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Citations for "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach"

by Frank Smets & Rafael Wouters

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  1. Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
  2. Jérôme Creel & Éric Heyer & Mathieu Plane, 2011. "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 61-88.
  3. Carlstrom, Charles T & Fuerst, Timothy S & Paustian, Matthias, 2012. "Inflation and output in New Keynesian models with a transient interest rate peg," Working Paper 1234, Federal Reserve Bank of Cleveland.
  4. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Working Papers 03/2012, University of Verona, Department of Economics.
  5. Bilbiie, Florin O., 2014. "Delegating optimal monetary policy inertia," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 63-78.
  6. Cogan, John F. & Taylor, John B. & Wieland, Volker & Wolters, Maik H., 2013. "Fiscal consolidation strategy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 404-421.
  7. Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
  8. Bailliu, Jeannine & Meh, Cesaire & Zhang, Yahong, 2015. "Macroprudential rules and monetary policy when financial frictions matter," Economic Modelling, Elsevier, vol. 50(C), pages 148-161.
  9. Meh, Césaire A. & Moran, Kevin, 2010. "The role of bank capital in the propagation of shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
  10. Gareis, Johannes & Mayer, Eric, 2012. "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers 89, University of Würzburg, Chair for Monetary Policy and International Economics.
  11. Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  12. Sustek, Roman, 2009. "Monetary Business Cycle Accounting," MPRA Paper 17518, University Library of Munich, Germany.
  13. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011. "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers 2011,10, Christian-Albrechts-University of Kiel, Department of Economics.
  14. Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 0865, European Central Bank.
  15. 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.).
  16. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  17. Martha López, 2016. "Fiscal Multipliers, Oil Revenues and Balance Sheet Effects," Borradores de Economia 976, Banco de la Republica de Colombia.
  18. Martinez-Miera, David & Suarez, Javier, 2012. "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers 9134, C.E.P.R. Discussion Papers.
  19. Dai, Li & Minford, Patrick & Zhou, Peng, 2014. "A DSGE Model of China," CEPR Discussion Papers 10028, C.E.P.R. Discussion Papers.
  20. repec:ebl:ecbull:v:30:y:2010:i:1:p:482-493 is not listed on IDEAS
  21. Fuhrer, Jeffrey C., 2015. "Expectations as a source of macroeconomic persistence: an exploration of firms' and households' expectation formation," Working Papers 15-5, Federal Reserve Bank of Boston.
  22. Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, EconWPA, revised 09 Dec 2003.
  23. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung (ed.), 2014. "Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201415.
  24. Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
  25. Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc.
  26. María-Dolores, Ramón & Vázquez Pérez, Jesús & Londoño Yarce, Juan Miguel, 2012. "The Effect of Data Revisions on the Basic New Keynesian Model," DFAEII Working Papers 8760, University of the Basque Country - Department of Foundations of Economic Analysis II.
  27. Jean Boivin & Marc P. Giannoni, 2006. "Has Monetary Policy Become More Effective?," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 445-462, August.
  28. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
  29. Debortoli, Davide & Kim, Jinill & Lindé, Jesper & Nunes, Ricardo, 2015. "Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?," CEPR Discussion Papers 10409, C.E.P.R. Discussion Papers.
  30. Phillips, Kerk L., 2015. "How non-traded goods may generate quasi-quadratic costs for capital adjustment," Economics Letters, Elsevier, vol. 127(C), pages 24-26.
  31. Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land prices and unemployment," Working Paper Series 2013-22, Federal Reserve Bank of San Francisco.
  32. Carlos Garcia & Jorge Restrepo & Scott Roger, 2009. "Hybrid Inflation Targeting Regimes," IMF Working Papers 09/234, International Monetary Fund.
  33. Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2013-09, University of Adelaide, School of Economics.
  34. Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2014. "The Effects of Government Spending in a Small Open Economy within a Monetary Union," Research Technical Papers 12/RT/14, Central Bank of Ireland.
  35. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008. "New Keynesian models: not yet useful for policy analysis," Staff Report 409, Federal Reserve Bank of Minneapolis.
  36. Gareis, Johannes & Mayer, Eric, 2013. "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, vol. 120(1), pages 27-31.
  37. Uluc Aysun, 2013. "Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?," Working Papers 2013-02, University of Central Florida, Department of Economics.
  38. Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
  39. Benjamin Born & Johannes Pfeifer, 2011. "Policy Risk and the Business Cycle," Bonn Econ Discussion Papers bgse06_2011, University of Bonn, Germany.
  40. Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010. "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.
  41. Givens, Gregory E., 2016. "On the gains from monetary policy commitment under deep habits," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 19-36.
  42. Alok Johri & Muhebullah Karimzada, 2016. "Learning Efficiency Shocks, Knowledge Capital and the Business Cycle: A Bayesian Evaluation," Department of Economics Working Papers 2016-11, McMaster University.
  43. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications 10197/7351, School of Economics, University College Dublin.
  44. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2015. "Optimized Taylor rules for disinflation when agents are learning," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 131-147.
  45. Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," EconStor Preprints 95230, ZBW - German National Library of Economics.
  46. Giovanni Melina & Stefania Villa, 2015. "Leaning Against Windy Bank Lending," CESifo Working Paper Series 5317, CESifo Group Munich.
  47. Fabio Canova, 2004. "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers 919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007.
  48. Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2016. "Dynamic Factor Models, Cointegration, and Error Correction Mechanisms," Finance and Economics Discussion Series 2016-018, Board of Governors of the Federal Reserve System (U.S.).
  49. J. A. Carrillo, 2011. "How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/724, Ghent University, Faculty of Economics and Business Administration.
  50. Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
  51. Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank, Research Centre.
  52. Marc Giannoni & Jean Boivin, 2008. "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers 1067, Society for Economic Dynamics.
