Frank Schorfheide
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
NBER Working Papers
17421, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
Mentioned in:
- Better GDP estimates
by Economic Logician in Economic Logic on 2011-10-12 19:28:00
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
Mentioned in:
- The Phillips Curve and Inflation
by thebusinesscycleblog in The business cycle blog on 2016-05-21 23:08:29
- Marco Del Negro & Frank Schorfheide, 2012.
"DSGE model-based forecasting,"
Staff Reports
554, Federal Reserve Bank of New York.
- Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.
Mentioned in:
- What caused the Great Recession ?
by Robert in Robert's Stochastic Thoughts on 2015-11-24 03:41:00
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011.
"Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters,"
RCER Working Papers
566, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2013. "Labor-Market Heterogeneity, Aggregation, And Policy (In)Variance Of Dsge Model Parameters," Journal of the European Economic Association, European Economic Association, vol. 11, pages 193-220, January.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," Working papers 2012rwp-51, Yonsei University, Yonsei Economics Research Institute.
Mentioned in:
- Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Christian Zimmermann in NEP-DGE blog on 2011-10-03 18:18:34
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009.
"Methods versus substance: measuring the effects of technology shocks on hours,"
Staff Report
433, Federal Reserve Bank of Minneapolis.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
Mentioned in:
- Technology shocks and hours: it is the identification, stupid!
by Economic Logician in Economic Logic on 2009-10-13 19:05:00
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010.
"Labor-Market Heterogeneity, Aggregation, and the Lucas Critique,"
RCER Working Papers
556, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," NBER Working Papers 16401, National Bureau of Economic Research, Inc.
- Chang, Yongsung & Schorfheide, Frank, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," CEPR Discussion Papers 8039, C.E.P.R. Discussion Papers.
Mentioned in:
- Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
by Christian Zimmermann in NEP-DGE blog on 2010-10-08 08:16:08
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014.
"Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance,"
PIER Working Paper Archive
14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
Mentioned in:
- Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
by Christian Zimmermann in NEP-DGE blog on 2014-11-05 21:21:13
- Schorfheide, Frank & An, Sungbae, 2005.
"Bayesian Analysis of DSGE Models,"
CEPR Discussion Papers
5207, C.E.P.R. Discussion Papers.
- Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
- Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
Mentioned in:
- Buiter, good macro critic?
by pushmedia1 in The Ambrosini Critique on 2009-03-04 10:59:20 - The Statistical Implications of Common Identifying Restrictions for DSGE Models
by Christian Zimmermann in NEP-DGE blog on 2015-02-05 22:29:18
- Sungbae An & Frank Schorfheide, 2007.
"Bayesian Analysis of DSGE Models,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
- Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
- Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
Mentioned in:
- Buiter, good macro critic?
by pushmedia1 in The Ambrosini Critique on 2009-03-04 10:59:20 - The Statistical Implications of Common Identifying Restrictions for DSGE Models
by Christian Zimmermann in NEP-DGE blog on 2015-02-05 22:29:18
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Mentioned in:
- Is the economy growing? Depends on how you measure it : GDP vs. GDI
by ? in FRED blog on 2022-09-01 13:00:00
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Frank Schorfheide & Dongho Song, 2020.
"Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic,"
PIER Working Paper Archive
20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
- Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
- Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
Mentioned in:
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016.
"Dynamic prediction pools: An investigation of financial frictions and forecasting performance,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Mentioned in:
- Thomas A. Lubik & Frank Schorfheide, 2004.
"Testing for Indeterminacy: An Application to U.S. Monetary Policy,"
American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March.
- Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy:An Application to U.S. Monetary Policy," Economics Working Paper Archive 480, The Johns Hopkins University,Department of Economics, revised Jun 2003.
Mentioned in:
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
Mentioned in:
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
Mentioned in:
- Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2007.
"On the Fit of New Keynesian Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 123-143, April.
Mentioned in:
- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models
- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models > Forecasting with DSGE Models
- Marco Del Negro & Frank Schorfheide, 2004.
"Priors from General Equilibrium Models for VARS,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, May.
- Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," FRB Atlanta Working Paper 2002-14, Federal Reserve Bank of Atlanta.
Mentioned in:
- Edward P. Herbst & Frank Schorfheide, 2016.
"Bayesian Estimation of DSGE Models,"
Economics Books,
Princeton University Press,
edition 1, number 10612.
Mentioned in:
- Frank Schorfheide & Dongho Song, 2015.
"Real-Time Forecasting With a Mixed-Frequency VAR,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
- Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
- Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
Mentioned in:
- Frank Schorfheide, 2000.
"Loss function-based evaluation of DSGE models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
Mentioned in:
- Sungbae An & Frank Schorfheide, 2007.
"Bayesian Analysis of DSGE Models,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
- Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
- Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
Mentioned in:
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive 14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (REStud 2018) in ReplicationWiki ()
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
Mentioned in:
- Inflation in the Great Recession and New Keynesian Models (AEJ:MA 2015) in ReplicationWiki ()
- Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002.
"Learning-by-Doing as a Propagation Mechanism,"
American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December.
- Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers.
- Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, University Library of Munich, Germany.
Mentioned in:
- Learning-by-Doing as a Propagation Mechanism (AER 2002) in ReplicationWiki ()
- Frank Schorfheide, 2000.
"Loss function-based evaluation of DSGE models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
Mentioned in:
- Loss function-based evaluation of DSGE models (Journal of Applied Econometrics 2000) in ReplicationWiki ()
- S. Boragan Aruoba & Frank Schorfheide, 2011.
"Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
Mentioned in:
Working papers
- Minsu Chang & Frank Schorfheide, 2024.
"On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity,"
NBER Working Papers
32166, National Bureau of Economic Research, Inc.
- Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Florian Huber & Massimiliano Marcellino & Tommaso Tornese, 2024. "The Distributional Effects of Economic Uncertainty," Papers 2411.12655, arXiv.org.
- Xu Cheng & Frank Schorfheide & Peng Shao, 2023.
"Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation,"
PIER Working Paper Archive
23-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Han, Qingyang, 2024. "Estimating labor market monopsony power from a forward-looking perspective," Economics Letters, Elsevier, vol. 244(C).
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022.
"Optimal Decision Rules when Payoffs are Partially Identified,"
Papers
2204.11748, arXiv.org, revised May 2023.
Cited by:
- Gyungbae Park, 2024. "Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions," Papers 2403.15934, arXiv.org.
- Marko Mlikota & Frank Schorfheide, 2022.
"Sequential Monte Carlo With Model Tempering,"
Papers
2202.07070, arXiv.org.
- Mlikota, Marko & Schorfheide, Frank, 2022. "Sequential Monte Carlo With Model Tempering," CEPR Discussion Papers 17035, C.E.P.R. Discussion Papers.
Cited by:
- Marko Mlikota, 2022. "Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications," Papers 2211.13610, arXiv.org, revised Sep 2024.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021.
"Forecasting with a Panel Tobit Model,"
Papers
2110.14117, arXiv.org, revised Jul 2022.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
Cited by:
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019.
"Forecasting with a Panel Tobit Model,"
CAEPR Working Papers
2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- Chen, Mo & Xue, Wei-Xian & Zhao, Xin-Xin & Chang, Chun-Ping & Liu, Xiaoxia, 2024. "The impact of economic sanctions on the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 163-174.
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022.
"Robust Empirical Bayes Confidence Intervals,"
Working Papers
2022-27, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
- Hyeongwoo Kim & Jisoo Son, 2023.
"What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?,"
Auburn Economics Working Paper Series
auwp2023-06, Department of Economics, Auburn University.
- Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
- Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
- Timmermann, Allan & Zhu, Yinchu, 2019. "Comparing Forecasting Performance with Panel Data," CEPR Discussion Papers 13746, C.E.P.R. Discussion Papers.
- Antonio Pacifico, 2023. "Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(4), pages 557-574, June.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020.
"Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty,"
Working Papers
202092, University of Pretoria, Department of Economics.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2022. "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
- Bykhovskaya, Anna & Duffy, James A., 2024. "The local to unity dynamic Tobit model," Journal of Econometrics, Elsevier, vol. 241(2).
- Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
- Qu, Ritong & Timmermann, Allan & Zhu, Yinchu, 2023. "Comparing forecasting performance in cross-sections," Journal of Econometrics, Elsevier, vol. 237(2).
- Anna Bykhovskaya & James A. Duffy, 2022. "The Local to Unity Dynamic Tobit Model," Papers 2210.02599, arXiv.org, revised May 2024.
- Zuoxiang Zhao & Hongjun Sun & Ding Han & Qiuyun Zhao, 2023. "Development strategy, technological progress, and regional environmental performance: empirical evidence from China," Economic Change and Restructuring, Springer, vol. 56(5), pages 3701-3732, October.
- Brezigar-Masten, Arjana & Masten, Igor & Volk, Matjaž, 2021. "Modelin-g credit risk with a Tobit model of days past due," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Kim, Dohan & Sohn, Wook, 2024. "Loan growth and quality over the credit cycle," International Review of Economics & Finance, Elsevier, vol. 95(C).
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
Cited by:
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024.
"Taylor Rules with Endogenous Regimes,"
Working Papers
No 04/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
- Hakan Yilmazkuday, 2024.
"Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices,"
Working Papers
2413, Florida International University, Department of Economics.
- Yilmazkuday, Hakan, 2024. "Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices," Energy Economics, Elsevier, vol. 140(C).
- Dubbert, Tore & Kempa, Bernd, 2024. "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, vol. 236(C).
- Stefania D'Amico & Thomas B. King, 2015.
"What Does Anticipated Monetary Policy Do?,"
Working Paper Series
WP-2015-10, Federal Reserve Bank of Chicago.
- D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
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"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework,"
Finance and Economics Discussion Series
2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
- Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
- James A. Duffy & Sophocles Mavroeidis, 2024. "Common Trends and Long-Run Identification in Nonlinear Structural VARs," Papers 2404.05349, arXiv.org, revised Sep 2024.
- Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024. "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers No 03/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Bykhovskaya, Anna & Duffy, James A., 2024. "The local to unity dynamic Tobit model," Journal of Econometrics, Elsevier, vol. 241(2).
- Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024. "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers 24-074/III, Tinbergen Institute.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
Cited by:
- Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
- Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
CAMA Working Papers
2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2025.
"A general equilibrium approach to carbon permit banking,"
Journal of Environmental Economics and Management, Elsevier, vol. 129(C).
- : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025. "A General Equilibrium Approach to Carbon Permit Banking," EconomiX Working Papers 2025-5, University of Paris Nanterre, EconomiX.
- Villalvazo, Sergio, 2024. "FDI flows and sudden stops in small open economies," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2022.
"Estimating Nonlinear Heterogeneous Agents Models with Neural Networks,"
CEPR Discussion Papers
17391, C.E.P.R. Discussion Papers.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
530, National Institute of Economic and Social Research.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 18 Jul 2024.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- Schorfheide, Frank & Chang, Minsu & Chen, Xiaohong, 2021.
"Heterogeneity and Aggregate Fluctuations,"
CEPR Discussion Papers
16183, C.E.P.R. Discussion Papers.
- Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers 2289, Cowles Foundation for Research in Economics, Yale University.
- Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," NBER Working Papers 28853, National Bureau of Economic Research, Inc.
Cited by:
- Yoosoon Chang & Fabio Gómez-RodrÃguez & Christian Matthes, 2023.
"The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve,"
CAMA Working Papers
2023-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAEPR Working Papers 2023-008 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Fabio Gómez-RodrÃguez & Christian Matthes, 2024. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," Working Papers No 02/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023.
"Oil prices uncertainty, endogenous regime switching, and inflation anchoring,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAEPR Working Papers 2023-002 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stephanie Ettmeier, 2023.
"No Taxation Without Reallocation: The Distributional Effects of Tax Changes,"
CRC TR 224 Discussion Paper Series
crctr224_2023_436, University of Bonn and University of Mannheim, Germany.
- Stephanie Ettmeier, 2022. "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin 2022, DIW Berlin, German Institute for Economic Research.
- Laura Liu & Mikkel Plagborg-M?ller, 2021.
"Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data,"
CAEPR Working Papers
2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Mikkel Plagborg-Møller, 2022. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Working Papers 2022-21, Princeton University. Economics Department..
- Laura Liu & Mikkel Plagborg-M{o}ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers 2101.04771, arXiv.org, revised Jun 2022.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024.
"Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption,"
CAMA Working Papers
2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023.
"Amortized Neural Networks for Agent-Based Model Forecasting,"
Bank of Russia Working Paper Series
wps115, Bank of Russia.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
- Bilbiie, F. & Primiceri, G. E. & Tambalotti, A., 2022.
"Inequality and Business Cycles,"
Cambridge Working Papers in Economics
2275, Faculty of Economics, University of Cambridge.
- Florin O. Bilbiie & Giorgio Primiceri & Andrea Tambalotti, 2023. "Inequality and Business Cycles," NBER Working Papers 31729, National Bureau of Economic Research, Inc.
- Bilbiie, Florin & Primiceri, Giorgio & Tambalotti, Andrea, 2023. "Inequality and Business Cycles," CEPR Discussion Papers 18344, C.E.P.R. Discussion Papers.
- Bilbiie, F. & Primiceri, G. E. & Tambalotti, A., 2022. "Inequality and Business Cycles," Janeway Institute Working Papers 2234, Faculty of Economics, University of Cambridge.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024.
"Oil and the Stock Market Revisited: A Mixed Functional VAR Approach,"
CAEPR Working Papers
2023-005 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew D. Cocci & Mikkel Plagborg-M{o}ller, 2021. "Standard Errors for Calibrated Parameters," Papers 2109.08109, arXiv.org, revised Jun 2024.
- Matthew D. Cocci & Mikkel Plagborg-Møller, 2021. "Standard Errors for Calibrated Parameters," Working Papers 2021-20, Princeton University. Economics Department..
- Laura Liu & Mikkel Plagborg‐Møller, 2023. "Full‐information estimation of heterogeneous agent models using macro and micro data," Quantitative Economics, Econometric Society, vol. 14(1), pages 1-35, January.
- Yoosoon Chang & Soyoung Kim & Joon Y. Park, 2025. "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," Working Papers No 01/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Schorfheide, Frank & Song, Dongho, 2021.
"Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic,"
CEPR Discussion Papers
16760, C.E.P.R. Discussion Papers.
- Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
- Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
Cited by:
- Christiane Baumeister & Pierre Guérin, 2020.
"A Comparison of Monthly Global Indicators for Forecasting Growth,"
CESifo Working Paper Series
8656, CESifo.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
- Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
- Evgenidis, Anastasios & Fasianos, Apostolos, 2023. "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, vol. 230(C).
- Frank Schorfheide & Dongho Song, 2024.
"Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
- Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
- Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive 20-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Dongho Song, 2020. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," Working Papers 20-26, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022.
"Reconciled Estimates of Monthly GDP in the US,"
Working Papers
22-01, Federal Reserve Bank of Cleveland.
- James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon, 2020. "Reconciled Estimates of Monthly GDP in the US," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-16, Economic Statistics Centre of Excellence (ESCoE).
- Hwee Kwan Chow & Keen Meng Choy, 2023. "Economic forecasting in a pandemic: some evidence from Singapore," Empirical Economics, Springer, vol. 64(5), pages 2105-2124, May.
- Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021.
"Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs,"
JRC Working Papers in Economics and Finance
2021-01, Joint Research Centre, European Commission.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
- Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021.
"Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?,"
LIDAM Discussion Papers LFIN
2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, vol. 43(C).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Marco Flaccadoro, 2024. "The recent weakness in the German manufacturing sector," Questioni di Economia e Finanza (Occasional Papers) 902, Bank of Italy, Economic Research and International Relations Area.
- Ramis Khabibullin & Sergei Seleznev, 2022.
"Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference,"
Papers
2210.07154, arXiv.org.
- Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series wps104, Bank of Russia.
- Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, Ã . & Rodrigo, T. & RodrÃguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Janeway Institute Working Papers 2504, Faculty of Economics, University of Cambridge.
- Bobeica, Elena & Hartwig, Benny, 2023. "The COVID-19 shock and challenges for inflation modelling," International Journal of Forecasting, Elsevier, vol. 39(1), pages 519-539.
- José R. Maria & Paulo Júlio, 2023.
"Trends and cycles during the COVID-19 pandemic period,"
Working Papers
w202311, Banco de Portugal, Economics and Research Department.
- Júlio, Paulo & Maria, José R., 2024. "Trends and cycles during the COVID-19 pandemic period," Economic Modelling, Elsevier, vol. 139(C).
- Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023.
"Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails,"
CEPR Discussion Papers
17800, C.E.P.R. Discussion Papers.
- Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024. "Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails," Journal of Econometrics, Elsevier, vol. 238(2).
- Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
- Anna Sznajderska & Alfred A. Haug, 2023. "Bayesian VARs of the U.S. economy before and during the pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 211-236, June.
- Zhang, Wen, 2022. "China’s government spending and global inflation dynamics: The role of the oil price channel," Energy Economics, Elsevier, vol. 110(C).
- Karin Klieber, 2023. "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers 2309.04821, arXiv.org.
- Serena Ng, 2021.
"Modeling Macroeconomic Variations after Covid-19,"
NBER Working Papers
29060, National Bureau of Economic Research, Inc.
- Serena Ng, 2021. "Modeling Macroeconomic Variations After COVID-19," Papers 2103.02732, arXiv.org, revised Jul 2021.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024.
"Addressing COVID-19 Outliers in BVARs with Stochastic Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
- Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
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"Macro-Financial Spillovers,"
Working Papers
202005, Geary Institute, University College Dublin.
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"The Euro Area's Pandemic Recession: A DSGE-Based Interpretation,"
European Economy - Discussion Papers
153, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2022. "The euro area’s pandemic recession: A DSGE-based interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
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"Nowcasting the output gap,"
CAMA Working Papers
2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Danilo Cascaldi-Garcia, 2022. "Pandemic Priors," International Finance Discussion Papers 1352, Board of Governors of the Federal Reserve System (U.S.).
- Antonio Musa, 2022. "Nowcasting Bosnia and Herzegovina GDP in Real Time," IHEID Working Papers 08-2022, Economics Section, The Graduate Institute of International Studies.
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- Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020.
"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
CEPR Discussion Papers
15114, C.E.P.R. Discussion Papers.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023.
"Lessons from Nowcasting GDP across the World,"
International Finance Discussion Papers
1385, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024. "Lessons from nowcasting GDP across the world," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217, Edward Elgar Publishing.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Vito Polito & Yunyi Zhang, 2021.
"Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression,"
CESifo Working Paper Series
9395, CESifo.
- Vito Polito & Yunyi Zhang, 2022. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," Working Papers 2022004, The University of Sheffield, Department of Economics.
- Larson, William D. & Sinclair, Tara M., 2022.
"Nowcasting unemployment insurance claims in the time of COVID-19,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
- William D. Larson & Tara M. Sinclair, 2020. "Nowcasting unemployment insurance claims in the time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
- William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers 2020-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Aug 2020.
- Bhaghoe, Sailesh & Ooft, Gavin, 2021. "Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models," Studies in Applied Economics 176, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Zhang, Bo & Nguyen, Bao H., 2020. "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers 2020-12, University of Tasmania, Tasmanian School of Business and Economics.
- Zeynep Kantur & Gülserim Özcan, 2022. "Dissecting Turkish inflation: theory, fact, and illusion," Economic Change and Restructuring, Springer, vol. 55(3), pages 1543-1553, August.
- John O’Trakoun, 2022. "Business forecasting during the pandemic," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(3), pages 95-110, July.
