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Christopher Sims

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:
  1. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.

    Mentioned in:

    1. Reform and revolution in macroeconomics
      by Mainly Macro in Mainly Macro on 2015-08-19 15:33:00
    2. They say academic papers are boring. They obviously haven’t read these.
      by Johan Fourie in Johan Fourie's Blog on 2014-06-04 13:10:07
    3. Ben Bernanke's Legacy
      by Stephen Williamson in Stephen Williamson: New Monetarist Economics on 2014-01-27 00:21:00
  2. Christopher A. Sims & Harald Uhlig, 1988. "Understanding unit rooters: a helicopter tour," Discussion Paper / Institute for Empirical Macroeconomics 4, Federal Reserve Bank of Minneapolis.

    Mentioned in:

    1. The unit-root zombie: Dead, but still wreaking havoc
      by Stephen Gordon in Worthwhile Canadian Initiative on 2009-03-15 06:04:42
  3. Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.

    Mentioned in:

    1. [経済]A prophecy that misread could have been...
      by himaginary in himaginaryの日記 on 2012-11-05 14:00:00
  4. Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.

    Mentioned in:

    1. Notes on books for Macroeconometrics
      by Gray in Pseudo-true News on 2013-04-08 20:49:43
  5. Christopher A. Sims & Tao Zha, 1998. "Does monetary policy generate recessions?," FRB Atlanta Working Paper 98-12, Federal Reserve Bank of Atlanta.

    Mentioned in:

    1. Nob??lul si criza actual??
      by cristian paun in Cristian Paun on 2011-10-11 00:01:35

    Mentioned in:

    1. The Importance of Being Europe
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-10-27 17:28:33
  6. Christopher A. Sims, 1992. "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers 1011, Cowles Foundation for Research in Economics, Yale University.

    Mentioned in:

    1. Nobel for Sargent and Sims
      by Alex Tabarrok in Marginal Revolution on 2011-10-10 16:48:26
  7. Author Profile
    1. Nob??lul si criza actual??
      by cristian paun in Cristian Paun on 2011-10-11 00:01:35
    2. Još o kandidatima za Nobel
      by cronomy in Cronomy on 2008-10-05 11:44:03

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models
    2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
    3. > Econometrics > Forecasting
  2. Sims, Christopher A & Zha, Tao, 1998. "Bayesian Methods for Dynamic Multivariate Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 949-968, November.

    Mentioned in:

    1. > Econometrics > Forecasting
    2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
  3. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis.

    Mentioned in:

    1. > Econometrics > Time Series Models > Dynamic Factor Models
  4. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models
    2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
    3. > Econometrics > Forecasting
  5. Sims, Christopher A, 2002. "Solving Linear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 1-20, October.

    Mentioned in:

    1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models
  6. Christopher A. Sims, 1993. "A Nine-Variable Probabilistic Macroeconomic Forecasting Model," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 179-212, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
  7. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models
  8. Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.

    Mentioned in:

    1. > Econometrics > Time Series Models > VAR Models
    2. > Econometrics > Time Series Models > VAR Models > Time Varying Parameters and Stochastic Volatility

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Christopher A. Sims, 2013. "Paper Money," American Economic Review, American Economic Association, vol. 103(2), pages 563-584, April.

    Mentioned in:

    1. Paper Money (AER 2013) in ReplicationWiki ()
  2. Sims, Christopher A, 1991. "To Criticize the Critics: Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 423-434, Oct.-Dec..

    Mentioned in:

    1. Comment by Christopher A. Sims on ‘to criticize the critics’, by Peter C. B. Phillips (Journal of Applied Econometrics 1991) in ReplicationWiki ()
  3. Sims, Christopher A., 2011. "Stepping on a rake: The role of fiscal policy in the inflation of the 1970s," European Economic Review, Elsevier, vol. 55(1), pages 48-56, January.

    Mentioned in:

    1. Stepping on a rake: The role of fiscal policy in the inflation of the 1970s (EER 2011) in ReplicationWiki ()
  4. Author Profile
    1. 크리스토퍼 심스 in Wikipedia (Korean)
    2. Christopher A. Sims in Wikipedia (Catalan)

Working papers

  1. Christopher A. Sims, 2022. "Optimal Fiscal and Monetary Policy with Distorting Taxes," Working Papers 256, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
    2. Pierpaolo Benigno, 2023. "The International Supply of Reserve Currency," Diskussionsschriften dp2313, Universitaet Bern, Departement Volkswirtschaft.

  2. Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Paul Labonne & Leif Anders Thorsrud, 2023. "Risky news and credit market sentiment," Working Papers No 14/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Magnus, Jan R. & Pijls, Henk G.J. & Sentana, Enrique, 2021. "The Jacobian of the exponential function," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    3. Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
    4. Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
    5. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," Journal of Financial Stability, Elsevier, vol. 67(C).
    6. Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
    7. Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
    8. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
    9. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
    10. Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020. "Forecasting Macroeconomic Risks," Staff Reports 914, Federal Reserve Bank of New York.
    11. Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020. "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers 27763, National Bureau of Economic Research, Inc.
    12. Helmut Herwartz & Alexander Lange, 2024. "How certain are we about the role of uncertainty in the economy?," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 126-149, January.
    13. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
    14. Anastasios Evgenidis & Anastasios G. Malliaris, 2022. "Monetary policy, financial shocks and economic activity," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 429-456, August.
    15. Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
    16. Lars Vilhuber & James Turrito & Keesler Welch, 2020. "Report by the AEA Data Editor," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 764-775, May.
    17. Chen, Bin-xia & Sun, Yan-lin, 2022. "The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    18. 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.
    19. Hyun Hak Kim, 2022. "A dynamic analysis of household debt using a self-organizing map," Empirical Economics, Springer, vol. 62(6), pages 2893-2919, June.
    20. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
    21. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
    22. Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
    23. Alfan Mansur, 2023. "Simultaneous identification of fiscal and monetary policy shocks," Empirical Economics, Springer, vol. 65(2), pages 697-728, August.
    24. Allen, David & Mizuno, Hiro, 2021. "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper 111734, University Library of Munich, Germany.
    25. Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
    26. De Santis, Roberto A. & Van der Veken, Wouter, 2022. "Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation," Working Paper Series 2727, European Central Bank.
    27. Stefan Griller & Florian Huber & Michael Pfarrhofer, 2022. "Measuring Shocks to Central Bank Independence using Legal Rulings," Papers 2202.12695, arXiv.org.
    28. Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  3. Christopher Sims & Marco Del Negro, 2014. "When does a central bank's balance sheet require fiscal support?," 2014 Meeting Papers 763, Society for Economic Dynamics.

    Cited by:

    1. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
    2. Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022. "Optimal Monetary Policy with and without Debt," LIDAM Discussion Papers IRES 2022027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. Masciandaro, Donato, 2022. "Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)," Journal of International Money and Finance, Elsevier, vol. 122(C).
    4. Donato Masciandaro, 2016. "More than the Human Appendix: Fed Capital and Central Bank Financial Independence," BAFFI CAREFIN Working Papers 1635, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    6. Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
    7. Pierpaolo Benigno & Salvatore Nisticò, 2020. "Non-neutrality of Open-Market Operations," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 175-226, July.
    8. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
    9. Reis, Ricardo, 2017. "QE in the future: the central bank’s balance sheet in a fiscal crisis," LSE Research Online Documents on Economics 74329, London School of Economics and Political Science, LSE Library.
    10. Atsushi Tanaka, 2021. "Central Bank Capital and Credibility: A Literature Survey," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 249-262, June.
    11. Roch, Francisco & Uhlig, Harald, 2018. "The dynamics of sovereign debt crises and bailouts," Journal of International Economics, Elsevier, vol. 114(C), pages 1-13.
    12. Fujiki, Hiroshi & Tomura, Hajime, 2017. "Fiscal cost to exit quantitative easing: the case of Japan," Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
    13. Arthur Galego Mendes & Tiago Couto Berriel, "undated". "Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing," Textos para discussão 638, Department of Economics PUC-Rio (Brazil).
    14. Hiro Ito & Robert N McCauley, 2019. "The currency composition of foreign exchange reserves," BIS Working Papers 828, Bank for International Settlements.
    15. M. Kasongo Kashama, 2016. "Helicopter money and debt-financed fiscal stimulus : one and the same thing ?," Economic Review, National Bank of Belgium, issue iii, pages 31-40, December.
    16. Harrison, Richard & Thomas, Ryland, 2019. "Monetary financing with interest-bearing money," Bank of England working papers 785, Bank of England.
    17. Bartels, Bernd & Weder di Mauro, Beatrice & Eichengreen, Barry, 2017. "No Smoking Gun: Private Shareholders, Governance Rules and Central Bank Financial Behavior," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168251, Verein für Socialpolitik / German Economic Association.
    18. Mackowiak, Bartosz & Jarocinski, Marek, 2017. "Monetary-Fiscal Interactions and the Euro Area's Malaise," CEPR Discussion Papers 12020, C.E.P.R. Discussion Papers.
    19. Huixin Bi & Wenyi Shen & Shu-Chun S. Yang, 2020. "Fiscal Implications of Interest Rate Normalization in the United States," Research Working Paper RWP 20-12, Federal Reserve Bank of Kansas City.
    20. Jakob Haan & Christina Bodea & Raymond Hicks & Sylvester C. W. Eijffinger, 2018. "Central Bank Independence Before and After the Crisis," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 183-202, June.
    21. Plantin, Guillaume & Barthélemy, Jean & Mengus, Eric, 2019. "Public Liquidity Demand and Central Bank Independence," CEPR Discussion Papers 14160, C.E.P.R. Discussion Papers.
    22. Dirk Niepelt, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CESifo Working Paper Series 8712, CESifo.
    23. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
    24. Ricardo Reis, 2016. "QE in the future: the central bank's balance sheet in a financial crisis," Discussion Papers 1620, Centre for Macroeconomics (CFM).
    25. McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
    26. Arce, Óscar & Nuño, Galo & Thaler, Dominik & Thomas, Carlos, 2020. "A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 350-367.
    27. Robert E. Hall & Ricardo Reis, 2015. "Maintaining Central-Bank Financial Stability under New-Style Central Banking," Economics Working Papers 15109, Hoover Institution, Stanford University.
    28. Stephen Quinn & William Roberds, 2016. "Death of a Reserve Currency," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 63-103, December.
    29. Jens Hilscher & Alon Raviv & Ricardo Reis, 2022. "Inflating Away the Public Debt? An Empirical Assessment," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1553-1595.
    30. Mojmir Hampl & Tomas Havranek, 2018. "Central Bank Capital as an Instrument of Monetary Policy," Working Papers IES 2018/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2018.
    31. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
    32. Giannoulakis, Stylianos, 2017. "Fiscal and Monetary Policy in a New Keynesian Model with Tobin’s Q Investment Theory Features," MPRA Paper 80892, University Library of Munich, Germany.
    33. Francesco Bianchi & Leonardo Melosi, 2017. "The Dire Effects of the Lack of Monetary and Fiscal Coordination," NBER Working Papers 23605, National Bureau of Economic Research, Inc.
    34. Goodhart, Charles & Masciandaro, Donato & Ugolini, Stefano, 2021. "Pandemic Recession, Helicopter Money and Central Banking: Venice, 1630," CEPR Discussion Papers 15715, C.E.P.R. Discussion Papers.
    35. Leeper, Eric M. & Nason, James M., 2015. "Bringing Financial Stability into Monetary Policy," Working Paper Series 305, Sveriges Riksbank (Central Bank of Sweden).
    36. Bonam, Dennis & Ciccarelli, Matteo & Gomes, Sandra & Aldama, Pierre & Bańkowski, Krzysztof & Buss, Ginters & da Costa, José Cardoso & Christoffel, Kai & Elfsbacka Schmöller, Michaela & Jacquinot, Pasc, 2024. "Challenges for monetary and fiscal policy interactions in the post-pandemic era," Occasional Paper Series 337, European Central Bank.
    37. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo.
    38. Pierpaolo Benigno & Salvatore Nisticò, 2020. "The Economics of Helicopter Money," Working Papers 8/20, Sapienza University of Rome, DISS.
    39. de Haan, J. & Eijffinger, Sylvester, 2016. "The Politics of Central Bank Independence," Discussion Paper 2016-047, Tilburg University, Center for Economic Research.
    40. Julien Pinter, 2018. "Does Central Bank Financial Strength Really Matter for Inflation? The Key Role of the Fiscal Support," Open Economies Review, Springer, vol. 29(5), pages 911-952, November.
    41. F. Koulischer, 2015. "Asymmetric shocks in a currency union: The role of central bank collateral policy," Working papers 554, Banque de France.
    42. Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.
    43. R.J. Galema & S. Lugo, 2017. "When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program," Working Papers 17-16, Utrecht School of Economics.
    44. Eric M. Leeper, 2016. "Should Central Banks Care About Fiscal Rules?," NBER Working Papers 22800, National Bureau of Economic Research, Inc.
    45. Todd Keister & Antoine Martin & James J. McAndrews, 2015. "Floor systems and the Friedman rule: the fiscal arithmetic of open market operations," Staff Reports 754, Federal Reserve Bank of New York.
    46. Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," 2014 Meeting Papers 1292, Society for Economic Dynamics.
    47. van Riet, Ad, 2017. "Monetary Policy Stretched to the Limit: How Could Governments Support the European Central Bank?," MPRA Paper 83451, University Library of Munich, Germany.
    48. Roberto Robatto & Pierpaolo Benigno, 2016. "Private Money and Equilibrium Liquidity," 2016 Meeting Papers 690, Society for Economic Dynamics.
    49. Christophe Blot & Jérôme Creel & Paul Hubert, 2016. "Rooms for extension of the ECB’s quantitative easing programme," Sciences Po publications info:hdl:2441/6tr1nod75s8, Sciences Po.
    50. Jörg Bibow, 2018. "Unconventional monetary policies and central bank profits," IMK Studies 62-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    51. Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
    52. Gauti B. Eggertsson & Kevin Proulx, 2016. "Bernanke's No-arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?," NBER Working Papers 22243, National Bureau of Economic Research, Inc.
    53. Pau Rabanal & Dominic Quint, 2017. "Should Unconventional Monetary Policies Become Conventional?," 2017 Meeting Papers 526, Society for Economic Dynamics.
    54. Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, december.
    55. Igor Goncharov & Vasso Ioannidou & Martin C. Schmalz, 2017. "(Why) Do Central Banks Care About Their Profits?," CESifo Working Paper Series 6546, CESifo.
    56. Maćkowiak, Bartosz & Schmidt, Sebastian, 2023. "Passive monetary policy and active fiscal policy in a monetary union," Working Paper Series 2781, European Central Bank.
    57. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    58. Vogel, Lukas, 2019. "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    59. Michael T. Kiley, 2018. "Quantitative Easing and the “New Normal” in Monetary Policy," Finance and Economics Discussion Series 2018-004, Board of Governors of the Federal Reserve System (U.S.).
    60. Benigno, Pierpaolo, 2017. "A Central Bank Theory of Price Level Determination," CEPR Discussion Papers 11966, C.E.P.R. Discussion Papers.
    61. Mojmir Hampl & Tomas Havranek, 2020. "Central Bank Equity as an Instrument of Monetary Policy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(1), pages 49-68, March.
    62. Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
    63. Igor Goncharov & Vasso Ioannidou & Martin C. Schmalz, 2020. "(Why) do central banks care about their profits?," ECONtribute Discussion Papers Series 018, University of Bonn and University of Cologne, Germany.
    64. Shifu Jiang, 2022. "Optimal Credit, Monetary, and Fiscal Policy under Occasional Financial Frictions and the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 151-197, March.
    65. Marco Bassetto & Christopher Phelan, 2013. "Speculative Runs on Interest Rate Pegs," NBER Working Papers 18864, National Bureau of Economic Research, Inc.
    66. Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016. "Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union," Cambridge Working Papers in Economics 1675, Faculty of Economics, University of Cambridge.
    67. Sascha Buetzer, 2022. "Advancing the Monetary Policy Toolkit through Outright Transfers," IMF Working Papers 2022/087, International Monetary Fund.
    68. Berentsen, Aleksander & Kraenzlin, Sébastien & Müller, Benjamin, 2018. "Exit strategies for monetary policy," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 20-40.
    69. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
    70. Stephen F. Quinn & William Roberds, 2017. "An Early Experiment with \"Permazero\"," FRB Atlanta Working Paper 2017-5, Federal Reserve Bank of Atlanta.
    71. Kim, Minseong, 2019. "Is government budget constraint binding?," MPRA Paper 97091, University Library of Munich, Germany.
    72. Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio, 2016. "Reverse speculative attacks," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 125-137.
    73. Atsushi Tanaka, 2019. "How Can a Central Bank Exit Quantitative Easing Without Rapidly Shrinking its Balance Sheet?," Discussion Paper Series 196, School of Economics, Kwansei Gakuin University.
    74. Jäger, Jannik & Grigoriadis, Theocharis, 2017. "The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 21-43.
    75. Atsushi Tanaka, 2020. "Monetary Base Controllability after an Exit from Quantitative Easing," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 123-134.
    76. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
    77. Peter Spahn, 2016. "Central Bank Design in a Non-optimal Currency Union A Lender of Last Resort for Government Debt?," ROME Working Papers 201610, ROME Network.
    78. Νikolaos A. Kyriazis & Emmanouil M. L. Economou, 2019. "Brexit and new perspectives of an unconventional way of Eurozone revival," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(3), pages 5-20.
    79. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    80. Ricardo Reis, 2015. "Different Types of Central Bank Insolvency and the Central Role of Seignorage," NBER Working Papers 21226, National Bureau of Economic Research, Inc.
    81. Marcelo A. T. Aragão, 2021. "A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done," Working Papers Series 554, Central Bank of Brazil, Research Department.
    82. Michal Franta & Tomas Holub & Branislav Saxa, 2018. "Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," Working Papers 2018/10, Czech National Bank.
    83. Joerg Bibow, 2018. "Unconventional Monetary Policies and Central Bank Profits: Seigniorage as Fiscal Revenue in the Aftermath of the Global Financial Crisis," Economics Working Paper Archive wp_916, Levy Economics Institute.
    84. Mojmir Hampl & Tomas Havranek, 2018. "Central Bank Financial Strength and Inflation: A Meta-Analysis," Research and Policy Notes 2018/01, Czech National Bank.
    85. Reis, Ricardo, 2015. "Comment on: “when does a central bank’s balance sheet require fiscal support?” by Marco Del Negro and Christopher A. Sims," LSE Research Online Documents on Economics 65867, London School of Economics and Political Science, LSE Library.
    86. De Luigi, Clara & Huber, Florian, 2018. "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 218-238.
    87. Monetary Affairs Department, 2023. "Central Bank Finances and Monetary Policy Conduct," Bank of Japan Working Paper Series 23-12-12, Bank of Japan.
    88. Iryna Kachur & Volodymyr Lepushynskyi & Robert Zammit, 2016. "The NBU's Balance Sheet: Before, During, and After the Crisis," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 237, pages 6-19.
    89. van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.
    90. Atsushi Tanaka, 2020. "Central Bank Capital and Credibility: A Literature Survey," Discussion Paper Series 208, School of Economics, Kwansei Gakuin University, revised May 2020.
    91. Bank for International Settlements, 2023. "Central bank asset purchases in response to the Covid-19 crisis," CGFS Papers, Bank for International Settlements, number 68, december.
    92. Economou, Emmanouel/Marios/Lazaros & Kyriazis, Nikolaos, 2016. "To QE or not to QE? New perspectives of an unconventional way of Eurozone revival after Brexit," MPRA Paper 76435, University Library of Munich, Germany.
    93. Benigno, Pierpaolo, 2016. "Designing Central Banks for Inflation Stability," CEPR Discussion Papers 11402, C.E.P.R. Discussion Papers.
    94. Hess Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2020. "Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit," CARF F-Series CARF-F-483, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

  4. Christopher A. Sims, 2013. "Gaps in the Institutional Structure of the Euro Area," Working Papers 1460, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Athanasios Orphanides, 2020. "The fiscal–monetary policy mix in the euro area: challenges at the zero lower bound," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 461-517.
    2. Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
    3. Kouretas, Georgios P. & Papadopoulos, Athanasios P. & Tavlas, George S., 2022. "Financial risks, monetary policy in the QE era, and regulation," Journal of Financial Stability, Elsevier, vol. 63(C).
    4. Mackowiak, Bartosz & Jarocinski, Marek, 2017. "Monetary-Fiscal Interactions and the Euro Area's Malaise," CEPR Discussion Papers 12020, C.E.P.R. Discussion Papers.
    5. van Riet, Ad, 2015. "Market-preserving fiscal federalism in the European Monetary Union," MPRA Paper 77772, University Library of Munich, Germany.
    6. Lucrezia Reichlin & Giovanni Ricco & Matthieu Tarbé, 2021. "Monetary-Fiscal Crosswinds in the European Monetary Union," SciencePo Working papers Main hal-03474950, HAL.
    7. Aimola Akingbade U. & Odhiambo Nicholas M., 2020. "Public Debt and Inflation: A Review of International Literature," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 9-24, June.
    8. Martin Geiger & Richard Hule, 2016. "Correlation and coordination risk," Working Papers 2016-19, Faculty of Economics and Statistics, Universität Innsbruck.
    9. J. Boeckx & M. Deroose, 2016. "Monetary and fiscal policies in the euro area : independent but nevertheless connected," Economic Review, National Bank of Belgium, issue ii, pages 7-25, september.
    10. Landau, J.P., 2012. "Policies on sovereign debt," Financial Stability Review, Banque de France, issue 16, pages 191-201, April.
    11. Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
    12. van Riet, Ad, 2016. "Safeguarding the euro as a currency beyond the state," Occasional Paper Series 173, European Central Bank.
    13. Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
    14. Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
    15. Orphanides, Athanasios, 2016. "Fiscal implications of central bank balance sheet policies," IMFS Working Paper Series 105, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    16. Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016. "Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union," Cambridge Working Papers in Economics 1675, Faculty of Economics, University of Cambridge.
    17. Peter Spahn, 2016. "Central Bank Design in a Non-optimal Currency Union A Lender of Last Resort for Government Debt?," ROME Working Papers 201610, ROME Network.
    18. Patella, Valeria & Tancioni, Massimiliano, 2021. "Confidence Swings and Sovereign Risk Dynamics," Structural Change and Economic Dynamics, Elsevier, vol. 56(C), pages 195-206.
    19. Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021. "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, vol. 102(C).
    20. Tanweer Akram & Anupam Das, 2017. "The Dynamics Of Government Bond Yields In The Euro Zone," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-18, September.
    21. Martin Geiger & Richard Hule, 2019. "Correlation and coordination risk," Annals of Finance, Springer, vol. 15(2), pages 155-177, June.
    22. Ashoka Mody, 2015. "Living (dangerously) without a fiscal union," Working Papers 875, Bruegel.

