers
4848, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Cited by:
Marco Lombardi & Silvia Sgherri, 2007.
"(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate ,"
DNB Working Papers
142, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2006.
"How good is what you've got? DSGE-VAR as a toolkit for evaluating DSGE models ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q 2, pages 21-37.
[Downloadable!]
Javier Andrés & Fernando Restoy, 2007.
"Macroeconomic modelling in EMU: how relevant is the change in regime? ,"
Banco de España Working Papers
0718, Banco de España.
[Downloadable!]
Buncic, Daniel & Melecky, Martin, 2007.
"An estimated New Keynesian policy model for Australia ,"
MPRA Paper
4138, University Library of Munich, Germany.
[Downloadable!]
Other versions:Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 84(264), pages 1-16, 03.
[Downloadable!] (restricted)
Martin Melecky & Daniel Buncic, 2005.
"An Estimated, New Keynesian Policy Model for Australia ,"
Macroeconomics
0511026, EconWPA.
[Downloadable!]
Riccardo DiCecio & Edward Nelson, 2007.
"An estimated DSGE model for the United Kingdom ,"
Working Papers
2007-006, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005.
"Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models ,"
NBER Working Papers
11523, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Papers
06-4, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper Series
475, European Central Bank.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2005.
"Monetary policy analysis with potentially misspecified models ,"
Working Paper
2005-26, Federal Reserve Bank of Atlanta.
[Downloadable!]
Marco Del Negro & Frank Schorfheide, 2007.
"Monetary Policy Analysis with Potentially Misspecified Models ,"
NBER Working Papers
13099, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Frank Schorfheide, 2008.
"Monetary policy analysis with potentially misspecified models ,"
Staff Reports
321, Federal Reserve Bank of New York.
[Downloadable!]
Inoue, Atsushi & Rossi, Barbara, 2008.
"Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models ,"
Working Papers
08-02, Duke University, Department of Economics.
[Downloadable!]
Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006.
"Evaluation of macroeconomic models for financial stability analysis ,"
Working Paper Series
6806, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
Other versions: Rabanal, Pau & Tuesta Reátegui, Vicente, 2006.
"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not ,"
CEPR Discussion Papers
5957, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Thiago Veloso & Roberto Meurer & Sergio Da Silva, 2008.
"Optimal control theory for inflation targeting ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(24), pages 1-14.
[Downloadable!]
An, Sungbae & Schorfheide, Frank, 2005.
"Bayesian Analysis of DSGE Models ,"
CEPR Discussion Papers
5207, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2006.
"Bank Behavior and the Cost Channel of Monetary Transmission ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Ida Wolden Bache, 2006.
"Assessing the structural VAR approach to exchange rate pass-through ,"
Computing in Economics and Finance 2006
309, Society for Computational Economics.
[Downloadable!]
Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007.
"Evaluating An Estimated New Keynesian Small Open Economy Model ,"
Working Paper Series
203, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions: Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric Expectation Effects of Regime Shifts and the Great Moderation ,"
Emory Economics
0712, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2004.
"Policy predictions if the model doesn’t fit ,"
Working Paper
2004-38, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Alejandro Justiniano & Northwestern University, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations ,"
Computing in Economics and Finance 2006
219, Society for Computational Economics.
[Downloadable!]
Marc P. Giannoni & Jean Boivin, 2005.
"DSGE Models in a Data-Rich Environment ,"
Computing in Economics and Finance 2005
431, Society for Computational Economics.
[Downloadable!]
Other versions: Kai Christoffel & Keith Kuester & Tobias Linzert, 2007.
"Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model ,"
CFS Working Paper Series
2007/07, Center for Financial Studies.
[Downloadable!]
Other versions:Kai Philipp Christoffel & Keith Kuester & Tobias Linzert, 2006.
"Identifying the role of labor markets for monetary policy in an estimated DSGE model ,"
Working Paper Series
635, European Central Bank.
[Downloadable!]
Kai Christoffel & Keith Kuester & Tobias Linzert, 2006.
"Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model ,"
Computing in Economics and Finance 2006
146, Society for Computational Economics.
Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006.