- Eraslan, Sercan & Schröder, Maximilian, 2023. "Nowcasting GDP with a pool of factor models and a fast estimation algorithm," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1460-1476.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
- Lin, Jiahe & Michailidis, George, 2024. "A multi-task encoder-dual-decoder framework for mixed frequency data prediction," International Journal of Forecasting, Elsevier, vol. 40(3), pages 942-957.
- Boriss Siliverstovs, 2021. "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers 2021/01, Latvijas Banka.
- Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, Ã . & Rodrigo, T. & RodrÃguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
- Metiu, Norbert & Prieto, Esteban, 2023. "The macroeconomic effects of inflation uncertainty," Discussion Papers 32/2023, Deutsche Bundesbank.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
- Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
Cited by:
- Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
- Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Enrique Mendoza & Sergio Villalvazo, 2020.
"FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
- Enrique G. Mendoza & Sergio Villalvazo, 2019. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers 26310, National Bureau of Economic Research, Inc.
- Enrique Mendoza & Sergio Villalvazo, 2020. "Code and data files for "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints"," Computer Codes 19-424, Review of Economic Dynamics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
CAMA Working Papers
2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2025.
"A general equilibrium approach to carbon permit banking,"
Journal of Environmental Economics and Management, Elsevier, vol. 129(C).
- : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025. "A General Equilibrium Approach to Carbon Permit Banking," EconomiX Working Papers 2025-5, University of Paris Nanterre, EconomiX.
- Villalvazo, Sergio, 2024. "FDI flows and sudden stops in small open economies," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2022.
"Estimating Nonlinear Heterogeneous Agents Models with Neural Networks,"
CEPR Discussion Papers
17391, C.E.P.R. Discussion Papers.
- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021.
"Modelling and Estimating Large Macroeconomic Shocks During the Pandemic,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
530, National Institute of Economic and Social Research.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
- Boehl, Gregor & Strobel, Felix, 2024.
"Estimation of DSGE models with the effective lower bound,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
- Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," JRC Working Papers in Economics and Finance 2021-02, Joint Research Centre, European Commission.
- Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
- Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 18 Jul 2024.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance 2021-03, Joint Research Centre, European Commission.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," JRC Working Papers in Economics and Finance 2021-08, Joint Research Centre, European Commission.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020.
"Online Estimation of DSGE Models,"
Finance and Economics Discussion Series
2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Ho, Paul, 2024.
"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2024.
"Active or passive? Revisiting the role of fiscal policy during high inflation,"
European Economic Review, Elsevier, vol. 170(C).
- Stephanie Ettmeier & Alexander Kriwoluzky, 2024. "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series crctr224_2024_565, University of Bonn and University of Mannheim, Germany.
- Ho, Paul, 2023.
"Global robust Bayesian analysis in large models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
- Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
- Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
- Masashige Hamano & Munechika Katayama, 2021. "Epidemics and Macroeconomic Dynamics," Working Papers e162, Tokyo Center for Economic Research.
- Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2022. "Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way," Working Paper 22-10, Federal Reserve Bank of Richmond.
- 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.
- Jabeen, Fauzia & Kaur, Puneet & Talwar, Shalini & Malodia, Suresh & Dhir, Amandeep, 2022. "I love you, but you let me down! How hate and retaliation damage customer-brand relationship," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
- Peter McAdam & Anders Warne, 2024.
"Density forecast combinations: The real‐time dimension,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
- McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020.
"Panel Forecasts of Country-Level Covid-19 Infections,"
NBER Working Papers
27248, National Bureau of Economic Research, Inc.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021. "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
Cited by:
- Fernández-Villaverde, Jesús & Jones, Chad, 2020.
"Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities,"
CEPR Discussion Papers
14711, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Charles I. Jones, 2020. "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities," NBER Working Papers 27128, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Jones, Charles I., 2022. "Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
- Cem Cakmakli & Yasin Simsek, 2023. "Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model," Papers 2301.13692, arXiv.org.
- Li, Shaoran & Linton, Oliver, 2021.
"When will the Covid-19 pandemic peak?,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 130-157.
- Li, S. & Linton, O., 2020. "When will the Covid-19 pandemic peak?," Cambridge Working Papers in Economics 2025, Faculty of Economics, University of Cambridge.
- Oliver Linton, 2020. "When will the Covid-19 pandemic peak?," CeMMAP working papers CWP11/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yothin Jinjarak & Rashad Ahmed & Sameer Nair-Desai & Weining Xin & Joshua Aizenman, 2020.
"Accounting for Global COVID-19 Diffusion Patterns, January-April 2020,"
NBER Working Papers
27185, National Bureau of Economic Research, Inc.
- Yothin Jinjarak & Rashad Ahmed & Sameer Nair-Desai & Weining Xin & Joshua Aizenman, 2020. "Accounting for Global COVID-19 Diffusion Patterns, January–April 2020," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 515-559, October.
- Hwang, Eunju, 2022. "Prediction intervals of the COVID-19 cases by HAR models with growth rates and vaccination rates in top eight affected countries: Bootstrap improvement," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
- Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2020.
"On the Time Trend of COVID-19: A Panel Data Study,"
Papers
2006.11060, arXiv.org, revised Jun 2020.
- Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng, 2020. "On Time Trend of COVID-19: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 22/20, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O. & Peng, B., 2020. "On Time Trend of COVID-19: A Panel Data Study," Cambridge Working Papers in Economics 2065, Faculty of Economics, University of Cambridge.
- Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu, 2024. "Machine Learning for Economic Forecasting: An Application to China's GDP Growth," Papers 2407.03595, arXiv.org.
- Leonardo Martins & Marcelo C. Medeiros, 2021. "The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data," Papers 2110.00597, arXiv.org.
- Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020.
"Sparse HP filter: Finding kinks in the COVID-19 contact rate,"
CeMMAP working papers
CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.
- Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers 2020-06, McMaster University.
- Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.
- Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023.
"The spread of COVID-19 in London: Network effects and optimal lockdowns,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2125-2154.
- Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023. "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics 118825, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Shi, Ran & Yuan, Kathy, 2020. "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics 118864, London School of Economics and Political Science, LSE Library.
- Hartl, Tobias, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242380, Verein für Socialpolitik / German Economic Association.
- Zubarev, Andrei & Kirillova, Maria, 2022. "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 117-138.
- Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023.
"How to go viral: A COVID-19 model with endogenously time-varying parameters,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
- Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
PIER Working Paper Archive
22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2023. "Stage-Based Identification of Policy Effects," CESifo Working Paper Series 10722, CESifo.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulà lia-Llopis, 2023. "Stage-Based Identification of Policy Effects," Working Papers 2023-026, Human Capital and Economic Opportunity Working Group.
- Christian Alemán-Pericón & Alexander Ludwig & Christopher Busch & Raül Santaeulà lia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," Working Papers 1369, Barcelona School of Economics.
- Alemán, Christian & Busch, Christopher & Ludwig, Alexander & Santaeulàlia-Llopis, Raül, 2023. "Stage-based identification of policy effects," SAFE Working Paper Series 404, Leibniz Institute for Financial Research SAFE.
- Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye, 2024. "Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach," Papers 2405.12180, arXiv.org.
- Guenette,Justin Damien & Yamazaki,Takefumi, 2021. "Projecting the Economic Consequences of the COVID-19 Pandemic," Policy Research Working Paper Series 9589, The World Bank.
- Pierluigi Vallarino, 2024. "Dynamic kernel models," Tinbergen Institute Discussion Papers 24-082/III, Tinbergen Institute.
- Sen, Anindya & Baker, John David & Zhang, Qihuang & Agarwal, Rishav Raj & Lam, Jean-Paul, 2023. "Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 225-242.
- Otilia Boldea & Adriana Cornea-Madeira & João Madeira, 2023. "Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 444-466.
- Tobias Hartl, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers 2102.10067, arXiv.org.
- Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020.
"Panel Forecasts of Country-Level Covid-19 Infectionsliu,"
CEPR Discussion Papers
14790, C.E.P.R. Discussion Papers.
Cited by:
- Guenette,Justin Damien & Yamazaki,Takefumi, 2021. "Projecting the Economic Consequences of the COVID-19 Pandemic," Policy Research Working Paper Series 9589, The World Bank.
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018.
"On the Comparison of Interval Forecasts,"
PIER Working Paper Archive
18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
Cited by:
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019.
"Forecasting with a Panel Tobit Model,"
CAEPR Working Papers
2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- Hyndman, Rob J., 2020.
"A brief history of forecasting competitions,"
International Journal of Forecasting, Elsevier, vol. 36(1), pages 7-14.
- Rob J Hyndman, 2019. "A Brief History of Forecasting Competitions," Monash Econometrics and Business Statistics Working Papers 3/19, Monash University, Department of Econometrics and Business Statistics.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021.
"On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates,"
Working Papers
21-06, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates," PIER Working Paper Archive 21-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023. "On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates," Journal of Econometrics, Elsevier, vol. 237(2).
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers 29635, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023.
"Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1054-1086.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers 21-21, Federal Reserve Bank of Philadelphia.
- Nico Keilman, 2020. "Evaluating Probabilistic Population Forecasts," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 49-64.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Sayar Karmakar & Marek Chudý & Wei Biao Wu, 2022. "Long‐term prediction intervals with many covariates," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 587-609, July.
- James Mitchell & Martin Weale, 2021.
"Censored Density Forecasts: Production and Evaluation,"
Working Papers
21-12R, Federal Reserve Bank of Cleveland, revised 16 Aug 2022.
- James Mitchell & Martin Weale, 2023. "Censored density forecasts: Production and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 714-734, August.
- Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
- Francisca Corpas-Burgos & Miguel A. Martinez-Beneito, 2021. "An Autoregressive Disease Mapping Model for Spatio-Temporal Forecasting," Mathematics, MDPI, vol. 9(4), pages 1-17, February.
- Spyros Makridakis & Chris Fry & Fotios Petropoulos & Evangelos Spiliotis, 2022. "The Future of Forecasting Competitions: Design Attributes and Principles," INFORMS Joural on Data Science, INFORMS, vol. 1(1), pages 96-113, April.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017.
"Forecasting with Dynamic Panel Data Models,"
Papers
1709.10193, arXiv.org.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
Cited by:
- Mihaela Simionescu & Javier Cifuentes-Faura, 2022. "Forecasting National and Regional Youth Unemployment in Spain Using Google Trends," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(3), pages 1187-1216, December.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019.
"Forecasting with a Panel Tobit Model,"
CAEPR Working Papers
2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- Laura Liu, 2020.
"Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective,"
CAEPR Working Papers
2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu, 2018. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers 1805.04178, arXiv.org, revised Oct 2021.
- Laura Liu, 2018. "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series 2018-036, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y. Chen & Tom Zimmermann, 2018.
"Publication Bias and the Cross-Section of Stock Returns,"
Finance and Economics Discussion Series
2018-033, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Y Chen & Tom Zimmermann & Jeffrey Pontiff, 2020. "Publication Bias and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(2), pages 249-289.
- Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023.
"Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity,"
PIER Working Paper Archive
23-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016.
"Forecasting with Dynamic Panel Data Models,"
PIER Working Paper Archive
16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
- Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021.
"Estimating the anomaly base rate,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019. "Estimating The Anomaly Base Rate," NBER Working Papers 26493, National Bureau of Economic Research, Inc.
- Seoyoung Yu & Donghyun Kim, 2021. "Changes in Regional Economic Resilience after the 2008 Global Economic Crisis: The Case of Korea," Sustainability, MDPI, vol. 13(20), pages 1-14, October.
- Timmermann, Allan & Zhu, Yinchu, 2019. "Comparing Forecasting Performance with Panel Data," CEPR Discussion Papers 13746, C.E.P.R. Discussion Papers.
- Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
- Antonio Pacifico, 2023. "Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(4), pages 557-574, June.
- Randal Verbrugge & Alan Dorfman & William Johnson & Fred Marsh III & Robert Poole & Owen Shoemaker, 2017.
"Determinants of Differential Rent Changes: Mean Reversion versus the Usual Suspects,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(3), pages 591-627, July.
- Alan Dorfman & William Johnson & Fred Marsh & Robert Poole & Owen Shoemaker & Randal J. Verbrugge, 2015. "Determinants of Differential Rent Changes: Mean Reversion versus the Usual Suspects," Working Papers (Old Series) 1511, Federal Reserve Bank of Cleveland.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021.
"Panel Unit Root Tests with Structural Breaks,"
London Stata Conference 2021
19, Stata Users Group.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," Discussion Papers 21-12, Department of Economics, University of Birmingham.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022. "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LLC, vol. 22(3), pages 664-678, September.
- Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023.
"A Robust Method for Microforecasting and Estimation of Random Effects,"
Working Paper Series
WP 2023-26, Federal Reserve Bank of Chicago.
- Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023. "A Robust Method for Microforecasting and Estimation of Random Effects," Papers 2308.01596, arXiv.org.
- Lin, Jilei & Eck, Daniel J., 2021. "Minimizing post-shock forecasting error through aggregation of outside information," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1710-1727.
- Fabio Canova, 2024. "Should we trust cross‐sectional multiplier estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 589-606, June.
- Yugang He, 2024. "E-commerce and foreign direct investment: pioneering a new era of trade strategies," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
- Woloszko, Nicolas, 2024. "Nowcasting with panels and alternative data: The OECD weekly tracker," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1302-1335.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020.
"Interest Rate Uncertainty and the Predictability of Bank Revenues,"
Working Papers
202040, University of Pretoria, Department of Economics.
- Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022. "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1559-1569, December.
- Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
- Wang, Siquan & Lin, Boqiang, 2024. "Performance linkage in renewable energy supply chain: A comparative analysis with coal power and the entire industry," Energy Policy, Elsevier, vol. 193(C).
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020.
"Robust Forecasting,"
PIER Working Paper Archive
20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
- Moffo, Ahmadou Mustapha Fonton, 2024. "A machine learning approach in stress testing US bank holding companies," International Review of Financial Analysis, Elsevier, vol. 95(PC).
- Andrew Y. Chen, 2022. "Do t-Statistic Hurdles Need to be Raised?," Papers 2204.10275, arXiv.org, revised Apr 2024.
- Qu, Ritong & Timmermann, Allan & Zhu, Yinchu, 2023. "Comparing forecasting performance in cross-sections," Journal of Econometrics, Elsevier, vol. 237(2).
- Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
- Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
- Andrew Y. Chen & Mihail Velikov, 2020. "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series 2020-039, Board of Governors of the Federal Reserve System (U.S.).
- Ullah, Atta & Nobanee, Haitham & Ullah, Saif & Iftikhar, Huma, 2024. "Renewable energy transition and regional integration: Energizing the pathway to sustainable development," Energy Policy, Elsevier, vol. 193(C).
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017.
"Inference for VARs Identified with Sign Restrictions,"
Papers
1709.10196, arXiv.org, revised Feb 2018.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Inference for VARs identified with sign restrictions," Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011. "Inference for VARs Identified with Sign Restrictions," NBER Working Papers 17140, National Bureau of Economic Research, Inc.
Cited by:
- Raffaella Giacomini & Toru Kitagawa, 2014.
"Inference about Non-Identi?ed SVARs,"
CeMMAP working papers
CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru, 2014. "Inference about Non-Identified SVARs," CEPR Discussion Papers 10287, C.E.P.R. Discussion Papers.
- Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2016.
"Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 335-346.
- Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2014. "Total factor productivity and the propagation of shocks: Empirical evidence and implications for the business cycle," W.E.P. - Würzburg Economic Papers 92, University of Würzburg, Department of Economics.
- Eric Mayer & Sebastian Rüth & Johann Scharler, 2014. "Total Factor Productivity and the Propagation of Shocks; Empirical Evidence and Implications for the Business Cycle," Working Papers 2014-25, Faculty of Economics and Statistics, Universität Innsbruck.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2021.
"The corporate saving glut and the current account in Germany,"
Working Paper Series
2586, European Central Bank.
- Thorsten Klug & Eric Mayer & Tobias Schuler, 2018. "The Corporate Saving Glut and the Current Account in Germany," ifo Working Paper Series 280, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2022. "The corporate saving glut and the current account in Germany," Journal of International Money and Finance, Elsevier, vol. 121(C).
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2019. "The corporate saving glut and the current account in Germany," W.E.P. - Würzburg Economic Papers 100, University of Würzburg, Department of Economics.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2019. "The Corporate Saving Glut and the Current Account in Germany," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203523, Verein für Socialpolitik / German Economic Association.
- Isaiah Andrews & Timothy B. Armstrong, 2015.
"Unbiased Instrumental Variables Estimation under Known First-Stage Sign,"
Cowles Foundation Discussion Papers
1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Candelon, Bertrand & Lieb, Lenard, 2013.
"Fiscal policy in good and bad times,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
- Candelon, B. & Lieb, L.M., 2011. "Fiscal policy in good and bad times," Research Memorandum 001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Mark W. Watson, 2019. "Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 182-193, National Bureau of Economic Research, Inc.
- Andreas Tryphonides, 2023.
"Online Appendix to "Identifying Preferences when Households are Financially Constrained","
Online Appendices
21-242, Review of Economic Dynamics.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- IWATA, Yasuharu & IIBOSHI, Hirokuni, 2023.
"The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter,"
MPRA Paper
116355, University Library of Munich, Germany.
- Yasuharu Iwata & Hirokuni IIboshi, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 830-858, August.
- IIBOSHI, Hirokuni & IWATA, Yasuharu, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116310, University Library of Munich, Germany.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014.
"Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,"
Dynare Working Papers
30, CEPREMAP.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2014 Meeting Papers 1199, Society for Economic Dynamics.
- Rubio-RamÃrez, Juan Francisco & , & Arias, Jonas E., 2014. "Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications," CEPR Discussion Papers 9796, C.E.P.R. Discussion Papers.
- Juan F. Rubio-Ramírez & Jonas E. Arias & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 1338, BBVA Bank, Economic Research Department.
- Juan Rubio-Ramirez & Daniel Waggoner & Jonas Arias, 2016. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," 2016 Meeting Papers 472, Society for Economic Dynamics.
- Jonas E. Arias & Juan Rubio-Ramirez & Daniel F. Waggoner, 2013. "Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications," Working Papers 2013-24, FEDEA.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper 2014-1, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014. "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," International Finance Discussion Papers 1100, Board of Governors of the Federal Reserve System (U.S.).
- Bicu, A.C. & Lieb, L.M., 2015. "Cross-border effects of fiscal policy in the Eurozone," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
- Herwartz, Helmut & Plödt, Martin, 2014. "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100326, Verein für Socialpolitik / German Economic Association.
- Hyunseung Oh & Nicolas Crouzet, 2013.
"Can news shocks account for the business-cycle dynamics of inventories?,"
2013 Meeting Papers
504, Society for Economic Dynamics.
- Crouzet, Nicolas & Oh, Hyunseung, 2016. "What do inventories tell us about news-driven business cycles?," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 49-66.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Pooyan Amir Ahmadi & Harald Uhlig, 2015. "Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks," NBER Working Papers 21738, National Bureau of Economic Research, Inc.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
CAMA Working Papers
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PIER Working Paper Archive
24-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mahdi E. Kahou & Jesús Fernández-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," NBER Working Papers 32850, National Bureau of Economic Research, Inc.
- Ebrahimi Kahou, Mahdi & Fernández-Villaverde, Jesús & Gomez Cardona, Sebastian & Perla, Jesse & Rosa, Jan, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," CEPR Discussion Papers 19386, C.E.P.R. Discussion Papers.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Sebastián Gómez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," CESifo Working Paper Series 11292, CESifo.
- Pierre Mabille, 2019. "Aggregate Precautionary Savings Motives," 2019 Meeting Papers 344, Society for Economic Dynamics.
- Fernández-Villaverde, Jesús & Arias, Jonas & Rubio-RamÃrez, Juan Francisco & Shin, Minchul, 2021.
"Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs,"
CEPR Discussion Papers
15951, C.E.P.R. Discussion Papers.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 2021-09, FEDEA.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CESifo Working Paper Series 8977, CESifo.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Papp, Tamás K. & Reiter, Michael, 2020. "Estimating linearized heterogeneous agent models using panel data," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020.
"Forecasting with Second-Order Approximations and Markov-Switching DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
- Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018. "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series 2018-10, School of Economics, University of Cape Town.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018. "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers 201862, University of Pretoria, Department of Economics.
- Francesco Zanetti & Christoph Görtz & John D. Tsoukalas, 2016.
"News Shocks under Financial Frictions,"
Economics Series Working Papers
813, University of Oxford, Department of Economics.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2022. "News Shocks under Financial Frictions," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 210-243, October.
- Christoph Gortz & John Tsoukalas & Francesco Zanetti, 2021. "News Shocks under Financial Frictions," Discussion Papers 21-08, Department of Economics, University of Birmingham.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," Discussion Papers 2027, Centre for Macroeconomics (CFM).
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2016. "News Shocks under Financial Frictions," Working Papers 2016_15, Business School - Economics, University of Glasgow.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News shocks under financial frictions," CAMA Working Papers 2020-94, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Görtz, Christoph & Tsoukalas, John & Zanetti, Francesco, 2017. "News Shocks under Financial Frictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168066, Verein für Socialpolitik / German Economic Association.
- Christoph Görtz & John D. Tsoukalas & Francesco Zanetti, 2020. "News Shocks under Financial Frictions," CESifo Working Paper Series 8728, CESifo.
- Sushant Acharya & Shu Lin Wee, 2020.
"Rational Inattention in Hiring Decisions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(1), pages 1-40, January.
- Shu Lin Wee & Sushant Acharya, 2016. "Rational Inattention in Hiring Decisions," 2016 Meeting Papers 489, Society for Economic Dynamics.
- Sushant Acharya & Shu Lin Wee, 2019. "Rational inattention in hiring decisions," Staff Reports 878, Federal Reserve Bank of New York.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2016.
"Solution Methods for Models with Rare Disasters,"
CEPR Discussion Papers
11115, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Oren Levintal, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
- Jesús Fernández‐Villaverde & Oren Levintal, 2018. "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
- Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017.
"Agent-Based Model Calibration using Machine Learning Surrogates,"
Papers
1703.10639, arXiv.org, revised Apr 2017.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Glötzl, Erhard & Glötzl, Florentin & Richters, Oliver, 2018.
"From constrained optimization to constrained dynamics: extending analogies between economics and mechanics,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181627, Verein für Socialpolitik / German Economic Association.
- Erhard Glötzl & Florentin Glötzl & Oliver Richters, 2019. "From constrained optimization to constrained dynamics: extending analogies between economics and mechanics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 623-642, September.
- Erhard Gloetzl & Florentin Gloetzl & Oliver Richters, 2017. "From constrained optimization to constrained dynamics: extending analogies between economics and mechanics," Working Papers V-405-17, University of Oldenburg, Department of Economics, revised Nov 2017.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Gianluca Cubadda & Alain Hecq, 2022.
"Dimension Reduction for High Dimensional Vector Autoregressive Models,"
CEIS Research Paper
534, Tor Vergata University, CEIS, revised 24 Mar 2022.
- Gianluca Cubadda & Alain Hecq, 2020. "Dimension Reduction for High Dimensional Vector Autoregressive Models," Papers 2009.03361, arXiv.org, revised Feb 2022.
- Gianluca Cubadda & Alain Hecq, 2022. "Dimension Reduction for High‐Dimensional Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1123-1152, October.
- Gohin, Alexandre & Zheng, Yu, 2020. "Reforming the European Common Agricultural Policy: From price & income support to risk management," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 712-727.
- Beatrice Cherrier, 2023. "The Price of Virtue: Some Hypotheses on How Tractability Has Shaped Economic Models," Post-Print halshs-04378635, HAL.
- Gross, Isaac & Hansen, James, 2021. "Optimal policy design in nonlinear DSGE models: An n-order accurate approximation," European Economic Review, Elsevier, vol. 140(C).
- Haykaz Igityan & Hasmik Kartashyan, 2021. "Housing Market Drivers and Dynamics in Armenia," Working Papers 16, Central Bank of Armenia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
NBER Working Papers
26768, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "Undesired Consequences of Calvo Pricing in a Non-linear World," Working and Discussion Papers WP 1/2023, Research Department, National Bank of Slovakia.
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024.
"Filtering with Limited Information,"
CEPR Discussion Papers
19270, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Julien Albertini & Stéphane Moyen, 2024.
"A General and Efficient Method for Solving Regime-Switching DSGE Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3645-3682, December.
- Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers 2035, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers halshs-03067554, HAL.
- Eric Jondeau & Gr gory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel, 2023. "Environmental Subsidies to Mitigate Net-Zero Transition Costs," Working papers 910, Banque de France.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
- Solis-Garcia, Mario, 2017. "Yes we can! Teaching DSGE models to undergraduate students," MPRA Paper 81754, University Library of Munich, Germany.
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021.
"Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics,"
Dynare Working Papers
71, CEPREMAP.
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics," IZA Discussion Papers 14822, Institute of Labor Economics (IZA).
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
LEM Papers Series
2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Portier, Franck & Galizia, Dana & Beaudry, Paul, 2016.
"Putting the Cycle Back into Business Cycle Analysis,"
CEPR Discussion Papers
11647, C.E.P.R. Discussion Papers.
- Beaudry, Paul & Galizia, Dana & Portier, Franck, 2016. "Putting the Cycle Back into Business Cycle Analysis," TSE Working Papers 16-734, Toulouse School of Economics (TSE).
- Paul Beaudry & Dana Galizia & Franck Portier, 2020. "Putting the Cycle Back into Business Cycle Analysis," American Economic Review, American Economic Association, vol. 110(1), pages 1-47, January.
- Paul Beaudry & Dana Galizia & Franck Portier, 2016. "Putting the Cycle Back into Business Cycle Analysis," NBER Working Papers 22825, National Bureau of Economic Research, Inc.
- Franck Portier & Dana Galizia & Paul Beaudry, 2017. "Putting the Cycle Back into Business Cycle Analysis," 2017 Meeting Papers 310, Society for Economic Dynamics.
- Pablo Garcia, 2021. "Learning, expectations and monetary policy," BCL working papers 153, Central Bank of Luxembourg.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- Farkas, Mátyás & Tatar, Balint, 2020. "Bayesian estimation of DSGE models with Hamiltonian Monte Carlo," IMFS Working Paper Series 144, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Jesús Fernández-Villaverde & Galo Nuno & Jesse Perla, 2024.
"Taming the Curse of Dimensionality:Quantitative Economics with Deep Learning,"
PIER Working Paper Archive
24-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024. "Taming the curse of dimensionality: quantitative economics with deep learning," Working Papers 2444, Banco de España.
- Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024. "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series 11448, CESifo.
- Jesús Fernández-Villaverde & Galo Nuño & Jesse Perla, 2024. "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," NBER Working Papers 33117, National Bureau of Economic Research, Inc.
- Ramis Khabibullin & Sergei Seleznev, 2022.
"Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference,"
Papers
2210.07154, arXiv.org.
- Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series wps104, Bank of Russia.
- Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
- Jonathan J. Adams & Mr. Philip Barrett, 2017.
"Why are Countries’ Asset Portfolios Exposed to Nominal Exchange Rates?,"
IMF Working Papers
2017/291, International Monetary Fund.
- Adams, Jonathan J. & Barrett, Philip, 2021. "Why are countries’ asset portfolios exposed to nominal exchange rates?," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Alexis Derviz, 2020. "Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium," Working Papers 2020/4, Czech National Bank.
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019.
"Likelihood Evaluation of Models with Occasionally Binding Constraints,"
Finance and Economics Discussion Series
2019-028, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019. "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1073-1085, November.
- RAJAONARISON, Njakanasandratra R., 2024. "Efficacité de la politique budgétaire à Madagascar [Effectiveness of fiscal policy : case of Madagascar]," MPRA Paper 122857, University Library of Munich, Germany.
- Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2021. "Bubbles, Crashes, Ups and Downs in Economic Growth Theory and Evidence," CIGS Working Paper Series 21-006E, The Canon Institute for Global Studies.
- Zhongjun Qu & Denis Tkachenko, 2023. "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 644-667, June.
- Aryan Eftekhari & Simon Scheidegger, 2022. "High-Dimensional Dynamic Stochastic Model Representation," Papers 2202.06555, arXiv.org.
- Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
- Gleb Kurovskiy, 2017. "Modelling terms of trade volatility impact on output dynamics in Russia," EcoMod2017 10361, EcoMod.
- Wolfgang Maennig & Stefan Wilhelm, 2022.
"News and Noise in Crime Politics: The Role of Announcements and Risk Attitudes,"
Working Papers
072, Chair for Economic Policy, University of Hamburg.
- Maennig, Wolfgang & Wilhelm, Stefan, 2023. "News and noise in crime politics: The role of announcements and risk attitudes," Economic Modelling, Elsevier, vol. 129(C).
- Dana Galizia, 2021.
"Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 869-901, July.
- Dana Galizia, 2018. "Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods," Carleton Economic Papers 18-11, Carleton University, Department of Economics.
- Hristov, Nikolay & Hülsewig, Oliver, 2017.
"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
- Nikolay Hristov & Oliver Hülsewig, 2016. "Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area," CESifo Working Paper Series 6160, CESifo.
- Minsu Chang, 2023.
"Online Appendix to "Changing Marital Transitions and Homeownership Among Young Households","
Online Appendices
21-30, Review of Economic Dynamics.
- Minsu Chang, 2024. "Changing Marital Transitions and Homeownership Among Young Households," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 52, pages 46-63, April.
- Yantao Gao & Xilong Yao & Wenxi Wang & Xin Liu, 2019. "Dynamic effect of environmental tax on export trade: Based on DSGE mode," Energy & Environment, , vol. 30(7), pages 1275-1290, November.
- Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco & Alleva, Giorgio & Di Dio, Fabio & Liseo, Brunero, 2020. "A stochastic estimated version of the Italian dynamic General Equilibrium Model," Economic Modelling, Elsevier, vol. 92(C), pages 339-357.
- Hongru Zhang & Yang Yang, 2019. "Prescribing for the tourism-induced Dutch disease: A DSGE analysis of subsidy policies," Tourism Economics, , vol. 25(6), pages 942-963, September.
- Renato Faccini & Leonardo Melosi, 2019.
"Pigouvian Cycles,"
2019 Meeting Papers
977, Society for Economic Dynamics.
- Renato Faccini & Leonardo Melosi, 2022. "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
- Melosi, Leonardo & Faccini, Renato, 2018. "Pigouvian Cycles," CEPR Discussion Papers 13370, C.E.P.R. Discussion Papers.
- Iwasaki, Yuto & Muto, Ichiro & Shintani, Mototsugu, 2021.
"Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model,"
European Economic Review, Elsevier, vol. 132(C).
- Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018. "Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model," IMES Discussion Paper Series 18-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022.
"Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve,"
Dynare Working Papers
78, CEPREMAP.
- Gaygysyz Guljanov & Willi Mutschler & Mark Trede, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," CQE Working Papers 10122, Center for Quantitative Economics (CQE), University of Muenster.
- Fang, Xiang & Liu, Yang, 2021. "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, vol. 141(1), pages 217-233.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019.
"Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models,"
NBER Working Papers
26123, National Bureau of Economic Research, Inc.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021. "Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models," Econometrica, Econometric Society, vol. 89(5), pages 2375-2408, September.
- Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
- Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).
- Ayşe Kabukçuoğlu & Enrique Martínez-García, 2021.
"A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints,"
Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 435-460, August.
- Ayse Kabukcuoglu & Enrique Martínez García, 2020. "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Globalization Institute Working Papers 396, Federal Reserve Bank of Dallas.
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021.
"Estimating DSGE Models: Recent Advances and Future Challenges,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Ivashchenko, Sergey & Mutschler, Willi, 2020.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
- Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
- McKnight, Stephen & Mihailov, Alexander & Pompa Rangel, Antonio, 2020.
"What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences,"
Journal of Macroeconomics, Elsevier, vol. 63(C).
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"What Can Time-Series Regressions Tell Us About Policy Counterfactuals?,"
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"Unprecedented Changes in the Terms of Trade,"
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"Self_fulfilling Debt Crises: A Quantitative Analysis,"
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"Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market,"
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"Unusual shocks in our usual models,"
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"Long-term care expenditures and investment decisions under uncertainty,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 38(1), pages 1-23, March.
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- Meyer-Gohde, Alexander, 2021. "On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing," IMFS Working Paper Series 154, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
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"Global robust Bayesian analysis in large models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
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- Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
- Nikolay Hristov, 2016. "The Ifo DSGE Model for the German Economy," ifo Working Paper Series 210, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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"Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator,"
BCL working papers
172, Central Bank of Luxembourg.
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"The Zero Lower Bound and Estimation Accuracy,"
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1804, Federal Reserve Bank of Dallas.
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"Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 810-854.
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- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers 20081, National Bureau of Economic Research, Inc.
- Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers 202, Society for Economic Dynamics.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018.
"On DSGE Models,"
Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. "On DSGE Models," NBER Working Papers 24811, National Bureau of Economic Research, Inc.
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- Dawid, Herbert & Keoula, Michel Y. & Kopel, Michael & Kort, Peter M., 2023.
"Dynamic investment strategies and leadership in product innovation,"
Other publications TiSEM
b157153f-94ae-484a-9b27-d, Tilburg University, School of Economics and Management.
- Dawid, Herbert & Keoula, Michel Y. & Kopel, Michael & Kort, Peter M., 2023. "Dynamic investment strategies and leadership in product innovation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 431-447.
- Maximilian Goedl, 2017. "The Sovereign-Bank Interaction in the Eurozone Crisis," Graz Economics Papers 2017-10, University of Graz, Department of Economics.
- Colla-De-Robertis, Esteban & Da-Rocha, Jose-Maria & García-Cutrin, Javier & Gutiérrez, María-José & Prellezo, Raul, 2018. "A bayesian estimation of the economic effects of the Common Fisheries Policy on the Galician Fleet: a dynamic stochastic general equilibrium approach," MPRA Paper 89944, University Library of Munich, Germany.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020.
"Risk Matters: Breaking Certainty Equivalence,"
CESifo Working Paper Series
8250, CESifo.
- Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
- Eugenio S.A. Bobenrieth & Juan R.A. Bobenrieth & Ernesto A. Guerra & Brian D. Wright & Di Zeng, 2021. "Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a “Negligible” Trend," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1034-1057, May.
- Zhongjun Qu, 2018.
"A Composite Likelihood Framework for Analyzing Singular DSGE Models,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
- Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
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"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
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"Asset holdings, information aggregation in secondary markets and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Henrique S. Basso, 2022. "Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles," Working Papers 2214, Banco de España.
- Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Hasumi, Ryo & Iiboshi, Hirokuni, 2019. "A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan," MPRA Paper 92292, University Library of Munich, Germany.
- Jensen, Henrik & Santoro, Emiliano & Ravn, Søren Hove, 2015.
"Changing Credit Limits, Changing Business Cycles,"
CEPR Discussion Papers
10462, C.E.P.R. Discussion Papers.
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- Gáti, Laura, 2022.
"Monetary policy & anchored expectations: an endogenous gain learning model,"
Working Paper Series
2685, European Central Bank.
- Gáti, Laura, 2023. "Monetary policy & anchored expectations—An endogenous gain learning model," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 37-47.
- Charles Olivier Mao Takongmo, 2021. "DSGE models, detrending, and the method of moments," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 67-99, January.
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- Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
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"Political Distribution Risk and Aggregate Fluctuations,"
CEPR Discussion Papers
12187, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana, 2017. "Political Distribution Risk and Aggregate Fluctuations," Working Papers 17-25, Federal Reserve Bank of Philadelphia.
- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana, 2017. "Political Distribution Risk and Aggregate Fluctuations," PIER Working Paper Archive 17-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2017.
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017.
"Uncertainty shocks and firm dynamics: Search and monitoring in the credit market,"
Bank of Finland Research Discussion Papers
34/2017, Bank of Finland.
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017. "Uncertainty Shocks and Firm Dynamics: Search and Monitoring in the Credit Market," CEPREMAP Working Papers (Docweb) 1707, CEPREMAP.
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- Haykaz Igityan, 2019. "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers 11, Central Bank of Armenia.
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"Term Structure of Risk in Expected Returns,"
CEPR Discussion Papers
13414, C.E.P.R. Discussion Papers.
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- Jonathan J Adams & Philip Barrett, 2017. "Resolving International Macro Puzzles with Imperfect Risk Sharing and Global Solution Methods," Working Papers 001003, University of Florida, Department of Economics.
- Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.
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"Dynamic prediction pools: an investigation of financial frictions and forecasting performance,"
Staff Reports
695, Federal Reserve Bank of New York.
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016. "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
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- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"A time varying DSGE model with financial frictions,"
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"Predicting relative forecasting performance: An empirical investigation,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
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"Higher Moment Constraints for Predictive Density Combinations,"
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- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
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346, University of California, Davis, Department of Economics.
- Pablo Cuba-Borda & Sanjay R. Singh, 2024. "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 389-416, July.
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"Can a data-rich environment help identify the sources of model misspecification?,"
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1505, Centre for Macroeconomics (CFM).
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- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
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"Optimal portfolio choice under decision-based model combinations,"
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- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Business School.
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"Predictive Density Combination Using a Tree-Based Synthesis Function,"
Working Papers
23-30, Federal Reserve Bank of Cleveland.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
- Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019.
"Designing Robust Monetary Policy Using Prediction Pools,"
School of Economics Discussion Papers
1219, School of Economics, University of Surrey.
- Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
- Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023.
"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
- Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
- Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016.
"Assessing the economic value of probabilistic forecasts in the presence of an inflation target,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/10, Reserve Bank of New Zealand.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian vector autoregressions,"
LSE Research Online Documents on Economics
87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Li Li & Yanfei Kang & Feng Li, 2021.
"Bayesian forecast combination using time-varying features,"
Papers
2108.02082, arXiv.org, revised Jun 2022.
- Li, Li & Kang, Yanfei & Li, Feng, 2023. "Bayesian forecast combination using time-varying features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1287-1302.
- Canova, Fabio & Matthes, Christian, 2018.
"A composite likelihood approach for dynamic structural models,"
CEPR Discussion Papers
13245, C.E.P.R. Discussion Papers.
- Fabio Canova & Christian Matthes, 2018. "A composite likelihood approach for dynamic structural models," Working Papers No 10/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Fabio Canova & Christian Matthes, 2021. "A Composite Likelihood Approach for Dynamic Structural Models," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2447-2477.
- Fabio Canova & Christian Matthes, 2018. "A Composite Likelihood Approach for Dynamic Structural Models," Working Paper 18-12, Federal Reserve Bank of Richmond.
- Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018.
"Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies,"
Working Paper
2018/10, Norges Bank.
- Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019. "Forecast density combinations of dynamic models and data driven portfolio strategies," Journal of Econometrics, Elsevier, vol. 210(1), pages 170-186.
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Tinbergen Institute Discussion Papers 18-076/III, Tinbergen Institute.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019.
"Online Estimation of DSGE Models,"
Liberty Street Economics
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Cited by:
- Jia, Zhiyang & Vattø, Trine Engh, 2021. "Predicting the path of labor supply responses when state dependence matters," Labour Economics, Elsevier, vol. 71(C).
- John Rust, 2014. "The Limits of Inference with Theory: A Review of Wolpin (2013)," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 820-850, September.
