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Citations for "A Small Estimated Euro-Area Model with Rational Expectations and Nominal Rigidities"

by Gunter Coenen & Volker Wieland

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  1. Guerrieri, Luca, 2006. "The Inflation Persistence of Staggered Contracts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 483-494, March.
  2. Taylor, John B. & Wieland, Volker, 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
  3. Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March.
  4. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
  5. Jondeau, E. & Le Bihan, H., 2001. "Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data," Working papers 86, Banque de France.
  6. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  7. Kimura, Takeshi & Kurozumi, Takushi, 2007. "Optimal monetary policy in a micro-founded model with parameter uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 399-431, February.
  8. Svetlana Makarova & Wojciech Charemza, "undated". "Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003," EcoMod2006 272100058, EcoMod.
  9. Li Qin & Moïse SIDIROPOULOS & Eleftherios Spyromitros, 2009. "Robust Monetary Policy under Model Uncertainty and Inflation Persistence," Working Papers of BETA 2009-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  10. Coenen, Günter, 2003. "Inflation persistence and robust monetary policy design," Working Paper Series 0290, European Central Bank.
  11. Kuester, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 0480, European Central Bank.
  12. Pierpaolo Benigno & J. David López-Salido, 2002. "Inflation persistence and optimal monetary policy in the Euro Area," Working Papers 0215, Banco de España;Working Papers Homepage.
  13. Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," CEPR Discussion Papers 3892, C.E.P.R. Discussion Papers.
  14. Stefan Gerlach, 2004. "The two pillars of the European Central Bank," Economic Policy, CEPR;CES;MSH, vol. 19(40), pages 389-439, October.
  15. Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
  16. George Hondroyiannis & Sophia Lazaretou, 2004. "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers 13, Bank of Greece.
  17. Jonas Dovern & Carsten-Patrick Meier, 2006. "Macroeconomic Aspects of Structural Labor Market Reforms in Germany," Kiel Working Papers 1295, .
  18. Christophe Blot & Bruno Ducoudré & Xavier Timbeau, 2015. "Sovereign debt spread and default in a model with self-fulfilling prophecies ans asymmetric information," Documents de Travail de l'OFCE 2015-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  19. Fabio Milani, 2009. "Adaptive Learning and Macroeconomic Inertia in the Euro Area," Journal of Common Market Studies, Wiley Blackwell, vol. 47, pages 579-599, 06.
  20. Coenen, Günter & Wieland, Volker, 2002. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CEPR Discussion Papers 3574, C.E.P.R. Discussion Papers.
  21. Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
  22. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Disinflation Shocks in the Eurozone: a DSGE Perspective," TSE Working Papers 09-080, Toulouse School of Economics (TSE).
  23. Itir Ozer & Ibrahim Ozkan, 2008. "Practical Insights From Oca Variable Combinations," Economic Annals, Faculty of Economics, University of Belgrade, vol. 53(176), pages 38-60, January -.
  24. Glenn D. Rudebusch & Lars E. O. Svensson, 1999. "Eurosystem monetary targeting: lessons from U.S. data," Working Paper Series 99-13, Federal Reserve Bank of San Francisco.
  25. Galí, Jordi & Gertler, Mark & López-Salido, J David, 2001. "European Inflation Dynamics," CEPR Discussion Papers 2684, C.E.P.R. Discussion Papers.
  26. Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  27. Michel Aglietta & Xavier Ragot, 2015. "Erosion du tissu productif en France causes et remèdes," Sciences Po publications info:hdl:2441/7n3slb7mj68, Sciences Po.
  28. Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
  29. Eric JONDEAU & Herve LE BIHAN, 2004. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometric Society 2004 North American Summer Meetings 270, Econometric Society.
  30. Mehdi Pedram, 2011. "Optimal monetary policy in the monetary union: effects on business cycles," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 35(1), pages 90-117, 03.
  31. Tillmann, Peter, 2005. "The New Keynesian Phillips Curve in Europe: does it fit or does it fail?," Discussion Paper Series 1: Economic Studies 2005,04, Deutsche Bundesbank, Research Centre.
  32. 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.
