Michal Andrle
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Michal Andrle & Patrick Blagrave, 2020.
"Agricultural Market Integration in India,"
IMF Working Papers
2020/115, International Monetary Fund.
Cited by:
- Ramadas Sendhil & Kashish Arora & Sunny Kumar & Priyanka Lal & Arnab Roy & Ramalingam Jayakumara Varadan & Sivasankar Vedi & Anandan Pouchepparadjou, 2023. "Price Dynamics and Integration in India’s Staple Food Commodities—Evidence from Wholesale and Retail Rice and Wheat Markets," Commodities, MDPI, vol. 2(1), pages 1-21, February.
- Sami Khedhiri, 2023. "The impact of COVID‐19 on agricultural market integration in Eastern Canada," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(2), pages 371-386, April.
- Ranjit Kumar Paul & Tanmoy Karak, 2022. "Asymmetric Price Transmission: A Case of Wheat in India," Agriculture, MDPI, vol. 12(3), pages 1-17, March.
- Michal Andrle & Mr. Benjamin L Hunt, 2020.
"Model-Based Globally-Consistent Risk Assessment,"
IMF Working Papers
2020/064, International Monetary Fund.
Cited by:
- Andrew Binning, 2022. "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series 22/02, New Zealand Treasury.
- Francisco Louçã & Alexandre Abreu & Gonçalo Pessa Costa, 2021. "Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions [Forward guidance without common knowledge]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 273-296.
- Andrew Binning, 2024. "Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach," Treasury Working Paper Series 24/02, New Zealand Treasury.
- Michal Andrle & Miroslav Plašil, 2019.
"Assessing House Prices in Canada,"
IMF Working Papers
2019/248, International Monetary Fund.
Cited by:
- Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
- Michal Andrle & Miroslav Plašil, 2019.
"Assessing House Prices with Prudential and Valuation Measures,"
IMF Working Papers
2019/059, International Monetary Fund.
Cited by:
- Frederik Schröder, 2023. "Linkages Between Property Prices and Macroeconomic Determinants: Evidence from Germany," ACTA VSFS, University of Finance and Administration, vol. 17(2), pages 145-160.
- Petr Polak & Lubos Komarek, 2020. "Mortgage loan regulation instruments around the world," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2020, pages 13-19, Czech National Bank.
- C. O. Iroham & M. E. Emetere & H. I. Okagbue & O. Ogunkoya & O. D. Durodola & N. J. Peter & O. M. Akinwale, 2019. "Modified Pricing Model for Negotiation of Mortgage Valuation Between Estate Surveyors and Valuers and Their Clients," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 20(4), pages 337-347, December.
- Martin Cesnak & Jan Klacso, 2021. "Assessing real estate prices in Slovakia - a structural approach," Working and Discussion Papers WP 3/2021, Research Department, National Bank of Slovakia.
- Martin Cesnak & Jan Klacso & Patrik Kupkovic & Andrej Moravcik & Stefan Rychtarik & Roman Vrbovsky, 2024. "Assessing Residential Real Estate prices in Slovakia: Possible Approaches and Indices," Working and Discussion Papers OP 1/2024, Research Department, National Bank of Slovakia.
- Michal Andrle & Miroslav Plašil, 2019. "Assessing House Prices in Canada," IMF Working Papers 2019/248, International Monetary Fund.
- Michal Andrle, 2019.
"The Present Value of Corporate Profits: A Forecasters' Survey Perspective,"
IMF Working Papers
2019/012, International Monetary Fund.
Cited by:
- Martin Casta, 2021. "Deriving Equity Risk Premium Using Dividend Futures," Working Papers 2021/1, Czech National Bank.
- Michal Andrle & Mr. Alvar Kangur & Mr. Mehdi Raissi, 2018.
"Italy: Quantifying the Benefits of a Comprehensive Reform Package,"
IMF Working Papers
2018/060, International Monetary Fund.
Cited by:
- Mariana Colacelli & Emilio Fernández Corugedo, 2018. "Macroeconomic Effects of Japan’s Demographics: Can Structural Reforms Reverse Them?," IMF Working Papers 2018/248, International Monetary Fund.
- Michal Andrle & Mr. Shafik Hebous & Mr. Alvar Kangur & Mr. Mehdi Raissi, 2018.
"Italy: Toward a Growth-Friendly Fiscal Reform,"
IMF Working Papers
2018/059, International Monetary Fund.
- Michal Andrle & Shafik Hebous & Alvar Kangur & Mehdi Raissi, 2021. "Italy: toward a growth-friendly fiscal reform," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 385-420, April.
- Mr. Daniel Garcia-Macia, 2020. "Labor Costs and Corporate Investment in Italy," IMF Working Papers 2020/038, International Monetary Fund.
- Nazim Belhocine & Mr. Daniel Garcia-Macia, 2020. "Identifying Service Market Reform Priorities in Italy," IMF Working Papers 2020/039, International Monetary Fund.
- Michal Andrle & Mr. Shafik Hebous & Mr. Alvar Kangur & Mr. Mehdi Raissi, 2018.
"Italy: Toward a Growth-Friendly Fiscal Reform,"
IMF Working Papers
2018/059, International Monetary Fund.
- Michal Andrle & Shafik Hebous & Alvar Kangur & Mehdi Raissi, 2021. "Italy: toward a growth-friendly fiscal reform," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 385-420, April.
Cited by:
- Michal Andrle & Mr. Alvar Kangur & Mr. Mehdi Raissi, 2018. "Italy: Quantifying the Benefits of a Comprehensive Reform Package," IMF Working Papers 2018/060, International Monetary Fund.
- Nicola Curci & Marco Savegnago, 2019. "Shifting taxes from labour to consumption: the efficiency-equity trade-off," Temi di discussione (Economic working papers) 1244, Bank of Italy, Economic Research and International Relations Area.
- Emile Cammeraat & Ernesto Crivelli, 2020. "Toward a Comprehensive Tax Reform for Italy," IMF Working Papers 2020/037, International Monetary Fund.
- Carlo Mazzaferro, 2018. "Is the Italian NDC pension system really sustainable?Parameters’ design and consistency," Center for the Analysis of Public Policies (CAPP) 0164, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Zhiwei Liu & Yonglei Fang & Lei Ma, 2022. "A Study on the Impact of Population Age Structure Change on Economic Growth in China," Sustainability, MDPI, vol. 14(7), pages 1-15, March.
- Paolo Caro, 2020. "Decomposing Personal Income Tax Redistribution with Application to Italy," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 113-129, March.
- D'ANDRIA Diego & DEBACKER Jason & EVANS Richard W. & PYCROFT Jonathan & ZACHLOD-JELEC Magdalena, 2021. "Taxing income or consumption: macroeconomic and distributional effects for Italy," JRC Working Papers on Taxation & Structural Reforms 2021-13, Joint Research Centre.
- Daniele Franco & Pietro Tommasino, 2020. "Lessons From Italy: A Good Pension System Needs an Effective Broader Social Policy Framework," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(2), pages 73-81, March.
- Michal Andrle & Vladimír Tomšík & Mr. Jan Vlcek, 2017.
"Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe,"
IMF Working Papers
2017/024, International Monetary Fund.
- Michal Andrle & Josef C. Brada & Vladimír Tomšík & Jan Vlček, 2019. "Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe," Eastern European Economics, Taylor & Francis Journals, vol. 57(1), pages 50-69, January.
Cited by:
- Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Bank of Finland Research Discussion Papers 10/2017, Bank of Finland.
- Festić Mejra & Črepinko Polona & Bratina Borut, 2020. "The Importance of Corporate Governance of Banks Concerning the Ownership in the International Environment," Naše gospodarstvo/Our economy, Sciendo, vol. 66(4), pages 11-27, December.
- Michal Andrle & Miroslav Plasil, 2017.
"System Priors for Econometric Time Series,"
Working Papers
2017/01, Czech National Bank.
- Michal Andrle & Miroslav Plašil, 2016. "System Priors for Econometric Time Series," IMF Working Papers 2016/231, International Monetary Fund.
Cited by:
- Marek Jarocinski & Albert Marcet, 2015.
"Priors about Observables in Vector Autoregressions,"
Working Papers
684, Barcelona School of Economics.
- Jarociński, Marek & Marcet, Albert, 2019. "Priors about observables in vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(2), pages 238-255.
- Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers 929.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Bruno Perdigão, 2019. "“Still" an Agnostic Procedure to Identify Monetary Policy Shocks with Sign Restrictions," Working Papers Series 494, Central Bank of Brazil, Research Department.
- Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016.
"Beyond the austerity dispute: new priorities for fiscal policy,"
Workshop and Conferences
20, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Castro, Vítor, 2017. "The impact of fiscal consolidations on the functional components of government expenditures," Economic Modelling, Elsevier, vol. 60(C), pages 138-150.
- Philipp Heimberger, 2020.
"The dynamic effects of fiscal consolidation episodes on income inequality: evidence for 17 OECD countries over 1978–2013,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 53-81, February.
- Philipp Heimberger, 2018. "The dynamic effects of fiscal consolidation episodes on income inequality: Evidence for 17 OECD Countries over 1978-2013," ICAE Working Papers 79, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Jäger, Philipp & Schmidt, Torsten, 2016.
"The political economy of public investment when population is aging: A panel cointegration analysis,"
European Journal of Political Economy, Elsevier, vol. 43(C), pages 145-158.
- Jäger, Philipp & Schmidt, Torsten, 2015. "The Political Economy of Public Investment when Population is Aging – A Panel Cointegration Analysis," Ruhr Economic Papers 557, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2017. "Income inequality, fiscal stimuli and political (in)stability," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(3), pages 484-511, June.
- António Afonso & Miguel St. Aubyn, 2019. "Economic growth, public, and private investment returns in 17 OECD economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 47-65, February.
- Vitor Castro, 2016. "On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations," NIPE Working Papers 11/2016, NIPE - Universidade do Minho.
- Philipp Heimberger, 2018. "The Dynamic Effects of Fiscal Consolidation Episodes on Income Inequality," wiiw Working Papers 147, The Vienna Institute for International Economic Studies, wiiw.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2016.
"Output and Inflation Co-movement: An Update on Business-Cycle Stylized Facts,"
IMF Working Papers
2016/241, International Monetary Fund.
Cited by:
- Oxana Babecka Kucharcukova & Jan Bruha & Petr Kral & Martin Motl & Jaromir Tonner, 2022. "Assessment of the Nature of the Pandemic Shock: Implications for Monetary Policy," Research and Policy Notes 2022/01, Czech National Bank.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017.
"How Important is the Global Financial Cycle? Evidence from Capital Flows,"
IMF Working Papers
2017/193, International Monetary Fund.
- Rose, Andrew & Cerutti, Eugenio & Claessens, Stijn, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," CEPR Discussion Papers 12075, C.E.P.R. Discussion Papers.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," NBER Working Papers 23699, National Bureau of Economic Research, Inc.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2019. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 24-60, March.
- Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017. "How important is the Global Financial Cycle? Evidence from capital flows," BIS Working Papers 661, Bank for International Settlements.
- Jan Bruha & Jaromir Tonner, 2017.
"An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience,"
Working Papers
2017/04, Czech National Bank.
- Jan Bruha & Jaromir Tonner, 2018. "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 537-549, December.
- Oxana Babecka Kucharcukova & Jan Bruha, 2021. "EU foreign trade during the pandemic crisis," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - November 2021, pages 13-16, Czech National Bank.
- Ľubica Štiblárová, 2020. "Traditional and Alternative Business Cycle Dating Procedures: Evidence for the Euro Area and the Czech Economy," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 68(1), pages 263-274.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2016.
"On the Sources of Business Cycles: Implications for DSGE Models,"
Working Papers
2016/03, Czech National Bank.
- Andrle, Michal & Brůha, Jan & Solmaz, Serhat, 2017. "On the sources of business cycles: implications for DSGE models," Working Paper Series 2058, European Central Bank.
Cited by:
- Molnárová, Zuzana & Reiter, Michael, 2022.
"Technology, demand, and productivity: What an industry model tells us about business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Molnarova, Zuzana & Reiter, Michael, 2021. "Technology, demand, and productivity: what an industry model tells us about business cycles," IHS Working Paper Series 29, Institute for Advanced Studies.
- Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023.
"Commodity exports, financial frictions, and international spillovers,"
European Economic Review, Elsevier, vol. 158(C).
- Romain Houssa & Jolan Mohimont & Christopher Otrok, 2022. "Commodity Exports, Financial Frictions and International Spillovers," Globalization Institute Working Papers 419, Federal Reserve Bank of Dallas.
- Lansing, Kevin J., 2024.
"Replicating business cycles and asset returns with sentiment and low risk aversion,"
Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
- Kevin J. Lansing, 2021. "Replicating Business Cycles and Asset Returns with Sentiment and Low Risk Aversion," Working Paper Series 2021-02, Federal Reserve Bank of San Francisco.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2016. "Output and Inflation Co-movement: An Update on Business-Cycle Stylized Facts," IMF Working Papers 2016/241, International Monetary Fund.
- Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
- Ľubica Štiblárová, 2020. "Traditional and Alternative Business Cycle Dating Procedures: Evidence for the Euro Area and the Czech Economy," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 68(1), pages 263-274.
- Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
- Michal Andrle & Patrick Blagrave & Pedro Espaillat & Ms. Keiko Honjo & Mr. Benjamin L Hunt & Mika Kortelainen & René Lalonde & Mr. Douglas Laxton & Eleonara Mavroeidi & Mr. Dirk V Muir & Susanna Mursu, 2015.
"The Flexible System of Global Models – FSGM,"
IMF Working Papers
2015/064, International Monetary Fund.
Cited by:
- Allan Dizioli & Mr. Benjamin L Hunt & Wojciech Maliszewski, 2016. "Spillovers from the Maturing of China’s Economy," IMF Working Papers 2016/212, International Monetary Fund.
- Matthias Burgert & Werner Roeger & Janos Varga & Jan in 't Veld & Lukas Vogel, 2020. "A Global Economy Version of QUEST: Simulation Properties," European Economy - Discussion Papers 126, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System," IMF Staff Country Reports 2016/315, International Monetary Fund.
- Rui Mano, 2016. "Quantifying the Spillovers from China Rebalancing Using a Multi-Sector Ricardian Trade Model," IMF Working Papers 2016/219, International Monetary Fund.
- Ms. Elif C Arbatli Saxegaard & Mr. Dennis P Botman & Kevin Clinton & Pietro Cova & Vitor Gaspar & Zoltan Jakab & Mr. Douglas Laxton & Mr. Constant A Lonkeng Ngouana & Mr. Joannes Mongardini & Hou Wang, 2016. "Reflating Japan: Time to Get Unconventional?," IMF Working Papers 2016/157, International Monetary Fund.
- Cláudia Duarte & José R. Maria & Sharmin Sazedj, 2019.
"Trends and cycles under changing economic conditions,"
Working Papers
w201918, Banco de Portugal, Economics and Research Department.
- Duarte, Cláudia & Maria, José R. & Sazedj, Sharmin, 2020. "Trends and cycles under changing economic conditions," Economic Modelling, Elsevier, vol. 92(C), pages 126-146.
- International Monetary Fund, 2017. "Finland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System and Interconnectedness Analysis," IMF Staff Country Reports 2017/006, International Monetary Fund.
- Arnold McIntyre & Ahmed El-Ashram & Mr. Márcio Valério Ronci & Julien Reynaud & Ms. Natasha X Che & Ke Wang & Mr. Sebastian Acevedo Mejia & Mr. Mark Scott Lutz, 2016. "Caribbean Energy: Macro-Related Challenges," IMF Working Papers 2016/053, International Monetary Fund.
- Georgiadis, Georgios & Mösle, Saskia, 2019.
"Introducing dominant currency pricing in the ECB's global macroeconomic model,"
Kiel Working Papers
2136, Kiel Institute for the World Economy (IfW Kiel).
- Georgios Georgiadis & Saskia Mösle, 2020. "Introducing dominant‐currency pricing in the ECB's global macroeconomic model," International Finance, Wiley Blackwell, vol. 23(2), pages 234-256, August.
- Georgiadis, Georgios & Mösle, Saskia, 2019. "Introducing dominant currency pricing in the ECB’s global macroeconomic model," Working Paper Series 2321, European Central Bank.
- Aldama Pierre & Gaulier Guillaume & Lemoine Matthieu & Robert Pierre-Antoine & Turunen Harri & Zhutova Anastasia, 2022. "The EA-BDF Model and Government Spending Multipliers in a Monetary Union," Working papers 883, Banque de France.
