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Citations for "Estimating the Euler equation for output"

by Glenn D. Rudebusch & Jeffrey C. Fuhrer

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  1. Bechlioulis, Alexandros & Brissimis, Sophocles, 2014. "Consumer default and optimal consumption decisions," MPRA Paper 56864, University Library of Munich, Germany.
  2. Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers, Society for Economic Dynamics 339, Society for Economic Dynamics.
  3. Gregory Erin Givens, 2009. "Estimating Central Bank Preferences under Commitment and Discretion," Working Papers 200905, Middle Tennessee State University, Department of Economics and Finance.
  4. Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289 National Bureau of Economic Research, Inc.
  5. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 241-270.
  6. Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation: Transmission Mechanisms in Armenia," Discussion Paper, Tilburg University, Center for Economic Research 2011-104, Tilburg University, Center for Economic Research.
  7. Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2011. "Monetary policy, rule-of-thumb consumers and external habits: a G7 comparison," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(21), pages 2721-2738.
  8. Jamie Murray, 2013. "Parameter Uncertainty and the Fiscal Multiplier," Treasury Working Paper Series 13/19, New Zealand Treasury.
  9. Sharon Kozicki & P.A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Working Papers 07-30, Bank of Canada.
  10. Dées, Stéphane & Burgert, Matthias & Parent, Nicolas, 2008. "Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through," Working Paper Series, European Central Bank 0933, European Central Bank.
  11. Julien Matheron & Céline Poilly, 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," THEMA Working Papers 2006-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  12. Peter Claeys, 2005. "Policy Mix and Debt Sustainability: Evidence from Fiscal Policy Rules," CESifo Working Paper Series 1406, CESifo Group Munich.
  13. Charlotta Groth & Hashmat Khan, 2007. "Investment adjustment costs: evidence from UK and US industries," Bank of England working papers 332, Bank of England.
  14. Richard Dennis & Kai Leitemo & Ulf Söderström, 2006. "Methods for robust control," Working Paper Series 2006-10, Federal Reserve Bank of San Francisco.
  15. Jerome Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2012-04, Observatoire Francais des Conjonctures Economiques (OFCE).
  16. Jeff Fuhrer, 2012. "Real expectations: replacing rational expectations with survey expectations in dynamic macro models," Working Papers, Federal Reserve Bank of Boston 12-19, Federal Reserve Bank of Boston.
  17. Florin O. Bilbiie, 2011. "Nonseparable Preferences, Frisch Labor Supply, and the Consumption Multiplier of Government Spending: One Solution to a Fiscal Policy Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43(1), pages 221-251, 02.
  18. Charles Goodhart & Boris Hofmann, 2003. "The IS Curve and the Transmission of Monetary Policy: Is there a Puzzle?," FMG Special Papers, Financial Markets Group sp150, Financial Markets Group.
  19. Cho, Seonghoon & Moreno, Antonio, 2006. "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1461-1481, September.
  20. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield "conundrum" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
  21. Eric JONDEAU & Hervé LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics, EconWPA 0303004, EconWPA.
  22. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, Elsevier, vol. 143(2), pages 375-395, April.
  23. Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00680647, HAL.
  24. Carlos Carvalho & Fernanda Nechio, 2008. "Aggregation and the PPP puzzle in a sticky-price model," Staff Reports 351, Federal Reserve Bank of New York.
  25. Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004, Society for Computational Economics 188, Society for Computational Economics.
  26. GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 118(530), pages 906-926, 07.
  27. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," National Bank of Poland Working Papers 86, National Bank of Poland, Economic Institute.
  28. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005. "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers 11340, National Bureau of Economic Research, Inc.
  29. Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2013. "Estimating intertemporal elasticity of substitution in a sticky price model," Research Discussion Papers 9/2013, Bank of Finland.
  30. Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
  31. Lai, Ching-chong & Fang, Chung-rou, 2012. "Is the honeymoon effect valid in the presence of both exchange rate and output expectations? A graphical analysis," International Review of Economics & Finance, Elsevier, Elsevier, vol. 21(1), pages 140-146.
  32. Glenn D. Rudebusch, 2001. "Term structure evidence on interest rate smoothing and monetary policy inertia," Working Paper Series 2001-02, Federal Reserve Bank of San Francisco.
  33. Di Bartolomeo Giovanni & Rossi Lorenza, 2007. "Heterogeneous consumers, demand regimes, monetary policy and equilibrium determinacy," wp.comunite 0024, Department of Communication, University of Teramo.
