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An estimated DSGE model of the US economy with an application to natural rate measures

Author

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  • Rochelle M. Edge
  • Michael T. Kiley
  • Jean-Philippe Laforte

Abstract

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Suggested Citation

  • Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2005. "An estimated DSGE model of the US economy with an application to natural rate measures," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Handle: RePEc:fip:fedgpr:y:2005:x:7
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    File URL: http://www.federalreserve.gov/events/conferences/if20051202/program.htm
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    Cited by:

    1. Michael T. Kiley & Jean-Philippe Laforte & Rochelle M. Edge, 2008. "The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic," 2008 Meeting Papers 990, Society for Economic Dynamics.
    2. repec:pri:cepsud:128sims is not listed on IDEAS
    3. Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
    4. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2010. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 720-754.
    5. Guillermo J. Escudé (ed.), 2008. "ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 05, December.
    6. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
    7. Michael Kiley & Jean-Philippe Laforte & Rochelle Edge, 2009. "Investment Shocks and the Business Cycle: The View from a Policy-Oriented DSGE model," 2009 Meeting Papers 148, Society for Economic Dynamics.
    8. Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.
    9. Jean-Stephane Mesonnier, 2011. "The forecasting power of real interest rate gaps: an assessment for the Euro area," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 153-172.
    10. Matthew Canzoneri, 2007. "Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models," Money Macro and Finance (MMF) Research Group Conference 2006 165, Money Macro and Finance Research Group.
    11. Kiley, Michael T., 2013. "Output gaps," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 1-18.
    12. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
    13. Michael T. Kiley, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 53.
    14. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.

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    Keywords

    Monetary policy ; Econometric models;

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