S. Boragan Aruoba
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
NBER Working Papers
17421, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
Mentioned in:
- Better GDP estimates
by Economic Logician in Economic Logic on 2011-10-12 19:28:00
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
PIER Working Paper Archive
10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers 10-5, Federal Reserve Bank of Philadelphia.
Mentioned in:
- Nowcasting: recession ended in July 2009
by Economic Logician in Economic Logic on 2010-02-10 21:19:00
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Mentioned in:
- Is the economy growing? Depends on how you measure it : GDP vs. GDI
by ? in FRED blog on 2022-09-01 13:00:00
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive 14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (REStud 2018) in ReplicationWiki ()
- S. Boragan Aruoba & Frank Schorfheide, 2011.
"Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
Mentioned in:
Working papers
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
Cited by:
- Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
- Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
IMES Discussion Paper Series
20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," Working Papers 2021-02, Joint Research Centre, European Commission.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Guido Ascari & Sophocles Mavroeidis, 2020.
"The unbearable lightness of equilibria in a low interest rate environment,"
Papers
2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Ascari, Guido & Mavroeidis, Sophocles, 2022. "The unbearable lightness of equilibria in a low interest rate environment," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
CREATES Research Papers
2021-08, Department of Economics and Business Economics, Aarhus University.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 19 Nov 2021.
- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," Working Papers 2021-03, Joint Research Centre, European Commission.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," Working Papers 2021-08, Joint Research Centre, European Commission.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.
- Boragan Aruoba & Andrés Fernández & Daniel Guzmán & Ernesto Pastén & Felipe Saffie, 2021.
"Monetary Policy Surprises in Chile: Measurement & Real Effects,"
Working Papers Central Bank of Chile
921, Central Bank of Chile.
Cited by:
- Felipe Beltrán & David Coble, 2023. "Monetary Policy Surprises on the Banking Sector: the Role of the Information and Pure Monetary Shocks," Working Papers Central Bank of Chile 979, Central Bank of Chile.
- Acosta-Henao, Miguel & Pratap, Sangeeta & Taboada, Manuel, 2023.
"Four facts about relationship lending: The case of Chile 2012-2019,"
Journal of Corporate Finance, Elsevier, vol. 80(C).
- Miguel Acosta-Henao & Sangeeta Pratap & Manuel Taboada, 2022. "Four facts about relationship lending: The case of Chile 2012-2019," Working Papers Central Bank of Chile 956, Central Bank of Chile.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021.
"SVARs With Occasionally-Binding Constraints,"
NBER Working Papers
28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.
Cited by:
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Guido Ascari & Sophocles Mavroeidis, 2020.
"The unbearable lightness of equilibria in a low interest rate environment,"
Papers
2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Ascari, Guido & Mavroeidis, Sophocles, 2022. "The unbearable lightness of equilibria in a low interest rate environment," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Stefania D'Amico & Thomas B. King, 2015.
"What Does Anticipated Monetary Policy Do?,"
Working Paper Series
WP-2015-10, Federal Reserve Bank of Chicago.
- D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022.
"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework,"
FRB Atlanta Working Paper
2022-5, Federal Reserve Bank of Atlanta.
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series 2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
- Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
International Finance Discussion Papers
1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
Cited by:
- Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
- Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
IMES Discussion Paper Series
20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," Working Papers 2021-02, Joint Research Centre, European Commission.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Enrique Mendoza & Sergio Villalvazo, 2020.
"FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
- Enrique G. Mendoza & Sergio Villalvazo, 2019. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers 26310, National Bureau of Economic Research, Inc.
- Enrique Mendoza & Sergio Villalvazo, 2020. "Code and data files for "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints"," Computer Codes 19-424, Review of Economic Dynamics.
- Guido Ascari & Sophocles Mavroeidis, 2020.
"The unbearable lightness of equilibria in a low interest rate environment,"
Papers
2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Ascari, Guido & Mavroeidis, Sophocles, 2022. "The unbearable lightness of equilibria in a low interest rate environment," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
CREATES Research Papers
2021-08, Department of Economics and Business Economics, Aarhus University.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 19 Nov 2021.
- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," Working Papers 2021-03, Joint Research Centre, European Commission.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," Working Papers 2021-08, Joint Research Centre, European Commission.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.
- S. Boragan Aruoba & Ronel Elul & Ṣebnem Kalemli-Özcan, 2019.
"How Big is the Wealth Effect? Decomposing the Response of Consumption to House Prices,"
Working Papers
19-6, Federal Reserve Bank of Philadelphia.
Cited by:
- Guinea, Laurentiu & Puch, Luis A. & Ruiz, Jesús, 2022.
"News-driven housing booms: Spain vs. Germany,"
UC3M Working papers. Economics
35430, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019. "News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE 2019-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Guinea, Laurentiu & Puch, Luis A. & Ruiz, Jesús, 2022.
"News-driven housing booms: Spain vs. Germany,"
UC3M Working papers. Economics
35430, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- S. Boragan Aruoba, 2016.
"Term structures of inflation expectations and real interest rates,"
Working Papers
16-9, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba, 2020. "Term Structures of Inflation Expectations and Real Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 542-553, July.
Cited by:
- Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
- Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Aruoba, S. Borağan, 2021. "Institutions, tax evasion, and optimal policy," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 212-229.
- Gerlach, Stefan & Stuart, Rebecca, 2020. "What drives the FOMC’s dot plots?," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Kapetanios, George & Maule, Becky & Young, Garry, 2016. "A new summary measure of inflation expectations," Economics Letters, Elsevier, vol. 149(C), pages 83-85.
- Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022. "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-17, December.
- NAKAJIMA, Jouchi, 2023. "Estimating trend inflation in a regime-switching Phillips curve," Discussion Paper Series 750, Institute of Economic Research, Hitotsubashi University.
- Michelle Lewis & C. John McDermott, 2016.
"New Zealand's experience with changing its inflation target and the impact on inflation expectations,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
- Michelle Lewis & Dr John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," Reserve Bank of New Zealand Discussion Paper Series DP2016/07, Reserve Bank of New Zealand.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"What is the Predictive Value of SPF Point and Density Forecasts?,"
Working Papers
22-37, Federal Reserve Bank of Cleveland.
- Ganics, Gergely & Mertens, Elmar & Clark, Todd E., 2023. "What Is the Predictive Value of SPF Point and Density Forecasts?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277622, Verein für Socialpolitik / German Economic Association.
- Randal J. Verbrugge & Saeed Zaman, 2021. "Whose Inflation Expectations Best Predict Inflation?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(19), pages 1-7, October.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36, Federal Reserve Bank of Cleveland.
- Carola Binder & Wesley Janson & Randal Verbrugge, 2023. "Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 559-576, March.
- Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
- Halberstadt, Arne & Krippner, Leo, 2016. "The effect of conventional and unconventional euro area monetary policy on macroeconomic variables," Discussion Papers 49/2016, Deutsche Bundesbank.
- McNeil, James, 2023.
"Monetary policy and the term structure of inflation expectations with information frictions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
- Kevin J. Lansing, 2019.
"Endogenous Forecast Switching Near the Zero Lower Bound,"
Working Paper Series
2017-24, Federal Reserve Bank of San Francisco.
- Lansing, Kevin J., 2021. "Endogenous forecast switching near the zero lower bound," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
- Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018.
"A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
- Joshua C. C. Chan & Todd E. Clark & Gary Koop, 2015. "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series) 1520, Federal Reserve Bank of Cleveland.
- Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
- Andrew B. Martinez, 2020. "Extracting Information from Different Expectations," Working Papers 2020-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Carola Binder & Tucker S. Mcelroy & Xuguang S. Sheng, 2022. "The Term Structure of Uncertainty: New Evidence from Survey Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 39-71, February.
- You, Zhongyuan & Goodwin, Barry K. & Guney, Selin, 2023. "A semi-parametric study on dynamic linkages among international real interest rates," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 215-229.
- S. Borağan Aruoba & Allan Drazen & Razvan Vlaicu, 2015.
"A Structural Model of Electoral Accountability,"
NBER Working Papers
21151, National Bureau of Economic Research, Inc.
- S. Borağan Aruoba & Allan Drazen & Razvan Vlaicu, 2019. "A Structural Model Of Electoral Accountability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 517-545, May.
- Drazen, Allan & Aruoba, Boragan & Vlaicu, Razvan, 2016. "A Structural Model of Electoral Accountability," CEPR Discussion Papers 11331, C.E.P.R. Discussion Papers.
Cited by:
- Raveh, Ohad & Tsur, Yacov, 2020. "Reelection, growth and public debt," European Journal of Political Economy, Elsevier, vol. 63(C).
- Bonfiglioli, Alessandra & Gancia, Gino, 2015.
"Economic Uncertainty and Structural Reforms,"
CEPR Discussion Papers
10937, C.E.P.R. Discussion Papers.
- Alessandra Bonfiglioli & Gino Gancia, 2015. "Economic uncertainty and structural reforms," Economics Working Papers 1494, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2018.
- Alessandra Bonfiglioli & Gino Gancia, 2018. "Economic Uncertainty and Structural Reforms," Working Papers 877, Queen Mary University of London, School of Economics and Finance.
- Alessandra Bonfiglioli & Gino Gancia, 2015. "Economic Uncertainty and Structural Reforms," Working Papers 847, Barcelona School of Economics.
- Tricaud, Clemence & Chauvin, Juan Pablo, 2023.
"Gender and Electoral Incentives: Evidence from Crisis Response,"
CEPR Discussion Papers
17904, C.E.P.R. Discussion Papers.
- Chauvin, Juan Pablo & Tricaud, Clemence, 2022. "Gender and Electoral Incentives: Evidence from Crisis Response," IDB Publications (Working Papers) 12411, Inter-American Development Bank.
- Raveh, Ohad & Tsur, Yacov, 2020. "Resource windfalls and public debt: A political economy perspective," European Economic Review, Elsevier, vol. 123(C).
- Ohad Raveh & Yacov Tsur, 2018. "Resource Windfalls and Public Debt: The Role of Political Myopia," OxCarre Working Papers 205, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Vlaicu, Razvan & Whalley, Alexander, 2016. "Hierarchical accountability in government," Journal of Public Economics, Elsevier, vol. 134(C), pages 85-99.
- Eric Avis & Claudio Ferraz & Frederico Finan, 2016.
"Do Government Audits Reduce Corruption: Estimating the Impacts of Exposing Corrupt Politicians,"
Working Papers
id:11148, eSocialSciences.
- Eric Avis & Claudio Ferraz & Frederico Finan, 2016. "Do Government Audits Reduce Corruption? Estimating the Impacts of Exposing Corrupt Politicians," NBER Working Papers 22443, National Bureau of Economic Research, Inc.
- Eric Avis & Claudio Ferraz & Frederico Finan, 2018. "Do Government Audits Reduce Corruption? Estimating the Impacts of Exposing Corrupt Politicians," Journal of Political Economy, University of Chicago Press, vol. 126(5), pages 1912-1964.
- Eric Avis & Claudio Ferraz & Frederico Finan, 2016. "Do Government Audits Reduce Corruption? Estimating the Impacts of Exposing Corrupt Politicians," Textos para discussão 652, Department of Economics PUC-Rio (Brazil).
- Ohad Raveh & Yacov Tsur, 2017. "Political Myopia, Public Debt," OxCarre Working Papers 200, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- S. Boragan Aruoba, 2014.
"Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy,"
Staff Report
502, Federal Reserve Bank of Minneapolis.
Cited by:
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Dimitris Kenourgios & Stephanos Papadamou & Dimitrios Dimitriou & Constantin Zopounidis, 2020.
"Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts,"
Post-Print
hal-02880071, HAL.
- Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios & Zopounidis, Constantin, 2020. "Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021.
"Unconventional monetary policy and inflation expectations in the Euro area,"
Economic Modelling, Elsevier, vol. 102(C).
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2020. "Unconventional monetary policy and inflation expectations in the euro area," Ruhr Economic Papers 837, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Michelle Lewis & C. John McDermott, 2016.
"New Zealand's experience with changing its inflation target and the impact on inflation expectations,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
- Michelle Lewis & Dr John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," Reserve Bank of New Zealand Discussion Paper Series DP2016/07, Reserve Bank of New Zealand.
- Michelle Lewis, 2016. "Inflation expectations curve: a tool for monitoring inflation expectations," Reserve Bank of New Zealand Analytical Notes series AN2016/01, Reserve Bank of New Zealand.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Jesús Fernández-Villaverde, 2014.
"A Comparison of Programming Languages in Economics,"
NBER Working Papers
20263, National Bureau of Economic Research, Inc.
Cited by:
- Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, January.
- Paulo Garrido & Pedro Campos & André Dias, 2015. "Balance Sheet Analysis Of Credit And Debt Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-18, August.
- Gintaras Palubeckis, 2020. "An Approach Integrating Simulated Annealing and Variable Neighborhood Search for the Bidirectional Loop Layout Problem," Mathematics, MDPI, vol. 9(1), pages 1-30, December.
- Thomas Kirschstein & Christian Bierwirth, 2018. "The selective Traveling Salesman Problem with emission allocation rules," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(1), pages 97-124, January.
- S. Boragan Aruoba & Frank Schorfheide, 2013.
"Macroeconomic dynamics near the ZLB: a tale of two equilibria,"
Working Papers
13-29, Federal Reserve Bank of Philadelphia.
Cited by:
- Campbell Leith & Ding Liu, 2014.
"The inflation bias under Calvo and Rotemberg pricing,"
Working Papers
2014_06, Business School - Economics, University of Glasgow.
- Leith, Campbell & Liu, Ding, 2016. "The inflation bias under Calvo and Rotemberg pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 283-297.
- Leith, Campbell & Liu, Ding, 2014. "The Inflation Bias under Calvo and Rotemberg Pricing," SIRE Discussion Papers 2014-026, Scottish Institute for Research in Economics (SIRE).
- Gilles Dufrénot & Guillaume A. Khayat, 2017.
"Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation,"
Post-Print
hal-01590000, HAL.
- Dufrénot, Gilles & Khayat, Guillaume A., 2017. "Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1175-1188, July.
- Ngo, Phuong V., 2021. "Fiscal Multipliers At The Zero Lower Bound: The Role Of Government Spending Persistence," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 970-997, June.
- Bernard Dumas & Marcel R. Savioz, 2020.
"A theory of the nominal character of stock securities,"
Working Papers
2020-03, Swiss National Bank.
- Bernard Dumas & Marcel Savioz, 2020. "A Theory of the Nominal Character of Stock Securities," NBER Working Papers 28186, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Savioz, Marcel René, 2020. "A Theory of the Nominal Character of Stock Securities," CEPR Discussion Papers 15507, C.E.P.R. Discussion Papers.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015.