  5. Filip Matejka & Christopher A. Sims, 2011. "Discrete Actions in Information-Constrained Tracking Problems," CERGE-EI Working Papers wp441, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

    Cited by:

    1. Etienne Gagnon & J. David López-Salido & Nicolas Vincent, 2012. "Individual price adjustment along the extensive margin," International Finance Discussion Papers 1052, Board of Governors of the Federal Reserve System (U.S.).
    2. Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens, 2014. "Investor Sophistication and Capital Income Inequality," NBER Working Papers 20246, National Bureau of Economic Research, Inc.
    3. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
    4. Luigi Paciello, 2012. "Monetary Policy and Price Responsiveness to Aggregate Shocks under Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1375-1399, October.
    5. Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
    6. Altantsetseg Batchuluun & Yulei Luo & Eric R. Young, 2019. "Portfolio Choice with Information-Processing Limits," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 137-162, May.
    7. Andrew Caplin & John Leahy & Filip Matějka, 2015. "Social Learning and Selective Attention," NBER Working Papers 21001, National Bureau of Economic Research, Inc.
    8. Saint-Paul, Gilles, 2010. "A "quantum" approach to rational inattention," CEPR Discussion Papers 7739, C.E.P.R. Discussion Papers.
    9. Antonella Tutino, 2012. "Online Appendix to "Rationally inattentive consumption choices"," Online Appendices 11-143, Review of Economic Dynamics.
    10. Jonathan A. Parker, 2011. "Consumer Spending and the Economic Stimulus Payments of 2008," 2011 Meeting Papers 254, Society for Economic Dynamics.
    11. Gaballo, G., 2013. "Rational Inattention to News: The Perils of Forward Guidance," Working papers 416, Banque de France.
    12. Filip Matejka, 2013. "Attention Discrimination: Theory and Field Experiments," 2013 Meeting Papers 798, Society for Economic Dynamics.
    13. Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
    14. George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
    15. Tim Willems, 2017. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economic Journal, Royal Economic Society, vol. 127(604), pages 2216-2239, September.

  6. Sims, Christopher A., 2011. "Statistical Modeling of Monetary Policy and its Effects," Nobel Prize in Economics documents 2011-5, Nobel Prize Committee.

    Cited by:

    1. KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
    2. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    3. Mike West, 2020. "Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 41-44, February.
    4. Arnaud Cedric Kamkoum, 2023. "The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," Papers 2305.12318, arXiv.org.
    5. Richard T. Froyen & Alfred V. Guender, 2017. "What to Aim for? The Choice of an Inflation Objective when Openness Matters," Open Economies Review, Springer, vol. 28(1), pages 167-190, February.
    6. Serhan Cevik & Katerina Teksoz, 2013. "Lost In Transmission? The Effectiveness Of Monetary Policy Transmission Channels In The Gcc Countries," Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-21.
    7. Richard Harrison, 2014. "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers 1429, Centre for Macroeconomics (CFM).
    8. Tapia, Jose, 2015. "Profits encourage investment, investment dampens profits, government spending does not prime the pump — A DAG investigation of business-cycle dynamics," MPRA Paper 64985, University Library of Munich, Germany, revised Jun 2015.
    9. Mohamad B. Karaki, 2020. "Monetary shocks and job flows: evidence from disaggregated data," Empirical Economics, Springer, vol. 58(6), pages 2911-2936, June.
    10. Andrzej Rzonca & Piotr Cizkowicz, 2014. "The effects of unconventional monetary policy: what do central banks not include in their models? / Skutki niekonwencjonalnej polityki pieniê¿nej: czego banki centralne nie uwzglêdniaj¹w swoich modela," mBank - CASE Seminar Proceedings 131, CASE-Center for Social and Economic Research.
    11. Koen Vermeylen, 2013. "The Methodology of Modern Macroeconomics and the Descriptive Approach to Discounting," Tinbergen Institute Discussion Papers 13-200/VI, Tinbergen Institute.
    12. Bakeev, M., 2022. "A compromise between formalism and realism as a way to influence economic policy," Journal of the New Economic Association, New Economic Association, vol. 57(5), pages 113-125.
    13. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    14. Christopher A. Sims, 2013. "Comment on "Dormant Shocks and Fiscal Virtue"," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 59-64, National Bureau of Economic Research, Inc.
    15. Belanger, Gilles, 2014. "The Overlooked Assumption Behind the New Keynesian Phillips Curve," MPRA Paper 55629, University Library of Munich, Germany.
    16. Tavlas, George S., 2024. "The Long and Unfinished Road to Friedman and Meiselman’s “The Relative Stability of Monetary Velocity and the Investment Multiplier”," SocArXiv vq4ht, Center for Open Science.
    17. Philippe Goulet Coulombe & Maximilian Gobel, 2020. "Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis," Papers 2005.02535, arXiv.org, revised Mar 2021.
    18. Víctor Hugo Torres‐Preciado, 2021. "Monetary policy and regional economic performance in Mexico: A structural panel VAR approach," Growth and Change, Wiley Blackwell, vol. 52(1), pages 195-223, March.
    19. Piotr Ciżkowicz & Andrzej Rzońcaz, 2017. "Are Major Central Banks Blinded By The Analytical Elegance Of Their Models? Possible Costs Of Unconventional Monetary Policy Measures," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 87-108, March.
    20. Tongurai, Jittima & Vithessonthi, Chaiporn, 2023. "Financial openness and financial market development," Journal of Multinational Financial Management, Elsevier, vol. 67(C).
    21. Philippe Goulet Coulombe & Maximilian Gobel, 2021. "Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis," Working Papers 21-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    22. Froyen, Richard T. & Guender, Alfred V., 2018. "The real exchange rate in Taylor rules: A Re-Assessment," Economic Modelling, Elsevier, vol. 73(C), pages 140-151.

  7. Christopher Sims, 2010. "Modeling the influence of fiscal policy on inflation," 2010 Meeting Papers 235, Society for Economic Dynamics.

    Cited by:

    1. Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.

  8. Christopher A. Sims, 2010. "Commentary on Policy at the Zero Lower Bound," Working Papers 1205, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Lim, G.C. & McNelis, Paul D., 2018. "Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 346-363.
    2. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
    3. Nasir, Muhammad Ali, 2021. "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 200-229.
    4. Lim, G.C. & McNelis, Paul D., 2016. "Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 135-150.
    5. McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
    6. McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.

  9. Christopher Sims, 2009. "Price Level Determination in Equilibrium," Annual Meeting Plenary 2009-3, Society for Economic Dynamics.

    Cited by:

    1. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2010. "Reading the recent monetary history of the United States, 1959-2007," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 311-338.

  10. Christopher A Sims, 2009. "Inflation expectations, uncertainty and monetary policy," BIS Working Papers 275, Bank for International Settlements.

    Cited by:

    1. Oleg KITOV & Ivan KITOV, 2012. "Inflation And Unemployment In Switzerland: From 1970 To 2050," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 141-156.
    2. Abdelkader AGUIR, 2016. "Régime de ciblage d'inflation et crise financière : efficacité et performance," Post-Print hal-03825936, HAL.
    3. Ernest Gnan & Johann Scharler & Maria Antoinette Silgoner, 2009. "Inflation Expectations – Role and Measurement for Monetary Policy," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 41-67.
    4. Buncic, Daniel & Lentner, Philipp, 2016. "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 126-150.
    5. Lena Dräger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," Macroeconomics and Finance Series 201503, University of Hamburg, Department of Socioeconomics.
    6. Barnea, Emanuel & Landskroner, Yoram & Sokoler, Meir, 2015. "Monetary policy and financial stability in a banking economy: Transmission mechanism and policy tradeoffs," Journal of Financial Stability, Elsevier, vol. 18(C), pages 78-90.
    7. Tetiana Yukhymenko, 2021. "Role of the Media in the Inflation Expectation Formation Process," IHEID Working Papers 13-2021, Economics Section, The Graduate Institute of International Studies.
    8. Charles F. Manski, 2018. "Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise," NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 411-471.
    9. Treu, Johannes & Hartwig, Johannes, 2023. "Perceived Inflation in Germany in 2022," MPRA Paper 118403, University Library of Munich, Germany.
    10. Rossmann, Tobias, 2019. "Economic Uncertainty and Subjective Inflation Expectations," Rationality and Competition Discussion Paper Series 160, CRC TRR 190 Rationality and Competition.
    11. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
    12. Kuchler, Theresa & Zafar, Basit, 2015. "Personal Experiences and Expectations about Aggregate Outcomes," IZA Discussion Papers 9444, Institute of Labor Economics (IZA).
    13. Wilbert van der Klaauw & Wandi Bruine de Bruin & Giorgio Topa & Basit Zafar & Olivier Armantier, 2012. "Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs?," 2012 Meeting Papers 121, Society for Economic Dynamics.
    14. Armantier, Olivier & Filippin, Antonio & Neubauer, Michael & Nunziata, Luca, 2022. "The expected price of keeping up with the Joneses," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1203-1220.
    15. Carlos Madeira & Basit Zafar, 2015. "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 867-896, August.
    16. Olivier Armantier & Scott Nelson & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar, 2016. "The Price Is Right: Updating Inflation Expectations in a Randomized Price Information Experiment," The Review of Economics and Statistics, MIT Press, vol. 98(3), pages 503-523, July.
    17. Olivier Armantier & Giorgio Topa & Wilbert Van der Klaauw & Basit Zafar, 2017. "An overview of the Survey of Consumer Expectations," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 51-72.
    18. Baker, Steven D. & Hollifield, Burton & Osambela, Emilio, 2016. "Disagreement, speculation, and aggregate investment," Journal of Financial Economics, Elsevier, vol. 119(1), pages 210-225.
    19. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2013. "Inflation expectations in Spain: The Spanish PwC Survey," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(101), pages 109-115, Agosto.
    20. Bodo Herzog, 2015. "Anchoring of expectations: The role of credible targets in a game experiment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(6), pages 1-15, December.
    21. Balazs VARGA & Zsolt DARVAS, 2010. "Time-Varying Coefficient Methods to Measure Inflation Persistence," EcoMod2010 259600167, EcoMod.
    22. Carin van der Cruijsen & Anna Samarina, 2021. "Trust in the ECB in turbulent times," Working Papers 722, DNB.
    23. Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.
    24. J. Daniel Aromí & Martín Llada, 2024. "Are professional forecasters inattentive to public discussions? The case of inflation in Argentina," Working Papers 300, Red Nacional de Investigadores en Economía (RedNIE).

  11. Christopher A. Sims, 2007. "Monetary Policy Models," Working Papers 1032, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
    2. Marta Boczon, 2018. "Balanced Growth Approach to Forecasting Recessions," Working Paper 6487, Department of Economics, University of Pittsburgh.
    3. Prabheesh, K.P. & Anglingkusumo, Reza & Juhro, Solikin M., 2021. "The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia," Economic Modelling, Elsevier, vol. 94(C), pages 831-842.
    4. Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
    5. Sousa, João & Sousa, Ricardo M., 2013. "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series 1575, European Central Bank.
    6. Daly, Hounaida & Smida, Mounir, 2013. "Interaction entre politique monétaire et politique budgétaire:Cas de la Grèce [Fiscal and Monetary Policy Interactions : The Greece Case]," MPRA Paper 45931, University Library of Munich, Germany.
    7. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018. "Identification Versus Misspecification in New Keynesian Monetary Policy Models," Working Paper Series 362, Sveriges Riksbank (Central Bank of Sweden).
    8. Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020. "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 153-172.
    9. Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
    10. Prabheesh, K.P. & Vidya, C.T., 2018. "Do business cycles, investment-specific technology shocks matter for stock returns?," Economic Modelling, Elsevier, vol. 70(C), pages 511-524.
    11. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
    12. João Sousa & Ricardo M. Sousa, 2011. "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers 21/2011, NIPE - Universidade do Minho.
    13. Daly, Hounaida & Smida, Mounir, 2013. "La coordination des politiques monétaire et budgétaire: Aperçu théorique [Coordination of monetary and fiscal policies: Theoretical Overview]," MPRA Paper 48066, University Library of Munich, Germany.
    14. Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1), pages 118-137.
    15. Ivan Kitov & Oleg Kitov, 2013. "Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan," Papers 1309.1757, arXiv.org.
    16. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
    17. Kenneth Beauchemin & Saeed Zaman, 2011. "A medium scale forecasting model for monetary policy," Working Papers (Old Series) 1128, Federal Reserve Bank of Cleveland.
    18. Mario Forni & Luca Gambetti, 2021. "Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy," JRFM, MDPI, vol. 14(8), pages 1-21, August.
    19. Marta Boczoń & Jean-François Richard, 2020. "Balanced Growth Approach to Tracking Recessions," Econometrics, MDPI, vol. 8(2), pages 1-35, April.
    20. Ivan Kitov & Oleg Kitov, 2013. "Inflation, unemployment, and labour force. Phillips curves and long-term projections for Austria," Papers 1310.1786, arXiv.org.
    21. Dedu, Vasile & Stoica, Tiberiu, 2014. "The Impact of Monetaru Policy on the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 71-86, June.
    22. Daly, Hounaida & Smida, Mounir, 2014. "Fiscal Theory of Price Level," MPRA Paper 60142, University Library of Munich, Germany.
    23. Jesper Lindé, 2018. "DSGE models: still useful in policy analysis?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 269-286.
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    1. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers 12-24, Federal Reserve Bank of Philadelphia.
    2. Bianchi, Daniele & Tamoni, Andrea, 2016. "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics 118992, London School of Economics and Political Science, LSE Library.
    3. Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
    4. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
    5. Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, vol. 113(C).
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    7. Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
    8. Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
    9. Eo, Yunjong, 2008. "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper 13910, University Library of Munich, Germany, revised 11 Feb 2009.
    10. Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
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    131. Mark Bognanni & John Zito, 2019. "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers 19-29, Federal Reserve Bank of Cleveland.
    132. Isakin, Maksim & Serletis, Apostolos, 2019. "Banking technology in a Markov switching economy," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 154-168.
    133. Dmitry Kulikov & Aleksei Netsunajev, 2016. "Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach," Bank of Estonia Working Papers wp2015-8, Bank of Estonia, revised 19 Feb 2016.
    134. Chai Jian & Wang Shubin & Xiao Hao, 2013. "Abrupt Changes of Global Oil Price," Journal of Systems Science and Information, De Gruyter, vol. 1(1), pages 38-59, February.
    135. Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
    136. Satoshi Tezuka & Yoichi Matsubayashi, 2018. "Credit Spread, Financial Market and Real Activities under Financial Instability: Empirical Evidence with MS-SBVAR," Discussion Papers 1812, Graduate School of Economics, Kobe University.
    137. Morozov, Sergei & Mathur, Sudhanshu, 2009. "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper 30298, University Library of Munich, Germany, revised 04 Apr 2011.
    138. Stéphane Lhuissier, 2015. "The Regime-switching volatility of Euro Area Business Cycles," Working Papers 2015-22, CEPII research center.
    139. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
    140. Kizys, Renatas & Paltalidis, Nikos & Vergos, Konstantinos, 2016. "The quest for banking stability in the euro area: The role of government interventions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 111-133.
    141. Benoit Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
    142. Daniel F. Waggoner & Hongwei Wu & Tao Zha, 2014. "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper 2014-21, Federal Reserve Bank of Atlanta.

  13. Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..

    Cited by:

    1. Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
    2. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
    3. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023. "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers 0223, School of Economics, University of Surrey.
    4. Aurélien Goutsmedt & Francesco Sergi & Béatrice Cherrier & Juan Acosta & Clément Fontan & François Claveau, 2024. "To change or not to change. The evolution of forecasting models at the Bank of England," Post-Print hal-04431044, HAL.
    5. Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume, 2011. "On the welfare costs of misspecified monetary policy objectives," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 151-161, June.
    6. Daly, Hounaida & Smida, Mounir, 2013. "Interaction entre politique monétaire et politique budgétaire:Cas de la Grèce [Fiscal and Monetary Policy Interactions : The Greece Case]," MPRA Paper 45931, University Library of Munich, Germany.
    7. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018. "Identification Versus Misspecification in New Keynesian Monetary Policy Models," Working Paper Series 362, Sveriges Riksbank (Central Bank of Sweden).
    8. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System (U.S.).
    9. Juan Acosta & Beatrice Cherrier & François Claveau & Clément Fontan & Aurélien Goutsmedt & Francesco Sergi, 2023. "Six Decades of Economic Research at the Bank of England," Post-Print hal-04225628, HAL.
    10. Mr. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2009/238, International Monetary Fund.
    11. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    12. Sofia Bauducco & Ales Bulir & Martin Cihak, 2008. "Monetary Policy Rules with Financial Instability," Working Papers 2008/8, Czech National Bank.
    13. Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
    14. Daly, Hounaida & Smida, Mounir, 2013. "La coordination des politiques monétaire et budgétaire: Aperçu théorique [Coordination of monetary and fiscal policies: Theoretical Overview]," MPRA Paper 48066, University Library of Munich, Germany.
    15. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2021. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 2104, University of Exeter, Department of Economics.
    16. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
    17. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparision of forecast, simple reduced-form models, and a DSGE model," CAMA Working Papers 2009-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    18. 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(2‐3), pages 341-365, March.
    19. Dedu, Vasile & Stoica, Tiberiu, 2014. "The Impact of Monetaru Policy on the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 71-86, June.
    20. Daly, Hounaida & Smida, Mounir, 2014. "Fiscal Theory of Price Level," MPRA Paper 60142, University Library of Munich, Germany.
    21. Dario Caldara & Richard Harrison & Anna Lipińska, 2014. "Practical Tools For Policy Analysis In Dsge Models With Missing Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1145-1163, November.
    22. Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).

  14. Sims, Christopher A., 2005. "Rational inattention: a research agenda," Discussion Paper Series 1: Economic Studies 2005,34, Deutsche Bundesbank.

    Cited by:

    1. Paul De Grauwe, 2008. "Animal Spirits and Monetary Policy," CESifo Working Paper Series 2418, CESifo.
    2. Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009. "Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1331-1363, October.
    3. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    4. Agnès Festré & Pierre Garrouste, 2015. "The ‘Economics of Attention’: A History of Economic Thought Perspective," Post-Print halshs-02314240, HAL.
    5. Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.
    6. Camilo Fabiam Gómez Segura, Oscar Hernán Cerquera Losada, Cristian Felipe Orjuela Yacue, 2012. "Racionalidad incompleta: una nueva forma de analizar las crisis económicas," Revista CIFE, Universidad Santo Tomás, December.
    7. Aubrey Clark & Giovanni Reggiani, 2021. "Contracts for acquiring information," Papers 2103.03911, arXiv.org.
    8. Willi Semmler & Lars Grüne & Marleen Stieler, 2013. "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013 5782, EcoMod.
    9. Ellis Scharfenaker, 2015. "A Quantal Response Model of Firm Competition," Working Papers 1507, New School for Social Research, Department of Economics.
    10. Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
    11. Matějka, Filip, 2015. "Rigid pricing and rationally inattentive consumer," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 656-678.
    12. Bartosz Mackowiak & Mirko Wiederholt, 2004. "Optimal Sticky Prices under Rational Inattention," SFB 649 Discussion Papers SFB649DP2005-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Jul 2005.
    13. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2015. "Attention Misallocation, Social Welfare and Policy Implications," MPRA Paper 63828, University Library of Munich, Germany.
    14. de Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," LSE Research Online Documents on Economics 63984, London School of Economics and Political Science, LSE Library.
    15. Altantsetseg Batchuluun & Yulei Luo & Eric R. Young, 2019. "Portfolio Choice with Information-Processing Limits," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 137-162, May.
    16. Yulei Luo, 2024. "Consumption Dynamics under Information Processing Constraints," CEMA Working Papers 622, China Economics and Management Academy, Central University of Finance and Economics.
    17. Slacalek, Jirka & Fritsche, Ulrich & Dovern, Jonas & Döpke, Jörg, 2005. "European inflation expectations dynamics," Discussion Paper Series 1: Economic Studies 2005,37, Deutsche Bundesbank.
    18. Paul De Grauwe, 2008. "Macroeconomic Modeling when Agents are Imperfectly Informed," CESifo Working Paper Series 2318, CESifo.
    19. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    20. Jordi Mondria & Climent Quintana‐Domeque, 2013. "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, vol. 123(568), pages 429-454, May.
    21. Alberto Cavallo & Guillermo Cruces & Ricardo Perez-Truglia, 2014. "Inflation Expectations, Learning and Supermarket Prices," NBER Working Papers 20576, National Bureau of Economic Research, Inc.
    22. Nigar Hashimzade, 2018. "On the solution of the variational optimisation in the rational inattention framework," Papers 1802.09869, arXiv.org, revised Jul 2018.
    23. Georg Meran & Reimund Schwarze, 2018. "A Theory of Optimal Green Defaults," Sustainability, MDPI, vol. 10(8), pages 1-17, August.
    24. Padula, Mario & Pettinicchi, Yuri, 2013. "Providing financial education: a general equilibrium approach," CEPR Discussion Papers 9556, C.E.P.R. Discussion Papers.
    25. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Economic Studies, CESifo Group, vol. 56(4), pages 465-497, December.
    26. Yulei Luo, 2010. "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 843-860, October.
    27. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    28. Hamza Bennani & Matthias Neuenkirch, 2022. "Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets," Research Papers in Economics 2022-05, University of Trier, Department of Economics.
    29. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
    30. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
    31. Lucidi, Francesco Simone & Semmler, Willi, 2023. "Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model," Journal of Macroeconomics, Elsevier, vol. 75(C).
    32. Gaballo, Gaetano, 2017. "The hazards of vague communication," Research Bulletin, European Central Bank, vol. 34.
    33. Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg H., 2017. "Communication of monetary policy in unconventional times," CFS Working Paper Series 578, Center for Financial Studies (CFS).
    34. Markus Reisinger & Ludwig Ressner, 2008. "Dynamic Duopoly with Inattentive Firms," Working Papers 058, Bavarian Graduate Program in Economics (BGPE).
    35. Yulei Luo & Eric R. Young, 2010. "Risk-Sensitive Consumption and Savings under Rational Inattention," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 281-325, October.
    36. Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
    37. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2014. "Too Much of a Good Thing: Attention Misallocation and Social Welfare in Coordination Games," MPRA Paper 59139, University Library of Munich, Germany.
    38. Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
    39. Reid, Monique, 2015. "Inflation expectations of the inattentive general public," Economic Modelling, Elsevier, vol. 46(C), pages 157-166.
    40. Alberto Cavallo & Guillermo Cruces & Ricardo Perez-Truglia, 2016. "Inflation Expectations, Learning and Supermarket Prices: Evidence from Survey Experiments," Artefactual Field Experiments 00542, The Field Experiments Website.
    41. Tutino, Antonella, 2008. "The rigidity of choice: lifetime savings under information-processing constraints," MPRA Paper 16744, University Library of Munich, Germany, revised 24 Jul 2009.
    42. Antonella Tutino, 2008. "The rigidity of choice: Lifecycle savings with information-processing limits," Finance and Economics Discussion Series 2008-62, Board of Governors of the Federal Reserve System (U.S.).
    43. Christian, Mueller-Kademann, 2009. "Puzzle solver," MPRA Paper 19852, University Library of Munich, Germany.
    44. Luo Yulei & Young Eric R, 2009. "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-43, April.
    45. Yulei Luo, 2006. "Rational Inattention, Portfolio Choice, and the Equity Premium," Computing in Economics and Finance 2006 56, Society for Computational Economics.
    46. Steve, Heinke & Niels, Warmuth, 2016. "A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency," MPRA Paper 68715, University Library of Munich, Germany.
    47. Yulei Luo, 2005. "Consumption Dynamics under Information Processing Constraints," Macroeconomics 0505011, University Library of Munich, Germany, revised 04 Jun 2005.
    48. Paul Levine & Joseph Pearlman & Bo Yang, 2012. "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers 1012, School of Economics, University of Surrey.
    49. Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki, 2019. "Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations," Bank of Japan Working Paper Series 19-E-8, Bank of Japan.
    50. Michał Gradzewicz & Krzysztof Makarski & Joanna Tyrowicz, 2013. "Do We Really Need to Start From Scratch? Economic Theory on Economic Crises," Working Papers 2013-17, Faculty of Economic Sciences, University of Warsaw.
    51. Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.
    52. Müller, Christian, 2012. "A new interpretation of known facts: The case of two-way causality between trading and volatility," Economic Modelling, Elsevier, vol. 29(3), pages 664-670.
    53. Martins, Guilherme & Sinigaglia, Daniel, 2009. "Real Business Cycle Dynamics under Rational Inattention," MPRA Paper 14089, University Library of Munich, Germany.
    54. Paul Grauwe, 2011. "Animal spirits and monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 423-457, June.
    55. Filip Matejka, 2011. "Rigid Pricing and Rationally Inattentive," 2011 Meeting Papers 749, Society for Economic Dynamics.
    56. Jiang, Xu & Yang, Ming, 2017. "Properties of optimal accounting rules in a signaling game," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 499-512.
    57. Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.
    58. Jangho Yang, 2023. "Information‐theoretic model of induced technical change: Theory and empirics," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 2-39, February.
    59. S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
    60. Semmler, Willi & Tahri, Ibrahim, 2017. "Current account imbalances: A new approach to assess external debt sustainability," Economic Modelling, Elsevier, vol. 62(C), pages 161-170.
    61. Duncan Foley, 2017. "Crisis and theoretical methods: equilibrium and disequilibrium once again," Working Papers 1703, New School for Social Research, Department of Economics.
    62. Christopher A. Sims, 2006. "Rational Inattention: Beyond the Linear-Quadratic Case," American Economic Review, American Economic Association, vol. 96(2), pages 158-163, May.
    63. De Grauwe, Paul, 2008. "DSGE-Modelling: when agents are imperfectly informed," Working Paper Series 897, European Central Bank.