"Identifying the role of labor markets for monetary policy in an estimated DSGE model ,"
Discussion Paper Series 1: Economic Studies
2006,17, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Kai Christoffel & Keith Kuester & Tobias Linzert, 2006.
"Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model ,"
2006 Meeting Papers
544, Society for Economic Dynamics.
Ghent, Andra, 2006.
"Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences? ,"
MPRA Paper
180, University Library of Munich, Germany.
[Downloadable!]
Andreas Beyer & Roger E. A. Farmer, 2006.
"A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models ,"
Working Paper Series
586, European Central Bank.
[Downloadable!]
Alejandro Justiniano & Giorgio E. Primiceri, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations ,"
NBER Working Papers
12022, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kai Christoffel & Keith Kuester & Tobias Linzert, 2005.
"The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model ,"
IZA Discussion Papers
1902, Institute for the Study of Labor (IZA).
[Downloadable!]
Pablo A. Guerron, 2006.
"Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle ,"
Working Paper Series
005, North Carolina State University, Department of Economics, revised Aug 2006.
[Downloadable!]
Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2006.
"Nominal Rigidities in an Estimated Two Country ,"
Computing in Economics and Finance 2006
162, Society for Computational Economics.
[Downloadable!]
Eilev S. Jansen, 2004.
"Modelling inflation in the euro area ,"
Working Paper Series
322, European Central Bank.
[Downloadable!]
Other versions: Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005.
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model ,"
Working Paper Series
190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
[Downloadable!]
Other versions: Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank, 2005.
"Non-stationary Hours in a DSGE Model ,"
CEPR Discussion Papers
5232, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006.
"Non-stationary hours in a DSGE model ,"
Working Papers
06-3, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007.
"Non-stationary Hours in a DSGE Model ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(6), pages 1357-1373, 09.
[Downloadable!] (restricted)
Männistö , Hanna-Leena, 2005.
"Forecasting with a forward-looking DGE model: combining long-run views of financial markets with macro forecasting ,"
Research Discussion Papers
21/2005, Bank of Finland.
[Downloadable!]
Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007.
"Information Criteria for Impulse Response Function Matching Estimation of DSGE Models ,"
Working Papers
07-04, Duke University, Department of Economics.
[Downloadable!]
Other versions: V. Anton Muscatelli & Patrizio Tirelli, 2004.
"Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation? ,"
Working Papers
2005_17, Department of Economics, University of Glasgow, revised Jun 2005.
[Downloadable!]
Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series with the New Keynesian Model ,"
Working Papers
06-4, Bank of Canada.
[Downloadable!]
Other versions:Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005.
"Forecasting Canadian Time Series with the New-Keynesian Model ,"
Cahiers de recherche
0527, CIRPEE.
[Downloadable!]
Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series With the New-Keynesian Model ,"
Working Papers Central Bank of Chile
382, Central Bank of Chile.
[Downloadable!]
Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model ,"
Canadian Journal of Economics ,
Canadian Economics Association, vol. 41(1), pages 138-165, February.
[Downloadable!] (restricted)
M. Hashem Pesaran & Ron P. Smith, 2006.
"Macroeconometric Modelling with a Global Perspective ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Other versions:Pesaran, M.H. & Smith, R., 2006.
"Macroeconometric Modelling with a Global Perspective ,"
Cambridge Working Papers in Economics
0604, Faculty of Economics, University of Cambridge.
[Downloadable!]
M. Hashem Pesaran & Ron Smith, 2006.
"Macroeconometric Modelling With A Global Perspective ,"
Manchester School ,
University of Manchester, vol. 74(s1), pages 24-49, 09.
[Downloadable!] (restricted)
M. Hashem Pesaran & Ron Smith, 2006.
"Macroeconometric Modelling with a Global Perspective ,"
IEPR Working Papers
06.43, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005.
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks ,"
Working Paper Series
188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
[Downloadable!]
Other versions: Carmine Trecroci & Matilde Vassalli, 2006.
"Monetary policy regime shifts: new evidence from time-varying interest rate rules ,"
Working Papers
0602, University of Brescia, Department of Economics.
[Downloadable!]
Thomas Lubik & Frank Schorfheide, 2005.
