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Citations for "Modeling Model Uncertainty"

by Alexei Onatski & Noah Williams

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  1. Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, Elsevier, vol. 27(1), pages 237-253, January.
  2. repec:ebl:ecbull:v:5:y:2006:i:18:p:1-5 is not listed on IDEAS
  3. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper, Federal Reserve Bank of Atlanta 2005-26, Federal Reserve Bank of Atlanta.
  4. Onatski, Alexei, 2006. "Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(2), pages 323-345, February.
  5. William A. Brock & Steven N. Durlauf & Giacomo Rondina, 2008. "Design Limits and Dynamic Policy Analysis," NBER Working Papers 14357, National Bureau of Economic Research, Inc.
  6. Pataracchia, Beatrice, 2011. "The spectral representation of Markov switching ARMA models," Economics Letters, Elsevier, Elsevier, vol. 112(1), pages 11-15, July.
  7. Robert J. Tetlow & Peter von zur Muehlen, 2006. "Robustifying Learnability," 2006 Meeting Papers, Society for Economic Dynamics 439, Society for Economic Dynamics.
  8. Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  9. Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers, Stanford Institute for Economic Policy Research 07-044, Stanford Institute for Economic Policy Research.
  10. Brock, William A. & Durlauf, Steven N., 2005. "Local robustness analysis: Theory and application," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(11), pages 2067-2092, November.
  11. Marc Giannoni, 2006. "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers 11942, National Bureau of Economic Research, Inc.
  12. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper, Norges Bank 2006/10, Norges Bank.
  13. David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414 National Bureau of Economic Research, Inc.
  14. Li Qin & Elefterios Spyromitros & Moïse Sidiropoulos, 2006. "Does Model Uncertainty Lead to Less Central Bank Transparency?," Working Papers of BETA 2006-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  15. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
  16. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics, EconWPA 0401004, EconWPA.
  17. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers, University of Crete, Department of Economics 0402, University of Crete, Department of Economics.
  18. Brock,W.A. & Durlauf,S.N., 2004. "Macroeconomics and model uncertainty," Working papers, Wisconsin Madison - Social Systems 20, Wisconsin Madison - Social Systems.
  19. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan Standard," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. 88, Princeton University, Department of Economics, Center for Economic Policy Studies..
  20. Leitemo, Kai & Söderström , Ulf, 2004. "Robust monetary policy in the New-Keynesian framework," Research Discussion Papers, Bank of Finland 31/2004, Bank of Finland.
  21. Brock,W.A. & Durlauf,S.N., 2003. "Elements of a theory of design limits to optimal policy," Working papers, Wisconsin Madison - Social Systems 25, Wisconsin Madison - Social Systems.
  22. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, Elsevier, vol. 56(2), pages 246-262.
  23. Jean-Guillaume Sahuc, 2003. "Robust European monetary policy rules," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(14), pages 889-894.
  24. Hansen, Lars Peter & Sargent, Thomas J. & Turmuhambetova, Gauhar & Williams, Noah, 2006. "Robust control and model misspecification," Journal of Economic Theory, Elsevier, Elsevier, vol. 128(1), pages 45-90, May.
  25. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper, Federal Reserve Bank of Atlanta 2007-07, Federal Reserve Bank of Atlanta.
  26. Noah Williams & Andrew Levin & Alexei Onatski, 2005. "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," Computing in Economics and Finance 2005, Society for Computational Economics 478, Society for Computational Economics.
  27. Yulei Luo & Jun Nie & Eric R. Young, 2012. "Model uncertainty and intertemporal tax smoothing," Research Working Paper, Federal Reserve Bank of Kansas City RWP 12-01, Federal Reserve Bank of Kansas City.
  28. Philip Arestis & Alexander Mihailov, 2008. "Classifying Monetary Economics: Fields and Methods from Past to Future," Economics & Management Discussion Papers, Henley Business School, Reading University em-dp2008-64, Henley Business School, Reading University.
  29. Marco M. Sorge, 2012. "Robust Delegation with Uncertain Monetary Policy Preferences," EERI Research Paper Series EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
  30. Marc P. Giannoni, 2007. "Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(1), pages 179-213.
  31. John C. Williams, 2004. "Robust estimation and monetary policy with unobserved structural change," Working Paper Series, Federal Reserve Bank of San Francisco 2004-11, Federal Reserve Bank of San Francisco.
  32. Svensson, Lars E. O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank, Research Centre.
  33. Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007. "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, Elsevier, vol. 29(6), pages 879-902.
  34. Leitemo, Kai & Söderström, Ulf, 2005. "Robust Monetary Policy in a Small Open Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5071, C.E.P.R. Discussion Papers.
  35. Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers, Wisconsin Madison - Social Systems 9, Wisconsin Madison - Social Systems.