  53. Giorgio E. Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2009. "Investment Shocks and the Relative Price of Investment," 2009 Meeting Papers 686, Society for Economic Dynamics.
  54. Florin O. Bilbiie & Ippei Fujiwara & Fabio Ghironi, 2011. "Optimal Monetary Policy with Endogenous Entry and Product Variety," IMES Discussion Paper Series 11-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  55. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," BORRADORES DE ECONOMIA 008890, BANCO DE LA REPÚBLICA.
  56. Vogel, Lukas, 2008. "Interacting nominal and real labour market rigidities," MPRA Paper 22647, University Library of Munich, Germany, revised May 2010.
  57. Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," Working Paper Series 318, Sveriges Riksbank (Central Bank of Sweden).
  58. Nlemfu Mukoko, Jean Blaise, 2016. "On the Welfare Costs of Monetary Policy," MPRA Paper 72479, University Library of Munich, Germany, revised Jul 2016.
  59. Kapetanios, George & Price, Simon & Theodoridis, Konstantinos, 2015. "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Economics Letters, Elsevier, vol. 136(C), pages 237-242.
  60. Dixon, Huw & Kara, Engin, 2011. "Contract length heterogeneity and the persistence of monetary shocks in a dynamic generalized Taylor economy," European Economic Review, Elsevier, vol. 55(2), pages 280-292, February.
  61. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422 Elsevier.
  62. Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
  63. Juillard, Michel & Karam, Philippe & Laxton, Douglas & Pesenti, Paolo, 2006. "Welfare-based monetary policy rules in an estimated DSGE model of the US economy," Working Paper Series 0613, European Central Bank.
  64. Michael Woodford, 2007. "How Important is Money in the Conduct of Monetary Policy?," Levine's Working Paper Archive 122247000000001419, David K. Levine.
  65. E. Challe & J. Matheron & X. Ragot & M.F. Rubio-Ramirez, 2015. "Precautionary Saving and Aggregate Demand," Working papers 535, Banque de France.
  66. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Animal spirits and optimal monetary policy design in the presence of labour market frictions," Economic Modelling, Elsevier, vol. 52(PB), pages 898-912.
  67. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper 2008/17, Norges Bank.
  68. Luca Guerrieri & Christopher Erceg & Martin Bodenstein, 2008. "Oil Shocks and External Adjustment," 2008 Meeting Papers 945, Society for Economic Dynamics.
  69. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
  70. Rochelle M. Edge & Refet S. Gurkaynak, 2011. "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series 2011-11, Board of Governors of the Federal Reserve System (U.S.).
  71. Di Pace, Federico & Villa, Stefania, 2016. "Factor complementarity and labour market dynamics," European Economic Review, Elsevier, vol. 82(C), pages 70-112.
  72. De la Serve, M-E. & Lemoine, M., 2011. "Measuring the NAIRU: a complementary approach," Working papers 342, Banque de France.
  73. Canova, Fabio, 2013. "Bridging DSGE Models and the raw data," CEPR Discussion Papers 9379, C.E.P.R. Discussion Papers.
  74. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  75. Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
  76. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
  77. Fang Yang & Michael Dotsey & Wenli Li, "undated". "Home Production and Social Security Reform," Departmental Working Papers 2014-02, Department of Economics, Louisiana State University.
  78. Schmitt-Grohé, Stephanie & Uribe, Martín, 2004. "Optimal Operational Monetary Policy in the Christiano-Eichenbaum-Evans Model of the US Business Cycle," CEPR Discussion Papers 4654, C.E.P.R. Discussion Papers.
  79. Jonathan Benchimol, 2015. "Money in the production function: A new Keynesian DSGE perspective," Southern Economic Journal, Southern Economic Association, vol. 82(1), pages 152-184, July.
  80. Benchimol, Jonathan & Fourçans, André, 2012. "Money and risk in a DSGE framework: A Bayesian application to the Eurozone," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 95-111.
  81. Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research 173, National Bank of Belgium.
  82. Ellen R. McGrattan & Edward C. Prescott, 2007. "Unmeasured Investment and the Puzzling U.S. Boom in the 1990s," NBER Working Papers 13499, National Bureau of Economic Research, Inc.
  83. Davide Debortoli & Junior Maih & Ricardo Nunes, 2010. "Loose commitment in medium-scale macroeconomic models: Theory and an application," Working Paper 2010/25, Norges Bank.
  84. Miguel Casares & Antonio Moreno & Jesús Vázquez, 2010. "An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1003, Departamento de Economía - Universidad Pública de Navarra.
  85. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Staff Reports 322, Federal Reserve Bank of New York.
  86. Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015. "Financial frictions and the role of investment-specific technology shocks in the business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 571-582.
  87. Tae-Seok Jang & Stephen Sacht, 2016. "Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching," Metroeconomica, Wiley Blackwell, vol. 67(1), pages 76-113, 02.
  88. Robert G. King & Mark W. Watson, 2012. "Inflation and Unit Labor Cost," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 111-149, December.
  89. Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," NBER Working Papers 14092, National Bureau of Economic Research, Inc.
  90. Corsetti, G. & Dedola, L. & Jarociński, M. & Mańkowiak, B. & Schmidt, S., 2016. "Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe's monetary Union," Cambridge Working Papers in Economics 1675, Faculty of Economics, University of Cambridge.
  91. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," IMES Discussion Paper Series 08-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
  92. João Madeira, 2013. "Simulation and estimation of macroeconomic models in Dynare," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 25, pages 593-608 Edward Elgar Publishing.
  93. Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
  94. Björn van Roye & Dennis Wesselbaum, 2009. "Capital, Endogenous Separations, and the Business Cycle," Kiel Working Papers 1561, Kiel Institute for the World Economy.