- de Bresser, Jochem, 2021. "Evaluating the Accuracy of Counterfactuals The Role of Heterogeneous Expectations in Life Cycle Models," Discussion Paper 2021-034, Tilburg University, Center for Economic Research.
- Maibom, Jonas, 2021. "The Danish Labor Market Experiments: Methods and Findings," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2021(1), pages 1-21.
- Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
- Banghua Zhu & Sai Praneeth Karimireddy & Jiantao Jiao & Michael I. Jordan, 2023. "Online Learning in a Creator Economy," Papers 2305.11381, arXiv.org.
- Banghua Zhu & Stephen Bates & Zhuoran Yang & Yixin Wang & Jiantao Jiao & Michael I. Jordan, 2022. "The Sample Complexity of Online Contract Design," Papers 2211.05732, arXiv.org, revised May 2023.
- de Bresser, Jochem, 2021. "Evaluating the Accuracy of Counterfactuals The Role of Heterogeneous Expectations in Life Cycle Models," Other publications TiSEM a7e2b4d8-fed0-4e86-926f-d, Tilburg University, School of Economics and Management.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013.
"Improving GDP measurement: a measurement-error perspective,"
Working Papers
13-16, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016. "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
- Reinelt, Timo & Meier, Matthias, 2020.
"Monetary policy, markup dispersion, and aggregate TFP,"
Working Paper Series
2427, European Central Bank.
- Matthias Meier & Timo Reinelt, 2024. "Monetary Policy, Markup Dispersion, and Aggregate TFP," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1012-1027, July.
- Matthias Meier & Timo Reinelt, 2020. "Monetary Policy,Markup Dispersion, and Aggregate TFP," CRC TR 224 Discussion Paper Series crctr224_2020_161, University of Bonn and University of Mannheim, Germany.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020.
"Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach,"
Papers
2003.14276, arXiv.org, revised Aug 2020.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021. "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Arabinda Basistha, 2023. "Estimation of short‐run predictive factor for US growth using state employment data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 34-50, January.
- Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021. "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series WP-2021-05, Federal Reserve Bank of Chicago, revised 18 Jun 2021.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018.
"Uncertain kingdom: nowcasting GDP and its revisions,"
LSE Research Online Documents on Economics
90382, London School of Economics and Political Science, LSE Library.
- Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
- Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
- Nalewaik, Jeremy & Pinto, Eugénio, 2015. "The response of capital goods shipments to demand over the business cycle," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 62-80.
- Sekine, Toshitaka, 2022. "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, vol. 64(C).
- John C. Williams, 2015.
"The recovery’s final frontier?,"
Speech
150, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," Speech 141, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "The recovery’s final frontier?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
- Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022.
"Reconciled Estimates of Monthly GDP in the US,"
Working Papers
22-01, Federal Reserve Bank of Cleveland.
- James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon, 2020. "Reconciled Estimates of Monthly GDP in the US," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-16, Economic Statistics Centre of Excellence (ESCoE).
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019.
"Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data,"
NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170,
National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Rossi & Paolo Santucci de Magistris, 2018.
"Indirect inference with time series observed with error,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 874-897, September.
- Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
- Peter A.G. van Bergeijk, 2017. "Making Data Measurement Errors Transparent: The Case of the IMF," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 18(3), pages 133-154, July.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022.
"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
- Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.
- Tom Stark, 2014. "Real-time performance of GDPplus and alternative model-based measures of GDP: 2005—2014," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Nov.
- Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022.
"GDP Solera: The Ideal Vintage Mix,"
CEPR Discussion Papers
17196, C.E.P.R. Discussion Papers.
- Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022. "GDP Solera: The Ideal Vintage Mix," Staff Reports 1027, Federal Reserve Bank of New York.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 984-997, July.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP Measurement: A Forecast Combination Perspective,"
PIER Working Paper Archive
11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.
- Jan-Benedict E. M. Steenkamp & Alberto Maydeu-Olivares, 2023. "Unrestricted factor analysis: A powerful alternative to confirmatory factor analysis," Journal of the Academy of Marketing Science, Springer, vol. 51(1), pages 86-113, January.
- Onno Kleen, 2024. "Scaling and measurement error sensitivity of scoring rules for distribution forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 833-849, August.
- Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
- Jiang, Fuwei & Kang, Jie & Meng, Lingchao, 2024. "Certainty of uncertainty for asset pricing," Journal of Empirical Finance, Elsevier, vol. 78(C).
- Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
- Prydz, Espen Beer & Jolliffe, Dean & Serajuddin, Umar, 2021. "Mind the Gap," GLO Discussion Paper Series 944, Global Labor Organization (GLO).
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021.
"Employment Reconciliation and Nowcasting,"
Working Papers
2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
- Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
- Geng, Pei, 2022. "Estimation of functional-coefficient autoregressive models with measurement error," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- John G. Fernald & J. Christina Wang, 2015.
"Why has the cyclicality of productivity changed?: what does it mean?,"
Current Policy Perspectives
15-6, Federal Reserve Bank of Boston.
- John G. Fernald & J. Christina Wang, 2016. "Why Has the Cyclicality of Productivity Changed? What Does It Mean?," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 465-496, October.
- John G. Fernald & J. Christina Wang, 2016. "Why has the cyclicality of productivity changed? What does it mean?," Working Paper Series 2016-7, Federal Reserve Bank of San Francisco.
- J. Wang & John Fernald, 2016. "Why Has the Cyclicality of Productivity Changed? What Does It Mean?," 2016 Meeting Papers 1220, Society for Economic Dynamics.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
- Lee, Hangyu & Kim, Tae Bong, 2023. "The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy," Economic Modelling, Elsevier, vol. 118(C).
- Martín Almuzara & Dante Amengual & Enrique Sentana, 2019.
"Normality tests for latent variables,"
Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2017_1708, CEMFI.
- John C. Williams, 2015. "Looking forward, forward looking: the path for monetary policy," Speech 138, Federal Reserve Bank of San Francisco.
- John C. Williams, 2015. "Data is the new black: monetary policy by the numbers," Speech 140, Federal Reserve Bank of San Francisco.
- Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
- Ben Zeev, Nadav & Pappa, Evi, 2015. "Multipliers of unexpected increases in defense spending: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 205-226.
- John C. Williams, 2015. "Looking forward: the path for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- Wankeun Oh & Jonghyun Yoo, 2020. "Long-Term Increases and Recent Slowdowns of CO 2 Emissions in Korea," Sustainability, MDPI, vol. 12(17), pages 1-13, August.
- Tom Stark, 2015. "First quarters in the national income and product accounts," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue May.
- Yannic Stucki, 2022. "Measuring Swiss employment growth: a measurement-error approach," Working Papers 2022-11, Swiss National Bank.
- Nikoleta Anesti & Ana Beatriz Galvão & Silvia Miranda‐Agrippino, 2022. "Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 42-62, January.
- Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
- van Bergeijk, P.A.G., 2017. "Measurement error of global production," ISS Working Papers - General Series 632, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
CEIS Research Paper
559, Tor Vergata University, CEIS, revised 15 Jun 2023.
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- Matthew Read, 2024. "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers rdp2024-05, Reserve Bank of Australia.
- Kurt Graden Lunsford, 2023. "The Discrepancy Between Expenditure- and Income-Side Estimates of US Output," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(01), pages 1-7, January.
- Ammi, Mehdi & Arpin, Emmanuelle & Allin, Sara, 2021. "Interpreting forty-three-year trends of expenditures on public health in Canada: Long-run trends, temporal periods, and data differences," Health Policy, Elsevier, vol. 125(12), pages 1557-1564.
- Alifatussaadah, Ardiana & Primariesty, Anindya Diva & Soleh, Agus Mohamad & Andriansyah, Andriansyah, 2019. "Nowcasting Indonesia's GDP Growth: Are Fiscal Data Useful?," MPRA Paper 105252, University Library of Munich, Germany.
- Hu, Yingyao & Yao, Jiaxiong, 2022. "Illuminating economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 359-378.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
- Víctor M. Guerrero & Juan A. Mendoza, 2019. "On measuring economic growth from outer space: a single country approach," Empirical Economics, Springer, vol. 57(3), pages 971-990, September.
- Gyurkovics, Éva & Takács, Tibor, 2022. "Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application," Applied Mathematics and Computation, Elsevier, vol. 420(C).
- S. Boragan Aruoba & Frank Schorfheide, 2013.
"Macroeconomic dynamics near the ZLB: a tale of two equilibria,"
Working Papers
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Cited by:
- Gilles Dufrénot & Guillaume A. Khayat, 2017.
"Monetary Policy Switching in the Euro Area and Multiple Steady States: An Empirical Investigation,"
Post-Print
hal-01590000, HAL.
- Dufrénot, Gilles & Khayat, Guillaume A., 2017. "Monetary Policy Switching In The Euro Area And Multiple Steady States: An Empirical Investigation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1175-1188, July.
- Bernard Dumas & Marcel R. Savioz, 2020.
"A theory of the nominal character of stock securities,"
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2020-03, Swiss National Bank.
- Bernard Dumas & Marcel Savioz, 2020. "A Theory of the Nominal Character of Stock Securities," NBER Working Papers 28186, National Bureau of Economic Research, Inc.
- Dumas, Bernard & Savioz, Marcel René, 2020. "A Theory of the Nominal Character of Stock Securities," CEPR Discussion Papers 15507, C.E.P.R. Discussion Papers.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
- Leith, Campbell & Liu, Ding, 2016.
"The inflation bias under Calvo and Rotemberg pricing,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 283-297.
- Campbell Leith & Ding Liu, 2014. "The inflation bias under Calvo and Rotemberg pricing," Working Papers 2014_06, Business School - Economics, University of Glasgow.
- Leith, Campbell & Liu, Ding, 2014. "The Inflation Bias under Calvo and Rotemberg Pricing," SIRE Discussion Papers 2014-026, Scottish Institute for Research in Economics (SIRE).
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015.
"Envelope Condition Method with an Application to Default Risk Models,"
2015 Meeting Papers
1239, Society for Economic Dynamics.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015.
"Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing,"
LEM Papers Series
2015/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," SciencePo Working papers Main hal-03455367, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing," GREDEG Working Papers 2015-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," Post-Print hal-03455367, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," SciencePo Working papers Main hal-03571148, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," Working Papers hal-03571148, HAL.
- Napoletano, Mauro & Roventini, Andrea & Gaffard, Jean Luc, 2017. "Time-varying fiscal multipliers in an agent-based model with credit rationing," Economics Discussion Papers 2017-112, Kiel Institute for the World Economy (IfW Kiel).
- Howard Kung & Gonzalo Morales & Francesco Bianchi, 2015. "Monetary/Fiscal Policy Mix and Asset Prices," 2015 Meeting Papers 1224, Society for Economic Dynamics.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Yasuo Hirose & Atsushi Inoue, 2013.
"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model,"
TERG Discussion Papers
308, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers 2013-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Atsushi Inoue, 2016. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 630-651, June.
- Yasuo Hirose & Atsushi Inoue, 2014. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series 14-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," DSSR Discussion Papers 14, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2014. "The zero lower bound and parameter bias in an estimated DSGE model," Vanderbilt University Department of Economics Working Papers 14-00009, Vanderbilt University Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers 1306, Southern Methodist University, Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," UTokyo Price Project Working Paper Series 012, University of Tokyo, Graduate School of Economics.
- De Grauwe, Paul & Ji, Yuemei, 2016.
"Inflation Targets And The Zero Lower Bound In A Behavioral Macroeconomic Model,"
CEPR Discussion Papers
11320, C.E.P.R. Discussion Papers.
- De Grauwe, Paul & Ji, Yuemei, 2019. "Inflation targets and the zero lower bound in a behavioural macroeconomic model," LSE Research Online Documents on Economics 80271, London School of Economics and Political Science, LSE Library.
- Paul De Grauwe & Yuemei Ji, 2019. "Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model," Economica, London School of Economics and Political Science, vol. 86(342), pages 262-299, April.
- M. Marx & B. Mojon & F. Velde, 2017.
"Why Have Interest Rates Fallen far Below the Return on Capital,"
Working papers
630, Banque de France.
- Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
- Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
- Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Nathaniel Throckmorton & Benjamin Keen & Alexander Richter & William Gavin, 2013.
"Global Dynamics at the Zero Lower Bound,"
2013 Meeting Papers
839, Society for Economic Dynamics.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global dynamics at the zero lower bound," Working Papers 2013-007, Federal Reserve Bank of St. Louis.
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "Global Dynamics at the Zero Lower Bound," Auburn Economics Working Paper Series auwp2013-17, Department of Economics, Auburn University.
- Roc Armenter, 2013.
"The perils of nominal targets,"
Working Papers
14-2, Federal Reserve Bank of Philadelphia.
- Roc Armenter, 2016. "The Perils of Nominal Targets," Working Papers 16-30, Federal Reserve Bank of Philadelphia.
- Andrew Binning & Junior Maih, 2015.
"Sigma Point Filters For Dynamic Nonlinear Regime Switching Models,"
Working Papers
No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2015. "Sigma point filters for dynamic nonlinear regime switching models," Working Paper 2015/10, Norges Bank.
- Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
- Jean Barthélemy & Eric Mengus, 2016.
"The Signaling Effect of Raising Inflation,"
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"Estimation and inference of FAVAR models,"
MPRA Paper
60960, University Library of Munich, Germany.
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"Inflation in the Great Recession and New Keynesian models,"
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618, Federal Reserve Bank of New York.
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- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
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Cited by:
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"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
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"A Possible Explanation Of The Missing Deflation Puzzle,"
Economic Inquiry, Western Economic Association International, vol. 58(1), pages 361-373, January.
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"Measuring the Natural Rate of Interest: International Trends and Determinants,"
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2016-11, Federal Reserve Bank of San Francisco.
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"The anchoring of inflation expectations in the short and in the long run,"
SFB 649 Discussion Papers
2016-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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"Household Leverage and the Recession,"
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"Optimal Monetary Policy with and without Debt,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
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"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
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"The financial accelerator mechanism: does frequency matter?,"
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016.
"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
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"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
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- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Luminita Stevens, 2020.
"Coarse Pricing Policies,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 420-453.
- Luminita Stevens, 2015. "Coarse Pricing Policies," Staff Report 520, Federal Reserve Bank of Minneapolis.
- Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Enrico S. Levrero, 2019.
"Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment,"
Working Papers Series
88, Institute for New Economic Thinking.
- Enrico Sergio Levrero, 2021. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," International Journal of Political Economy, Taylor & Francis Journals, vol. 50(1), pages 5-27, February.
- François Gourio & Phuong Ngo, 2020.
"Risk Premia at the ZLB: A Macroeconomic Interpretation,"
Working Paper Series
WP 2020-01, Federal Reserve Bank of Chicago.
- Phuong Ngo & Francois Gourio, 2016. "Risk Premia at the ZLB: a macroeconomic interpretation," 2016 Meeting Papers 1585, Society for Economic Dynamics.
- François Gourio & Phuong Ngo, 2020. "Risk Premia at the ZLB: A Macroeconomic Interpretation," Working Paper Series WP-2020-01, Federal Reserve Bank of Chicago.
- Lemoine Matthieu & Lind Jesper, 2021.
"Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?,"
Working papers
799, Banque de France.
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- Linde, Jesper & Lemoine, Matthieu, 2020. "Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?," CEPR Discussion Papers 15623, C.E.P.R. Discussion Papers.
- Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2021. "Did the Fed Remain at the ZLB Long Enough? Lessons from the 2008-2019 Period," Working Papers 21-09, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019.
"Shadow banking and the Great Recession: Evidence from an estimated DSGE model,"
BCL working papers
125, Central Bank of Luxembourg.
- Patrick Feve, 2019. "Shadow Banking and the Great Recession," 2019 Meeting Papers 199, Society for Economic Dynamics.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019.
"Online Estimation of DSGE Models,"
Liberty Street Economics
20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Gregor Boehl & Gavin Goy & Felix Strobel, 2020.
"A Structural Investigation of Quantitative Easing,"
CRC TR 224 Discussion Paper Series
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- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2020. "A structural investigation of quantitative easing," IMFS Working Paper Series 142, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Böhl, Gregor & Goy, Gavin & Strobel, Felix, 2021. "A structural investigation of quantitative easing," Discussion Papers 01/2021, Deutsche Bundesbank.
- Gregor Boehl & Gavin Goy & Felix Strobel, 2024. "A Structural Investigation of Quantitative Easing," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
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"Dynamic Effects of Credit Shocks in a Data-Rich Environment,"
CEPR Discussion Papers
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- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche 1324, CIRPEE.
- Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
- Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013. "Dynamic effects of credit shocks in a data-rich environment," Staff Reports 615, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
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"Intertemporal Labor Supply Substitution? Evidence from the Swiss Income Tax Holidays,"
NBER Working Papers
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"Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years,"
Working Papers
20-15, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020. "Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years," Carleton Economic Papers 20-11, Carleton University, Department of Economics.
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"The unemployment–inflation trade-off revisited: The Phillips curve in COVID times,"
Journal of Monetary Economics, Elsevier, vol. 145(S).
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- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
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"Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother,"
Finance and Economics Discussion Series
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"Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule,"
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"Inflation Dynamics During the Financial Crisis,"
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"Identifying long-run risks: a bayesian mixed-frequency approach,"
Working Papers
13-39, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Dongho Song & Amir Yaron, 2018. "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, vol. 86(2), pages 617-654, March.
- Dongho Song & Amir Yaron & Frank Schorfheide, 2013. "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," 2013 Meeting Papers 580, Society for Economic Dynamics.
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Cited by:
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"Good and bad uncertainty: Macroeconomic and financial market implications,"
Journal of Financial Economics, Elsevier, vol. 117(2), pages 369-397.
- Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
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"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
NBER Working Papers
24162, National Bureau of Economic Research, Inc.
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- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- Christopher Anderson, 2021. "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series 2021-015, Board of Governors of the Federal Reserve System (U.S.).
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021.
"Risky Business Cycles,"
NBER Working Papers
28693, National Bureau of Economic Research, Inc.
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics, revised 17 Sep 2024.
- Dongho Song, 2016.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
Boston College Working Papers in Economics
915, Boston College Department of Economics, revised 19 Jul 2016.
- Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- Drew D. Creal & Jing Cynthia Wu, 2020.
"Bond risk premia in consumption‐based models,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1461-1484, November.
- Drew D. Creal & Jing Cynthia Wu, 2016. "Bond Risk Premia in Consumption-based Models," NBER Working Papers 22183, National Bureau of Economic Research, Inc.
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- Jaroslav Borovicka & John Stachurski, 2019.
"Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition,"
Papers
1910.00778, arXiv.org, revised Feb 2021.
- Borovička, Jaroslav & Stachurski, John, 2021. "Stability of equilibrium asset pricing models: A necessary and sufficient condition," Journal of Economic Theory, Elsevier, vol. 193(C).
- Rhys M. Bidder & Matthew E. Smith, 2013.
"Doubts and Variability: A Robust Perspective on Exotic Consumption Series,"
Working Paper Series
2013-28, Federal Reserve Bank of San Francisco.
- Bidder, R.M. & Smith, M.E., 2018. "Doubts and variability: A robust perspective on exotic consumption series," Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Segal, Gill & Shaliastovich, Ivan, 2023. "Uncertainty, risk, and capital growth," SAFE Working Paper Series 388, Leibniz Institute for Financial Research SAFE.
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"Disaster Risk and Preference Shifts in a New Keynesian Model,"
Working Papers
2015-16, CEPII research center.
- M. Isor & U. Szczerbowicz, 2016. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working papers 614, Banque de France.
- Isoré, Marlène & Szczerbowicz, Urszula, 2017. "Disaster risk and preference shifts in a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 97-125.
- Isoré, Marlène & Szczerbowicz, Urszula, 2015. "Disaster risk and preference shifts in a New Keynesian model," MPRA Paper 65643, University Library of Munich, Germany.