- Mrs. Esther Perez Ruiz, 2016. "Outside the Band: Depreciation and Inflation Dynamics in Chile," IMF Working Papers 2016/129, International Monetary Fund.
- Javier G. Gómez-Pineda, 2017.
"Volatility spillovers and the global financial cycle across economies: evidence from a global semi-structural model,"
Borradores de Economia
1011, Banco de la Republica de Colombia.
- Gómez-Pineda, Javier G., 2020. "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, vol. 90(C), pages 331-373.
- Allan Dizioli & Mr. Jaime Guajardo & Mr. Vladimir Klyuev & Rui Mano & Mr. Mehdi Raissi, 2016. "Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies," IMF Working Papers 2016/170, International Monetary Fund.
- Aya, Achour & Chafik , Omar, 2019. "Salaire minimum au Maroc : faits stylisés et impacts économiques," Document de travail 2019-3, Bank Al-Maghrib, Département de la Recherche.
- Ms. Huidan Huidan Lin, 2016. "Risks of Stagnation in the Euro Area," IMF Working Papers 2016/009, International Monetary Fund.
- Mr. Iaroslav Miller & Daniel Baksa & Mr. Philippe D Karam & Tugrul Vehbi, 2024. "G3MOD: A Multi-Country Global Forecasting Model," IMF Working Papers 2024/254, International Monetary Fund.
- Andritzky, Jochen & Kassner, Bernhard & Reuter, Wolf Heinrich, 2016.
"Propagation of changes in demand through international trade: Case study China,"
Working Papers
10/2016, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Andritzky, Jochen & Kassner, Bernhard & Reuter, Wolf Heinrich, 2019. "Propagation of changes in demand through international trade: A case study of China," Munich Reprints in Economics 78292, University of Munich, Department of Economics.
- Jochen Andritzky & Bernhard Kassner & Wolf Heinrich Reuter, 2019. "Propagation of changes in demand through international trade: A case study of China," The World Economy, Wiley Blackwell, vol. 42(4), pages 1259-1285, April.
- International Monetary Fund, 2017. "Luxembourg: Financial Sector Assessment Program: Technical Note-Risk Analysis," IMF Staff Country Reports 2017/261, International Monetary Fund.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018.
"ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis,"
Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.
- Volha Audzei & Jan Bruha, 2020.
"A Model of the Euro Area, China and the United States: Trade Links and Trade Wars,"
Working Papers
2020/6, Czech National Bank.
- Audzei, Volha & Brůha, Jan, 2022. "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, vol. 111(C).
- International Monetary Fund, 2016. "Japan: Selected Issues," IMF Staff Country Reports 2016/268, International Monetary Fund.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- International Monetary Fund, 2015. "Panama: Selected Issues," IMF Staff Country Reports 2015/238, International Monetary Fund.
- International Monetary Fund, 2016. "Singapore: Selected Issues," IMF Staff Country Reports 2016/264, International Monetary Fund.
- Mr. Waikei R Lam & Xiaoguang Liu & Mr. Alfred Schipke, 2015. "China’s Labor Market in the “New Normal”," IMF Working Papers 2015/151, International Monetary Fund.
- Michal Andrle & Mr. Benjamin L Hunt, 2020. "Model-Based Globally-Consistent Risk Assessment," IMF Working Papers 2020/064, International Monetary Fund.
- Ms. Edda Zoli & Hou Wang & Mr. Douglas Laxton, 2018. "A New Strategy for Korea’s Fiscal Policy in a Low Growth Environment," IMF Working Papers 2018/091, International Monetary Fund.
- Michal Andrle & Mr. Michael Kumhof & Mr. Douglas Laxton & Mr. Dirk V Muir, 2015.
"Banks in The Global Integrated Monetary and Fiscal Model,"
IMF Working Papers
2015/150, International Monetary Fund.
Cited by:
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
- José R. Maria & Paulo Júlio, 2018. "An integrated financial amplifier: the role of defaulted loans and occasionally binding constraints in output fluctuations," Working Papers w201813, Banco de Portugal, Economics and Research Department.
- Júlio, Paulo & Maria, José R., 2024. "The magnifying role of the banking sector during depressions," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
- Daragh Clancy & Rossana Merola, 2016.
"Countercyclical capital rules for small open economies,"
Working Papers
10, European Stability Mechanism.
- Clancy, Daragh & Merola, Rossana, 2017. "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michal Andrle & Mr. John C Bluedorn & Mr. Luc Eyraud & Mr. Tidiane Kinda & Ms. Petya Koeva Brooks & Mr. Gerd Schwartz & Miss Anke Weber, 2015.
"Reforming Fiscal Governance in the European Union,"
IMF Staff Discussion Notes
2015/009, International Monetary Fund.
Cited by:
- Mr. Jeffrey R. Franks & Ms. Bergljot B Barkbu & Mr. Rodolphe Blavy & William Oman & Hanni Schoelermann, 2018. "Economic Convergence in the Euro Area: Coming Together or Drifting Apart?," IMF Working Papers 2018/010, International Monetary Fund.
- Panagiotis Liargovas & Vasilis Pilichos & Anastasia Angelopoulou, 2021. "Fiscal governance and forecasting Bias: a case study of Greece during the economic crisis," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 75-95.
- Luigi Marattin & Simone Meraglia & Raoul Minetti, 2022. "Sovereign bail‐outs and fiscal rules in a banking union," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(4), pages 1024-1055, October.
- Haroutunian, Stephan & Bańkowski, Krzysztof & Bischl, Simeon & Bouabdallah, Othman & Hauptmeier, Sebastian & Leiner-Killinger, Nadine & O'Connell, Marguerite & Oleaga, Iñigo Arruga & Abraham, Laurent , 2024. "The path to the reformed EU fiscal framework: a monetary policy perspective," Occasional Paper Series 349, European Central Bank.
- Ananya Kotia & Victor Duarte Lledo, 2016. "Do Subnational Fiscal Rules Foster Fiscal Discipline? New Empirical Evidence from Europe," IMF Working Papers 2016/084, International Monetary Fund.
- Marzia Romanelli & Pietro Tommasino & Emilio VadalÃ, 2022. "The future of European fiscal governance: a comprehensive approach," Questioni di Economia e Finanza (Occasional Papers) 691, Bank of Italy, Economic Research and International Relations Area.
- Mario Alloza & Javier Andrés & Pablo Burriel & Iván Kataryniuk & Javier J. Pérez & Juan Luis Vega, 2021. "La reforma del marco de gobernanza de la política fiscal de la Unión Europea en un nuevo entorno macroeconómico," Occasional Papers 2121, Banco de España.
- Mr. Helge Berger & Mr. Giovanni Dell'Ariccia & Mr. Maurice Obstfeld, 2018.
"Revisiting the Economic Case for Fiscal Union in the Euro Area,"
IMF Departmental Papers / Policy Papers
2018/003, International Monetary Fund.
- Dell'Ariccia, Giovanni & Berger, Helge & ,, 2019. "Revisiting The Economic Case For Fiscal Union In The Euro Area," CEPR Discussion Papers 13813, C.E.P.R. Discussion Papers.
- Helge Berger & Giovanni Dell’Ariccia & Maurice Obstfeld, 2019. "Revisiting the Economic Case for Fiscal Union in the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 657-683, September.
- Antonio Fatás, 2019.
"Fiscal Policy, Potential Output, and the Shifting Goalposts,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 684-702, September.
- Fatás, Antonio, 2018. "Fiscal Policy, Potential Output and the Shifting Goalposts," CEPR Discussion Papers 13149, C.E.P.R. Discussion Papers.
- Mario Alloza & Javier Andrés & Pablo Burriel & Iván Kataryniuk & Javier J. Pérez & Juan Luis Vega, 2021. "The reform of the european Union’s fiscal governance Framework in a new Macroeconomic environment," Occasional Papers 2121, Banco de España.
- Francesco Spadafora, 2019. "European integration in the time of mistrust," Questioni di Economia e Finanza (Occasional Papers) 512, Bank of Italy, Economic Research and International Relations Area.
- Ms. Burcu Hacibedel & Pierre Mandon & Ms. Priscilla S Muthoora & Nathalie Pouokam, 2019. "Inequality in Good and Bad Times: A Cross-Country Approach," IMF Working Papers 2019/020, International Monetary Fund.
