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Raf Wouters

Personal Details

First Name:Raf
Middle Name:
Last Name:Wouters
Suffix:
RePEc Short-ID:pwo72
[This author has chosen not to make the email address public]

Affiliation

(80%) Nationale Bank van België/Banque national de Belqique (BNB)

Bruxelles/Brussel, Belgium
http://www.nbb.be/
RePEc:edi:bnbgvbe (more details at EDIRC)

(10%) Department of Economics
Faculteit Economie en Bedrijfswetenschappen
KU Leuven

Leuven, Belgium
https://feb.kuleuven.be/research/economics/ces
RePEc:edi:cekulbe (more details at EDIRC)

(10%) European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles

Bruxelles, Belgium
http://ecares.org/
RePEc:edi:arulbbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Yuliya Rychalovska & Sergey Slobodyan & Rafael Wouters, 2023. "Professional Survey Forecasts and Expectations in DSGE Models," CERGE-EI Working Papers wp766, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  2. Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
  3. Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
  4. Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Raf Wouters, 2020. "Low pass-through and high spillovers in NOEM : What does help and what does not," Working Paper Research 386, National Bank of Belgium.
  5. Thomas Lejeune & Raf Wouters, 2019. "A macroeconomic model with heterogeneous and financially-constrained intermediaries," Working Paper Research 367, National Bank of Belgium.
  6. Gregory De Walque & Thomas Lejeune & Yuliya Rychalovska & Rafael Wouters, 2017. "An estimated two-country EA-US model with limited exchange rate pass-through," Working Paper Research 317, National Bank of Belgium.
  7. Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  8. Smets, Frank & Warne, Anders & Wouters, Raf, 2013. "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series 1571, European Central Bank.
  9. Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
  10. Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Slow Recoveries: A Structural Interpretation," Working Papers 630, Barcelona School of Economics.
  11. Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
  12. De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," Working Paper Series 236, Sveriges Riksbank (Central Bank of Sweden).
  13. Sergey Slobodyan & Raf Wouters, 2009. "Learning in an Estimated Medium-Scale DSGE Model," CERGE-EI Working Papers wp396, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  14. Raf Wouters & Sergey Slobodyan, 2009. "Estimating a medium–scale DSGE model with expectations based on small forecasting models," 2009 Meeting Papers 654, Society for Economic Dynamics.
  15. Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2008. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," BCL working papers 33, Central Bank of Luxembourg.
  16. Raf Wouters & Sergey Slobodyan, 2007. "Learning dynamics in an estimated medium-sized DSGE model," 2007 Meeting Papers 689, Society for Economic Dynamics.
  17. Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 6112, C.E.P.R. Discussion Papers.
  18. Smets, Frank & Wouters, Raf & de Walque, Gregory, 2006. "Firm-specific production factors in a DSGE model with Taylor price setting," Working Paper Series 648, European Central Bank.
  19. Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006. "Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment," IZA Discussion Papers 2528, Institute of Labor Economics (IZA).
  20. DE LA CROIX, David & DE WALQUE, Gregory & WOUTERS, Rafael, 2006. "Dynamics and monetary policy in a fair wage model of the business cycle," LIDAM Discussion Papers CORE 2006106, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. de Walque, G. & Smets, F. & Wouters, R., 2005. "Price setting in General Equilibrium: Alternative Specifications," Computing in Economics and Finance 2005 370, Society for Computational Economics.
  22. Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers.
  23. 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.
  24. Smets, Frank & Wouters, Rafael, 2004. "Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 4750, C.E.P.R. Discussion Papers.
  25. Smets, Frank & Wouters, Rafael, 2004. "Forecasting with a Bayesian DSGE Model: An Application to the Euro Area," CEPR Discussion Papers 4749, C.E.P.R. Discussion Papers.
  26. Raf Wouters & Frank Smets, 2003. "Output gaps:theory versus practice," Computing in Economics and Finance 2003 256, Society for Computational Economics.
  27. Frank Smets & Raf Wouters, 2002. "Output and interest rate gaps: Theory versus practice," Computing in Economics and Finance 2002 355, Society for Computational Economics.
  28. Smets, Frank & Wouters, Raf, 2002. "An estimated stochastic dynamic general equilibrium model of the euro area," Working Paper Series 171, European Central Bank.
  29. Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Series 128, European Central Bank.
  30. Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
  31. Annick Bruggeman & Raf Wouters, 2001. "Determinanten van de debetrentes toegepast door Belgische kredietinstellingen," Working Paper Document 15, National Bank of Belgium.
  32. Wouters, R. & Dombrecht, M., 2000. "Model-Based Forecasts and Monetary Policy Rules," Papers 1, Warwick - Development Economics Research Centre.
  33. Raf Wouters & Frank Smets, 2000. "Optimal Monetary Policy In An Open Economy," Computing in Economics and Finance 2000 186, Society for Computational Economics.
  34. Raf Wouters & Michel Dombrecht, 2000. "Model-based inflation forecasts and monetary policy rules," Working Paper Research 01, National Bank of Belgium.