"Envelope Condition Method with an Application to Default Risk Models,"
2015 Meeting Papers
1239, Society for Economic Dynamics.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015.
"Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing,"
LEM Papers Series
2015/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," Sciences Po publications info:hdl:2441/2d0r8783s48, Sciences Po.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," SciencePo Working papers Main hal-03455367, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing," GREDEG Working Papers 2015-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," Sciences Po publications 2015-25, Sciences Po.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," Post-Print hal-03455367, HAL.
- Napoletano, Mauro & Roventini, Andrea & Gaffard, Jean Luc, 2017. "Time-varying fiscal multipliers in an agent-based model with credit rationing," Economics Discussion Papers 2017-112, Kiel Institute for the World Economy (IfW Kiel).
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," Working Papers hal-03571148, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," SciencePo Working papers Main hal-03571148, HAL.
- Howard Kung & Gonzalo Morales & Francesco Bianchi, 2015. "Monetary/Fiscal Policy Mix and Asset Prices," 2015 Meeting Papers 1224, Society for Economic Dynamics.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Yasuo Hirose & Atsushi Inoue, 2013.
"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model,"
TERG Discussion Papers
308, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers 2013-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Atsushi Inoue, 2016. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 630-651, June.
- Yasuo Hirose & Atsushi Inoue, 2014. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series 14-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," DSSR Discussion Papers 14, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2014. "The zero lower bound and parameter bias in an estimated DSGE model," Vanderbilt University Department of Economics Working Papers 14-00009, Vanderbilt University Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers 1306, Southern Methodist University, Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," UTokyo Price Project Working Paper Series 012, University of Tokyo, Graduate School of Economics.
- De Grauwe, Paul & Ji, Yuemei, 2016.
"Inflation Targets And The Zero Lower Bound In A Behavioral Macroeconomic Model,"
CEPR Discussion Papers
11320, C.E.P.R. Discussion Papers.
- De Grauwe, Paul & Ji, Yuemei, 2019. "Inflation targets and the zero lower bound in a behavioural macroeconomic model," LSE Research Online Documents on Economics 80271, London School of Economics and Political Science, LSE Library.
- Paul De Grauwe & Yuemei Ji, 2019. "Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model," Economica, London School of Economics and Political Science, vol. 86(342), pages 262-299, April.
- Julien Albertini & Hong Lan, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers SFB649DP2016-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Francesco Bianchi & Leonardo Melosi, 2013.
"Escaping the Great Recession,"
Working Papers
13-19, Duke University, Department of Economics.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," Working Paper Series WP-2014-17, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2016. "Escaping the Great Recession," Working Paper Series WP-2016-16, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," NBER Working Papers 20238, National Bureau of Economic Research, Inc.
- Leonardo Melosi & Francesco Bianchi, 2013. "Escaping the Great Recession," 2013 Meeting Papers 203, Society for Economic Dynamics.
- Leonardo Melosi & Francesco Bianchi, 2015. "Escaping the Great recession," 2015 Meeting Papers 1035, Society for Economic Dynamics.
- Bianchi, Francesco & Melosi, Leonardo, 2013. "Escaping the Great Recession," CEPR Discussion Papers 9643, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Leonardo Melosi, 2017. "Escaping the Great Recession," American Economic Review, American Economic Association, vol. 107(4), pages 1030-1058, April.
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
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630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Jean Barthélemy & Eric Mengus, 2016.
"The Signaling Effect of Raising Inflation,"
Sciences Po Economics Discussion Papers
2016-06, Sciences Po Departement of Economics.
- Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Sciences Po publications 2016-06, Sciences Po.
- Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," SciencePo Working papers hal-03471880, HAL.
- Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," SciencePo Working papers Main hal-03471880, HAL.
- Barthélemy, Jean & Mengus, Eric, 2018. "The signaling effect of raising inflation," Journal of Economic Theory, Elsevier, vol. 178(C), pages 488-516.
- Eric Mengus & Jean Barthelemy, 2016. "The signaling effect of raising inflation," 2016 Meeting Papers 1190, Society for Economic Dynamics.
- Jean Barthélémy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Working Papers hal-01985390, HAL.
- Mengus, Eric & Barthelemy, Jean, 2016. "The Signaling Effect of Raising Inflation," HEC Research Papers Series 1162, HEC Paris, revised 09 Jan 2017.
- Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Working Papers hal-03471880, HAL.
- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013.
"Global Dynamics at the Zero Lower Bound,"
2013 Meeting Papers
839, Society for Economic Dynamics.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global dynamics at the zero lower bound," Working Papers 2013-007, Federal Reserve Bank of St. Louis.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
- Gilles Dufrénot & Anwar Khayat, 2014.
"Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation,"
AMSE Working Papers
1408, Aix-Marseille School of Economics, France, revised Jan 2014.
- Gilles Dufrénot & Anwar Khayat, 2014. "Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation," Working Papers halshs-00973504, HAL.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The Zero Lower Bound: Frequency, Duration, and Determinacy,"
Auburn Economics Working Paper Series
auwp2013-16, Department of Economics, Auburn University.
- Richter Alexander W. & Throckmorton Nathaniel A., 2015. "The zero lower bound: frequency, duration, and numerical convergence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 1-26, January.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "The Zero Lower Bound: Frequency, Duration, and Numerical Convergence," Auburn Economics Working Paper Series auwp2014-09, Department of Economics, Auburn University.
- Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014.
"Accuracy, Speed and Robustness of Policy Function Iteration,"
Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
- Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Auburn Economics Working Paper Series auwp2014-08, Department of Economics, Auburn University.
- Hirose, Yasuo, 2020.
"An Estimated Dsge Model With A Deflation Steady State,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1151-1185, July.
- Yasuo Hirose, 2014. "An Estimated DSGE Model with a Deflation Steady State," CAMA Working Papers 2014-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose, 2018. "An Estimated DSGE Model with a Deflation Steady State," Keio-IES Discussion Paper Series 2018-014, Institute for Economics Studies, Keio University.
- Yasuo Hirose, 2014. "An Estimated DSGE Model with a Deflation Steady State," UTokyo Price Project Working Paper Series 025, University of Tokyo, Graduate School of Economics.
- Luigi Bocola, 2015.
"The Pass-Through of Sovereign Risk,"
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722, Federal Reserve Bank of Minneapolis.
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"The perils of nominal targets,"
Working Papers
14-2, Federal Reserve Bank of Philadelphia.
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"Sigma Point Filters For Dynamic Nonlinear Regime Switching Models,"
Working Papers
No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"What drives the short-run costs of fiscal consolidation? Evidence from OECD countries,"
BIS Working Papers
553, Bank for International Settlements.
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"The zero lower bound, the dual mandate, and unconventional dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 14-38.
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"Why are real interest rates so low?,"
2016 Meeting Papers
1581, Society for Economic Dynamics.
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- Mitsuru Katagiri, 2016. "Forward Guidance as a Monetary Policy Rule," Bank of Japan Working Paper Series 16-E-6, Bank of Japan.
- Roc Armenter, 2014. "The Perils of Nominal Targets," 2014 Meeting Papers 428, Society for Economic Dynamics.
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"Does Calvo Meet Rotemberg at the Zero Lower Bound?,"
2015 Meeting Papers
602, Society for Economic Dynamics.
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"Behavioural economics is useful also in macroeconomics : the role of animal spirits,"
LSE Research Online Documents on Economics
87286, London School of Economics and Political Science, LSE Library.
- Paul Grauwe & Yuemei Ji, 2018. "Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 203-216, June.
- James Morley, 2016. "Macro-Finance Linkages," Journal of Economic Surveys, Wiley Blackwell, vol. 30(4), pages 698-711, September.
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- Mathieu Boullot, 2017. "Secular Stagnation, Liquidity Trap and Rational Asset Price Bubbles," Working Papers halshs-01295012, HAL.
- Sohei Kaihatsu & Koichiro Kamada & Mitsuru Katagiri, 2016. "Theoretical Foundations for Quantitative Easing," IMES Discussion Paper Series 16-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Valerie A. Ramey & Sarah Zubairy, 2018.
"Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data,"
Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 850-901.
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"The zero lower bound on the interest rate and a Neo-Classical Phillips curve,"
Working Paper
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"The inflation bias under Calvo and Rotemberg pricing,"
Working Papers
2014_06, Business School - Economics, University of Glasgow.
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"Improving GDP Measurement: A Measurement-Error Perspective,"
NBER Working Papers
18954, National Bureau of Economic Research, Inc.
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- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
- Reinelt, Timo & Meier, Matthias, 2020.
"Monetary policy, markup dispersion, and aggregate TFP,"
Working Paper Series
2427, European Central Bank.
- Matthias Meier & Timo Reinelt, 2020. "Monetary Policy,Markup Dispersion, and Aggregate TFP," CRC TR 224 Discussion Paper Series crctr224_2020_161, University of Bonn and University of Mannheim, Germany.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020.
"Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach,"
Papers
2003.14276, arXiv.org, revised Aug 2020.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021. "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Arabinda Basistha, 2023. "Estimation of short‐run predictive factor for US growth using state employment data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 34-50, January.
- Eduardo Rossi & Paolo Santucci de Magistris, 2014.
"Indirect inference with time series observed with error,"
CREATES Research Papers
2014-57, Department of Economics and Business Economics, Aarhus University.
- Eduardo Rossi & Paolo Santucci de Magistris, 2018. "Indirect inference with time series observed with error," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
- John C. Williams, 2015. "Data is the new black: monetary policy by the numbers," Speech 140, Federal Reserve Bank of San Francisco.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019.
"Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data,"
NBER Working Papers
26033, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
- Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
- Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018.
"Uncertain kingdom: nowcasting GDP and its revisions,"
LSE Research Online Documents on Economics
90382, London School of Economics and Political Science, LSE Library.
- Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
- Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
- Ana Beatriz Galvão & James Mitchell, 2023.
"Real‐Time Perceptions of Historical GDP Data Uncertainty,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 457-481, June.
- Galvao, Ana Beatriz & Mitchell, James, 2020. "Real-Time Perceptions of Historical GDP Data Uncertainty," EMF Research Papers 35, Economic Modelling and Forecasting Group.
- Nalewaik, Jeremy & Pinto, Eugénio, 2015. "The response of capital goods shipments to demand over the business cycle," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 62-80.
- Ben Zeev, Nadav & Pappa, Evi, 2015. "Multipliers of unexpected increases in defense spending: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 205-226.
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- John C. Williams, 2015.
"The recovery’s final frontier?,"
Speech
150, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," Speech 141, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
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- John C. Williams, 2015. "Looking forward: the path for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022.
"Reconciled Estimates of Monthly GDP in the US,"
Working Papers
22-01, Federal Reserve Bank of Cleveland.
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- James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon, 2020. "Reconciled Estimates of Monthly GDP in the US," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-16, Economic Statistics Centre of Excellence (ESCoE).
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- Wankeun Oh & Jonghyun Yoo, 2020. "Long-Term Increases and Recent Slowdowns of CO 2 Emissions in Korea," Sustainability, MDPI, vol. 12(17), pages 1-13, August.
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- Peter A.G. van Bergeijk, 2017. "Making Data Measurement Errors Transparent: The Case of the IMF," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 18(3), pages 133-154, July.
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"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
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- Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.
- Tom Stark, 2014. "Real-time performance of GDPplus and alternative model-based measures of GDP: 2005—2014," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Nov.
- Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino, 2022. "Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 42-62, January.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
- Sentana, Enrique & Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele, 2022.
"GDP Solera: The Ideal Vintage Mix,"
CEPR Discussion Papers
17196, C.E.P.R. Discussion Papers.
- Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022. "GDP Solera: The Ideal Vintage Mix," Staff Reports 1027, Federal Reserve Bank of New York.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
PIER Working Paper Archive
11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
- Jan-Benedict E. M. Steenkamp & Alberto Maydeu-Olivares, 2023. "Unrestricted factor analysis: A powerful alternative to confirmatory factor analysis," Journal of the Academy of Marketing Science, Springer, vol. 51(1), pages 86-113, January.
- van Bergeijk, P.A.G., 2017. "Measurement error of global production," ISS Working Papers - General Series 632, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
CEIS Research Paper
559, Tor Vergata University, CEIS, revised 15 Jun 2023.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," Papers 2305.06618, arXiv.org.
- Kurt Graden Lunsford, 2023. "The Discrepancy Between Expenditure- and Income-Side Estimates of US Output," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(01), pages 1-7, January.
- Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
- Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
- Prydz, Espen Beer & Jolliffe, Dean & Serajuddin, Umar, 2021. "Mind the Gap," GLO Discussion Paper Series 944, Global Labor Organization (GLO).
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021.
"Employment Reconciliation and Nowcasting,"
Working Papers
2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- J. Wang & John Fernald, 2016.
"Why Has the Cyclicality of Productivity Changed? What Does It Mean?,"
2016 Meeting Papers
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- John G. Fernald & J. Christina Wang, 2015. "Why has the cyclicality of productivity changed?: what does it mean?," Current Policy Perspectives 15-6, Federal Reserve Bank of Boston.
- John G. Fernald & J. Christina Wang, 2016. "Why Has the Cyclicality of Productivity Changed? What Does It Mean?," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 465-496, October.
- John G. Fernald & J. Christina Wang, 2016. "Why has the cyclicality of productivity changed? What does it mean?," Working Paper Series 2016-7, Federal Reserve Bank of San Francisco.
- Ammi, Mehdi & Arpin, Emmanuelle & Allin, Sara, 2021. "Interpreting forty-three-year trends of expenditures on public health in Canada: Long-run trends, temporal periods, and data differences," Health Policy, Elsevier, vol. 125(12), pages 1557-1564.
- Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
- Geng, Pei, 2022. "Estimation of functional-coefficient autoregressive models with measurement error," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
- Lee, Hangyu & Kim, Tae Bong, 2023. "The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy," Economic Modelling, Elsevier, vol. 118(C).
- Alifatussaadah, Ardiana & Primariesty, Anindya Diva & Soleh, Agus Mohamad & Andriansyah, Andriansyah, 2019. "Nowcasting Indonesia's GDP Growth: Are Fiscal Data Useful?," MPRA Paper 105252, University Library of Munich, Germany.
- Hu, Yingyao & Yao, Jiaxiong, 2022. "Illuminating economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 359-378.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
- Martín Almuzara & Dante Amengual & Enrique Sentana, 2019.
"Normality tests for latent variables,"
Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2017_1708, CEMFI.