  15. Christopher A. Sims & Tao Zha, 2004. "MCMC method for Markov mixture simultaneous-equation models: a note," FRB Atlanta Working Paper 2004-15, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series 2016-05, School of Economics, University of Cape Town.
    2. Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
    3. Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
    4. Kizys, Renatas & Paltalidis, Nikos & Vergos, Konstantinos, 2016. "The quest for banking stability in the euro area: The role of government interventions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 111-133.

  16. Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2004. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Econometric Society 2004 North American Winter Meetings 411, Econometric Society.

    Cited by:

    1. Luigi MARATTIN & Simone SALOTTI, 2010. "The Response of Private Consumption to Different Public Spending Categories:VAR Evidence from UK," EcoMod2010 259600111, EcoMod.
    2. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
    3. Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers dp677, Financial Markets Group.
    4. RUGE-MURCIA, Francisco J., 2012. "Skewness Risk and Bond Prices," Cahiers de recherche 2012-14, Universite de Montreal, Departement de sciences economiques.
    5. Mr. Mauro F Roca, 2009. "Search in the Labor Market under Imperfectly Insurable Income Risk," IMF Working Papers 2009/188, International Monetary Fund.
    6. Aysun, Uluc, 2008. "Automatic stabilizer feature of fixed exchange rate regimes," Emerging Markets Review, Elsevier, vol. 9(4), pages 302-328, December.
    7. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
    8. Francisco J. Ruge-Murcia, 2011. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," 2011 Meeting Papers 237, Society for Economic Dynamics.
    9. Ioannides, Yannis M. & Soetevent, Adriaan R., 2007. "Social networking and individual outcomes beyond the mean field case," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 369-390.
    10. Kim, Jinill & Ruge-Murcia, Francisco J., 2011. "Monetary policy when wages are downwardly rigid: Friedman meets Tobin," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2064-2077.
    11. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    12. Uribe, Martín & Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
    13. Mr. Alan Sutherland & Michael B. Devereux, 2007. "Country Portfolio Dynamics," IMF Working Papers 2007/283, International Monetary Fund.
    14. Steve Ambler & Ali Dib & Nooman Rebei, 2004. "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Staff Working Papers 04-36, Bank of Canada.
    15. Darlene C. Chisholm & Margaret S. McMillan & George Norman, 2005. "Product Differentiation and Film Programming Choice: Do First-Run Movie Theatres Show the Same Films?," Discussion Papers Series, Department of Economics, Tufts University 0523, Department of Economics, Tufts University.
    16. Stephanie Schmitt-Grohe & Martin Uribe, 2007. "Optimal simple and implementable monetary and fiscal rules," FRB Atlanta Working Paper 2007-24, Federal Reserve Bank of Atlanta.
    17. Ester Faia & Tommaso Monacelli, 2003. "Ramsey monetary policy and international relative prices," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    18. Gilbert Metcalf & Jongsang Park, 2007. "A comment on the role of prices for excludable public goods," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 14(6), pages 685-698, December.
    19. Laxton, Douglas & Pesenti, Paolo & Juillard, Michel & Karam, Philippe, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 613, European Central Bank.
    20. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers 09004, Concordia University, Department of Economics, revised 28 Apr 2010.
    21. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
    22. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312, National Bureau of Economic Research, Inc.
    23. Luigi MARATTIN & Massimiliano MARZO & Paolo ZAGAGLIA, 2010. "Distortionary Tax Instruments and Implementable Monetary Policy," EcoMod2010 259600110, EcoMod.
    24. Raf Wouters & Frank Smets, 2004. "Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy," Computing in Economics and Finance 2004 132, Society for Computational Economics.
    25. Cédric Tille & Eric Van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York.
    26. 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.
    27. Richard Dennis, 2009. "Timeless Perspective Policymaking: When is Discretion Superior?," NCER Working Paper Series 38, National Centre for Econometric Research.
    28. Marcela Meirelles Aurelio, 2006. "Targeting inflation and the fiscal balance : what is the optimal policy mix?," Research Working Paper RWP 06-07, Federal Reserve Bank of Kansas City.
    29. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
    30. Ester Faia & Tommaso Monacelli, 2005. "Optimal Monetary Policy Rules, Asset Prices and Credit Frictions," Working Papers 279, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    31. Sunghyun Henry Kim & Jinill Kim, 2006. "Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation," Computing in Economics and Finance 2006 71, Society for Computational Economics.
    32. Teo, Wing Leong, 2009. "Should East Asia's currencies be pegged to the yen? The role of invoice currency," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 283-308, September.
    33. Faia, Ester & Monacelli, Tommaso, 2007. "Optimal interest rate rules, asset prices, and credit frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3228-3254, October.
    34. Horvath Michal, 2011. "Alternative Perspectives on Optimal Public Debt Adjustment," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-22, November.
    35. Yamin Ahmad & Ming Chien Lo & Olena Mykhaylova, 2012. "Causes of Nonlinearities in low order models of the real exchange rate," Working Papers 12-01, UW-Whitewater, Department of Economics, revised Mar 2013.
    36. Ravenna, Federico & Seppälä, Juha, 2006. "Monetary policy and rejections of the expectations hypothesis," Bank of Finland Research Discussion Papers 25/2006, Bank of Finland.
    37. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
    38. Verónica Acurio Vásconez & Gaël Giraud & Florent Mc Isaac & Ngoc-Sang Pham, 2015. "The effects of oil price shocks in a new-Keynesian framework with capital accumulation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01309299, HAL.
    39. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
    40. Alexei Onatski & Noah Williams, 2010. "Empirical and policy performance of a forward-looking monetary model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 145-176.
    41. Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012. "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne 12092, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    42. Massimiliano Marzo, 2006. "Optimal Monetary Policy with Price and Wage Rigidities," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 63-95, February.
    43. Kim, Jinill & Ruge-Murcia, Francisco J., 2007. "How Much Inflation is Necessary to Grease the Wheels?," Cahiers de recherche 2007-10, Universite de Montreal, Departement de sciences economiques.
    44. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational Economics.
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    2. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
    3. Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers dp677, Financial Markets Group.
    4. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
    5. Uribe, Martín & Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2009. "Risk Matters: The Real Effects of Volatility Shocks," CEPR Discussion Papers 7264, C.E.P.R. Discussion Papers.
    6. Borovička, Jaroslav & Hansen, Lars Peter, 2014. "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, vol. 183(1), pages 67-90.
    7. Mr. Alan Sutherland & Michael B. Devereux, 2007. "Country Portfolio Dynamics," IMF Working Papers 2007/283, International Monetary Fund.
    8. Steve Ambler & Ali Dib & Nooman Rebei, 2004. "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Staff Working Papers 04-36, Bank of Canada.
    9. Stephanie Schmitt-Grohe & Martin Uribe, 2007. "Optimal simple and implementable monetary and fiscal rules," FRB Atlanta Working Paper 2007-24, Federal Reserve Bank of Atlanta.
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    Cited by:

    1. Svensson, Lars E.O. & Jeanne, Olivier, 2004. "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," CEPR Discussion Papers 4599, C.E.P.R. Discussion Papers.
    2. Buiter, Willem H., 2007. "Seigniorage," LSE Research Online Documents on Economics 19733, London School of Economics and Political Science, LSE Library.
    3. Buiter, Willem H., 2014. "The simple analytics of helicopter money: Why it works - always," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-51.
    4. Kris James Mitchener & Eric Monnet, 2023. "Connected Lending of Last Resort," NBER Working Papers 30869, National Bureau of Economic Research, Inc.
    5. Gustavo Adler & Pedro Castro & Camilo Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
    6. Buiter, Willem, 2006. "How Robust is the New Conventional Wisdom? The Surprising Fragility of the Theoretical Foundations of Inflation Targeting and C," CEPR Discussion Papers 5772, C.E.P.R. Discussion Papers.
    7. Scandizzo, Pasquale & Pagliacci, Carolina, 2010. "Foreign Reserve Management in an Oil Economy: Macroeconomic Risk as a Real Option," MPRA Paper 106539, University Library of Munich, Germany.
    8. Buiter, Willem, 2004. "Helicopter Money: Irredeemable Fiat Money and the Liquidity Trap," CEPR Discussion Papers 4202, C.E.P.R. Discussion Papers.

  20. Christopher A. Sims & Tao Zha, 1998. "Does monetary policy generate recessions?," FRB Atlanta Working Paper 98-12, Federal Reserve Bank of Atlanta.

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  29. Christopher A. Sims, 1989. "Models and their uses," Discussion Paper / Institute for Empirical Macroeconomics 11, Federal Reserve Bank of Minneapolis.

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    1. Benzarour, Choukri, 2014. "صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟ [The formulation of macroeconomic policies in Algeria: Is it necessary to be guided by Macroecono," MPRA Paper 87071, University Library of Munich, Germany, revised 29 May 2018.
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    4. Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
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    10. Patrick J. Kehoe, 2006. "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers 12575, National Bureau of Economic Research, Inc.
    11. Dupor, Bill & Mehkari, M. Saif, 2014. "The analytics of technology news shocks," Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
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    35. Kuan‐jen Chen & Ching‐chong Lai & Ting‐wei Lai, 2021. "Macroeconomic instability and targeting rules for monetary policy in an endogenously growing small open economy," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 904-926, September.
    36. Fabrice Collard & Patrick Fève, 2012. "Sur les causes et les effets en macro économie : les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011," Revue d'économie politique, Dalloz, vol. 122(3), pages 335-364.
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    40. Erzo G. J. Luttmer, 2019. "Slow Convergence in Economies with Organization Capital," Staff Report 585, Federal Reserve Bank of Minneapolis.
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    43. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
    44. Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute.
    45. Herv√ Le Bihan & Julien Matheron, 2012. "Price Stickiness and Sectoral Inflation Persistence: Additional Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1427-1442, October.
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    47. Samson E. Edo, 2012. "Performance of Liabilities Accruing from Liberalization of the Banking Sector in Nigeria," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(2), pages 135-146, December.
    48. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.
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  30. Christopher A. Sims, 1989. "Modeling trends," Discussion Paper / Institute for Empirical Macroeconomics 22, Federal Reserve Bank of Minneapolis.

    Cited by:

    1. Sims, Christopher A., 2000. "Using a likelihood perspective to sharpen econometric discourse: Three examples," Journal of Econometrics, Elsevier, vol. 95(2), pages 443-462, April.
    2. Lawrence J. Christiano, 1989. "P*: not the inflation forecaster's holy grail," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Fall), pages 3-18.
    3. Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.
    4. Riccardo DiCecio & Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2010. "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers 2005-024, Federal Reserve Bank of St. Louis.

  31. Christopher A. Sims, 1989. "Solving nonlinear stochastic optimization and equilibrium problems backwards," Discussion Paper / Institute for Empirical Macroeconomics 15, Federal Reserve Bank of Minneapolis.

    Cited by:

    1. Wouter J. Den Haan & Albert Marcet, 1994. "Accuracy in Simulations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 3-17.
    2. Thomas J. Sargent & Francois R. Velde, 1997. "The big problem of small change," Working Paper Series, Macroeconomic Issues WP-97-08, Federal Reserve Bank of Chicago.
    3. Javier J. Pérez & Paul Hiebert, 2002. "Identifying endogenous fiscal policy rules for macroeconomic models," Economic Working Papers at Centro de Estudios Andaluces E2002/06, Centro de Estudios Andaluces.
    4. K.Schmedders & F.Kubler, 2004. "Approximate Versus Exact Equilibria," Computing in Economics and Finance 2004 46, Society for Computational Economics.
    5. Hoogenveen, Victoria & Sterken, Elmer, 1996. "Parametrization of model consistant expectations in the Sidrauski model," Research Report 96E13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).

  32. Christopher A. Sims, 1988. "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics 3, Federal Reserve Bank of Minneapolis.

    Cited by:

    1. Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Noriega, Antonio E. & de Alba, Enrique, 2001. "Stationarity and structural breaks -- evidence from classical and Bayesian approaches," Economic Modelling, Elsevier, vol. 18(4), pages 503-524, December.
    3. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
    4. Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
    5. Smoluk, H.J. & Bennett, James, 2008. "Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels," Review of Financial Economics, Elsevier, vol. 17(4), pages 261-279, December.
    6. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019. "Capital flows in the euro area and TARGET2 balances," Discussion Papers 24/2019, Deutsche Bundesbank.
    7. Niffikeer, Cindy I. & Hewins, Robin D. & Flavell, Richard B., 2000. "A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps," Journal of Banking & Finance, Elsevier, vol. 24(12), pages 1903-1932, December.
    8. Peat, Maurice & Stevenson, Max, 1996. "Asymmetry in the business cycle: Evidence from the Australian labour market," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 353-368, September.
    9. Maurer, Rainer, 1995. "Is economic growth a random walk?," Kiel Working Papers 677, Kiel Institute for the World Economy (IfW Kiel).
    10. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
    11. An, Lian & Kim, Gil & Ren, Xiaomei, 2014. "Is devaluation expansionary or contractionary: Evidence based on vector autoregression with sign restrictions," Journal of Asian Economics, Elsevier, vol. 34(C), pages 27-41.
    12. László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017. "The EAGLE model for Hungary - a global perspective," MNB Working Papers 2017/7, Magyar Nemzeti Bank (Central Bank of Hungary).
    13. Aggarwal, Raj & Mougoue, Mbodja, 1996. "Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen," Japan and the World Economy, Elsevier, vol. 8(3), pages 291-308, September.
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    16. Pami Dua & Stephen Miller, 1995. "Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut," Working papers 1995-05, University of Connecticut, Department of Economics.
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    19. H.J. Smoluk & James Bennett, 2008. "Evaluating stock returns with time‐varying risk aversion driven by trend deviations from the consumption‐to‐wealth ratio: An analysis conditional on income levels," Review of Financial Economics, John Wiley & Sons, vol. 17(4), pages 261-279, December.
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    24. Ribeiro Ramos, Francisco Fernando, 2003. "Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy," International Journal of Forecasting, Elsevier, vol. 19(1), pages 95-110.
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    26. Caroline Elliott, 2001. "A Cointegration Analysis of Advertising and Sales Data," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(4), pages 417-426, June.
    27. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1994. "A Primer on Cointegration with an Application to Money and Income," Palgrave Macmillan Books, in: B. Bhaskara Rao (ed.), Cointegration, chapter 2, pages 9-45, Palgrave Macmillan.
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    29. Jacquelynne Mclellan & Debasish Chakraborty, 1997. "Another look at long-run purchasing power parity using Sims tests for unit roots," Applied Economics Letters, Taylor & Francis Journals, vol. 4(8), pages 473-476.
    30. Graham Newell & Maurice Peat & Max Stevenson, 1997. "Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies," Working Paper Series 73, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    31. Kim, Soohyeon & Kim, Jihyo & Heo, Eunnyeong, 2021. "Speculative incentives to hoard aluminum: Relationship between capital gains and inventories," Resources Policy, Elsevier, vol. 70(C).
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    34. An, Lian, 2006. "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper 527, University Library of Munich, Germany.
    35. Andrea Bonilla Bolanos, 2014. "External Vulnerabilities And Economic Integration: Is The Union Of South American Nations A Promising Project?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(2), pages 97-131, June.
    36. Steel, M.F.J., 1991. "Bayesian inference in time series," Discussion Paper 1991-53, Tilburg University, Center for Economic Research.
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    38. Kosta Josifidis & Jean-Pierre Allegret & Céline Gimet & Emilija Beker Pucar, 2014. "Macroeconomic policy responses to financial crises in emerging European economies," Post-Print halshs-00976661, HAL.
    39. Cuestas, Juan Carlos & Ordóñez, Javier, 2018. "Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 200-207.
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Articles

  1. Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021. "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, vol. 111(6), pages 1845-1879, June.
    See citations under working paper version above.
  2. Junehyuk Jung & Jeong Ho (John) Kim & Filip Matějka & Christopher A Sims, 2019. "Discrete Actions in Information-Constrained Decision Problems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2643-2667.

    Cited by:

    1. Roc Armenter & Michèle Müller-Itten & Zachary Strangebye, 2021. "Geometric Methods for Finite Rational Inattention," Working Papers 21-30, Federal Reserve Bank of Philadelphia.
    2. Yin, Penghui, 2021. "Optimal attention and heterogeneous precautionary saving behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    3. Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," SciencePo Working papers Main hal-03878692, HAL.
    4. Ellison, Martin & Macaulay, Alistair, 2019. "A Rational Inattention Unemployment Trap," CEPR Discussion Papers 13761, C.E.P.R. Discussion Papers.
    5. Andrade, Philippe & Gautier, Erwan & Mengus, Eric, 2023. "What matters in households’ inflation expectations?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 50-68.
    6. Melcangi, Davide & Turen, Javier, 2023. "Subsidizing startups under imperfect information," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 93-109.
    7. George Loewenstein & Zachary Wojtowicz, 2023. "The Economics of Attention," CESifo Working Paper Series 10712, CESifo.
    8. Karol Mazur, 2021. "A note on pessimism in education and its economic consequences," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(4), pages 773-783, December.
    9. Roc Armenter & Michèle Müller-Itten & Zachary Stangebye, 2020. "Rational Inattention via Ignorance Equivalence," Working Papers 20-24, Federal Reserve Bank of Philadelphia.
    10. Flynn, Joel P. & Sastry, Karthik A., 2023. "Strategic mistakes," Journal of Economic Theory, Elsevier, vol. 212(C).
    11. Jurado, Kyle, 2023. "Rational inattention in the frequency domain," Journal of Economic Theory, Elsevier, vol. 208(C).
    12. Aparicio, Diego & Rigobon, Roberto, 2023. "Quantum prices," Journal of International Economics, Elsevier, vol. 143(C).
    13. J r my Boccanfuso, 2022. "Consumption Response Heterogeneity and Dynamics with an Inattention Region," Working Papers wp1172, Dipartimento Scienze Economiche, Universita' di Bologna.
    14. Ante Sterc, 2022. "Limited Consideration in the Investment Fund Choice," CERGE-EI Working Papers wp729, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    15. Philippe Andrade & Marco Del Negro & Colin J. Hottman & Christian Hoynck & Edward S. Knotek & Matthias Meier & Robert W. Rich & Elisa Rubbo & Raphael Schoenle & Daniel Villar Vallenas & Michael Weber, 2021. "Inflation: Drivers and Dynamics 2020 Conference Summary," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(02), pages 1-7, February.

  3. Christopher A. Sims, 2016. "Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 272-277.

    Cited by:

    1. A. Ronald Gallant, 2020. "Complementary Bayesian method of moments strategies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 422-439, June.

  4. Del Negro, Marco & Sims, Christopher A., 2015. "When does a central bank׳s balance sheet require fiscal support?," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 1-19.
    See citations under working paper version above.
  5. Christopher A. Sims, 2013. "Paper Money," American Economic Review, American Economic Association, vol. 103(2), pages 563-584, April.

