Likelihood Evaluation of Models with Occasionally Binding Constraints
Citations
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Cited by:
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Erwan Gautier & Cristrina Conflitti & Daniel Enderle & Ludmilla Fadejeva & Alex Grimaud & Eduardo Gutierrez & Valentin Jouvaceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco, 2026.
"Consumer price stickiness in the Euro Area during an inflation surge,"
Bank of Estonia Working Papers
wp2026-01, Bank of Estonia, revised 01 Jun 2026.
- Erwan Gautier & Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Alex Grimaud & Eduardo Gutierrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge," Working Papers 2026/01, Latvijas Banka.
- Erwan Gautier & Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Alex Grimaud & Eduardo Gutierrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer price stickiness in the euro area during an inflation surge," Temi di discussione (Economic working papers) 1524, Bank of Italy, Economic Research and International Relations Area.
- Gautier, Erwan & Conflitti, Cristina & Fadejeva, Ludmila & Grimaud, Alex & Jouvanceau, Valentin & Menz, Jan-Oliver & Paulus, Alari & Petroulas, Pavlos & Roldan-Blanco, Pau & Wieland, Elisabeth & Ender, 2026. "Consumer price stickiness in the euro area during an inflation surge," Working Paper Series 3181, European Central Bank.
- Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Erwan Gautier & Alex Grimaud & Eduardo Gutiérrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge," Working papers 1038, Banque de France.
- Erwan Gautier & Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Alex Grimaud & Eduardo Gutiérrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer price stickiness in the euro area during an inflation surge," Working Papers 2608, Banco de España.
- Eduardo Gutiérrez & Alari Paulus & Alex Grimaud & Daniel Enderle & Erwan Gautier & Cristina Conflitti & Ludmila Fadejeva & Valentin Jouvanceau & Jean-Oliver Menz & Pavlo Petroulas, 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge," Working Papers 1559, Barcelona School of Economics.
- Erwan Gautier & Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Alex Grimaud & Eduardo Gutierrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge," Bank of Lithuania Working Paper Series 141, Bank of Lithuania.
- Gautier, Erwan & Conflitti, Cristina & Enderle, Daniel & Fadejeva, Ludmila & Grimaud, Alex & Gutiérrez, Eduardo & Jouvanceau, Valentin & Menz, Jan-Oliver & Paulus, Alari & Petroulas, Pavlos & Roldan-, 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge," CEPR Discussion Papers 21149, Centre for Economic Policy Research.
- Erwan Gautier & Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Alex Grimaud & Eduardo Gutiérrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco, 2026. "Consumer price stickiness in the euro area during an inflation surge," Working Papers 357, Bank of Greece.
- Sahuc, Jean-Guillaume & Smets, Frank & Vermandel, Gauthier, 2024.
"The New Keynesian Climate Model,"
CEPR Discussion Papers
19745, Centre for Economic Policy Research.
- Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," Working Papers hal-04861307, HAL.
- Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," EconomiX Working Papers 2025-1, University of Paris Nanterre, EconomiX.
- Jean-Guillaume Sahuc & Gauthier Vermandel & Frank Smets, 2024. "The New Keynesian Climate Model," Working papers 977, Banque de France.
- Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022.
"Dynare: Reference Manual Version 5,"
Dynare Working Papers
72, CEPREMAP, revised Mar 2023.
- Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," PSE Working Papers hal-04219920, HAL.
- Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," Working Papers hal-04219920, HAL.
- Damioli, Giacomo & Gregori, Wildmer Daniel, 2023.
"Diplomatic relations and cross-border investments in the European Union,"
European Journal of Political Economy, Elsevier, vol. 76(C).
- Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," JRC Working Papers in Economics and Finance 2021-02, Joint Research Centre, European Commission.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2025.
"Estimating macroeconomic models of financial crises: An endogenous regime‐switching approach,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 1-47, January.
- Christopher Otrok & Andrew Foerster & Alessandro Rebucci & Gianluca Benigno, 2017. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach," 2017 Meeting Papers 572, Society for Economic Dynamics.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2021. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Working Paper Series 2020-10, Federal Reserve Bank of San Francisco.
- Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, Centre for Economic Policy Research.
- Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports 944, Federal Reserve Bank of New York.
- Gianluca Benigno & Andrew Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," NBER Working Papers 26935, National Bureau of Economic Research, Inc.
- Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2025.
"A general equilibrium approach to carbon permit banking,"
Journal of Environmental Economics and Management, Elsevier, vol. 129(C).
- : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025. "A General Equilibrium Approach to Carbon Permit Banking," Working Papers hal-04861311, HAL.
- Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025. "A General Equilibrium Approach to Carbon Permit Banking," EconomiX Working Papers 2025-5, University of Paris Nanterre, EconomiX.
- Loick Dubois & Jean-Guillaume Sahuc & Gauthier Vermandel, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Working papers 971, Banque de France.
- Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2023. "Environmental Subsidies to Mitigate Net-Zero Transition Costs," Working papers 910, Banque de France.
- Cristina Conflitti & Daniel Enderle & Ludmila Fadejeva & Erwan Gautier & Alex Grimaud & Eduardo Gutiérrez & Valentin Jouvanceau & Jan-Oliver Menz & Alari Paulus & Pavlos Petroulas & Pau Roldan-Blanco , 2026. "Consumer Price Stickiness in the Euro Area During an Inflation Surge (Erwan Gautier, Cristina Conflitti, Daniel Enderle, Ludmila Fadejeva, Alex Grimaud, Eduardo Gutiérrez, Valentin Jouvanceau, Jan-Oliver Menz, Alari Paulus, Pavlos Petroulas, Pau Rold," Working Papers 273, Oesterreichische Nationalbank (Austrian Central Bank).
- Kim, Dohan, 2025. "The Asymmetric Bank Distress Amplifier of Recessions," Policy Research Working Paper Series 11170, The World Bank.
- Massimo Ferrari Minesso & Maria Sole Pagliari, 2022. "DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing," Working papers 884, Banque de France.
- Guido Ascari & Alexandre Carrier & Emanuel Gasteiger & Alex Grimaud & Gauthier Vermandel, 2025. "Monetary policy in the Euro Area, when Phillips curves ... are curves (Guido Ascari, Alexandre Carrier, Emanuel Gasteiger, Alex Grimaud, Gauthier Vermandel)," Working Papers 270, Oesterreichische Nationalbank (Austrian Central Bank).
- Bullard, James & Grimaud, Alex & Salle, Isabelle & Vermandel, Gauthier, 2026.
"Soft landing and inflation scares,"
Journal of Monetary Economics, Elsevier, vol. 157(C).
- Jim Bullard & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2025. "Soft Landing and Inflation Scares," Tinbergen Institute Discussion Papers 25-001/VI, Tinbergen Institute.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024.
"A Structural Investigation of Quantitative Easing,"
The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," CRC TR 224 Discussion Paper Series crctr224_2020_193, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021. "A structural investigation of quantitative easing," Discussion Papers 01/2021, Deutsche Bundesbank.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- C. Richard Higgins & Irfan A. Qureshi, 2025. "Changes in central bank leadership and inflation dynamics," Southern Economic Journal, John Wiley & Sons, vol. 91(4), pages 1440-1473, April.
- Kirsanova, Tatiana & Leith, Campbell & Machado, Celsa & Ribeiro, Ana Paula, 2025. "(Re)Evaluating recent macroeconomic policy in the US," European Economic Review, Elsevier, vol. 178(C).
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Nov 2025.
- Boehl, Gregor & Strobel, Felix, 2024. "The empirical performance of the financial accelerator since 2008," Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
- Donggyu Lee, 2024. "Unconventional Monetary Policies and Inequality," Staff Reports 1108, Federal Reserve Bank of New York.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance 2021-03, Joint Research Centre, European Commission.
- James Dean & Scott Schuh, 2026. "From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?," Empirical Economics, Springer, vol. 70(2), pages 1-48, February.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2025.
"DSGE Nash: Solving Nash games in macro models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2022. "DSGE Nash: solving Nash games in macro models," Working Paper Series 2678, European Central Bank.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, Centre for Economic Policy Research.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2022.
"Environmental Subsidies to Mitigate Transition risk,"
Working Papers
hal-04159804, HAL.
- Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2022. "Environmental Subsidies to Mitigate Transition risk," EconomiX Working Papers 2022-21, University of Paris Nanterre, EconomiX.
- Eric Jondeau & Gregory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2022. "Environmental Subsidies to Mitigate Transition Risk," Swiss Finance Institute Research Paper Series 22-45, Swiss Finance Institute.
- Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," JRC Working Papers in Economics and Finance 2021-08, Joint Research Centre, European Commission.
- Boehl, Gregor, 2022.
"Efficient solution and computation of models with occasionally binding constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2021_253, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Mølbak Ingholt, Marcus, 2022. "Multiple Credit Constraints and Time-Varying Macroeconomic Dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
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