  95. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  96. Jean Barthélemy & Magali Marx & Aurélien Poissonnier, 2009. "Trends and Cycles: An Historical Review of the Euro Area," Sciences Po publications 258, Sciences Po.
  97. Luigi Paciello, 2009. "Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?," EIEF Working Papers Series 0917, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2011.
  98. Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2013. "Estimating intertemporal elasticity of substitution in a sticky price model," Research Discussion Papers 9/2013, Bank of Finland.
  99. Senbeta, Sisay, 2011. "How applicable are the new keynesian DSGE models to a typical low-income economy?," MPRA Paper 30931, University Library of Munich, Germany.
  100. de Walque, Gregory & Pierrard, Olivier & Sneessens, Henri & Wouters, Raf, 2009. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Series 1007, European Central Bank.
  101. Guido Ascari & Nicola Branzoli, 2010. "The long-run optimal degree of indexation in new Keynesian models with price staggering à la Calvo," Economics Bulletin, AccessEcon, vol. 30(1), pages 482-493.
  102. Stephen McKnight & Alexander Mihailov & Antonio Pompa Rangel, 2016. "What Do Latin American Inflation Targeters Care About? A Comparative Bayesian Estimation of Central Bank Preferences," Economics & Management Discussion Papers em-dp2016-12, Henley Business School, Reading University.
  103. Guo Shen, 2011. "News Shocks and the External Finance Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-27, December.
  104. Garín, Julio & Lester, Robert & Sims, Eric, 2016. "On the desirability of nominal GDP targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 21-44.
  105. Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
  106. Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
  107. Christopher Otrok & Andre Kurmann, 2011. "News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models," 2011 Meeting Papers 426, Society for Economic Dynamics.
  108. Giesen, Sebastian & Scheufele, Rolf, 2016. "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
  109. Jacques Kibambe Ngoie & Arnold Zellner, 2012. "Modeling and policy analysis for the U.S. Science Sector," Working Papers 264, Economic Research Southern Africa.
  110. Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem, 2015. "Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation," Research Working Paper RWP 15-17, Federal Reserve Bank of Kansas City.
  111. Fujiwara, Ippei & Teranishi, Yuki, 2015. "Financal frictions and policy cooperation: a case with monopolistic banking and staggered loan contracts," Globalization and Monetary Policy Institute Working Paper 237, Federal Reserve Bank of Dallas.
  112. Catherine Fuss & Ladislav Wintr, 2009. "Rigid labour compensation and flexible employment ? Firm-level evidence with regard to productivity for Belgium," Working Paper Research 159, National Bank of Belgium.
  113. Erceg, Christopher J. & Lindé, Jesper, 2013. "Fiscal consolidation in a currency union: Spending cuts vs. tax hikes," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 422-445.
  114. Muhammad Ali Choudhary & Farooq Pasha, 2013. "The RBC View of Pakistan: A Declaration of Stylized Facts and Essential Models," SBP Working Paper Series 56, State Bank of Pakistan, Research Department.
  115. 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.
  116. Karkowska, Renata, 2014. "Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis," MPRA Paper 58803, University Library of Munich, Germany.
  117. Ferre de Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2009. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," CREA Discussion Paper Series 09-17, Center for Research in Economic Analysis, University of Luxembourg.
  118. Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
  119. Michal Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian evaluation of DSGE models with financial frictions," Working Papers 71, Department of Applied Econometrics, Warsaw School of Economics.
  120. Carvalho, Diogo Baerlocher & Silva, Marcelo Eduardo Alves da & Silva, Igor Ézio Maciel, 2013. "Efeitos dos choques fiscais sobre o mercado de trabalho brasileiro," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(2), June.
  121. Coenen, Günter & Straub, Roland & Trabandt, Mathias, 2013. "Gauging the effects of fiscal stimulus packages in the euro area," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 367-386.
  122. Howard Kung & Francesco Bianchi, 2015. "Growth, Slowdowns, and Recoveries," 2015 Meeting Papers 1073, Society for Economic Dynamics.
  123. Fendoğlu, Salih, 2014. "Optimal monetary policy rules, financial amplification, and uncertain business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 271-305.
  124. Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
  125. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
  126. Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
  127. Eberly, Janice & Rebelo, Sérgio & Vincent, Nicolas, 2011. "What Explains the Lagged Investment Effect?," CEPR Discussion Papers 8309, C.E.P.R. Discussion Papers.
  128. Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño, 2009. "On the informational role of term structure in the U.S. monetary policy rule," Working Papers 0919, Banco de España;Working Papers Homepage.
  129. Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
  130. 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.
  131. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2011. "A Pitfall with DSGE–Based, Estimated, Government Spending Multipliers," 2011 Meeting Papers 136, Society for Economic Dynamics.
  132. Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014. "International Capital Flows and the Boom-Bust Cycle in Spain," CAMA Working Papers 2014-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  133. Jordi Galí & Mark Gertler, 2007. "Macroeconomic modeling for monetary policy evaluation," Economics Working Papers 1039, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2007.
  134. Boneva, Lena Mareen & Braun, R. Anton & Waki, Yuichiro, 2016. "Some unpleasant properties of loglinearized solutions when the nominal rate is zero," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 216-232.
  135. Elton Beqiraj & Massimiliano Tancioni, 2014. "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers 167, University of Rome La Sapienza, Department of Public Economics.
  136. Mathieu Parenti & Philip Ushchev & Jacques-Francois Thisse, 2016. "Toward a Theory of Monopolistic Competition," HSE Working papers WP BRP 121/EC/2016, National Research University Higher School of Economics.
  137. Abbritti, Mirko & Fahr, Stephan, 2011. "Macroeconomic implications of downward wage rigidities," Working Paper Series 1321, European Central Bank.