- Víctor M. Guerrero & Juan A. Mendoza, 2019. "On measuring economic growth from outer space: a single country approach," Empirical Economics, Springer, vol. 57(3), pages 971-990, September.
- Gyurkovics, Éva & Takács, Tibor, 2022. "Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application," Applied Mathematics and Computation, Elsevier, vol. 420(C).
- John C. Williams, 2015. "Looking forward, forward looking: the path for monetary policy," Speech 138, Federal Reserve Bank of San Francisco.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
NBER Working Papers
19248, National Bureau of Economic Research, Inc.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive 14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Campbell Leith & Ding Liu, 2014.
"The inflation bias under Calvo and Rotemberg pricing,"
Working Papers
2014_06, Business School - Economics, University of Glasgow.
- Leith, Campbell & Liu, Ding, 2016. "The inflation bias under Calvo and Rotemberg pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 283-297.
- Leith, Campbell & Liu, Ding, 2014. "The Inflation Bias under Calvo and Rotemberg Pricing," SIRE Discussion Papers 2014-026, Scottish Institute for Research in Economics (SIRE).
- Ngo, Phuong V., 2021. "Fiscal Multipliers At The Zero Lower Bound: The Role Of Government Spending Persistence," Macroeconomic Dynamics, Cambridge University Press, vol. 25(4), pages 970-997, June.
- IIBOSHI Hirokuni, 2014.
"Monetary Policy Regime Shifts Under the Zero Lower Bound: An Application of a Stochastic Rational Expectations Equilibrium to a Markov Switching DSGE Model,"
ESRI Discussion paper series
312, Economic and Social Research Institute (ESRI).
- Iiboshi, Hirokuni, 2016. "Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model," Economic Modelling, Elsevier, vol. 52(PA), pages 186-205.
- Philip Coyle & Taisuke Nakata, 2019. "Optimal Inflation Target with Expectations-Driven Liquidity Traps," Finance and Economics Discussion Series 2019-036, Board of Governors of the Federal Reserve System (U.S.).
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018.
"The Zero Lower Bound and Estimation Accuracy,"
Working Papers
1804, Federal Reserve Bank of Dallas.
- 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.
- He Nie & Jordan Roulleau-Pasdeloup, 2022.
"Online Appendix to "The promises (and perils) of control-contingent forward guidance","
Online Appendices
21-153, Review of Economic Dynamics.
- He Nie & Jordan Roulleau-Pasdeloup, 2023. "The promises (and perils) of control-contingent forward guidance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 77-98, July.
- Robert Kollmann, 2021.
"Effects of Covid-19 on Euro area GDP and inflation: demand vs. supply disturbances,"
International Economics and Economic Policy, Springer, vol. 18(3), pages 475-492, July.
- Kollmann, Robert, 2021. "Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances," MPRA Paper 108285, University Library of Munich, Germany.
- Robert Kollmann, 2021. "Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances," Working Papers ECARES 2021-12, ULB -- Universite Libre de Bruxelles.
- Sanjay R. Singh & Pablo Cuba-Borda, 2019.
"Understanding Persistent Stagnation,"
Working Papers
329, University of California, Davis, Department of Economics.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2019. "Understanding Persistent Stagnation," International Finance Discussion Papers 1243, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
Working Papers
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2017 Meeting Papers
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"Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing,"
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"Monetary policy, rational confidence, and Neo‐Fisherian depressions,"
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"Monetary-Fiscal Interactions and the Euro Area's Malaise,"
CEPR Discussion Papers
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"Rational vs. irrational beliefs in a complex world,"
IMFS Working Paper Series
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"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model,"
TERG Discussion Papers
308, Graduate School of Economics and Management, Tohoku University.
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"Inflation Targets And The Zero Lower Bound In A Behavioral Macroeconomic Model,"
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"Animal spirits and fiscal policy,"
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"The Empirical Implications of the Interest-Rate Lower Bound,"
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"Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach,"
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"Liquidity Traps in a World Economy,"
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"Accuracy, Speed and Robustness of Policy Function Iteration,"
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"Quantitative Easing in Joseph's Egypt with Keynesian Producers,"
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- Martin M. Andreasen & Anders F. Kronborg, 2022. "The extended perturbation method: With applications to the New Keynesian model and the zero lower bound," Quantitative Economics, Econometric Society, vol. 13(3), pages 1171-1202, July.
- Tim Hursey & Alexander Wolman & Andreas Hornstein, 2014. "Monetary Policy and Global Equilibria in an Economy with Capital," 2014 Meeting Papers 733, Society for Economic Dynamics.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014. "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- Gauti B. Eggertsson & Sanjay R. Singh, 2016.
"Log-linear Approximation versus an Exact Solution at the ZLB in the New Keynesian Model,"
NBER Working Papers
22784, National Bureau of Economic Research, Inc.
- Eggertsson, Gauti B. & Singh, Sanjay R., 2019. "Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 21-43.
- Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).
- Florin O. Bilbiie, 2022.
"Neo-Fisherian Policies and Liquidity Traps,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 378-403, October.
- Bilbiie, Florin, 2018. "Neo-Fisherian Policies and Liquidity Traps," CEPR Discussion Papers 13334, C.E.P.R. Discussion Papers.
- Stephen Williamson, 2019.
"Neo-Fisherism and inflation control,"
Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 882-913, August.
- Stephen Williamson, 2019. "Neo‐Fisherism and inflation control," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 882-913, August.
- Takahashi, Yuta & Takayama, Naoki, 2022. "On the Relationship Between Interest Rate Policy & Debt Sustainability," Discussion Paper Series 731, Institute of Economic Research, Hitotsubashi University.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
- Julien Albertini & Arthur Poirier, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers SFB649DP2014-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
Cited by:
- Santaeulà lia-Llopis, Raül & Koh, Dongya, 2022.
"Countercyclical Elasticity of Substitution,"
CEPR Discussion Papers
17246, C.E.P.R. Discussion Papers.
- Dongya Koh & Raül Santaeulàlia-Llopis, 2017. "Countercyclical Elasticity of Substitution," Working Papers 946, Barcelona School of Economics.
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
- Jinill Kim & Francisco Ruge‐Murcia, 2019.
"Extreme Events And Optimal Monetary Policy,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 939-963, May.
- Jinill KIM & Francisco RUGE-MURCIA, 2016. "Extreme Events and Optimal Monetary Policy," Cahiers de recherche 09-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Francisco Ruge-Murcia & Jinill Kim, 2017. "Extreme Events and Optimal Monetary Policy," 2017 Meeting Papers 605, Society for Economic Dynamics.
- Jinill, Kim & Ruge-Murcia, Francisco, 2018. "Extreme events and optimal monetary policy," Bank of Finland Research Discussion Papers 4/2018, Bank of Finland.
- Sanjay R. Singh & Pablo Cuba-Borda, 2019.
"Understanding Persistent Stagnation,"
Working Papers
329, University of California, Davis, Department of Economics.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2019. "Understanding Persistent Stagnation," International Finance Discussion Papers 1243, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
Working Papers
346, University of California, Davis, Department of Economics.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2023. "Understanding Persistent ZLB: Theory and Assessment," Working Paper Series 2024-03, Federal Reserve Bank of San Francisco.
- Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016. "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 375-408.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020.
"Multimodality in Macro-Financial Dynamics,"
CEPR Discussion Papers
15088, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Giovanni Pellegrino, 2020.
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
Economics Working Papers
2020-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino, 2021. "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1106-1128, July.
- Giovanni Pellegrino, 2017. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Melbourne Institute Working Paper Series wp2017n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Pellegrino, 2015. "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers 0184, Dipartimento di Scienze Economiche "Marco Fanno".
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
- Lindé, Jesper & Trabandt, Mathias, 2017.
"Should We Use Linearized Models To Calculate Fiscal Multipliers?,"
Working Paper Series
350, Sveriges Riksbank (Central Bank of Sweden).
- Jesper Lindé & Mathias Trabandt, 2017. "Should We Use Linearised Models to Calculate Fiscal Multipliers?," European Economy - Discussion Papers 064, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jesper Lindé & Mathias Trabandt, 2018. "Should we use linearized models to calculate fiscal multipliers?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 937-965, November.
- Linde, Jesper & Trabandt, Mathias, 2017. "Should We Use Linearized Models To Calculate Fiscal Multipliers?," CEPR Discussion Papers 12533, C.E.P.R. Discussion Papers.
- Philippe Goulet Coulombe, 2020. "The Macroeconomy as a Random Forest," Papers 2006.12724, arXiv.org, revised Mar 2021.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
"Marco Fanno" Working Papers
0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers 2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Luigi Bocola, 2015.
"The Pass-Through of Sovereign Risk,"
Working Papers
722, Federal Reserve Bank of Minneapolis.
- Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
- Luigi Bocola, 2014. "The Pass-Through of Sovereign Risk," 2014 Meeting Papers 1286, Society for Economic Dynamics.
- Mineyama, Tomohide, 2022. "Revisiting the optimal inflation rate with downward nominal wage rigidity: The role of heterogeneity," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- James Morley & Irina B Panovska, 2016.
"Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?,"
Discussion Papers
2016-12, School of Economics, The University of New South Wales.
- Morley, James & Panovska, Irina B., 2020. "Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1403-1436, September.
- James Morley & Irina B Panovska, 2017. "Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?," Discussion Papers 2016-12A, School of Economics, The University of New South Wales.
- Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Yasuo Hirose & Takeki Sunakawa, 2019.
"Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound,"
The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 51-104, March.
- Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Springer, vol. 70(1), pages 51-104, March.
- Stefano Fasani, 2021. "On the Long-run Unemployment, Inflation, and Volatility," Working Papers 924, Queen Mary University of London, School of Economics and Finance.
- Loretta J. Mester, 2016. "Recent Inflation Developments and Challenges for Research and Monetary Policymaking : The 47th Konstanz Seminar on Monetary Theory and Monetary Policy, Insel Reichenau, Germany 5-12-2016," Speech 71, Federal Reserve Bank of Cleveland.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017.
"Estimating the real effects of uncertainty shocks at the Zero Lower Bound,"
European Economic Review, Elsevier, vol. 100(C), pages 257-272.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," Melbourne Institute Working Paper Series wp2017n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino, 2015. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0200, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series 6622, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0222, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the zero lower bound," Bank of Finland Research Discussion Papers 6/2017, Bank of Finland.
- Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
- Jean-François Rouillard, 2017. "Credit Crunch and Downward Nominal Wage Rigidities," Cahiers de recherche 17-05, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Apr 2019.
- Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Iwasaki, Yuto & Muto, Ichiro & Shintani, Mototsugu, 2021.
"Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model,"
European Economic Review, Elsevier, vol. 132(C).
- Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018. "Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model," IMES Discussion Paper Series 18-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018. "Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment," Bank of Japan Research Laboratory Series 18-E-3, Bank of Japan.
- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Leland E. Farmer, 2021. "The discretization filter: A simple way to estimate nonlinear state space models," Quantitative Economics, Econometric Society, vol. 12(1), pages 41-76, January.
- Filippo Ippolito & Alessandro Villa, 2022. "Levered Returns and Capital Structure Imbalances," Working Paper Series WP 2022-42, Federal Reserve Bank of Chicago.
- Gorodnichenko, Yuriy & Ng, Serena, 2017.
"Level and volatility factors in macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 91(C), pages 52-68.
- Yuriy Gorodnichenko & Serena Ng, 2017. "Level and Volatility Factors in Macroeconomic Data," NBER Working Papers 23672, National Bureau of Economic Research, Inc.
- James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.
- Gasteiger, Emanuel & Grimaud, Alex, 2023.
"Price setting frequency and the Phillips curve,"
European Economic Review, Elsevier, vol. 158(C).
- Gasteiger, Emanuel & Grimaud, Alex, 2020. "Price setting frequency and the Phillips Curve," ECON WPS - Working Papers in Economic Theory and Policy 03/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
- S. Boragan Aruoba & Morris A. Davis & Randall Wright, 2012.
"Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes,"
NBER Working Papers
18276, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Morris Davis & Randall Wright, 2016. "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 105-124, July.
Cited by:
- Uras, R.B. & Elgin, C., 2014.
"Homeownership, Informality and the Transmission of Monetary Policy,"
Discussion Paper
2014-045, Tilburg University, Center for Economic Research.
- Elgin, Ceyhun & Uras, Burak R., 2014. "Homeownership, informality and the transmission of monetary policy," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 160-168.
- Elgin, C. & Uras, Burak, 2014. "Homeownership, informality and the transmission of monetary policy," Other publications TiSEM 70ece9d7-76fb-4eb2-8c98-3, Tilburg University, School of Economics and Management.
- Uras, R.B. & Elgin, C., 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Other publications TiSEM 8e4ba433-9a16-4e06-8227-c, Tilburg University, School of Economics and Management.
- Elgin, C. & Uras, R.B., 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Other publications TiSEM c636852b-7e43-48e3-87ee-1, Tilburg University, School of Economics and Management.
- Ceyhun Elgin & Burak R. Uras, 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Working Papers 2014/09, Bogazici University, Department of Economics.
- Ngai, L. Rachel & Sheedy, Kevin D., 2023.
"The Ins and Outs of Selling Houses: Understanding Housing-Market Volatility,"
IZA Discussion Papers
16603, Institute of Labor Economics (IZA).
- Ngai, Liwa Rachel & Sheedy, Kevin, 2020. "The Ins and Outs of Selling Houses: Understanding Housing Market Volatility," CEPR Discussion Papers 14331, C.E.P.R. Discussion Papers.
- L. Rachel Ngai & Kevin D. Sheedy, 2022. "The Ins and Outs of Selling Houses: Understanding Housing-Market Volatility," Discussion Papers 2213, Centre for Macroeconomics (CFM).
- Ngai, L. Rachel & Sheedy, Kevin D., 2024. "The ins and outs of selling houses: understanding housing-market volatility," LSE Research Online Documents on Economics 121451, London School of Economics and Political Science, LSE Library.
- James B. Bullard, 2014.
"The rise and fall of labor force participation in the U.S,"
Speech
227, Federal Reserve Bank of St. Louis.
- James B. Bullard, 2014. "The rise and fall of labor force participation in the U.S," The Regional Economist, Federal Reserve Bank of St. Louis, April.
- Ying Feng & David Lagakos & James E. Rauch, 2018.
"Unemployment and Development,"
Working Papers
2018-083, Human Capital and Economic Opportunity Working Group.
- Ying Feng & David Lagakos & James E. Rauch, 2018. "Unemployment and Development," CESifo Working Paper Series 7311, CESifo.
