What you match does matter: the effects of data on DSGE estimation

Citations

Cited by:

1. Havranek, Tomas & Rusnak, Marek & Sokolova, Anna, 2017. "Habit formation in consumption: A meta-analysis," European Economic Review, Elsevier, vol. 95(C), pages 142-167.
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2. Takashi Kano & James M. Nason, 2014. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 519-544, March.
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3. Patrick Fève & Jean‐Guillaume Sahuc, 2017. "In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 704-718, April.
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4. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
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6. Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
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7. Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020. "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 249-264.
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8. Michael Creel & Dennis Kristensen, "undated". "Indirect Likelihood Inference," Working Papers 558, Barcelona School of Economics.
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9. Pablo A. Guerron-Quintana & Ryo Jinnai, 2013. "Liquidity, Trends and the Great Recession," UTokyo Price Project Working Paper Series 015, University of Tokyo, Graduate School of Economics.
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   • Pablo A. Guerron-Quintana & Ryo Jinnai, 2014. "Liquidity, Trends and the Great Recession," Working Papers e066, Tokyo Center for Economic Research.
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10. Thorsten Drautzburg, 2020. "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, vol. 11(2), pages 801-837, May.
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11. Fabio Canova & Christian Matthes, 2021. "A Composite Likelihood Approach for Dynamic Structural Models," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2447-2477.
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    • Fabio Canova & Christian Matthes, 2018. "A composite likelihood approach for dynamic structural models," Working Papers No 10/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
12. Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013. "On Identification of Bayesian DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
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    • Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
    • Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
13. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Assessing labor market frictions in a small open economy," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 231-251.
14. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2019. "Identification versus misspecification in New Keynesian monetary policy models," European Economic Review, Elsevier, vol. 113(C), pages 225-246.
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    • Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019. "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers 13492, C.E.P.R. Discussion Papers.
15. Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
    • Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
    • Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    • Maik Wolters, 2017. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," Jena Economics Research Papers 2017-008, Friedrich-Schiller-University Jena.
    • Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW Kiel).
16. Zhongjun Qu, 2018. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
    • Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
17. Marcin Kolasa & MichaŁ Rubaszek & PaweŁ SkrzypczyŃski, 2012. "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
    • Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 2012. "Putting the New Keynesian DSGE Model to the Real‐Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1301-1324, October.
    • Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
18. Hall, Jamie & Pitt, Michael K. & Kohn, Robert, 2014. "Bayesian inference for nonlinear structural time series models," Journal of Econometrics, Elsevier, vol. 179(2), pages 99-111.
19. Giorgio Motta & Patrizio Tirelli, 2012. "Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1351-1374, October.
    • Giorgio Motta & Patrizio Tirelli, 2012. "Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1351-1374, October.
    • Giorgio Motta & Patrizio Tirelli, 2011. "Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation," Working Papers 204, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
20. Enrique Martínez-García & Mark A. Wynne, 2014. "Assessing Bayesian Model Comparison in Small Samples," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 71-115, Emerald Group Publishing Limited.
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21. Luca Sala, 2015. "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 219-240, March.
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22. Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
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23. Lahcen, Mohammed Ait, 2014. "DSGE models for developing economies: an application to Morocco," MPRA Paper 63404, University Library of Munich, Germany.
24. Martin Fukaè & Vladimír Havlena, 2011. "A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 453-466, November.
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25. Alok Johri & Muhebullah Karimzada, 2021. "Learning efficiency shocks, knowledge capital and the business cycle: A Bayesian evaluation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1314-1360, November.
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26. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
27. Zhongjun Qu & Fan Zhuo, 2021. "Likelihood Ratio-Based Tests for Markov Regime Switching," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(2), pages 937-968.
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35. Pablo A. Guerron‐Quintana & Ryo Jinnai, 2019. "Financial frictions, trends, and the great recession," Quantitative Economics, Econometric Society, vol. 10(2), pages 735-773, May.
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