    Cited by:

    1. Miles, David & Schanz, Jochen, 2014. "The Relevance or Otherwise of the Central Bank's Balance Sheet," CEPR Discussion Papers 9812, C.E.P.R. Discussion Papers.
    2. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022. "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. Leeper, Eric M. & Leith, Campbell & Liu, Ding, 2021. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 600-617.
    4. Pierpaolo Benigno & Salvatore Nisticò, 2020. "Non-neutrality of Open-Market Operations," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 175-226, July.
    5. Reis, Ricardo, 2017. "QE in the future: the central bank’s balance sheet in a fiscal crisis," LSE Research Online Documents on Economics 74329, London School of Economics and Political Science, LSE Library.
    6. Cochrane, John H., 2017. "The new-Keynesian liquidity trap," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 47-63.
    7. Hall, Robert, 2016. "Achieving Price Stability by Manipulating the Central Bank's Payment on Reserves," CEPR Discussion Papers 11578, C.E.P.R. Discussion Papers.
    8. Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021. "Discount Rates, Debt Maturity, and the Fiscal Theory," Staff Working Papers 21-58, Bank of Canada.
    9. Apostolos Serletis & Libo Xu, "undated". "Financial Frictions and the Fiscal Theory of Price Level Determination," Working Papers 2016-42, Department of Economics, University of Calgary, revised 19 Oct 2016.
    10. Ricardo Reis, 2016. "Can the Central Bank Alleviate Fiscal Burdens?," NBER Working Papers 23014, National Bureau of Economic Research, Inc.
    11. Ricardo Reis, 2016. "QE in the future: the central bank's balance sheet in a financial crisis," Discussion Papers 1620, Centre for Macroeconomics (CFM).
    12. Aimola Akingbade U. & Odhiambo Nicholas M., 2020. "Public Debt and Inflation: A Review of International Literature," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 9-24, June.
    13. Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
    14. Jean Barthélemy & Eric Mengus, 2016. "The Signaling Effect of Raising Inflation," Sciences Po Economics Discussion Papers 2016-06, Sciences Po Departement of Economics.
    15. Tanweer Akram & Anupam Das, 2020. "Australian Government Bonds’ Nominal Yields: A Keynesian Perspective," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-20, March.
    16. Henrique S. Basso & James Costain, 2013. "Fiscal delegation in a monetary union with decentralized public spending," Working Papers 1311, Banco de España.
    17. Gasteiger, Emanuel, 2018. "Do Heterogeneous Expectations Constitute A Challenge For Policy Interaction?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 2107-2140, December.
    18. Julien Pinter, 2018. "Does Central Bank Financial Strength Really Matter for Inflation? The Key Role of the Fiscal Support," Open Economies Review, Springer, vol. 29(5), pages 911-952, November.
    19. Eric M. Leeper, 2016. "Should Central Banks Care About Fiscal Rules?," NBER Working Papers 22800, National Bureau of Economic Research, Inc.
    20. Zbyněk Revenda, 2017. "Peníze v bankovním systému analýza bilancí centrálních bank [Money in the Banking System - Analysis of the Balance Sheets of Central Banks]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(3), pages 267-286.
    21. Meng, Jingjing, 2016. "Asian emerging-market currencies in the international debt market (1994–2014)," Journal of Asian Economics, Elsevier, vol. 42(C), pages 20-32.
    22. Akram, Tanweer & Li, Huiqing, 2017. "What keeps long-term U.S. interest rates so low?," Economic Modelling, Elsevier, vol. 60(C), pages 380-390.
    23. Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
    24. Yi Wen, 2013. "Evaluating unconventional monetary policies -why aren’t they more effective?," Working Papers 2013-028, Federal Reserve Bank of St. Louis.
    25. Rym Aloui & Michel Guillard, 2020. "The Fiscal Theory of the Price Level in a Non-Ricardian Economy," Post-Print halshs-03052061, HAL.
    26. Marco Bassetto & Todd Messer, 2013. "Fiscal consequences of paying interest on reserves," Working Paper Series WP-2013-04, Federal Reserve Bank of Chicago.
    27. Vasilev, Aleksandar, 2022. "A business-cycle model with money-in-utility (MIU) and government sector: the case of Bulgaria (1999-2020)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(forthcomi).
    28. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    29. Eric M. Leeper & Nora Traum & Todd B. Walker, 2015. "Clearing Up the Fiscal Multiplier Morass," CAEPR Working Papers 2015-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    30. Hideki Konishi & Kozo Ueda, 2013. "Aging and Deflation from a Fiscal Perspective," IMES Discussion Paper Series 13-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
    31. Huberto Ennis, 2014. "A simple general equilibrium model of large excess reserves," 2014 Meeting Papers 1357, Society for Economic Dynamics.
    32. Buiter, Willem H. & Sibert, Anne C., 2018. "The fallacy of the fiscal theory of the price level: One last time," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-56.
    33. Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
    34. Obstfeld, Maurice & Rogoff, Kenneth, 2017. "Revisiting Speculative Hyperinflations in Monetary Models," CEPR Discussion Papers 12051, C.E.P.R. Discussion Papers.
    35. Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
    36. Leeper, Eric M. & Li, Bing, 2017. "Surplus–debt regressions," Economics Letters, Elsevier, vol. 151(C), pages 10-15.
    37. Yuting Bai & Tatiana Kirsanova & Campbell Leith, 2015. "Nominal Targeting in an Economy with Government Debt," Working Papers 2015_16, Business School - Economics, University of Glasgow.
    38. Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016. "Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union," Cambridge Working Papers in Economics 1675, Faculty of Economics, University of Cambridge.
    39. Leeper, Eric M. & Zhou, Xuan, 2021. "Inflation’s role in optimal monetary-fiscal policy," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 1-18.
    40. Huberto M. Ennis, 2015. "Discussion on \"Scarcity of Safe Assets, Inflation, and the Policy Trap\" by Andolfatto and Williamson," Working Paper 15-3, Federal Reserve Bank of Richmond.
    41. Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019. "Exit expectations and debt crises in currency unions," Journal of International Economics, Elsevier, vol. 121(C).
    42. Sasakura, Kazuyuki, 2021. "A macroeconomic theory of price determination," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 214-227.
    43. Scheer, Alexander, 2015. "Debt consolidation with long-term debt," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112874, Verein für Socialpolitik / German Economic Association.
    44. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
    45. Peter Spahn, 2016. "Central Bank Design in a Non-optimal Currency Union A Lender of Last Resort for Government Debt?," ROME Working Papers 201610, ROME Network.
    46. Gliksberg, Baruch, "undated". "Equilibria Under Monetary and Fiscal Policy Interactions in a Portfolio Choice Model," Working Papers WP2015/1, University of Haifa, Department of Economics.
    47. Tanweer Akram & Anupam Das, 2017. "The Dynamics Of Government Bond Yields In The Euro Zone," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-18, September.
    48. Tanweer Akram & Syed Al-Helal Uddin, 2021. "An empirical analysis of long-term Brazilian interest rates," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-20, September.
    49. Moises S. Andrade & Tiago Berriel, 2016. "Is There an Output Free Lunch for Fiscal Inationary Policies?," Textos para discussão 650, Department of Economics PUC-Rio (Brazil).
    50. Miles, David & Schanz, Jochen, 2014. "Should central banks provide reserves via repos or outright bond purchases?," CEPR Discussion Papers 10229, C.E.P.R. Discussion Papers.
    51. Tan, Fei, 2017. "An analytical approach to new Keynesian models under the fiscal theory," Economics Letters, Elsevier, vol. 156(C), pages 133-137.
    52. Albert, Juan-Francisco & Peñalver, Antonio & Perez-Bernabeu, Alberto, 2020. "The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 88-106.
    53. Corhay, Alexandre & Kind, Thilo & Kung, Howard & Morales, Gonzalo, 2021. "Discount rates, debt maturity, and the fiscal theory," SAFE Working Paper Series 323, Leibniz Institute for Financial Research SAFE.

  6. Christopher A. Sims, 2012. "Statistical Modeling of Monetary Policy and Its Effects," American Economic Review, American Economic Association, vol. 102(4), pages 1187-1205, June.
    See citations under working paper version above.
  7. Sims, S.A., 2012. "Gaps in the institutional structure of the euro area," Financial Stability Review, Banque de France, issue 16, pages 217-223, April.
    See citations under working paper version above.
  8. Sims, Christopher A., 2011. "Stepping on a rake: The role of fiscal policy in the inflation of the 1970s," European Economic Review, Elsevier, vol. 55(1), pages 48-56, January.

    Cited by:

    1. Kostas Mavromatis, 2020. "Finite Horizons and the Monetary/Fiscal Policy Mix," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 327-378, September.
    2. Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2022. "Extreme inflation and time-varying expected consumption growth," SAFE Working Paper Series 334, Leibniz Institute for Financial Research SAFE.
    3. Sushant Acharya & Keshav Dogra, 2020. "Understanding HANK: Insights From a PRANK," Econometrica, Econometric Society, vol. 88(3), pages 1113-1158, May.
    4. Jean‐Louis Combes & Xavier Debrun & Alexandru Minea & René Tapsoba, 2018. "Inflation Targeting, Fiscal Rules and the Policy Mix: Cross‐effects and Interactions," Economic Journal, Royal Economic Society, vol. 128(615), pages 2755-2784, November.
    5. Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," Economic Papers, The Economic Society of Australia, vol. 30(1), pages 33-47, March.
    6. Geiger, Martin & Zachariadis, Marios, 2022. "Consumers’ Updating, Policy Shocks, And Public Debt: An Empirical Assessment Of State Dependencies," Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2104-2140, December.
    7. Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018. "Disagreement and Monetary Policy," 2018 Meeting Papers 655, Society for Economic Dynamics.
    8. Guido Ascari & Peder Beck-Friis & Anna Florio & Alessandro Gobbi, 2021. "Fiscal foresight and the effects of government spending: It’s all in the monetary-fiscal mix," Discussion Papers 2112, Centre for Macroeconomics (CFM).
    9. Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
    10. António Afonso & José Alves & Serena Ionta, 2023. "Monetary Policy Surprise Shocks under Different Fiscal Regimes: A Panel Analysis of the Euro Area," CESifo Working Paper Series 10627, CESifo.
    11. Hollmayr, Josef & Kühl, Michael, 2019. "Monetary–fiscal interaction and quantitative easing," Economics Letters, Elsevier, vol. 174(C), pages 200-207.
    12. Lamia Bazzaoui & Jun Nagayasu, 2021. "Is Inflation Fiscally Determined?," Sustainability, MDPI, vol. 13(20), pages 1-26, October.
    13. Katrin Wölfel & Christoph S. Weber, 2017. "Searching for the Fed’s reaction function," Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
    14. Alain Durré, 2013. "Politique économique mixte et chocs asymétriques : le cas de la zone euro," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 67-82.
    15. Francesco Bianchi & Howard Kung & Gonzalo Morales, 2014. "Growth, Slowdowns, and Recoveries," NBER Working Papers 20725, National Bureau of Economic Research, Inc.
    16. Juan Camilo Galvis-Ciro & Juan Camilo Anzoátegui-Zapata & Cristina Isabel Ramos-Barroso, 2022. "The Effect of Communication and Credibility on Fiscal Disagreement: Empirical Evidence from Colombia," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(3), pages 215-238, November.
    17. Harrison, Richard, 2021. "Flexible inflation targeting with active fiscal policy," Bank of England working papers 928, Bank of England.
    18. René TAPSOBA & Alexandru MINEA & Jean-Louis COMBES, 2012. "Inflation Targeting and Fiscal Rules: Do Interactions and Sequence of Adoption Matter?," Working Papers 201223, CERDI.
    19. Montes, Gabriel Caldas & Curi, Alexandre, 2017. "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, vol. 93(C), pages 46-61.
    20. Bonam, Dennis & Ciccarelli, Matteo & Gomes, Sandra & Aldama, Pierre & Bańkowski, Krzysztof & Buss, Ginters & da Costa, José Cardoso & Christoffel, Kai & Elfsbacka Schmöller, Michaela & Jacquinot, Pasc, 2024. "Challenges for monetary and fiscal policy interactions in the post-pandemic era," Occasional Paper Series 337, European Central Bank.
    21. Ly Dai Hung, 2022. "Economic Growth and Inflation Tradeoffs within Global Stagflation: Evidence in Vietnam Economy," Working Papers hal-03774248, HAL.
    22. Brian Piper, 2014. "Factor-Specific Productivity," Working Papers 1401, Sam Houston State University, Department of Economics and International Business.
    23. Cochrane, John H., 2018. "Stepping on a rake: The fiscal theory of monetary policy," European Economic Review, Elsevier, vol. 101(C), pages 354-375.
    24. Yu-Ting Chiang & Piotr Żoch, 2022. "Financial Intermediation and Aggregate Demand: A Sufficient Statistics Approach," Working Papers 2022-038, Federal Reserve Bank of St. Louis, revised 26 Jul 2023.
    25. Francois de Soyres & Ana Maria Santacreu & Henry L. Young, 2022. "Demand-Supply imbalance during the COVID-19 pandemic: The role of fiscal policy," Working Papers 2022-019, Federal Reserve Bank of St. Louis.
    26. Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," 2014 Meeting Papers 1292, Society for Economic Dynamics.
    27. Danko Tarabar & Louis J. Pantuosco, 2023. "Reform complementarities and growth: Evidence and mechanisms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(2), pages 271-294, April.
    28. De Graeve, Ferre & Queijo von Heideken, Virginia, 2013. "Identifying Fiscal Inflation," Working Paper Series 273, Sveriges Riksbank (Central Bank of Sweden).
    29. Ismail O. Fasanya & Ayinke Fajobi & Abiodun Adetokunbo, 2021. "Are Fiscal Deficits Inflationary In Nigeria? New Evidence From Bounds Testing To Cointegration With Structural Breaks," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(228), pages 123-148, January –.
    30. Francesco Bianchi & Leonardo Melosi, 2022. "Inflation as a Fiscal Limit," Working Paper Series WP 2022-37, Federal Reserve Bank of Chicago.
    31. Guillermo Santos, 2022. "Optimal fiscal policy and the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    32. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2018. "High trend inflation and passive monetary detours," Economics Letters, Elsevier, vol. 172(C), pages 138-142.
    33. Fuad Hasanov & Reda Cherif, 2012. "Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks," IMF Working Papers 2012/230, International Monetary Fund.
    34. Canzoneri, Matthew & Cao, Dan & Cumby, Robert & Diba, Behzad & Luo, Wenlan, 2018. "The forward fiscal guidance puzzle and a resolution," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 26-46.
    35. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    36. Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203609, Verein für Socialpolitik / German Economic Association.
    37. Kenta Inoue, 2014. "Is Correlation Puzzle Really Puzzling? Reassessing Motives Of Foreign Asset Holdings By Us Investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 160-172, March.
    38. John Cochrane, 2022. "A fiscal theory of monetary policy with partially repaid long-term debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 1-21, July.
    39. Falck, E. & Hoffmann, M. & Hürtgen, P., 2021. "Disagreement about inflation expectations and monetary policy transmission," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 15-31.
    40. De Graeve, Ferre & Mazzolini, Giulio, 2023. "The maturity composition of government debt: A comprehensive database," European Economic Review, Elsevier, vol. 154(C).
    41. Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
    42. Pedro Gomis-Porqueras & Solmaz Moslehi & Vivianne Vilar, 2013. "The Fiscal Theory of the Price Level When All Income is Taxed," Monash Economics Working Papers 09-13, Monash University, Department of Economics.
    43. John H. Cochrane, 2017. "Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 113-226, National Bureau of Economic Research, Inc.
    44. ADEGBOYE Abiodun Adewale, 2020. "Policy Coordination and Outcomes: Theoretical Perspectives and Empirical Evidence in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 12(4), pages 90-105.
    45. Gonzalez-Astudillo, Manuel, 2013. "Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients," MPRA Paper 50040, University Library of Munich, Germany.
    46. Muhammad Ali Nasir & Junjie Wu & Milton Yago & Alaa M. Soliman, 2016. "Macroeconomic policy interaction: State dependency and implications for financial stability in UK: A systemic review," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1154283-115, December.
    47. Gliksberg, Baruch, "undated". "Solving Boundary Value Problems in the Fiscal Theory of the Price Level," Working Papers WP2013/2, University of Haifa, Department of Economics.
    48. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES 2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    49. Muhammad Ali Nasir & Alaa M. Soliman & Milton Yago & Junjie Wu, 2016. "Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 53-69.
    50. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
    51. Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.
    52. Branch, William A. & Gasteiger, Emanuel, 2019. "Endogenously (non-)Ricardian beliefs," ECON WPS - Working Papers in Economic Theory and Policy 03/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    53. Nicolas Caramp & Dejanir Silva, 2023. "Fiscal Policy and the Monetary Transmission Mechanism," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 716-746, December.
    54. Bai, Yuting & Leeper, Eric M., 2017. "Fiscal stabilization vs. passivity," Economics Letters, Elsevier, vol. 154(C), pages 105-108.
    55. Carlos Goncalves & Mauro Rodrigues & Fernando Genta, 2022. "Elusive Unpleasantness," Working Papers, Department of Economics 2022_16, University of São Paulo (FEA-USP).
    56. Best, Gabriela & Hur, Joonyoung, 2019. "Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics," European Economic Review, Elsevier, vol. 119(C), pages 55-78.
    57. van Wijnbergen, Sweder & Olijslagers, Stan & de Vette, Nander, 2020. "Debt sustainability when r - g," CEPR Discussion Papers 15478, C.E.P.R. Discussion Papers.
    58. Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021. "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, vol. 102(C).
    59. Saurabh Sharma & Ipsita Padhi & Sarat Dhal, 2022. "Monetary-fiscal coordination: when, why and how?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(4), pages 661-686, September.
    60. António Afonso & José Alves & Serena Ionta, 2023. "The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area," Working Papers REM 2023/0281, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    61. Dat Thanh Nguyen & Viet Anh Hoang, 2020. "Monetary Consequences of Fiscal Stress in a Game Theoretic Framework," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 125-164.
    62. Minea, Alexandru & Tapsoba, René, 2014. "Does inflation targeting improve fiscal discipline?," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 185-203.
    63. Jean-Louis Combes & Mr. Xavier Debrun & Alexandru Minea & Rene Tapsoba, 2014. "Inflation Targeting and Fiscal Rules: Do Interactions and Sequencing Matter?," IMF Working Papers 2014/089, International Monetary Fund.
    64. Sweder van Wijnbergen & Stan Olijslagers & Nander de Vette, 2020. "Debt sustainability when r - g smaller than 0: no free lunch after all," Tinbergen Institute Discussion Papers 20-079/VI, Tinbergen Institute.

  9. Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.

    Cited by:

    1. Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
    2. KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
    3. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    4. Christopher T. Conlon & Julie Holland Mortimer, 2018. "Empirical Properties of Diversion Ratios," Working Papers 18-16, New York University, Leonard N. Stern School of Business, Department of Economics.
    5. Alexander Ljungqvist & Michael Smolyansky, 2016. "To Cut or Not to Cut? On the Impact of Corporate Taxes on Employment and Income," Finance and Economics Discussion Series 2016-6, Board of Governors of the Federal Reserve System (U.S.).
    6. Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011. "Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects," IZA Discussion Papers 5811, Institute of Labor Economics (IZA).
    7. Christopher T. Conlon & Julie Holland Mortimer, 2010. "Effects of Product Availability: Experimental Evidence," Boston College Working Papers in Economics 798, Boston College Department of Economics.
    8. James J. Heckman, 2010. "Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 356-398, June.
    9. Arnaud Cedric Kamkoum, 2023. "The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," Papers 2305.12318, arXiv.org.
    10. Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
    11. Hennessy, Christopher A. & Livdan, Dmitry, 2021. "Learning, parameter drift, and the credibility revolution," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 395-417.
    12. Niu, Yongzhi, 2010. "Taxpayers' Response to Warnings of a Possible Tax Audit: Do They Change Their Compliance Behavior?," MPRA Paper 25551, University Library of Munich, Germany.
    13. Sultan Mehmood, 2014. "Terrorism and the macroeconomy: Evidence from Pakistan," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(5), pages 509-534, October.
    14. Eric Monnet & Francois R. Velde, 2020. "Money, Banking, and Old-School Historical Economics," Working Paper Series WP-2020-28, Federal Reserve Bank of Chicago.
    15. Bernd Hayo & Matthias Uhl, 2014. "Taxation and Consumption: Evidence from a Representative Survey of the German Population," MAGKS Papers on Economics 201420, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    16. Christopher T. Conlon & Julie Holland Mortimer, 2008. "Demand Estimation Under Incomplete Product Availability," NBER Working Papers 14315, National Bureau of Economic Research, Inc.
    17. Jäger, Kai, 2016. "The Role of Regime Type in the Political Economy of Foreign Reserve Accumulation," European Journal of Political Economy, Elsevier, vol. 44(C), pages 79-96.
    18. Daisy J. Huang & Charles Ka Yui Leung & Baozhi Qu, 2015. "Do bank loans and local amenities explain Chinese urban house prices?," Globalization Institute Working Papers 230, Federal Reserve Bank of Dallas.
    19. Tomáš Otáhal, 2012. "Ekonomická historie: čím přispívá historický příklad k pochopení ekonomických jevů? [Economic History: What Are the Contributions of Historical Example to Understanding of Economic Phenomena?]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(5), pages 679-693.
    20. Angus Deaton, 2010. "Instruments, randomization, and learning about development," Working Papers 1224, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
    21. Roberto Esposti, 2022. "Non-Monetary Motivations Of Agroenvironmental Policies Adoption. A Causal Forest Approach," Working Papers 459, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    22. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    23. Francois Facchini, 2018. "What Are the Determinants of Public Spending? An Overview of the Literature," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(4), pages 419-439, December.
    24. Jeremy Arkes, 2020. "Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness," Econometrics, MDPI, vol. 8(3), pages 1-23, September.
    25. Marion Fourcade & Etienne Ollion & Yann Algan, 2015. "La superioridad de los economistas," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(33), pages 13-43, July-Dece.
    26. Claude Hillinger & Bernd Süssmuth & Marco Sunder, 2012. "The Quantity Theory of Money and Friedmanian Monetary Policy: An Empirical Investigation," CESifo Working Paper Series 3754, CESifo.
    27. Facchini, Francois, 2014. "The determinants of public spending: a survey in a methodological perspective," MPRA Paper 53006, University Library of Munich, Germany.
    28. Baillie, Richard T. & Kim, Kun Ho, 2018. "Choices between OLS with robust inference and feasible GLS in time series regressions," Economics Letters, Elsevier, vol. 171(C), pages 218-221.
    29. Ashley, Richard A. & Parmeter, Christopher F., 2015. "When is it justifiable to ignore explanatory variable endogeneity in a regression model?," Economics Letters, Elsevier, vol. 137(C), pages 70-74.
    30. Justman, Moshe, 2018. "Randomized controlled trials informing public policy: Lessons from project STAR and class size reduction," European Journal of Political Economy, Elsevier, vol. 54(C), pages 167-174.
    31. Angus Deaton, 2009. "Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development," Working Papers 1128, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
    32. Leuz, Christian, 2023. "Towards a design-based approach to accounting research," CFS Working Paper Series 703, Center for Financial Studies (CFS).
    33. Richard Ashley & Christopher Parmeter, 2015. "Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments," Empirical Economics, Springer, vol. 49(4), pages 1153-1171, December.
    34. Tom van Veen, 2020. "Have Macroeconomic Models Lost Their Connection with Economic Reality?," CESifo Working Paper Series 8256, CESifo.
    35. Amélie Artis & Anne Bartel-Radic & Hezam Haidar, 2019. "Quantifying qualitative case study research with QCA: implications and process of the method from the example of a study on inter-organizational collaboration," Post-Print hal-03566116, HAL.
    36. Richard T. Baillie & Kun Ho Kim, 2016. "Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches," Working Paper series 16-04, Rimini Centre for Economic Analysis.
    37. Sultan Mehmood, 2013. "Access to External Finance and Innovation: A Macroeconomic Perspective," CPB Discussion Paper 218, CPB Netherlands Bureau for Economic Policy Analysis.
    38. Gebhard Kirchgässner, 2014. "On the Process of Scientific Policy Advice - With Special Reference to Economic Policy," CESifo Working Paper Series 5144, CESifo.
    39. David Muller & Yurii Nesterov & Vladimir Shikhman, 2021. "Dynamic pricing under nested logit demand," Papers 2101.04486, arXiv.org.
    40. Saileshsingh Gunessee & Tom Lane, 2020. "Is Economics An Experimental Science? A Textbook Perspective," Discussion Papers 2020-16, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    41. Ashesh Rambachan & Neil Shephard, 2019. "Econometric analysis of potential outcomes time series: instruments, shocks, linearity and the causal response function," Papers 1903.01637, arXiv.org, revised Feb 2020.
    42. Strauss, Ilan & Yang, Jangho, 2021. "Slowing investment rates in developing economies: Evidence from a Bayesian hierarchical model," International Review of Financial Analysis, Elsevier, vol. 77(C).
    43. Mohanty, Madhu Sudan, 2012. "Effects of positive attitude and optimism on wage and employment: A double selection approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(3), pages 304-316.
    44. Christopher T. Conlon & Julie Holland Mortimer, 2013. "An Experimental Approach to Merger Evaluation," NBER Working Papers 19703, National Bureau of Economic Research, Inc.
    45. David I. Stern, 2011. "From Correlation to Granger Causality," Crawford School Research Papers 1113, Crawford School of Public Policy, The Australian National University.