  33. Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco, 2014. "Sectoral price rigidity and aggregate dynamics," European Economic Review, Elsevier, vol. 65(C), pages 1-22.
  34. Gunter Coenen & Andrew T. Levin & Volker W. Wieland, 2001. "Data uncertainty and the role of money as an information variable for monetary policy," Finance and Economics Discussion Series 2001-54, Board of Governors of the Federal Reserve System (U.S.).
  35. Jérôme Coffinet & Céline Poilly✝✝, 2009. "Une évaluation structurelle du ratio de sacrifice dans la zone euro," Revue d'économie politique, Dalloz, vol. 119(2), pages 273-299.
  36. Ramdane Djoudad & Céline Gauthier, 2003. "A Small Dynamic Hybrid Model for the Euro Area," Staff Working Papers 03-19, Bank of Canada.
  37. Gradzewicz, Michal & Kolasa, Marcin, 2004. "Estimating the output gap in the Polish economy: the VECM approach," MPRA Paper 28227, University Library of Munich, Germany.
  38. Julia Lendvai, 2005. "Inflation Inertia and Monetary Policy Shocks," Money Macro and Finance (MMF) Research Group Conference 2005 51, Money Macro and Finance Research Group.
  39. Klump, Rainer & McAdam, Peter & Willman, Alpo, 2008. "Unwrapping some euro area growth puzzles: Factor substitution, productivity and unemployment," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 645-666, June.
  40. Gerlach-Kristen, Petra, 2003. "Interest rate reaction functions and the Taylor rule in the euro area," Working Paper Series 0258, European Central Bank.
  41. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
  42. Nelson, Edward, 2003. "The future of monetary aggregates in monetary policy analysis," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1029-1059, July.
  43. Charemza, Wojciech W. & Makarova, Svetlana, 2005. "Ex-ante dynamics of real effects of monetary policy : theory and evidence for Poland and Russia," BOFIT Discussion Papers 20/2005, Bank of Finland, Institute for Economies in Transition.
  44. Jeffery D. Amato & Thomas Laubach, 2002. "Rule-of-thumb behaviour and monetary policy," Finance and Economics Discussion Series 2002-5, Board of Governors of the Federal Reserve System (U.S.).
  45. Coenen, Günter, 2003. "Zero lower bound: is it a problem in the euro area?," Working Paper Series 0269, European Central Bank.
  46. Jeffery D. Amato & Thomas Laubach, 2001. "Implications of habit formation for optimal monetary policy," Finance and Economics Discussion Series 2001-58, Board of Governors of the Federal Reserve System (U.S.).
  47. Stracca, Livio, 2006. "A speed limit monetary policy rule for the euro area," Working Paper Series 0600, European Central Bank.
  48. Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area – a summary of the IPN evidence," Occasional Paper Series 46, European Central Bank.
  49. BEFFY Pierre-Olivier & BONNET Xavier & DARRACQ-PARRIES Matthieu & MONFORT Brieuc, "undated". "MZE: A Small Macro-model for the Euro Area," EcoMod2003 330700011, EcoMod.
  50. 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.
  51. Gunter Coenen & Volker W. Wieland, 2002. "Inflation dynamics and international linkages: a model of the United States, the euro area, and Japan," International Finance Discussion Papers 745, Board of Governors of the Federal Reserve System (U.S.).
  52. Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper 821, University Library of Munich, Germany.
  53. Beetsma, Roel & Jensen, Henrik, 2002. "Monetary and fiscal policy interactions in a micro-founded model of a monetary union," Working Paper Series 0166, European Central Bank.
  54. Andrew Levin & Günter Coenen, 2005. "Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior," Computing in Economics and Finance 2005 66, Society for Computational Economics.
  55. Gadea, Maria & Mayoral, Laura, 2005. "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper 815, University Library of Munich, Germany.
  56. Jondeau, Eric & Le Bihan, Herve, 2005. "Testing for the New Keynesian Phillips Curve. Additional international evidence," Economic Modelling, Elsevier, vol. 22(3), pages 521-550, May.
