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Citations for "DSGE Models and Central Banks"

by Tovar, Camilo Ernesto

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  1. 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.
  2. Karnizova, Lilia, 2010. "News versus sunspot shocks in a New Keynesian model," Economics Discussion Papers 2010-15, Kiel Institute for the World Economy (IfW).
  3. Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
  4. Renato Maino, 2012. "Tackling the “Too Big To Fail” conundrum: Integrating market and regulation," FMG Special Papers sp207, Financial Markets Group.
  5. Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009. "Spain in the euro: a general equilibrium analysis," Working Papers 0927, Banco de España;Working Papers Homepage.
  6. Jaromír Baxa & Roman Horváth & BoÅ™ek VaÅ¡Ã­Ä ek, 2011. "Time Varying Monetary Policy Rules and Financial Stress," Chapters, in: Handbook of Central Banking, Financial Regulation and Supervision, chapter 10 Edward Elgar Publishing.
  7. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
  8. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank, Research Department.
  9. Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner, 2013. "Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank," Research and Policy Notes 2013/02, Czech National Bank, Research Department.
  10. Horacio A. Aguirre, 2011. "On the “Science” of Monetary Policy: Methodological Notes," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(64), pages 83-115, October -.
  11. Cristiano Cantore & Miguel León-Ledesma & Peter McAdam & Alpo Willman, 2014. "Shocking Stuff: Technology, Hours, And Factor Substitution," Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 108-128, 02.
  12. Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.
  13. Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank, Research Department.
  14. Jan Vlcek & Scott Roger, 2012. "Macrofinancial Modeling At Central Banks; Recent Developments and Future Directions," IMF Working Papers 12/21, International Monetary Fund.
  15. Jonathan Benchimol, 2016. "Money and monetary policy in Israel during the last decade," Post-Print hal-01272174, HAL.
  16. Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015. "Monetary policy and commodity terms of trade shocks in emerging market economies," Economic Modelling, Elsevier, vol. 49(C), pages 53-71.
  17. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75 - 92, September.
  18. Jochen Michaelis, 2013. "Und dann werfen wir den Computer an – Anmerkungen zur Methodik der DSGE-Modelle," MAGKS Papers on Economics 201323, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  19. Kakarot-Handtke, Egmont, 2012. "Make a bubble, take a free lunch, break a bank," MPRA Paper 42996, University Library of Munich, Germany.
  20. Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
  21. Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
  22. 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.
  23. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, Elsevier.
  24. Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
  25. Paul Ormerod, 2010. "La crisis actual y la culpabilidad de la teoría macroeconómica," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 12(22), pages 111-128, January-J.
  26. Semko, Roman, 2011. "Bayesian estimation of small-scale DSGE model of the Ukrainian economy," MPRA Paper 35215, University Library of Munich, Germany.
  27. Jürgen Jerger & Oke Röhe, 2012. "Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain," Working Papers 118, Bavarian Graduate Program in Economics (BGPE).
  28. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 09/238, International Monetary Fund.
  29. Magdalena Szyszko, 2011. "The interdependences of central bank’s forecasts and economic agents inflation expectations.Empirical study," National Bank of Poland Working Papers 105, National Bank of Poland, Economic Institute.
  30. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
  31. 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.
  32. Pierre-Richard Agénor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 120, Economics, The Univeristy of Manchester.
  33. Ngalawa, Harold & Viegi, Nicola, 2013. "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
  34. Sergey Ivashchenko, 2011. "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series Ec-07/11, European University at St. Petersburg, Department of Economics, revised 20 Sep 2011.
  35. Jerger, Jürgen & Röhe, Oke, 2009. "Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain," University of Regensburg Working Papers in Business, Economics and Management Information Systems 453, University of Regensburg, Department of Economics.
  36. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
  37. Tamborini, Roberto, 2009. "The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 3, pages 1-23.
  38. Aliya Algozhina, 2012. "Monetary and Fiscal Policy Interactions in an Emerging Open Economy: A Non-Ricardian DSGE Approach," CERGE-EI Working Papers wp476, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  39. Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
  40. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  41. Branimir, Jovanovic & Magdalena, Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper 43162, University Library of Munich, Germany.
