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Citations for "Natural rate measures in an estimated DSGE model of the U.S. economy"

by Edge, Rochelle M. & Kiley, Michael T. & Laforte, Jean-Philippe

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  1. Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
  2. Hess Chung & Michael T. Kiley & Jean-Philippe Laforte, 2010. "Documentation of the Estimated, Dynamic, Optimization-based (EDO) model of the U.S. economy: 2010 version," Finance and Economics Discussion Series 2010-29, Board of Governors of the Federal Reserve System (U.S.).
  3. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
  4. 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.
  5. Luca Sala & Ulf Soderstrom & Antonella Trigari, 2010. "The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours," Working Papers 365, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. 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).
  7. Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, 01.
  8. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016. "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
  9. Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2008. "Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model," NBER Working Papers 14510, National Bureau of Economic Research, Inc.
  10. Stefan Leist, 2011. "Driving Forces of the Swiss Output Gap," Diskussionsschriften dp1107, Universitaet Bern, Departement Volkswirtschaft.
  11. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
  12. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
  13. Michael T. Kiley, 2009. "Inflation expectations, uncertainty, the Phillips Curve, and monetary policy," Finance and Economics Discussion Series 2009-15, Board of Governors of the Federal Reserve System (U.S.).
  14. Michał Brzoza-Brzezina & Jacek Kotłowski, 2014. "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.
  15. Rochelle M. Edge & Michael T. Kiley & Jean-Philippe Laforte, 2007. "Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version," Finance and Economics Discussion Series 2007-53, Board of Governors of the Federal Reserve System (U.S.).
  16. Justin Weidner & John C. Williams, 2009. "How big is the output gap?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun12.
  17. 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.
  18. Martin Seneca, 2010. "A DSGE model for Iceland," Economics wp50, Department of Economics, Central bank of Iceland.
  19. Jonathan Huntley & Eric Miller, 2009. "Using DSGE Models: Working Paper 2009-04," Working Papers 41382, Congressional Budget Office.
  20. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," TSE Working Papers 09-060, Toulouse School of Economics (TSE).
  21. Frederic S. Mishkin, 2007. "Will Monetary Policy Become More of a Science?," NBER Working Papers 13566, National Bureau of Economic Research, Inc.
  22. Görtz, Christoph & Tsoukalas, John, 2011. "News and financial intermediation in aggregate and sectoral fluctuations," MPRA Paper 38986, University Library of Munich, Germany, revised Mar 2012.
  23. repec:pra:mprapa:38985 is not listed on IDEAS
  24. Hall, Jamie, 2012. "Consumption dynamics in general equilibrium," MPRA Paper 43933, University Library of Munich, Germany.
  25. Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.
  26. Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier.
  27. Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen, 2013. "The Effectiveness of Monetary Policy since the Onset of the Financial Crisis," OECD Economics Department Working Papers 1081, OECD Publishing.
  28. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-64, April.
  29. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 359-413.
  30. Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs, Spanish Economic Association, vol. 2(3), pages 379-399, September.
  31. Justiniano, Alejandro & Primiceri, Giorgio E & Tambalotti, Andrea, 2011. "Is there a trade-off between inflation and output stabilization?," CEPR Discussion Papers 8407, C.E.P.R. Discussion Papers.
  32. repec:ecb:ecbops:2010161 is not listed on IDEAS
  33. Wieland, Volker & Wolters, Maik H, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
  34. Hess Chung & Jean-Philippe Laforte & David L. Reifschneider & John C. Williams, 2011. "Have we underestimated the likelihood and severity of zero lower bound events?," Working Paper Series 2011-01, Federal Reserve Bank of San Francisco.
  35. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Paper 115, National Institute of Economic Research.
  36. Andrea Tambalotti & Andrea Ferrero & Vasco Curdia, 2010. "Evaluating Interest Rate Rules in an Estimated DSGE Model," 2010 Meeting Papers 402, Society for Economic Dynamics.
  37. 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.).
  38. 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.
  39. Sra Chuenchoksan & Don Nakornthab & Surach Tanboon, 2008. "Uncertainty in the Estimation of Potential Output and Implications for the Conduct of Monetary Policy," Working Papers 2008-04, Economic Research Department, Bank of Thailand.
  40. Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  41. Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015. "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series 161, European Central Bank.
  42. Semih Tumen & Deren Unalmis & Ibrahim Unalmis & D. Filiz Unsal, 2015. "Taxing Fossil Fuels under Speculative Storage," Working Papers 1502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  43. Sun, Xiaojin & Tsang, Kwok Ping, 2014. "Optimal interest rate rule in a DSGE model with housing market spillovers," Economics Letters, Elsevier, vol. 125(1), pages 47-51.
  44. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research.
  45. Tobias Cwik, 2012. "Fiscal consolidation using the example of Germany," Finance and Economics Discussion Series 2012-80, Board of Governors of the Federal Reserve System (U.S.).
  46. Susanto Basu & John G. Fernald, 2009. "What do we know and not know about potential output?," Working Paper Series 2009-05, Federal Reserve Bank of San Francisco.
  47. Olmos, Lorena & Sanso Frago, Marcos, 2014. "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper 57770, University Library of Munich, Germany.
  48. Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW).
  49. Frederic S. Mishkin, 2008. "Does Stabilizing Inflation Contribute To Stabilizing Economic Activity?," NBER Working Papers 13970, National Bureau of Economic Research, Inc.
  50. Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Every cloud has a silver lining. The sovereign crisis and Italian potential output," Temi di discussione (Economic working papers) 1010, Bank of Italy, Economic Research and International Relations Area.
  51. Yasuo Hirose & Takushi Kurozumi, 2012. "Do Investment-Specific Technological Changes Matter For Business Fluctuations? Evidence From Japan," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 208-230, 05.
  52. Moisa, Altar & Necula, Ciprian & Bobeica, Gabriel, 2010. "Estimating Potential GDP for the Romanian Economy. An Eclectic Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-25, September.
  53. Umino, Shingo, 2014. "Real-time estimation of the equilibrium real interest rate: Evidence from Japan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 17-32.
  54. Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009. "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series 28, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  55. Andrew T. Levin, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 301-306.
  56. Nikolsko-Rzhevskyy, Alex, 2008. "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper 11352, University Library of Munich, Germany.
  57. Petre Caraiani, 2009. "An Estimation of Output Gap in Romanian Economy Using the DSGE Approach," Prague Economic Papers, University of Economics, Prague, vol. 2009(4), pages 366-379.
  58. Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  59. Helge Berger & Henning Weber, 2012. "Money As Indicator for the Natural Rate of Interest," IMF Working Papers 12/6, International Monetary Fund.
  60. 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.
  61. Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
  62. repec:dau:papers:123456789/12493 is not listed on IDEAS
  63. Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
  64. Frederic S. Mishkin, 2007. ""Housing and the monetary transmission mechanism," Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackson Ho," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
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