Estimation and Solution of Models with Expectations and Structural Changes
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- Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
- Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
- Mariano Kulish & Adrian Pagan, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers 2014-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
References listed on IDEAS
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- Fabio Canova & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
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- Jesper Lindé & Mathias Trabandt, 2017. "Should We Use Linearised Models to Calculate Fiscal Multipliers?," European Economy - Discussion Papers 2015 - 064, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Hashem Pesaran & Ron Smith, 2014.
"Tests of Policy Ineffectiveness in Macroeconometrics,"
Cambridge Working Papers in Economics
1415, Faculty of Economics, University of Cambridge.
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"Time varying cointegration and the UK Great Ratios,"
Essex Finance Centre Working Papers
23320, University of Essex, Essex Business School.
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- Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2019. "Time-varying cointegration and the UK great ratios," Bank of England working papers 789, Bank of England.
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"Likelihood evaluation of models with occasionally binding constraints,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
- Pablo Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series 2019-028, Board of Governors of the Federal Reserve System (U.S.).
- M. Hashem Pesaran & Ron P. Smith, 2014. "Tests of Policy Ineffectiveness in Macroeconometrics," CESifo Working Paper Series 4871, CESifo.
- Mariano Kulish & Adrian Pagan, 2016.
"Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
- García-Cicco, Javier & García-Schmidt, Mariana, 2020.
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 457-484, June.
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European Economic Review, Elsevier, vol. 100(C), pages 157-174.
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- Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020. "Disciplining expectations and the forward guidance puzzle," Working Paper Series 2424, European Central Bank.
- Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Research Discussion Papers 19/2019, Bank of Finland.
- Han Gao & Mariano Kulish & Juan Pablo Nicolini, 2020. "Two Illustrations of the Quantity Theory of Money Reloaded," Working Papers 774, Federal Reserve Bank of Minneapolis.
- Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
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More about this item
Keywords
expectations; structural change; regime change; DSGE; maximum likelihood; Kalman filter;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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