- Ionel LEONIDA, 2018. "Theoretical Evaluations On The Legislative Framework Of Fiscal Governance In The European Union," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 3(4), pages 129-138.
- Pirvu, Daniela & Dutu, Amalia & Enachescu, Carmen, 2019. "Analysing Of Government'S Fiscal Behaviour In The Eu Member States Through Clustering Procedure," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(1), pages 23-39.
- Niels D. Gilbert & Jasper F.M. Jong, 2017. "Do European fiscal rules induce a bias in fiscal forecasts? Evidence from the Stability and Growth Pact," Public Choice, Springer, vol. 170(1), pages 1-32, January.
- Marcela De Castro-Valderrama & Nicolas Moreno-Arias & Juan Jose Ospina-Tejeiro, 2023. "Credibility and Bias: The Case for Implementing Both a Debt Anchor and a Balanced Budget Rule," IHEID Working Papers 09-2023, Economics Section, The Graduate Institute of International Studies.
- Christofzik, Désirée & Feld, Lars P. & Reuter, Wolf Heinrich & Yeter, Mustafa, 2018. "Uniting European fiscal rules: How to strenghten the fiscal framework," Working Papers 04/2018, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Ginters Buss & Patrick Gruning & Olegs Tkacevs, 2021.
"Choosing the European Fiscal Rule,"
Working Papers
2021/03, Latvijas Banka.
- Bušs, Ginters & Grüning, Patrick & Tkačevs, Oļegs, 2022. "Choosing the European Fiscal Rule," Dynare Working Papers 75, CEPREMAP.
- Hauptmeier, Sebastian & Kamps, Christophe, 2020. "Debt rule design in theory and practice: the SGP’s debt benchmark revisited," Working Paper Series 2379, European Central Bank.
- Angana Banerji & Ms. Bergljot B Barkbu & Mr. James A John & Mr. Tidiane Kinda & Mr. Sergejs Saksonovs & Hanni Schoelermann & Mr. Tao Wu, 2015. "Building a Better Union: Incentivizing Structural Reforms in the Euro Area," IMF Working Papers 2015/201, International Monetary Fund.
- De Jong, Jasper F.M. & Gilbert, Niels D., 2020. "Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure," European Journal of Political Economy, Elsevier, vol. 61(C).
- Benalal, Nicholai & Freier, Maximilian & Melyn, Wim & Van Parys, Stefan & Reiss, Lukas, 2022. "Towards a single fiscal performance indicator," Occasional Paper Series 288, European Central Bank.
- Fernando González & Diego Martínez-López, 2021. "El diseño de reglas fiscales en gobiernos subcentrales. El caso de España," Policy Papers 2021-01, FEDEA.
- Federico Diaz Kalan & Ms. Adina Popescu & Julien Reynaud, 2018. "Thou Shalt Not Breach: The Impact on Sovereign Spreads of Noncomplying with the EU Fiscal Rules," IMF Working Papers 2018/087, International Monetary Fund.
- Mr. Alvar Kangur & Koralai Kirabaeva & Jean-Marc Natal & Simon Voigts, 2019. "How Informative Are Real Time Output Gap Estimates in Europe?," IMF Working Papers 2019/200, International Monetary Fund.
- Zareh Asatryan & Xavier Debrun & Annika Havlik & Friedrich Heinemann & Martin G. Kocher & Roberto Tamborini, 2018. "Which Role for a European Minister of Economy and Finance in a European Fiscal Union?," EconPol Policy Reports 6, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Michal Andrle & Mr. Roberto Garcia-Saltos & Giang Ho, 2014.
"A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area,"
IMF Working Papers
2014/186, International Monetary Fund.
Cited by:
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019.
"Inflation Expectations: Review and Evidence,"
Koç University-TUSIAD Economic Research Forum Working Papers
1904, Koc University-TUSIAD Economic Research Forum.
- Kose,Ayhan & Matsuoka,Hideaki & Panizza,Ugo G. & Vorisek,Dana Lauren, 2019. "Inflation Expectations : Review and Evidence," Policy Research Working Paper Series 8785, The World Bank.
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019. "Inflation expectations: Review and evidence," CAMA Working Papers 2019-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Matsuoka, Hideaki & Panizza, Ugo & Vorisek, Dana, 2019. "Inflation Expectations: Review and Evidence," CEPR Discussion Papers 13601, C.E.P.R. Discussion Papers.
- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
- González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020.
"4GM: A New Model for the Monetary Policy Analysis in Colombia,"
Working papers
31, Red Investigadores de Economía.
- Andres Gonzalez & Alexander Guarin & Diego A. Rodriguez-Guzman & Hernando Vargas-Herrera, 2020. "4GM: A New Model for the Monetary Policy Analysis in Colombia," Borradores de Economia 1106, Banco de la Republica de Colombia.
- M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019.
"Inflation Expectations: Review and Evidence,"
Koç University-TUSIAD Economic Research Forum Working Papers
1904, Koc University-TUSIAD Economic Research Forum.
- Michal Andrle & Mr. Jaromir Benes, 2013.
"System Priors: Formulating Priors about DSGE Models' Properties,"
IMF Working Papers
2013/257, International Monetary Fund.
Cited by:
- Michal Andrle & Mr. Roberto Garcia-Saltos & Giang Ho, 2014. "A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area," IMF Working Papers 2014/186, International Monetary Fund.
- Votinov, A., 2022. "The effects of additional non-stationary processes on the properties of DSGE-models," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 28-43.
- Gabriel Bruneau & Ian Christensen & Césaire Meh, 2016. "Housing Market Dynamics and Macroprudential Policy," Staff Working Papers 16-31, Bank of Canada.
- Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021.
"Leaning against persistent financial cycles with occasional crises,"
Working Paper
2021/11, Norges Bank.
- Yasin Mimir, 2023. "Leaning against persistent financial cycles with occasional crises," Working Papers 56, European Stability Mechanism.
- Yasin Mimir & Enes Sunel, 2021. "Asset purchases as a remedy for the original sin redux," Working Paper 2021/8, Norges Bank.
- Fasolo, Angelo M. & Araujo, Eurilton & Jorge, Marcos Valli & Kornelius, Alexandre & Marinho, Leonardo Sousa Gomes, 2024.
"Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Angelo Marsiglia Fasolo & Eurilton Araújo & Marcos Valli Jorge & Alexandre Kornelius & Leonardo Sousa Gomes Marinho, 2023. "Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model," Working Papers Series 578, Central Bank of Brazil, Research Department.
- Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
- Andrle, Michal & Plašil, Miroslav, 2018. "Econometrics with system priors," Economics Letters, Elsevier, vol. 172(C), pages 134-137.
- Michal Andrle & Miroslav Plašil, 2016.
"System Priors for Econometric Time Series,"
IMF Working Papers
2016/231, International Monetary Fund.
- Michal Andrle & Miroslav Plasil, 2017. "System Priors for Econometric Time Series," Working Papers 2017/01, Czech National Bank.
- Michal Andrle & Patrick Blagrave & Pedro Espaillat & Ms. Keiko Honjo & Mr. Benjamin L Hunt & Mika Kortelainen & René Lalonde & Mr. Douglas Laxton & Eleonara Mavroeidi & Mr. Dirk V Muir & Susanna Mursu, 2015. "The Flexible System of Global Models – FSGM," IMF Working Papers 2015/064, International Monetary Fund.
- Gabriel Bruneau & Ian Christensen & Césaire Meh, 2018.
"Housing market dynamics and macroprudential policies,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 864-900, August.
- Gabriel Bruneau & Ian Christensen & Césaire Meh, 2018. "Housing market dynamics and macroprudential policies," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 864-900, August.
- Adrian Pagan & Michael Wickens, 2019.
"Checking if the straitjacket fits,"
CAMA Working Papers
2019-81, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wickens, Michael R. & Pagan, Adrian, 2019. "Checking if the Straitjacket Fits," CEPR Discussion Papers 14140, C.E.P.R. Discussion Papers.
- Tibor Hledik & Jan Vlcek, 2018. "Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case," Working Papers 2018/7, Czech National Bank.
- Michal Andrle & Mr. Andrew Berg & Mr. Enrico G Berkes & Mr. Rafael A Portillo & Mr. Jan Vlcek & Rogelio Morales, 2013.
"Money Targeting in a Modern Forecasting and Policy Analysis System: an Application to Kenya,"
IMF Working Papers
2013/239, International Monetary Fund.
