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Citations for "The computational experiment: an econometric tool"

by Finn E. Kydland & Edward C. Prescott

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  1. Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 3-30, Spring.
  2. Luisa Fuster, 1997. "Is altruism important for understanding the long-run effects of social security?," Economics Working Papers 234, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
  4. David E. Altig & Charles T. Carlstrom, 1996. "Marginal tax rates and income inequality in a life-cycle model," Working Paper 9621, Federal Reserve Bank of Cleveland.
  5. JOSEPH Charles & DEWANDARU Janu & GUNADI Iman, . "Playing Hard or Soft? : A Simulation of Indonesian Monetary Policy in Targeting Low Inflation Using a Dynamic General Equilibrium Model," EcoMod2003 330700074, EcoMod.
  6. Gregory J. WERDEN, 1997. "Simulating The Effects Of Differentiated Products Mergers: A Practitioners' Guide," Department of Resource Economics Regional Research Project 967, University of Massachusetts.
  7. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
  8. Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September.
  9. John Landon-Lane & Filippo Occhino, 2004. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers 200415, Rutgers University, Department of Economics.
  10. Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Bomfim, Antulio N., 2001. "Measurement error in general equilibrium: the aggregate effects of noisy economic indicators," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 585-603, December.
  12. Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Departmental Working Papers _175, Chinese University of Hong Kong, Department of Economics.
  13. Todd Guilfoos & Andreas Pape, 2016. "Predicting human cooperation in the Prisoner’s Dilemma using case-based decision theory," Theory and Decision, Springer, vol. 80(1), pages 1-32, January.
  14. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
  15. Thomas Brenner & Claudia Werker, 2004. "Empirical Calibration of Simulation Models," Computing in Economics and Finance 2004 89, Society for Computational Economics.
  16. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "La TVA sociale: bonne ou mauvaise idée?," TSE Working Papers 09-038, Toulouse School of Economics (TSE).
  17. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
  18. Lise, Jeremy & Seitz, Shannon & Smith, Jeffrey A., 2005. "Evaluating Search and Matching Models Using Experimental Data," IZA Discussion Papers 1717, Institute for the Study of Labor (IZA).
  19. Stéphane Pallage & Christian Zimmermann, 1999. "Assurance chômage et sociétés," Cahiers de recherche du Département des sciences économiques, UQAM 9904, Université du Québec à Montréal, Département des sciences économiques.
  20. Bruno Chiarini & Paolo Piselli, 2000. "Aggregate Fluctuations In A Unionized Labor Market," Working Papers 2_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  21. Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
  22. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
  23. M. Ayhan Kose & Raymond Riezman, 2013. "Trade shocks and macroeconomic fluctuations in Africa," World Scientific Book Chapters, in: International Trade Agreements and Political Economy, chapter 19, pages 369-394 World Scientific Publishing Co. Pte. Ltd..
  24. 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.
  25. Michael Haliassos & Christis Hassapis, 1997. "Non-expected Utility, Saving, and Portfolios," Macroeconomics 9709003, EconWPA, revised 11 Apr 1998.
  26. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  27. Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
  28. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-31.
  29. Leung, Charles Ka Yui, 2014. "Error correction dynamics of house prices: an equilibrium benchmark," Globalization and Monetary Policy Institute Working Paper 177, Federal Reserve Bank of Dallas.
  30. O'Farrell, Rory, 2012. "The effect of international firm mobility on wages and unemployment," Labour Economics, Elsevier, vol. 19(6), pages 931-943.
  31. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  32. Schmidt, Torsten & Zimmermann, Tobias, 2005. "Effects of Oil Price Shocks on German Business Cycles," RWI Discussion Papers 31, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI).
  33. K. Vela Velupillai, 2006. "Variations on the Theme of Conning in Mathematical Economics," Working Papers 112, National University of Ireland Galway, Department of Economics, revised 2006.
  34. Frank Smets & Raf Wouters, 2002. "Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  35. Viktors Ajevskis & Kristine Vitola, 2009. "Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective," Working Papers 2009/04, Latvijas Banka.
  36. Bomfim, Antulio N., 2001. "Heterogeneous forecasts and aggregate dynamics," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 145-161, February.