  34. Stracca, Livio, 2006. "A speed limit monetary policy rule for the euro area," Working Paper Series, European Central Bank 0600, European Central Bank.
  35. Iacoviello, Matteo, 2004. "Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis," 2004 Meeting Papers 207b, Society for Economic Dynamics.
  36. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics, EconWPA 0211006, EconWPA.
  37. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
  38. Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
  39. Hofmann, Boris & Remsperger, Hermann, 2005. "Inflation differentials among the Euro area countries: Potential causes and consequences," Journal of Asian Economics, Elsevier, vol. 16(3), pages 403-419, June.
  40. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, Elsevier, vol. 131(1-2), pages 405-444.
  41. Glenn D. Rudebusch, 2010. "Macro-finance models of interest rates and the economy," Working Paper Series 2010-01, Federal Reserve Bank of San Francisco.
  42. Sharon Kozicki & P.A.Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper, Federal Reserve Bank of Kansas City RWP 01-02, Federal Reserve Bank of Kansas City.
  43. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1577, Cowles Foundation for Research in Economics, Yale University, revised Mar 2007.
  44. Kirdan Lees, 2006. "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series DP2006/08, Reserve Bank of New Zealand.
  45. Hördahl, Peter & Tristani, Oreste, 2007. "Inflation risk premia in the term structure of interest rates," Working Paper Series, European Central Bank 0734, European Central Bank.
  46. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012. "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers 010, Centre for Economic History, Research School of Economics, Australian National University.
  47. Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers, Monetary Policy Committee Unit, Bank of England 13, Monetary Policy Committee Unit, Bank of England.
  48. Peter N. Smith & Mike Wickens, 2006. " The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?," CDMA Conference Paper Series 0610, Centre for Dynamic Macroeconomic Analysis.
  49. Torój, Andrzej, 2009. "Solving forward-looking models of cross-country adjustment within the euro area," MF Working Papers 1, Ministry of Finance in Poland.
  50. Mark Crosby & Timothy Kam & Kirdan Lees, 2008. "How Costly is Exchange Rate Stabilisation for an Inflation Targeter? The Case of Australia," The Economic Record, The Economic Society of Australia, vol. 84(266), pages 354-365, 09.
  51. Sophocles N. Brissimis & Ifigeneia Skotida, 2007. "Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity," Working Papers 62, Bank of Greece.
  52. Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  53. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5590845, Tilburg University.
  54. Orphanides, Athanasios & Williams, John C, 2005. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4865, C.E.P.R. Discussion Papers.
  55. Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004. "Using a long-term interest rate as the monetary policy instrument," Working Paper Series 2004-22, Federal Reserve Bank of San Francisco.
  56. Efrem Castelnuovo & Paolo Surico, 2006. "The price puzzle: fact or artefact?," Bank of England working papers 288, Bank of England.
  57. Diana N. Weymark & Mototsugu Shintani, 2004. "Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001," Vanderbilt University Department of Economics Working Papers 0424, Vanderbilt University Department of Economics.
  58. Balfoussia, Hiona & Brissimis, Sophocles & Delis, Manthos D, 2011. "The theoretical framework of monetary policy revisited," MPRA Paper 32236, University Library of Munich, Germany.
  59. Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2006. "Bank Behavior and the Cost Channel of Monetary Transmission," CESifo Working Paper Series 1813, CESifo Group Munich.
  60. Efrem Castelnuovo, 2004. "Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies," Computing in Economics and Finance 2004, Society for Computational Economics 49, Society for Computational Economics.
  61. Ray Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Yale School of Management Working Papers, Yale School of Management amz2483, Yale School of Management, revised 01 Aug 2007.
  62. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007. "Factor Analysis in a Model with Rational Expectations," NBER Working Papers 13404, National Bureau of Economic Research, Inc.
  63. Di Bartolomeo Giovanni & Manzo Marco, 2007. "Do tax distortions lead to more indeterminacy? A New Keynesian perspective," wp.comunite 0013, Department of Communication, University of Teramo.
  64. André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Cahiers de recherche, CIRPEE 0421, CIRPEE.
  65. Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers, Duke University, Department of Economics 10-92, Duke University, Department of Economics.
  66. Tsasa Vangu, Jean-Paul Kimbambu, 2014. "Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique," Dynare Working Papers 38, CEPREMAP.
  67. Jeffrey C. Fuhrer & Giovanni P. Olivei, 2005. "Estimating forward-looking Euler equations with GMM estimators: an optimal-instruments approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 87-114.
