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Citations for "Introducing financial frictions and unemployment into a small open economy model"

by Lawrence J. Christiano & Mathias Trabandt & Karl Walentin

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  1. SENBATA, Sisay Regassa, 2011. "How applicable are the new Keynesian DSGE models to a typical low-income economy?," Working Papers 2011016, University of Antwerp, Faculty of Applied Economics.
  2. Joao Madeira, 2012. "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers, Exeter University, Department of Economics 1204, Exeter University, Department of Economics.
  3. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  4. Benjamin Born & Alexandra Peter & Johannes Pfeifer, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers, University of Bonn, Germany bgse08_2011, University of Bonn, Germany.
  5. Hernandez, Kolver, 2013. "A system reduction method to efficiently solve DSGE models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(3), pages 571-576.
  6. Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 253-264.
  7. Walentin, Karl, 2013. "Business Cycle Implications of Mortgage Spreads," Working Paper Series 275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
  8. Matthias Kehrig, 2011. "The Cyclicality of Productivity Dispersion," 2011 Meeting Papers 484, Society for Economic Dynamics.
  9. Eriksson, Stefan & Stadin, Karolina, 2011. "The Determinants of Hiring in Local Labor Markets: The Role of Demand and Supply Factors," Working Paper Series, Uppsala University, Department of Economics 2011:19, Uppsala University, Department of Economics.
  10. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "The anatomy of standard DSGE models with financial frictions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(1), pages 32-51.
  11. Virginia Queijo von Heideken & Ferre De Graeve, 2012. "Fiscal policy in contemporary DSGE models," 2012 Meeting Papers, Society for Economic Dynamics 74, Society for Economic Dynamics.
  12. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE models for monetary policy analysis," CQER Working Paper, Federal Reserve Bank of Atlanta 2010-02, Federal Reserve Bank of Atlanta.
  13. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series, Hamburg University, Department Wirtschaft und Politik 200902, Hamburg University, Department Wirtschaft und Politik.
  14. Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers, Society for Economic Dynamics 129, Society for Economic Dynamics.
  15. Malin Adolfson & Stefan Laséen & Jesper Lindé & 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.
  16. Zheng Liu & Pengfei Wang & Tao Zha, 2009. "Do Credit Constraints Amplify Macroeconomic Fluctuations?," Emory Economics, Department of Economics, Emory University (Atlanta) 0910, Department of Economics, Emory University (Atlanta).
  17. Pascal Michaillat, 2012. "Fiscal Multipliers over the Business Cycle," CEP Discussion Papers dp1115, Centre for Economic Performance, LSE.
  18. Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers 37/2013, Deutsche Bundesbank, Research Centre.
  19. Ajello, Andrea, 2010. "Financial intermediation, investment dynamics and business cycle fluctuations," MPRA Paper 32447, University Library of Munich, Germany, revised Mar 2011.
  20. Javier García-Cicco & Markus Kirchner & Santiago Justel, 2014. "Financial Frictions and the Transmission of Foreign Shocks in Chile," Working Papers Central Bank of Chile, Central Bank of Chile 722, Central Bank of Chile.
  21. Benjamin Born & Johannes Pfeifer, 2011. "Policy Risk and the Business Cycle," Bonn Econ Discussion Papers, University of Bonn, Germany bgse06_2011, University of Bonn, Germany.
  22. Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land prices and unemployment," Working Paper Series, Federal Reserve Bank of San Francisco 2013-22, Federal Reserve Bank of San Francisco.
  23. Vasco Cúrdia & Ricardo Reis, 2010. "Correlated Disturbances and U.S. Business Cycles," NBER Working Papers 15774, National Bureau of Economic Research, Inc.
  24. Ruy Lama & Carlos Urrutia, 2011. "Employment Protection and Business Cycles in Emerging Economies," IMF Working Papers 11/293, International Monetary Fund.
  25. Christopher J. Erceg & Jesper Lindé, 2012. "Fiscal consolidation in a currency union: spending cuts vs. tax hikes," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1063, Board of Governors of the Federal Reserve System (U.S.).
  26. Coenen, Günter & Straub, Roland & Trabandt, Mathias, 2012. "Gauging the effects of fiscal stimulus packages in the euro area," Working Paper Series, European Central Bank 1483, European Central Bank.
  27. Christopher J. Erceg & Jesper Lindé, 2010. "Asymmetric shocks in a currency union with monetary and fiscal handcuffs?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1012, Board of Governors of the Federal Reserve System (U.S.).
