1. Carlo A. Favero, 2007. "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!]
2. Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004 79, Society for Computational Economics. [Downloadable!]
   Other versions:
   • Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," 2004 Meeting Papers 43, Society for Economic Dynamics.
3. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
   Other versions:
   • Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy: A DSGE-VAR Approach," Discussion Paper 2008-32, Tilburg University, Center for Economic Research. [Downloadable!]
4. 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:
   • Kirdan Lees & Troy Matheson & Christie Smith, 2007. "Open Economy Dsge-Var Forecasting And Policy Analysis: Head To Head With The Rbnz Published Forecasts," CAMA Working Papers 2007-05, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
5. 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)
   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!]
   • 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!]
6. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
7. 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!]
   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 06-4, Bank of Canada. [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)
8. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   Other versions:
   • Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
   • Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 113-172. [Downloadable!] (restricted)
9. 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:
   • Lees, Kirdan & Matheson, Troy, 2007. "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, vol. 96(2), pages 275-281, August. [Downloadable!] (restricted)
10. 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:
    • Marco Del Negro & Frank Schorfheide, 2005. "Policy Predictions if the Model Does Not Fit," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05. [Downloadable!] (restricted)
11. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    • Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05. [Downloadable!] (restricted)
12. Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Other versions:
    • Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    • Canova, Fabio & Ciccarelli, Matteo, 2004. "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June. [Downloadable!] (restricted)
13. Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," Working Paper 2000-3, Federal Reserve Bank of Atlanta. [Downloadable!]
14. Eilev S. Jansen, 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank. [Downloadable!]
    Other versions:
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004. [Downloadable!]
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank. [Downloadable!]
15. Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Working Papers 02-18, Bank of Canada. [Downloadable!]
16. Alexander Kriwoluzky, 2008. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," SFB 649 Discussion Papers SFB649DP2008-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:
    • Alexander Kriwoluzky, 2009. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers ECO2009/29, European University Institute. [Downloadable!]
17. Gianni Amisano & Massimiliano Serati, 2003. "Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models," LIUC Papers in Economics 121, Cattaneo University (LIUC). [Downloadable!]
18. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank. [Downloadable!]
    Other versions:
    • 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 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, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York. [Downloadable!]
    • Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-50, September. [Downloadable!]
19. G. Peersman & R. Straub, 2005. "Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/288, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    Other versions:
    • Gert Peersman & Roland Straub, 2004. "Technology shocks and robust sign restrictions in a euro area SVAR," Working Paper Series 373, European Central Bank. [Downloadable!]
    • Gert Peersman & Roland Straub, 2009. "Technology Shocks And Robust Sign Restrictions In A Euro Area Svar," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 727-750, 08. [Downloadable!] (restricted)
20. Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, EconWPA. [Downloadable!]
    Other versions:
    • Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November. [Downloadable!] (restricted)
21. Christian Zimmermann, 2001. "Forecasting with Real Business Cycle Models," Cahiers de recherche CREFE / CREFE Working Papers 131, CREFE, Université du Québec à Montréal. [Downloadable!]
    Other versions:
    • Christian Zimmermann, 2001. "Forecasting with Real Business Cycle Models," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 189-203, January.
22. Massimiliano Serati & Gianni Amisano, 2003. "Unemployment and labour taxation: an econometric analysis," LIUC Papers in Economics 122, Cattaneo University (LIUC). [Downloadable!]
23. Ali Dib & Kevin Moran, 2005. "Forecasting with the New-Keynesian Model: An Experiment with Canadian Data," Computing in Economics and Finance 2005 235, Society for Computational Economics. [Downloadable!]
24. Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
25. Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers 24, Centre for Economic Research, University of Groningen and University of Twente. [Downloadable!]

This page was last updated on 2009-12-30.