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"Valuation Risk Revalued,"
CEPR Discussion Papers
14588, C.E.P.R. Discussion Papers.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "Valuation risk revalued," Quantitative Economics, Econometric Society, vol. 13(2), pages 723-759, May.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "Valuation Risk Revalued," Working Papers 1808, Federal Reserve Bank of Dallas.
- Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.
- Pooyan Amir‐Ahmadi & Christian Matthes & Mu‐Chun Wang, 2016. "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century," Quantitative Economics, Econometric Society, vol. 7(2), pages 591-611, July.
- Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
- Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022. "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers 22-14, Federal Reserve Bank of Cleveland.
- Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2019. "Extreme inflation and time-varying consumption growth," Discussion Papers 16/2019, Deutsche Bundesbank.
- Zhang, Jian & Kong, Dongmin & Liu, Hening & Wu, Ji, 2019. "Asset pricing with time varying pessimism and rare disasters," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 165-175.
- Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022. "Oil volatility risk," Journal of Financial Economics, Elsevier, vol. 144(2), pages 456-491.
- Ji Zhang & Jing Cynthia Wu, 2017.
"A shadow rate New Keynesian model,"
2017 Meeting Papers
11, Society for Economic Dynamics.
- Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
- Wu, Jing Cynthia & Zhang, Ji, 2019. "A shadow rate New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
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"Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility,"
BIS Working Papers
713, Bank for International Settlements.
- Elmar Mertens & James M. Nason, 2020. "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, vol. 11(4), pages 1485-1520, November.
- Elmar Mertens & James M Nason, 2015. "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility," CAMA Working Papers 2015-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Elmar Mertens & James M. Nason, 2017. "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," CAMA Working Papers 2017-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021. "Empirical evidence on the Euler equation for consumption in the US," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2020.
"Asset Prices and Unemployment Fluctuations,"
Working Papers
20-10, Federal Reserve Bank of Cleveland.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2019. "Asset Prices and Unemployment Fluctuations," NBER Working Papers 26580, National Bureau of Economic Research, Inc.
- Patrick J. Kehoe & Pierlauro Lopez & Virgiliu Midrigan & Elena Pastorino, 2020. "Asset Prices and Unemployment Fluctuations," Staff Report 591, Federal Reserve Bank of Minneapolis.
- Patrick Kehoe & Elena Pastorino & Pierlauro Lopez & Virgiliu Midrigan, 2018. "Asset Prices and Unemployment Fluctuations," 2018 Meeting Papers 1119, Society for Economic Dynamics.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019.
"Benchmark Interest Rates When the Government is Risky,"
NBER Working Papers
26429, National Bureau of Economic Research, Inc.
- Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
- Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021. "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
- Ljungqvist, Lars & Sargent, Thomas, 2021.
"The Fundamental Surplus Strikes Again,"
CEPR Discussion Papers
16077, C.E.P.R. Discussion Papers.
- Lars Ljungqvist & Thomas Sargent, 2021. "The fundamental surplus strikes again," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 38-51, July.
- Guy P. Nason & Ben Powell & Duncan Elliott & Paul A. Smith, 2017. "Should we sample a time series more frequently?: decision support via multirate spectrum estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 353-407, February.
- Jing Guo & Xue Dong He, 2021. "Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence," Papers 2107.05163, arXiv.org.
- Dongho Song & Jenny Tang, 2018.
"News-driven uncertainty fluctuations,"
Working Papers
18-3, Federal Reserve Bank of Boston.
- Dongho Song & Jenny Tang, 2023. "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 968-982, July.
- Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2023.
"The Variance Risk Premium in Equilibrium Models,"
Review of Finance, European Finance Association, vol. 27(6), pages 1977-2014.
- Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2020. "The Variance Risk Premium in Equilibrium Models," NBER Working Papers 27108, National Bureau of Economic Research, Inc.
- Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
- Gregory, Richard P., 2021. "Climate disasters, carbon dioxide, and financial fundamentals," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 45-58.
- Fang, Xiang & Liu, Yang, 2021. "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, vol. 141(1), pages 217-233.
- Walter Pohl & Karl Schmedders & Ole Wilms, 2018.
"Higher Order Effects in Asset Pricing Models with Long‐Run Risks,"
Journal of Finance, American Finance Association, vol. 73(3), pages 1061-1111, June.
- Ole Wilms & Karl Schmedders & Walt Pohl, 2016. "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers 306, Society for Economic Dynamics.
- Rey, Hélène & Coimbra, Nuno & Kim, Daisoon, 2021.
"Central Bank Policy and the Concentration of Risk: Empirical Estimates,"
CEPR Discussion Papers
16221, C.E.P.R. Discussion Papers.
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- Nuno Coimbra & Daisoon Kim & Hélène Rey, 2021. "Central Bank Policy and the Concentration of Risk: Empirical Estimates," NBER Working Papers 28907, National Bureau of Economic Research, Inc.
- Ermolov, Andrey, 2022. "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, vol. 145(1), pages 1-28.
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- Ankargren, Sebastian & Jonéus, Paulina, 2021.
"Simulation smoothing for nowcasting with large mixed-frequency VARs,"
Econometrics and Statistics, Elsevier, vol. 19(C), pages 97-113.
- Sebastian Ankargren & Paulina Jon'eus, 2019. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Papers 1907.01075, arXiv.org.
- Iacopini, Matteo & Poon, Aubrey & Rossini, Luca & Zhu, Dan, 2023.
"Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP,"
Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022. "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers 2209.01910, arXiv.org.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
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"Financial Frictions, Trends, and the Great Recession,"
Discussion paper series
HIAS-E-14, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Pablo A. Guerron‐Quintana & Ryo Jinnai, 2019. "Financial frictions, trends, and the great recession," Quantitative Economics, Econometric Society, vol. 10(2), pages 735-773, May.
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"Disastrous Defaults,"
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778, Banque de France.
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- Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2021. "Disastrous Defaults [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(6), pages 1727-1772.
- 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.
- Horvath, Jaroslav, 2020. "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- G. Gopalakrishna, 2017. "Robust test of Long Run Risk and Valuation risk model," Working Papers wp1107, Dipartimento Scienze Economiche, Universita' di Bologna.
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"A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics,"
Working Papers
76, Brandeis University, Department of Economics and International Business School.
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- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- John Stachurski & Junnan Zhang, 2019. "Dynamic Programming with State-Dependent Discounting," Papers 1908.08800, arXiv.org, revised Oct 2020.
- Grammig, Joachim & Küchlin, Eva-Maria, 2018. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," Journal of Econometrics, Elsevier, vol. 205(1), pages 6-33.
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- Dahlquist, Magnus & Pénasse, Julien, 2022. "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, vol. 143(2), pages 697-715.
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- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas Sargent, 2019. "The Optimal Maturity of Government Debt," 2019 Meeting Papers 1011, Society for Economic Dynamics.
- Nam Gang Lee, 2019. "Trend Growth Shocks and Asset Prices," Working Papers 2019-4, Economic Research Institute, Bank of Korea.
- Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
- He, Yunhao & Leippold, Markus, 2020. "Short-run risk, business cycle, and the value premium," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
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"Macroeconomic forecasting in times of crises,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
- Pablo Guerrón-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.).
- Manela, Asaf & Moreira, Alan, 2017. "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, vol. 123(1), pages 137-162.
- Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- David Feldman & Xin Xu, 2018. "Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)," Annals of Operations Research, Springer, vol. 262(2), pages 493-518, March.
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- Liu, Yang, 2023. "Government debt and risk premia," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 18-34.
- Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021. "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, vol. 140(3), pages 941-964.
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- S. Boragan Aruoba, 2016.
"Term structures of inflation expectations and real interest rates,"
Working Papers
16-9, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba, 2020. "Term Structures of Inflation Expectations and Real Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 542-553, July.
- Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021. "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 91-108.
- Andreas Tryphonides, 2018. "Tilting Approximate Models," Papers 1805.10869, arXiv.org, revised Mar 2024.
- Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series 572, Center for Financial Studies (CFS).
- Taeyoung Doh & Shu Wu, 2015. "Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences," Research Working Paper RWP 15-12, Federal Reserve Bank of Kansas City.
- Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
- Leippold, Markus & Yang, Hanlin, 2019. "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, vol. 12(C), pages 25-41.
- Martin M. Andreasen & Kasper Jørgensen, 2016. "Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution," CREATES Research Papers 2016-16, Department of Economics and Business Economics, Aarhus University.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
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13-47, Federal Reserve Bank of Philadelphia.
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Cited by:
- Koh, Dongya & Santaeulà lia-Llopis, Raül, 2022.
"Countercyclical Elasticity of Substitution,"
CEPR Discussion Papers
17246, C.E.P.R. Discussion Papers.
- Dongya Koh & Raül Santaeulà lia-Llopis, 2017. "Countercyclical Elasticity of Substitution," Working Papers 946, Barcelona School of Economics.
- Jinill Kim & Francisco Ruge‐Murcia, 2019.
"Extreme Events And Optimal Monetary Policy,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 939-963, May.
- Jinill KIM & Francisco RUGE-MURCIA, 2016. "Extreme Events and Optimal Monetary Policy," Cahiers de recherche 09-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Francisco Ruge-Murcia & Jinill Kim, 2017. "Extreme Events and Optimal Monetary Policy," 2017 Meeting Papers 605, Society for Economic Dynamics.
- Jinill, Kim & Ruge-Murcia, Francisco, 2018. "Extreme events and optimal monetary policy," Bank of Finland Research Discussion Papers 4/2018, Bank of Finland.
- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
Working Papers
346, University of California, Davis, Department of Economics.
- Pablo Cuba-Borda & Sanjay R. Singh, 2024. "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 389-416, July.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2023. "Understanding Persistent ZLB: Theory and Assessment," Working Paper Series 2024-03, Federal Reserve Bank of San Francisco.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020.
"Multimodality in Macro-Financial Dynamics,"
CEPR Discussion Papers
15088, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021. "Multimodality In Macrofinancial Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
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The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 51-104, March.
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680, Federal Reserve Bank of New York.
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CEPR Discussion Papers
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Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
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"Forecasting crude oil prices with DSGE models,"
GRU Working Paper Series
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- Edward Herbst & Frank Schorfheide, 2014. "Sequential Monte Carlo Sampling For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1073-1098, November.
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Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
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The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
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- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019.
"Online Estimation of DSGE Models,"
Liberty Street Economics
20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
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"Challenges for Central Banks´ Macro Models,"
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"How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates,"
Jena Economics Research Papers
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- Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
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"Online Appendix to "Output Gap, Monetary Policy Trade-offs, and Financial Frictions","
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"DSGE models in the frequency domain,"
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- Luca Sala, 2015. "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 219-240, March.
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- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
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"Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts,"
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- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
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- Todd E. Clark & Fabian Krueger & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers (Old Series) 1439, Federal Reserve Bank of Cleveland.
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"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 715-749, October.
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"Exploiting the monthly data-flow in structural forecasting,"
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- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia, 2014. "Exploiting the monthly data flow in structural forecasting," Bank of England working papers 509, Bank of England.
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"What Does Anticipated Monetary Policy Do?,"
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"Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models,"
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"The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data,"
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- Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Carlo Altavilla & Domenico Giannone, 2017. "The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
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"A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
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- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Han Chen, 2014. "Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model," Finance and Economics Discussion Series 2014-38, Board of Governors of the Federal Reserve System (U.S.).
- Caraiani, Petre, 2016. "The role of money in DSGE models: a forecasting perspective," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 315-330.
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- Christiano, Lawrence, 2022. "Financial frictions in macroeconomics," Journal of International Money and Finance, Elsevier, vol. 122(C).
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- Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
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"Evaluating DSGE model forecasts of comovements,"
Finance and Economics Discussion Series
2012-11, Board of Governors of the Federal Reserve System (U.S.).
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Cited by:
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
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"Evaluating point and density forecasts of DSGE models,"
Economics Working Papers
2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Frank Schorfheide & Dongho Song, 2015.
"Real-Time Forecasting With a Mixed-Frequency VAR,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
- Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
- Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
- Michał Rubaszek, 2019.
"Forecasting crude oil prices with DSGE models,"
GRU Working Paper Series
GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rubaszek, Michał, 2021. "Forecasting crude oil prices with DSGE models," International Journal of Forecasting, Elsevier, vol. 37(2), pages 531-546.
- 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.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018.
"Forecasting US GNP growth: The role of uncertainty,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 541-559, August.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
- Marcin Kolasa & Michał Rubaszek, 2018.
"Does the foreign sector help forecast domestic variables in DSGE models?,"
NBP Working Papers
282, Narodowy Bank Polski.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," KAE Working Papers 2016-022, Warsaw School of Economics, Collegium of Economic Analysis.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," EcoMod2016 9393, EcoMod.
- Kolasa, Marcin & Rubaszek, Michał, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," International Journal of Forecasting, Elsevier, vol. 34(4), pages 809-821.
- Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016.
"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
Working Paper Series
318, Sveriges Riksbank (Central Bank of Sweden).
- Söderström, Ulf & Iversen, Jens & LASEEN, PER & Lundvall, Henrik, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," CEPR Discussion Papers 11203, C.E.P.R. Discussion Papers.
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Dynare Working Papers
40, CEPREMAP.
- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
- Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
- Nalban, Valeriu, 2018. "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, vol. 68(C), pages 190-204.
- Bekiros Stelios & Paccagnini Alessia, 2015.
"Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
- Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
- Stelios D. Bekiros & Alessia Paccagnini, 2014.
"Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models,"
Open Access publications
10197/7322, School of Economics, University College Dublin.
- Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
- Stelios D. Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Open Access publications
10197/7329, School of Economics, University College Dublin.
- Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- Tomáš Jeřábek & Radka Šperková, 2015. "A Predictive Likelihood Approach to Bayesian Averaging," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(4), pages 1269-1276.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019.
"Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series 2227, European Central Bank.
- Giovanni Nicolo, 2020. "Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle," Finance and Economics Discussion Series 2020-035, Board of Governors of the Federal Reserve System (U.S.).
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
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"Real-time forecast evaluation of DSGE models with stochastic volatility,"
CFS Working Paper Series
577, Center for Financial Studies (CFS).
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 201(2), pages 322-332.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers 22615, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive 15-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 May 2015.
- Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018. "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper 85523, University Library of Munich, Germany.
- Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012.
"Was the Recent Downturn in US GDP Predictable?,"
Working Papers
201230, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 1210, University of Nevada, Las Vegas , Department of Economics.
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"Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts,"
CESifo Working Paper Series
7023, CESifo.
- Jonas Dovern & Hans Manner, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
- Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
- Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
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"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
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"Multivariate Forecasting with BVARs and DSGE Models,"
MPRA Paper
62405, University Library of Munich, Germany.
- Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
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"Data Revisions In The Estimation Of Dsge Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
- Miguel Casares & Jesús Vázquez, 2011. "Data Revisions in the Estimation of DSGE models," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1104, Departamento de Economía - Universidad Pública de Navarra.
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- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
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- Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
- Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
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- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
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- Barnichon, Regis & Mesters, Geert, 2021.
"The Phillips multiplier,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Geert Mesters & Régis Barnichon, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona School of Economics.
- Barnichon, Regis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Marta Boczon, 2018. "Balanced Growth Approach to Forecasting Recessions," Working Paper 6487, Department of Economics, University of Pittsburgh.
- Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012. "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers 2012.06, Bank of Israel.
- Massimiliano Marcellino & Yuliya Rychalovska, 2014. "Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(5), pages 315-338, August.
- Lucy Minford & David Meenagh, 2020.
"Supply-Side Policy and Economic Growth: A Case Study of the UK,"
Open Economies Review, Springer, vol. 31(1), pages 159-193, February.
- Minford, Lucy & Meenagh, David, 2018. "Supply-side policy and economic growth: A case study of the UK," Cardiff Economics Working Papers E2018/10, Cardiff University, Cardiff Business School, Economics Section.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
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- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Giorgio Fagiolo & Andrea Roventini, 2012.
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- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Post-Print hal-01385833, HAL.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Working Papers 07/2012, University of Verona, Department of Economics.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," EconomiX Working Papers 2012-17, University of Paris Nanterre, EconomiX.
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013.
"How Optimal is US Monetary Policy?,"
Stirling Economics Discussion Papers
2013-05, University of Stirling, Division of Economics.
- Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013. "How Optimal is US Monetary Policy?," SIRE Discussion Papers 2013-53, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017. "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
- Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013. "How Optimal is US Monetary Policy?," Working Papers 2013_08, Business School - Economics, University of Glasgow.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2016.
"Stationary Bubble Equilibria in Rational Expectation Models,"
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- Gourieroux, C. & Jasiak, J. & Monfort, A., 2020. "Stationary bubble equilibria in rational expectation models," Journal of Econometrics, Elsevier, vol. 218(2), pages 714-735.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2020. "Stationary Bubble Equilibria in Rational Expectation Models," Post-Print hal-03330912, HAL.
- Charles Whalen & Felix Reichling, 2017. "Estimates of the Frisch Elasticity of Labor Supply: A Review," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 37-42, January.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Stelios D. Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Open Access publications
10197/7329, School of Economics, University College Dublin.
- Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- Lorenzo Burlon & Paolo D'Imperio, 2019. "The euro-area output gap through the lens of a DSGE model," Questioni di Economia e Finanza (Occasional Papers) 477, Bank of Italy, Economic Research and International Relations Area.
- Hashem M. Pesaran & Ron P. Smith, 2011.
"Beyond the DSGE Straitjacket,"
CESifo Working Paper Series
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- Pesaran, M. H. & Smith, R. P., 2011. "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Smith, Ron P., 2011. "Beyond the DSGE Straitjacket," IZA Discussion Papers 5661, Institute of Labor Economics (IZA).
- Nikhil Patel, 2016. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," BIS Working Papers 539, Bank for International Settlements.
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"Frequentist Evaluation of Small DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
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"How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics,"
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- Wickens, Michael R., 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," CEPR Discussion Papers 10197, C.E.P.R. Discussion Papers.
- Pablo A. Guerrón-Quintana & James M. Nason, 2013.
"Bayesian estimation of DSGE models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512,
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- Pablo A Guerron-Quintana & James M Nason, 2012. "Bayesian Estimation of DSGE Models," CAMA Working Papers 2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pablo Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Luca Barone, 2013. "An ABM for Economics: Micro Explains Macro," Working papers 016, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Michael Wickens, 2015. "How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics," Manchester School, University of Manchester, vol. 83, pages 60-82, December.
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019. "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France," Working papers 736, Banque de France.
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"Estimating Dynamic Macroeconomic Models : How Informative Are the Data?,"
International Finance Discussion Papers
1175, Board of Governors of the Federal Reserve System (U.S.).
- Daniel O. Beltran & David Draper, 2018. "Estimating dynamic macroeconomic models: how informative are the data?," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(2), pages 501-520, February.
- Wong, Chin-Yoong & Eng, Yoke-Kee, 2013. "International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model," International Review of Economics & Finance, Elsevier, vol. 26(C), pages 109-124.
- Varang Wiriyawit, 2014. "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics 2014-615, Australian National University, College of Business and Economics, School of Economics.
- Schmidt, Sebastian & Wieland, Volker, 2013.
"The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512,
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- Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013.
"A Monte Carlo procedure for checking identification in DSGE models,"
CEPR Discussion Papers
9411, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
- Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019.
"The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France,"
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hal-02400611, HAL.
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019. "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France," Working Papers hal-02400611, HAL.
- Stracca Livio, 2017. "The Euler equation around the world," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-9, June.
- Giesen, Sebastian & Scheufele, Rolf, 2016.
"Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models,"
Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
- Giesen, Sebastian & Scheufele, Rolf, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8/2013, Halle Institute for Economic Research (IWH).