Cited by:
- Mr. Rafael A Portillo & Ms. Yulia Ustyugova, 2015. "A Model for Monetary Policy Analysis in Uruguay," IMF Working Papers 2015/170, International Monetary Fund.
- Ms. Grace B Li & Mr. Stephen A. O'Connell & Mr. Christopher S Adam & Mr. Andrew Berg & Mr. Peter J Montiel, 2016. "VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries," IMF Working Papers 2016/090, International Monetary Fund.
- Pei-Tha Gan, 2019. "Economic uncertainty, precautionary motive and the augmented form of money demand function," Evolutionary and Institutional Economics Review, Springer, vol. 16(2), pages 397-423, December.
- Javier García-Cicco, 2021.
"Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration,"
BCRA Working Paper Series
202191, Central Bank of Argentina, Economic Research Department.
- Javier García-Cicco, 2022. "Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration," CEMA Working Papers: Serie Documentos de Trabajo. 822, Universidad del CEMA.
- García-Cicco, Javier, 2022. "Alternative monetary-policy instruments and limited credibility: An exploration," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
- Javier Garcia-Cicco, 2022. "Alternative monetary-policy instruments and limited credibility: an exploration," BIS Working Papers 1020, Bank for International Settlements.
- Javier García-Cicco, 2022. "Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration," Working Papers 115, Red Nacional de Investigadores en Economía (RedNIE).
- Karel Musil & Mikhail Pranovich & Mr. Jan Vlcek, 2018. "Structural Quarterly Projection Model for Belarus," IMF Working Papers 2018/254, International Monetary Fund.
- Michal Andrle & Mr. Andrew Berg & Rogelio Morales & Mr. Rafael A Portillo & Mr. Jan Vlcek, 2013.
"Forecasting and Monetary Policy Analysis in Low-Income Countries: Food and non-Food Inflation in Kenya,"
IMF Working Papers
2013/061, International Monetary Fund.
Cited by:
- Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
- Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
- Allan Dizioli & Jochen M. Schmittmann, 2015. "A Macro-Model Approach to Monetary Policy Analysis and Forecasting for Vietnam," IMF Working Papers 2015/273, International Monetary Fund.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015.
"Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa,"
The Developing Economies, Institute of Developing Economies, vol. 53(4), pages 237-271, December.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," Post-Print hal-01457315, HAL.
- González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020.
"4GM: A New Model for the Monetary Policy Analysis in Colombia,"
Working papers
31, Red Investigadores de Economía.
- Andres Gonzalez & Alexander Guarin & Diego A. Rodriguez-Guzman & Hernando Vargas-Herrera, 2020. "4GM: A New Model for the Monetary Policy Analysis in Colombia," Borradores de Economia 1106, Banco de la Republica de Colombia.
- Gerson Nhapulo & João Nicolau, 2017. "Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 28-51, March.
- Ms. Luisa Charry & Pranav Gupta & Mr. Vimal V Thakoor, 2014. "Introducing a Semi-Structural Macroeconomic Model for Rwanda," IMF Working Papers 2014/159, International Monetary Fund.
- Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah & Florian Gerth, 2021. "Towards Full-Fledged Inflation Targeting Monetary Policy Regime in Mauritius," JRFM, MDPI, vol. 14(3), pages 1-18, March.
- Mr. Andrew Berg & Ms. Luisa Charry & Mr. Rafael A Portillo & Mr. Jan Vlcek, 2013. "The Monetary Transmission Mechanism in the Tropics: A Narrative Approach," IMF Working Papers 2013/197, International Monetary Fund.
- Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020. "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, vol. 161(C), pages 199-218.
- Michal Andrle & Mr. Andrew Berg & Mr. Enrico G Berkes & Mr. Rafael A Portillo & Mr. Jan Vlcek & Rogelio Morales, 2013. "Money Targeting in a Modern Forecasting and Policy Analysis System: an Application to Kenya," IMF Working Papers 2013/239, International Monetary Fund.
- Mohajan, Haradhan, 2014. "Food and Nutrition Scenario of Kenya," MPRA Paper 56218, University Library of Munich, Germany, revised 23 May 2014.
- Kris Boudt & Hong Anh Luu, 2022. "Estimation and decomposition of food price inflation risk," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 295-319, June.
- Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022. "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers 18-2022, Economics Section, The Graduate Institute of International Studies.
- Janine Aron & John Muellbauer & Rachel Sebudde, 2015.
"Inflation forecasting models for Uganda: is mobile money relevant?,"
CSAE Working Paper Series
2015-17, Centre for the Study of African Economies, University of Oxford.
- Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
- Rafael Portillo & Luis-Felipe Zanna & Stephen O’Connell & Richard Peck, 2016.
"Implications of food subsistence for monetary policy and inflation,"
Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 782-810.
- Mr. Rafael A Portillo & Luis-Felipe Zanna & Mr. Stephen A. O'Connell & Richard Peck, 2016. "Implications of Food Subsistence for Monetary Policy and Inflation," IMF Working Papers 2016/070, International Monetary Fund.
- Mohajan, Haradhan, 2013. "Poverty and economic development of Kenya," MPRA Paper 51072, University Library of Munich, Germany, revised 06 Jul 2013.
- Misati, Roseline Nyakerario & Munene, Olive, 2015. "Second Round Effects And Pass-Through Of Food Prices To Inflation In Kenya," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(3), pages 1-13, July.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2013.
"Inflation and Output Comovement in the Euro Area: Love at Second Sight?,"
Working Papers
2013/07, Czech National Bank.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2013. "Inflation and Output Comovement in the Euro Area: Love at Second Sight?," IMF Working Papers 2013/192, International Monetary Fund.
Cited by:
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Oxana Babecka Kucharcukova & Jan Bruha & Petr Kral & Martin Motl & Jaromir Tonner, 2022. "Assessment of the Nature of the Pandemic Shock: Implications for Monetary Policy," Research and Policy Notes 2022/01, Czech National Bank.
- Laurence M. Ball & Sandeep Mazumder, 2019.
"A Phillips Curve for the Euro Area,"
NBER Working Papers
26450, National Bureau of Economic Research, Inc.
- Laurence Ball & Sandeep Mazumder, 2021. "A Phillips curve for the euro area," International Finance, Wiley Blackwell, vol. 24(1), pages 2-17, April.
- Ball, Laurence & Mazumder, Sandeep, 2020. "A Phillips curve for the euro area," Working Paper Series 2354, European Central Bank.
- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Olivier Blanchard & Eugenio Cerutti & Lawrence H. Summers, 2015.
"Inflation and Activity: Two Explorations and Their Monetary Policy Implications,"
Working Paper Series
WP15-19, Peterson Institute for International Economics.
- Mr. Olivier J Blanchard & Mr. Eugenio M Cerutti & Lawrence Summers, 2015. "Inflation and Activity – Two Explorations and their Monetary Policy Implications," IMF Working Papers 2015/230, International Monetary Fund.
- Blanchard, Oliver & Cerutti, Eugenio & SUmmers, Lawrence, 2015. "Inflation and Activity - Two Explorations and Their Monetary Policy Implications," Working Paper Series 15-070, Harvard University, John F. Kennedy School of Government.
- Olivier Blanchard & Eugenio Cerutti & Lawrence Summers, 2015. "Inflation and Activity – Two Explorations and their Monetary Policy Implications," NBER Working Papers 21726, National Bureau of Economic Research, Inc.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2016.
"On the Sources of Business Cycles: Implications for DSGE Models,"
Working Papers
2016/03, Czech National Bank.
- Andrle, Michal & Brůha, Jan & Solmaz, Serhat, 2017. "On the sources of business cycles: implications for DSGE models," Working Paper Series 2058, European Central Bank.
- Jan Bruha & Jaromir Tonner, 2017.
"An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience,"
Working Papers
2017/04, Czech National Bank.
- Jan Bruha & Jaromir Tonner, 2018. "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 537-549, December.
- Dilara Sülün, 2020. "The Impact of Covid-19 on France’s Economy with an Overview on The European Economy," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 115-136.
- Bańbura, Marta & Bobeica, Elena, 2020. "PCCI – a data-rich measure of underlying inflation in the euro area," Statistics Paper Series 38, European Central Bank.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2016. "Output and Inflation Co-movement: An Update on Business-Cycle Stylized Facts," IMF Working Papers 2016/241, International Monetary Fund.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
2013/15, Czech National Bank.
- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- Patrick Blagrave, 2020.
"Inflation co-movement in emerging and developing Asia: the monsoon effect,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(15), pages 1277-1283, September.
- Patrick Blagrave, 2019. "Inflation Co-Movement in Emerging and Developing Asia: The Monsoon Effect," IMF Working Papers 2019/147, International Monetary Fund.
- Bozena Kaderabkova & Emilie Jasova & Robert Holman, 2020. "Analysis of substitution changes in the Phillips curve in V4 countries over the course of economic cycles," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 9(2), pages 39-54, December.
- Bo?ena Kade?ábková & Emilie Ja?ová, 2021. "How the Czech government got the pandemic wrong," Proceedings of Economics and Finance Conferences 12513377, International Institute of Social and Economic Sciences.
- Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
- Bo?ena Kade?ábková & Emilie Ja?ová, 0000. "Phillips curve during the economic cycle in the Czech Republic and Poland in the years 2000 to 2016," Proceedings of Economics and Finance Conferences 11413218, International Institute of Social and Economic Sciences.
- Mazumder, Sandeep, 2018. "Inflation in Europe after the Great Recession," Economic Modelling, Elsevier, vol. 71(C), pages 202-213.
- Michal Andrle & Mr. Roberto Garcia-Saltos & Giang Ho, 2013.
"The Role of Domestic and External Shocks in Poland: Results from an Agnostic Estimation Procedure,"
IMF Working Papers
2013/220, International Monetary Fund.
Cited by:
- Raju Huidrom & M. Ayhan Kose & Hideaki Matsuoka & Franziska L. Ohnsorge, 2020.
"How important are spillovers from major emerging markets?,"
International Finance, Wiley Blackwell, vol. 23(1), pages 47-63, March.
- Huidrom,Raju & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2017. "How important are spillovers from major emerging markets ?," Policy Research Working Paper Series 8093, The World Bank.
- Raju Huidrom & M. Ayhan Kose & Franziska Ohnsorge, 2017. "How important are spillovers from major emerging markets?," CAMA Working Papers 2017-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Raju Huidrom & M. Ayhan Kose & Franziska L. Ohnsorge, 2017. "How Important are Spillovers from Major Emerging Markets?," Koç University-TUSIAD Economic Research Forum Working Papers 1710, Koc University-TUSIAD Economic Research Forum.
- Kose, M. Ayhan & Huidrom, Raju & Ohnsorge, Franziska, 2017. "How Important are Spillovers from Major Emerging Markets?," CEPR Discussion Papers 12022, C.E.P.R. Discussion Papers.
- Michal Andrle & Mr. Roberto Garcia-Saltos & Giang Ho, 2014. "A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area," IMF Working Papers 2014/186, International Monetary Fund.
- S. S. Abere & T. O. Akinbobola, 2020. "External Shocks, Institutional Quality, and Macroeconomic Performance in Nigeria," SAGE Open, , vol. 10(2), pages 21582440209, May.
- Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
- Lahiri, Kajal & Zhao, Yongchen, 2019.
"International propagation of shocks: A dynamic factor model using survey forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
- Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.
- Sekar Utami Setiastuti, 2017. "Time-Varying Macroeconomic Impacts Of Global Economic Policy Uncertainty To A Small Open Economy: Evidence From Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(2), pages 129-148, October.
- Mr. Serhat Solmaz & Marzie Taheri Sanjani, 2015. "How External Factors Affect Domestic Economy: Nowcasting an Emerging Market," IMF Working Papers 2015/269, International Monetary Fund.
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International Finance, Wiley Blackwell, vol. 23(1), pages 47-63, March.
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"What Is in Your Output Gap? Unified Framework & Decomposition into Observables,"
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- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Oxana Babecka Kucharcukova & Jan Bruha, 2019. "Current account modelling - long-term trends and cyclical factors," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - September 2019, pages 12-16, Czech National Bank.
- Michal Andrle & Mr. Roberto Garcia-Saltos & Giang Ho, 2014. "A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area," IMF Working Papers 2014/186, International Monetary Fund.
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"Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Angelo Marsiglia Fasolo & Eurilton Araújo & Marcos Valli Jorge & Alexandre Kornelius & Leonardo Sousa Gomes Marinho, 2023. "Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model," Working Papers Series 578, Central Bank of Brazil, Research Department.
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"Historical shocks and persistence of economic activity: evidence from a unique natural experiment,"
HSE Working papers
WP BRP 143/EC/2016, National Research University Higher School of Economics.
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791, Banque de France.
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"Evaluating a Structural Model Forecast: Decomposition Approach,"
Research and Policy Notes
2014/02, Czech National Bank.
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- Robertico Croes & Jorge Ridderstaat, 2017. "The effects of business cycles on tourism demand flows in small island destinations," Tourism Economics, , vol. 23(7), pages 1451-1475, November.
- Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
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"Understanding DSGE Filters in Forecasting and Policy Analysis,"
Dynare Working Papers
16, CEPREMAP.
- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 2013/098, International Monetary Fund.
Cited by:
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"Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother,"
Finance and Economics Discussion Series
2020-100, Board of Governors of the Federal Reserve System (U.S.).
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- Salome Tvalodze & Shalva Mkhatrishvili & Tamar Mdivnishvili & Davit Tutberidze & Zviad Zedginidze, 2016. "The National Bank of Georgia's Forecasting and Policy Analysis System," NBG Working Papers 01/2016, National Bank of Georgia.
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"As You sow so Shall You Reap: Public Investment Surges, Growth, and Debt Sustainability in togo,"
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- Salifou Issoufou & Mr. Edward F Buffie & Mouhamadou Bamba Diop & Kalidou Thiaw, 2014. "Efficient Energy Investment and Fiscal Adjustment in Senegal," IMF Working Papers 2014/044, International Monetary Fund.
- Michele Andreolli & Aidar Abdychev, 2016. "Investing in Electricity, Growth, and Debt Sustainability: The Case of Lesotho," IMF Working Papers 2016/115, International Monetary Fund.
- Matteo Ghilardi & Mr. Sergio Sola, 2015. "Investment Scaling-up and the Role of Government: the Case of Benin," IMF Working Papers 2015/069, International Monetary Fund.
- Mr. Yibin Mu, 2012. "Striking an Appropriate Balance Among Public Investment, Growth, and Debt Sustainability in Cape Verde," IMF Working Papers 2012/280, International Monetary Fund.
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"A note on identification patterns in DSGE models,"
Working Paper Series
1235, European Central Bank.
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"Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?,"
Studies in Economics
1125, School of Economics, University of Kent.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
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"Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
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CESifo Working Paper Series
3423, CESifo.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
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- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
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- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
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"Identification Versus Misspecification in New Keynesian Monetary Policy Models,"
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362, Sveriges Riksbank (Central Bank of Sweden).
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- Verónica Acurio Vásconez & Gaël Giraud & Florent Mc Isaac & Ngoc-Sang Pham, 2014. "The Effects of Oil Price Shocks in a New-Keynesian Framework with Capital Accumulation," Post-Print halshs-01151642, HAL.
- Verónica Acurio Vásconez & Gaël Giraud & Florent Mc Isaac & Ngoc-Sang Pham, 2014. "The Effects of Oil Price Shocks in a New-Keynesian Framework with Capital Accumulation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01151642, HAL.
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"Welfare effects of business cycles and monetary policies in a small open emerging economy,"
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376, National Bank of Belgium.
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"Assessing Bayesian model comparison in small samples,"
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189, Federal Reserve Bank of Dallas.
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- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011.
"Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?,"
Studies in Economics
1125, School of Economics, University of Kent.
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- Javier G. Gómez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015. "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia 13327, Banco de la Republica.
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"In the quest of macroprudential policy tools,"
MPRA Paper
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- Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6/2010, Halle Institute for Economic Research (IWH).
- Salas, Jorge, 2009. "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
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"Understanding DSGE Filters in Forecasting and Policy Analysis,"
Dynare Working Papers
16, CEPREMAP.
- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 2013/098, International Monetary Fund.
- Ms. Elif C Arbatli Saxegaard & Mr. Kenji Moriyama, 2011. "Estimating a Small Open-Economy Model for Egypt: Spillovers, Inflation Dynamics, and Implications for Monetary Policy," IMF Working Papers 2011/108, International Monetary Fund.
