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The Econometrics of Macroeconomic Modelling

Citations

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Cited by:

  1. Andersen, Henrik, 2011. "Procyclical implications of Basel II: Can the cyclicality of capital requirements be contained?," Journal of Financial Stability, Elsevier, vol. 7(3), pages 138-154, August.
  2. Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
  3. Q. Akram, 2010. "What horizon for targeting inflation?," Empirical Economics, Springer, vol. 39(3), pages 675-702, December.
  4. Boug, Pål & Brasch, Thomas von & Cappelen, Ådne & Hammersland, Roger & Hungnes, Håvard & Kolsrud, Dag & Skretting, Julia & Strøm, Birger & Vigtel, Trond C., 2023. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Journal of Macroeconomics, Elsevier, vol. 76(C).
  5. Bårdsen, Gunnar & Nymoen, Ragnar, 2006. "U.S. natural rate dynamics reconsidered," Memorandum 13/2006, Oslo University, Department of Economics.
  6. Ragnar Nymoen & Kari Pedersen & Jon Ivar Sjåberg, 2019. "Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies," IJFS, MDPI, vol. 7(2), pages 1-20, May.
  7. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
  8. Dag Kolsrud & Ragnar Nymoen, 2014. "Macroeconomic Stability or Cycles? The Role of the Wage-Price Spiral," Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 41-68, June.
  9. Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
  10. Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
  11. Q. Farooq Akram & Ragnar Nymoen, 2009. "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 35-68, February.
  12. Rita Duarte & Carlos Marques, 2013. "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Empirical Economics, Springer, vol. 44(2), pages 613-638, April.
  13. Jukka Ruohonen & Sami Hyrynsalmi, 2017. "Evaluating the use of internet search volumes for time series modeling of sales in the video game industry," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(4), pages 351-370, November.
  14. Carlos Robalo Marques & Rita Duarte, 2009. "Wage and Price Dynamics in the United States and the Euro Area," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  15. Constantin Anghelache & Ligia Prodan, 2013. "The Use of Simple Regression in Macroeconomic Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(4), pages 168-172, December.
  16. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
  17. Marit Gjelsvik & Ragnar Nymoen & Victoria Sparrman, 2020. "Cointegration and Structure in Norwegian Wage–Price Dynamics," Econometrics, MDPI, vol. 8(3), pages 1-15, July.
  18. Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
  19. Gjelsvik, Marit Linnea & Nymoen, Ragnar & Sparrman, Victoria, 2015. "Have Inflation Targeting and EU labour Immigration Changed the System of Wage Formation in Norway," Memorandum 18/2015, Oslo University, Department of Economics.
  20. Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
  21. Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
  22. Forslund, Anders & Gottfries, Nils & Westermark, Andreas, 2005. "Real and Nominal Wage Adjustment in Open Economies," Working Paper Series 2005:18, Uppsala University, Department of Economics.
  23. DREGER, Christian & REIMERS, Hans-Eggert, 2011. "On The Role Of Sectoral And National Wage Components In The Wage Bargaining Process," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 11(1).
  24. Alexandru MANOLE & Mariana BUNEA & Ana CARP & Diana-Valentina SOARE & Maria MIREA, 2017. "Model analysis of the correlation between final consumption and its components," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(2), pages 105-113, February.
  25. Hammersland, Roger & Træe, Cathrine Bolstad, 2014. "The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions," Economic Modelling, Elsevier, vol. 36(C), pages 517-537.
  26. Gunnar Bårdsen & Dag Kolsrud & Ragnar Nymoen, 2017. "Forecast robustness in macroeconometric models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 629-639, September.
  27. Bjørnar Karlsen Kivedal, 2018. "A new Keynesian framework and wage and price dynamics in the USA," Empirical Economics, Springer, vol. 55(3), pages 1271-1289, November.
  28. Skrypnik, Dmitriy, 2016. "A Macroeconomic Model of the Russian Economy," MPRA Paper 93506, University Library of Munich, Germany.
  29. Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006. "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers 460, Statistics Norway, Research Department.
  30. Skrove Falch, Nina & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
  31. Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  32. Takamitsu Kurita, 2019. "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 251-270, June.
  33. Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
  34. Kees Folmer, 2009. "Why do macro wage elasticities diverge?," CPB Memorandum 224.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  35. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-29.
  36. ENESCU Marian & ENESCU Maria, 2015. "Foreign Direct Investments In The Economic Development Of Romania," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(3), pages 128-136, December.
  37. Thomas von Brasch & Marit Linnea Gjelsvik & Victoria Sparrman, 2018. "Deunionization and job polarization – a macroeconomic model analysis for a small open economy," Economic Systems Research, Taylor & Francis Journals, vol. 30(3), pages 380-399, July.
  38. Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-18.
  39. Kurita, Takamitsu, 2010. "Empirical modeling of Japan's markup and inflation, 1976-2000," Journal of Asian Economics, Elsevier, vol. 21(6), pages 552-563, December.
  40. Constantin ANGHELACHE & Doina BUREA & Alexandru URSACHE, 2017. "The main interconnections between balance of payments indicators and the macroeconomic aggregates results," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(3), pages 189-196, March.
  41. Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
  42. Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Ioan PARTACHI & Emilia STANCIU & Bogdan DRAGOMIR, 2014. "Macro-economic Analysis based on Econometric Models," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(10), pages 46-54, Octomber.
  43. Sven Schreiber, 2012. "Estimating the natural rate of unemployment in euro-area countries with co-integrated systems," Applied Economics, Taylor & Francis Journals, vol. 44(10), pages 1315-1335, April.
  44. Bårdsen, Gunnar & den Reijer, Ard & Jonasson, Patrik & Nymoen, Ragnar, 2012. "MOSES: Model for studying the economy of Sweden," Economic Modelling, Elsevier, vol. 29(6), pages 2566-2582.
