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Citations for "Recursive Linear Models of Dynamic Economies"

by Lars Peter Hansen & Thomas J. Sargent

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  1. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report, Federal Reserve Bank of Minneapolis 243, Federal Reserve Bank of Minneapolis.
  2. Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996. "Mechanics of forming and estimating dynamic linear economies," Handbook of Computational Economics, Elsevier, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 4, pages 171-252 Elsevier.
  3. James Hartley, 2000. "Does the Solow Residual Actually Measure Changes in Technology?," Review of Political Economy, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(1), pages 27-44.
  4. Nicoletta Batini & Anthony Yates, 2001. "Hybrid inflation and price level targeting," Bank of England working papers 135, Bank of England.
  5. Alejandro R. Pena Sanchez, 2004. "El ciclo económico en Uruguay - Un modelo de Switching Regimes," Econometric Society 2004 Latin American Meetings, Econometric Society 111, Econometric Society.
  6. Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
  7. Nicoletta Batini & Richard Harrison & Stephen P. Millard, 2001. "Monetary policy rules for an open economy," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Mar.
  8. Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999. "Robust Permanent Income and Pricing," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 66(4), pages 873-907, October.
  9. Oren M. Levin-Waldman, 1997. "Linking the Minimum Wage to Productivity," Economics Working Paper Archive wp_219, Levy Economics Institute.
  10. Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9408, Universite de Montreal, Departement de sciences economiques.
  11. Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 9215, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  12. Rebecca Driver & Stephen Millard, 2004. "Exchange rates, commodities and the implications of volatility in a small open economy world," Money Macro and Finance (MMF) Research Group Conference 2003 26, Money Macro and Finance Research Group.
  13. Eric Ghysels & Joanna Jasiak, 1995. "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers, CIRANO 95s-31, CIRANO.
  14. Campbell, John, 1994. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," Scholarly Articles 3196342, Harvard University Department of Economics.
  15. Andrés, Javier & López-Salido, J David & Nelson, Edward, 2004. "Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4336, C.E.P.R. Discussion Papers.
  16. Jesus Felipe & J. S. L. McCombie, 2005. "How Sound are the Foundations of the Aggregate Production Function?," Eastern Economic Journal, Eastern Economic Association, vol. 31(3), pages 467-488, Summer.
  17. SaangJoon Baak, 1999. "Heterogeneous Expectations, Market Dynamics, and Social Welfare," Computing in Economics and Finance 1999, Society for Computational Economics 222, Society for Computational Economics.
  18. Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  19. Pierpaolo Benigno & Michael Woodford, 2005. "Optimal Taxation in an RBC Model: A Linear-Quadratic Approach," NBER Working Papers 11029, National Bureau of Economic Research, Inc.
  20. Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 12(3), pages 289-98, July.
  21. Chadha, J.S. & Charles Nolan, 2002. "Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0224, Faculty of Economics, University of Cambridge.
  22. Ali Dib, 2001. "An Estimated Canadian DSGE Model with Nominal and Real Rigidities," Working Papers, Bank of Canada 01-26, Bank of Canada.
  23. Ghysels, Eric, 1997. "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, Elsevier, vol. 79(2), pages 269-290, August.
  24. Andrew Levin & Volker Wieland & John C. Williams, 1998. "Robustness of simple monetary policy rules under model uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-45, Board of Governors of the Federal Reserve System (U.S.).
  25. BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002. "Habit Formation and the Persistence of Monetary Shocks," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2002-08, Universite de Montreal, Departement de sciences economiques.
  26. Fumio Hayashi & Joseph Altonji & Laurence Kotlikoff, 1991. "Risk-Sharing, Altruism, and the Factor Structure of Consumption," NBER Working Papers 3834, National Bureau of Economic Research, Inc.
  27. Thomas Cooley & Jorge Soares, 1999. "Privatizing Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 731-755, July.
  28. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO 94s-03, CIRANO.
  29. Alex Cukierman & Francesco Lippi, 2003. "Endogenous Monetary Policy with Unobserved Potential Output," CEIS Research Paper 26, Tor Vergata University, CEIS.
  30. Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," 2006 Meeting Papers, Society for Economic Dynamics 177, Society for Economic Dynamics.
  31. Chadha, J.S. & Nolan, C., 2003. "On the Interaction of Monetary and Fiscal Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0303, Faculty of Economics, University of Cambridge.
  32. Oren M. Levin-Waldman, 1996. "Exploring the Politics of the Minimum Wage," Economics Working Paper Archive wp_176, Levy Economics Institute.
  33. Mary G. Finn, 1996. "A theory of the capacity utilization/inflation relationship," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 67-86.
  34. Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1995. "On the mechanics of forming and estimating dynamic linear economies," Staff Report, Federal Reserve Bank of Minneapolis 198, Federal Reserve Bank of Minneapolis.
  35. Klaeffling, Matt, 2003. "Macroeconomic modelling of monetary policy," Working Paper Series, European Central Bank 0257, European Central Bank.
  36. Andrés, Javier & David López-Salido, J. & Nelson, Edward, 2009. "Money and the natural rate of interest: Structural estimates for the United States and the euro area," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(3), pages 758-776, March.
  37. Jose Luis Lima R & Andres Gomez Lobo, 2004. "Good Regulatory Lags for Price Cap and Rolling Cap contracts," Econometric Society 2004 Latin American Meetings, Econometric Society 278, Econometric Society.
  38. Jes�s Fernández-Villaverde & Juan F. Rubio-Ramírez, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Journal of the European Economic Association, MIT Press, MIT Press, vol. 4(2-3), pages 466-474, 04-05.
  39. Shigeyuki Hamori & Shin-Ichi Kitasaka, 1997. "The characteristics of the business cycle in Japan," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(9), pages 1105-1113.
  40. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 46, Federal Reserve Bank of Minneapolis.
  41. Richard M. Todd, 1989. "Periodic linear-quadratic methods for modeling seasonality," Staff Report, Federal Reserve Bank of Minneapolis 127, Federal Reserve Bank of Minneapolis.
  42. Ghysels, Éric, 1994. "L’analyse économétrique et la saisonnalité," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 70(1), pages 43-62, mars.