- Ioan Carabenciov & Charles Freedman & Mr. Roberto Garcia-Saltos & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Mr. Petar Manchev, 2013. "GPM6: The Global Projection Model with 6 Regions," IMF Working Papers 2013/087, International Monetary Fund.
- Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 2013/105, International Monetary Fund.
- Michal Andrle & Mr. Jaromir Benes, 2013. "System Priors: Formulating Priors about DSGE Models' Properties," IMF Working Papers 2013/257, International Monetary Fund.
- Thitipat Chansriniyom & Mr. Natan P. Epstein & Valeriu Nalban, 2020. "The Monetary Policy Credibility Channel and the Amplification Effects in a Semi-structural Model," IMF Working Papers 2020/201, International Monetary Fund.
- International Monetary Fund, 2009. "Indonesia: Selected Issues," IMF Staff Country Reports 2009/231, International Monetary Fund.
- Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009.
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- Jan Bruha & Jaromir Tonner, 2018. "Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model," Working Papers 2018/19, Czech National Bank.
- Michal Franta & David Havrlant & Marek Rusnák, 2016.
"Forecasting Czech GDP Using Mixed-Frequency Data Models,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 165-185, December.
- Michal Franta & David Havrlant & Marek Rusnak, 2014. "Forecasting Czech GDP Using Mixed-Frequency Data Models," Working Papers 2014/08, Czech National Bank.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010.
"Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico,"
Borradores de Economia
591, Banco de la Republica de Colombia.
- Bonaldi-Varón, Jean Pietro & González-Gómez, Andrés & Rodríguez, Diego, 2011. "Importancia de las rigideces nominales y reales en Colombia : un enfoque de equilibrio general dinámico y estocástico," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 3, pages 70-99, Banco de la Republica de Colombia.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 48-78, December.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 48-78, December.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Borradores de Economia 6857, Banco de la Republica.
- Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
- František Brazdik & Michal Hlavacek & Aleš Marsal, 2012.
"Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
- 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.
- Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017.
"Decomposition of the Czech government bond yield curve,"
Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 125-134,
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- Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017. "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers 2017/12, Czech National Bank.
- Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019. "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
- Caputo, Rodrigo & Herrera, Luis Oscar, 2017. "Following the leader? The relevance of the Fed funds rate for inflation targeting countries," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 25-52.
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
- Jan Zacek, 2016.
"Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?,"
Working Papers IES
2016/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2016.
- Jan Žácek, 2019. "Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(2), pages 122-148, April.
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"Nowcasting Czech GDP in real time,"
Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank.
- Tania Karamisheva, 2021. "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
- Huseynov, Salman & Ahmadov, Vugar, 2014. "Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma [A DSGE model for Azerbaijan: estimation and forecasting]," MPRA Paper 78123, University Library of Munich, Germany.
- Volha Audzei & Frantisek Brazdik, 2015.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
- Volha Audzei & Frantisek Brazdik, 2012. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers 2012/09, Czech National Bank.
- Vladimir Tomsik, 2012. "Some insights into monetary and fiscal policy interactions in the Czech Republic," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 161-171, Bank for International Settlements.
- 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.
- Jaromír Kukal & Tran Van Quang, 2011. "Modelování měnově politické úrokové míry ČNB neuronovými sítěmi [Modeling the CNB's Monetary Policy Interest Rate by Artificial Neural Networks]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(6), pages 810-829.
- Jaromír Hurník & Zdeněk Tůma & David Vávra, 2010. "The Czech Republic on its Way to the Euro: A Stabilization Role of Monetary Policy Revisited," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), The Euro and Economic Stability, chapter 5, Edward Elgar Publishing.
- Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
- Frantisek Brazdik & Michal Franta, 2017. "A BVAR Model for Forecasting of Czech Inflation," Working Papers 2017/7, Czech National Bank.
- Jan Bruha & Jaromir Tonner, 2017.
"An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience,"
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- Jan Bruha & Jaromir Tonner, 2018. "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 537-549, December.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
- Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Igor Vetlov & Ricardo Mourinho Felix & Laure Frey & Tibor Hledik & Zoltan Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010.
"The Implementation of Scenarios using DSGE Models,"
Working Papers
2010-10, Central Bank of Cyprus.
- Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series 8, Bank of Lithuania.
- Sergiy Nikolaychuk & Yurii Sholomytskyi, 2015. "Using Macroeconomic Models for Monetary Policy in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 233, pages 54-64, September.
- Mirko Ðukic, Tibor Hlédik, Jirí Polanský, Ljubica Trajcev and Jan Vlcek & Mirko Ðukic & Tibor Hlédik & Jirí Polanský & Ljubica Trajcev & Jan Vlcek, 2021.
"A DSGE Model with Financial Dollarization – the Case of Serbia,"
Working Papers Bulletin
3, National Bank of Serbia.
- Mirko Djukic & Tibor Hledik & Jiri Polansky & Ljubica Trajcev & Jan Vlcek, 2017. "A DSGE Model with Financial Dollarization - the Case of Serbia," Working Papers 2017/02, Czech National Bank.
- Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
- Robert Ambrisko & Jan Babecky & Jakub Rysanek & Vilem Valenta, 2012.
"Assessing the Impact of Fiscal Measures on the Czech Economy,"
Working Papers
2012/15, Czech National Bank.
- Ambriško, Róbert & Babecký, Jan & Ryšánek, Jakub & Valenta, Vilém, 2015. "Assessing the impact of fiscal measures on the Czech economy," Economic Modelling, Elsevier, vol. 44(C), pages 350-357.
- Jaromír Hurník & Zdenìk Tùma & David Vávra, 2010. "The Euro Adoption Debate Revisited: The Czech Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(3), pages 194-212, August.
- S. S. Lazaryan & I. V. Nikonov & S. S. Sudakov, 2024. "Impact of Accounting for Financial Market Imperfections on the Predictive Power of the DSGE Model of the Russian Economy," Studies on Russian Economic Development, Springer, vol. 35(4), pages 530-539, August.
- Zuzana Mucka & Michal Horvath, 2015. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Jaromir Tonner, 2022. "Current trends in macroeconomic modelling in central banks in light of the turbulent nature of recent events," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2022, pages 14-20, Czech National Bank.
- 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.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014.
"Evaluating a Structural Model Forecast: Decomposition Approach,"
Research and Policy Notes
2014/02, Czech National Bank.
- Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015. "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers 2015/12, Czech National Bank.
- Zlatuse Komarkova & Marcela Gronychova, 2012. "Models for Stress Testing in the Insurance Sector," Research and Policy Notes 2012/02, Czech National Bank.
- Rafał Wolski & Monika Bolek & Jerzy Gajdka & Janusz Brzeszczyński & Ali M. Kutan, 2023. "Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(5), pages 757-794, February.
- Miroslav Plasil, 2021. "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes 2021/01, Czech National Bank.
- Jan Kodera & Van Quang TRAN, 2013. "Monetary Policy as an Optimal Control Problem," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2013(1), pages 18-38.
- Robert Ambrisko, 2019. "Fiscal Devaluation in a Small Open Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 67-88, March.
- Zuzana Mucka, 2016. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Měnová politika a cena ropy [Monetary Policy and Price of Oil]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(1), pages 22-46.
- Gregory de Walque & Juha Kilponen & Massimiliano Pisani & Sebastian Schmidt & Vesna Corbo & Tibor Hledik & Josef Hollmayr & Samuel Hurtado & Paulo Júlio & Dmitry Kulikov & Matthieu Lemoine & Matija Lo, 2015.
"Comparing fiscal multipliers across models and countries in Europe,"
Working Paper Research
278, National Bank of Belgium.
- de Walque, Gregory & Pisani, Massimiliano & Kilponen, Juha & Thomas, Carlos & Hlédik, Tibor & Hurtado, Samuel & Hollmayr, Josef & Corbo, Vesna & Schmidt, Sebastian & Micallef, Brian & Maria, José R. &, 2015. "Comparing fiscal multipliers across models and countries in Europe," Working Paper Series 1760, European Central Bank.
- Martin Slanicay & Jan Čapek & Miroslav Hloušek, 2016. "Some Notes On Problematic Issues In Dsge Models," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 61(210), pages 79-100, July - Se.
- Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011. "SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting," NBP Working Papers 83, Narodowy Bank Polski.
- Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020. "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers 2020/7, Czech National Bank.