  42. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
  43. Sinitskaya, Ekaterina & Tesfatsion, Leigh, 2015. "Macroeconomies as constructively rational games," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 152-182.
  44. Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011. "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 510-524, November.
  45. Atif R. Mian & Amir Sufi, 2010. "Household Leverage and the Recession of 2007 to 2009," NBER Working Papers 15896, National Bureau of Economic Research, Inc.
  46. Fajar Oktiyanto & Harmanta & Nur M. Adhi Purwanto & Aditya Rachmanto, 2014. "Monetary Macroprudential Policy Mix under Financial Frictions Mechanism with DSGE Model," EcoMod2014 6840, EcoMod.
  47. Sergio A. Lago Alves, 2012. "Optimal Policy When the Inflation Target is not Optimal," Working Papers Series 271, Central Bank of Brazil, Research Department.
  48. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Papers 115, National Institute of Economic Research.
  49. Michael Hudson & Dirk Bezemer, 2012. "Incorporating the Rentier Sectors into a Financial Model," World Economic Review, World Economics Association, vol. 2012(1), pages 1, September.
  50. 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.
  51. Matthieu Charpe & Peter Flaschel & Florian Hartmann & Roberto Veneziani, 2012. "Towards Keynesian DSGD (isequilibrium) Modelling: Real-Financial Market Interactions with Heterogeneous Expectations Dynamics," IMK Working Paper 93-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  52. Clancy, Daragh & Merola, Rossana, 2014. "EIRE Mod- A DSGE Model for Ireland," Research Technical Papers 11/RT/14, Central Bank of Ireland.
  53. repec:onb:oenbwp:y::i:163:b:1 is not listed on IDEAS
  54. Al-Abri, Almukhtar Saif, 2014. "Optimal exchange rate policy for a small oil-exporting country: A dynamic general equilibrium perspective," Economic Modelling, Elsevier, vol. 36(C), pages 88-98.
  55. Felicitas NOWAK-LEHMANN D. & Inma MARTÍNEZ-ZARZOSO & Dierk HERZER & Stephan KLASEN & Axel DREHER, . "Foreign Aid and Its Effect on Per-Capita Income (Growth) in Recipient Countries: Pitfalls and Findings from a Time Series Perspective," EcoMod2010 259600121, EcoMod.
  56. Barseghyan Gayane, 2013. "An Estimated Dynamic Stochastic General Equilibrium Model for Armenian Economy," EERC Working Paper Series 13/11e, EERC Research Network, Russia and CIS.
  57. Dirk J. Bezemer, 2012. "Modelos contables y comprensión de la crisis financiera," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(26), pages 47-76, January-J.
  58. Pablo Paniagua, 2016. "The robust political economy of central banking and free banking," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 29(1), pages 15-32, March.
  59. Zhijian Wang & Bin Xu, 2014. "Cycling in stochastic general equilibrium," Papers 1410.8432,
  60. Kovács, János Mátyás, 2009. "Ex occidente flux. Vita a makroökonómia hasznáról és a közgazdaságtan felelősségéről
    [Ex occidente flux. A debate on the usefulness of macroeconomics and the responsibility of economics]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 881-912.
  61. Mellár, Tamás, 2010. "Válaszút előtt a makroökonómia?
    [Does macroeconomics face a dilemma?]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 591-611.
  62. Bezemer, Dirk J., 2010. "Understanding financial crisis through accounting models," Accounting, Organizations and Society, Elsevier, vol. 35(7), pages 676-688, October.
  63. Igor Ézio Maciel Silva & Nelson Leitão Paes & Jocildo Fernandes Bezerra, 2016. "Evidences Of Incomplete Interest Rate Pass-Through, Directed Credit And Cost Channel Of Monetary Policy In Brazil," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 036, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  64. William R. White, 2012. "Credit Crises and the Shortcomings of Traditional Policy Responses," OECD Economics Department Working Papers 971, OECD Publishing.
  65. Chatterjee, Sidharta, 2014. "Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?," MPRA Paper 53893, University Library of Munich, Germany.
  66. Eva Zamrazilová, 2011. "Měnová politika: staré lekce, nové výzvy
    [Monetary Policy: Old Lessons and New Challenges]
    ," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 3-21.
  67. Salas, Jorge, 2011. "Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 41-62.
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