  45. Pål Boug & Ådne Cappelen & Anders R. Swensen, 2011. "The new Keynesian Phillips curve: Does it fit Norwegian data?," Discussion Papers 652, Statistics Norway, Research Department.
  46. Anders Forslund & Nils Gottfries & Andreas Westermark, 2008. "Prices, Productivity and Wage Bargaining in Open Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(1), pages 169-195, March.
  47. Florin Paul Costel LILEA & Andreea – Ioana MARINESCU, 2017. "Macroeconomic Forecast Models – Concepts And Theoretical Notions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 118-123, June.
  48. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, vol. 24(5), pages 853-879, November.
  49. Robert Kelm & Izabela Sobiech Pellegrini, 2023. "Import inflacji i sprzężenie płacowo-cenowe w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 48-70.
  50. Constantin ANGHELACHE & Mădălina-Gabriela ANGHEL & Iulian RADU, 2021. "Multifactorial analysis of the price formation in the terms of a risk-free rate," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(628), A), pages 33-44, Autumn.
  51. Kåre Johansen & Ørjan Mydland & Bjarne Strøm, 2007. "Politics in wage setting: does government colour matter?," Economics of Governance, Springer, vol. 8(2), pages 95-109, February.
  52. Constantin ANGHELACHE & Madalina Gabriela ANGHEL, 2017. "Econometric Methods And Models Used In The Analysis Of The Factorial Influence Of The Gross Domestic Product Growth," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 9, pages 67-78, June.
  53. Marc van der Steeg & Roel van Elk & Dinand Webbink, 2012. "Does intensive coaching reduce school dropout?," CPB Discussion Paper 224.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  54. André K. Anundsen & Ragnar Nymoen & Tord S. Krogh & Jon Vislie, 2012. "The macroeconomics of Trygve Haavelmo," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 37, pages 1-2.
  55. Alexandru MANOLE & Emilia STANCIU, 2017. "The Importance Of The Forecasting Methodology In Establishing And Evaluating The National Action Directions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 154-162, June.
  56. Mitze, Timo & Stephan, Andreas, 2013. "Simultaneous-equations Analysis in Regional Science and Economic Geography," Working Paper Series in Economics and Institutions of Innovation 309, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  57. Eltahir Yassin, 2019. "Accommodation Versus Control Suggested Model to Macro-Economics," Economics, Sciendo, vol. 7(1), pages 95-110, June.
  58. Constantin ANGHELACHE & Mădălina-Gabriela ANGHEL & Ștefan Virgil IACOB, 2022. "Romania's economy on the threshold of recession," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(630), S), pages 27-38, Spring.
  59. Akram, Q. Farooq, 2014. "Macro effects of capital requirements and macroprudential policy," Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
  60. Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind, 2012. "Interpreting the evidence for New Keynesian models of inflation dynamics," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 253-263.
  61. Genaro Sucarrat, 2010. "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
  62. Mauro Costantini & Sergio de Nardis, 2007. "Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy," ISAE Working Papers 86, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  63. Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, vol. 7(4), pages 1-35, October.
  64. Ligia Prodan, 2015. "Econometric Analysis Model of the Correlation between Final Consumption and Gross Disposable Income," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(3), pages 50-57, July.
  65. repec:elg:eechap:14395_7 is not listed on IDEAS
  66. Gunnar Bårdsen & Stan Hurn & Zoë Mchugh, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, June.
  67. Bojan Nastav & Štefan Bojnec, 2008. "Small Businesses and the Shadow Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(01-02), pages 68-81, January.
  68. Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
  69. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
  70. Dag Kolsrud & Ragnar Nymoen, 2012. "Modelling the heuristic dynamics of the wage and price curve model of equilibrium unemployment," Discussion Papers 671, Statistics Norway, Research Department.
  71. Alexandru MANOLE & Madalina-Gabriela ANGHEL & Alexandru BADIU & Doina AVRAM, 2017. "Theoretical considerations regarding the main macroeconomic proportions and correlations," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(3), pages 169-181, March.
  72. Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper 2006/13, Norges Bank.
  73. Ben-Haim, Yakov, 2009. "Info-gap forecasting and the advantage of sub-optimal models," European Journal of Operational Research, Elsevier, vol. 197(1), pages 203-213, August.
  74. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
  75. Attilio Zanetti, 2007. "Do Wages Lead Inflation? Swiss Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 67-92, March.
  76. Ragnar Nymoen, 2017. "Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation," Econometrics, MDPI, vol. 5(1), pages 1-54, January.
  77. Ligia Prodan & Raluca Georgiana Moscu & Carmen Judith Grigorescu, 2014. "Statistical Analysis of Correlation Between Gross Domestic Product per Inhabitant and Employment Rate of People by Participation in Economic Activity by Regions," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 47-56, March.
  78. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers 731, Statistics Norway, Research Department.
  79. Roger Hammersland & Cathrine Bolstad Træe, 2011. "The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway," Discussion Papers 668, Statistics Norway, Research Department.
  80. Almaas, Synne S. & Kurita, Takamitsu, 2019. "Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions," Journal of Asian Economics, Elsevier, vol. 61(C), pages 51-64.
  81. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
  82. Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020. "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers 927, Statistics Norway, Research Department.
  83. Algirdas Bartkus, 2017. "The minimum wage and the Lithuanian labour market," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(1), pages 47-75, January.
  84. Скрыпник Д.В., 2016. "Макроэкономическая Модель Российской Экономики," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(3), pages 92-113, июль.
  85. Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
  86. von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021. "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, vol. 101(C).
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