  138. Ravn, Morten O & Sterk, Vincent, 2016. "Macroeconomic Fluctuations with HANK & SAM: An Analytical Approach," CEPR Discussion Papers 11696, C.E.P.R. Discussion Papers.
  139. Eurilton Araújo, 2014. "Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices," Working Papers Series 376, Central Bank of Brazil, Research Department.
  140. Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 707, Banco de la Republica de Colombia.
  141. Ragna Alstadheim & Øistein Røisland, 2016. "When preferences for a stable interest rate become self-defeating," Working Paper 2016/8, Norges Bank.
  142. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
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  492. Çebi, Cem, 2012. "The interaction between monetary and fiscal policies in Turkey: An estimated New Keynesian DSGE model," Economic Modelling, Elsevier, vol. 29(4), pages 1258-1267.
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  498. Sami Alpanda & Sarah Zubairy, 2013. "Housing and Tax Policy," Staff Working Papers 13-33, Bank of Canada.
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  506. Sebastiaan Pool, 2016. "Credit Defaults, Bank Lending and the Real Economy," DNB Working Papers 518, Netherlands Central Bank, Research Department.
  507. Jacob, Punnoose & Peersman, Gert, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Journal of International Economics, Elsevier, vol. 90(2), pages 302-315.
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  509. Kienzler, Daniel & Schmid, Kai D., 2013. "Hysteresis in Potential Output and Monetary Policy," Working Papers on Finance 1328, University of St. Gallen, School of Finance.
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  514. Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya M. Papineau, 2015. "Carbon Emissions and Business Cycles," Carleton Economic Papers 15-07, Carleton University, Department of Economics, revised 22 May 2016.
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  608. Mikel Casares & Jesús Vázquez, 2016. "Why are labor markets in Spain and Germany so different?," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1602, Departamento de Economía - Universidad Pública de Navarra.
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  615. 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.
  616. Fabian Eser, 2009. "Optimal Fiscal Stabilisation through Government Spending," Economics Papers 2009-W14, Economics Group, Nuffield College, University of Oxford.
  617. Totzek, Alexander, 2009. "Firms' heterogeneity, endogenous entry, and exit decisions," Economics Working Papers 2009,11, Christian-Albrechts-University of Kiel, Department of Economics.
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  621. Constantino Hevia & Juan Pablo Nicolini, 2015. "Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity," Department of Economics Working Papers 2015_4, Universidad Torcuato Di Tella.
  622. Smets, Frank & Villa, Stefania, 2016. "Slow recoveries: Any role for corporate leverage?," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 54-85.
  623. Kanczuk, Fabio, 2013. "Um Termômetro para as Macro-Prudenciais," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(4), November.
  624. Jonathan Benchimol & André Fourçans, 2012. "The role of money and monetary policy in crisis periods: the Euro area case," Working Papers hal-00672806, HAL.
  625. Firmin Doko Tchatoka & Nicolas Groshenny & Qazi Haque & Mark Weder, 2016. "Monetary policy and indeterminacy after the 2001 slump," CAMA Working Papers 2016-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  626. Renzo Orsi & Davide Raggi & Francesco Turino, 2014. "Size, Trend, and Policy Implications of the Underground Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 417-436, July.
  627. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
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  629. Chatterjee, Sidharta, 2014. "Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?," MPRA Paper 53893, University Library of Munich, Germany.
  630. Olivier Loisel, 2016. "The Implementation of Stabilization Policy," 2016 Meeting Papers 16, Society for Economic Dynamics.
  631. Takamatsu, Satoko, 2013. "Competitive depreciation and the role of distorting taxes in an interdependent economy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 462-477.
  632. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
  633. Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
  634. Boivin, Jean & Giannoni, Marc P. & Mihov, Ilian, 2006. "Sticky prices and monetary policy: Evidence from disaggregated US data," CFS Working Paper Series 2007/14, Center for Financial Studies (CFS).
  635. Tim Schwarzmüller & Nikolai Stähler, 2013. "Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 437-471, November.
  636. Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  637. Castillo, Carlos, 2014. "Inflation targeting and exchange rate volatility smoothing: A two-target, two-instrument approach," Economic Modelling, Elsevier, vol. 43(C), pages 330-345.
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  639. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
  640. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
  641. Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
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  643. Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2012. "Nonlinear adventures at the zero lower bound," Working Papers 12-10, Federal Reserve Bank of Philadelphia.
  644. Engin Kara & Jasmin Sin, 2012. "Fiscal Multiplier in a Credit-Constrained New Keynesian Economy," Bristol Economics Discussion Papers 12/634, Department of Economics, University of Bristol, UK.
  645. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
  646. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
  647. Hakan Yilmazkuday, 2014. "Gasoline Prices, Transport Costs, and the U.S. Business Cycles," Working Papers 1409, Florida International University, Department of Economics.
  648. Geiger, Martin & Scharler, Johann, 2016. "How do Macroeconomic Shocks affect Expectations? Lessons from Survey Data," Annual Conference 2016 (Augsburg): Demographic Change 145747, Verein für Socialpolitik / German Economic Association.
  649. Fernald, John G. & Wang, J. Christina, 2015. "Why has the cyclicality of productivity changed?: what does it mean?," Current Policy Perspectives 15-6, Federal Reserve Bank of Boston.
  650. Wickens, Michael R., 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," CEPR Discussion Papers 10197, C.E.P.R. Discussion Papers.
  651. Kamal, Mona, 2011. "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper 28988, University Library of Munich, Germany.
  652. Peter Rupert & Roman Sustek, 2016. "On the Mechanics of New Keynesian Models," Discussion Papers 1608, Centre for Macroeconomics (CFM), revised Mar 2016.