"A Bayesian Look at New Open Economy Macroeconomics ,"
Economics Working Paper Archive
521, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Stephanie Schmitt-Grohe & Martin Uribe, 2005.
"Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model ,"
NBER Working Papers
11854, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Steffen Henzel & Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2007.
"The Price Puzzle Revisited: Can the Cost Channel Explain a Rise in Inflation after a Monetary Policy Shock? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
Pau Rabanal, 2006.
"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model ,"
Computing in Economics and Finance 2006
87, Society for Computational Economics.
[Downloadable!]
Anne Epaulard & Jean-Pierre Laffargue & Pierre Magrange, 2008.
"La nouvelle modélisation macroéconomique appliquée à l’analyse de la conjoncture et à l’évaluation des politiques : les modèles dynamiques stochastiques d’équilibre général (DSGE) ,"
Post-Print
halshs-00270900_v1, HAL.
[Downloadable!]
Stephanie Schmitt-Grohé & Martín Uribe, 2006.
"Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model ,"
Working Papers Central Bank of Chile
410, Central Bank of Chile.
[Downloadable!]
Troy Matheson, 2006.
"Assessing the fit of small open economy DSGEs ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/11, Reserve Bank of New Zealand.
[Downloadable!]
Frank Schorfheide, 2003.
"Learning and monetary policy shifts ,"
Working Paper
2003-23, Federal Reserve Bank of Atlanta.
[Downloadable!] Published as: Cited by:
Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2007.
"Shocks, Structures or Monetary Policies? The Euro Area and US After 2001 ,"
NBER Working Papers
13521, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary policy, endogenous inattention, and the volatility trade-off ,"
Working Paper
0411, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off ,"
University of Oregon Economics Department Working Papers
2004-19, University of Oregon Economics Department, revised 15 May 2007.
[Downloadable!]
William Branch & John Carlson & George W. Evans & Bruce McGough, 2006.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off ,"
2006 Meeting Papers
106, Society for Economic Dynamics.
[Downloadable!]
Timothy Cogley & Argia M. Sbordone, 2006.
"Trend inflation and inflation persistence in the New Keynesian Phillips Curve ,"
Staff Reports
270, Federal Reserve Bank of New York.
[Downloadable!]
Richhild Moessner, .
"Optimal discretionary policy in rational expectations models with regime switching ,"
Bank of England working papers
299, Bank of England.
[Downloadable!]
Julia Lendvai, 2006.
"Inflation dynamics and regime shifts ,"
Working Paper Series
684, European Central Bank.
[Downloadable!]
Andrew Ang & Monika Piazzesi & Min Wei, 2004.
"What Does the Yield Curve Tell us about GDP Growth? ,"
NBER Working Papers
10672, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Andrew Ang & Monika Piazzesi & Min Wei, 2003.
"What does the yield curve tell us about GDP growth? ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006.
"What does the yield curve tell us about GDP growth? ,"
Journal of Econometrics ,
Elsevier, vol. 131(1-2), pages 359-403.
[Downloadable!] (restricted)
Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information ,"
CFS Working Paper Series
2003/41, Center for Financial Studies.
[Downloadable!]
Other versions:P.A. Tinsley & Sharon Kozicki, 2004.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information ,"
Computing in Economics and Finance 2004
146, Society for Computational Economics.
[Downloadable!]
Kozicki, Sharon & Tinsley, P.A., 2005.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 29(11), pages 1985-2015, November.
[Downloadable!] (restricted)
Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Research Working Paper
RWP 03-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
Sharon Kozicki & Peter Tinsley, 2004.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
An, Sungbae & Schorfheide, Frank, 2005.
"Bayesian Analysis of DSGE Models ,"
CEPR Discussion Papers
5207, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric Expectation Effects of Regime Shifts and the Great Moderation ,"
Emory Economics
0712, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Enrique Martinez-Garcia, 2007.
"A monetary model of the exchange rate with informational frictions ,"
Globalization and Monetary Policy Institute Working Paper
02, Federal Reserve Bank of Dallas.
[Downloadable!]
Taeyoung Doh, 2007.
"What does the yield curve tell us about the Federal Reserve's implicit inflation target? ,"
Research Working Paper
RWP 07-10, Federal Reserve Bank of Kansas City.