- Eyal Argov & Alon Binyamini & Eliezer Borenstein & Irit Rozenshtrom, 2012. "Ex-Post Evaluation of Monetary Policy," Bank of Israel Working Papers 2012.07, Bank of Israel.
- Zheng, Tingguo & Guo, Huiming, 2013. "Estimating a small open economy DSGE model with indeterminacy: Evidence from China," Economic Modelling, Elsevier, vol. 31(C), pages 642-652.
- Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
- Isaac Loh & Gregory Phelan, 2016. "Dimensionality and Disagreement: Asymptotic Belief Divergence in Response to Common Information," Department of Economics Working Papers 2016-18, Department of Economics, Williams College, revised Jan 2019.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- Felix Reichling & Charles Whalen, 2012. "Review of Estimates of the Frisch Elasticity of Labor Supply: Working Paper 2012-13," Working Papers 43676, Congressional Budget Office.
- Damodaran, Nikhil, 2016. "Export Subsidies and Interdependence in Euro Union: Beggar Thy Neighbor?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235701, Agricultural and Applied Economics Association.
- Burlon, Lorenzo & D’Imperio, Paolo, 2020. "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
- Zhongjun Qu & Denis Tkachenko, 2011.
"Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007),"
Boston University - Department of Economics - Working Papers Series
WP2011-060, Boston University - Department of Economics.
- Denis Tkachenko & Zhongjun Qu, 2012. "Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 319-385, Emerald Group Publishing Limited.
- Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series 303, Central Bank of Brazil, Research Department.
- Marta Boczoń & Jean-François Richard, 2020. "Balanced Growth Approach to Tracking Recessions," Econometrics, MDPI, vol. 8(2), pages 1-35, April.
- Dario Caldara & Richard Harrison & Anna Lipińska, 2014. "Practical Tools For Policy Analysis In Dsge Models With Missing Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1145-1163, November.
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011.
"Improving GDP measurement: a forecast combination perspective,"
Working Papers
11-41, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," PIER Working Paper Archive 11-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Jeremy J. Nalewaik, 2014. "Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression," Finance and Economics Discussion Series 2014-27, Board of Governors of the Federal Reserve System (U.S.).
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019.
"Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data,"
NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170,
National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
- Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Tom Stark, 2014. "Real-time performance of GDPplus and alternative model-based measures of GDP: 2005—2014," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Nov.
- Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
- Diebold, Francis X. & Shin, Minchul, 2019.
"Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- James Bishop & Troy Gill & David Lancaster, 2013. "GDP Revisions: Measurement and Implications," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 11-22, March.
- Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
- Marius Cristian Acatrinei, 2020. "Financial stability indicator for non-banking markets," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 3-9, November.
- Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011.
"Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters,"
RCER Working Papers
566, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2013. "Labor-Market Heterogeneity, Aggregation, And Policy (In)Variance Of Dsge Model Parameters," Journal of the European Economic Association, European Economic Association, vol. 11, pages 193-220, January.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," Working papers 2012rwp-51, Yonsei University, Yonsei Economics Research Institute.
Cited by:
- F. Canova & F. Ferroni & C. Matthes, 2015.
"Approximating time varying structural models with time invariant structures,"
Working papers
578, Banque de France.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015. "Approximating Time Varying Structural Models With Time Invariant Structures," Working Paper 15-10, Federal Reserve Bank of Richmond.
- Barrios Cobos, Salvador & Dolls, Mathias & Maftei, Anamaria & Peichl, Andreas & Riscado, Sara & Varga, Janos & Wittneben, Christian, 2017.
"Dynamic scoring of tax reforms in the European Union,"
ZEW Discussion Papers
17-017, ZEW - Leibniz Centre for European Economic Research.
- Salvador Barrios & Mathias Dolls & Anamaria Maftei & Andreas Peichl & Sara Riscado & Janos Varga & Christian Wittneben, 2019. "Dynamic Scoring Of Tax Reforms In The European Union," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 38(1), pages 239-262, January.
- Salvador Barrios & Mathias Dolls & Anamaria Maftei & Andreas Peichl & Sara Riscado & Janos Varga & Christian Wittneben, 2016. "Dynamic scoring of tax reforms in the European Union," JRC Working Papers on Taxation & Structural Reforms 2016-03, Joint Research Centre.
- Barrios, Salvador & Dolls, Mathias & Maftei, Anamaria & Peichl, Andreas & Riscado, Sara & Varga, Janos & Wittneben, Christian, 2019. "Dynamic Scoring Of Tax Reforms In The European Union," Munich Reprints in Economics 78244, University of Munich, Department of Economics.
- Salvador Barrios & Mathias Dolls & Anamaria Maftei & Andreas Peichl & Sara Riscado & Janos Varga & Christian Wittneben, 2018. "Dynamic scoring of tax reforms in the European Union," ifo Working Paper Series 251, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Salvador Barrios & Mathias Dolls & Anamaria Mafei & Andreas Peichl & Sara Riscado & Janos Varga & Christian Wittneben, 2018. "Dynamic Scoring of Tax Reforms in the European Union," EconPol Working Paper 7, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Dolls, Mathias & Peichl, Andreas & Wittneben, Christian & Maftei, Anamaria & Varga, Janos & Riscado, Sara & Barrios, Salvador, 2017. "Dynamic scoring of tax reforms in the European Union," EUROMOD Working Papers EM14/17, EUROMOD at the Institute for Social and Economic Research.
- Samuel Hurtado, 2013.
"DSGE Models and the Lucas critique,"
Working Papers
1310, Banco de España.
- Hurtado, Samuel, 2014. "DSGE models and the Lucas critique," Economic Modelling, Elsevier, vol. 44(S1), pages 12-19.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2017.
"Could the boom-bust in the eurozone periphery have been prevented?,"
NBP Working Papers
263, Narodowy Bank Polski.
- Marcin Bielecki & Michał Brzoza‐Brzezina & Marcin Kolasa & Krzysztof Makarski, 2019. "Could the Boom‐Bust in the Eurozone Periphery Have Been Prevented?," Journal of Common Market Studies, Wiley Blackwell, vol. 57(2), pages 336-352, March.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2017. "Could the boom-bust in the eurozone periphery have been prevented?," GRAPE Working Papers 17, GRAPE Group for Research in Applied Economics.
- Moore, Rachel & Pecoraro, Brandon, 2020.
"Macroeconomic implications of modeling the Internal Revenue Code in a heterogeneous-agent framework,"
Economic Modelling, Elsevier, vol. 87(C), pages 72-91.
- Moore, Rachel & Pecoraro, Brandon, 2018. "Macroeconomic Implications of Modeling the Internal Revenue Code in a Heterogeneous-Agent Framework," MPRA Paper 87240, University Library of Munich, Germany.
- Saito, Yuta, 2014. "Are Deep Parameters Policy-Invariant?," MPRA Paper 66236, University Library of Munich, Germany.
- Dmitry I. Malakhov & Nikolay P. Pilnik & Igor G. Pospelov, 2015. "Stability of Distribution of Relative Sizes of Banks as an Argument for the Use of the Representative Agent Concept," HSE Working papers WP BRP 116/EC/2015, National Research University Higher School of Economics.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2012.
"Monetary policy with heterogeneous agents,"
Working Papers
12-21, Federal Reserve Bank of Philadelphia.
- Makoto Nakajima, 2013. "Monetary Policy with Heterogeneous Agents," 2013 Meeting Papers 356, Society for Economic Dynamics.
- Macnamara Patrick, 2016. "Understanding entry and exit: a business cycle accounting approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 47-91, January.
- Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2015.
"Business Cycle Uncertainty and Economic Welfare,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 185-200, April.
- Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2014. "Code files for "Business Cycle Uncertainty and Economic Welfare"," Computer Codes 11-17, Review of Economic Dynamics.
- Dolls, Mathias & Wittneben, Christian, 2017. "Dynamic Scoring of Tax Reforms in the EU," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168261, Verein für Socialpolitik / German Economic Association.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
- Chang, Yongsung & Schorfheide, Frank, 2010.
"Labor-Market Heterogeneity, Aggregation, and the Lucas Critique,"
CEPR Discussion Papers
8039, C.E.P.R. Discussion Papers.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," NBER Working Papers 16401, National Bureau of Economic Research, Inc.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," RCER Working Papers 556, University of Rochester - Center for Economic Research (RCER).
Cited by:
- Francesco Sergi, 2018. "DSGE Models and the Lucas Critique. A Historical Appraisal," Working Papers 20181806, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Hashem M. Pesaran & Ron P. Smith, 2011.
"Beyond the DSGE Straitjacket,"
CESifo Working Paper Series
3447, CESifo.
- Pesaran, M. H. & Smith, R. P., 2011. "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Smith, Ron P., 2011. "Beyond the DSGE Straitjacket," IZA Discussion Papers 5661, Institute of Labor Economics (IZA).
- Christian Bayer & Volker Tjaden, 2016.
"Large Open Economies and Fixed Costs of Capital Adjustment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 125-146, July.
- Christian Bayer & Volker Tjaden, 2015. "Code and data files for "Large Open Economies and Fixed Costs of Capital Adjustment"," Computer Codes 13-97, Review of Economic Dynamics.
- Canova, Fabio & Paustian, Matthias, 2011.
"Business cycle measurement with some theory,"
CEPR Discussion Papers
8364, C.E.P.R. Discussion Papers.
- Canova, Fabio & Paustian, Matthias, 2011. "Business cycle measurement with some theory," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 345-361.
- Fabio Canova & Matthias Paustian, 2007. "Business cycle measurement with some theory," Economics Working Papers 1203, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2011.
- Fernando J. Pérez Forero, 2017. "Measuring the Stance of Monetary Policy in a Time-Varying," Working Papers 102, Peruvian Economic Association.
- Francisco J. Buera & Benjamin Moll, 2012. "Aggregate Implications of a Credit Crunch," NBER Working Papers 17775, National Bureau of Economic Research, Inc.
- Sun-Bin Kim & Frank Schorfheide & Yongsung Chang, 2010.
"Financial Frictions, Aggregation, and the Lucas Critique,"
2010 Meeting Papers
31, Society for Economic Dynamics.
Cited by:
- Canova, Fabio & Paustian, Matthias, 2011.
"Business cycle measurement with some theory,"
CEPR Discussion Papers
8364, C.E.P.R. Discussion Papers.
- Canova, Fabio & Paustian, Matthias, 2011. "Business cycle measurement with some theory," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 345-361.
- Fabio Canova & Matthias Paustian, 2007. "Business cycle measurement with some theory," Economics Working Papers 1203, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2011.
- Chen, Shu-heng & Chang, Chia-ling, 2012. "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-32.
- Chang, Chia-ling & Chen, Shu-heng, 2011. "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers 2011-25, Kiel Institute for the World Economy (IfW Kiel).
- Canova, Fabio & Paustian, Matthias, 2011.
"Business cycle measurement with some theory,"
CEPR Discussion Papers
8364, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Frank Schorfheide, 2009.
"Sticky prices versus monetary frictions: an estimation of policy trade-offs,"
Working Papers
09-8, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Frank Schorfheide, 2011. "Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 60-90, January.
- S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
Cited by:
- Guerron-Quintana, Pablo A., 2011.
"The implications of inflation in an estimated new Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
- Pablo Guerrón-Quintana, 2010. "The implications of inflation in an estimated New-Keynesian model," Working Papers 10-2, Federal Reserve Bank of Philadelphia.
- Raffaella Giacomini & Toru Kitagawa, 2014.
"Inference about Non-Identi?ed SVARs,"
CeMMAP working papers
CWP45/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru, 2014. "Inference about Non-Identified SVARs," CEPR Discussion Papers 10287, C.E.P.R. Discussion Papers.
- Mr. Maxym Kryshko, 2011. "Data-Rich DSGE and Dynamic Factor Models," IMF Working Papers 2011/216, International Monetary Fund.
- Weber, Henning, 2011. "Optimal inflation and firms' productivity dynamics," Kiel Working Papers 1685, Kiel Institute for the World Economy (IfW Kiel).
- Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," School of Economics Discussion Papers 0711, School of Economics, University of Surrey.
- Dongho Song, 2016.
"Bond Market Exposures to Macroeconomic and Monetary Policy Risks,"
Boston College Working Papers in Economics
915, Boston College Department of Economics, revised 19 Jul 2016.
- Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021.
"Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation,"
Cardiff Economics Working Papers
E2021/35, Cardiff University, Cardiff Business School, Economics Section.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023. "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, vol. 118(C).
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Diegel, Max, 2022. "Time-varying credibility, anchoring and the Fed's inflation target," Discussion Papers 2022/9, Free University Berlin, School of Business & Economics.
- Franz Seitz & Markus A. Schmidt, 2014.
"Money In Modern Macro Models: A Review of the Arguments,"
Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 156-174.
- Seitz, Franz & Schmidt, Markus A., 2014. "Money in modern macro models: A review of the arguments," Weidener Diskussionspapiere 37, University of Applied Sciences Amberg-Weiden (OTH).
- Fabio Milani, 2014.
"Sentiment and the U.S. Business Cycle,"
2014 Meeting Papers
883, Society for Economic Dynamics.
- Fabio Milani, 2014. "Sentiment and the US Business Cycle," Working Papers 141504, University of California-Irvine, Department of Economics.
- Milani, Fabio, 2017. "Sentiment and the U.S. business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 289-311.
- Fabio Milani, 2012.
"The Modeling of Expectations in Empirical DSGE Models: a Survey,"
Working Papers
121301, University of California-Irvine, Department of Economics.
- Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: A Survey," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 3-38, Emerald Group Publishing Limited.
- Yashar Blouri & Maximilian von Ehrlich, 2017.
"On the Optimal Design of Place-Based Policies: A Structural Evaluation of EU Regional Transfers,"
CESifo Working Paper Series
6742, CESifo.
- Blouri, Yashar & Ehrlich, Maximilian V., 2020. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Journal of International Economics, Elsevier, vol. 125(C).
- Yashar Blouri, Maximilian von Ehrlich, 2017. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Diskussionsschriften credresearchpaper17, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Yashar Blouri & Maximilian v. Ehrlich, 2017. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Diskussionsschriften dp1702, Universitaet Bern, Departement Volkswirtschaft.
- Williamson, Stephen D. & Wright, Randall, 2010.
"New Monetarist Economics: Methods,"
MPRA Paper
21486, University Library of Munich, Germany.
- Stephen D. Williamson & Randall Wright, 2010. "New monetarist economics: methods," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 265-302.
- Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: methods," Staff Report 442, Federal Reserve Bank of Minneapolis.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011.
"Inference for VARs Identified with Sign Restrictions,"
NBER Working Papers
17140, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Inference for VARs identified with sign restrictions," Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Inference for VARs Identified with Sign Restrictions," Papers 1709.10196, arXiv.org, revised Feb 2018.
- Fleissig, Adrian R. & Jones, Barry E., 2015. "The impact of commercial sweeping on the demand for monetary assets during the Great Recession," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 412-422.
- De Graeve, Ferre & Mazzolini, Giulio, 2023. "The maturity composition of government debt: A comprehensive database," European Economic Review, Elsevier, vol. 154(C).
- Liang Wang, 2014.
"Endogenous Search, Price Dispersion, and Welfare,"
Working Papers
201429, University of Hawaii at Manoa, Department of Economics.
- Wang, Liang, 2016. "Endogenous search, price dispersion, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 94-117.
- Liang Wang, 2016. "Endogenous Search, Price Dispersion, and Welfare," Working Papers 201616, University of Hawaii at Manoa, Department of Economics.
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- Weber, Henning, 2013. "Learning By Doing in New Firms and the Optimal Rate of Inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79761, Verein für Socialpolitik / German Economic Association.
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"Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation,"
NBER Working Papers
14621, National Bureau of Economic Research, Inc.
- Yuriy Gorodnichenko & Olivier Coibion, 2009. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers 21, Society for Economic Dynamics.
- Olivier Coibion & Yuriy Gorodnichenko, 2010. "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers 94, Department of Economics, College of William and Mary.
- Olivier Coibion & Yuriy Gorodnichenko, 2011. "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, vol. 101(1), pages 341-370, February.
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"Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule,"
Documentos de Trabajo del ICAE
2018-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Lafuente Juan Ángel & Monfort Mercedes & Pérez Rafaela & Ruiz Jesús, 2021. "Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 15(1), pages 150-162, January.
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"Envy, guilt, and the Phillips curve,"
Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 69-84.
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- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, guilt, and the Phillips curve," Kiel Working Papers 1754, Kiel Institute for the World Economy (IfW Kiel).
- Snower, Dennis & Ahrens, Steffen, 2012. "Envy, Guilt, and the Phillips Curve," CEPR Discussion Papers 8796, C.E.P.R. Discussion Papers.
- Steffen Ahrens & Dennis Snower, 2012. "Envy, Guilt, and the Phillips Curve," CESifo Working Paper Series 3717, CESifo.
- Ahrens, Steffen & Snower, Dennis J., 2012. "Envy, guilt, and the Phillips curve," Economics Working Papers 2012-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Assenmacher, Katrin & Bitter, Lea & Ristiniemi, Annukka, 2023. "CBDC and business cycle dynamics in a New Monetarist New Keynesian model," Working Paper Series 2811, European Central Bank.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Anna Kormilitsina & Denis Nekipelov, 2016. "Consistent Variance Of The Laplace‐Type Estimators: Application To Dsge Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 603-622, May.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013.
"A Note on Money and the Conduct of Monetary Policy,"
Cambridge Working Papers in Economics
1329, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," Studies in Economics 1306, School of Economics, University of Kent.
- Chadha, Jagjit S. & Corrado, Luisa & Holly, Sean, 2014. "A Note On Money And The Conduct Of Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1854-1883, December.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2013. "A Note on Money and the Conduct of Monetary Policy," CEIS Research Paper 279, Tor Vergata University, CEIS, revised 13 May 2013.
- Pablo A. Guerrón-Quintana & James M. Nason, 2013.
"Bayesian estimation of DSGE models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512,
Edward Elgar Publishing.
- Pablo A Guerron-Quintana & James M Nason, 2012. "Bayesian Estimation of DSGE Models," CAMA Working Papers 2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pablo Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Miroslav Gabrovski & Athanasios Geromichalos & Lucas Herrenbrueck & Ioannis Kospentaris & Sukjoon Lee, 2023.
"The real effects of financial disruptions in a monetary economy,"
Working Papers
202302, University of Hawaii at Manoa, Department of Economics.
- Miroslav Gabrovski & Athanasios Geromichalos & Lucas Herrenbrueck & Ioannis Kospentaris & Sukjoon Lee, 2023. "The real effects of financial disruptions in a monetary economy," Working Papers 2301, VCU School of Business, Department of Economics.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020.
"Uncertain Identification,"
CeMMAP working papers
CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Ahmed, Shahzad & Ahmed, Waqas & Khan, Sajawal & Pasha, Farooq & Rehman, Muhammad, 2012.
"Pakistan Economy DSGE Model with Informality,"
MPRA Paper
53135, University Library of Munich, Germany.
- Waqas Ahmed & Farooq Pasha & Sajawal Khan & Muhammad Rehman, 2012. "Pakistan Economy DSGE Model with Informality," SBP Working Paper Series 47, State Bank of Pakistan, Research Department.
- Del Negro, Marco & Eusepi, Stefano, 2011.
"Fitting observed inflation expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2105-2131.
- Marco Del Negro & Stefano Eusepi, 2010. "Fitting observed inflation expectations," Staff Reports 476, Federal Reserve Bank of New York.
- John Duffy & Daniela Puzzello, 2022. "The Friedman Rule: Experimental Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(2), pages 671-698, May.
- Emanuele Bacchiocchi & Toru Kitagawa, 2020.