  10. Christopher A. Sims, 2010. "Commentary: Commentary on Policy at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 205-213, March.

    Cited by:

    1. Lim, G.C. & McNelis, Paul D., 2018. "Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 346-363.
    2. Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
    3. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
    4. Nasir, Muhammad Ali, 2021. "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 200-229.
    5. Lim, G.C. & McNelis, Paul D., 2016. "Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 135-150.
    6. McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
    7. McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.

  11. Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008. "Methods for inference in large multiple-equation Markov-switching models," Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
    See citations under working paper version above.
  12. Christopher A. Sims, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.

    Cited by:

    1. Sreyoshi Das & Camelia M Kuhnen & Stefan Nagel, 2020. "Socioeconomic Status and Macroeconomic Expectations," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 395-432.
    2. Kim, Jeong Ho (John) & Kim, Byung-Cheol, 2021. "A welfare criterion with endogenous welfare weights for belief disagreement models," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 312-333.
    3. Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.

  13. Christopher A. Sims, 2007. "Monetary Policy Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2), pages 75-90.
    See citations under working paper version above.
  14. Christopher A. Sims, 2007. "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.

    Cited by:

    1. 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.
    2. Hedibert F. Lopes & Nicholas G. Polson, 2014. "Bayesian Instrumental Variables: Priors and Likelihoods," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 100-121, June.
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    1300. Vereda, Luciano & Savignon, João & Gouveia da Silva, Tarciso, 2021. "A new method to assess the degree of information rigidity using fixed-event forecasts," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1576-1589.

  22. Christopher A. Sims & Tao Zha, 2002. "Macroeconomic switching," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.

    Cited by:

    1. Farmer, Roger E.A. & Nicolò, Giovanni, 2018. "Keynesian economics without the Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 137-150.
    2. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis.
    3. Frank Schorfheide, 2003. "Learning and monetary policy shifts," FRB Atlanta Working Paper 2003-23, Federal Reserve Bank of Atlanta.
    4. Penelope A. Smith & Peter M. Summers, 2002. "Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles," Melbourne Institute Working Paper Series wp2002n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    5. Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011. "Minimal state variable solutions to Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2150-2166.
    6. Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
    7. Sylvain Leduc & Keith Sill, 2003. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," Working Papers 03-22, Federal Reserve Bank of Philadelphia.
    8. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
    9. Jesus Vazquez, 2004. "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004 52, Society for Computational Economics.
    10. Marco Del Negro, 2003. "Discussion of Cogley and Sargent's \"Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S.\"," FRB Atlanta Working Paper 2003-26, Federal Reserve Bank of Atlanta.
    11. Ehrmann, Michael & Ellison, Martin & Valla, Natacha, 2001. "Regime-dependent impulse response functions in a Markov-switching vector autoregression model," Bank of Finland Research Discussion Papers 11/2001, Bank of Finland.
    12. M.Yusuf Tashrifov, 2005. "Monetary Policy Model of Tajikstan: A Structural Vector Autoregression Approach," International and Development Economics Working Papers idec05-9, International and Development Economics.
    13. Antonio Moreno, 2003. "Reaching Inflation Stability," Faculty Working Papers 13/03, School of Economics and Business Administration, University of Navarra.
    14. Jonathan L. Willis, 2003. "Implications of structural changes in the U.S. economy for pricing behavior and inflation dynamics," Economic Review, Federal Reserve Bank of Kansas City, vol. 88(Q I), pages 5-27.
    15. Francisco Rosende, 2004. "El Marco Teórico de la Política Monetaria," Documentos de Trabajo 273, Instituto de Economia. Pontificia Universidad Católica de Chile..
    16. Michael T. Owyang & Garey Ramey, 2003. "Regime switching and monetary policy measurement," Working Papers 2001-002, Federal Reserve Bank of St. Louis.
    17. Sylvain Leduc & Keith Sill & Tom Stark, 2002. "Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey," Working Papers 02-13, Federal Reserve Bank of Philadelphia.
    18. Frédérick Demers, 2003. "The Canadian Phillips Curve and Regime Shifting," Staff Working Papers 03-32, Bank of Canada.
    19. Kim, Chang-Jin & Piger, Jeremy & Startz, Richard, 2008. "Estimation of Markov regime-switching regression models with endogenous switching," Journal of Econometrics, Elsevier, vol. 143(2), pages 263-273, April.
    20. Fabio Canova & Luca Gambetti, 2004. "On the Time Variations of US Monetary Policy: Who is right?," Money Macro and Finance (MMF) Research Group Conference 2004 96, Money Macro and Finance Research Group.
    21. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
    22. Martin, Christopher & Costas Milas, 2002. "Modelling Monetary Policy: Inflation Targeting in Practice," Royal Economic Society Annual Conference 2002 137, Royal Economic Society.
    23. Carrillo, J. & Fève, P. & Matheron, J., 2006. "Monetary Policy Inertia or Persistent Shocks?," Working papers 150, Banque de France.
    24. Fabio Canova, 2003. "The transmission of US shocks to Latin America," Economics Working Papers 925, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2004.
    25. Gerba, Eddie, 2015. "Have the US macro-financial linkages changed? The balance sheet dimension," LSE Research Online Documents on Economics 59886, London School of Economics and Political Science, LSE Library.
    26. Alejandro Justiniano, 2004. "Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis," Econometric Society 2004 Latin American Meetings 148, Econometric Society.
    27. Chang-jin Kim & N. Kundan Kishor & Charles R Nelson, 2006. "A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data," Working Papers UWEC-2007-32, University of Washington, Department of Economics.
    28. Stanislav Radchenko, 2004. "Lags in the response of gasoline prices to changes in crude oil," Econometrics 0406001, University Library of Munich, Germany.
    29. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April.
    30. Muhammad Saqib Bashir Butt & Hasniza Mohd Taib, 2019. "Economic Forces and Firm Stock Returns Volatility: Role of Firm Features," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 7(3), pages :281-302, September.

  23. Christopher A. Sims, 2002. "The Role of Models and Probabilities in the Monetary Policy Process," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 1-62.

    Cited by:

    1. Svensson, Lars E. O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank.
    2. El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2016. "Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach," International Journal of Forecasting, Elsevier, vol. 32(2), pages 313-323.
    3. Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
    4. Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
    5. Carola Conces Binder & Rodrigo Sekkel, 2023. "Central Bank Forecasting: A Survey," Staff Working Papers 23-18, Bank of Canada.
    6. Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017. "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series 114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    7. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
    8. Athanasios Orphanides & John C. Williams, 2003. "Inflation scares and forecast-based monetary policy," Working Paper Series 2003-11, Federal Reserve Bank of San Francisco.
    9. Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
    10. Alessandro Flamini & Costas Milas, 2010. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers 2010015, The University of Sheffield, Department of Economics, revised Jun 2010.
    11. Michal Franta & David Havrlant & Marek Rusnák, 2016. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
    12. Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
    13. Faust, Jon & Wright, Jonathan H., 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
    14. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
    15. Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
    16. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    17. Tara Sinclair & Herman O. Stekler & Warren Carrow, 2012. "Evaluating a Vector of the Fed's Forecasts," Working Papers 2012-3, The George Washington University, Institute for International Economic Policy.
    18. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023. "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers 0223, School of Economics, University of Surrey.
    19. B. Onur Tas, 2012. "Why does the Federal Reserve Forecast Inflation Better than Everyone Else?," Working Papers 1207, TOBB University of Economics and Technology, Department of Economics.
    20. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc.
    21. Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
    22. Michael R. Greenberg & Michael Lahr & Nancy Mantell, 2007. "Understanding the Economic Costs and Benefits of Catastrophes and Their Aftermath: A Review and Suggestions for the U.S. Federal Government," Risk Analysis, John Wiley & Sons, vol. 27(1), pages 83-96, February.
    23. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
    24. Stekler, Herman & Symington, Hilary, 2016. "Evaluating qualitative forecasts: The FOMC minutes, 2006–2010," International Journal of Forecasting, Elsevier, vol. 32(2), pages 559-570.
    25. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
    26. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
    27. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," Working Papers 684, Barcelona School of Economics.
    28. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, University Library of Munich, Germany.
    29. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series) 1206, Federal Reserve Bank of Cleveland.
    30. Laxton, Douglas & Pesenti, Paolo & Juillard, Michel & Karam, Philippe, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 613, European Central Bank.
    31. Liu, Dandan & Smith, Julie K., 2014. "Inflation forecasts and core inflation measures: Where is the information on future inflation?," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 133-137.
    32. D'Agostino, A & Whelan, K, 2007. "Federal Reserve Information During the Great Moderation," MPRA Paper 6092, University Library of Munich, Germany.
    33. Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
    34. Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008. "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers 2008-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    35. Bedri Kamil Onur Taş, 2016. "Does the Federal Reserve have Private Information about its Future Actions?," Economica, London School of Economics and Political Science, vol. 83(331), pages 498-517, July.
    36. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
    37. Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
    38. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2009. "A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model," Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System (U.S.).
    39. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
    40. Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014. "What Can We Learn From Revisions To The Greenbook Forecasts?," Working Papers 2014-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    41. Pavasuthipaisit, Robert, 2010. "Should inflation-targeting central banks respond to exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 460-485, April.
    42. Tara Sinclair & Herman O. Stekler & Warren Carnow, 2012. "A New Approach For Evaluating Economic Forecasts," Working Papers 2012-2, The George Washington University, Institute for International Economic Policy.
    43. Frank Smets & Raf Wouters, 2004. "Forecasting with a Bayesian DSGE Model: An Application to the Euro Area," Journal of Common Market Studies, Wiley Blackwell, vol. 42(4), pages 841-867, November.
    44. David Kohns & Arnab Bhattacharjee, 2020. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers 2011.00938, arXiv.org, revised May 2022.
    45. Ulaşan, Bülent, 2012. "Cross-country growth empirics and model uncertainty: An overview," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-69.
    46. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    47. Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018. "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers 18-52, Bank of Canada.
    48. Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, vol. 59(C), pages 198-212.
    49. Paul Hubert, 2015. "Revisiting the greenbook's relative forecasting performance," Sciences Po publications info:hdl:2441/35kgubh40v9, Sciences Po.
    50. Hamid Baghestani & Barry Poulson, 2012. "Federal Reserve forecasts of nonfarm payroll employment across different political regimes," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(3), pages 280-289, July.
    51. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
    52. Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
    53. Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
    54. David Kohns & Arnab Bhattacharjee, 2019. "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series 010, Centre for Energy Economics Research and Policy, Heriot-Watt University.
    55. Edward N. Gamber & Julie K. Smith, 2007. "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers 2007-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Jul 2008.
    56. Arai, Natsuki, 2014. "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, vol. 30(1), pages 12-19.
    57. Elmar Mertens, 2010. "Managing beliefs about monetary policy under discretion," Finance and Economics Discussion Series 2010-11, Board of Governors of the Federal Reserve System (U.S.).
    58. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
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    60. Alan S. Blinder, 2020. "What does Jerome Powell know that William McChesney Martin did not—And what role did academic research play in that?," Manchester School, University of Manchester, vol. 88(S1), pages 32-49, September.
    61. Baillon, A., 2015. "Subjective Truths," ERIM Inaugural Address Series Research in Management EIA-2015-063-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
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    63. Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
    64. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    65. Christopher A. Sims, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    66. Svensson, Lars E.O., 2005. "Monetary Policy with Judgement: Forecast Targeting," CEPR Discussion Papers 5072, C.E.P.R. Discussion Papers.
    67. Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
    68. Belviso Francesco & Milani Fabio, 2006. "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
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    71. David Bessler & Zijun Wang, 2012. "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, vol. 73(2), pages 295-314, August.
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    79. Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
    80. Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
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    82. Tas, Bedri Kamil Onur, 2011. "An explanation for the price puzzle: Asymmetric information and expectation dynamics," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 259-275, June.
    83. Hamid Baghestani, 2009. "A Comparison of U.S. Housing Starts Forecasts," Economics Bulletin, AccessEcon, vol. 29(4), pages 2525-2530.
    84. Kohns, David & Bhattacharjee, Arnab, 2023. "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
    85. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
    86. Kateøina Šmídková, 2005. "How Inflation Targeters (Can) Deal with Uncertainty," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 316-332, July.
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    88. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2021. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 2104, University of Exeter, Department of Economics.
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    94. Baghestani, Hamid, 2008. "Federal Reserve versus private information: Who is the best unemployment rate predictor," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 101-110.
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    96. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
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    103. Regis Barnichon & Christopher J. Nekarda, 2012. "The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 83-131.
    104. Konchitchki, Yaniv & Patatoukas, Panos N., 2014. "Accounting earnings and gross domestic product," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 76-88.
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    106. Baghestani, Hamid, 2011. "Federal Reserve and private forecasts of growth in investment," Journal of Economics and Business, Elsevier, vol. 63(4), pages 290-305, July.
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    108. Paul Hubert, 2010. "Monetary policy, imperfect information and the expectations channel [Politique monétaire,information imparfaite et canal des anticipations]," SciencePo Working papers Main tel-04095385, HAL.
    109. Hamid Baghestani & Bassam Abual-Foul, 2010. "Evidence on Forecasting Inflation Under Asymmetric Loss," The American Economist, Sage Publications, vol. 55(1), pages 105-110, May.
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    471. Gondo, Rocio & Orrego, Fabrizio, 2011. "Dedollarization and financial robustness," Working Papers 2011-022, Banco Central de Reserva del Perú.
    472. YANO Koiti, 2010. "Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods," ESRI Discussion paper series 231, Economic and Social Research Institute (ESRI).
    473. Yi-Hua Wu & Chih-Chin Ho & Eric S. Lin, 2017. "Measuring the Impact of Military Spending: How Far Does a DSGE Model Deviate from Reality?," Defence and Peace Economics, Taylor & Francis Journals, vol. 28(5), pages 585-608, September.
    474. Adam Cagliarini & Mariano Kulish, 2008. "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers rdp2008-10, Reserve Bank of Australia.
    475. Luca Brugnolini & Luisa Corrado, 2018. "Fiscal Compact and Debt Consolidation Dynamics," CEIS Research Paper 436, Tor Vergata University, CEIS, revised 06 Nov 2018.
    476. Ahmad, Yamin & Murray, James, 2022. "Implications for Determinacy with Average Inflation Targeting," MPRA Paper 113119, University Library of Munich, Germany.
    477. 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.
    478. Yasuo Hirose & Saori Naganuma, 2010. "Structural Estimation Of The Output Gap: A Bayesian Dsge Approach," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 864-879, October.
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    482. Francesca Monti, 2010. "Combining Judgment and Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1641-1662, December.
    483. Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
    484. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
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    486. John G. Thistle, 2018. "The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations," Papers 1806.06657, arXiv.org, revised Apr 2019.
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    488. Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
    489. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
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    491. Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
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  25. Christopher A. Sims, 2001. "A Review of Monetary Policy Rules," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 562-566, June.

    Cited by:

    1. Lars E.O. Svensson, 2002. "What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules," Working Papers 118, Princeton University, Department of Economics, Center for Economic Policy Studies..
    2. Denise Côté & John Kuszczak & Jean‐Paul Lam & Ying Liu & Pierre St‐Amant, 2004. "The performance and robustness of simple monetary policy rules in models of the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(4), pages 978-998, November.
    3. Gbaguidi DAVID, 2011. "Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 2(2), pages 141-181.
    4. Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2003. "A Comparison of Twelve Macroeconomic Models of the Canadian Economy," Technical Reports 94, Bank of Canada.
    5. F Alexandre & P Bacao, 2006. "Investment and Non-fundamental Movements in Asset Prices: is there a role for monetary policy?," Economic Issues Journal Articles, Economic Issues, vol. 11(1), pages 65-95, March.
    6. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, University Library of Munich, Germany.
    7. Paolo Gelain, 2007. "The Optimal Monetary Policy Rule For the European Central Bank," EcoMod2007 23900028, EcoMod.
    8. Gbaguidi, David Sedo, 2011. "Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate," MPRA Paper 35481, University Library of Munich, Germany.
    9. Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.

  26. Christopher A. Sims, 2001. "Pitfalls of a Minimax Approach to Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 51-54, May.

    Cited by:

