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Citations for "Local identification in DSGE models"

by Iskrev, Nikolay

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  1. Benchimol, Jonathan, 2016. "Money and monetary policy in Israel during the last decade," MPRA Paper 69587, University Library of Munich, Germany.
  2. Kapetanios, George & Khalaf, Lynda & Marcellino, Massimiliano, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
  3. Eijffinger, Sylvester C W & Grajales, Anderson & Uras, Rasim Burak, 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," CEPR Discussion Papers 10532, C.E.P.R. Discussion Papers.
  4. Valerio Ercolani & João Valle e Azevedo, 2012. "The Effects of Public Spending Externalities," Working Papers w201210, Banco de Portugal, Economics and Research Department.
  5. Martin Fukac, 2010. "Impulse response identification in DSGE models," Research Working Paper RWP 10-07, Federal Reserve Bank of Kansas City.
  6. Stephanie Schmitt‐Grohé & Martín Uribe, 2012. "What's News in Business Cycles," Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
  7. Pierre Lafourcade & Joris de Wind, 2012. "Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy," DNB Working Papers 345, Netherlands Central Bank, Research Department.
  8. Caterina Mendicino, 2008. "On the Amplification Role of Collateral Constraints," Staff Working Papers 08-23, Bank of Canada.
  9. Xiaoshan Che & Eric M. Leepe & Campbell Leith, 2015. "US Monetary and Fiscal Policies - conflict or cooperation?," Working Papers 2015_14, Business School - Economics, University of Glasgow.
  10. 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).
  11. Fuentes-Albero, Cristina & Kryshko, Maxym & Ríos-Rull, José-Víctor & Santaeulàlia-Llopis, Raül & Schorfheide, Frank, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
  12. Morris, Stephen D., 2016. "VARMA representation of DSGE models," Economics Letters, Elsevier, vol. 138(C), pages 30-33.
  13. Sandra Gomes & Caterina Mendicino, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
  14. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
  16. Hürtgen, Patrick, 2014. "Consumer misperceptions, uncertain fundamentals, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 279-292.
  17. Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
  18. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Factor adjustment costs: a structural investigation," Bank of England working papers 467, Bank of England.
  19. Christoph Görtz & John D. Tsoukalas, 2013. "News shocks and business cycles: bridging the gap from different methodologies," Working Papers 2013_25, Business School - Economics, University of Glasgow.
  20. Müller, Ulrich K., 2012. "Measuring prior sensitivity and prior informativeness in large Bayesian models," Journal of Monetary Economics, Elsevier, vol. 59(6), pages 581-597.
  21. Luca Sala, 2015. "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 219-240, 03.
  22. Dey, Jaya, 2014. "Evaluating monetary policy under preferences with zero wealth effect: A Bayesian approach," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 209-234.
  23. Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.
  24. 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.
  25. Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2015. "CES technology and business cycle fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 133-151.
  26. Theodoridis, Konstantinos, 2011. "An efficient minimum distance estimator for DSGE models," Bank of England working papers 439, Bank of England.
  27. Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
  28. Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
  29. Acurio Vásconez, Verónica & Giraud, Gaël & Mc Isaac, Florent & Pham, Ngoc-Sang, 2015. "The effects of oil price shocks in a new-Keynesian framework with capital accumulation," Energy Policy, Elsevier, vol. 86(C), pages 844-854.
  30. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo Group Munich.
  31. Zhongjun Qu & Denis Tkachenko, 2011. "Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)," Boston University - Department of Economics - Working Papers Series WP2011-060, Boston University - Department of Economics.
  32. Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Stirling Economics Discussion Papers 2014-11, University of Stirling, Division of Economics.
  33. Zhiwei Xu & Pengfei Wang & Jianjun Miao, 2013. "A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles," 2013 Meeting Papers 167, Society for Economic Dynamics.
  34. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
  35. Pinter, Gabor, 2015. "House prices and job losses," Bank of England working papers 569, Bank of England.
  36. Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma, 2015. "Fundamental shock selection in DSGE models," Studies in Economics 1508, School of Economics, University of Kent.
  37. Aytek Malkhozov & Andrea Tamoni, 2015. "News shocks and asset prices," LSE Research Online Documents on Economics 62004, London School of Economics and Political Science, LSE Library.
  38. Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  39. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
  40. Francesco Zanetti & Federico S. Mandelman, 2013. "Flexible prices, labor market frictions and the response of employment to technology shocks," Economics Series Working Papers 683, University of Oxford, Department of Economics.
  41. Chen, Xiaoshan & Leeper, Eric M. & Leith, Campbell, 2015. "US Monetary and Fiscal Policies - Conflict or Cooperation?," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-77, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  42. 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.
  43. 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.
  44. Martinez-Garcia, Enrique & Wynne, Mark A., 2014. "Assessing Bayesian model comparison in small samples," Globalization and Monetary Policy Institute Working Paper 189, Federal Reserve Bank of Dallas.
  45. Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
  46. D. Siena, 2014. "The European Monetary Union and Imbalances: Is it an Anticipation Story ?," Working papers 501, Banque de France.
  47. Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
  48. Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  49. Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  50. 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.
  51. 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.
  52. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  53. Uluc Aysun, 2015. "Searching for the source of macroeconomic integration across advanced economies," Working Papers 2015-01, University of Central Florida, Department of Economics.
  54. Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
  55. Zhongjun Qu & Denis Tkachenko, 2010. "Identification and Frequency Domain QML Estimation of Linearized DSGE Models," Boston University - Department of Economics - Working Papers Series WP2010-053, Boston University - Department of Economics.
  56. Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
  57. Sandra Gomes & Nikolay Iskrev & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
  58. 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.
  59. Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-04, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  60. Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
  61. Reicher, Christopher Phillip, 2013. "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers 1821, Kiel Institute for the World Economy (IfW).
  62. Eran Yashiv & Renato Faccini, 2014. "Inflation Dynamics and Marginal Costs: the Crucial Role of Hiring and Investment Frictions," 2014 Meeting Papers 178, Society for Economic Dynamics.
  63. Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
  64. Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
  65. Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
  66. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
  67. Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
  68. Sebastian Giesen & R. Scheufele, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8, Halle Institute for Economic Research.
  69. Arias, Jonas E. & Ascari, Guido & Branzoli, Nicola & Castelnuovo, Efrem, 2014. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment," International Finance Discussion Papers 1127, Board of Governors of the Federal Reserve System (U.S.).
  70. Wong, Chin-Yoong & Eng, Yoke-Kee & Habibullah, Muzafar Shah, 2014. "Rising China, anxious Asia? A Bayesian New Keynesian view," China Economic Review, Elsevier, vol. 28(C), pages 90-106.
  71. Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
  72. Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
  73. Kai Liu, 2014. "Public Finances, Business Cycles and Structural Fiscal Balances," Cambridge Working Papers in Economics 1411, Faculty of Economics, University of Cambridge.
  74. Reicher, Christopher Phillip, 2013. "A note on the identification of dynamic economic models with generalized shock processes," Kiel Working Papers 1821, Kiel Institute for the World Economy (IfW).
  75. Ryan Chahrour & Sanjay K. Chugh & Tristan Potter, 2014. "Wages and Wedges in an Estimated Labor Search Model," Boston College Working Papers in Economics 867, Boston College Department of Economics.
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