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Citations for "The role of expectations in the FRB/US macroeconomic model"

by Flint Brayton & Eileen Mauskopf & David Reifschneider & Peter Tinsley & John Williams

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  1. James Clouse & Dale Henderson & Athanasios Orphanides & David Small & Peter Tinsley, 2000. "Monetary policy when the nominal short-term interest rate is zero," Finance and Economics Discussion Series 2000-51, Board of Governors of the Federal Reserve System (U.S.).
  2. Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations," CFS Working Paper Series 2004/24, Center for Financial Studies (CFS).
  3. David Reifschneider & John C. Williams, 1999. "Three lessons for monetary policy in a low inflation era," Finance and Economics Discussion Series 1999-44, Board of Governors of the Federal Reserve System (U.S.).
  4. Lars O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," NBER Working Papers 11392, National Bureau of Economic Research, Inc.
  5. Ironside, Brian & Tetlow, Robert J., 2005. "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers 5305, C.E.P.R. Discussion Papers.
  6. Ellen R. McGrattan, 1999. "Predicting the effects of Federal Reserve policy in a sticky-price model: an analytical approach," Working Papers 598, Federal Reserve Bank of Minneapolis.
  7. Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
  8. Sujit Chakravorti & William R. Emmons, 2001. "Who pays for credit cards?," Occasional Paper; Emerging Payments EPS-2001-1, Federal Reserve Bank of Chicago.
  9. Corinne Houizot & Francisco Serranito & Hélène Baudchon & Catherine Mathieu, 2000. "Plus-values, consommation et épargne. Une estimation de l'effet richesse aux États- Unis et au Royaume- Uni," Revue de l'OFCE, Programme National Persée, vol. 73(1), pages 197-240.
  10. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
  11. Buiter, Willem H., 2008. "Housing Wealth isn't Wealth," CEPR Discussion Papers 6920, C.E.P.R. Discussion Papers.
  12. Andrew T. Levin & John H. Rogers & Ralph W. Tryon, 1997. "A guide to FRB/Global," International Finance Discussion Papers 588, Board of Governors of the Federal Reserve System (U.S.).
  13. John M. Roberts, 2004. "Monetary policy and inflation dynamics," Finance and Economics Discussion Series 2004-62, Board of Governors of the Federal Reserve System (U.S.).
  14. Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series 0251, European Central Bank.
  15. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02.
  16. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50.
  17. Antulio N. Bomfim & Glenn D. Rudebusch, 1998. "Opportunistic and deliberate disinflation under imperfect credibility," Finance and Economics Discussion Series 1998-01, Board of Governors of the Federal Reserve System (U.S.).
  18. Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
  19. Sharon Kozicki & P.A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
  20. Chan G. Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Paper 9713, Federal Reserve Bank of Cleveland.
  21. Levin, Andrew T. & Williams, John C., 2003. "Robust monetary policy with competing reference models," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 945-975, July.
  22. Roberto M. Billi & George A. Kahn, 2008. "What is the optimal inflation rate?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-28.
  23. Frederic S. Mishkin, 2007. "Housing and the Monetary Transmission Mechanism," NBER Working Papers 13518, National Bureau of Economic Research, Inc.
  24. Peter von zur Muehlen, 2001. "The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model," Finance and Economics Discussion Series 2001-12, Board of Governors of the Federal Reserve System (U.S.).
  25. Thomas Laubach & John C. Williams, 2001. "Measuring the natural rate of interest," Finance and Economics Discussion Series 2001-56, Board of Governors of the Federal Reserve System (U.S.).
  26. Athanasios Orphanides & John Williams, 2004. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," NBER Chapters, in: The Inflation-Targeting Debate, pages 201-246 National Bureau of Economic Research, Inc.
  27. David Reifschneider & Peter Tulip, 2007. "Gauging the uncertainty of the economic outlook from historical forecasting errors," Finance and Economics Discussion Series 2007-60, Board of Governors of the Federal Reserve System (U.S.).
  28. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2, pages 1-24.
  29. Don Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
  30. John C. Williams, 2003. "Simple rules for monetary policy," Economic Review, Federal Reserve Bank of San Francisco, pages 1-12.
  31. John C. Williams, 2009. "Heeding Daedalus: Optimal inflation and the zero lower bound," Working Paper Series 2009-23, Federal Reserve Bank of San Francisco.
  32. Robert J. Tetlow & Peter von zur Muehlen, 2000. "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series 2000-28, Board of Governors of the Federal Reserve System (U.S.).
  33. Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Working Papers 03-13, Bank of Canada.
  34. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  35. Luis A.V. Catão & Adrian Pagan, 2011. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.), Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 5, pages 105-144 Central Bank of Chile.
  36. Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
  37. Joseph E. Gagnon, 2007. "Productive Capacity, Product Varieties, and the Elasticities Approach to the Trade Balance," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 639-659, 09.
  38. Hess Chung & Jean-Philippe Laforte & David 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.
  39. David Dupuis, 2004. "The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States," Working Papers 04-31, Bank of Canada.
  40. Jaime Marquez, 2000. "The Puzzling Income Elasticity of US Imports," Econometric Society World Congress 2000 Contributed Papers 1128, Econometric Society.
  41. Philippe Jeanfils & Koen Burggraeve, 2005. "Noname - A new quarterly model for Belgium," Working Paper Research 68, National Bank of Belgium.
  42. Orphanides, Athanasios & Porter, Richard D. & Reifschneider, David & Tetlow, Robert & Finan, Frederico, 2000. "Errors in the measurement of the output gap and the design of monetary policy," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 117-141.
  43. David E Lindsey, 1997. "Discussion of 'The Smoothing of Official Interest Rates'," RBA Annual Conference Volume, in: Philip Lowe (ed.), Monetary Policy and Inflation Targeting Reserve Bank of Australia.
  44. Hess Chung & Jean-Philippe Laforte & David Reifschneider & John C. Williams, 2011. "Estimating the macroeconomic effects of the Fed’s asset purchases," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan31.
  45. Robert H. Rasche, 2001. "Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions," Working Papers 2000-011, Federal Reserve Bank of St. Louis.
  46. 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.).
  47. Reifschneider, David L. & Roberts, John M., 2006. "Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 314-337, September.
  48. repec:spo:wpecon:info:hdl:2441/1784 is not listed on IDEAS
  49. John N. Muellbauer, 2007. "Housing, credit and consumer expenditure," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267- 334.
  50. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
  51. Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama, 2011. "The Quarterly Japanese Economic Model (Q-JEM): 2011 Version," Bank of Japan Working Paper Series 11-E-11, Bank of Japan.
  52. Rene Lalonde & Dirk Muir, 2007. "The Bank of Canada's Version of the Global Economy Model (BoC-GEM)," Technical Reports 98, Bank of Canada.
  53. Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Working Papers 01-14, Bank of Canada.
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