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Citations for "On the Fit of New Keynesian Models"

by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

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  1. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
  2. Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
  3. Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
  4. Bekiros, Stelios D. & Paccagnini, Alessia, 2015. "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, vol. 19(07), pages 1565-1592, October.
  5. 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.
  6. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
  7. Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
  8. 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.
  9. Marco Del Negro & Frank Schorfheide, 2009. "Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 13, pages 511-562 Central Bank of Chile.
  10. Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 0583, European Central Bank.
  11. Faust, Jon & Gupta, Abhishek, 2010. "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper 26721, University Library of Munich, Germany.
  12. Paloviita, Maritta, 2007. "Estimating a small DSGE model under rational and measured expectations : some comparisons," Research Discussion Papers 14/2007, Bank of Finland.
  13. Mardi Dungey & Denise Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," CAMA Working Papers 2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012. "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers E2012/14, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2013.
  15. Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016. "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
  16. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Svensson, Lars E O, 2008. "Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model," CEPR Discussion Papers 7070, C.E.P.R. Discussion Papers.
  17. Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," KOF Working papers 15-396, KOF Swiss Economic Institute, ETH Zurich.
  18. Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009. "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series 1110, European Central Bank.
  19. Bernd Hayo & Britta Niehof, 2014. "Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model," MAGKS Papers on Economics 201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  20. Tatiana Kirsanova & Stephanus le Roux, 2013. "Commitment vs. Discretion in the UK: An Empirical Investigation of the Monetary and Fiscal Policy Regime," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 99-152, December.
  21. Rossana Merola, 2013. "The role of financial frictions during the crisis: An estimated DSGE model," Working Paper Research 249, National Bank of Belgium.
  22. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers E2012/15, Cardiff University, Cardiff Business School, Economics Section.
  23. Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
  24. Ludvigson, Sydney C., 2013. "Advances in Consumption-Based Asset Pricing: Empirical Tests," Handbook of the Economics of Finance, Elsevier.
  25. Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
  26. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2015. "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers 10382, C.E.P.R. Discussion Papers.
  27. Fabio Canova & Matthias Paustian, 2007. "Business cycle measurement with some theory," Economics Working Papers 1203, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2011.
  28. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463 Edward Elgar Publishing.
  29. 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.
  30. Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1), pages 316-334.
  31. Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2014. "Identifying the Sources of Model Misspecification," CEPR Discussion Papers 10140, C.E.P.R. Discussion Papers.
  32. Fernando de Menezes Linardi, 2016. "Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy," Working Papers Series 424, Central Bank of Brazil, Research Department.
  33. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
  34. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
  35. Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  36. 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.
  37. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong, 2013. "What causes banking crises? An empirical investigation for the world economy," CEPR Discussion Papers 9392, C.E.P.R. Discussion Papers.
  38. Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014. "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers 0414, School of Economics, University of Surrey.
  39. Olayeni, Olaolu Richard, 2009. "A small open economy model for Nigeria: a BVAR-DSGE approach," MPRA Paper 16180, University Library of Munich, Germany.
  40. Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  41. Marco Del Negro & Frank Schorfheide, 2008. "Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)," NBER Working Papers 13741, National Bureau of Economic Research, Inc.
  42. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  43. Andrea Ajello, 2012. "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series 2012-67, Board of Governors of the Federal Reserve System (U.S.).
  44. Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Munich Reprints in Economics 19421, University of Munich, Department of Economics.
  45. Cho, Sungjun, 2013. "New return anomalies and new-Keynesian ICAPM," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 87-106.
  46. Li Dai & Patrick Minford & Peng Zhou, 2015. "A DSGE model of China," Applied Economics, Taylor & Francis Journals, vol. 47(59), pages 6438-6460, December.
  47. Frank Schorfheide, 2008. "DSGE model-based estimation of the New Keynesian Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 397-433.
  48. Renzo Orsi & Davide Raggi & Francesco Turino, 2013. "Online Appendix to "Size, Trend, and Policy Implications of the Underground Economy"," Technical Appendices 12-217, Review of Economic Dynamics.
  49. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  50. Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group.
  51. Adjemian, Stéphane & Darracq Pariès, Matthieu & Moyen, Stéphane, 2008. "Towards a monetary policy evaluation framework," Working Paper Series 0942, European Central Bank.
  52. 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.
  53. 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.
  54. Carlos Garcia & Jorge Restrepo & Scott Roger, 2009. "Hybrid Inflation Targeting Regimes1," ILADES-Georgetown University Working Papers inv226, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  55. Edward Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
  56. Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
  57. Canova, Fabio, 2008. "How much structure in empirical models?," CEPR Discussion Papers 6791, C.E.P.R. Discussion Papers.
  58. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  59. Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," RCER Working Papers 556, University of Rochester - Center for Economic Research (RCER).
  60. João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
  61. Marcin Kolasa, 2013. "Business cycles in EU new member states: How and why are they different?," National Bank of Poland Working Papers 156, National Bank of Poland, Economic Institute.
  62. Carlos Garcia & Wildo Gonzalez, 2014. "Why does monetary policy respond to the real exchange rate in small open economies? A Bayesian perspective," Empirical Economics, Springer, vol. 46(3), pages 789-825, May.
  63. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers 1577, Cowles Foundation for Research in Economics, Yale University, revised Mar 2007.