    1. Levin, Andrew T. & Williams, John C., 2003. "Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 945-975, July.
    2. Ricardo J. Caballero & Arvind Krishnamurthy, 2007. "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers 12896, National Bureau of Economic Research, Inc.
    3. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc.
    4. Walsh, Carl E., 2004. "Implications of a Changing Economic Structure for the Strategy of Monetary Policy," Santa Cruz Department of Economics, Working Paper Series qt84g1q1g6, Department of Economics, UC Santa Cruz.
    5. Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
    6. Erling Røed Larsen, 2002. "The Political Economy of Global Warming. From Data to Decisions," Discussion Papers 322, Statistics Norway, Research Department.
    7. Klaus Schmidt-Hebbel & Carl E. Walsh, 2009. "Monetary Policy under Uncertainty and Learning: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 1, pages 001-025, Central Bank of Chile.
    8. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
    9. Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," SSE/EFI Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
    10. Billi, Roberto M., 2004. "The optimal inflation buffer with a zero bound on nominal interest rates," CFS Working Paper Series 2005/17, Center for Financial Studies (CFS).
    11. Bohdan Kłos, 2003. "Rules of Percentage Rate in Conditions of Uncertainty," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 9.
    12. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023. "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers 0223, School of Economics, University of Surrey.
    13. Bernd Scherer, 2021. "Adding alternative assets: return enhancement, diversification or hedging?," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 437-442, October.
    14. Kenneth Kasa, 2006. "Robustness and Information Processing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 1-33, January.
    15. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, University Library of Munich, Germany.
    16. Shin-ichi Fukuda, 2012. "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity," CIRJE F-Series CIRJE-F-863, CIRJE, Faculty of Economics, University of Tokyo.
    17. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, September.
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    20. Gadi Barlevy, 2011. "Robustness and Macroeconomic Policy," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 1-24, September.
    21. Maria Demertzis & Alexander F. Tieman, 2007. "Dealing With Uncertainty: Robust Rules In Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 295-307, May.
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    23. Marco P. Tucci, 2009. "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena 569, Department of Economics, University of Siena.
    24. Yakov Ben‐Haim & Jan Willem Van den End, 2022. "Assessing uncertainty in the natural rate of interest: Info‐gap as guide for monetary policy in the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3228-3245, July.
    25. William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, vol. 72(s1), pages 1-18, September.
    26. S. Zakovic & V. Wieland & B. Rustem, 2004. "Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design," Computing in Economics and Finance 2004 213, Society for Computational Economics.
    27. Wieland, Volker & Küster, Keith, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers.
    28. Becker, William E., 2007. "Quit lying and address the controversies: there are no dogmata, laws, rules or standards in the science of economics," MPRA Paper 39958, University Library of Munich, Germany.
    29. Roberto M. Billi, 2006. "The Optimal Long-Run Inflation Rate for the U.S. Economy," Computing in Economics and Finance 2006 72, Society for Computational Economics.
    30. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.
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    32. Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW Kiel).
    33. Baker, Erin & Olaleye, Olaitan & Aleluia Reis, Lara, 2015. "Decision frameworks and the investment in R&D," Energy Policy, Elsevier, vol. 80(C), pages 275-285.
    34. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011. "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 380-392.
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    36. Marco Paolo Tucci, 2019. "The usual robust control framework in discrete time: Some interesting results," Department of Economics University of Siena 815, Department of Economics, University of Siena.
    37. Brock,W. & Xepapadeas,A., 2002. "Regulating nonlinear environmental systems under Knightian uncertainty," Working papers 8, Wisconsin Madison - Social Systems.
    38. Manuel Ramos-Francia and Santiago García-Verdú, 2017. "On the relationship between macroprudential policy and other policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 239-255, Bank for International Settlements.
    39. Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2021. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 2104, University of Exeter, Department of Economics.
    40. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Chris Muris, 2011. "Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model," ISER Discussion Paper 0825, Institute of Social and Economic Research, Osaka University.
    41. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
    42. Ricardo J. Caballero & Arvind Krishnamurthy, 2006. "Flight to Quality and Collective Risk Management," NBER Working Papers 12136, National Bureau of Economic Research, Inc.
    43. Diana N. Weymark, 2000. "Using Taylor Rules as Efficiency Benchmarks," Vanderbilt University Department of Economics Working Papers 0043, Vanderbilt University Department of Economics, revised Sep 2001.
    44. Spyros Skouras, 2001. "Decisionmetrics: A Decision-Based Approach to Econometric Modeling," Working Papers 01-11-064, Santa Fe Institute.
    45. Gadi Barlevy, 2009. "Policymaking under uncertainty: Gradualism and robustness," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 33(Q II), pages 38-55.
    46. Kindy R. Sjahrir, 2018. "Formulating Regional Competitiveness Fiscal Policy based upon Leverage Factors for Indonesian Data," Working Papers in Economics and Development Studies (WoPEDS) 201804, Department of Economics, Padjadjaran University, revised Dec 2018.
    47. Ben-Haim, Yakov & Demertzis, Maria & Van den End, Jan Willem, 2018. "Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach," Economic Modelling, Elsevier, vol. 73(C), pages 55-70.
    48. Katerina Smidkova, 2003. "Methods Available to Monetary Policy Makers to Deal with Uncertainty," Macroeconomics 0310002, University Library of Munich, Germany.
    49. Kenneth Kasa, 2012. "A Behavioral Defense of Rational Expectations," Discussion Papers dp12-05, Department of Economics, Simon Fraser University.
    50. Becker, William E., 2004. "Good-byE old, hello new in teaching economics," Australasian Journal of Economics Education (AJEE), University of Queensland, School of Economics, vol. 1(1), pages 5-17, March.
    51. Hakan Kaya, 2017. "Managing ambiguity in asset allocation," Journal of Asset Management, Palgrave Macmillan, vol. 18(3), pages 163-187, May.
    52. Erin Baker & Olaitan Olaleye & Lara Aleluia Reis, 2015. "Decision Frameworks and the Investment in R&D," Working Papers 2015.42, Fondazione Eni Enrico Mattei.
    53. Paolo Gelain & Simone Manganelli, 2020. "Monetary Policy with Judgment," Working Papers 20-14, Federal Reserve Bank of Cleveland.
    54. Zhao, Mingjun, 2007. "Monetary policy under misspecified expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1278-1299, April.
    55. Helene Schuberth, 2004. "Ziele der Geldpolitik - Die Rolle von Konjunkturstabilisierung," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 30(2), pages 177-195.
    56. Katerina Smidkova, 2003. "Targeting Inflation under Uncertainty: Policy Makers’ Perspective," Macroeconomics 0304003, University Library of Munich, Germany.
    57. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
    58. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
    59. Shaw, W. Douglass & Woodward, Richard T., 2008. "Why environmental and resource economists should care about non-expected utility models," Resource and Energy Economics, Elsevier, vol. 30(1), pages 66-89, January.
    60. Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.
    61. Jan Willem Van den End & Yakov Ben-Haim, 2021. "Robust Policy in Times of Pandemic," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 56(2), pages 108-112, March.
    62. Frank Smets, 2005. "Monetary policy and imperfect knowledge," Research Bulletin, European Central Bank, vol. 2, pages 2-5.

  27. Christopher A. Sims, 2001. "Fiscal consequences for Mexico of adopting the dollar," Proceedings, Federal Reserve Bank of Cleveland, pages 597-625.

    Cited by:

    1. Francois R. Velde, 2003. "Government equity and money: John Law’s system in 1720 France," Working Paper Series WP-03-31, Federal Reserve Bank of Chicago.
    2. Patrick Bolton & Haizhou Huang, 2017. "The Capital Structure of Nations," NBER Working Papers 23612, National Bureau of Economic Research, Inc.
    3. Pierpaolo Benigno & Michael Woodford, 2006. "Optimal Inflation Targeting Under Alternative Fiscal Regimes," Working Papers Central Bank of Chile 407, Central Bank of Chile.
    4. Harashima, Taiji, 2007. "Hyperinflation, disinflation, deflation, etc.: A unified and micro-founded explanation for inflation," MPRA Paper 3836, University Library of Munich, Germany.
    5. Mankiw, N. Gregory & Reis, Ricardo, 2002. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Scholarly Articles 3415324, Harvard University Department of Economics.
    6. Marco Bassetto & Gherardo Gennaro Caracciolo, 2021. "Monetary/Fiscal Interactions with Forty Budget Constraints," Working Papers 788, Federal Reserve Bank of Minneapolis.
    7. Harashima, Taiji, 2013. "The Phillips Curve and a Micro-foundation of Trend Inflation," MPRA Paper 51305, University Library of Munich, Germany.
    8. António Afonso, 2002. "Disturbing the Fiscal Theory of the Price Level: Can it Fit the EU-15," Working Papers Department of Economics 2002/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    9. Patrick Artus, 2003. "Local Currency or Foreign Currency Debt?," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1013-1031.
    10. François R. Velde, 2007. "John Law's System," American Economic Review, American Economic Association, vol. 97(2), pages 276-279, May.
    11. Consiglio, Andrea & Zenios, Stavros A., 2015. "The Case for Contingent Convertible Debt for Sovereignst," Working Papers 15-13, University of Pennsylvania, Wharton School, Weiss Center.
    12. Harashima, Taiji, 2008. "A Microfounded Mechanism of Observed Substantial Inflation Persistence," MPRA Paper 10668, University Library of Munich, Germany.
    13. Fisher, Lance A. & Kingston, Geoffrey H., 2004. "Theory of tax smoothing in the small open economy," Economics Letters, Elsevier, vol. 85(1), pages 1-7, October.
    14. Siu, Henry E., 2004. "Optimal fiscal and monetary policy with sticky prices," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 575-607, April.
    15. Adam, Klaus, 2012. "Optimal Sovereign Default," CEPR Discussion Papers 9178, C.E.P.R. Discussion Papers.
    16. Christopher A. Sims, 2013. "Gaps in the Institutional Structure of the Euro Area," Working Papers 1460, Princeton University, Department of Economics, Center for Economic Policy Studies..
    17. Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
    18. Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano, 2003. "Debt Intolerance," NBER Working Papers 9908, National Bureau of Economic Research, Inc.
    19. Hans Keiding & Mette J. Knudsen, 2005. "Rational Fear of Floating: A Simple Model of Exchange Rates and Income Distribution," Discussion Papers 05-03, University of Copenhagen. Department of Economics.
    20. Łyziak, Tomasz & Mackiewicz-Łyziak, Joanna, 2020. "Does fiscal stance affect inflation expectations? Evidence for European economies," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 296-310.
    21. Cristina Arellano & Jonathan Heathcote, 2007. "Dollarization and financial integration," International Finance Discussion Papers 890, Board of Governors of the Federal Reserve System (U.S.).
    22. Fan, Jingwen & Minford, Patrick, 2009. "Can the Fiscal Theory of the price level explain UK inflation in the 1970s?," Cardiff Economics Working Papers E2009/26, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2011.
    23. Ricardo Reis, 2013. "Central Bank Design," NBER Working Papers 19187, National Bureau of Economic Research, Inc.
    24. Harashima, Taiji, 2019. "A Theory of Inflation: The Law of Motion for Inflation under the MDC-based Procedure," MPRA Paper 94100, University Library of Munich, Germany.
    25. Matthias Doepke & Martin Schneider, 2013. "Money as a Unit of Account," NBER Working Papers 19537, National Bureau of Economic Research, Inc.
    26. Stephanie Schmitt-Grohe & Martin Uribe, 2001. "Optimal Fiscal and Monetary Policy Under Sticky Prices," Departmental Working Papers 200105, Rutgers University, Department of Economics.
    27. John H. Cochrane, 2022. "Fiscal Histories," Journal of Economic Perspectives, American Economic Association, vol. 36(4), pages 125-146, Fall.
    28. Hall, George J. & Sargent, Thomas J., 2014. "Fiscal discriminations in three wars," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 148-166.
    29. Stephanie Schmitt-Grohe & Martin Uribe, 2003. "Optimal Fiscal and Monetary Policy Under Imperfect Competition," NBER Working Papers 10149, National Bureau of Economic Research, Inc.
    30. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    31. Mr. Peter J Montiel & Mr. Samir Jahjah, 2003. "Exchange Rate Policy and Debt Crises in Emerging Economies," IMF Working Papers 2003/060, International Monetary Fund.
    32. Cruz-Rodríguez, Alexis, 2005. "¿Es la dolarización oficial una opción real para las economías emergentes? [Is Official Dollarization a real option for emerging countries?]," MPRA Paper 54353, University Library of Munich, Germany.
    33. Cochrane, John H., 2005. "Money as stock," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 501-528, April.
    34. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, January.
    35. Elizabeth Brainerd & Nidhiya Menon, 2013. "Religion and Health in Early Childhood: Evidence from the Indian Subcontinent," Working Papers 65, Brandeis University, Department of Economics and International Business School.
    36. Eric M. Leeper, 2009. "Anchoring Fiscal Expectations," CAEPR Working Papers 2009-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    37. Buiter, Willem H. & Sibert, Anne C., 2018. "The fallacy of the fiscal theory of the price level: One last time," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-56.
    38. Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
    39. Michael Grill & Klaus Adam, 2012. "Optimal Sovereign Debt Default," 2012 Meeting Papers 882, Society for Economic Dynamics.
    40. Harashima, Taiji, 2007. "The Optimal Quantity of Money Consistent with Positive Nominal Interest Rates," MPRA Paper 1839, University Library of Munich, Germany, revised 19 Feb 2007.
    41. Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
    42. Das, Piyali, 2021. "Fiscal financing components in a simple model of policy interaction," Economic Modelling, Elsevier, vol. 96(C), pages 257-276.
    43. Bolton, Patrick & Huang, Haizhou, 2017. "The Capital Structure of Nations," CEPR Discussion Papers 12157, C.E.P.R. Discussion Papers.
    44. Artus P., 2001. "What Exchange - Rate System For Emerging Countries?," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 27-60, January -.
    45. Harashima, Taiji, 2006. "The Sustainability of Budget Deficits in an Inflationary Economy," MPRA Paper 905, University Library of Munich, Germany.
    46. Consiglio Andrea & Zenios Stavros A., 2018. "Contingent Convertible Bonds for Sovereign Debt Risk Management," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-24, June.
    47. Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016. "Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union," Cambridge Working Papers in Economics 1675, Faculty of Economics, University of Cambridge.
    48. Du, Houyang & Guo, Ye & Liu, Xuan, 2018. "How does the timing of markets affect optimal monetary and fiscal policy in sticky price models?," Economic Modelling, Elsevier, vol. 72(C), pages 237-248.
    49. Leeper, Eric M. & Zhou, Xuan, 2021. "Inflation’s role in optimal monetary-fiscal policy," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 1-18.
    50. Lawrence J. Christiano & Massimo Rostagno, 2001. "Money Growth Monitoring and the Taylor Rule," NBER Working Papers 8539, National Bureau of Economic Research, Inc.
    51. Patrick Bolton & Haizhou Huang, 2018. "The Capital Structure of Nations [Welfare analysis of currency regimes with defaultable debts]," Review of Finance, European Finance Association, vol. 22(1), pages 45-82.
    52. Harashima, Taiji, 2007. "Why should central banks be independent?," MPRA Paper 1838, University Library of Munich, Germany, revised 19 Feb 2007.
    53. Gaetano Antinolfi & Todd Keister, 2001. "Dollarization as a monetary arrangement for emerging market economies," Review, Federal Reserve Bank of St. Louis, vol. 83(Nov.), pages 29-40.

  28. Sims, Christopher A, 2000. "Comment on Three Lessons for Monetary Policy in a Low-Inflation Era," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 967-972, November.

    Cited by:

    1. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
    2. Alfonso Palacio-Vera, 2006. "On Lower-bound Traps: A Framework for the Analysis of Monetary Policy in the ÒAgeÓ of Central Banks," Economics Working Paper Archive wp_478, Levy Economics Institute.
    3. Hatcher, Michael C., 2011. "Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model," Cardiff Economics Working Papers E2011/24, Cardiff University, Cardiff Business School, Economics Section.
    4. Guido Ascari & Argia M. Sbordone, 2013. "The Macroeconomics of Trend Inflation," DEM Working Papers Series 053, University of Pavia, Department of Economics and Management.
    5. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2023. "Price level targeting under fiscal dominance," Journal of International Money and Finance, Elsevier, vol. 137(C).
    6. Guido Ascari & Anna Florio & Alessandro Gobbi, 2020. "Monetary-fiscal interactions under price level targeting," Papers 2010.14979, arXiv.org.

  29. Sims, Christopher A., 2000. "Using a likelihood perspective to sharpen econometric discourse: Three examples," Journal of Econometrics, Elsevier, vol. 95(2), pages 443-462, April.

    Cited by:

    1. Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," SciencePo Working papers Main hal-03403269, HAL.
    2. Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
    3. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
    4. Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," SciencePo Working papers Main hal-03573080, HAL.
    5. Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel Vector Autoregressive Models: A Survey," CEPR Discussion Papers 9380, C.E.P.R. Discussion Papers.
    6. Ciccarelli, Matteo, 2004. "Testing restrictions in hierarchical normal data models using Gibbs sampling," Research in Economics, Elsevier, vol. 58(2), pages 135-157, June.
    7. Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
    8. Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
    9. Hugo Kruiniger, 2002. "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-2, International Conferences on Panel Data.
    10. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    11. McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.

  30. Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
    See citations under working paper version above.
  31. Sims, Christopher A., 1998. "Econometric implications of the government budget constraint," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 9-19.

    Cited by:

    1. Wensheng Kang & Jing Wang, 2018. "Oil shocks, policy uncertainty and earnings surprises," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 375-388, August.
    2. Eric M. Leeper & Shu-Chun Susan Yang, 2006. "Dynamic Scoring: Alternative Financing Schemes," CAEPR Working Papers 2006-022, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    3. Harashima, Taiji, 2007. "Hyperinflation, disinflation, deflation, etc.: A unified and micro-founded explanation for inflation," MPRA Paper 3836, University Library of Munich, Germany.
    4. Claeys Peter, 2008. "Estimating the effects of fiscal policy under the budget constraint," wp.comunite 0038, Department of Communication, University of Teramo.
    5. Stanova, Nadja, 2015. "Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback," MPRA Paper 63148, University Library of Munich, Germany.
    6. Hess Chung & Eric Leeper, 2007. "What Has Financed Government Debt?," CAEPR Working Papers 2007-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    7. Harashima, Taiji, 2013. "The Phillips Curve and a Micro-foundation of Trend Inflation," MPRA Paper 51305, University Library of Munich, Germany.
    8. McCallum, Bennett T., 2001. "Indeterminacy, bubbles, and the fiscal theory of price level determination," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 19-30, February.
    9. Evers, Michael P., 2015. "Fiscal federalism and monetary unions: A quantitative assessment," Journal of International Economics, Elsevier, vol. 97(1), pages 59-75.
    10. Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
    11. Daly, Hounaida & Smida, Mounir, 2013. "Interaction entre politique monétaire et politique budgétaire:Cas de la Grèce [Fiscal and Monetary Policy Interactions : The Greece Case]," MPRA Paper 45931, University Library of Munich, Germany.
    12. Harashima, Taiji, 2008. "A Microfounded Mechanism of Observed Substantial Inflation Persistence," MPRA Paper 10668, University Library of Munich, Germany.
    13. Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
    14. Harashima, Taiji, 2017. "Should a Government Fiscally Intervene in a Recession and, If So, How?," MPRA Paper 78053, University Library of Munich, Germany.
    15. Willem Buiter, 2004. "A Small Corner of Intertemporal Public Finance - New Developments in Monetary Economics: 2 Ghosts, 2 Eccentricities, A Fallacy, A Mirage and A Mythos," NBER Working Papers 10524, National Bureau of Economic Research, Inc.
    16. Pelin Oge Guney, 2007. "Fiscal Theory of Exchange Rate Determination: Empirical Evidence from Turkey," Economics Bulletin, AccessEcon, vol. 5(7), pages 1-12.
    17. Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers 2014-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    18. M. Marzo, 2001. "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers 411, Dipartimento Scienze Economiche, Universita' di Bologna.
    19. Harashima, Taiji, 2019. "A Theory of Inflation: The Law of Motion for Inflation under the MDC-based Procedure," MPRA Paper 94100, University Library of Munich, Germany.
    20. Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on U.S. Bond Market Returns," CAMA Working Papers 2014-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    21. Giuseppe Fiori & Domenico Ferraro, 2016. "Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks," 2016 Meeting Papers 359, Society for Economic Dynamics.
    22. Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2021. "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    23. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    24. Daly, Hounaida & Smida, Mounir, 2013. "La coordination des politiques monétaire et budgétaire: Aperçu théorique [Coordination of monetary and fiscal policies: Theoretical Overview]," MPRA Paper 48066, University Library of Munich, Germany.
    25. António Afonso, 2001. "Government indebtedness and european consumers behaviour," Working Papers Department of Economics 2001/12, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    26. Leeper, Eric M. & Plante, Michael & Traum, Nora, 2010. "Dynamics of fiscal financing in the United States," Journal of Econometrics, Elsevier, vol. 156(2), pages 304-321, June.
    27. Harashima, Taiji, 2007. "The Optimal Quantity of Money Consistent with Positive Nominal Interest Rates," MPRA Paper 1839, University Library of Munich, Germany, revised 19 Feb 2007.
    28. Ferraro, Domenico & Ghazi, Soroush & Peretto, Pietro F., 2020. "Implications of tax policy for innovation and aggregate productivity growth," European Economic Review, Elsevier, vol. 130(C).
    29. Harashima, Taiji, 2006. "The Sustainability of Budget Deficits in an Inflationary Economy," MPRA Paper 905, University Library of Munich, Germany.
    30. António Afonso, 2008. "Euler testing Ricardo and Barro in the EU," Economics Bulletin, AccessEcon, vol. 5(16), pages 1-14.
    31. Elizabeth Bucacos, 2022. "The interdependence of Fiscal and Monetary Policies in an Emerging economy: The case of Uruguay," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 11(1), pages 19-33, January.
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    1. Deleidi, Matteo & Iafrate, Francesca & Levrero, Enrico Sergio, 2020. "Public investment fiscal multipliers: An empirical assessment for European countries," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 354-365.
    2. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
    3. Tomoya Suzuki, 2008. "International Credit Channel Of Monetary Policy: An Empirical Note," Australian Economic Papers, Wiley Blackwell, vol. 47(4), pages 396-407, December.
    4. Del Negro, Marco & Obiols-Homs, Francesc, 2001. "Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 404-433, May.
    5. Michael B. Devereux & Charles Engel & Giovanni Lombardo, 2020. "Implementable Rules for International Monetary Policy Coordination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 108-162, March.
    6. Charles L. Evans & Kenneth N. Kuttner, 1998. "Can VARs describe monetary policy?," Research Paper 9812, Federal Reserve Bank of New York.
    7. Fabio C. Bagliano & Carlo A. Favero, "undated". "Measuring Monetary Policy with VAR Models: an Evaluation," Working Papers 132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    8. Verónica Mies & Felipe Morandé & Matías Tapia, 2002. "Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión," Working Papers Central Bank of Chile 181, Central Bank of Chile.
    9. Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/973, Ghent University, Faculty of Economics and Business Administration.
    10. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle VAR structurel," TSE Working Papers 09-014, Toulouse School of Economics (TSE).
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    15. Hanson, Michael S., 2004. "The "price puzzle" reconsidered," Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1385-1413, October.
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    20. Georgiadis, Georgios & Schumann, Ben, 2019. "Dominant-currency pricing and the global output spillovers from US dollar appreciation," Working Paper Series 2308, European Central Bank.
    21. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.
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    26. Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2005. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil After the Real Plan: Stylized Facts From SVAR Models," Discussion Papers 1101, Instituto de Pesquisa Econômica Aplicada - IPEA.
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    2. Bartosz Mackowiak, 2005. "What does the Bank of Japan do to East Asia?," SFB 649 Discussion Papers SFB649DP2005-059, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    3. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019. "Capital flows in the euro area and TARGET2 balances," Discussion Papers 24/2019, Deutsche Bundesbank.
    4. Del Negro, Marco & Obiols-Homs, Francesc, 2001. "Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 404-433, May.
    5. Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series 121, Sveriges Riksbank (Central Bank of Sweden).
    6. Massimiliano Marzo, 2003. "Challenges for Monetary Policy and the Enlarged Euroland," Eastward Enlargement of the Euro-zone Working Papers wp17d, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 May 2003.
    7. Stan Radchenko & Oleg Korenok, 2004. "The role of permanent and transitory components in business cycle volatility moderation," Econometric Society 2004 North American Summer Meetings 149, Econometric Society.
    8. Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \\"M\\" back in monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.
    9. John C. Robertson & Ellis W. Tallman, 1999. "Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models," FRB Atlanta Working Paper 99-13, Federal Reserve Bank of Atlanta.
    10. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
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    5. Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
    6. Mehmet Ivrendi & Douglas K. Pearce, 2014. "Asset prices and expected monetary policy: evidence from daily data," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 985-995, March.
    7. PINSHI, Christian P., 2019. "Dollarization and Foreign Exchange Reserve : Debate on the Effectiveness of Monetary Policy in DR. Congo," MPRA Paper 104807, University Library of Munich, Germany.
    8. Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    9. Gérard Charreaux, 2008. "La recherche en finance d’entreprise:quel positionnement méthodologique?," Working Papers CREGO 1080501, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
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    4. Baffigi, Alberto & Bontempi, Maria Elena & Felice, Emanuele & Golinelli, Roberto, 2015. "The changing relationship between inflation and the economic cycle in Italy: 1861–2012," Explorations in Economic History, Elsevier, vol. 56(C), pages 53-70.
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    7. Federici, Andrea, 2018. "Il rapporto tra capitale pubblico e altre variabili macroeconomiche: un'applicazione empirica [The relationship between public capital and other macroeconomic variables: an empirical application]," MPRA Paper 88516, University Library of Munich, Germany.
    8. Barber, Brad M. & Click, Reid W. & Darrough, Masako N., 1999. "The impact of shocks to exchange rates and oil prices on U.S. sales of American and Japanese automakers," Japan and the World Economy, Elsevier, vol. 11(1), pages 57-93, January.
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    13. Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor, 2020. "The third round of euro area enlargement: Are the candidates ready?," Journal of International Money and Finance, Elsevier, vol. 107(C).
    14. Federici, Andrea, 2018. "Il rapporto tra capitale pubblico e altre variabili macroeconomiche: analisi della letteratura [The relationship between public capital and other macroeconomic variable: a literature review]," MPRA Paper 88515, University Library of Munich, Germany.
    15. Joshua S. Goldstein & Jon C. Pevehouse & Deborah J. Gerner & Shibley Telhami, 2001. "Reciprocity, Triangularity, and Cooperation in the Middle East, 1979-97," Journal of Conflict Resolution, Peace Science Society (International), vol. 45(5), pages 594-620, October.
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    3. René Capitelli, 1985. "Eine empirische Untersuchung über den Zusammenhang von kurz-, mittel- und langfristigen schweizerischen Zinssätzen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(I), pages 1-22, March.