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  655. Huw Dixon & Engin Kara, 2011. "Taking Multi-Sector Dynamic General Equilibrium Models to the Data," Bristol Economics Discussion Papers 11/621, Department of Economics, University of Bristol, UK.
  656. Branimir, Jovanovic & Magdalena, Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper 43162, University Library of Munich, Germany.
  657. Li, Erica X.N. & Palomino, Francisco, 2014. "Nominal rigidities, asset returns, and monetary policy," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 210-225.
  658. Fahr, Stephan & Motto, Roberto & Rostagno, Massimo & Smets, Frank & Tristani, Oreste, 2011. "A monetary policy strategy in good and bad times: lessons from the recent past," Working Paper Series 1336, European Central Bank.
  659. Miao, Jianjun & Wang, Pengfei & Zha, Tao, 2014. "Liquidity Premia, Price-Rent Dynamics, and Business Cycles," FRB Atlanta Working Paper 2014-15, Federal Reserve Bank of Atlanta.
  660. Ozge Senay & Alan Sutherland, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CDMA Working Paper Series 201602, Centre for Dynamic Macroeconomic Analysis, revised 27 Jan 2016.
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  662. Yuliya Rychalovska & Massimiliano Marcellino (EUI), 2013. "An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis," EcoMod2013 5302, EcoMod.
  663. Engin Kara, 2015. "The Selection Effect and the Inflation-Output Variability Trade-off," CESifo Working Paper Series 5664, CESifo Group Munich.
  664. Di Caro, Paolo, 2014. "Regional recessions and recoveries in theory and practice: a resilience-based overview," MPRA Paper 60300, University Library of Munich, Germany.
  665. Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
  666. Paul Mizen & Serafeim Tsoukas, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," Working Papers 2012_08, Business School - Economics, University of Glasgow.
  667. Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
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  670. Jimborean, R. & Ferroni, F., 2010. "Did Tax Policies mitigate US Business Cycles?," Working papers 296, Banque de France.
  671. Michael T. Kiley, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 53, pages -.
  672. Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Working Paper Series 0923, European Central Bank.
  673. Matthes, Christian & Wang, Mu-Chun, 2012. "What drives inflation in New Keynesian models?," Economics Letters, Elsevier, vol. 114(3), pages 338-342.
  674. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
  675. Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Economics Working Papers 2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
  676. Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
  677. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2008. "Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions," CEPR Discussion Papers 6826, C.E.P.R. Discussion Papers.
  678. Hou, Keqiang & Mountain, Dean C. & Wu, Ting, 2016. "Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 21-49.
  679. Aghion, Philippe & Hemous, David & Kharroubi, Enisse, 2014. "Credit Constraints, Cyclical Fiscal Policy and Industry Growth," Scholarly Articles 12585130, Harvard University Department of Economics.
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  681. Martin Andreasen, 2010. "How to Maximize the Likelihood Function for a DSGE Model," Computational Economics, Springer;Society for Computational Economics, vol. 35(2), pages 127-154, February.
  682. Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
  683. MATSUMAE Tatsuyoshi & HASUMI Ryo, 2016. "Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese)," ESRI Discussion paper series 329, Economic and Social Research Institute (ESRI).
  684. Fabio Milani, 2009. "Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy," Working Papers 080923, University of California-Irvine, Department of Economics.
  685. Mandelman, Federico S., 2013. "Monetary and exchange rate policy under remittance fluctuations," Journal of Development Economics, Elsevier, vol. 102(C), pages 128-147.
  686. Robert Kollmann, 2015. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 239-260, February.
  687. Nutahara, Kengo, 2010. "Note on nominal rigidities and news-driven business cycles," MPRA Paper 24112, University Library of Munich, Germany.
  688. Totzek, Alexander & Winkler, Roland C., 2010. "Fiscal stimulus in a model with endogenous firm entry," Economics Working Papers 2010,05, Christian-Albrechts-University of Kiel, Department of Economics.
  689. Marvin Goodfriend, 2007. "How the World Achieved Consensus on Monetary Policy," NBER Working Papers 13580, National Bureau of Economic Research, Inc.
  690. Lavan Mahadeva & Juan Carlos parra, 2008. "Testing a DSGE model and its partner database," BORRADORES DE ECONOMIA 004507, BANCO DE LA REPÚBLICA.
  691. Gnocchi, Stefano & Hauser, Daniela & Pappa, Evi, 2016. "Housework and fiscal expansions," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 94-108.
  692. Dabusinskas, Aurelijus & Konya, Istvan & Millard, Stephen, 2016. "How does labour market structure affect the response of economies to shocks?," Bank of England working papers 582, Bank of England.
  693. Christian Baker & Richard W. Evans, 2013. "Optimal State-dependent Monetary Policy Rules," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  694. Schabert, Andreas, 2015. "Optimal central bank lending," Journal of Economic Theory, Elsevier, vol. 157(C), pages 485-516.
  695. Jae Won Lee, 2010. "Heterogeneous Households in a Sticky Price Model," Departmental Working Papers 201001, Rutgers University, Department of Economics.
  696. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014. "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers 716, Queen Mary University of London, School of Economics and Finance.
  697. Hashmat Khan & John Tsoukalas, 2012. "The Quantitative Importance of News Shocks in Estimated DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1535-1561, December.
  698. Alwyn Young, 2014. "Structural transformation, the mismeasurement of productivity growth, and the cost disease of services," LSE Research Online Documents on Economics 60213, London School of Economics and Political Science, LSE Library.
  699. Riggi, Marianna & Tancioni, Massimiliano, 2010. "Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1305-1324, July.
  700. Chun-Hung Kuo & Hiroaki Miyamoto, 2016. "Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective," Working Papers EMS_2016_06, Research Institute, International University of Japan.