  36. Levin, Andrew T. & Williams, John C., 2003. "Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(5), pages 945-975, July.
  37. 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.
  38. Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers, Bank of England 299, Bank of England.
  39. Dennis, Richard, 2010. "How robustness can lower the cost of discretion," Journal of Monetary Economics, Elsevier, Elsevier, vol. 57(6), pages 653-667, September.
  40. Loisel, O., 2006. "Bubble-free interest-rate rules," Working papers, Banque de France 161, Banque de France.
  41. Ironside, Brian & Tetlow, Robert J., 2005. "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5305, C.E.P.R. Discussion Papers.
  42. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
  43. Giuseppe Diana & Moise Sidiropoulos, 2006. "Robust Control and Monetary Policy Delegation," Working Papers of BETA 2006-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  44. Ullrich, Antje & Volk, Martin, 2009. "Application of the Soil and Water Assessment Tool (SWAT) to predict the impact of alternative management practices on water quality and quantity," Agricultural Water Management, Elsevier, Elsevier, vol. 96(8), pages 1207-1217, August.
  45. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers, Bank of Canada 07-32, Bank of Canada.
  46. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers, Wisconsin Madison - Social Systems 19, Wisconsin Madison - Social Systems.
  47. Di Bartolomeo Giovanni & Giuli Francesco, 2009. "Fiscal and monetary interaction under monetary policy uncertainty," wp.comunite, Department of Communication, University of Teramo 0061, Department of Communication, University of Teramo.
  48. Alan S. Blinder, 2006. "Monetary Policy Today: Sixteen Questions and about Twelve Answers," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. 73, Princeton University, Department of Economics, Center for Economic Policy Studies..
  49. Juha Kilponen, 2004. "A positive theory of monetary policy and robust control," Macroeconomics, EconWPA 0404014, EconWPA.
  50. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers 15008, National Bureau of Economic Research, Inc.
  51. Moessner, Richhild, 2005. "Optimal discretionary policy and uncertainty about inflation persistence," Working Paper Series, European Central Bank 0540, European Central Bank.
  52. Walsh, Carl E., 2005. "Parameter misspecification and robust monetary policy rules," Working Paper Series, European Central Bank 0477, European Central Bank.
  53. Gino Cateau, 2006. "Guarding Against Large Policy Errors under Model Uncertainty," Working Papers, Bank of Canada 06-13, Bank of Canada.
  54. Anastasios Xepapadeas & Catarina Roseta-Palma, 2013. "Instabilities and robust control in natural resource management," Portuguese Economic Journal, Springer, Springer, vol. 12(3), pages 161-180, December.
  55. Carl E. Walsh, 2003. "Implications of a changing economic structure for the strategy of monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 297-348.
  56. Eleftherios SPYROMITROS & Li QIN, 2006. "Central bank transparency about model uncertainty and wage setters," Economics Bulletin, AccessEcon, vol. 5(18), pages 1-5.
  57. Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper 112, CPB Netherlands Bureau for Economic Policy Analysis.
  58. Giannis Vardas & Anastasios Xepapadeas, 2010. "Model Uncertainty, Ambiguity and the Precautionary Principle: Implications for Biodiversity Management," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 45(3), pages 379-404, March.
  59. William Brock & Anastasios Xepapadeas & Athanasios Yannacopoulos, 2014. "Optimal Control in Space and Time and the Management of Environmental Resources," DEOS Working Papers 1402, Athens University of Economics and Business.
  60. Xiangrong Yu, 2013. "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research 172013, Hong Kong Institute for Monetary Research.
  61. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  62. Frederick van der Ploeg, 2007. "Prudent Monetary Policy and Cautious Prediction of the Output Gap," Economics Working Papers, European University Institute ECO2007/40, European University Institute.
  63. Richard Dennis, 2008. "Model Uncertainty And Monetary Policy," CAMA Working Papers 2009-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  64. Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
  65. Alexei Onatski & Noah Williams, 2010. "Empirical and policy performance of a forward-looking monetary model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(1), pages 145-176.
  66. Traficante, Guido, 2012. "Uncertain potential output: implications for monetary policy in small open economy," Dynare Working Papers 22, CEPREMAP.
  67. van der Ploeg, Frederick, 2004. "Prudent Monetary Policy: Applications of Cautious LQG Control and Prediction," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4222, C.E.P.R. Discussion Papers.
  68. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion and Robust Portfolio Choices," Working Papers, University of Crete, Department of Economics 0408, University of Crete, Department of Economics.
  69. van der Ploeg, Frederick, 2009. "Prudent monetary policy and prediction of the output gap," Journal of Macroeconomics, Elsevier, Elsevier, vol. 31(2), pages 217-230, June.