- Ying Feng & David Lagakos & James Rauch, 2018. "Unemployment and Development," 2018 Meeting Papers 289, Society for Economic Dynamics.
- Ying Feng & David Lagakos & James E. Rauch, 2018. "Unemployment and Development," NBER Working Papers 25171, National Bureau of Economic Research, Inc.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013.
"Mortgages and Monetary Policy,"
Discussion Papers
1306, Centre for Macroeconomics (CFM), revised May 2016.
- Roman Sustek & Finn Kydland & Carlos Garriga, 2015. "Mortgages and Monetary Policy," 2015 Meeting Papers 500, Society for Economic Dynamics.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and monetary policy," Working Papers 2013-37, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2015. "Mortgages and Monetary Policy," Working Papers 751, Queen Mary University of London, School of Economics and Finance.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2015. "Mortgages and Monetary Policy," Working Papers 2015-33, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2017. "Mortgages and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3337-3375.
- Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2013. "Mortgages and monetary policy," LSE Research Online Documents on Economics 58248, London School of Economics and Political Science, LSE Library.
- Carlos Garriga & Finn E. Kydland & Roman Sustek, 2013. "Mortgages and Monetary Policy," NBER Working Papers 19744, National Bureau of Economic Research, Inc.
- Antonio Diez de los Rios, 2022.
"A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 581-625, February.
- Antonio Diez de los Rios, 2020. "A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation," Staff Working Papers 20-50, Bank of Canada.
- Koka, Katerina, 2014.
"Inflation effects on capital accumulation in a model with residential and non-residential assets,"
MPRA Paper
113392, University Library of Munich, Germany.
- Koka Katerina, 2014. "Inflation effects on capital accumulation in a model with residential and non-residential assets," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-28, January.
- Hotchkiss, Julie L. & Moore, Robert E. & Rios-Avila, Fernando, 2020. "Cost of policy choices: A microsimulation analysis of the impact on family welfare of unemployment and price changes," Journal of Macroeconomics, Elsevier, vol. 63(C).
- Julie L. Hotchkiss & Robert E. Moore & Fernando Rios-Avila, 2017. "Family Welfare and the Cost of Unemployment," FRB Atlanta Working Paper 2017-7, Federal Reserve Bank of Atlanta.
- Yu Zhu & Randall Wright & Chao He, 2013.
"Housing and Liquidity,"
2013 Meeting Papers
168, Society for Economic Dynamics.
- Chao He & Randall Wright & Yu Zhu, 2015. "Housing and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 435-455, July.
- Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.
- Arman Mansoorian & Leo Michelis, 2016. "Measuring the contribution of durable goods to the welfare cost of inflation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(2), pages 815-833, May.
- Benjamin Bridgman, 2013.
"Home Productivity,"
BEA Working Papers
0091, Bureau of Economic Analysis.
- Bridgman, Benjamin, 2016. "Home productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 60-76.
- Venky Venkateswaran & Randall Wright, 2013.
"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270,
National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
- Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
- Stefano Gnocchi & Daniela Hauser & Evi Pappa, 2014.
"Housework and Fiscal Expansions,"
Staff Working Papers
14-34, Bank of Canada.
- Gnocchi, Stefano & Hauser, Daniela & Pappa, Evi, 2016. "Housework and fiscal expansions," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 94-108.
- James B. Bullard, 2014. "The rise and fall of labor force participation in the United States," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 1-12.
- S. Boragan Aruoba & Cagri Sarikaya, 2012.
"Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi,"
Working Papers
1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz, 2014.
"A Quest for Leading Indicators of the Turkish Unemployment Rate,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(1), pages 23-45.
- H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz, 2013. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Working Papers 1341, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz, 2014.
"A Quest for Leading Indicators of the Turkish Unemployment Rate,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(1), pages 23-45.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
NBER Working Papers
17421, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
Cited by:
- Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019.
"Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data,"
NBER Working Papers
26033, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
- Diebold, Francis X. & Shin, Minchul, 2019.
"Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- James Bishop & Troy Gill & David Lancaster, 2013. "GDP Revisions: Measurement and Implications," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 11-22, March.
- Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013.
"Improving GDP measurement: a measurement-error perspective,"
Working Papers
13-16, Federal Reserve Bank of Philadelphia.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016. "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- Tom Stark, 2014. "Real-time performance of GDPplus and alternative model-based measures of GDP: 2005—2014," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Nov.
- Marius Cristian Acatrinei, 2020. "Financial stability indicator for non-banking markets," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 3-9, November.
- Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
NBER Working Papers
15657, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive 10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers 10-5, Federal Reserve Bank of Philadelphia.
Cited by:
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Nicholas Taylor, 2014. "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, vol. 46(1), pages 145-174, February.
- Jonas Krampe & Luca Margaritella, 2021. "Factor Models with Sparse VAR Idiosyncratic Components," Papers 2112.07149, arXiv.org, revised May 2022.
- Serena Ng & Jonathan H. Wright, 2013.
"Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling,"
NBER Working Papers
19469, National Bureau of Economic Research, Inc.
- Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
- Jaime Martínez-Martín & Elena Rusticelli, 2020.
"Keeping track of global trade in real time,"
Working Papers
2019, Banco de España.
- Martínez-Martín, Jaime & Rusticelli, Elena, 2021. "Keeping track of global trade in real time," International Journal of Forecasting, Elsevier, vol. 37(1), pages 224-236.
- Jaime Martinez-Martin & Elena Rusticelli, 2018. "Keeping track of global trade in real time," OECD Economics Department Working Papers 1524, OECD Publishing.
- Helena Rodríguez, 2014. "Un indicador de la evolución del PIB uruguayo en tiempo real," Documentos de trabajo 2014009, Banco Central del Uruguay.
- Peter C. B. Phillips & Zhentao Shi, 2021.
"Boosting: Why You Can Use The Hp Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
- Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
- Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
- Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Tudor SAMSON & Radu STOICA, 2017. "Methods And Techniques For Preparing Forecasts," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(4), pages 26-36, April.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011.
"Financial Risk Measurement for Financial Risk Management,"
PIER Working Paper Archive
11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2012. "Financial Risk Measurement for Financial Risk Management," NBER Working Papers 18084, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers 2011-37, Department of Economics and Business Economics, Aarhus University.
- Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013. "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220, Elsevier.
- Foroni, Claudia & Marcellino, Massimiliano, 2014. "A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates," International Journal of Forecasting, Elsevier, vol. 30(3), pages 554-568.
- William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014. "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers 14-39, Bank of Canada.
- Francis X. Diebold, 2020.
"Real-Time Real Economic Activity:Exiting the Great Recession and Entering the Pandemic Recession,"
PIER Working Paper Archive
20-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, 2020. "Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession," NBER Working Papers 27482, National Bureau of Economic Research, Inc.
- Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021. "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, vol. 140(2), pages 412-435.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
- Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
- Tuhkuri, Joonas, 2016. "Forecasting Unemployment with Google Searches," ETLA Working Papers 35, The Research Institute of the Finnish Economy.
- Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020. "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers 20/323, National Institute of Public Finance and Policy.
- Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016. "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, vol. 191(2), pages 312-324.
- David Coble & Pablo Pincheira, 2021. "Forecasting building permits with Google Trends," Empirical Economics, Springer, vol. 61(6), pages 3315-3345, December.
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015.
"Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach,"
Working Papers Central Bank of Chile
764, Central Bank of Chile.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers 10828, C.E.P.R. Discussion Papers.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
- Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023. "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, vol. 64(3), pages 1421-1469, March.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013.
"Improving GDP measurement: a measurement-error perspective,"
Working Papers
13-16, Federal Reserve Bank of Philadelphia.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016. "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- Leiva-Leon Danilo, 2014.
"Real vs. nominal cycles: a multistate Markov-switching bi-factor approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 1-24, December.
- Leiva-Leon, Danilo, 2013. "Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach," MPRA Paper 54456, University Library of Munich, Germany.
- Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018. "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 130-144.
- Abel Rodríguez Tirado & Marcelo Delajara & Federico Hernández Álvarez, 2016. "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2016), pages 167-182, October.
- Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012.
"Finite sample performance of small versus large scale dynamic factor models,"
Working Papers
1204, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Alvarez, Rocio, 2012. "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers 8867, C.E.P.R. Discussion Papers.
- Monica Defend & Aleksey Min & Lorenzo Portelli & Franz Ramsauer & Francesco Sandrini & Rudi Zagst, 2021. "Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data," Forecasting, MDPI, vol. 3(1), pages 1-35, February.
- Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University.
- Baskot, Bojan & Orsag, Silvije & Mikerevic, Dejan, 2018. "Yield Curve In Bosnia And Herzegovina: Financial And Macroeconomic Framework," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 1-15.
- Máximo Camacho & Jaime Martínez-Martín, 2014.
"Real-time forecasting us GDP from small-scale factor models,"
Working Papers
1425, Banco de España.
- Maximo Camacho & Jaime Martinez-Martin, 2014. "Real-time forecasting US GDP from small-scale factor models," Empirical Economics, Springer, vol. 47(1), pages 347-364, August.
- Maximo Camacho & Jaime Martíinez-Martin, 2012. "Real-time forecasting US GDP from small-scale factor models," Working Papers 1210, BBVA Bank, Economic Research Department.
- Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya, 2013. "Do We Really Need Filters In Estimating Output Gap? : Evidence From Turkey," Working Papers 1333, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Tuhkuri, Joonas, 2016. "ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe," ETLA Reports 54, The Research Institute of the Finnish Economy.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012.
"Markov-switching dynamic factor models in real time,"
Working Papers
1205, Banco de España.
- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018. "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, vol. 34(4), pages 598-611.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Markov-switching dynamic factor models in real time," CEPR Discussion Papers 8866, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Perez-Quiros, Gabriel & Pacce, Matías, 2020.
"Spillover effects in international business cycles,"
Working Paper Series
2484, European Central Bank.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Pacce, Matias Jose, 2021. "Spillover Effects in International Business Cycles," CEPR Discussion Papers 15787, C.E.P.R. Discussion Papers.
- Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020. "Spillover effects in international business cycles," Working Papers 2034, Banco de España.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
PIER Working Paper Archive
11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
- Camacho, Maximo & Lopez-Buenache, German, 2023. "Factor models for large and incomplete data sets with unknown group structure," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1205-1220.
- Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015. "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series 1773, European Central Bank.
- Florin Paul Costel LILEA & Aurelian DIACONU & Radu Titus MARINESCU & Gyorgy BODO, 2017. "Structural Methods Used In Forecasting Studies," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(4), pages 66-74, April.
- Alvarez, Rocio & Camacho, Maximo & Perez-Quiros, Gabriel, 2016. "Aggregate versus disaggregate information in dynamic factor models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 680-694.
- Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022. "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
- Pérez-Quirós, Gabriel & Camacho, Máximo & Lovcha, Yuliya, 2012.
"Can we use seasonally adjusted indicators in dynamic factor models?,"
CEPR Discussion Papers
9191, C.E.P.R. Discussion Papers.
- Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," Working Papers 1235, Banco de España.
- Andrzej Wojtyna, 2013. "Kontrowersje wokół charakteru ożywienia po kryzysie finansowym i recesji," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 11-12, pages 5-21.
- Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015. "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 377-391, June.
- Valentina Raponi & Cecilia Frale, 2014. "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 451-472, August.
- William Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx, 2014.
"Real-Time Nowcasting Nominal GDP Under Structural Break,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201313, University of Kansas, Department of Economics, revised Feb 2014.
- Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
- Francis X. Diebold, 2020.
"Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020,"
Papers
2006.15183, arXiv.org, revised Jan 2022.
- Francis X. Diebold, 2022. "Real-Time Real Economic Activity:Entering and Exiting the Pandemic Recession of 2020," PIER Working Paper Archive 22-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kihwan Kim & Norman Swanson, 2013. "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers 201315, Rutgers University, Department of Economics.
- Alexis Flageollet & Hamza Bahaji, 2016. "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, vol. 27(5), pages 851-870, November.
- Madalina-Gabriela Anghel & Georgeta Lixandru & Marius Popovici & Alina – Georgiana Solomon & Emilia Stanciu, 2017. "Theoretical Elements on the Use of Price Indices for Inflation Measurement," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(3), pages 38-47, July.
- Berger, Dave & Pukthuanthong, Kuntara, 2016. "Fragility, stress, and market returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 152-163.
- Constantin Anghelache & Madalina-Gabriela Anghel & Alina-Georgiana Solomon, 2017. "National Accounts System: Source of Information in Macroeconomic Forecast," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(2), pages 76-82, April.
- Mr. Troy D Matheson, 2011.
"New Indicators for Tracking Growth in Real Time,"
IMF Working Papers
2011/043, International Monetary Fund.
- Troy D. Matheson, 2014. "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2013(2), pages 51-71.
- Marcella Lucchetta & Mr. Gianni De Nicolo, 2012. "Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing," IMF Working Papers 2012/058, International Monetary Fund.
- Florin Paul Costel LILEA & Andreea – Ioana MARINESCU, 2017. "Macroeconomic Forecast Models – Concepts And Theoretical Notions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 118-123, June.
- S. Boragan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010.
"Globalization, the Business Cycle, and Macroeconomic Monitoring,"
NBER Working Papers
16264, National Bureau of Economic Research, Inc.
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2011. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 245-286.
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 245-286, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Francis X. Diebold, 2011. "Globalization, the Business Cycle, and Macroeconomic Monitoring," IMF Working Papers 2011/025, International Monetary Fund.
Cited by:
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Roberto Golinelli & Giuseppe Parigi, 2013.
"Tracking world trade and GDP in real time,"
Temi di discussione (Economic working papers)
920, Bank of Italy, Economic Research and International Relations Area.
- Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
- Peter C. B. Phillips & Zhentao Shi, 2021.
"Boosting: Why You Can Use The Hp Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
- Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
- Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- Gitanjali Kumar, 2013. "High-Frequency Real Economic Activity Indicator for Canada," Staff Working Papers 13-42, Bank of Canada.
- In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016.
"A Multilevel Factor Model: Identification, Asymptotic Theory and Applications,"
Working Papers
1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
- Chiu Adrian & Wieladek Tomasz, 2013.
"Is the “Great Recession” really so different from the past?,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-48, October.
- Chiu, Adrian & Wieladek, Tomasz, 2015. "Is the ‘Great Recession’ really so different from the past?," Discussion Papers 40, Monetary Policy Committee Unit, Bank of England.
- Maximo Camacho & Jaime Martinez-Martin, 2015.
"Monitoring the world business cycle,"
Working Papers
1509, Banco de España.
- Camacho, Maximo & Martinez-Martin, Jaime, 2015. "Monitoring the world business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 617-625.