  64. Agustín Arias, 2016. "Sentiment Shocks as Drivers of Business Cycles," Working Papers Central Bank of Chile 782, Central Bank of Chile.
  65. Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
  66. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  67. Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian, 2013. "Consumption habits and humps," SAFE Working Paper Series 15, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  68. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  69. Croushore, Dean & Sill, Keith, 2014. "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers 14-29, Federal Reserve Bank of Philadelphia.
  70. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
  71. Merola, Rossana, 2015. "The role of financial frictions during the crisis: An estimated DSGE model," Economic Modelling, Elsevier, vol. 48(C), pages 70-82.
  72. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 1210, University of Nevada, Las Vegas , Department of Economics.
  73. García, Carlos J. & González, Wildo D., 2013. "Exchange rate intervention in small open economies: The role of risk premium and commodity price shocks," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 424-447.
  74. Paul Levine, 2012. "Policy focus: Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing, vol. 5(1), pages 70-88, April.
  75. Castelnuovo, Efrem, 2016. "Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
  76. repec:hhs:bofrdp:2007_014 is not listed on IDEAS
  77. Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
  78. Francesco Zanetti & Konstantinos Theodoridis, 2015. "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers 745, University of Oxford, Department of Economics.
  79. Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
  80. Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  81. Elton Beqiraj & Massimiliano Tancioni, 2014. "Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries," Working Papers 165, University of Rome La Sapienza, Department of Public Economics.
  82. Givens, Gregory E., 2011. "Unemployment insurance in a sticky-price model with worker moral hazard," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1192-1214, August.
  83. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand.
  84. Marco Del Negro & Stefano Eusepi, 2010. "Fitting observed inflation expectations," Staff Reports 476, Federal Reserve Bank of New York.
  85. Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
  86. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: I – construction and Bayesian estimation," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 18, pages 411-440 Edward Elgar Publishing.
  87. Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
  88. Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
  89. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China’s financial crisis – the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
  90. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2014. "Forecast combinations in a DSGE-VAR lab," Economics Series 309, Institute for Advanced Studies.
  91. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, Elsevier.
  92. Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
  93. Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  94. Benjamin D. Keen & Evan F. Koenig, 2009. "How robust are popular models of nominal frictions?," Working Papers 0903, Federal Reserve Bank of Dallas.
  95. Christiano, Lawrence & Rostagno, Massimo & Motto, Roberto, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
  96. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
  97. 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.
  98. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
  99. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
  100. Fève, Patrick & Sahuc, Jean-Guillaume, 2014. "In search of the transmission mechanism of fiscal policy in the Euro area," IDEI Working Papers 840, Institut d'Économie Industrielle (IDEI), Toulouse.
  101. Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 196, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  102. Carlos Capistrán & Gabriel Cuadra & Manuel Ramos Francia, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.
  103. Fair, Ray C., 2012. "Has macro progressed?," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 2-10.
  104. Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
  105. 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.
  106. Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
  107. 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.
  108. Del Negro, Marco & Sims, Christopher A., 2014. "When does a central bank’s balance sheet require fiscal support?," Staff Reports 701, Federal Reserve Bank of New York.
  109. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  110. Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  111. Kamal, Mona, 2011. "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper 28988, University Library of Munich, Germany.
  112. Benjamin Keen, 2009. "Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 327-343, April.
  113. Carlos Garcia & Wildo Gonzalez, 2010. "Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks," ILADES-Georgetown University Working Papers inv248, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  114. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
  115. 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.
  116. Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2014. "Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs," IMF Working Papers 14/128, International Monetary Fund.
  117. Renata Wróbel-Rotter, 2016. "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 8(2), pages 93-114, June.
  118. 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.
  119. 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.
  120. Marto, Ricardo, 2013. "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," MPRA Paper 55647, University Library of Munich, Germany.
  121. Ray C. Fair, 2009. "Analyzing Macroeconomic Forecastability," Cowles Foundation Discussion Papers 1706, Cowles Foundation for Research in Economics, Yale University, revised Aug 2010.
  122. Rossana Merola, 2013. "The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model," Working Papers Department of Economics 2013/08, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  123. Adam Cagliarini & Tim Robinson & Allen Tran, 2010. "Reconciling Microeconomic and Macroeconomic Estimates of Price Stickiness," RBA Research Discussion Papers rdp2010-01, Reserve Bank of Australia.
  124. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
  125. Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
  126. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
  127. Maral Kichian & Fabio Rumler & Paul Corrigan, 2010. "Semi-Structural Models for Inflation Forecasting," Staff Working Papers 10-34, Bank of Canada.
  128. Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2009. "Monetary Policy, Rule-of-Thumb Consumers and External Habits: A G7 Comparison," Quaderni di Dipartimento 101, University of Pavia, Department of Economics and Quantitative Methods.
  129. Dimitri O. Ledenyov & Viktor O. Ledenyov, 2013. "To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks," Papers 1305.5656, arXiv.org, revised May 2013.
  130. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  131. Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
  132. repec:ipg:wpaper:2014-562 is not listed on IDEAS
  133. Federico Ravenna, 2010. "The Impact of Inflation Targeting: Testing the Good Luck Hypothesis," Cahiers de recherche 1029, CIRPEE.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.