  701. Mimir, Yasin, 2012. "Financial intermediaries, credit Shocks and business cycles," MPRA Paper 39648, University Library of Munich, Germany.
  702. Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
  703. Kuester, Keith, 2010. "Real price and wage rigidities with matching frictions," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 466-477, May.
  704. Pancrazi, Roberto & Vukotic, Marija, 2013. "Technology Persistence and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1013, University of Warwick, Department of Economics.
  705. Batini, Nicoletta & Justiniano, Alejandro & Levine, Paul & Pearlman, Joseph, 2006. "Robust inflation-forecast-based rules to shield against indeterminacy," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1491-1526.
  706. Alejandro Justiniano & Bruce Preston, 2006. "Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?," 2006 Meeting Papers 479, Society for Economic Dynamics.
  707. Collard, Fabrice & Dellas, Harris & Smets, Frank, 2009. "Imperfect information and the business cycle," Journal of Monetary Economics, Elsevier, vol. 56(S), pages 38-56.
  708. Varang Wiriyawit, 2014. "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics 2014-615, Australian National University, College of Business and Economics, School of Economics.
  709. Dany, Geraldine, 2016. "The credit channel during times of financial stress: A time varying VAR analysis," Annual Conference 2016 (Augsburg): Demographic Change 145899, Verein für Socialpolitik / German Economic Association.
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  711. Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank, Research Centre.
  712. Sergio Ocampo & Norberto Rodríguez, 2011. "An Introductory Review of a Structural VAR-X Estimation and Applications," Borradores de Economia 686, Banco de la Republica de Colombia.
  713. Caraiani, Petre, 2016. "Money and output causality: A structural approach," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 220-236.
  714. Mimir Yasin & Sunel Enes & Taşkın Temel, 2013. "Required reserves as a credit policy tool," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-58, June.
  715. Michael Wickens, 2014. "How Useful are DSGE Macroeconomic Models for Forecasting?," Open Economies Review, Springer, vol. 25(1), pages 171-193, February.
  716. Morrisy, Stephen D., 2017. "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, vol. 60(C), pages 408-423.
  717. Julio A. Carrillo & Gert Peersman & Joris Wauters, 2017. "Endogenous wage indexation and aggregate shocks," BIS Working Papers 604, Bank for International Settlements.
  718. Villa Stefania, 2012. "Capital Utilization and the Amplification Mechanism," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-22, September.
  719. Yao, Fang, 2014. "Stabilising Taylor rules when the supply shock has a unit root," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 16-20.
  720. Stephanie Schmitt-Grohé & Martín Uribe, 2016. "Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1466-1514.
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  725. Shirai, Daichi, 2016. "Persistence and Amplification of Financial Frictions," MPRA Paper 72187, University Library of Munich, Germany.
  726. Díaz-Giménez, Javier & Kirkby, Robert, 2016. "Inflation and the growth rate of money in the long run and the short run," Working Paper Series 5047, Victoria University of Wellington, School of Economics and Finance.
  727. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
  728. Barbara Annicchiarico & Claudio Cesaroni, 2016. "Tax Reforms and the Underground Economy: A Simulation-Based Analysis," CEIS Research Paper 366, Tor Vergata University, CEIS, revised 10 Feb 2016.
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  890. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade; Lessons from Japan," IMF Working Papers 09/232, International Monetary Fund.
  891. Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2013. "The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s," CEPR Discussion Papers 9763, C.E.P.R. Discussion Papers.
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  894. Luca Benati and Paolo Surico, 2007. "Vector Autoregression Analysis and the Great Moderation," Discussion Papers 18, Monetary Policy Committee Unit, Bank of England.
  895. Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: The Global Financial Crisis and Housing, chapter 2, pages 21-39 Edward Elgar Publishing.
  896. Céline Poilly, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Post-Print hal-00732759, HAL.
  897. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
  898. Polbin, Andrey, 2014. "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 33(1), pages 3-29.
  899. Morris, Stephen D., 2016. "VARMA representation of DSGE models," Economics Letters, Elsevier, vol. 138(C), pages 30-33.
  900. Lorenzo Menna & Patrizio Tirelli, 2014. "The Equity Premium in a DSGE Model with Limited Asset Market Participation," Working Papers 275, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
  901. Elmar Mertens, 2011. "Measuring the level and uncertainty of trend inflation," Finance and Economics Discussion Series 2011-42, Board of Governors of the Federal Reserve System (U.S.).
  902. Ales Bulir & Jaromír Hurník & Katerina Smidkova, 2014. "Inflation Reports and Models; How Well Do Central Banks Really Write?," IMF Working Papers 14/91, International Monetary Fund.
  903. Munechika Katayama & Kwang Hwan Kim, 2015. "Inter-sectoral Labor Immobility, Sectoral Co-movement, and News Shocks," Discussion papers e-15-011, Graduate School of Economics , Kyoto University.
  904. Kenza Benhima, 2013. "Booms and Busts with dispersed information," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 13.11, Université de Lausanne, Faculté des HEC, DEEP.
  905. Jang, Tae-Seok, 2012. "Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior," Economics Working Papers 2012-07, Christian-Albrechts-University of Kiel, Department of Economics.
  906. Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.
  907. Mittnik, Stefan & Semmler, Willi, 2012. "Regime dependence of the fiscal multiplier," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 502-522.
  908. Dennis, Richard, 2010. "When is discretion superior to timeless perspective policymaking?," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 266-277, April.
  909. Lawrence J. Christiano, 2010. "Comment on Eggertsson, "What fiscal policy is effective at zero interest rates?"," FRB Atlanta CQER Working Paper 2010-06, Federal Reserve Bank of Atlanta.
  910. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and US house prices before and after the crisis," Discussion Papers 12/2012, Deutsche Bundesbank, Research Centre.