- Maximo Camacho & Jaime Martinez-Martin, 2015. "Monitoring the world business cycle," Globalization Institute Working Papers 228, Federal Reserve Bank of Dallas.
- Maximo Camacho & Jaime Martinez Martin, 2015. "Monitoring the world business cycle," Working Papers 1506, BBVA Bank, Economic Research Department.
- Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015.
"Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies,"
IDB Publications (Working Papers)
7382, Inter-American Development Bank.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 915, Banco de la Republica de Colombia.
- Andrés Fernández & Andres Gonzalez & Diego Rodriguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IMF Working Papers 2015/280, International Monetary Fund.
- Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018. "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, vol. 111(C), pages 99-121.
- Andrés Fernández & Andrés González & Diego Rodríguez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia 14054, Banco de la Republica.
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"Commodity Price Co-Movement and Global Economic Activity,"
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"International propagation of shocks: A dynamic factor model using survey forecasts,"
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2484, European Central Bank.
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"Informal Sector, Government Policy and Institutions,"
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"Homeownership, Informality and the Transmission of Monetary Policy,"
Discussion Paper
2014-045, Tilburg University, Center for Economic Research.
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- Elgin, C. & Uras, Burak, 2014. "Homeownership, informality and the transmission of monetary policy," Other publications TiSEM 70ece9d7-76fb-4eb2-8c98-3, Tilburg University, School of Economics and Management.
- Uras, R.B. & Elgin, C., 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Other publications TiSEM 8e4ba433-9a16-4e06-8227-c, Tilburg University, School of Economics and Management.
- Elgin, C. & Uras, R.B., 2014. "Homeownership, Informality and the Transmission of Monetary Policy," Other publications TiSEM c636852b-7e43-48e3-87ee-1, Tilburg University, School of Economics and Management.
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"Public Trust, Taxes and the Informal Sector,"
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Economic Inquiry, Western Economic Association International, vol. 52(1), pages 405-430, January.
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SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(3), pages 309-331, August.
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"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270,
National Bureau of Economic Research, Inc.
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- Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
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Working Paper Series
WP-2010-14, Federal Reserve Bank of Chicago.
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"New Monetarist Economics: methods,"
Staff Report
442, Federal Reserve Bank of Minneapolis.
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- Stephen D. Williamson & Randall Wright, 2010. "New monetarist economics: methods," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 265-302.
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"New Monetarist Economics: Models,"
MPRA Paper
21030, University Library of Munich, Germany.
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- Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: models," Staff Report 443, Federal Reserve Bank of Minneapolis.
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- Yuan Yuan, 2014. "Funding Liquidity and Market Liquidity," DETU Working Papers 1406, Department of Economics, Temple University.
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"Introduction to the macroeconomic dynamics: special issues on money, credit, and liquidity,"
Working Paper Series
WP-2010-14, Federal Reserve Bank of Chicago.
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"Sticky prices versus monetary frictions: an estimation of policy trade-offs,"
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Cited by:
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"The implications of inflation in an estimated new Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
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"The Optimal Inflation Rate in New Keynesian Models,"
NBER Working Papers
16093, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2012. "The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1371-1406.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2010. "The Optimal Inflation Rate in New Keynesian Models," Working Papers 91, Department of Economics, College of William and Mary.
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"Inference about Non-Identi?ed SVARs,"
CeMMAP working papers
CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru, 2014. "Inference about Non-Identified SVARs," CEPR Discussion Papers 10287, C.E.P.R. Discussion Papers.
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"Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence,"
American Economic Journal: Economic Policy, American Economic Association, vol. 7(1), pages 1-35, February.
- Rüdiger Bachmann & Tim O. Berg & Eric R. Sims, 2012. "Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence," NBER Working Papers 17958, National Bureau of Economic Research, Inc.
- Eric R. Sims, 2012. "Inflation Expectations and Readiness to Spend, Cross-Sectional Evidence," Working Papers 015, University of Notre Dame, Department of Economics, revised Mar 2012.
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"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2016. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics 915, Boston College Department of Economics, revised 19 Jul 2016.
- Raffaella Giacomini & Toru Kitagawa, 2018.
"Robust Bayesian inference for set-identified models,"
CeMMAP working papers
CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2020. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP12/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2021. "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
- Weber, Henning, 2011. "Optimal inflation and firms' productivity dynamics," Kiel Working Papers 1685, Kiel Institute for the World Economy (IfW Kiel).
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- Waqas Ahmed & Farooq Pasha & Sajawal Khan & Muhammad Rehman, 2012.
"Pakistan Economy DSGE Model with Informality,"
SBP Working Paper Series
47, State Bank of Pakistan, Research Department.
- Ahmed, Shahzad & Ahmed, Waqas & Khan, Sajawal & Pasha, Farooq & Rehman, Muhammad, 2012. "Pakistan Economy DSGE Model with Informality," MPRA Paper 53135, University Library of Munich, Germany.
- Yuriy Gorodnichenko & Johannes Wieland & Olivier Coibion, 2012.
"The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?,"
2012 Meeting Papers
70, Society for Economic Dynamics.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2012. "The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1371-1406.
- Ahrens, Steffen & Snower, Dennis J., 2012.
"Envy, guilt, and the Phillips curve,"
Kiel Working Papers
1754, Kiel Institute for the World Economy (IfW Kiel).
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, Guilt, and the Phillips Curve," IZA Discussion Papers 6302, Institute of Labor Economics (IZA).
- Snower, Dennis & Ahrens, Steffen, 2012. "Envy, Guilt, and the Phillips Curve," CEPR Discussion Papers 8796, C.E.P.R. Discussion Papers.
- Steffen Ahrens & Dennis Snower, 2012. "Envy, Guilt, and the Phillips Curve," CESifo Working Paper Series 3717, CESifo.
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, guilt, and the Phillips curve," Economics Working Papers 2012-01, Christian-Albrechts-University of Kiel, Department of Economics.
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"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
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- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
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- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
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- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Pablo A Guerron-Quintana & James M Nason, 2012.
"Bayesian Estimation of DSGE Models,"
CAMA Working Papers
2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pablo Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512, Edward Elgar Publishing.
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"Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation,"
School of Economics and Public Policy Working Papers
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- Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021.
"Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation,"
Cardiff Economics Working Papers
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- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023. "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, vol. 118(C).
- Stephen D. Williamson & Randall Wright, 2010.
"New Monetarist Economics: methods,"
Staff Report
442, Federal Reserve Bank of Minneapolis.
- Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Methods," MPRA Paper 21486, University Library of Munich, Germany.
- Stephen D. Williamson & Randall Wright, 2010. "New monetarist economics: methods," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 265-302.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011.
"Inference for VARs Identified with Sign Restrictions,"
CEPR Discussion Papers
8432, C.E.P.R. Discussion Papers.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Inference for VARs identified with sign restrictions," Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Inference for VARs Identified with Sign Restrictions," Papers 1709.10196, arXiv.org, revised Feb 2018.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011. "Inference for VARs Identified with Sign Restrictions," NBER Working Papers 17140, National Bureau of Economic Research, Inc.
- Saima Liaqat & Khalid Khan & Po Bunnika, 2018. "China9apos9s Consumption Function: An Empirical Test of Absolute and Permanent Income Hypothesis," Global Economics Review, Humanity Only, vol. 3(1), pages 90-97, June.
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"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Effah Nyamekye, Gabriel & Adusei Poku, Eugene, 2017. "What is the effect of inflation on consumer spending behaviour in Ghana?," MPRA Paper 81081, University Library of Munich, Germany.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- Vasco J. Gabriel & Paul Levine & Bo Yang, 2023. "Partial dollarization and financial frictions in emerging economies," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 609-651, May.
- Yashar Blouri, Maximilian von Ehrlich, 2017.
"On the optimal design of place-based policies: A structural evaluation of EU regional transfers,"
Diskussionsschriften
credresearchpaper17, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Yashar Blouri & Maximilian von Ehrlich, 2017. "On the Optimal Design of Place-Based Policies: A Structural Evaluation of EU Regional Transfers," CESifo Working Paper Series 6742, CESifo.
- Blouri, Yashar & Ehrlich, Maximilian V., 2020. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Journal of International Economics, Elsevier, vol. 125(C).
- Yashar Blouri & Maximilian v. Ehrlich, 2017. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Diskussionsschriften dp1702, Universitaet Bern, Departement Volkswirtschaft.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Olivier Coibion & Yuriy Gorodnichenko, 2010.
"Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation,"
Working Papers
94, Department of Economics, College of William and Mary.
- Yuriy Gorodnichenko & Olivier Coibion, 2009. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers 21, Society for Economic Dynamics.
- Olivier Coibion & Yuriy Gorodnichenko, 2008. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," NBER Working Papers 14621, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko, 2011. "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, vol. 101(1), pages 341-370, February.
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Temi di discussione (Economic working papers)
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"Endogenous Search, Price Dispersion, and Welfare,"
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"A Note On Money And The Conduct Of Monetary Policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
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"Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule,"
Documentos de Trabajo del ICAE
2018-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Locally- but not Globally-identified SVARs,"
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"Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities,"
2008 Meeting Papers
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"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
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"Safety, Liquidity, and the Natural Rate of Interest,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
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- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
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"DSGE forecasts of the lost recovery,"
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"Optimal Fiscal Policy with Endogenous Product Variety,"
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"Lending Relationships and Optimal Monetary Policy,"
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"Debt, inflation and central bank independence,"
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"The Optimum Quantity of Money Revisited: Distortionary Taxation in a Search Model of Money,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, June.
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- Ritter, Moritz, 2007. "The Optimum Quantity of Money Revisited: Distortionary Taxation in a Search Model of Money," MPRA Paper 1973, University Library of Munich, Germany.
- S. Boragan Aruoba & Christopher J. Waller, 2005.
"Money and Capital,"
2005 Meeting Papers
550, Society for Economic Dynamics.
- S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2007. "Money and capital," Working Papers (Old Series) 0714, Federal Reserve Bank of Cleveland.
- Aruoba, S. Boragan & Waller, Christopher J. & Wright, Randall, 2011. "Money and capital," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 98-116, March.
- David M. Arseneau & Ryan Chahrour & Sanjay K. Chugh & Alan Finkelstein Shapiro, 2015.
"Optimal Fiscal and Monetary Policy in Customer Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(4), pages 617-672, June.
- David M. Arseneau & Sanjay K. Chugh, 2008. "Optimal fiscal and monetary policy in customer markets," International Finance Discussion Papers 919, Board of Governors of the Federal Reserve System (U.S.).
- David M. Arseneau & Ryan Chahrour & Sanjay K. Chugh & Alan Finkelstein Shapiro, 2013. "Optimal Fiscal and Monetary Policy in Customer Markets," Boston College Working Papers in Economics 842, Boston College Department of Economics.
- Sanjay K. Chugh & David M. Arseneau, 2008. "Optimal Fiscal and Monetary Policy in Customer Markets," 2008 Meeting Papers 101, Society for Economic Dynamics.
- Saroj Dhital & Pedro Gomis-Porqueras & Joseph H. Haslag, 2020. "Monetary and Fiscal Policy Interactions in a Frictional Model of Money, Nominal Public Debt and Banking," Working Papers 2002, Department of Economics, University of Missouri.
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"Intertemporal Distortions in the Second best,"
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- Albanesi, Stefania & Armenter, Roc, 2007. "Intertemporal Distortions in the Second Best," CEPR Discussion Papers 6577, C.E.P.R. Discussion Papers.
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"On the optimality of the Friedman rule in a New Monetarist model,"
Economics Letters, Elsevier, vol. 125(1), pages 57-60.
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- Xavier Ragot, 2018.
"Limited Participation, Capital Accumulation and Optimal Monetary Policy,"
SciencePo Working papers
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- Xavier Ragot, 2018. "Limited Participation, Capital Accumulation and Optimal Monetary Policy," SciencePo Working papers Main hal-03444395, HAL.
- Xavier Ragot, 2018. "Limited Participation, Capital Accumulation and Optimal Monetary Policy," Working Papers hal-03444395, HAL.
- Xavier Ragot, 2018. "Limited Participation, Capital Accumulation and Optimal Monetary Policy," Sciences Po Economics Discussion Papers 2018-12, Sciences Po Departement of Economics.
- Xavier Ragot, 2018. "Limited Participation, Capital Accumulation and Optimal Monetary Policy," Sciences Po publications 2018-12, Sciences Po.
- Berentsen, Aleksander & Waller, Christopher, 2015.
"Optimal Stabilization Policy With Search Externalities,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(3), pages 669-700, April.
- Berentsen, Aleksander & Waller, Christopher, 2013. "Optimal Stabilization Policy with Search Externalities," MPRA Paper 59745, University Library of Munich, Germany.
- Dominguez, Begona & Gomis-Porqueras, Pedro, 2016.
"The Effects of Secondary Markets for Government Bonds on Inflation Dynamics,"
MPRA Paper
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- Dominguez, Begona & Gomis-Porqueras, Pedro, 2016. "The Effects of Secondary Markets for Government Bonds on Inflation Dynamics," MPRA Paper 82448, University Library of Munich, Germany.
- Begona Dominguez & Pedro Gomis-Porqueras, 2019. "The effects of secondary markets for government bonds on inflation dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 249-273, April.
- David M. Arseneau & Sanjay K. Chugh, 2012.
"Tax Smoothing in Frictional Labor Markets,"
Journal of Political Economy, University of Chicago Press, vol. 120(5), pages 926-985.
- David M. Arseneau & Sanjay K. Chugh, 2009. "Tax smoothing in frictional labor markets," International Finance Discussion Papers 965, Board of Governors of the Federal Reserve System (U.S.).
- Sanjay K. Chugh & David M. Arseneau, 2009. "Tax Smoothing in Frictional Labor Markets," 2009 Meeting Papers 202, Society for Economic Dynamics.
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"Government Policy in Monetary Economies,"
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- Fernando M. Martin, 2011. "Government policy in monetary economies," Working Papers 2011-026, Federal Reserve Bank of St. Louis.
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"Liquidity and Trading Dynamics,"
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- Karlygash Kuralbayeva, 2011.
"Optimal fiscal policy and different degrees of access to international capital markets,"
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"Optimal Taxes Under Private Information: The Role of the Inflation,"
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"Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies,"
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- Adiya Belgibayeva & Michal Horvath, 2017. "Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies," Discussion Papers 17/01, Department of Economics, University of York.
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"Optimal fiscal and monetary policy with costly wage bargaining,"
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- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018.
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International Journal of Forecasting, Elsevier, vol. 27(2), pages 466-481, April.