  57. Dieppe, Alistair & Henry, Jerome, 2004. "The euro area viewed as a single economy: how does it respond to shocks?," Economic Modelling, Elsevier, vol. 21(5), pages 833-875, September.
  58. Dovern, Jonas & Meier, Carsten-Patrick, 2006. "Macroeconomic aspects of structural labor market reforms in Germany," Kiel Working Papers 1295, Kiel Institute for the World Economy (IfW).
  59. Ángel Estrada & Ignacio Hernando & J. David López-Salido, 2000. "Measuring the NAIRU in the Spanish Economy," Working Papers 0009, Banco de España;Working Papers Homepage.
  60. Ricardo M. Sousa, 2009. "Wealth Effetcs on Consumption: Evidence from the euro area," NIPE Working Papers 12/2009, NIPE - Universidade do Minho.
  61. McAdam, Peter & Willman, Alpo, 2003. "New Keynesian Phillips Curves: a reassessment using euro-area data," Working Paper Series 0265, European Central Bank.
  62. McAdam, Peter & Willman, Alpo, 2013. "Medium Run Redux," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 695-727, June.
  63. Júlia Lendvai, 2005. "Hungarian Inflation Dynamics," MNB Occasional Papers 2005/46, Magyar Nemzeti Bank (Central Bank of Hungary).
  64. Coenen, Günter, 2003. "Downward nominal wage rigidity and the long-run Philips Curve: simulation-based evidence for the euro area," Working Paper Series 0270, European Central Bank.
  65. Smets, Frank, 2003. "Maintaining price stability: how long is the medium term?," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1293-1309, September.
  66. Nicoletta Batini, 2006. "Euro area inflation persistence," Empirical Economics, Springer, vol. 31(4), pages 977-1002, November.
  67. Katharine Neiss & Edward Nelson, 2002. "Inflation dynamics, marginal cost, and the output gap: evidence from three countries," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  68. Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: What’s Right with Macroeconomics?, chapter 2, pages 33-67 Edward Elgar Publishing.
  69. Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2006. "UK Inflation Persistence: Policy or Nature?," CEPR Discussion Papers 5608, C.E.P.R. Discussion Papers.
  70. Seidel, Gerald, 2005. "Endogenous inflation : the role of expectations and strategic interaction," Papers 05-14, Sonderforschungsbreich 504.
  71. Sarah M. Rupprecht, 2007. "When Do Firms Adjust Prices? Evidence from Micro Panel Data," KOF Working papers 07-160, KOF Swiss Economic Institute, ETH Zurich.
  72. Luís, Pacheco, 2004. "Asset Prices and Monetary Policy in the Euro Area: a tentative model," MPRA Paper 6579, University Library of Munich, Germany.
  73. Fagan, Gabriel & Henry, Jerome & Mestre, Ricardo, 2005. "An area-wide model for the euro area," Economic Modelling, Elsevier, vol. 22(1), pages 39-59, January.
  74. Ray Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Yale School of Management Working Papers amz2483, Yale School of Management, revised 01 Aug 2007.
  75. Willman, Alpo, 2002. "Euro area production function and potential output: a supply side system approach," Working Paper Series 0153, European Central Bank.
  76. Paolo Zagaglia, 2005. "Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 91-106, August.
  77. Fagan, Gabriel & Henry, Jérôme & Mestre, Ricardo, 2001. "An area-wide model (AWM) for the euro area," Working Paper Series 0042, European Central Bank.
  78. Julia Lendvai, 2004. "Inflation Inertia and Monetary Policy Shocks," IEHAS Discussion Papers 0417, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  79. Yanli LI, Hongfeng PENG & Hongfeng PENG, 2013. "Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 132-143, October.
  80. Miguel Casares, 2007. "The New Keynesian Model and the Euro Area Business Cycle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 209-244, 04.
  81. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2006. "On Robust Monetary Policy," Chapters, in: Long-run Growth and Short-run Stabilization, chapter 6 Edward Elgar Publishing.
  82. Patrick Minford & Eric Nowell & Bruce Webb, 2003. "Nominal Contracting and Monetary Targets -- Drifting into Indexation," Economic Journal, Royal Economic Society, vol. 113(484), pages 65-100, January.
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