Articles

  1. de Walque, Gregory & Lejeune, Thomas & Rannenberg, Ansgar & Wouters, Raf, 2023. "Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration," Journal of International Economics, Elsevier, vol. 140(C).
  2. Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  3. Sergey Slobodyan & Raf Wouters, 2021. "Survey Expectations and Learning," Russian Journal of Money and Finance, Bank of Russia, vol. 80(2), pages 3-27, June.
  4. R. Wouters, 2016. "The transmission mechanism of new and traditional instruments of monetary and macroprudential policy," Economic Review, National Bank of Belgium, issue iii, pages 105-117, December.
  5. Smets, Frank & Warne, Anders & Wouters, Rafael, 2014. "Professional forecasters and real-time forecasting with a DSGE model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 981-995.
  6. Dewachter, Hans & Wouters, Raf, 2014. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
  7. H. Dewachter & G. de Walque & M. Emiris & P. Ilbas & J. Mitchell & R. Wouters, 2012. "Endogenous financial risk : The seventh international conference of the NBB," Economic Review, National Bank of Belgium, issue iii, pages 135-146, December.
  8. Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
  9. Sergey Slobodyan & Raf Wouters, 2012. "Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 65-101, April.
  10. Jordi Gali & Frank Smets & Rafael Wouters, 2012. "Slow Recoveries: A Structural Interpretation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 9-30, December.
  11. Slobodyan, Sergey & Wouters, Raf, 2012. "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 26-46.
  12. De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1680-1699, September.
  13. de la Croix, David & de Walque, Gregory & Wouters, Rafael, 2009. "A Note On Inflation Persistence In A Fair Wage Model Of The Business Cycle," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 673-684, November.
  14. Gregory De Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations," Annals of Economics and Statistics, GENES, issue 95-96, pages 223-250.
  15. De Graeve, Ferre & Emiris, Marina & Wouters, Raf, 2009. "A structural decomposition of the US yield curve," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 545-559, May.
  16. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "On the Fit of New Keynesian Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 123-143, April.
  17. Frank Smets & Rafael Wouters, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
  18. Negro, Marco Del & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 159-162, April.
  19. Gregory de Walque & Frank Smets & Rafael Wouters, 2006. "Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
  20. Gregory de Walque & Frank Smets & Raf Wouters, 2006. "Price Shocks in General Equilibrium: Alternative Specifications," CESifo Economic Studies, CESifo Group, vol. 52(1), pages 153-176, March.
  21. Frank Smets & Rafael Wouters, 2005. "Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 422-433, 04/05.
  22. Raf Wouters & Frank Smets, 2005. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
  23. 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.
  24. R. Wouters, 2004. "Economic cycles in the United States and in the euro area : determinants, scale and linkages," Economic Review, National Bank of Belgium, issue iii, pages 59-82, September.
  25. Frank Smets & Raf Wouters, 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
  26. Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 947-981, July.
  27. Frank Smets & Raf Wouters, 2002. "Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  28. Dombrecht, M. & Wouters, R., 1997. "Interest rates and household absorption in Belgium," Journal of Policy Modeling, Elsevier, vol. 19(2), pages 129-152, April.