- Michal Franta & Tomas Holub & Branislav Saxa, 2018. "Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," Working Papers 2018/10, Czech National Bank.
- Salome Tvalodze & Shalva Mkhatrishvili & Tamar Mdivnishvili & Davit Tutberidze & Zviad Zedginidze, 2016. "The National Bank of Georgia's Forecasting and Policy Analysis System," NBG Working Papers 01/2016, National Bank of Georgia.
- Karel Musil & Stanislav Tvrz & Jan Vlcek, 2021. "News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective," Research and Policy Notes 2021/02, Czech National Bank.
- 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.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank.
- Jan Filacek & Ivan Sutoris, 2019. "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes 2019/02, Czech National Bank.
- Bechný Jakub, 2019. "Output gap in the Czech economy: DSGE approach," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 137-156, June.
- 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.
- Luboš Komárek & Martin Motl & Filip Novotný & Ladislav Prokop, 2012. "Německá ekonomická "lokomotiva" a česká ekonomika [German Economic "Locomotive" and the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 442-458.
- Michl Aleš, 2019. "Ten Years Later: Lessons for DSGE Builders and Czech Policy Makers," Review of Economic Perspectives, Sciendo, vol. 19(3), pages 159-174, September.
- Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014. "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes 2014/03, Czech National Bank.
- Andrle, Michal, 2008.
"The Role of Trends and Detrending in DSGE Models,"
MPRA Paper
13289, University Library of Munich, Germany.
Cited by:
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010.
"Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico,"
Borradores de Economia
591, Banco de la Republica de Colombia.
- Bonaldi-Varón, Jean Pietro & González-Gómez, Andrés & Rodríguez, Diego, 2011. "Importancia de las rigideces nominales y reales en Colombia : un enfoque de equilibrio general dinámico y estocástico," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 3, pages 70-99, Banco de la Republica de Colombia.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 48-78, December.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 48-78, December.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Borradores de Economia 6857, Banco de la Republica.
- Fabio Canova, 2015.
"Bridging DSGE models and the raw data,"
Working Papers
635, Barcelona School of Economics.
- Fabio Canova, 2008. "Bridging DSGE models and the raw data," Economics Working Papers 1320, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
- Canova, Fabio, 2014. "Bridging DSGE models and the raw data," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 1-15.
- Canova, Fabio, 2013. "Bridging DSGE Models and the raw data," CEPR Discussion Papers 9379, C.E.P.R. Discussion Papers.
- Vasco J. Gabriel & Paul Levine & Bo Yang, 2023. "Partial dollarization and financial frictions in emerging economies," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 609-651, May.
- Vasco Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010.
"An Estimated DSGE Model of the Indian Economy,"
School of Economics Discussion Papers
1210, School of Economics, University of Surrey.
- Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho.
- Gabriel, Vasco & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2011. "An Estimated DSGE Model of the Indian Economy," Working Papers 11/95, National Institute of Public Finance and Policy.
- Bhattarai, Keshab & Mallick, Sushanta K. & Yang, Bo, 2021. "Are global spillovers complementary or competitive? Need for international policy coordination," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Jan Brùha, 2011. "An Empirical Small Labor Market Model for the Czech Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 434-449, November.
- Sun Xiaojin & Tsang Kwok Ping, 2019. "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.
- Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010.
"Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico,"
Borradores de Economia
591, Banco de la Republica de Colombia.
- Michal Andrle, 2003.
"Measurement of Inflation: Another Stochastic Approach,"
Macroeconomics
0306014, University Library of Munich, Germany.
Cited by:
- Zahid, Asghar & Frahat, Tahira, 2010. "Measuring inflation through stochastic approach to index numbers," MPRA Paper 21513, University Library of Munich, Germany.
Articles
- Michal Andrle & Shafik Hebous & Alvar Kangur & Mehdi Raissi, 2021.
"Correction to: Italy: toward a growth-friendly fiscal reform,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 421-421, April.
Cited by:
- Zhiwei Liu & Yonglei Fang & Lei Ma, 2022. "A Study on the Impact of Population Age Structure Change on Economic Growth in China," Sustainability, MDPI, vol. 14(7), pages 1-15, March.
- Michal Andrle & Shafik Hebous & Alvar Kangur & Mehdi Raissi, 2021.
"Italy: toward a growth-friendly fiscal reform,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 385-420, April.
See citations under working paper version above.
- Michal Andrle & Mr. Shafik Hebous & Mr. Alvar Kangur & Mr. Mehdi Raissi, 2018. "Italy: Toward a Growth-Friendly Fiscal Reform," IMF Working Papers 2018/059, International Monetary Fund.
- Michal Andrle & Josef C. Brada & Vladimír Tomšík & Jan Vlček, 2019.
"Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe,"
Eastern European Economics, Taylor & Francis Journals, vol. 57(1), pages 50-69, January.
See citations under working paper version above.
- Michal Andrle & Vladimír Tomšík & Mr. Jan Vlcek, 2017. "Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe," IMF Working Papers 2017/024, International Monetary Fund.
- Andrle, Michal & Plašil, Miroslav, 2018.
"Econometrics with system priors,"
Economics Letters, Elsevier, vol. 172(C), pages 134-137.
Cited by:
- Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022.
"What goes around comes around: How large are spillbacks from US monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
- Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," GRU Working Paper Series GRU_2021_003, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," Working Paper Series 2613, European Central Bank.
- Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," Working Papers 2021-05, Faculty of Economics and Statistics, Universität Innsbruck.
- 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.
- Fasolo, Angelo M. & Araujo, Eurilton & Jorge, Marcos Valli & Kornelius, Alexandre & Marinho, Leonardo Sousa Gomes, 2024.
"Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Angelo Marsiglia Fasolo & Eurilton Araújo & Marcos Valli Jorge & Alexandre Kornelius & Leonardo Sousa Gomes Marinho, 2023. "Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model," Working Papers Series 578, Central Bank of Brazil, Research Department.
- Milan Szabo, 2024. "Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1975-1981, September.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
- 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 Feb 2025.
- Tóth, Máté, 2021. "A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach," Working Paper Series 2523, European Central Bank.
- Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022.
"What goes around comes around: How large are spillbacks from US monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
- Michal Andrle & Andrew Berg & R. Armando Morales & Rafael Portillo & Jan Vlcek, 2015.
"On the Sources of Inflation in Kenya: A Model-Based Approach,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 475-505, December.
Cited by:
- Ms. Grace B Li & Mr. Stephen A. O'Connell & Mr. Christopher S Adam & Mr. Andrew Berg & Mr. Peter J Montiel, 2016. "VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries," IMF Working Papers 2016/090, International Monetary Fund.
- Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, vol. 11(19), pages 1-23, September.
- Andrle, Michal, 2012.
"Structural correlation decompositions for business cycle analysis,"
Economics Letters, Elsevier, vol. 115(3), pages 390-391.
Cited by:
- Morell, Joseph, 2018. "The decline in the predictive power of the US term spread: A structural interpretation," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 314-331.
- Michal Andrle & Jan Brůha, 2004.
"Význam forem diskontování v ekonomickém modelování [The role of discounting type in economic modelling],"
Politická ekonomie, Prague University of Economics and Business, vol. 2004(6).
Cited by:
- Ondřej Vojáček, 2011. "K pojetí preferencí v ekonomickém myšlení [Preference Dilemma in Economics]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(3), pages 345-358.
- Jan Kubíček & Leoš Vítek, 2010. "Hodnocení veřejných projektů z hlediska společenské míry diskontace [Evaluation of Public Projects from the Viewpoint of Social Rate of Discount]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(3), pages 291-304.
Chapters
- Miroslav Plasil & Michal Andrle, 2019.
"Assessing house price sustainability,"
Occasional Publications - Chapters in Edited Volumes,,
Czech National Bank.
Cited by:
- Roman Sustek, 2022. "A Back-of-the-Envelope Analysis of House Prices: Czech Republic, 2013-2021," CERGE-EI Working Papers wp737, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Roman Sustek, 2021. "A back-of-the-envelope analysis of house prices: Czech Republic, 2013-2021," Discussion Papers 2120, Centre for Macroeconomics (CFM).
- Hana Hejlová & Libor Holub & Miroslav Plašil, 2021. "Calibration of Borrower-based Macroprudential Measures for Mortgage Exposures: Rigorous Approach and Its Application to the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(3), pages 316-335.
Books
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