[Downloadable!]
Fabrizio Zampolli, .
"Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics ,"
Bank of England working papers
297, Bank of England.
[Downloadable!]
Pau Rabanal, 2004.
"Monetary Policy Rules and the U.S. Business Cycle: Evidence and Implications ,"
IMF Working Papers
04/164, International Monetary Fund.
[Downloadable!]
David Andolfatto & Scott Hendry & Kevin Moran, 2005.
"Are Inflation Expectations Rational? ,"
Macroeconomics
0501002, EconWPA.
[Downloadable!]
Other versions: Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2007.
"Shocks, structures or monetary policies? The euro area and US after 2001 ,"
Working Paper Series
774, European Central Bank.
[Downloadable!]
Rautureau, Nicolas, 2004.
"Measuring the long-term perception of monetary policy and the term structure ,"
Research Discussion Papers
12/2004, Bank of Finland.
[Downloadable!]
Fabio Milani, 2005.
"Expectations, Learning and Macroeconomic Persistence ,"
Working Papers
050608, University of California-Irvine, Department of Economics.
[Downloadable!]
Other versions:Fabio Milani, 2005.
"Expectations, Learning and Macroeconomic Persistence ,"
Macroeconomics
0510022, EconWPA.
[Downloadable!]
Milani, Fabio, 2007.
"Expectations, learning and macroeconomic persistence ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(7), pages 2065-2082, October.
[Downloadable!] (restricted)
Fabio Milani, 2005.
"Learning, Monetary Policy Rules, and Macroeconomic Stability ,"
Macroeconomics
0508019, EconWPA.
[Downloadable!]
Thomas Lubik & Frank Schorfheide, 2003.
"Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation ,"
Economics Working Paper Archive
505, The Johns Hopkins University,Department of Economics.
[Downloadable!] Published as: Cited by:
Melecky, Martin, 2007.
"A structural investigation of third-currency shocks to bilateral exchange rates ,"
MPRA Paper
5114, University Library of Munich, Germany.
[Downloadable!]
Other versions: Ana Maria Santacreu, 2005.
"Reaction functions in a small open economy: What role for non-traded inflation? ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/04, Reserve Bank of New Zealand.
[Downloadable!]
Buncic, Daniel & Melecky, Martin, 2007.
"An estimated New Keynesian policy model for Australia ,"
MPRA Paper
4138, University Library of Munich, Germany.
[Downloadable!]
Other versions:Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 84(264), pages 1-16, 03.
[Downloadable!] (restricted)
Martin Melecky & Daniel Buncic, 2005.
"An Estimated, New Keynesian Policy Model for Australia ,"
Macroeconomics
0511026, EconWPA.
[Downloadable!]
Ramón Maria-Dolores & Jesus Vazquez, 2006.
"The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules ,"
Computing in Economics and Finance 2006
6, Society for Computational Economics.
[Downloadable!]
Timothy Kim & Kirdan Lees & Philip Liu, 2006.
"Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/09, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Philip Liu, 2006.
"A Small New Keynesian Model of the New Zealand economy ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/03, Reserve Bank of New Zealand.
[Downloadable!]
Thomas Lubik & Wing Teo, 2005.
"Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation ,"
Economics Working Paper Archive
522, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Kirdan Lees & Troy Matheson & Christie Smith, 2007.
"Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/01, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Ozge Senay, 2007.
" Interest Rate Rules and Welfare in Open Economies ,"
CDMA Working Paper Series
0715, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions: Thomas Lubik & Wing Leong Teo, 2005.
"Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation ,"
Computing in Economics and Finance 2005
377, Society for Computational Economics.
[Downloadable!]
Mandler, Martin, 2006.
"Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy ,"
MPRA Paper
2318, University Library of Munich, Germany.
[Downloadable!]
Nooman Rebei, 2004.
"Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy ,"
Working Papers
04-41, Bank of Canada.
[Downloadable!]
Juan Pablo Medina & Anella Munro & Claudio Soto, 2007.
"What Drives the Current Account in Commodity Exporting Countries? The Cases of Chile and New Zealand ,"
Working Papers Central Bank of Chile
446, Central Bank of Chile.
[Downloadable!]