Chapters

  1. 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.
  2. Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
  3. Frank Smets & Raf Wouters, 2005. "Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 146-65, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
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  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
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  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  23. Number of Abstract Views in RePEc Services over the past 12 months
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  29. Wu-Index
  30. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (32) 2002-11-18 2004-12-02 2005-02-13 2005-02-13 2005-05-23 2005-06-14 2006-06-24 2006-10-21 2006-10-21 2006-11-25 2007-01-06 2007-02-10 2007-02-17 2007-02-24 2008-11-11 2009-02-22 2009-02-28 2009-04-13 2009-08-08 2009-12-19 2010-01-23 2010-04-17 2012-07-01 2012-10-20 2013-08-23 2016-05-28 2016-07-30 2017-04-02 2019-03-18 2022-09-12 2022-10-31 2023-11-13. Author is listed
  2. NEP-MAC: Macroeconomics (30) 2004-12-02 2005-02-13 2005-02-13 2005-05-23 2006-06-24 2006-10-21 2006-10-21 2007-01-06 2007-02-10 2007-02-17 2007-02-24 2008-11-11 2009-02-28 2009-04-13 2009-08-08 2010-01-23 2010-04-17 2011-06-04 2012-02-20 2012-05-29 2012-05-29 2012-06-05 2012-07-01 2012-10-20 2016-05-28 2016-07-30 2017-04-02 2019-03-18 2020-08-31 2023-11-13. Author is listed
  3. NEP-CBA: Central Banking (20) 2006-06-24 2006-10-21 2006-10-21 2007-01-06 2007-02-10 2007-02-17 2007-02-24 2008-11-11 2009-02-28 2009-04-13 2009-08-08 2009-12-19 2011-05-30 2011-06-04 2012-02-20 2012-10-20 2013-08-23 2016-05-28 2016-07-30 2022-09-12. Author is listed
  4. NEP-LAB: Labour Economics (9) 2007-01-06 2009-02-28 2009-04-13 2009-08-08 2011-05-30 2011-06-04 2012-02-20 2012-05-29 2012-06-05. Author is listed
  5. NEP-MON: Monetary Economics (6) 2002-11-18 2006-10-21 2007-02-10 2016-05-28 2016-07-30 2022-10-31. Author is listed
  6. NEP-BEC: Business Economics (5) 2010-01-23 2010-04-17 2012-05-29 2012-06-05 2012-07-01. Author is listed
  7. NEP-EEC: European Economics (4) 2002-11-18 2004-09-30 2013-08-23 2017-04-02
  8. NEP-UPT: Utility Models and Prospect Theory (4) 2008-11-11 2010-01-23 2010-04-17 2022-10-31
  9. NEP-ECM: Econometrics (3) 2005-05-23 2005-06-14 2013-08-23
  10. NEP-ETS: Econometric Time Series (3) 2004-09-30 2005-06-14 2007-02-24
  11. NEP-IFN: International Finance (3) 2002-04-03 2004-09-30 2004-12-02
  12. NEP-RMG: Risk Management (3) 2010-01-23 2012-10-20 2022-09-12
  13. NEP-BAN: Banking (2) 2012-10-20 2022-09-12
  14. NEP-FDG: Financial Development and Growth (2) 2019-03-18 2022-09-12
  15. NEP-OPM: Open Economy Macroeconomics (2) 2017-04-02 2020-08-31
  16. NEP-FOR: Forecasting (1) 2013-08-23
  17. NEP-MIC: Microeconomics (1) 2009-12-19
  18. NEP-ORE: Operations Research (1) 2017-04-02

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