Advanced Search
MyIDEAS: Login

Citations for "Non-stationary hours in a DSGE model"

by Yongsung Chang & Taeyoung Doh & Frank Schorfheide

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Fuentes-Albero, Cristina, 2007. "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper 3589, University Library of Munich, Germany.
  2. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Working Papers, Bank of Canada 09-35, Bank of Canada.
  3. 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, Boston College Department of Economics 642, Boston College Department of Economics.
  4. Joao Madeira, 2013. "Assessing the empirical relevance of Walrasian labor frictions to business cycle fluctuations," Discussion Papers, Exeter University, Department of Economics 1304, Exeter University, Department of Economics.
  5. Doh, Taeyoung, 2011. "Yield curve in an estimated nonlinear macro model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(8), pages 1229-1244, August.
  6. S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
  7. Federico S. Mandelman & Francesco Zanetti, 2008. "Estimating general equilibrium models: an application with labour market frictions," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 1.
  8. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank 0794, European Central Bank.
  9. Chaudourne, Jeremy & Fève, Patrick & Guay, Alain, 2012. "Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 738, Institut d'Économie Industrielle (IDEI), Toulouse.
  10. Canova, Fabio & Menz, Tobias, 2009. "Japan's Lost Decade: Does Money have a Role?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7608, C.E.P.R. Discussion Papers.
  11. Federico S. Mandelman & Francesco Zanetti, 2008. "Technology shocks, employment, and labor market frictions," Working Paper, Federal Reserve Bank of Atlanta 2008-10, Federal Reserve Bank of Atlanta.
  12. Nora Traum & Shu-Chun Susan Yang, 2010. "Does Government Debt Crowd Out Investment? A Bayesian DSGE Approach: Working Paper 2010-02," Working Papers, Congressional Budget Office 21397, Congressional Budget Office.
  13. Peter N. Ireland, 2013. "Stochastic Growth In The United States And Euro Area," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 11(1), pages 1-24, 02.
  14. Fabio Canova & Tobias Menz, 2009. "Does money matter in shaping domestic business cycles? An international investigation (with appendices)," Economics Working Papers 1242, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2010.
  15. Taeyoung Doh, 2007. "What does the yield curve tell us about the Federal Reserve's implicit inflation target?," Research Working Paper, Federal Reserve Bank of Kansas City RWP 07-10, Federal Reserve Bank of Kansas City.
  16. Cantore, C. & Ferroni, F. & León-Ledesma, M A., 2011. "Interpreting the Hours-Technology time-varying relationship," Working papers, Banque de France 351, Banque de France.
  17. Kim, Bae-Geun, 2010. "Identifying a permanent markup shock and its implications for macroeconomic dynamics," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(8), pages 1471-1491, August.
  18. Leonardo Melosi, 2009. "A Likelihood Analysis of Models with Information Frictions," 2009 Meeting Papers, Society for Economic Dynamics 1034, Society for Economic Dynamics.
  19. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2011. "A Pitfall with DSGE–Based, Estimated, Government Spending Multipliers," 2011 Meeting Papers 136, Society for Economic Dynamics.
  20. Canova, Fabio & Menz, Tobias, 2010. "Does money matter in shaping domestic business cycles? An international investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8107, C.E.P.R. Discussion Papers.
  21. Martial Dupaigne & Patrick Feve & Julien Matheron, 2007. "Technology Shocks, Non-stationary Hours and DSVAR," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 238-255, April.
  22. Fève, P. & Matheron, J. & Sahuc, J-G., 2009. "Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle VAR structurel," Working papers, Banque de France 247, Banque de France.
  23. Peter N. Ireland, 2007. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," Boston College Working Papers in Economics, Boston College Department of Economics 662, Boston College Department of Economics.
  24. Canova, Fabio & Ferroni, Filippo, 2012. "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, Elsevier, vol. 167(1), pages 47-60.
  25. Fabio Canova & Filippo Ferroni, 2009. "Multiple filtering devices for the estimation of cyclical DSGE models," Economics Working Papers 1135, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  26. Pierre Lafourcade & Joris de Wind, 2012. "Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy," DNB Working Papers, Netherlands Central Bank, Research Department 345, Netherlands Central Bank, Research Department.
  27. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
  28. Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009. "Implementing the New Structural Model of the Czech National Bank," Working Papers, Czech National Bank, Research Department 2009/2, Czech National Bank, Research Department.
  29. Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Banco de Espa�a Working Papers 1238, Banco de Espa�a.
  30. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(10), pages 3294-3314, October.
  31. Sean Holly & Ivan Petrella, . " Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series 0809, Centre for Dynamic Macroeconomic Analysis.