  911. repec:fgv:epgrbe:v:67:n:2:a:2 is not listed on IDEAS
  912. Luik, Marc-André & Wesselbaum, Dennis, 2014. "Bubbles over the U.S. business cycle: A macroeconometric approach," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 27-41.
  913. Pancrazi, Roberto, 2015. "The heterogeneous Great Moderation," European Economic Review, Elsevier, vol. 74(C), pages 207-228.
  914. Mabrouk Chetouane & Matthieu Lemoine & Marie-Elisabeth de la Serve, 2011. "Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 89-112.
  915. Debes, Sebastian & Gareis, Johannes & Mayer, Eric & Rüth, Sebastian, 2014. "Towards a consumer sentiment channel of monetary policy," W.E.P. - Würzburg Economic Papers 91, University of Würzburg, Chair for Monetary Policy and International Economics.
  916. M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
  917. Pelin Ilbas & Øistein Røisland & Tommy Sveen, 2013. "The influence of the Taylor rule on US monetary policy," Working Paper 2013/04, Norges Bank.
  918. Galí, Jordi, 2013. "Notes for a New Guide to Keynes (I): Wages, Aggregate Demand, and Employment," CEPR Discussion Papers 9285, C.E.P.R. Discussion Papers.
  919. Dominic Quint, 2016. "Is it really more dispersed?," International Economics and Economic Policy, Springer, vol. 13(4), pages 593-621, October.
  920. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.
  921. Johanna Posch & Fabio Rumler, 2015. "Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 145-162, 03.
  922. Abo-Zaid, Salem, 2013. "Optimal monetary policy and downward nominal wage rigidity in frictional labor markets," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 345-364.
  923. José Dorich & Rhys R. Mendes & Yang Zhang, 2011. "Introducing Multiple Interest rates in ToTEM," Bank of Canada Review, Bank of Canada, vol. 2011(Summer), pages 3-10.
  924. Olivier Blanchard, 2016. "¿Tienen futuro los modelos DSGE?," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 18(35), pages 39-46, July-Dece.
  925. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
  926. Martin Seneca, 2010. "A DSGE model for Iceland," Economics wp50, Department of Economics, Central bank of Iceland.
  927. Ray Fair, 2009. "Has Macro Progressed?," Yale School of Management Working Papers amz2409, Yale School of Management.
  928. Massimo Franchi, 2013. "Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064," DSS Empirical Economics and Econometrics Working Papers Series 2013/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  929. Paetz, Michael & Gupta, Rangan, 2016. "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 166-182.
  930. Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
  931. Eric Mayer & Nikolai Stähler, 2013. "The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 39-74, February.
  932. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
  933. Sergio Ocampo Díaz, 2011. "Agentes no ricardianos y rigideces nominales: su efecto sobre el principio de Taylor," VNIVERSITAS ECONÓMICA 008302, UNIVERSIDAD JAVERIANA - BOGOTÁ.
  934. Mumtaz, Haroon & Zanetti, Francesco, 2015. "Factor adjustment costs: A structural investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 341-355.
  935. Berkelmans, Leon, 2011. "Imperfect information, multiple shocks, and policy's signaling role," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 373-386.
  936. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
  937. Drago Bergholt, 2014. "Foreign shocks in an estimated multi-sector model," Working Papers 0022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  938. Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2014. "Bank Capital, Credit Market Frictions and International Shocks Transmission," MPRA Paper 65512, University Library of Munich, Germany, revised 10 Nov 2014.
  939. Constantino Hevia & Juan Pablo Nicolini, 2015. "Política Monetaria y la Enfermedad Holandesa: Rigidez de Precios y de Salarios," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(2), pages 28-60, August.
  940. Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  941. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
  942. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
  943. Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
  944. Franz R. Hahn, 2013. "Guidelines for Monetary Policy Before, During and After the Financial Market Crisis," WIFO Monatsberichte (monthly reports), WIFO, vol. 86(12), pages 961-975, December.
  945. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," National Bank of Poland Working Papers 80, National Bank of Poland, Economic Institute.
  946. Branimir Jovanovic & Magdalena Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," Working Papers 2010-02, National Bank of the Republic of Macedonia, revised Aug 2010.
  947. Darracq Pariès, Matthieu & Hałaj, Grzegorz & Kok, Christoffer, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  948. OECD & Elena Rusticelli, 2014. "Rescuing the Phillips curve: Making use of long-term unemployment in the measurement of the NAIRU," OECD Journal: Economic Studies, OECD Publishing, vol. 2014(1), pages 109-127.
  949. Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
  950. Dimitris Papageorgiou, 2014. "BoGGEM: a dynamic stochastic general equilibrium model for policy simulations," Working Papers 182, Bank of Greece.
  951. Marcus Hagedorn & Iourii Manovskii, 2014. "The Research Agenda: Marcus Hagedorn and Iourii Manovskii on Theory Ahead of Identification," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 15(1), pages -, April.
  952. David Coble & Sebastián Faúndez, 2016. "The labor wedge and business cycles in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(1), pages 38-56, April.
  953. Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and transmission of the ECB’s balance sheet policies," Working Paper Research 275, National Bank of Belgium.
  954. Engin Kara & Jasmin Sin, 2013. "Liquidity, Quantitative Easing and Optimal Monetary Policy," Bristol Economics Discussion Papers 13/635, Department of Economics, University of Bristol, UK.
  955. Marco Del Negro & Frank Schorfheide, 2004. "A DSGE-VAR for the Euro Area," 2004 Meeting Papers 43, Society for Economic Dynamics.
  956. Givens, Gregory, 2016. "Do data revisions matter for DSGE estimation?," MPRA Paper 70932, University Library of Munich, Germany.
  957. Eusepi, Stefano & Preston, Bruce, 2015. "Consumption heterogeneity, employment dynamics and macroeconomic co-movement," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 13-32.