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    806. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015. "The causal relationship between debt and growth in EMU countries," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 974-989.
    807. Chebbi, Houssem Eddine, 2009. "Investigating linkages between economic growth, energy consumption and pollutant emissions in Tunisia," 2009 Conference, August 16-22, 2009, Beijing, China 50944, International Association of Agricultural Economists.

  61. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.

    Cited by:

    1. Lawrence J. Christiano & Martin S. Eichenbaum & David A. Marshall, 1990. "The permanent income hypothesis revisited," Staff Report 129, Federal Reserve Bank of Minneapolis.
    2. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    3. Yimin Yang & Fei Jia & Haoran Li, 2023. "Estimation of Panel Data Models with Mixed Sampling Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 514-544, June.
    4. Jean-Marie Dufour & Tarek Jouini, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers 2005s-26, CIRANO.
    5. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo 559, Instituto de Economia. Pontificia Universidad Católica de Chile..
    6. Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
    7. Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
    8. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO.
    9. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
    10. Mercenier, Jean & Michel, Philippe, 2001. "Temporal aggregation in a multi-sector economy with endogenous growth," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1179-1191, August.
    11. Aadland, David, 2005. "Detrending time-aggregated data," Economics Letters, Elsevier, vol. 89(3), pages 287-293, December.
    12. Oscar Jorda & Massimiliano Marcellino, 2003. "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers 273, University of California, Davis, Department of Economics.
    13. R Jea & C-T Su & J-L Lin, 2005. "Time aggregation effect on the correlation coefficient: added-systematically sampled framework," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(11), pages 1303-1309, November.
    14. Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009. "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series 09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
    15. Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
    16. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
    17. van der Wel, M., 2020. "Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein," ERIM Inaugural Address Series Research in Management 124748, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam..
    18. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    19. Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis.
    20. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.
    21. Lars Peter Hansen & Thomas J. Sargent, 1983. "Identification of continuous time rational expectations models from discrete time data," Staff Report 73, Federal Reserve Bank of Minneapolis.
    22. Linton, Oliver B. & Mammen, Enno, 2008. "Nonparametric transformation to white noise," Journal of Econometrics, Elsevier, vol. 142(1), pages 241-264, January.
    23. Dufour, Jean-Marie & Jouini, Tarek, 2006. "Finite-sample simulation-based inference in VAR models with application to Granger causality testing," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 229-254.
    24. McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Discussion Paper 2004-39, Tilburg University, Center for Economic Research.
    25. Andrew W. Lo, 1986. "Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data," NBER Technical Working Papers 0059, National Bureau of Economic Research, Inc.
    26. Nerlove, Marc & Schuermann, Til, 1997. "Businessmen's Expectations Are Neither Rational nor Adaptive," ZEW Discussion Papers 97-01, ZEW - Leibniz Centre for European Economic Research.
    27. Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 65, University of California, Davis, Department of Economics.
    28. Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis.
    29. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
    30. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers 22469, East Asian Bureau of Economic Research.
    31. Jonathan E Butner & Ascher K Munion & Brian R W Baucom & Alexander Wong, 2019. "Ghost hunting in the nonlinear dynamic machine," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-21, December.
    32. Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
    33. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    34. Lawrence J. Christiano, 1980. "The term structure of interest rates and the aliasing identification problem," Working Papers 165, Federal Reserve Bank of Minneapolis.
    35. Gary R. Skoog, 1976. "Systematically missing data in econometric models," Staff Report 13, Federal Reserve Bank of Minneapolis.
    36. E Andreou & A Pelloni & M Sensier, 2003. "The effect of nominal shock uncertainty on output growth," Centre for Growth and Business Cycle Research Discussion Paper Series 40, Economics, The University of Manchester.
    37. Stutzer, Michael J., 1980. "Chaotic dynamics and bifurcation in a macro model," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 353-376, May.
    38. Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
    39. Pierre St-Amant & David Tessier, 1998. "A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions," Staff Working Papers 98-4, Bank of Canada.
    40. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO.
    41. Du, Yingxin & Ju, Jiandong & Ramirez, Carlos D. & Yao, Xi, 2017. "Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013," Journal of International Economics, Elsevier, vol. 108(C), pages 211-225.
    42. Lawrence J. Christiano, 1986. "Temporal aggregation bias and government policy evaluation," Working Papers 302, Federal Reserve Bank of Minneapolis.
    43. Phoebus J. Dhrymes, 1972. "Distributed Lags:A Survey," UCLA Economics Working Papers 024, UCLA Department of Economics.
    44. Bartsch, Zachary, 2019. "Economic policy uncertainty and dollar-pound exchange rate return volatility," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
    45. Andrii Babii, 2022. "High-Dimensional Mixed-Frequency IV Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1470-1483, October.
    46. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Working Papers 244, Red Nacional de Investigadores en Economía (RedNIE).
    47. Forni, Mario & Lippi, Marco, 1999. "Aggregation of linear dynamic microeconomic models," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 131-158, February.
    48. Elena Andreou, Eric Ghysels & Eric Ghysels & Andros Kourtellos, 2007. "Regression Models with Mixed Sampling Frequencies," University of Cyprus Working Papers in Economics 8-2007, University of Cyprus Department of Economics.
    49. Grant Kirkpatrick, 1982. "Real factor prices and German manufacturing employment: A time series analysis, 1960I–1979IV," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 118(1), pages 79-103, March.
    50. Giusto Andrea & İşcan Talan B., 2018. "The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(4), pages 1-16, September.
    51. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers 08-2005, Singapore Management University, School of Economics.
    52. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo.
    53. P.Antipa, 2014. "How Fiscal Policy Affects the Price Level: Britain’s First Experience with Paper Money," Working papers 525, Banque de France.
    54. Gulasekaran Rajaguru & Michael O’Neill & Tilak Abeysinghe, 2018. "Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?," Econometrics, MDPI, vol. 6(2), pages 1-24, June.
    55. Arie ten Cate, 2004. "Refinement of the partial adjustment model using continuous-time econometrics," CPB Discussion Paper 41, CPB Netherlands Bureau for Economic Policy Analysis.
    56. Peter K. Clark, 1974. "Operational Time and Seasonality in Distributed Lag Estimation," NBER Working Papers 0032, National Bureau of Economic Research, Inc.
    57. Kirkpatrick, Grant, 1984. "A continuous time cyclical growth model for the Federal Republic of Germany: Construction, estimation and analysis," Kiel Working Papers 219, Kiel Institute for the World Economy (IfW Kiel).
    58. Christopher A. Sims, 1974. "Optimal Stable Policies for Unstable Instruments," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 257-265, National Bureau of Economic Research, Inc.

  62. Sims, Christopher A, 1969. "Theoretical Basis for a Double Deflated Index of Real Value Added," The Review of Economics and Statistics, MIT Press, vol. 51(4), pages 470-471, November.

    Cited by:

    1. Fenoaltea, Stefano, 2018. "A Modest Proposal For Augmenting The Gross Domestic Product Of Italy, Allowing Greater Public Spending, Employment, And Graft," MPRA Paper 89746, University Library of Munich, Germany.
    2. Amit Gandhi & Salvador Navarro & David Rivers, 2011. "On the Identification of Production Functions: How Heterogeneous is Productivity?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20119, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    3. Fenoaltea, Stefano, 2015. "The measurement of production movements: Lessons from the general engineering industry in Italy, 1861–1913," Explorations in Economic History, Elsevier, vol. 57(C), pages 19-37.
    4. David Martín-Barroso & Juan A. Núñez & Francisco J. Velázquez, 2013. "The Effect On Firms' Productivity Of Accessibility. The Spanish Manufacturing Sector," ERSA conference papers ersa13p1123, European Regional Science Association.
    5. Barnett, William & Su, Liting, 2017. "Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach," MPRA Paper 82061, University Library of Munich, Germany.
    6. Fenoaltea, Stefano, 2018. "Spleen: the failures of the cliometric school," MPRA Paper 90210, University Library of Munich, Germany.
    7. Luis-Gonzalo Llosa, 2014. "How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets," Working Papers 7, Peruvian Economic Association.
    8. Robert C. Johnson, 2012. "Trade in Intermediate Inputs and Business Cycle Comovement," NBER Working Papers 18240, National Bureau of Economic Research, Inc.
    9. Stefano Fenoaltea, 2019. "Of economics and statistics: the Gerschenkron effect," PSL Quarterly Review, Economia civile, vol. 72(290), pages 195-205.
    10. Fenoaltea, Stefano, 2020. "Reconstructing The Past: The Measurement Of Aggregate Product," MPRA Paper 97042, University Library of Munich, Germany.
    11. Stefano Fenoaltea, 2014. "The measurement of production movements: lessons from the engineering industry in Italy, 1861-1913," Carlo Alberto Notebooks 400, Collegio Carlo Alberto.
    12. Ulrich R. Kohli, 1983. "The Le Châtelier Principle and the Demand for Imports in the Short Run and the Medium Run: Australia, 1959–60–1978–79," The Economic Record, The Economic Society of Australia, vol. 59(2), pages 149-165, June.
    13. Francois de Soyres & Alexandre Gaillard & Henry L. Young, 2023. "What is Measured in National Accounts?," International Finance Discussion Papers 1375, Board of Governors of the Federal Reserve System (U.S.).
    14. Ahmad, Ismet & Langham, Max R., 1983. "Agricultural Productivity Growth in Indonesia," 1983 Occasional Paper Series No. 3 197282, International Association of Agricultural Economists.
    15. Lai, Pingyao & Zhu, Tian, 2022. "Deflating China's nominal GDP: 2004–2018," China Economic Review, Elsevier, vol. 71(C).
    16. William Barnett & Liting Su, 2017. "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach1," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201707, University of Kansas, Department of Economics, revised Oct 2017.
    17. Stefano Fenoaltea, 2015. "Italian Industrial Production, 1861-1913: A Statistical Reconstruction. A. Introduction," Carlo Alberto Notebooks 412, Collegio Carlo Alberto.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. Sims, Christopher A., 2010. "Rational Inattention and Monetary Economics," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 4, pages 155-181, Elsevier.

    Cited by:

    1. Holden, Steinar, 2012. "Implications of Insights from Behavioral Economics for Macroeconomic Models," Memorandum 25/2012, Oslo University, Department of Economics.
    2. Mohammad (Vahid) Irani & Hugh Hoikwang Kim, 2023. "The consequences of non‐trading institutional investors," Financial Management, Financial Management Association International, vol. 52(3), pages 433-481, September.
    3. Yulei Luo & Jun Nie & Gaowang Wang & Eric Young, 2014. "What we don’t know doesn’t hurt us: rational inattention and the permanent income hypothesis in general equilibrium," Research Working Paper RWP 14-14, Federal Reserve Bank of Kansas City.
    4. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
    5. Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga, 2018. "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," Globalization Institute Working Papers 335, Federal Reserve Bank of Dallas.
    6. Wei Li & Yulei Luo & Jun Nie, 2015. "Elastic attention, risk sharing, and international comovements," Research Working Paper RWP 15-16, Federal Reserve Bank of Kansas City.
    7. Dietmar Fehr & Frank Heinemann & Aniol Llorente-Saguer, 2013. "The power of sunspots: an experimental analysis," Working Papers 13-2, Federal Reserve Bank of Boston.
    8. Yulei Luo & Jun Nie & Eric R. Young, 2015. "Slow Information Diffusion And The Inertial Behavior Of Durable Consumption," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 805-840, October.
    9. Hobler, Stephan, 2022. "Multi-layered rational inattention and time-varying volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    10. Atal, Vidya & Bar, Talia & Gordon, Sidartha, 2016. "Project selection: Commitment and competition," Games and Economic Behavior, Elsevier, vol. 96(C), pages 30-48.
    11. Andrei Matveenko & Egor Starkov, 2023. "Sparking curiosity or tipping the scales? Targeted advertising with consumer learning," CRC TR 224 Discussion Paper Series crctr224_2023_425, University of Bonn and University of Mannheim, Germany.
    12. Filardo, Andrew & Lombardi, Marco & Raczko, Marek, 2019. "Measuring financial cycle time," Bank of England working papers 776, Bank of England.
    13. Serafin Frache & Rodrigo Lluberas, 2019. "New information and inflation expectations among firms," BIS Working Papers 781, Bank for International Settlements.
    14. Johannes Johnen, 2019. "Automatic‐renewal contracts with heterogeneous consumer inertia," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 28(4), pages 765-786, November.
    15. Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.
    16. Benjamin M. Hébert & Michael Woodford, 2019. "Rational Inattention when Decisions Take Time," NBER Working Papers 26415, National Bureau of Economic Research, Inc.
    17. Pascal Michaillat & Emmanuel Saez, 2022. "An economical business-cycle model [Breaking through the zero lower bound]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 382-411.
    18. Jan Libich & Dat Thanh Nguyen & Hubert Janos Kiss, 2023. "Running Out of Bank Runs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(1), pages 1-39, August.
    19. Martin S. Eichenbaum & Nir Jaimovich & Sergio Rebelo & Josephine Smith, 2012. "How Frequent Are Small Price Changes?," NBER Working Papers 17956, National Bureau of Economic Research, Inc.
    20. Geiger, Martin & Zachariadis, Marios, 2022. "Consumers’ Updating, Policy Shocks, And Public Debt: An Empirical Assessment Of State Dependencies," Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2104-2140, December.
    21. Iovino, Luigi & Angeletos, George-Marios & La'O, Jennifer, 2020. "Learning over the Business Cycle: Policy Implications," CEPR Discussion Papers 14577, C.E.P.R. Discussion Papers.
    22. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
    23. Böhl, Gregor & Hommes, Cars H., 2021. "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series 156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    24. Fosgerau, Mogens & Melo, Emerson & Shum, Matt, 2017. "Discrete Choice and Rational Inattention: a General Equivalence Result�," MPRA Paper 76605, University Library of Munich, Germany.
    25. Greg Kaplan & Sam Schulhofer-Wohl, 2017. "Inflation at the Household Level," Working Paper Series WP-2017-13, Federal Reserve Bank of Chicago.
    26. Yin, Penghui, 2021. "Optimal attention and heterogeneous precautionary saving behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    27. Anna Florio, 2016. "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 320-346, February.
    28. S. S. Vinokurov & A.A. Medved & L. A. Mierin, 2018. "Economic News and Household Decisions," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 12(1), March.
    29. Orland, Andreas & Roos, Michael W.M., 2019. "Price-setting with quadratic adjustment costs: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 88-116.
    30. Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
    31. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2015. "Attention Misallocation, Social Welfare and Policy Implications," MPRA Paper 63828, University Library of Munich, Germany.
    32. Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," SciencePo Working papers Main hal-03878692, HAL.
    33. Bartosz Maćkowiak & Mirko Wiederholt, 2018. "Lack of Preparation for Rare Events," Post-Print hal-03943567, HAL.
    34. Hunt Allcott & Nathan Wozny, 2014. "Gasoline Prices, Fuel Economy, and the Energy Paradox," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 779-795, December.
    35. Di Bartolomeo Giovanni & Saltari Enrico & Semmler Willi, 2022. "The effects of political short-termism on transitions induced by pollution regulations," wp.comunite 00154, Department of Communication, University of Teramo.
    36. Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2014. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," NBER Working Papers 19980, National Bureau of Economic Research, Inc.
    37. Adam Szeidl & Botond Koszegi, 2011. "A Model of Focusing in Economic Choice," 2011 Meeting Papers 1441, Society for Economic Dynamics.
    38. Luciano Pomatto & Philipp Strack & Omer Tamuz, 2018. "The Cost of Information: The Case of Constant Marginal Costs," Papers 1812.04211, arXiv.org, revised Feb 2023.
    39. Dai, Liang, 2018. "Asset bundling and information acquisition of investors with different expertise," Journal of Economic Theory, Elsevier, vol. 175(C), pages 447-490.
    40. Hebert, Benjamin & Zhong, Weijie, 2022. "Engagement Maximization," Research Papers 4035, Stanford University, Graduate School of Business.
    41. Mäkinen, Taneli & Ohl, Björn, 2012. "Information Acquisition and Learning from Prices Over the Business Cycle," SSE/EFI Working Paper Series in Economics and Finance 740, Stockholm School of Economics, revised 19 Mar 2013.
    42. Tipoe, Eileen, 2021. "Price inattention: A revealed preference characterisation," European Economic Review, Elsevier, vol. 134(C).
    43. Florian Brugger & Joern Kleinert, 2017. "The strong increase of Austrian government debt in the Kreisky era: Austro-Keynesianism or just stubborn forecast errors?," Graz Economics Papers 2017-15, University of Graz, Department of Economics.
    44. Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
    45. Filip Matejka & Alisdair McKay, 2011. "Rational Inattention to Discrete Choices: A New Foundation for the Multinomial Logit Model," CERGE-EI Working Papers wp442, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    46. R. Erasmus & H. Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
    47. Melvin Wong & Bilal Farooq, 2019. "Information processing constraints in travel behaviour modelling: A generative learning approach," Papers 1907.07036, arXiv.org, revised Jul 2019.
    48. Delis, Manthos D. & Kouretas, Georgios P. & Tsoumas, Chris, 2014. "Anxious periods and bank lending," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 1-13.
    49. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
    50. Alexandre Kohlhas, 2018. "Asymmetric Attention," 2018 Meeting Papers 1040, Society for Economic Dynamics.
    51. Reis, Ricardo & Mankiw, N. Gregory, 2018. "Friedman’s presidential address in the evolution of macroeconomic thought," LSE Research Online Documents on Economics 85664, London School of Economics and Political Science, LSE Library.
    52. Erik Eyster & Kristof Madarasz & Pascal Michaillat, 2014. "The Curse of Inflation," Discussion Papers 1430, Centre for Macroeconomics (CFM).
    53. Mogens Fosgerau & Emerson Melo & André de Palma & Matthew Shum, 2017. "Discrete Choice and Rational Inattention: a General Equivalence Result," Discussion Papers 17-26, University of Copenhagen. Department of Economics.
    54. Binder, Carola, 2017. "Fed speak on main street: Central bank communication and household expectations," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 238-251.
    55. Martin McGuigan & Sandra McNally & Gill Wyness, 2016. "Student Awareness of Costs and Benefits of Educational Decisions: Effects of an Information Campaign," Journal of Human Capital, University of Chicago Press, vol. 10(4), pages 482-519.
    56. Chad Fulton, 2017. "Mechanics of Linear Quadratic Gaussian Rational Inattention Tracking Problems," Finance and Economics Discussion Series 2017-109, Board of Governors of the Federal Reserve System (U.S.).
    57. Prato, Carlo & Wolton, Stephane, 2017. "Rational ignorance, populism, and reform," LSE Research Online Documents on Economics 86371, London School of Economics and Political Science, LSE Library.
    58. Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2204-2236, December.
    59. Anat Bracha & Jenny Tang, 2022. "Inflation Levels and (In)Attention," Working Papers 22-4, Federal Reserve Bank of Boston.
    60. Cellini, Roberto & Lambertini, Luca & Ottaviano, Gianmarco I.P., 2020. "Strategic inattention, delegation and endogenous market structure," European Economic Review, Elsevier, vol. 121(C).
    61. Bartosz Maćkowiak & Mirko Wiederholt, 2021. "Rational Inattention and the Business Cycle Effects of Productivity and News Shocks," Working Papers hal-03878704, HAL.
    62. Mochhoury, Sarah, 2023. "Central bank communication and trust: an experimental study on the European Central Bank and the general public," Working Paper Series 2824, European Central Bank.
    63. Maćkowiak, Bartosz & Wiederholt, Mirko, 2011. "Business cycle dynamics under rational inattention," Working Paper Series 1331, European Central Bank.
    64. Mankiw, N Gregory, 2017. "Friedman’s Presidential Address in the Evolution of Macroeconomic Thought," CEPR Discussion Papers 12442, C.E.P.R. Discussion Papers.
    65. George-Marios Angeletos, 2018. "Frictional Coordination," Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 563-603.
    66. Vinokurov, Stepan S. (Винокуров, Степан) & Medved, Anna A. (Медведь, Анна) & Mierin, Larisa A. (Миэринь, Лариса), 2018. "Influence of the Information Background on the Economic Behavior of Households [Влияние Информационного Фона На Экономическое Поведение Домохозяйств]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 66-79, October.
    67. Chenavaz, Régis & Drouard, Joeffrey & Escobar, Octavio R. & Karoubi, Bruno, 2018. "Convenience pricing in online retailing: Evidence from Amazon.com," Economic Modelling, Elsevier, vol. 70(C), pages 127-139.
    68. Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 853-884.
    69. Lena Dräger & Michael Lamla & Damjan Pfajfar, 2015. "Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News," Finance and Economics Discussion Series 2015-35, Board of Governors of the Federal Reserve System (U.S.).
    70. Luigi Paciello & Mirko Wiederholt, 2011. "Exogenous Information, Endogenous Information and Optimal Monetary Policy," EIEF Working Papers Series 1104, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2011.
    71. Wolpert David & Leslie David S., 2012. "Information Theory and Observational Limitations in Decision Making," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-43, January.
    72. Ben Lockwood & James Rockey, 2020. "Negative Voters? Electoral Competition with Loss-Aversion," The Economic Journal, Royal Economic Society, vol. 130(632), pages 2619-2648.
    73. Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
    74. Mingli Chen & Andreas Joseph & Michael Kumhof & Xinlei Pan & Xuan Zhou, 2021. "Deep Reinforcement Learning in a Monetary Model," Papers 2104.09368, arXiv.org, revised Jan 2023.
    75. Andrew Caplin & Eungik Lee & Søren Leth-Petersen & Johan Sæverud, 2022. "Communicating Social Security Reform," NBER Working Papers 30645, National Bureau of Economic Research, Inc.
    76. Claudio Borio, 2021. "Back to the Future: Intellectual Challenges for Monetary Policy," Economic Papers, The Economic Society of Australia, vol. 40(4), pages 273-287, December.
    77. Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers 111212, University of California-Irvine, Department of Economics.
    78. Driscoll, John C. & Holden, Steinar, 2014. "Behavioral economics and macroeconomic models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 133-147.
    79. Monique B. Reid & Pierre L. Siklos, 2022. "How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3355-3376, September.
    80. Benjamin Hébert & Michael Woodford, 2021. "Neighborhood-Based Information Costs," American Economic Review, American Economic Association, vol. 111(10), pages 3225-3255, October.
    81. Michael Woodford, 2014. "Stochastic Choice: An Optimizing Neuroeconomic Model," American Economic Review, American Economic Association, vol. 104(5), pages 495-500, May.
    82. Mackowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2016. "The Rational Inattention Filter," CEPR Discussion Papers 11237, C.E.P.R. Discussion Papers.
    83. Zidong An & João Tovar Jalles & Mr. Prakash Loungani, 2018. "How Well Do Economists Forecast Recessions?," IMF Working Papers 2018/039, International Monetary Fund.
    84. Pierpaolo Benigno & Anastasios G. Karantounias, 2017. "Overconfidence, Subjective Perception, and Pricing Behavior," FRB Atlanta Working Paper 2017-14, Federal Reserve Bank of Atlanta.
    85. Kevin He & Fedor Sandomirskiy & Omer Tamuz, 2021. "Private Private Information," Papers 2112.14356, arXiv.org, revised Jun 2023.
    86. Cheremukhin, Anton & Tutino, Antonella, 2016. "Information rigidities and asymmetric business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 142-158.
    87. Emerson Melo, 2022. "On The Distributional Robustness Of Finite Rational Inattention Models," CAEPR Working Papers 2022-011 Classification-D, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    88. Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    89. Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
    90. Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric R., 2017. "Rational inattention and the dynamics of consumption and wealth in general equilibrium," Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
    91. Erik Eyster & Kristof Madarasz & Pascal Michaillat, 2015. "Preferences for Fair Prices, Cursed Inferences, and the Nonneutrality of Money," CEP Discussion Papers dp1325, Centre for Economic Performance, LSE.
    92. Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
    93. Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
    94. Chen, Heng & Luo, Yulei & Pei, Guangyu, 2014. "Too Much of a Good Thing: Attention Misallocation and Social Welfare in Coordination Games," MPRA Paper 59139, University Library of Munich, Germany.
    95. Reid, Monique, 2015. "Inflation expectations of the inattentive general public," Economic Modelling, Elsevier, vol. 46(C), pages 157-166.
    96. Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," KIER Working Papers 1035, Kyoto University, Institute of Economic Research.
    97. Benjamin Hébert & Michael Woodford, 2018. "Information Costs and Sequential Information Sampling," NBER Working Papers 25316, National Bureau of Economic Research, Inc.
    98. Jan Filacek & Jakub Mateju, 2014. "Adverse Effects of Monetary Policy Signalling," Working Papers 2014/13, Czech National Bank.
    99. Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023. "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133.
    100. Boskabadi, Elahe, 2022. "Economic policy uncertainty and forecast bias in the survey of professional forecasters," MPRA Paper 115081, University Library of Munich, Germany.
    101. Abay, Kibrom A. & Barrett, Christopher B. & Kilic, Talip & Moylan, Heather & Ilukor, John & Vundru, Wilbert Drazi, 2023. "Nonclassical measurement error and farmers’ response to information treatment," Journal of Development Economics, Elsevier, vol. 164(C).
    102. Fosgerau, Mogens & Jiang, Gege, 2019. "Travel time variability and rational inattention," Transportation Research Part B: Methodological, Elsevier, vol. 120(C), pages 1-14.
    103. Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
    104. Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
    105. Paciello, Luigi & Michelacci, Claudio, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers 14557, C.E.P.R. Discussion Papers.
    106. Andrew Caplin & Mark Dean, 2013. "Behavioral Implications of Rational Inattention with Shannon Entropy," NBER Working Papers 19318, National Bureau of Economic Research, Inc.
    107. Nolte, Ingmar & Nolte, Sandra & Pohlmeier, Winfried, 2019. "What determines forecasters’ forecasting errors?," International Journal of Forecasting, Elsevier, vol. 35(1), pages 11-24.
    108. Lunn, Pete & Somerville, Jason J., 2015. "Surplus Identification with Non-Linear Returns," Papers WP522, Economic and Social Research Institute (ESRI).
    109. Benjamin Hébert & Michael Woodford, 2017. "Rational Inattention and Sequential Information Sampling," NBER Working Papers 23787, National Bureau of Economic Research, Inc.
    110. Daniel Susskind, 2022. "Rational inattention and public signals," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 58(2), pages 225-255, February.
    111. Emerson Melo, 2022. "On the Distributional Robustness of Finite Rational Inattention Models," Papers 2208.03370, arXiv.org, revised May 2023.
    112. Dietrich, Alexander M., 2023. "Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy," University of Tübingen Working Papers in Business and Economics 157, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    113. Jiang, Gege & Fosgerau, Mogens & Lo, Hong K., 2020. "Route choice, travel time variability, and rational inattention," Transportation Research Part B: Methodological, Elsevier, vol. 132(C), pages 188-207.
    114. Tura-Gawron, Karolina, 2019. "Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution," Journal of Macroeconomics, Elsevier, vol. 62(C).
    115. Sebestyén, Tamás & Longauer, Dóra, 2019. "Hálózati struktúra és nem teljes információ egy monopolisztikus versenyre épülő modellben [Network structure and incomplete information in a model of monopolistic competition]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1257-1283.
    116. Luo, Yulei & Young, Eric, 2013. "Consumption, Market Price of Risk, and Wealth Accumulation under Induced Uncertainty," MPRA Paper 50998, University Library of Munich, Germany.
    117. Peter Tillmann, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," MAGKS Papers on Economics 202007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    118. Avdiu, Besart & Gruhle, Tobias, 2022. "Contagion and information frictions in emerging markets: The role of joint signals," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 147-173.
    119. Maćkowiak, Bartosz & Wiederholt, Mirko, 2015. "Inattention to rare events," Working Paper Series 1841, European Central Bank.
    120. Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.
    121. Michael Weber & Daniel Hoang & Francesco D'Acunto, 2015. "Inflation Expectations and Consumption Expenditure," 2015 Meeting Papers 1266, Society for Economic Dynamics.
    122. Michael Woodford, 2014. "An Optimizing Neuroeconomic Model of Discrete Choice," NBER Working Papers 19897, National Bureau of Economic Research, Inc.
    123. Habib, Khandker Nurul, 2023. "Rational inattention in discrete choice models: Estimable specifications of RI-multinomial logit (RI-MNL) and RI-nested logit (RI-NL) models," Transportation Research Part B: Methodological, Elsevier, vol. 172(C), pages 53-70.
    124. Maćkowiak, Bartosz & Matějka, Filip & Wiederholt, Mirko, 2018. "Dynamic rational inattention: Analytical results," Journal of Economic Theory, Elsevier, vol. 176(C), pages 650-692.
    125. Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021. "Information Inertia," Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
    126. Elizabeth Blankespoor & Ed Dehaan & John Wertz & Christina Zhu, 2019. "Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs," Journal of Accounting Research, Wiley Blackwell, vol. 57(1), pages 53-84, March.
    127. Kelsey Berro & Gregory Colman & Dhaval Dave, 2015. "The Reality of the Real Rate," Business and Economic Research, Macrothink Institute, vol. 5(2), pages 270-287, December.
    128. Caplin, Andrew, 2014. "Rational inattention and revealed preference: The data-theoretic approach to economic modeling," Research in Economics, Elsevier, vol. 68(4), pages 295-305.
    129. Prato, Carlo & Wolton, Stephane, 2013. "Rational Ignorance, Elections, and Reform," MPRA Paper 68638, University Library of Munich, Germany, revised 10 Dec 2015.
    130. Abay,Kibrom A. & Barrett,Christopher B. & Kilic,Talip & Moylan,Heather G. & Ilukor,John & Vundru,Wilbert Drazi, 2022. "Nonclassical Measurement Error and Farmers’ Response to Information Reveal Behavioral Anomalies," Policy Research Working Paper Series 9908, The World Bank.
    131. Di Bartolomeo Giovanni & Saltari Enrico & Semmler Willi, 2017. "Inattention and pollution regulation policies," wp.comunite 00130, Department of Communication, University of Teramo.
    132. Luo, Shaowen & Tsang, Kwok Ping, 2020. "Elasticity of attention and optimal monetary policy," Economics Letters, Elsevier, vol. 194(C).
    133. CHO, IN-KOO & Rubinchik, Anna, "undated". "Contemplation vs. Intuition. A reinforcement learning approach," Working Papers WP2015/3, University of Haifa, Department of Economics.
    134. Yu-Ting Chiang, 2022. "Attention and Fluctuations in Macroeconomic Uncertainty," Working Papers 2022-004, Federal Reserve Bank of St. Louis, revised 09 Nov 2023.
    135. Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019. "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, vol. 132(2), pages 369-383.
    136. Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
    137. Monique Reid & Pierre Siklos, 2020. "Building Credibility and Influencing Expectations The Evolution of Central Bank Communication," Working Papers 10144, South African Reserve Bank.
    138. Hansen, Stephen & McMahon, Michael & Velasco Rivera, Carlos, 2014. "Preferences or private assessments on a monetary policy committee?," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 16-32.
    139. Jan Engelmann & Alejandro Hirmas & Joël van der Weele, 2021. "Top Down or Bottom Up? Disentangling the Channels of Attention in Risky Choice," Tinbergen Institute Discussion Papers 21-031/I, Tinbergen Institute.
    140. Claudio Borio, 2021. "Navigating by r*: safe or hazardous?," BIS Working Papers 982, Bank for International Settlements.
    141. Anat Bracha & Jenny Tang, 2019. "Inflation Thresholds and Inattention," Working Papers 19-14, Federal Reserve Bank of Boston.
    142. Azevedo, Luis Fernando Pereira & Pereira, Pedro L. Valls, 2018. "Effects of official and unofficial central bank communication on the Brazilian interest rate curve," Textos para discussão 470, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).