Other versions:Juan Pablo Medina & Anella Munro & Claudio Soto, 2008.
"What drives the current account in commodity exporting countries? The cases of Chile and New Zealand ,"
BIS Working Papers
247, Bank for International Settlements.
[Downloadable!]
Juan Pablo Medina G. & Anella Munro & Claudio Soto G., 2007.
"What Drives the Current Account in Commodity-Exporting Countries? The Cases of Chile and New Zealand ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 10(3), pages 67-114, December.
[Downloadable!]
Juan Pablo Medina & Anella Munro & Claudio Soto, 2007.
"What Drives the Current Account in Commodity Exporting Countries? The Cases of Chile and New Zealand ,"
Working Papers Central Bank of Chile
447, Central Bank of Chile.
[Downloadable!]
Peter Welz, 2006.
"Assessing predetermined expectations in the standard sticky-price model - a Bayesian approach ,"
Working Paper Series
621, European Central Bank.
[Downloadable!]
Fernando Alexandre & Pedro Bação & John Driffill, 2007.
"Optimal monetary policy with a regime-switching exchange rate in a forward-looking model ,"
NIPE Working Papers
26/2007, NIPE - Universidade do Minho.
[Downloadable!]
Other versions: Marco Del Negro & Frank Schorfheide, 2008.
"Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile ,"
Staff Reports
329, Federal Reserve Bank of New York.
[Downloadable!]
Thomas A Lubik, 2005.
"A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/06, Reserve Bank of New Zealand.
[Downloadable!]
Cúrdia, Vasco & Finocchiaro, Daria, 2005.
"An Estimated DSGE Model for Sweden with a Monetary Regime Change ,"
Seminar Papers
740, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Bask, Mikael, 2007.
"A case for interest rate smoothing ,"
Research Discussion Papers
25/2007, Bank of Finland.
[Downloadable!]
Marco Ratto, 2006.
"Global sensitivity analysis for macro-economic models ,"
Computing in Economics and Finance 2006
42, Society for Computational Economics.
[Downloadable!]
Michel Juillard & Florian Pelgrin, 2007.
"Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy ,"
Working Papers
07-32, Bank of Canada.
[Downloadable!]
Ivano Azzini & Riccardo Girardi & Marco Ratto, 2007.
"Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application ,"
Working Papers
1, Euro-area Economy Modelling Centre.
[Downloadable!]
Jesús Vázquez, 2006.
"The Importance of Stock Market Returns in Estimated Monetary Policy Rules ,"
DFAEII Working Papers
200606, University of the Basque Country - Department of Foundations of Economic Analysis II, revised 08 Apr 2008.
[Downloadable!]
Frank Schorfheide & Thomas A. Lubik, 2003.
"Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach ,"
Computing in Economics and Finance 2003
225, Society for Computational Economics.
Cited by:
Thomas Lubik, 2003.
"Investment Spending,Equilibrium Indeterminacy and the Interactions of Monetary and Fiscal Policy ,"
Economics Working Paper Archive
490, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Yongsung Chang & Frank Schorfheide, 2003.
"Labor shifts and economic fluctuations ,"
Working Paper
03-07, Federal Reserve Bank of Richmond.
[Downloadable!] Cited by:
Greenwood, Jeremy & Guner, Nezih, 2007.
"Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households ,"
CEPR Discussion Papers
6391, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Nezih Guner & Jeremy Greenwood, 2004.
"Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households ,"
2004 Meeting Papers
65, Society for Economic Dynamics.
[Downloadable!]
Jeremy Greenwood & Nezih Guner, 2004.
"Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households ,"
Economie d'Avant Garde Research Reports
8, Economie d'Avant Garde, revised Apr 2008.
[Downloadable!]
Jeremy Greenwood & Nezih Guner, 2004.
"Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households ,"
NBER Working Papers
10772, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Greenwood, Jeremy & Guner, Nezih, 2008.
"Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households ,"
IZA Discussion Papers
3313, Institute for the Study of Labor (IZA).
[Downloadable!]
Mark Aguiar & Erik Hurst, 2005.
"Lifecycle Prices and Production ,"
NBER Working Papers
11601, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: An, Sungbae & Schorfheide, Frank, 2005.
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