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- Fabrice Collard & Harris Dellas, 2010. "Monetary Misperceptions, Output, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 483-502, March.
- Fabrice Collard & Harris Dellas, 2010. "Monetary Misperceptions, Output, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 483-502, March.
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- Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," NBER Working Papers 12557, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," IZA Discussion Papers 2339, Institute of Labor Economics (IZA).
- Veldkamp, Laura & Wolfers, Justin, 2007. "Aggregate shocks or aggregate information? Costly information and business cycle comovement," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 37-55, September.
- Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," CEPR Discussion Papers 5898, C.E.P.R. Discussion Papers.
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ICMA Centre Discussion Papers in Finance
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Cited by:
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550, Society for Economic Dynamics.
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"Housing and Liquidity,"
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168, Society for Economic Dynamics.
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5480, Banco de la Republica.
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- Seth Pruitt, 2012. "Uncertainty Over Models and Data: The Rise and Fall of American Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 341-365, March.
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009.
"Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future,"
Borradores de Economia
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Cited by:
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- Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Online Appendices 11-84, Review of Economic Dynamics.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2010. "A Cluster-Grid Projection Method: Solving Problems with High Dimensionality," NBER Working Papers 15965, National Bureau of Economic Research, Inc.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014. "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Steve Ambler & Florian Pelgrin, 2007.
"Time-Consistent Control in Non-Linear Models,"
Staff Working Papers
07-3, Bank of Canada.
- Steven Ambler & Florian Pelgrin, 2005. "Time Consistent Control in Non-Linear Models," Computing in Economics and Finance 2005 282, Society for Computational Economics.
- Ambler, Steve & Pelgrin, Florian, 2010. "Time-consistent control in nonlinear models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2215-2228, October.
- Christopher A Hennessy & Boris Radnaev, 2018. "Learning and Leverage Cycles in General Equilibrium: Theory and Evidence [How sensitive is investment to cash flow when financing is frictionless?]," Review of Finance, European Finance Association, vol. 22(1), pages 311-335.
- Pál, Jenő & Stachurski, John, 2013. "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 251-264.
- Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017. "Managing Capital Flows in the Presence of External Risks," International Finance Discussion Papers 1213, Board of Governors of the Federal Reserve System (U.S.).
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 8(1), November.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
- Andrew D. Paciorek, 2012. "Supply constraints and housing market dynamics," Finance and Economics Discussion Series 2012-01, Board of Governors of the Federal Reserve System (U.S.).
- Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2509-2531, December.
- Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers 21/13, Institute for Fiscal Studies.
- Pichler, Paul & Sorger, Gerhard, 2009. "Wealth distribution and aggregate time-preference: Markov-perfect equilibria in a Ramsey economy," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 1-14, January.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004.
"Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach,"
PIER Working Paper Archive
04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper 2004-1, Federal Reserve Bank of Atlanta.
- Monteiro, Paulo Santos, 2008. "Family Labor Supply and Aggregate Saving," Economic Research Papers 269886, University of Warwick - Department of Economics.
- Zavkidjon Zavkiev, 2005. "Estimating A Model Of Inflation In Tajikistan," CAMA Working Papers 2005-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012. "A Note on the Uniqueness of Solutions to Rational Expectations Models," Discussion Paper Series 319, Universitaet Augsburg, Institute for Economics.
- Jussi Lintunen & Lauri Vilmi, 2021. "Optimal Emission Prices Over the Business Cycles," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(1), pages 135-167, September.
- Edward S. Knotek & Stephen J. Terry, 2008. "Alternative methods of solving state-dependent pricing models," Research Working Paper RWP 08-10, Federal Reserve Bank of Kansas City.
- Robert Kirkby, 2016. "Value Function Iteration Toolkit: In Matlab, on the GPU," EcoMod2016 9122, EcoMod.
- S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004 131, Society for Computational Economics.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Some results on the solution of the neoclassical growth model,"
FRB Atlanta Working Paper
2003-34, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez, 2003. "Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model," QM&RBC Codes 92, Quantitative Macroeconomics & Real Business Cycles.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Leonhard Frerick & Georg Müller-Fürstenberger & Martin Schmidt & Max Späth, 2022. "Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 1135-1154, October.
- Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.
- Gary S. Anderson & Andrew T. Levin & Eric T. Swanson, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
- Boragan Aruoba & Jesus Fernandez-Villaverde, 2003.
"Comparing Linear and Nonlinear Solution Methods for Dynamic Equilibrium Economies,"
Computing in Economics and Finance 2003
133, Society for Computational Economics.
Cited by:
- Feigenbaum, James, 2005. "Second-, third-, and higher-order consumption functions: a precautionary tale," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1385-1425, August.
- Leonhard Frerick & Georg Müller-Fürstenberger & Martin Schmidt & Max Späth, 2022. "Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 1135-1154, October.
- Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003.
"The Macroeconomy and the Yield Curve: A Nonstructural Analysis,"
PIER Working Paper Archive
03-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan, 2003. "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," CFS Working Paper Series 2003/31, Center for Financial Studies (CFS).
- S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch, 2003. "The macroeconomy and the yield curve: a nonstructural analysis," Working Paper Series 2003-18, Federal Reserve Bank of San Francisco.
Cited by:
- Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
- Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
- GlennD. Rudebusch & Tao Wu, 2008.
"A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy,"
Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
- Glenn D. Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Paper Series 2003-17, Federal Reserve Bank of San Francisco.
- David Bolder & Grahame Johnson & Adam Metzler, 2004. "An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates," Staff Working Papers 04-48, Bank of Canada.
- Michael R. Wickens & Chiona Balfoussia, 2004.
"Macroeconomic Sources of Risk in the Term Structure,"
CEIS Research Paper
61, Tor Vergata University, CEIS.
- Chiona Balfoussia & Michael Wickens & Michael R. Wickens, 2004. "Macroeconomic Sources of Risk in the Term Structure," CESifo Working Paper Series 1329, CESifo.
- Hiona Balfoussia & Mike Wickens, 2007. "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 205-236, February.
- Hiona Balfoussia & Mike Wickens, 2007. "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 205-236, February.
- Greg Duffee, 2005.
"Term structure estimation without using latent factors,"
Computing in Economics and Finance 2005
103, Society for Computational Economics.
- Duffee, Gregory R., 2006. "Term structure estimation without using latent factors," Journal of Financial Economics, Elsevier, vol. 79(3), pages 507-536, March.
- Daniel L. Thornton, 2005.
"Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates,"
Working Papers
2004-010, Federal Reserve Bank of St. Louis.
- Guidolin, Massimo & Thornton, Daniel L., 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 977, European Central Bank.
- Kanjilal, Kakali, 2013. "Factors causing movements of yield curve in India," Economic Modelling, Elsevier, vol. 31(C), pages 739-751.
- Leo Krippner, 2005. "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/01, University of Waikato.
- Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato.
- Peter Spencer, 2007. "Macro volatility in a model of the UK Gilt edged bond market," Money Macro and Finance (MMF) Research Group Conference 2006 73, Money Macro and Finance Research Group.
- S. Boragan Aruoba & Randall Wright, 2002.
"Search, Money and Capital: A Neoclassical Dichotomy, Second Version,"
PIER Working Paper Archive
03-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2003.
Cited by:
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
- S. Boragan Aruoba & Christopher J. Waller, 2005.
"Money and Capital,"
2005 Meeting Papers
550, Society for Economic Dynamics.
- S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2007. "Money and capital," Working Papers (Old Series) 0714, Federal Reserve Bank of Cleveland.
- Aruoba, S. Boragan & Waller, Christopher J. & Wright, Randall, 2011. "Money and capital," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 98-116, March.
- Aruoba, S. Borağan, 2021. "Institutions, tax evasion, and optimal policy," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 212-229.
- Makoto Watanabe & Leo Ferraris, 2007.
"Collateral Secured Loans in a Monetary Economy,"
2007 Meeting Papers
121, Society for Economic Dynamics.
- Ferraris, Leo & Watanabe, Makoto, 2008. "Collateral secured loans in a monetary economy," Journal of Economic Theory, Elsevier, vol. 143(1), pages 405-424, November.
- Prakash Kannan, 2007.
"On The Welfare Benefits Of An International Currency,"
2007 Meeting Papers
29, Society for Economic Dynamics.
- Kannan, Prakash, 2009. "On the welfare benefits of an international currency," European Economic Review, Elsevier, vol. 53(5), pages 588-606, July.
- Moosavi Mohseni, Reza & Cao, Jiling, 2020. "Monetary policy and financial economic growth," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Wright, Randall & Xiao, Sylvia Xiaolin & Zhu, Yu, 2018.
"Frictional capital reallocation I: Ex ante heterogeneity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 100-116.
- Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019. "Frictional Capital Reallocation I: Ex Ante Heterogeneity," Staff Working Papers 19-4, Bank of Canada.
- Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010.
"Money, Capital And Exchange Rate Fluctuations,"
ANU Working Papers in Economics and Econometrics
2010-534, Australian National University, College of Business and Economics, School of Economics.
- Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013. "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 329-353, February.
- David Andolfatto & Aleksander Berentsen & Christopher Waller, 2015.
"Monetary policy with asset-backed money,"
ECON - Working Papers
198, Department of Economics - University of Zurich.
- Andolfatto, David & Berentsen, Aleksander & Waller, Christopher, 2016. "Monetary policy with asset-backed money," Journal of Economic Theory, Elsevier, vol. 164(C), pages 166-186.
- David Andolfatto & Aleksander Berentsen & Christopher J. Waller, 2013. "Monetary policy with asset-backed money," Working Papers 2013-030, Federal Reserve Bank of St. Louis.
- Valerie R. Bencivenga & Gabriele Camera, 2011.
"Banking in a Matching Model of Money and Capital,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 449-476, October.
- Valerie R. Bencivenga & Gabriele Camera, 2011. "Banking in a Matching Model of Money and Capital," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 449-476, October.
- Rocheteau, Guillaume & Rupert, Peter & Shell, Karl & Wright, Randall, 2008. "General equilibrium with nonconvexities and money," Journal of Economic Theory, Elsevier, vol. 142(1), pages 294-317, September.
- Berentsen, Aleksander & Madison, Florian, 2018. "Comments on “Frictional capital reallocation I: Ex ante heterogeneity” by R. Wright, S.X. Xiao, and Y. Zhu," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 117-119.
- Gomis-Porqueras, Pedro & Huangfu, Stella & Sun, Hongfei, 2020. "The role of search frictions in the long-run relationships between inflation, unemployment and capital," European Economic Review, Elsevier, vol. 123(C).
- Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
- Guillaume Rocheteau & Peter Rupert & Randall Wright, 2007.
"Inflation and Unemployment in General Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(4), pages 837-855, December.
- Rocheteau, Guillaume & Rupert, Peter & Wright, Randall, 2007. "Inflation and Unemployment in General Equilibrium," University of California at Santa Barbara, Economics Working Paper Series qt2fq1855f, Department of Economics, UC Santa Barbara.
- Guillaume Rocheteau & Ed Nosal, 2008.
"Pairwise Trade, Asset Prices and Monetary Policy,"
2008 Meeting Papers
774, Society for Economic Dynamics.
- Nosal, Ed & Rocheteau, Guillaume, 2013. "Pairwise trade, asset prices, and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 1-17.
- Ferraris, Leo & Watanabe, Makoto, 2011. "Collateral fluctuations in a monetary economy," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1915-1940, September.
- Zhu, Tao, 2008.
"An overlapping-generations model with search,"
Journal of Economic Theory, Elsevier, vol. 142(1), pages 318-331, September.
- Zhu, Tao, 2007. "An Overlapping-Generations Model with Search," Working Papers 07-09, Cornell University, Center for Analytic Economics.
- S. Boragan Aruoba & Randall Wright, 2002.
"Search, money and capital: a neoclassical dichotomy,"
Working Papers (Old Series)
0208, Federal Reserve Bank of Cleveland.
- S. Boragan Aruoba & Randall Wright, 2003. "Search, money, and capital: a neoclassical dichotomy," Proceedings, Federal Reserve Bank of Cleveland, pages 1085-1117.
Cited by:
- Guillaume Rocheteau & Peter Rupert & Karl Shell & Randall Wright, 2006.
"General Equilibrium with NonConvexities, Sunspots and Money,"
2006 Meeting Papers
833, Society for Economic Dynamics.
- Rocheteau, Guillaume & Rupert, Peter & Shell, Karl & Wright, Randall, 2005. "General Equilibrium with Nonconvexities, Sunspots, and Money," Working Papers 05-16, Cornell University, Center for Analytic Economics.
- Guillaume Rocheteau & Peter Rupert & Karl Shell & Randall Wright, 2005. "General equilibrium with nonconvexities, sunspots, and money," Working Papers (Old Series) 0513, Federal Reserve Bank of Cleveland.
- Fernando Martin, 2009.
"On the Joint Determination of Fiscal and Monetary Policy,"
Discussion Papers
dp09-01, Department of Economics, Simon Fraser University.
- Martin, Fernando M., 2011. "On the joint determination of fiscal and monetary policy," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 132-145, March.
- Martin Menner, 2009.
"The role for search frictions for output and inflation dynamics: A Bayesian assessment,"
Working Papers. Serie AD
2009-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Menner, Martin, 2007. "The role of search frictions for output and inflation dynamics: a Bayesian assessment," UC3M Working papers. Economics we076235, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Guillaume Rocheteau, 2011.
"On the coexistence of money and higher-return assets and its social role,"
Working Papers (Old Series)
1104, Federal Reserve Bank of Cleveland.
- Hu, Tai-Wei & Rocheteau, Guillaume, 2013. "On the coexistence of money and higher-return assets and its social role," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2520-2560.
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
- S. Boragan Aruoba & Christopher J. Waller, 2005.
"Money and Capital,"
2005 Meeting Papers
550, Society for Economic Dynamics.
- S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2007. "Money and capital," Working Papers (Old Series) 0714, Federal Reserve Bank of Cleveland.
- Aruoba, S. Boragan & Waller, Christopher J. & Wright, Randall, 2011. "Money and capital," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 98-116, March.
- Díaz-Giménez, Javier & Kirkby, Robert, 2016. "Inflation and the growth rate of money in the long run and the short run," Working Paper Series 19418, Victoria University of Wellington, School of Economics and Finance.
- Altermatt, Lukas & Iwasaki, Kohei & Wright, Randall, 2021. "Asset pricing in monetary economies," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Guillaume Rocheteau, 2008.
"Money and competing assets under private information,"
2008 Meeting Papers
525, Society for Economic Dynamics.