  37. Diego Restuccia & Guillaume Vandenbroucke, 2010. "The Evolution of Education: A Macroeconomic Analysis," Working Papers tecipa-388, University of Toronto, Department of Economics.
  38. João Faria & Joaquim Andrade, 1998. "Investment, credit, and endogenous cycles," Journal of Economics, Springer, vol. 67(2), pages 135-143, June.
  39. Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
  40. Kapounek, Svatopluk, 2009. "Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application," MPRA Paper 27567, University Library of Munich, Germany.
  41. Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
  42. Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  43. James J. Heckman, 2010. "Building Bridges between Structural and Program Evaluation Approaches to Evaluating Policy," Journal of Economic Literature, American Economic Association, vol. 48(2), pages 356-98, June.
  44. David E. Altig & Charles T. Carlstrom & Kevin J. Lansing, 1995. "Computable general-equilibrium models and monetary policy advice," Working Paper 9503, Federal Reserve Bank of Cleveland.
  45. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April.
  46. Dye, Ronald A., 2001. "An evaluation of "essays on disclosure" and the disclosure literature in accounting," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 181-235, December.
  47. Hui Huang & John Whalley, 2003. "The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach," NBER Working Papers 10137, National Bureau of Economic Research, Inc.
  48. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany.
  49. Canova, Fabio & Paustian, Matthias, 2011. "Business cycle measurement with some theory," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 345-361.
  50. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
  51. Frank Smets & Raf Wouters, 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, 09.
  52. Fernando Ballabriga, 2002. "The development of quantitative empirical analysis in macroeconomics," European Economy - Economic Papers 2008 - 2015 168, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  53. Alfonso Novales, 2000. "The role of simulation methods in Macroeconomics," Spanish Economic Review, Springer;Spanish Economic Association, vol. 2(3), pages 155-181.
  54. Charles F. Manski, 2000. "Economic Analysis of Social Interactions," Journal of Economic Perspectives, American Economic Association, vol. 14(3), pages 115-136, Summer.
  55. Senbeta, Sisay, 2011. "How applicable are the new keynesian DSGE models to a typical low-income economy?," MPRA Paper 30931, University Library of Munich, Germany.
  56. Sahoo, A., 2008. "Essays on the Indian economy : Competitive pressure, productivity and performance," Other publications TiSEM 374e9035-815c-43fe-a68e-e, Tilburg University, School of Economics and Management.
  57. Rodrigo Garcá-Verdú, 2005. "Factor Shares from Household Survey Data," DEGIT Conference Papers c010_057, DEGIT, Dynamics, Economic Growth, and International Trade.
  58. Galí, Jordi, 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?," CEPR Discussion Papers 1499, C.E.P.R. Discussion Papers.
  59. Haider, Adnan & Khan, Safdar Ullah, 2008. "A Small Open Economy DSGE Model for Pakistan," MPRA Paper 12977, University Library of Munich, Germany, revised 17 Jan 2009.
  60. Gnidchenko, Andrey, 2011. "Моделирование Технологических И Институциональных Эффектов В Макроэкономическом Прогнозировании
    [Technological and Institutional Effects Modeling in Macroeconomic Forecasting]
    ," MPRA Paper 35484, University Library of Munich, Germany, revised May 2011.
  61. Ana María Iregui B. & Ligia Alba Melo B., . "La transmisión de la política monetaria sobre el consumo en presencia de restricciones de liquidez," Borradores de Economia 547, Banco de la Republica de Colombia.
  62. Kris Jacobs, 2001. "Estimating Nonseparable Preference Specifications for Asset Market Participants," CIRANO Working Papers 2001s-12, CIRANO.
  63. Afonso, Oscar & Leite, Rui, 2010. "Learning-by-doing, technology-adoption costs and wage inequality," Economic Modelling, Elsevier, vol. 27(5), pages 1069-1078, September.
  64. Cagri S. Kumru & Athanasios C. Thanopoulos, 2011. "Self-control Preferences and Taxation: A Quantitative Analysis in a Life Cycle Model," ANU Working Papers in Economics and Econometrics 2011-546, Australian National University, College of Business and Economics, School of Economics.
  65. Prof John Foster, 2007. "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series 343, School of Economics, University of Queensland, Australia.