  68. Efrem Castelnuovo, 2006. "Assessing Different Drivers of the GreatModeration in the U.S," "Marco Fanno" Working Papers 0025, Dipartimento di Scienze Economiche "Marco Fanno".
  69. Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(3), pages 325-340, April.
  70. Fuhrer, Jeffrey, 2006. "Intrinsic and Inherited Inflation Persistence," MPRA Paper 805, University Library of Munich, Germany.
  71. Edge, Rochelle M., 2007. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1644-1669, September.
  72. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(3), pages 340-350.
  73. Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006. "Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney 147, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  74. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013. "A New Keynesian IS curve for Australia: is it forward looking or backward looking?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
  75. Givens, Gregory E. & Salemi, Michael K., 2008. "Generalized method of moments and inverse control," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(10), pages 3113-3147, October.
  76. Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  77. Bilbiie, Florin Ovidiu, 2009. "Non-Separable Preferences and Frisch Labor Supply: One Solution to a Fiscal Policy Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7484, C.E.P.R. Discussion Papers.
  78. Adam Altar-Samuel, 2008. "Robust Monetary Policy," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB 21, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  79. Dladla, Pholile & Malikane, Christopher & Ojah, Kalu, 2014. "The Elasticity of Intertemporal Substitution Reconsidered," MPRA Paper 55547, University Library of Munich, Germany.
  80. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
  81. Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
  82. Kurmann, Andre, 2007. "VAR-based estimation of Euler equations with an application to New Keynesian pricing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(3), pages 767-796, March.
  83. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  84. Bilbiie, Florin O., 2004. "The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think," Working Paper Series, European Central Bank 0408, European Central Bank.
  85. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle and Indeterminacy," Macroeconomics, EconWPA 0507021, EconWPA.
  86. Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(24), pages 1-26.
  87. Troy Davig & Jeffrey R. Gerlach, 2006. "State-Dependent Stock Market Reactions to Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
  88. Sebastian Giesen & R. Scheufele, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers, Halle Institute for Economic Research 8, Halle Institute for Economic Research.
  89. Carlos Viana de Carvalho & Fernanda Feitosa Necchio, 2014. "Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models," Textos para discussão 628, Department of Economics PUC-Rio (Brazil).
  90. Richard Dennis, 2004. "New Keynesian Optimal-Policy Models: An Empirical Assessment," Royal Economic Society Annual Conference 2004, Royal Economic Society 152, Royal Economic Society.
  91. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006, Society for Computational Economics 59, Society for Computational Economics.
  92. Giovanni Di Bartolomeo & Lorenzo Rossi & Massimiliano Tancioni, 2006. "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," Working Papers, University of Rome La Sapienza, Department of Public Economics 97, University of Rome La Sapienza, Department of Public Economics.
  93. Carvalho, Carlos & Nechio, Fernanda, 2014. "Monetary policy and real exchange rate dynamics in sticky-price models," Working Paper Series 2014-17, Federal Reserve Bank of San Francisco.
  94. Beyer, Andreas & Farmer, Roger E A & Henry, Jérôme & Marcellino, Massimiliano, 2005. "Factor Analysis in a New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5266, C.E.P.R. Discussion Papers.
  95. Malikane, Christopher & Ojah, Kalu, 2014. "Fisher's Relation and the Term Structure: Implications for IS Curves," MPRA Paper 55553, University Library of Munich, Germany.
  96. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0h0g8tgo is not listed on IDEAS
  97. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8233, C.E.P.R. Discussion Papers.
  98. Rhee, Hyuk-jae & Turdaliev, Nurlan, 2012. "Optimal monetary policy in a small open economy with inflation and output persistence," Economic Modelling, Elsevier, vol. 29(6), pages 2533-2542.
  99. Bergljot Barkbu & Vincenzo Cassino & Aileen Gosselin-Lotz & Laura Piscitelli, 2005. "The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness," Bank of England working papers 285, Bank of England.
  100. Rudebusch, Glenn D. & Williams, John C., 2014. "A wedge in the dual mandate: monetary policy and long-term unemployment," Working Paper Series 2014-14, Federal Reserve Bank of San Francisco.
  101. David Parsley & Helen Popper, 2009. "Evaluating Exchange Rate Management An Application to Korea," Working Papers 282009, Hong Kong Institute for Monetary Research.
  102. Diana N. Weymark & Mototsugu Shintani, 2006. "Quantifying Inflation Pressure and Monetary Policy Response in the United States," Levine's Bibliography 321307000000000321, UCLA Department of Economics.