  958. Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
  959. Susan S. Yang & Nora Traum, 2010. "Monetary and Fiscal Policy Interactions in the Post-war U.S," IMF Working Papers 10/243, International Monetary Fund.
  960. Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
  961. De Graeve, Ferre & Queijo von Heideken, Virginia, 2015. "Identifying fiscal inflation," European Economic Review, Elsevier, vol. 80(C), pages 83-93.
  962. Tomas Havranek, 2013. "Publication Bias in Measuring Intertemporal Substitution," Working Papers IES 2013/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2013.
  963. Andrew Binning, 2016. "Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model," Working Papers 0043, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  964. Kano, Takashi & Nason, James M., 2012. "Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-08, Graduate School of Economics, Hitotsubashi University.
  965. Ma, Yong & Li, Shushu, 2015. "Bayesian estimation of China's monetary policy transparency: A New Keynesian approach," Economic Modelling, Elsevier, vol. 45(C), pages 236-248.
  966. Barbara Annicchiarico, Fabio Di Dio, Francesco Felici, 2013. "Pro-Competitive Reforms And Timing Of Implementation: An Igem-Based Simulation Analysis For Italy," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 0(2), pages 155-170, April-Jun.
  967. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2012. "Merging Simulation and Projection Approaches to Solve High-Dimensional Problems," NBER Working Papers 18501, National Bureau of Economic Research, Inc.
  968. Breitenlechner, Max & Scharler, Johann & Sindermann, Friedrich, 2016. "Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis," Journal of Financial Stability, Elsevier, vol. 26(C), pages 228-246.
  969. Mennuni, Alessandro, 2014. "The Role of Curvature in the Transformation Frontier between Consumption and Investment," Discussion Paper Series In Economics And Econometrics 1407, Economics Division, School of Social Sciences, University of Southampton.
  970. Volker Wieland, 2010. "Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 39-50, March.
  971. Frank Smets & Kai Christoffel & Günter Coenen & Roberto Motto & Massimo Rostagno, 2010. "DSGE models and their use at the ECB," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 51-65, March.
  972. Giulia Ghiani & Max Gillman & Michal Kejak, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," Working Papers 1003, University of Missouri-St. Louis, Department of Economics.
  973. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  974. Sergio A. Lago Alves, 2016. "Monetary Policy, Trend Inflation and Unemployment Volatility," Working Papers Series 450, Central Bank of Brazil, Research Department.
  975. Fang Yao, 2010. "Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data," SFB 649 Discussion Papers SFB649DP2010-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  976. Christian Schoder, 2016. "Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood," IMK Working Paper 162-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  977. Mandelman, Federico S & Zanetti, Francesco, 2010. "Technology shocks, employment and labour market frictions," Bank of England working papers 390, Bank of England.
  978. Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
  979. Alwyn Young, 2013. "Structural transformation, the mismeasurement of productivity growth and the cost disease of services," LSE Research Online Documents on Economics 54247, London School of Economics and Political Science, LSE Library.
  980. Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 195-232, June.
  981. Hatcher, Michael & Minford, Patrick, 2014. "Stabilization policy, rational expectations and price-level versus infl‡ation targeting: a survey," CEPR Discussion Papers 9820, C.E.P.R. Discussion Papers.
  982. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
  983. Pablo A. Acosta & Emmanuel K. K. Lartey & Federico S. Mandelman, 2007. "Remittances and the Dutch disease," FRB Atlanta Working Paper 2007-08, Federal Reserve Bank of Atlanta.
  984. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  985. Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
  986. Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao, 2014. "The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models," FRB Atlanta Working Paper 2014-21, Federal Reserve Bank of Atlanta.
  987. Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
  988. Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
  989. Guerron-Quintana, Pablo A., 2011. "The implications of inflation in an estimated new Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
  990. David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"," Technical Appendices 09-191, Review of Economic Dynamics.
  991. Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2013. "Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach," CAMA Working Papers 2013-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  992. Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
  993. Moura, Guilherme Valle, 2015. "Multiplicadores Fiscais e Investimento em Infraestrutura," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 69(1), March.
  994. Christian Dreger & Jürgen Wolters, 2016. "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 61-82, February.
  995. Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
  996. Claudia Foroni & Massimiliano Marcellino, 2013. "Mixed frequency structural models: estimation, and policy analysis," Working Paper 2013/15, Norges Bank.
  997. Chib, Siddhartha & Ramamurthy, Srikanth, 2010. "Tailored randomized block MCMC methods with application to DSGE models," Journal of Econometrics, Elsevier, vol. 155(1), pages 19-38, March.
  998. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2009. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.
  999. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," Working Paper 2014/09, Norges Bank.
  1000. Minniti, Antonio & Turino, Francesco, 2013. "Multi-product firms and business cycle dynamics," European Economic Review, Elsevier, vol. 57(C), pages 75-97.
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  1002. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
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  1004. Alejandro Justiniano & Giorgio E. Primiceri, 2010. "Measuring the equilibrium real interest rate," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 14-27.
  1005. Francesco Giuli & Massimiliano Tancioni, 2010. "Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation," Working Papers 131, University of Rome La Sapienza, Department of Public Economics.
  1006. Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.
  1007. Hetzel, Robert L., 2016. "What Caused the Great Recession in the Eurozone?," Working Paper 16-10, Federal Reserve Bank of Richmond.
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  1009. Pablo Aguilar & Jesús Vázquez, 2015. "The role of term structure in an estimated DSGE model with learning," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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  1012. Shin-Ichi Nishiyama, 2011. "How Important are Financial Shocks for the Canadian Business Cycle?," TERG Discussion Papers 276, Graduate School of Economics and Management, Tohoku University.
  1013. 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.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.