- Guillaume Rocheteau, 2008. "Money and competing assets under private information," Working Papers (Old Series) 0802, Federal Reserve Bank of Cleveland.
- S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2009. "Money and capital: a quantitative analysis," Working Papers 2009-031, Federal Reserve Bank of St. Louis.
- Aruoba, S. Borağan, 2021. "Institutions, tax evasion, and optimal policy," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 212-229.
- Makoto Watanabe & Leo Ferraris, 2007.
"Collateral Secured Loans in a Monetary Economy,"
2007 Meeting Papers
121, Society for Economic Dynamics.
- Ferraris, Leo & Watanabe, Makoto, 2008. "Collateral secured loans in a monetary economy," Journal of Economic Theory, Elsevier, vol. 143(1), pages 405-424, November.
- Menner, Martin, 2005.
"A search-theoretic monetary business cycle model with capital formation,"
UC3M Working papers. Economics
we056634, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Menner Martin, 2006. "A Search-Theoretic Monetary Business Cycle Model with Capital Formation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-36, November.
- Prakash Kannan, 2007.
"On The Welfare Benefits Of An International Currency,"
2007 Meeting Papers
29, Society for Economic Dynamics.
- Kannan, Prakash, 2009. "On the welfare benefits of an international currency," European Economic Review, Elsevier, vol. 53(5), pages 588-606, July.
- Moosavi Mohseni, Reza & Cao, Jiling, 2020. "Monetary policy and financial economic growth," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Ben Craig & Guillaume Rocheteau, 2008.
"Inflation and Welfare: A Search Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 89-119, February.
- Ben R. Craig & Guillaume Rocheteau, 2006. "Inflation and welfare: a search approach," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue Jan.
- Wright, Randall & Xiao, Sylvia Xiaolin & Zhu, Yu, 2018.
"Frictional capital reallocation I: Ex ante heterogeneity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 100-116.
- Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019. "Frictional Capital Reallocation I: Ex Ante Heterogeneity," Staff Working Papers 19-4, Bank of Canada.
- Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010.
"Money, Capital And Exchange Rate Fluctuations,"
ANU Working Papers in Economics and Econometrics
2010-534, Australian National University, College of Business and Economics, School of Economics.
- Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013. "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 329-353, February.
- Sanjay K. Chugh & S. Boragan Aruoba, 2007.
"Optimal Fiscal and Monetary Policy when Money is Essential,"
2007 Meeting Papers
80, Society for Economic Dynamics.
- S. Boragan Aruoba & Sanjay K. Chugh, 2006. "Optimal fiscal and monetary policy when money is essential," International Finance Discussion Papers 880, Board of Governors of the Federal Reserve System (U.S.).
- Aruoba, S. Boragan & Chugh, Sanjay K., 2010. "Optimal fiscal and monetary policy when money is essential," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1618-1647, September.
- Waller, Christopher J., 2011.
"Random Matching And Money In The Neoclassical Growth Model: Some Analytical Results,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S2), pages 293-312, September.
- Christopher J. Waller, 2009. "Random matching and money in the neoclassical growth model: some analytical results," Working Papers 2009-034, Federal Reserve Bank of St. Louis.
- David Andolfatto & Aleksander Berentsen & Christopher Waller, 2015.
"Monetary policy with asset-backed money,"
ECON - Working Papers
198, Department of Economics - University of Zurich.
- Andolfatto, David & Berentsen, Aleksander & Waller, Christopher, 2016. "Monetary policy with asset-backed money," Journal of Economic Theory, Elsevier, vol. 164(C), pages 166-186.
- David Andolfatto & Aleksander Berentsen & Christopher J. Waller, 2013. "Monetary policy with asset-backed money," Working Papers 2013-030, Federal Reserve Bank of St. Louis.
- Valerie R. Bencivenga & Gabriele Camera, 2011.
"Banking in a Matching Model of Money and Capital,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 449-476, October.
- Valerie R. Bencivenga & Gabriele Camera, 2011. "Banking in a Matching Model of Money and Capital," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 449-476, October.
- Mr. Prakash Kannan, 2007. "On The Welfare Benefits of an International Currency," IMF Working Papers 2007/049, International Monetary Fund.
- Ricardo Lagos, 2008. "The Research Agenda: Ricardo Lagos on Liquidity and the Search Theory of Money," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 10(1), November.
- Rocheteau, Guillaume & Rupert, Peter & Shell, Karl & Wright, Randall, 2008. "General equilibrium with nonconvexities and money," Journal of Economic Theory, Elsevier, vol. 142(1), pages 294-317, September.
- Guillaume Rocheteau & Randall Wright, 2004.
"Money in search equilibrium, in competitive equilibrium, and in competitive search equilibrium,"
Working Papers (Old Series)
0405, Federal Reserve Bank of Cleveland.
- Guillaume Rocheteau & Randall Wright, 2005. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 175-202, January.
- Randall Wright & Guillame Rocheteau, 2003. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," Levine's Bibliography 666156000000000302, UCLA Department of Economics.
- Guillaume Rocheteau & Randall Wright, 2003. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," PIER Working Paper Archive 03-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Ricardo Lagos & Randall Wright, 2002.
"A unified framework for monetary theory and policy analysis,"
Working Papers (Old Series)
0211, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Randall Wright, 2004. "A unified framework for monetary theory and policy analysis," Staff Report 346, Federal Reserve Bank of Minneapolis.
- Ricardo Lagos & Randall Wright, 2005. "A Unified Framework for Monetary Theory and Policy Analysis," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
- Berentsen, Aleksander & Madison, Florian, 2018. "Comments on “Frictional capital reallocation I: Ex ante heterogeneity” by R. Wright, S.X. Xiao, and Y. Zhu," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 117-119.
- Gomis-Porqueras, Pedro & Huangfu, Stella & Sun, Hongfei, 2020. "The role of search frictions in the long-run relationships between inflation, unemployment and capital," European Economic Review, Elsevier, vol. 123(C).
- Randall Wright, 2005. "Introduction to \\"Models of Monetary Economies II: The Next Generation\\"," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 29(Oct), pages 2-9.
- Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
- Ricardo Lagos & Guillaume Rocheteau, 2004.
"Money and capital as competing media of exchange,"
Staff Report
341, Federal Reserve Bank of Minneapolis.
- Ricardo Lagos & Guillaume Rocheteau, 2006. "Money and capital as competing media of exchange," Working Papers (Old Series) 0608, Federal Reserve Bank of Cleveland.
- Lagos, Ricardo & Rocheteau, Guillaume, 2008. "Money and capital as competing media of exchange," Journal of Economic Theory, Elsevier, vol. 142(1), pages 247-258, September.
- Ed Nosal & Guillaume Rocheteau, 2006. "The economics of payments," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue Feb.
- Guillaume Rocheteau & Peter Rupert & Randall Wright, 2007.
"Inflation and Unemployment in General Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(4), pages 837-855, December.
- Rocheteau, Guillaume & Rupert, Peter & Wright, Randall, 2007. "Inflation and Unemployment in General Equilibrium," University of California at Santa Barbara, Economics Working Paper Series qt2fq1855f, Department of Economics, UC Santa Barbara.
- Guillaume Rocheteau & Ed Nosal, 2008.
"Pairwise Trade, Asset Prices and Monetary Policy,"
2008 Meeting Papers
774, Society for Economic Dynamics.
- Nosal, Ed & Rocheteau, Guillaume, 2013. "Pairwise trade, asset prices, and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 1-17.
- Ferraris, Leo & Watanabe, Makoto, 2011. "Collateral fluctuations in a monetary economy," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1915-1940, September.
- Zhu, Tao, 2008.
"An overlapping-generations model with search,"
Journal of Economic Theory, Elsevier, vol. 142(1), pages 318-331, September.
- Zhu, Tao, 2007. "An Overlapping-Generations Model with Search," Working Papers 07-09, Cornell University, Center for Analytic Economics.
- Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Papers (Old Series) 0901, Federal Reserve Bank of Cleveland.
- C. Emre Alper & S. Boragan Aruoba, 2001.
"Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey,"
Working Papers
2001/07, Bogazici University, Department of Economics.
Cited by:
- Mr. Joannes Mongardini & Tahsin Saadi Sedik, 2003. "Estimating Indexes of Coincident and Leading Indicators: An Application to Jordan," IMF Working Papers 2003/170, International Monetary Fund.
Articles
- Aruoba, S. Borağan, 2021.
"Institutions, tax evasion, and optimal policy,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 212-229.
Cited by:
- Sugata Marjit & Suryaprakash Mishra, 2021. "Optimum Size of the Informal Credit Market - A Political Economy Perspective," CESifo Working Paper Series 9252, CESifo.
- Gareth Liu-Evans & Shalini Mitra, 2023. "Formal sector enforcement and welfare," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 706-728, June.
- Andres García-Suaza & Fernando Jaramillo & Marlon Salazar, 2023.
"Tax policies, informality, and real wage rigidities,"
Documentos de Trabajo
20744, Universidad del Rosario.
- Andres García-Suaza & Fernando Jaramillo & Marlon Salazar, 2023. "Tax policies, informality, and real wage rigidities," Borradores de Economia 1245, Banco de la Republica de Colombia.
- Alba, Carlos & McKnight, Stephen, 2022. "Laffer curves in emerging market economies: The role of informality," Journal of Macroeconomics, Elsevier, vol. 72(C).
- Carlos A. Arango-Arango & Yanneth Rocio Betancourt-Garcia, 2022. "A Mixed Duopoly in Interbank Payment Services," IHEID Working Papers 19-2022, Economics Section, The Graduate Institute of International Studies.
- Zijian Wang, 2023.
"Money Laundering and the Privacy Design of Central Bank Digital Currency,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 604-632, December.
- Zijian Wang, 2023. "Code and data files for "Money Laundering and the Privacy Design of Central Bank Digital Currency"," Computer Codes 22-136, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
See citations under working paper version above.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Computer Codes 20-14, Review of Economic Dynamics.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba, 2020.
"Term Structures of Inflation Expectations and Real Interest Rates,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 542-553, July.
See citations under working paper version above.
- S. Boragan Aruoba, 2016. "Term structures of inflation expectations and real interest rates," Working Papers 16-9, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Allan Drazen & Razvan Vlaicu, 2019.
"A Structural Model Of Electoral Accountability,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 517-545, May.
See citations under working paper version above.
- S. Borağan Aruoba & Allan Drazen & Razvan Vlaicu, 2015. "A Structural Model of Electoral Accountability," NBER Working Papers 21151, National Bureau of Economic Research, Inc.
- Drazen, Allan & Aruoba, Boragan & Vlaicu, Razvan, 2016. "A Structural Model of Electoral Accountability," CEPR Discussion Papers 11331, C.E.P.R. Discussion Papers.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
See citations under working paper version above.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive 14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
"Assessing DSGE model nonlinearities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
See citations under working paper version above.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
See citations under working paper version above.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Boragan Aruoba & Morris Davis & Randall Wright, 2016.
"Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 105-124, July.
See citations under working paper version above.
- Boragan Aruoba & Morris Davis & Randall Wright, 2014. "Code and data files for "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes"," Computer Codes 13-81, Review of Economic Dynamics.
- S. Boragan Aruoba & Morris A. Davis & Randall Wright, 2012. "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes," NBER Working Papers 18276, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Fernández-Villaverde, Jesús, 2015.
"A comparison of programming languages in macroeconomics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 265-273.
Cited by:
- Jesús Fernández-Villaverde & Isaiah J. Hull, 2023.
"Dynamic Programming on a Quantum Annealer: Solving the RBC Model,"
NBER Working Papers
31326, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," CESifo Working Paper Series 10500, CESifo.
- Jes'us Fern'andez-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," Papers 2306.04285, arXiv.org.
- Fernández-Villaverde, Jesús & Hull, Isaiah, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," CEPR Discussion Papers 18190, C.E.P.R. Discussion Papers.
- Mingzhuo Deng & Pablo A. Guerron-Quintana & Lewis Tseng, 2023. "Parallel Computation of Sovereign Default Models," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1047-1085, October.
- Carrillo-Maldonado, Paul & Díaz-Cassou, Javier, 2023.
"An anatomy of external shocks in the Andean region,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Carrillo Maldonado, Paul A. & Díaz Cassou, Javier, 2019. "An Anatomy of External Shocks in the Andean Region," IDB Publications (Working Papers) 9908, Inter-American Development Bank.
- Bognanni, Mark & Zito, John, 2020. "Sequential Bayesian inference for vector autoregressions with stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Stephen J. Terry, 2017. "Alternative Methods for Solving Heterogeneous Firm Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1081-1111, September.
- Yifei Wu & Jeffrey H Dorfman, 2018. "Reducing residential mortgage default: Should policy act before or after home purchases?," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-23, July.
- Paul Carrillo‐Maldonado, 2023. "Partial identification for growth regimes: The case of Latin American countries," Metroeconomica, Wiley Blackwell, vol. 74(3), pages 557-583, July.
- Yifei Wu & Jeffrey H. Dorfman & Brady E. Brewer, 2021. "The susceptibility of farmland loans to default under falling farmland and commodity prices," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 561-574, July.
- Harutyun Shahumyan & Rolf Moeckel, 2017. "Integration of land use, land cover, transportation, and environmental impact models: Expanding scenario analysis with multiple modules," Environment and Planning B, , vol. 44(3), pages 531-552, May.
- Duarte, Victor & Duarte, Diogo & Fonseca, Julia & Montecinos, Alexis, 2020. "Benchmarking machine-learning software and hardware for quantitative economics," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Jesús Fernández-Villaverde & Isaiah J. Hull, 2023.
"Dynamic Programming on a Quantum Annealer: Solving the RBC Model,"
NBER Working Papers
31326, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Cagri Sarikaya, 2013.
"A Real Economic Activity Indicator for Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(1), pages 15-29.
Cited by:
- Ana Lariau & Moataz El-Said & Ms. Misa Takebe, 2016. "An Assessment of the Exchange Rate Pass-Through in Angola and Nigeria," IMF Working Papers 2016/191, International Monetary Fund.
- Huseyin Cagri Akkoyun & Mahmut Gunay, 2013. "Milli Gelir Buyume Tahmini : IYA ve PMI Gostergelerinin Rolu," CBT Research Notes in Economics 1331, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
- Mevlude Akbulut-Yuksel & Seyit Mumin Cilasun & Belgi Turan, 2020.
"Children of Crisis: The Effects of Economic Shocks on Newborns,"
HiCN Working Papers
326, Households in Conflict Network.