  66. J. Subrick & Andrew Young, 2010. "Nobelity and novelty: Finn Kydland and Edward Prescott’s contributions viewed from Vienna," The Review of Austrian Economics, Springer, vol. 23(1), pages 35-53, March.
  67. 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.
  68. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
  69. Hertel, Thomas W. & Reimer, Jeffrey J. & Valenzuela, Ernesto, 2003. "Incorporating Commodity Stockholding Behavior Into A Short-Run General Equilibrium Model Of The Global Economy," 2003 Annual meeting, July 27-30, Montreal, Canada 22110, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  70. repec:zbw:rwidps:0031 is not listed on IDEAS
  71. Tesfatsion, Leigh, 2006. "Agent-Based Computational Modeling And Macroeconomics," Staff General Research Papers 12402, Iowa State University, Department of Economics.
  72. Yunyong Thaicharoen & Sra Chuenchoksan & Ashvin Ahuja, 2007. "Big elephants in small ponds: Risk absorption, risk diversification and management of capital flows," Working Papers 2007-02, Economic Research Department, Bank of Thailand.
  73. Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
  74. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
  75. Torsten Schmidt & Tobias Zimmermann, 2005. "Effects of Oil Price Shocks on German Business Cycles," RWI Discussion Papers 0036, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
  76. Christian Fachat, 2000. "Agency Costs, Net Worth, and the Credit Channel of Monetary Transmission," Bonn Econ Discussion Papers bgse3_2000, University of Bonn, Germany.
  77. Sahoo, Amarendra & ten Raa, Thijs, 2012. "Wage–productivity differentials and Indian economic efficiency," Economic Modelling, Elsevier, vol. 29(2), pages 341-348.
  78. Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.
  79. Engsted, Tom, 2002. " Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 301-55, July.
  80. Gwen Eudey & Roberto Perli, 1999. "Regime-switching in expectations over the business cycle," Working Papers 99-17, Federal Reserve Bank of Philadelphia.
  81. Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
  82. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Society for Computational Economics, vol. 23(4), pages 343-377, 06.
  83. M. Martin Boyer & Charles M. Nyce, 2002. "Banks as Insurance Referral Agents? The Convergence of Financial Services: Evidence from the Title Insurance Industry," CIRANO Working Papers 2002s-78, CIRANO.
  84. Jonathan Berk & Richard C. Green & Vasant Naik, . "Optimal Investment, Growth Options and Security Returns," GSIA Working Papers 64, Carnegie Mellon University, Tepper School of Business.
  85. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  86. F.A.G. den Butter & S.J. Koopman, 1997. "Interaction between Supply and Demand Shocks in Production and Employment," Tinbergen Institute Discussion Papers 97-052/3, Tinbergen Institute.
  87. Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
  88. Lucke, Bernd, 2002. "Die Real-Business-Cycle Theorie und ihre Relevanz für die Konjunkturanalyse," HWWA Discussion Papers 178, Hamburg Institute of International Economics (HWWA).
  89. Celsa Machado, 2001. "Measuring Business Cycles: The Real Business Cycle Approach and Related Controversies," FEP Working Papers 107, Universidade do Porto, Faculdade de Economia do Porto.
  90. Barabas, György & Gebhardt, Heinz & Münch, Heinz Josef & Schmidt, Christoph M. & Schmidt, Torsten & Breitung, Jörg, 2005. "Methoden mittelfristiger gesamtwirtschaftlicher Projektionen: Dienstleistungsvorhaben im Auftrag des Bundesministeriums für Wirtschaft und Arbeit, Projektnummer 02/05. Vorläufiger Endbericht," RWI Projektberichte, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), number 69948.
  91. Manuel Gomez, 2003. "Effects of Flat-Rate Taxes: to What Extent Does the Leisure Specification Matter?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 404-430, April.
  92. Hertel, Thomas W. & Reimer, Jeffrey J. & Valenzuela, Ernesto, 2005. "Incorporating commodity stockholding into a general equilibrium model of the global economy," Economic Modelling, Elsevier, vol. 22(4), pages 646-664, July.
  93. Richard Rogerson, 1997. "Theory Ahead of Language in the Economics of Unemployment," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 73-92, Winter.
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