  28. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2013. "Unemployment and business cycles," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1089, Board of Governors of the Federal Reserve System (U.S.).
  29. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  30. Westermark, Andreas, 2013. "Long-Term Relationship Bargaining," Working Paper Series 266, Sveriges Riksbank (Central Bank of Sweden).
  31. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers, Latvijas Banka 2010/03, Latvijas Banka.
  32. Luca Sala & Ulf Söderstrom & Antonella Trigari, 2012. "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 345-404 National Bureau of Economic Research, Inc.
  33. Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank, Research Centre.
  34. Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012. "The banking and distribution sectors in a small open economy DSGE Model," Working Papers 454, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  35. Iwata, Yasuharu, 2013. "Two fiscal policy puzzles revisited: New evidence and an explanation," Journal of International Money and Finance, Elsevier, Elsevier, vol. 33(C), pages 188-207.
  36. Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
  37. William D. Craighead, 2012. "Monetary Rules and Sectoral Unemployment in Open Economies," Wesleyan Economics Working Papers 2012-001, Wesleyan University, Department of Economics.
  38. Mikael Carlsson & Stefan Eriksson & Nils Gottfries, 2013. "Product market imperfections and employment dynamics," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 447-470, April.
  39. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(16), pages 1-31.
  40. S. M. Ali Abbas & Kenji Moriyama & Abdul Naseer, 2010. "Fiscal Adjustment in Sudan," IMF Working Papers 10/79, International Monetary Fund.
  41. Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," NBER Working Papers 17045, National Bureau of Economic Research, Inc.
  42. João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers, Banco de Portugal, Economics and Research Department w201114, Banco de Portugal, Economics and Research Department.
  43. Francesco Furlanett & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Reserve Bank of New Zealand Discussion Paper Series DP2012/06, Reserve Bank of New Zealand.
  44. "Shoji, Etsuro" & "Khai, Vu Tuan" & "Takeuchi, Hiroko", 2011. "Fiscal Policy in a New Keynesian Overlapping Generations Model of a Small Open Economy," Economic Review, Hitotsubashi University, Hitotsubashi University, vol. 62(1), pages 30-43, January.
  45. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series, European Central Bank 1185, European Central Bank.
  46. Svensson, Lars E O, 2009. "Transparency under Flexible Inflation Targeting: Experiences and Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7213, C.E.P.R. Discussion Papers.
  47. Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "The international transmission of volatility shocks: an empirical analysis," Bank of England working papers 463, Bank of England.
  48. Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
  49. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series, European Central Bank 1192, European Central Bank.
  50. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank, Research Department.
  51. Alexander Kriwoluzky & Christian A. Stoltenberg, 2009. "Nested models and model uncertainty," Economics Working Papers, European University Institute ECO2009/37, European University Institute.
  52. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Macroeconomics Working Papers 22811, East Asian Bureau of Economic Research.
  53. Yahong Zhang, 2011. "Financial Factors and Labour Market Fluctuations," Working Papers, Bank of Canada 11-12, Bank of Canada.
  54. Matthias Kehrig & Nicolas Vincent, 2013. "Disentangling Labor Supply and Demand Shifts Using Spatial Wage Dispersion: The Case of Oil Price Shocks," Working Papers 13-57, Center for Economic Studies, U.S. Census Bureau.
  55. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 929.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  56. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  57. Jan Vlcek & Scott Roger, 2012. "Macrofinancial Modeling At Central Banks," IMF Working Papers 12/21, International Monetary Fund.
  58. Michael Kumhof & Jaromir Benes, 2012. "The Chicago Plan Revisited," IMF Working Papers 12/202, International Monetary Fund.
  59. Alejandro Justiniano, 2012. "Comment on "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 415-424 National Bureau of Economic Research, Inc.
  60. Yahong Zhang, 2013. "Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada," Working Papers, Bank of Canada 13-40, Bank of Canada.
  61. Yahong Zhang, 2011. "Financial Frictions, Financial Shocks and Labour Market Fluctuations in Canada," Discussion Papers 11-10, Bank of Canada.
  62. Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2013. "Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy," CESifo Working Paper Series 4199, CESifo Group Munich.
  63. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Working Papers id:3104, eSocialSciences.
  64. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Prudential Regulation and Stability in an Open Economy," Working Papers Series, Central Bank of Brazil, Research Department 267, Central Bank of Brazil, Research Department.
  65. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
  66. John Muellbauer, 2010. "Household decisions, credit markets and the macroeconomy: implications for the design of central bank models," BIS Working Papers 306, Bank for International Settlements.