- Akbulut-Yuksel, Mevlude & Cilasun, Seyit Mümin & Turan, Belgi, 2020. "Children of Crisis: The Effects of Economic Shocks on Newborns," IZA Discussion Papers 12898, Institute of Labor Economics (IZA).
- Aruoba, S. Boragan & Waller, Christopher J. & Wright, Randall, 2011.
"Money and capital,"
Journal of Monetary Economics, Elsevier, vol. 58(2), pages 98-116, March.
See citations under working paper version above.
- S. Boragan Aruoba & Christopher J. Waller & Randall Wright, 2007. "Money and capital," Working Papers (Old Series) 0714, Federal Reserve Bank of Cleveland.
- S. Boragan Aruoba & Christopher J. Waller, 2005. "Money and Capital," 2005 Meeting Papers 550, Society for Economic Dynamics.
- S. Borağan Aruoba, 2011.
"Money, Search, And Business Cycles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 935-959, August.
Cited by:
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Garth Baughman & Jean Flemming, 2020.
"Global Demand for Basket-Backed Stablecoins,"
Finance and Economics Discussion Series
2020-048, Board of Governors of the Federal Reserve System (U.S.).
- Garth Baughman & Jean Flemming, 2023. "Global Demand for Basket Backed Stablecoins," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 244-264, April.
- Kose, M. Ayhan & Claessens, Stijn, 2017.
"Asset Prices and Macroeconomic Outcomes: A Survey,"
CEPR Discussion Papers
12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
- S. Boragan Aruoba & Frank Schorfheide, 2011.
"Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
See citations under working paper version above.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2011.
"Globalization, the Business Cycle, and Macroeconomic Monitoring,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 245-286.
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 245-286, National Bureau of Economic Research, Inc.
See citations under working paper version above.- S. Boragan Aruoba & Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Francis X. Diebold, 2011. "Globalization, the Business Cycle, and Macroeconomic Monitoring," IMF Working Papers 2011/025, International Monetary Fund.
- S. Boragan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER Working Papers 16264, National Bureau of Economic Research, Inc.
- Aruoba, S. Boragan & Chugh, Sanjay K., 2010.
"Optimal fiscal and monetary policy when money is essential,"
Journal of Economic Theory, Elsevier, vol. 145(5), pages 1618-1647, September.
See citations under working paper version above.
- S. Boragan Aruoba & Sanjay K. Chugh, 2006. "Optimal fiscal and monetary policy when money is essential," International Finance Discussion Papers 880, Board of Governors of the Federal Reserve System (U.S.).
- Sanjay K. Chugh & S. Boragan Aruoba, 2007. "Optimal Fiscal and Monetary Policy when Money is Essential," 2007 Meeting Papers 80, Society for Economic Dynamics.
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
See citations under working paper version above.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive 10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers 10-5, Federal Reserve Bank of Philadelphia.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
See citations under working paper version above.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- Tom Doan, "undated". "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components RTZ00002, Boston College Department of Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba, 2008.
"Data Revisions Are Not Well Behaved,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 319-340, March.
- S. Borağan Aruoba, 2008. "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 319-340, March.
See citations under working paper version above.- Aruoba, Boragan, 2005. "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers 5271, C.E.P.R. Discussion Papers.
- Boragan Aruoba, S. & Rocheteau, Guillaume & Waller, Christopher, 2007.
"Bargaining and the value of money,"
Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2636-2655, November.
- Guillaume Rocheteau & Christopher J. Waller, 2005. "Bargaining and the value of money," Working Papers (Old Series) 0501, Federal Reserve Bank of Cleveland.
Cited by:
- David Andolfatto & Fernando M. Martin & Shengxing Zhang, 2015.
"Rehypothecation and Liquidity,"
Working Papers
2015-3, Federal Reserve Bank of St. Louis.
- Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017. "Rehypothecation and liquidity," European Economic Review, Elsevier, vol. 100(C), pages 488-505.
- Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017. "Rehypothecation and liquidity," LSE Research Online Documents on Economics 84558, London School of Economics and Political Science, LSE Library.
- Tai-wei Hu & John Kennan & Neil Wallace, 2009.
"Coalition-Proof Trade and the Friedman Rule in the Lagos-Wright Model,"
Journal of Political Economy, University of Chicago Press, vol. 117(1), pages 116-137, February.
- Tai-wei Hu & John Kennan & Neil Wallace, 2007. "Coalition-Proof Trade and the Friedman Rule in the Lagos-Wright Model," NBER Working Papers 13310, National Bureau of Economic Research, Inc.
- Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016.
"The societal benefit of a financial transaction tax,"
European Economic Review, Elsevier, vol. 89(C), pages 303-323.
- Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "The societal benefit of a financial transaction tax," ECON - Working Papers 176, Department of Economics - University of Zurich, revised Jul 2016.
- Tao Peng, 2017. "Money And Product Quality Under Asymmetric Information," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1388-1399, July.
- William A. Branch & Nicolas Petrosky-Nadeau & Guillaume Rocheteau, 2014.
"Financial Frictions, the Housing Market, and Unemployment,"
Working Paper Series
2014-26, Federal Reserve Bank of San Francisco.
- Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2016. "Financial frictions, the housing market, and unemployment," Journal of Economic Theory, Elsevier, vol. 164(C), pages 101-135.
- Nicolas Petrosky-Nadeau, 2015. "Financial Frictions, the Housing Market, and Unemployment," 2015 Meeting Papers 892, Society for Economic Dynamics.
- Begoña Domínguez & Pedro Gomis‐Porqueras, 2021.
"On the Time Inconsistency of Optimal Monetary and Fiscal Policies with Many Consumer Goods,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(1), pages 60-83, January.
- Begoña Dominguez & Pedro Gomis-Porqueras, 2012. "On the Time Inconsistency of Optimal Monetary and Fiscal Policies With Many Consumer Goods," Monash Economics Working Papers 31-12, Monash University, Department of Economics.
- Rocheteau, Guillaume & Wright, Randall, 2013.
"Liquidity and asset-market dynamics,"
Journal of Monetary Economics, Elsevier, vol. 60(2), pages 275-294.
- Randall Wright & Guillaume Rocheteau, 2011. "Liquidity and Asset Market Dynamics," 2011 Meeting Papers 103, Society for Economic Dynamics.
- Guillaume Rocheteau & Randall Wright, 2010. "Liquidity and asset market dynamics," Working Papers (Old Series) 1016, Federal Reserve Bank of Cleveland.
- L'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2010.
"Does Bargaining Matter in the Small Firm Matching Model?,"
IZA Discussion Papers
5181, Institute of Labor Economics (IZA).
- l’Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2011. "Does bargaining matter in the small firm's matching model?," Working Paper Series 1359, European Central Bank.
- l'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2013. "Does bargaining matter in the small firms matching model?," Labour Economics, Elsevier, vol. 21(C), pages 42-58.
- Olivier L’haridon & Franck Malherbet & Sébastien Pérez-Duarte, 2013. "Does bargaining matter in the small firms matching model?," Post-Print halshs-00801343, HAL.
- Olivier L'Haridon & Franck Malherbet & Sébastien Pérez-Duarte, 2010. "Does Bargaining Matter in the Small Firm's Matching Model?," Working Papers hal-00540792, HAL.
- L'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2010. "Does bargaining matter in the small firm's matching Mmodel?," HEC Research Papers Series 938, HEC Paris.
- Olivier LHARIDON & Franck MALHERBET & Sébastien PEREZ-DUARTE, 2011. "Does Bargaining Matter in the Small Firm’s Matching Model?," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201116, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Samuel Huber & Jaehong Kim, 2015.
"The role of trading frictions in financial markets,"
ECON - Working Papers
211, Department of Economics - University of Zurich, revised Jul 2017.
- Huber, Samuel & Kim, Jaehong, 2019. "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
- Sanjay K. Chugh & S. Boragan Aruoba, 2009. "Money and Optimal Capital Taxation," 2009 Meeting Papers 69, Society for Economic Dynamics.
- Pedro Gomis-Porqueras & Adrian Peralta-Alva, 2008.
"Optimal monetary and fiscal policies in a search theoretic model of monetary exchange,"
Working Papers
2008-015, Federal Reserve Bank of St. Louis.
- Gomis-Porqueras, Pedro & Peralta-Alva, Adrian, 2010. "Optimal monetary and fiscal policies in a search theoretic model of monetary exchange," European Economic Review, Elsevier, vol. 54(3), pages 331-344, April.
- Pere Gomis-Porqueras & Adrian Peralta-Alva, 2007. "Optimal Monetary and Fiscal Policies in a Search Theoretic Model of Monetary Exchange," 2007 Meeting Papers 84, Society for Economic Dynamics.
- Huber, Samuel & Kim, Jaehong, 2017.
"On the optimal quantity of liquid bonds,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
- Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
- Boel, Paola & Waller, Christopher J., 2015.
"On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound,"
Working Paper Series
310, Sveriges Riksbank (Central Bank of Sweden).
- Paola Boel & Christopher J. Waller, 2015. "On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound," Working Papers 2015-027, Federal Reserve Bank of St. Louis.
- Christopher Waller & Paola Boel, 2017. "On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound," 2017 Meeting Papers 1030, Society for Economic Dynamics.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2013.
"Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets,"
Working Papers
262, University of California, Davis, Department of Economics.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "Monetary Policy, Asset Prices, and Liquidity in Over‐the‐Counter Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 35-79, February.
- Ritter Moritz, 2010.
"The Optimum Quantity of Money Revisited: Distortionary Taxation in a Search Model of Money,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, June.
- Moritz Ritter, 2010. "The Optimum Quantity of Money Revisited: Distortionary Taxation in a Search Model of Money," DETU Working Papers 1005, Department of Economics, Temple University.
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689, Federal Reserve Bank of Minneapolis.
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"New Monetarist Economics: methods,"
Staff Report
442, Federal Reserve Bank of Minneapolis.
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"Limited Commitment and the Demand for Money,"
2016 Meeting Papers
104, Society for Economic Dynamics.
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"New Monetarist Economics: Models,"
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"Money and Credit Redux,"
Econometrica, Econometric Society, vol. 84, pages 1-32, January.
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"Optimal Stabilization Policy With Search Externalities,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(3), pages 669-700, April.
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2007 Meeting Papers
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"Innovation and growth with financial, and other, frictions,"
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688, Federal Reserve Bank of Minneapolis.
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"Intermediation in Markets for Goods and Markets for Assets,"
FRB Atlanta Working Paper
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"Money and credit as means of payment: A new monetarist approach,"
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 89-119, February.
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Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 100-116.
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"On the Instability of Banking and Financial Intermediation,"
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"Housing and Liquidity,"
2013 Meeting Papers
168, Society for Economic Dynamics.
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"Money, banking, and monetary policy,"
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"Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity,"
NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270,
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"General Equilibrium with Multiple Liquid Assets,"
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- Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "Degreasing The Wheels Of Finance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 735-763, August.
- Lebeau, Lucie, 2020. "Credit frictions and participation in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 189(C).
- Ohik Kwon & Seungduck Lee & Jaevin Park, 2022. "Central bank digital currency, tax evasion, and inflation tax," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1497-1519, October.
- Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006.
"The macroeconomy and the yield curve: a dynamic latent factor approach,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 309-338.
See citations under working paper version above.
- Tom Doan, "undated". "RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model," Statistical Software Components RTZ00047, Boston College Department of Economics.
- Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach," NBER Working Papers 10616, National Bureau of Economic Research, Inc.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
See citations under working paper version above.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Alper C. Emre & Aruoba S. Boragan, 2004.
"Moving Holidays and Seasonal Adjustment: The Case of Turkey,"
Review of Middle East Economics and Finance, De Gruyter, vol. 2(3), pages 44-50, December.
Cited by:
- Emek Basker, 2004.
"'Twas Four Weeks before Christmas: Retail Sales and the Length of the Christmas Shopping Season,"
Working Papers
0414, Department of Economics, University of Missouri, revised 20 Oct 2004.
- Basker, Emek, 2005. "'Twas four weeks before Christmas: Retail sales and the length of the Christmas shopping season," Economics Letters, Elsevier, vol. 89(3), pages 317-322, December.
- Aslihan Atabek Demirhan, 2010. "Ramazan Ayinin Uretim Uzerindeki Etkisi," CBT Research Notes in Economics 1014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Irfan Ali & Waheed Akhter & Namrah Ashraf, 2017. "Impact of Muslim Holy Days on Asian stock markets: An empirical evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1311096-131, January.
- Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
- Emek Basker, 2004.
"'Twas Four Weeks before Christmas: Retail Sales and the Length of the Christmas Shopping Season,"
Working Papers
0414, Department of Economics, University of Missouri, revised 20 Oct 2004.
- S. Boragan Aruoba & Randall Wright, 2003.
"Search, money, and capital: a neoclassical dichotomy,"
Proceedings, Federal Reserve Bank of Cleveland, pages 1085-1117.
See citations under working paper version above.
- S. Boragan Aruoba & Randall Wright, 2002. "Search, money and capital: a neoclassical dichotomy," Working Papers (Old Series) 0208, Federal Reserve Bank of Cleveland.
- C.Emre Alper & S.Boragan Aruoba, 2001.
"Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey,"
Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 33-52.
Cited by:
- Seyyed, Fazal J. & Abraham, Abraham & Al-Hajji, Mohsen, 2005. "Seasonality in stock returns and volatility: The Ramadan effect," Research in International Business and Finance, Elsevier, vol. 19(3), pages 374-383, September.
- Aslihan Atabek Demirhan, 2010. "Ramazan Ayinin Uretim Uzerindeki Etkisi," CBT Research Notes in Economics 1014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Irfan Ali & Waheed Akhter & Namrah Ashraf, 2017. "Impact of Muslim Holy Days on Asian stock markets: An empirical evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1311096-131, January.
Software components
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Finite Elements Method,"
QM&RBC Codes
118, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
Cited by:
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing Solution Methods for Dynamic Equilibrium Economies,"
PIER Working Paper Archive
04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
Chapters
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010.
"Globalization, the Business Cycle, and Macroeconomic Monitoring,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 245-286,
National Bureau of Economic Research, Inc.
- S. Borağan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2011. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 245-286.
See citations under working paper version above.Sorry, no citations of chapters recorded.- S. Boragan Aruoba & Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Francis X. Diebold, 2011. "Globalization, the Business Cycle, and Macroeconomic Monitoring," IMF Working Papers 2011/025, International Monetary Fund.
- S. Boragan Aruoba & Francis X. Diebold & M. Ayhan Kose & Marco E. Terrones, 2010. "Globalization, the Business Cycle, and Macroeconomic Monitoring," NBER Working Papers 16264, National Bureau of Economic Research, Inc.