  2. Christopher A. Sims, 2007. "Comment on "International Transmission and Monetary Policy Cooperation"," NBER Chapters, in: International Dimensions of Monetary Policy, pages 192-195, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ghironi, Fabio & Cacciatore, Matteo, 2020. "Trade, Unemployment, and Monetary Policy," CEPR Discussion Papers 14952, C.E.P.R. Discussion Papers.
    2. Cacciatore, Matteo & Fiori, Giuseppe & Ghironi, Fabio, 2015. "The domestic and international effects of euro area market reforms," Research in Economics, Elsevier, vol. 69(4), pages 555-581.

  3. Christopher A. Sims, 2004. "Limits to Inflation Targeting," NBER Chapters, in: The Inflation-Targeting Debate, pages 283-299, National Bureau of Economic Research, Inc.

    Cited by:

    1. Andreas Schabert & Sweder J.G. van Wijnbergen, 2011. "Sovereign Default and the Stability of Inflation Targeting Regimes," Tinbergen Institute Discussion Papers 11-064/2/ DSF20, Tinbergen Institute.
    2. Jean‐Louis Combes & Xavier Debrun & Alexandru Minea & René Tapsoba, 2018. "Inflation Targeting, Fiscal Rules and the Policy Mix: Cross‐effects and Interactions," Economic Journal, Royal Economic Society, vol. 128(615), pages 2755-2784, November.
    3. Arthur Galego Mendes & Tiago Couto Berriel, "undated". "Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing," Textos para discussão 638, Department of Economics PUC-Rio (Brazil).
    4. Cochrane, John H., 2017. "The new-Keynesian liquidity trap," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 47-63.
    5. Hippolyte W. BALIMA & Eric Gabin KILAMA & René TAPSOBA, 2017. "Settling the Inflation Targeting Debate: Lights from a Meta-Regression Analysis," Working Papers 4083, FERDI.
    6. René TAPSOBA & Alexandru MINEA & Jean-Louis COMBES, 2012. "Inflation Targeting and Fiscal Rules: Do Interactions and Sequence of Adoption Matter?," Working Papers 201223, CERDI.
    7. Buiter, Willem H., 2014. "The simple analytics of helicopter money: Why it works - always," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-51.
    8. Woong Yong Park & Jae Won Lee & Saroj Bhattarai, 2013. "Inflation Dynamics: The Role of Public Debt and Policy Regimes," 2013 Meeting Papers 359, Society for Economic Dynamics.
    9. Faugere, Christophe, 2010. "Macrofoundations for A (Near) 2% Inflation Target," MPRA Paper 23491, University Library of Munich, Germany, revised 25 Jun 2010.
    10. Balima, Hippolyte W. & Kilama, Eric G. & Tapsoba, René, 2020. "Inflation targeting: Genuine effects or publication selection bias?," European Economic Review, Elsevier, vol. 128(C).
    11. van Wijnbergen, Sweder & Schabert, Andreas, 2006. "Debt, Deficits and Destabilizing Monetary Policy in Open Economies," CEPR Discussion Papers 5590, C.E.P.R. Discussion Papers.
    12. John H. Cochrane, 2013. "The New-Keynesian Liquidity Trap," NBER Working Papers 19476, National Bureau of Economic Research, Inc.
    13. Jean-Louis Combes & Mr. Xavier Debrun & Alexandru Minea & Rene Tapsoba, 2014. "Inflation Targeting and Fiscal Rules: Do Interactions and Sequencing Matter?," IMF Working Papers 2014/089, International Monetary Fund.

  4. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  5. Christopher A. Sims, 1993. "A Nine-Variable Probabilistic Macroeconomic Forecasting Model," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 179-212, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  6. Christopher A. Sims, 1977. "Remarks on Real Value Added," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 1, pages 127-131, National Bureau of Economic Research, Inc.

    Cited by:

    1. Eric J. Bartelsman & Ricardo J. Caballero & Richard K. Lyons, 1991. "Short and Long Run Externalities," NBER Working Papers 3810, National Bureau of Economic Research, Inc.

  7. Christopher A. Sims, 1974. "Optimal Stable Policies for Unstable Instruments," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 257-265, National Bureau of Economic Research, Inc.

    Cited by:

    1. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    2. Gáti, Laura, 2022. "Monetary policy & anchored expectations: an endogenous gain learning model," Working Paper Series 2685, European Central Bank.
    3. Raymond E. Lombra & Raymond Torto, 1975. "The strategy of monetary policy," Economic Review, Federal Reserve Bank of Richmond, vol. 61(Sep), pages 3-14.
    4. Kasa, Kenneth, 1999. "An observational equivalence among -control policies," Economics Letters, Elsevier, vol. 64(2), pages 173-180, August.

  8. Christopher A. Sims, 1972. "Are There Exogenous Variables in Short-Run Production Relations?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 1, pages 17-36, National Bureau of Economic Research, Inc.

    Cited by:

    1. Craig S. Hakkio, 1980. "Expectations and the Forward Exchange Rate," NBER Working Papers 0439, National Bureau of Economic Research, Inc.
    2. Hudea Caraman, Oana Simona & Stancu, Stelian, 2012. "Foreign Direct Investments, Technology Transfer and Economic Growth. A Panel Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 85-102, June.
    3. Jacques Mairesse & Alan K. Siu, 1984. "An Extended Accelerator Model of R&D and Physical Investment," NBER Chapters, in: R&D, Patents, and Productivity, pages 271-298, National Bureau of Economic Research, Inc.

Books

  1. Sims,Christopher A. (ed.), 1996. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521566100.

    Cited by:

    1. Mikael Carlsson & Andreas Westermark, 2011. "The new keynesian phillips curve and staggered price and wage determination in a model with firm-specific labor," Post-Print hal-00781342, HAL.
    2. Pascal St-Amour, 2004. "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers 2004s-11, CIRANO.
    3. KONISHI Yoko & NISHIMURA Yoshihiko, 2013. "A Note on the Identification of Demand and Supply Shocks in Production: Decomposition of TFP," Discussion papers 13099, Research Institute of Economy, Trade and Industry (RIETI).
    4. Hulya Eraslan & Wenli Li & Pierre-Daniel G. Sarte, 2007. "The anatomy of U.S. personal bankruptcy under Chapter 13," Working Paper 07-05, Federal Reserve Bank of Richmond.
    5. Marc-Andreas Muendler, 2004. "Estimating Production Functions When Productivity Change is Endogenous," CESifo Working Paper Series 1143, CESifo.
    6. Brett Gordon & Ronald Goettler, 2010. "Does AMD spur Intel to innovate more?," 2010 Meeting Papers 151, Society for Economic Dynamics.
    7. Victor H. Aguiar & Roy Allen & Nail Kashaev, 2020. "Prices, Profits, Proxies, and Production," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20202, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    8. Ding-Geng Chen & Haipeng Gao & Chuanshu Ji, 2021. "Bayesian Inference for Stochastic Cusp Catastrophe Model with Partially Observed Data," Mathematics, MDPI, vol. 9(24), pages 1-9, December.
    9. Germaschewski, Yin, 2020. "Stabilization policy, infrastructure investment, and welfare in a small open economy," Economic Modelling, Elsevier, vol. 84(C), pages 322-339.
    10. John Asker & Allan Collard-Wexler & Jan De Loecker, 2014. "Dynamic Inputs and Resource (Mis)Allocation," Journal of Political Economy, University of Chicago Press, vol. 122(5), pages 1013-1063.
    11. Ioannis Bournakis & Sushanta Mallick & David Kernohan & Dimitris A.Tsouknidis, 2013. "Measuring Firm-Level Productivity Convergence in the UK: The Role of Taxation and R&D Investment," Working Papers 45, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
    12. Barker, Andrew & Murray, Tim & Salerian, John, 2010. "Developing a Partial Equilibrium Model of an Urban Water System," Staff Working Papers 102, Productivity Commission, Government of Australia.
    13. Seyed Morteza Emadi & Bradley R. Staats, 2020. "A Structural Estimation Approach to Study Agent Attrition," Management Science, INFORMS, vol. 66(9), pages 4071-4095, September.
    14. Germaschewski, Yin & Wang, Shu-Ling, 2022. "Fiscal stabilization in high-debt economies without monetary independence," Journal of Macroeconomics, Elsevier, vol. 72(C).
    15. Pascal St-Amour, 2005. "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series rp136, International Center for Financial Asset Management and Engineering.
    16. James Levinsohn & Amil Petrin, 2000. "Estimating Production Functions Using Inputs to Control for Unobservables," NBER Working Papers 7819, National Bureau of Economic Research, Inc.
    17. Joshua D. Angrist & Sydnee Caldwell & Jonathan V. Hall, 2017. "Uber vs. Taxi: A Driver’s Eye View," NBER Working Papers 23891, National Bureau of Economic Research, Inc.
    18. Yin Germaschewski, 2016. "Getting help from abroad: The macroeconomics of foreign direct investment in infrastructure in low‐income countries," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(4), pages 1502-1535, November.
    19. Hansen, Thorsten, 2010. "Tariff Rates, Offshoring and Productivity: Evidence from German and Austrian Firm-Level Data," Discussion Papers in Economics 11465, University of Munich, Department of Economics.
    20. Chih-Nan Chen & Tai-Hsin Huang & Chien-Hsiu Lin, 2013. "Financing Decision and Productivity Growth for the Venture Capital Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1-19.
    21. Yin Germaschewski, 2022. "House price, credit supply, and government policy in China," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 971-1026, May.
    22. Pascal St-Amour, 2005. "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'économie 05.04, Université de Lausanne, Faculté des HEC, Département d’économie.
    23. James Levinsohn & Amil Petrin, 1999. "When Industries Become More Productive, Do Firms?," NBER Working Papers 6893, National Bureau of Economic Research, Inc.
    24. Hansen, Thorsten, 2010. "Exports and Productivity: An Empirical Analysis of German and Austrian Firm-Level Performance," Discussion Papers in Economics 11466, University of Munich, Department of Economics.

  2. Sims,Christopher A. (ed.), 1996. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521566094.

    Cited by:

    1. Mikael Carlsson & Andreas Westermark, 2011. "The new keynesian phillips curve and staggered price and wage determination in a model with firm-specific labor," Post-Print hal-00781342, HAL.
    2. Pascal St-Amour, 2004. "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers 2004s-11, CIRANO.
    3. KONISHI Yoko & NISHIMURA Yoshihiko, 2013. "A Note on the Identification of Demand and Supply Shocks in Production: Decomposition of TFP," Discussion papers 13099, Research Institute of Economy, Trade and Industry (RIETI).
    4. Hulya Eraslan & Wenli Li & Pierre-Daniel G. Sarte, 2007. "The anatomy of U.S. personal bankruptcy under Chapter 13," Working Paper 07-05, Federal Reserve Bank of Richmond.
    5. Marc-Andreas Muendler, 2004. "Estimating Production Functions When Productivity Change is Endogenous," CESifo Working Paper Series 1143, CESifo.
    6. Brett Gordon & Ronald Goettler, 2010. "Does AMD spur Intel to innovate more?," 2010 Meeting Papers 151, Society for Economic Dynamics.
    7. Victor H. Aguiar & Roy Allen & Nail Kashaev, 2020. "Prices, Profits, Proxies, and Production," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20202, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    8. Ding-Geng Chen & Haipeng Gao & Chuanshu Ji, 2021. "Bayesian Inference for Stochastic Cusp Catastrophe Model with Partially Observed Data," Mathematics, MDPI, vol. 9(24), pages 1-9, December.
    9. Germaschewski, Yin, 2020. "Stabilization policy, infrastructure investment, and welfare in a small open economy," Economic Modelling, Elsevier, vol. 84(C), pages 322-339.
    10. John Asker & Allan Collard-Wexler & Jan De Loecker, 2014. "Dynamic Inputs and Resource (Mis)Allocation," Journal of Political Economy, University of Chicago Press, vol. 122(5), pages 1013-1063.
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    7. Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2020. "The Covid-19 Crisis and Consumption: Survey Evidence from Six EU Countries," CSEF Working Papers 590, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 18 Dec 2020.
    8. Patrick Kline & Andres Santos, 2013. "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure," Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, July.
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