"Locally- but not globally-identified SVARs,"
CeMMAP working papers
CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
- Di Bartolomeo Giovanni & Tirelli Patrizio, 2016. "Public finance and the optimal inflation rate," wp.comunite 00128, Department of Communication, University of Teramo.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes F. Wieland, 2010.
"The Optimal Inflation Rate in New Keynesian Models,"
NBER Working Papers
16093, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2012. "The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1371-1406.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2010. "The Optimal Inflation Rate in New Keynesian Models," Working Papers 91, Department of Economics, College of William and Mary.
- Rüdiger Bachmann & Tim O. Berg & Eric R. Sims, 2015.
"Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence,"
American Economic Journal: Economic Policy, American Economic Association, vol. 7(1), pages 1-35, February.
- Rüdiger Bachmann & Tim O. Berg & Eric R. Sims, 2012. "Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence," NBER Working Papers 17958, National Bureau of Economic Research, Inc.
- Eric R. Sims, 2012. "Inflation Expectations and Readiness to Spend, Cross-Sectional Evidence," Working Papers 015, University of Notre Dame, Department of Economics, revised Mar 2012.
- Raffaella Giacomini & Toru Kitagawa, 2018.
"Robust Bayesian inference for set-identified models,"
CeMMAP working papers
CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2020. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP12/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa, 2021. "Robust Bayesian Inference for Set‐Identified Models," Econometrica, Econometric Society, vol. 89(4), pages 1519-1556, July.
- Ibrahim Ayoade Adekunle & Sheriffdeen Adewale Tella & Oluwaseyi Adedayo Adelowokan, 2021. "Macroeconomic policy volatility and household consumption in Africa," SN Business & Economics, Springer, vol. 1(3), pages 1-22, March.
- Yuriy Gorodnichenko & Johannes Wieland & Olivier Coibion, 2012.
"The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?,"
2012 Meeting Papers
70, Society for Economic Dynamics.
- Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2012. "The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1371-1406.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Qazi Haque, 2017.
"Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation,"
School of Economics and Public Policy Working Papers
2017-13, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Saima Liaqat & Khalid Khan & Po Bunnika, 2018. "China9apos9s Consumption Function: An Empirical Test of Absolute and Permanent Income Hypothesis," Global Economics Review, Humanity Only, vol. 3(1), pages 90-97, June.
- Effah Nyamekye, Gabriel & Adusei Poku, Eugene, 2017. "What is the effect of inflation on consumer spending behaviour in Ghana?," MPRA Paper 81081, University Library of Munich, Germany.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- 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.
- Silva, Mario, 2017. "New monetarism with endogenous product variety and monopolistic competition," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 158-181.
- Marieh Azizirad, 2022. "Fisher vs Keynes: Does an Interest Rate Hike Cause Inflation to Increase or Decrease?," Discussion Papers dp22-08, Department of Economics, Simon Fraser University.
- Qazi Haque, 2017. "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-10, University of Adelaide, School of Economics and Public Policy.
- Michele Loberto & Chiara Perricone, 2015.
"Does trend inflation make a difference?,"
Temi di discussione (Economic working papers)
1033, Bank of Italy, Economic Research and International Relations Area.
- Loberto, Michele & Perricone, Chiara, 2017. "Does trend inflation make a difference?," Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Giovanni Di Bartolomeo & Patrizio Tirelli & Nicola Acocella, 2013.
"The comeback of inflation as an optimal public finance tool,"
Working Papers
263, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Di Bartolomeo Giovanni & Acocella Nicola & Tirelli Patrizio, 2013. "The comeback of inflation as an optimal public finance tool," wp.comunite 0100, Department of Communication, University of Teramo.
- Giovanni Di Bartolomeo & Patrizio Tirelli & Nicola Acocella, 2015. "The Comeback of Inflation as an Optimal Public Finance Tool," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 43-70, January.
- Hafedh Bouakez & Takashi Kano, 2024.
"Deciphering the Neo-Fisherian Effect,"
CAMA Working Papers
2024-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Dec 2024.
- BOUAKEZ, Hafedh & KANO, Takashi, 2024. "Deciphering the Neo-Fisherian Effect," Discussion paper series HIAS-E-140, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- S. Boragan Aruoba & Frank Schorfheide, 2013. "Macroeconomic dynamics near the ZLB: a tale of two equilibria," Working Papers 13-29, Federal Reserve Bank of Philadelphia.
- Schabert, Andreas & Christoffel, Kai, 2015. "Interest rates, money, and banks in an estimated euro area model," Working Paper Series 1791, European Central Bank.
- Raffaella Giacomini & Toru Kitagawa, 2014. "Inference about Non-Identified SVARs," CeMMAP working papers 45/14, Institute for Fiscal Studies.
- Weber, Henning, 2012. "The optimal inflation rate and firm-level productivity growth," Kiel Working Papers 1773, Kiel Institute for the World Economy (IfW Kiel).
- Daniel R. Sanches, 2012. "The optimum quantity of money," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 8-15.
- Weber, Henning, 2015. "Innovation and the Optimal Rate of Inflation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113087, Verein für Socialpolitik / German Economic Association.
- Michael Weber & Daniel Hoang & Francesco D'Acunto, 2015. "Inflation Expectations and Consumption Expenditure," 2015 Meeting Papers 1266, Society for Economic Dynamics.
- Joshua Brault & Louis Phaneuf, 2021. "Higher Order Interest-Smoothing, Time-Varying Inflation Target and the Prospect of Indeterminacy," Working Papers 21-10, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009.
"Methods versus Substance: Measuring the Effects of Technology Shocks on Hours,"
CEPR Discussion Papers
7474, C.E.P.R. Discussion Papers.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009. "Methods versus substance: measuring the effects of technology shocks on hours," Staff Report 433, Federal Reserve Bank of Minneapolis.
Cited by:
- Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013.
"Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79694, Verein für Socialpolitik / German Economic Association.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
- Alejandro Justiniano & Bruce Preston, 2006.
"Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?,"
2006 Meeting Papers
479, Society for Economic Dynamics.
- Alejandro Justiniano & Bruce Preston, 2009. "Can structural small open economy models account for the influence of foreign disturbances?," Working Paper Series WP-09-19, Federal Reserve Bank of Chicago.
- Justiniano, Alejandro & Preston, Bruce, 2010. "Can structural small open-economy models account for the influence of foreign disturbances?," Journal of International Economics, Elsevier, vol. 81(1), pages 61-74, May.
- Alejandro Justiniano & Bruce Preston, 2006. "Can Structural Small Open Economy Models Account For The Influence Of Foreign Disturbances?," CAMA Working Papers 2006-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alejandro Justiniano & Bruce Preston, 2008. "Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?," NBER Working Papers 14547, National Bureau of Economic Research, Inc.
- Yao, Fang, 2009. "Real and nominal rigidities in price setting: A bayesian analysis using aggregate data," SFB 649 Discussion Papers 2009-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Alejandro Justiniano & Claudio Michelacci, 2012.
"The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 8(1), pages 169-235.
- Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe," NBER Chapters, in: NBER International Seminar on Macroeconomics 2011, pages 169-235, National Bureau of Economic Research, Inc.
- Cruz Echevarría, 2015. "Income tax progressivity, growth, income inequality and welfare," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(1), pages 43-72, March.
- Enrique Martínez García & Diego Vilán & Mark A. Wynne, 2012.
"Bayesian estimation of NOEM models: identification and inference in small samples,"
Globalization Institute Working Papers
105, Federal Reserve Bank of Dallas.
- Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 137-199, Emerald Group Publishing Limited.
- Frank Schorfheide, 2011.
"Estimation and Evaluation of DSGE Models: Progress and Challenges,"
NBER Working Papers
16781, National Bureau of Economic Research, Inc.
- Frank Schorfheide, 2011. "Estimation and evaluation of DSGE models: progress and challenges," Working Papers 11-7, Federal Reserve Bank of Philadelphia.
- Ikeda, Daisuke, 2015. "Optimal inflation rates with the trending relative price of investment," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 20-33.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010.
"Labor-Market Heterogeneity, Aggregation, and the Lucas Critique,"
NBER Working Papers
16401, National Bureau of Economic Research, Inc.
- Chang, Yongsung & Schorfheide, Frank, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," CEPR Discussion Papers 8039, C.E.P.R. Discussion Papers.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," RCER Working Papers 556, University of Rochester - Center for Economic Research (RCER).
- Furlanetto, Francesco & Natvik, Gisle J. & Seneca, Martin, 2013.
"Investment shocks and macroeconomic co-movement,"
Journal of Macroeconomics, Elsevier, vol. 37(C), pages 208-216.
- Francesco Furlanetto & Gisle J. Natvik & Martin Seneca, 2011. "Investment shocks and macroeconomic co-movement," Working Paper 2011/14, Norges Bank.
- Cantore, C. & Ferroni, F. & Le n-Ledesma, M A., 2011.
"Interpreting the Hours-Technology time-varying relationship,"
Working papers
351, Banque de France.
- Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012. "Interpreting the Hours-Technology time-varying relationship," Studies in Economics 1201, School of Economics, University of Kent.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe," NBER Working Papers 17429, National Bureau of Economic Research, Inc.
- Jesús Rodríguez López, 2010. "Growth, fluctuations and technology in the U.S. post-war economy," Working Papers 10.01, Universidad Pablo de Olavide, Department of Economics.
- Yao, Fang, 2010. "Aggregate hazard function in price-setting: A bayesian analysis using macro data," SFB 649 Discussion Papers 2010-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers 339, Society for Economic Dynamics.
- Hyungsik Roger Moon & Frank Schorfheide, 2009.
"Bayesian and Frequentist Inference in Partially Identified Models,"
NBER Working Papers
14882, National Bureau of Economic Research, Inc.
- Hyungsik Roger Moon & Frank Schorfheide, 2012. "Bayesian and Frequentist Inference in Partially Identified Models," Econometrica, Econometric Society, vol. 80(2), pages 755-782, March.
Cited by:
- Atsushi Inoue & Mototsugu Shintani, 2018.
"Quasi‐Bayesian model selection,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
- Atsushi Inoue & Mototsugu Shintania, 2014. "Quasi-Bayesian Model Selection," Departmental Working Papers 1402, Southern Methodist University, Department of Economics.
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Norets, Andriy & Shimizu, Kenichi, 2024.
"Semiparametric Bayesian estimation of dynamic discrete choice models,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Working Papers 2022_06, Business School - Economics, University of Glasgow.
- Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Papers 2202.04339, arXiv.org, revised Aug 2023.
- Ahfock, Daniel & Pyne, Saumyadipta & McLachlan, Geoffrey J., 2022. "Statistical file-matching of non-Gaussian data: A game theoretic approach," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017.
"Monte Carlo confidence sets for identified sets,"
CeMMAP working papers
CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018. "Monte Carlo Confidence Sets for Identified Sets," Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016.
"MCMC confidence sets for identified sets,"
CeMMAP working papers
CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- Thorsten Drautzburg, 2016.
"A narrative approach to a fiscal DSGE model,"
Working Papers
16-11, Federal Reserve Bank of Philadelphia.
- Thorsten Drautzburg, 2020. "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, vol. 11(2), pages 801-837, May.
- Thorsten Drautzburg, 2014. "A Narrative Approach to a Fiscal DSGE Model," 2014 Meeting Papers 791, Society for Economic Dynamics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian vector autoregressions,"
LSE Research Online Documents on Economics
87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
- Yuan Liao & Anna Simoni, 2012.
"Semi-parametric Bayesian Partially Identified Models based on Support Function,"
Papers
1212.3267, arXiv.org, revised Nov 2013.
- Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2014.
"Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,"
Dynare Working Papers
30, CEPREMAP.
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- Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
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"Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile,"
Working Papers Central Bank of Chile
486, Central Bank of Chile.
- Marco Del Negro & Frank Schorfheide, 2009. "Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 13, pages 511-562, Central Bank of Chile.
- Marco Del Negro & Frank Schorfheide, 2008. "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports 329, Federal Reserve Bank of New York.
Cited by:
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"The Contribution of Food Subsidy Policy to Monetary Policy in India,"
Post-Print
hal-02944209, HAL.
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"The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach,"
NCER Working Paper Series
53, National Centre for Econometric Research.
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- Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile 579, Central Bank of Chile.
- Lees, Kirdan & Matheson, Troy & Smith, Christie, 2011.
"Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 512-528.
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"What lf Brazil Hadn't Floated the Real in 1999?,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Carlos Viana de Carvalho & André D. Vilela, 2015. "What if Brazil Hadn't Floated the Real in 1999?," Textos para discussão 647, Department of Economics PUC-Rio (Brazil).
- Zhang, Bo & Dai, Wei, 2020. "Trend inflation and macroeconomic stability in a small open economy," Economic Modelling, Elsevier, vol. 91(C), pages 769-778.
- Stefan Leist, 2013. "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 493-531, December.
- Ahmed, Waqas & Rehman, Muhammad & Malik, Jahanzeb, 2013.
"Quarterly Bayesian DSGE Model of Pakistan Economy with Informality,"
MPRA Paper
53168, University Library of Munich, Germany.
- Waqas Ahmed & Muhammad Jahanzeb Malik & Muhammad Rehman, 2014. "Quarterly Bayesian DSGE Model of Pakistan Economy with Informality," SBP Working Paper Series 68, State Bank of Pakistan, Research Department.
- Mr. Marco Airaudo & Mr. Edward F Buffie & Luis-Felipe Zanna, 2016. "Inflation Targeting and Exchange Rate Management In Less Developed Countries," IMF Working Papers 2016/055, International Monetary Fund.
- Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih, 2013.
"Do central banks respond to exchange rate movements? A Markov-switching structural investigation,"
Working Paper
2013/24, Norges Bank.
- Ragna Alstadheim & Hilde C. Bjørnland & Junior Maih, 2013. "Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation," Working Papers No 9/2013, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Martin Fukac & Adrian R. Pagan, 2010.
"Structural macro-econometric modelling in a policy environment,"
Research Working Paper
RWP 10-08, Federal Reserve Bank of Kansas City.
- Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
- Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
- Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
- Chen, Xiaoshan & MacDonald, Ronald, 2011.
"Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom,"
SIRE Discussion Papers
2011-21, Scottish Institute for Research in Economics (SIRE).
- Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
- Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Buffie, Edward F. & Airaudo, M. & Zanna, Felipe, 2018. "Inflation targeting and exchange rate management in less developed countries," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 159-184.
- Mr. Selim A Elekdag & Mr. Harun Alp, 2011. "The Role of Monetary Policy in Turkey During the Global Financial Crisis," IMF Working Papers 2011/150, International Monetary Fund.
- William Ginn & Marc Pourroy, 2020.
"Should a central bank react to food inflation? Evidence from an estimated model for Chile,"
Post-Print
hal-03579680, HAL.
- Ginn, William & Pourroy, Marc, 2020. "Should a central bank react to food inflation? Evidence from an estimated model for Chile," Economic Modelling, Elsevier, vol. 90(C), pages 221-234.
- Zheng, Tingguo & Guo, Huiming, 2013. "Estimating a small open economy DSGE model with indeterminacy: Evidence from China," Economic Modelling, Elsevier, vol. 31(C), pages 642-652.
- Carlos Madeira & Leonardo Salazar, 2023.
"The Impact of Monetary Policy on a Labor Market with Heterogeneous Workers: The Case of Chile,"
Working Papers Central Bank of Chile
980, Central Bank of Chile.
- Madeira, Carlos & Salazar, Leonardo, 2023. "The impact of monetary policy on a labor market with heterogeneous workers: The case of Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
- Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021.
"Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers,"
Energy Economics, Elsevier, vol. 96(C).
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021. "Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers," Working Papers No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Choi, Jinho & Hur, Joonyoung, 2015. "An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach," Economic Modelling, Elsevier, vol. 51(C), pages 183-199.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Fernando de Menezes Linardi, 2016. "Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy," Working Papers Series 424, Central Bank of Brazil, Research Department.
- Airaudo, Marco, 2012. "Endogenous Dollarization, Sovereign Risk Premia and the Taylor Principle," School of Economics Working Paper Series 2012-11, LeBow College of Business, Drexel University.
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008.
"DSGE model-based forecasting of non-modelled variables,"
Working Papers
08-17, Federal Reserve Bank of Philadelphia.
- Schorfheide, Frank & Sill, Keith & Kryshko, Maxym, 2010. "DSGE model-based forecasting of non-modelled variables," International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373, April.
- Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009. "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers 14872, National Bureau of Economic Research, Inc.
Cited by:
- Wieland, Volker & Wolters, Maik, 2013.
"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
Elsevier.
- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009.
"Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future,"
Borradores de Economia
5480, Banco de la Republica.
- Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia 559, Banco de la Republica de Colombia.
- Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017.
"Measurement errors and monetary policy: Then and now,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016.
"Assessing the economic value of probabilistic forecasts in the presence of an inflation target,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/10, Reserve Bank of New Zealand.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
- Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015.
"DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa,"
Open Access publications
10197/7351, School of Economics, University College Dublin.
- Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
- Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
- Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
- Martin Fukaè & Vladimír Havlena, 2011.
"A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 453-466, November.
- Martin Fukac & Vladimir Havlena, 2011. "Note on the role of natural condition of control in the estimation of DSGE models," Research Working Paper RWP 11-03, Federal Reserve Bank of Kansas City.
- Stelios D. Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Open Access publications
10197/7329, School of Economics, University College Dublin.
- Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.
- Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8, Bank for International Settlements.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
- Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2020.
"Online Appendix to "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model","
Online Appendices
18-407, Review of Economic Dynamics.
- Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2021. "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 258-279, January.
- Nana Kwame Akosah & Imhotep Paul Alagidede & Eric Schaling, 2024. "General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(2), pages 213-272, December.
- Dean Croushore & Keith Sill, 2014. "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers 14-29, Federal Reserve Bank of Philadelphia.
- Herbst, Edward & Schorfheide, Frank, 2012.
"Evaluating DSGE model forecasts of comovements,"
Journal of Econometrics, Elsevier, vol. 171(2), pages 152-166.
- Edward P. Herbst & Frank Schorfheide, 2011. "Evaluating DSGE model forecasts of comovements," Working Papers 11-5, Federal Reserve Bank of Philadelphia.
- Edward P. Herbst & Frank Schorfheide, 2012. "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series 2012-11, Board of Governors of the Federal Reserve System (U.S.).
- Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011.
"Combining VAR and DSGE forecast densities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
- Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013.
"DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa,"
Working Papers
259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
- Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
- Shaun de Jager & Michael Johnston & Rudi Steinbach, 2015. "A Revised Quarterly Projection Model for South Africa," Working Papers 6839, South African Reserve Bank.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
- Dario Caldara & Richard Harrison & Anna Lipińska, 2014. "Practical Tools For Policy Analysis In Dsge Models With Missing Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1145-1163, November.
- Ruey Yau & C. James Hueng, 2019. "Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 177-198, June.
- Frank Schorfheide & S. Boragan Aruoba, 2008.
"Insights from an Estimated Search-Based Monetary Model with Nominal Rigidities,"
2008 Meeting Papers
371, Society for Economic Dynamics.
Cited by:
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Stephen D. Williamson, 2008. "New Keynesian economics : a monetary perspective," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Sum), pages 197-218.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017.
"Safety, Liquidity, and the Natural Rate of Interest,"
2017 Meeting Papers
803, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Frank Schorfheide & Francis X. Diebold & Marco Del Negro, 2008.
"Priors from Frequency-Domain Dummy Observations,"
2008 Meeting Papers
310, Society for Economic Dynamics.
Cited by:
- Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
- Zhongjun Qu, 2018.
"A Composite Likelihood Framework for Analyzing Singular DSGE Models,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
- Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
- Del Negro, Marco & Schorfheide, Frank, 2007.
"Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities),"
CEPR Discussion Papers
6119, C.E.P.R. Discussion Papers.
- Del Negro, Marco & Schorfheide, Frank, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1191-1208, October.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)," NBER Working Papers 13741, National Bureau of Economic Research, Inc.
- Frank Schorfheide & Marco Del Negro, 2007. "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," 2007 Meeting Papers 283, Society for Economic Dynamics.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Staff Reports 320, Federal Reserve Bank of New York.
- Marco Del Negro & Frank Schorfheide, 2006. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper 2006-16, Federal Reserve Bank of Atlanta.
Cited by:
- Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
- Alexander Kriwoluzky & Christian A. Stoltenberg, 2016.
"Nested Models and Model Uncertainty,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(2), pages 324-353, April.
- Alexander Kriwoluzky & Christian A. Stoltenberg, 2009. "Nested models and model uncertainty," Economics Working Papers ECO2009/37, European University Institute.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Francesco Bianchi & Renato Faccini & Leonardo Melosi, 2020.
"Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength,"
NBER Working Papers
27112, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Faccini, Renato & Melosi, Leonardo, 2020. "Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength," CEPR Discussion Papers 14720, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Renato Faccini & Leonardo Melosi, 2020. "Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength," Working Paper Series WP-2020-13, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Renato Faccini & Leonardo Melosi, 2020. "Monetary and Fiscal Policies in Times of Large Debt: Unity is Strength," Working Paper Series WP 2020-13, Federal Reserve Bank of Chicago.
- Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2009.
"Stock market wealth effects in an estimated DSGE model for Hong Kong,"
BOFIT Discussion Papers
14/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
- Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1), pages 316-334.
- Michael Funke & Michael Paetz & Ernest Pytlarczyk, 2010. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Quantitative Macroeconomics Working Papers 21009, Hamburg University, Department of Economics.
- Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1-2), pages 316-334, January.
- Frank Schorfheide & Marco Del Negro, 2007.
"Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities),"
2007 Meeting Papers
283, Society for Economic Dynamics.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)," NBER Working Papers 13741, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Schorfheide, Frank, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1191-1208, October.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Staff Reports 320, Federal Reserve Bank of New York.
- Marco Del Negro & Frank Schorfheide, 2006. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper 2006-16, Federal Reserve Bank of Atlanta.
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Quantitative Economics, Econometric Society, vol. 2(1), pages 73-98, March.
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"A Composite Likelihood Framework for Analyzing Singular DSGE Models,"
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- 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).
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"R&D Dynamics and Corporate Cash Saving,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 263-285, January.
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- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).
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- Ma, Yong, 2016. "Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China," Economic Systems, Elsevier, vol. 40(3), pages 461-480.
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- Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.
- Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
- Donald W.K. Andrews & Panle Jia, 2008.
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Cowles Foundation Discussion Papers
1676, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
- Donald W. K. Andrews & Panle Jia Barwick, 2012. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.
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"An Improved Bootstrap Test of Stochastic Dominance,"
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"A Small Open Economy DSGE Model for Pakistan,"
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- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric expectation effects of regime shifts and the Great Moderation,"
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- Liu, Zheng & Waggoner, Daniel F. & Zha, Tao, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Kiel Working Papers 1357, Kiel Institute for the World Economy (IfW Kiel).
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," FRB Atlanta Working Paper 2007-23, Federal Reserve Bank of Atlanta.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008.
"Investment shocks and business cycles,"
Working Paper Series
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- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment Shocks and Business Cycles," NBER Working Papers 15570, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Staff Reports 322, Federal Reserve Bank of New York.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers.
- Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2010. "Investment shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 132-145, March.
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"Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June.
- Jondeau, E. & Sahuc, J-G., 2006. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers 141, Banque de France.
- Eric Jondeau & Jean-Guillaume Sahuc, 2004. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Documents de recherche 04-13, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Eric Jondeau & Jean-Guillaume SAHUC, 2007. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," Swiss Finance Institute Research Paper Series 07-36, Swiss Finance Institute.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Post-Print hal-01612712, HAL.
- Del Negro, Marco & Schorfheide, Frank, 2005.
"Monetary policy analysis with potentially misspecified models,"
Working Paper Series
475, European Central Bank.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
- Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
- Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, March.
- Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
- Martin Melecky & Daniel Buncic, 2005. "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics 0511026, University Library of Munich, Germany.
- Anne Epaulard & Jean-Pierre Laffargue & Pierre Malgrange, 2008.
"La nouvelle modélisation macroéconomique appliquée à l'analyse de la conjoncture et à l'évaluation des politiques : les modèles dynamiques stochastiques d'équilibre général (DSGE),"
Post-Print
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- Anne Epaulard & Jean-Pierre Laffargue & Pierre Malgrange, 2008. "La nouvelle modélisation macroéconomique appliquée à l'analyse de la conjoncture et à l'évaluation des politiques : les modèles dynamiques stochastiques d'équilibre général (DSGE)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00270900, HAL.
- Anne Epaulard & Jean-Pierre Laffargue & Pierre Malgrange, 2008. "La nouvelle modélisation macroéconomique appliquée à l'analyse de la conjoncture et à l'évaluation des politiques : les modèles dynamiques stochastiques d'équilibre général (DSGE)," PSE-Ecole d'économie de Paris (Postprint) halshs-00270900, HAL.
- Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
- Eric Mayer & Oliver Hülsewig & Timo Wollmershäuser, 2007.
"Bank Behaviour and the Cost Channel of Monetary Transmission,"
Money Macro and Finance (MMF) Research Group Conference 2006
98, Money Macro and Finance Research Group.
- Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2006. "Bank Behavior and the Cost Channel of Monetary Transmission," CESifo Working Paper Series 1813, CESifo.
- Wollmershäuser, Timo & Mayer, Eric & Hülsewig, Oliver, 2006. "Bank Behavior and the Cost Channel of Monetary Transmission," W.E.P. - Würzburg Economic Papers 71, University of Würzburg, Department of Economics.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007.
"Non‐stationary Hours in a DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Chang, Yongsung & Schorfheide, Frank & Doh, Taeyoung, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006. "Non-stationary hours in a DSGE model," Working Papers 06-3, Federal Reserve Bank of Philadelphia.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Mayer, Eric & Grimm, Oliver, 2008.
"Countercyclical taxation and price dispersion,"
W.E.P. - Würzburg Economic Papers
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- Eric Mayer & Oliver Grimm, 2008. "Countercyclical Taxation and Price Dispersion," CER-ETH Economics working paper series 08/88, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Rubaszek, Michal & Skrzypczynski, Pawel, 2008. "On the forecasting performance of a small-scale DSGE model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 498-512.
- Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008.
"Inflation Target Transparency and the Macroeconomy,"
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- Melecky, Martin & Rodrıguez Palenzuela, Diego & Soderstrom, Ulf, 2008. "Inflation Target Transparency and the Macroeconomy," MPRA Paper 10545, University Library of Munich, Germany.
- Martin Melecký & Diego Rodríguez Palenzuela & Ulf Söderström, 2009. "Inflation Target Transparency and the Macroeconomy," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 10, pages 371-411, Central Bank of Chile.
- Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006.
"Evaluation of macroeconomic models for financial stability analysis,"
Economics Series Working Papers
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- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper Series 6806, Department of Economics, Norwegian University of Science and Technology.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
- Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," OFRC Working Papers Series 2006fe01, Oxford Financial Research Centre.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012. "Evaluation of Macroeconomic Models for Financial Stability Analysis," Chapters, in: The Challenge of Financial Stability, chapter 3, pages 32-58, Edward Elgar Publishing.
- Sarah Zubairy, 2010.
"On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model,"
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"The Time Varying Volatility of Macroeconomic Fluctuations,"
2006 Meeting Papers
353, Society for Economic Dynamics.
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"Forecasting the South African Economy: A DSGE-VAR Approach,"
Working Papers
200724, University of Pretoria, Department of Economics.
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"Monetary policy effects on bank risk taking,"
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MPRA Paper
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- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
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"Information Criteria for Impulse Response Function Matching Estimation of DSGE Models,"
Centre for Growth and Business Cycle Research Discussion Paper Series
127, Economics, The University of Manchester.
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- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
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"Identifying the role of labor markets for monetary policy in an estimated DSGE model,"
Working Paper Series
635, European Central Bank.
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- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," Computing in Economics and Finance 2006 146, Society for Computational Economics.
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"Does money matter for the identification of monetary policy shocks: A DSGE perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2159-2178, October.
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"Can a simple DSGE model outperform Professional Forecasters?,"
NBP Working Papers
43, Narodowy Bank Polski.
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"Inflation persistence, Price Indexation and Optimal Simple Interest Rate Rules,"
Quaderni di Dipartimento
129, University of Pavia, Department of Economics and Quantitative Methods.
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"Sources of the Great Moderation: shocks, frictions, or monetary policy?,"
FRB Atlanta Working Paper
2009-03, Federal Reserve Bank of Atlanta.
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- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009. "Sources of the Great Moderation: shocks, friction, or monetary policy?," Working Paper Series 2009-01, Federal Reserve Bank of San Francisco.
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"Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation?,"
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"Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison,"
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"Does Cointegration Matter? An Analysis in a RBC Perspective,"
Working Papers in Public Economics
133, Department of Economics and Law, Sapienza University of Roma.
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"Endogenous Persistence in an Estimated DSGE Model under Imperfect Information,"
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"Investment Shocks and the Relative Price of Investment,"
CEPR Discussion Papers
7598, C.E.P.R. Discussion Papers.
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"Optimal Monetary Policy in an Operational Medium-Sized DSGE Model,"
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Working Papers Central Bank of Chile
351, Central Bank of Chile.
- Charles L. Evans & David A. Marshall, 2009. "Fundamental Economic Shocks and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1515-1555, December.
- Charles L. Evans & David A. Marshall, 2009. "Fundamental Economic Shocks and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1515-1555, December.
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Working Papers Central Bank of Chile
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"Products, patents and productivity persistence: A DSGE model of endogenous growth,"
Economics Series Working Papers
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"Term structure and the estimated monetary policy rule in the Eurozone,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(4), pages 251-277, December.
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"An estimated DSGE model for the United Kingdom,"
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"Bayesian Analysis of DSGE Models,"
CEPR Discussion Papers
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"Evaluating An Estimated New Keynesian Small Open Economy Model,"
CEPR Discussion Papers
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"Inflation-Gap Persistence in the US,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
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"Assessing the fit of small open economy DSGEs,"
Journal of Macroeconomics, Elsevier, vol. 32(3), pages 906-920, September.
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"DSGE Models in a Data-Rich Environment,"
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"FiMod — A DSGE model for fiscal policy simulations,"
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"Monetary policy regime shifts: new evidence from time-varying interest rate rules,"
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"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not,"
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- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Bank of Israel Working Papers 2020.04, Bank of Israel.
- Jonathan Benchimol & Sergey Ivashchenko, 2020. "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers 386, Federal Reserve Bank of Dallas.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2021. "Switching volatility in a nonlinear open economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Jonathan Benchimol & Sergey Ivashchenko, 2021. "Switching volatility in a nonlinear open economy," Post-Print halshs-03248949, HAL.
- Benchimol, Jonathan & Ivashchenko, Sergey, 2020. "Switching Volatility in a Nonlinear Open Economy," Dynare Working Papers 60, CEPREMAP.
- Wolters, Maik H., 2013.
"Evaluating point and density forecasts of DSGE models,"
Economics Working Papers
2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Maik H. Wolters, 2015. "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008.
"Investment shocks and business cycles,"
Working Paper Series
WP-08-12, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment Shocks and Business Cycles," NBER Working Papers 15570, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Staff Reports 322, Federal Reserve Bank of New York.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers.
- Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2010. "Investment shocks and business cycles," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 132-145, March.
- Massimo Franchi & Paolo Paruolo, 2015. "Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 613-626, December.
- Del Negro, Marco & Schorfheide, Frank, 2005.
"Monetary policy analysis with potentially misspecified models,"
Working Paper Series
475, European Central Bank.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
- Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
- Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
- Marta Boczon, 2018. "Balanced Growth Approach to Forecasting Recessions," Working Paper 6487, Department of Economics, University of Pittsburgh.
- Efrem Castelnuovo, 2009.
"Estimating the Evolution of Money's Role in the U.S. Monetary Business Cycle,"
"Marco Fanno" Working Papers
0103, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo, 2012. "Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 23-52, February.
- Efrem Castelnuovo, 2012. "Estimating the Evolution of Money’s Role in the U.S. Monetary Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 23-52, February.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009.
"Methods versus substance: measuring the effects of technology shocks on hours,"
Staff Report
433, Federal Reserve Bank of Minneapolis.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
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- Li, Bing & Liu, Qing, 2017. "On the choice of monetary policy rules for China: A Bayesian DSGE approach," China Economic Review, Elsevier, vol. 44(C), pages 166-185.
- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, March.
- Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
- Martin Melecky & Daniel Buncic, 2005. "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics 0511026, University Library of Munich, Germany.
- Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012. "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers 2012.06, Bank of Israel.
- Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018.
"House prices and macroprudential policy in an estimated DSGE model of New Zealand,"
Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
- Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2017. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Working Paper Series 20225, Victoria University of Wellington, School of Economics and Finance.
- Michael Funke & Robert Kirkby & Petar Mihaylovski, 2017. "House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand," CESifo Working Paper Series 6487, CESifo.
- Andreasen, Martin M., 2012. "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, vol. 56(8), pages 1656-1674.
- Daniele Siena, 2020.
"Online Appendix to "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?","
Online Appendices
18-141, Review of Economic Dynamics.
- Daniele Siena, 2021. "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 278-308, April.
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"Structural estimation of jump-diffusion processes in macroeconomics,"
CREATES Research Papers
2007-23, Department of Economics and Business Economics, Aarhus University.
- Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2013.
"An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach,"
Open Economies Review, Springer, vol. 24(2), pages 217-265, April.
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach," Working Papers Central Bank of Chile 381, Central Bank of Chile.
- Giacomini, Raffaella & Ragusa, Giuseppe, 2011.
"Incorporating theoretical restrictions into forecasting by projection methods,"
CEPR Discussion Papers
8604, C.E.P.R. Discussion Papers.
- Raffaella Giacomini, 2012. "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers 548, Society for Economic Dynamics.
- Alexander Beames & Mariano Kulish & Nadine Yamout, 2022. "Fiscal Policy and the Slowdown in Trend Growth in an Open Economy," Working Papers 143, Red Nacional de Investigadores en Economía (RedNIE).
- Mikael Bask & João Madeira, 2021. "Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1101-1111, January.
- Marco Del Negro & Frank Schorfheide, 2009.
"Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 13, pages 511-562,
Central Bank of Chile.
- Marco Del Negro & Frank Schorfheide, 2008. "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports 329, Federal Reserve Bank of New York.
- Marco del Negro & Frank Schorfheide, 2008. "Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile," Working Papers Central Bank of Chile 486, Central Bank of Chile.
- Kyle Jurado, 2016. "Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations," 2016 Meeting Papers 154, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015.
"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.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
- Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
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- Gelfer, Sacha & Gibbs, Christopher G., 2023. "Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Dominic Quint & Pau Rabanal, 2014.
"Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 169-236, June.
- Pau Rabanal & Dominic Quint, 2013. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," 2013 Meeting Papers 604, Society for Economic Dynamics.
- Mr. Dominic Quint & Mr. Pau Rabanal, 2013. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," IMF Working Papers 2013/209, International Monetary Fund.
- Quint, Dominic & Rabanal, Pau, 2014. "Monetary and macroprudential policy in an estimated DSGE model of the Euro Area," Discussion Papers 2014/5, Free University Berlin, School of Business & Economics.
- Yilmazkuday, Hakan, 2012. "Business cycles through international shocks: A structural investigation," Economics Letters, Elsevier, vol. 115(3), pages 329-333.
- Fabio Milani, 2009.
"Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy,"
Working Papers
080923, University of California-Irvine, Department of Economics.
- Milani, Fabio, 2009. "Expectations, learning, and the changing relationship between oil prices and the macroeconomy," Energy Economics, Elsevier, vol. 31(6), pages 827-837, November.
- Jorge Basal & Patricia Carballo & Fernanda Cuitiño & Serafín Frache & José Mourelle & Helena Rodríguez & Verónica Rodríguez & Leonardo Vicente, 2016. "Un modelo estocástico de equilibrio general para la economía uruguaya," Documentos de trabajo 2016002, Banco Central del Uruguay.
- Fuentes H., Fernando & García, Carlos J., 2016. "The business cycle and copper mining in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
- Alberto Ortiz Bolaños & Jacob Wishart, 2012. "Trend Shocks and Financial Frictions in Small Open Economies Modeling," Documentos de Investigación - Research Papers 5, CEMLA.
- Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2009.
"Fiscal Foresight and Information Flows,"
NBER Working Papers
14630, National Bureau of Economic Research, Inc.
- Eric Leeper & Todd Walker & Susan Yang SHu-Chun, 2009. "Fiscal Foresight And Information Flows," CAEPR Working Papers 2009-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Eric M. Leeper & Todd B. Walker & Shu‐Chun Susan Yang, 2013. "Fiscal Foresight and Information Flows," Econometrica, Econometric Society, vol. 81(3), pages 1115-1145, May.
- Todd B. Walker & Eric M. Leeper & Ms. Susan S. Yang, 2012. "Fiscal Foresight and Information Flows," IMF Working Papers 2012/153, International Monetary Fund.
- Florian Pelgrin & Stéphane Adjemian, 2008.
"Un regard bayésien sur les modèles dynamiques de la macroéconomie,"
Économie et Prévision, Programme National Persée, vol. 183(2), pages 127-152.
- Stéphane Adjemian & Florian Pelgrin, 2008. "Un regard bayésien sur les modèles dynamiques de la macroéconomie," Economie & Prévision, La Documentation Française, vol. 0(2), pages 127-152.
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"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
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- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Best Gabriela & Kapinos Pavel, 2016. "Monetary policy and news shocks: are Taylor rules forward-looking?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 335-360, June.
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"International Transmission of Financial Shocks in an Estimated DSGE model,"
Working Papers
2012-06, University of Central Florida, Department of Economics.
- Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
- Mr Steinbach & Pt Mathuloe & Bw Smit, 2009.
"An Open Economy New Keynesian Dsge Model Of The South African Economy,"
South African Journal of Economics, Economic Society of South Africa, vol. 77(2), pages 207-227, June.
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"On the Size of the Government Spending Multiplier in the Euro Area,"
TSE Working Papers
13-396, Toulouse School of Economics (TSE), revised Nov 2013.
- Fève, Patrick & Sahuc, Jean-Guillaume, 2013. "On the Size of the Government Spending Multiplier in the Euro Area," IDEI Working Papers 776, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2013.
- Patrick Fève & Jean-Guillaume Sahuc, 2015. "On the size of the government spending multiplier in the euro area," Oxford Economic Papers, Oxford University Press, vol. 67(3), pages 531-552.
- P. F ve & J-G. Sahuc, 2015. "On the Size of the Government Spending Multiplier in the Euro Area," Working papers 537, Banque de France.
- Patrick Fève & Jean-Guillaume Sahuc, 2015. "On the Size of the Government Spending Multiplier in the Euro Area," Post-Print hal-01612703, HAL.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009.
"Une estimation de la cible implicite d’inflation dans la zone euro,"
TSE Working Papers
09-137, Toulouse School of Economics (TSE).
- Jean-Guillaume Sahuc & Julien Matheron & Patrick Fève, 2009. "Une estimation de la cible implicite d’inflation dans la zone euro," Revue Française d'Économie, Programme National Persée, vol. 24(2), pages 39-56.
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- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008.
"A Naïve Sticky Information Model of Households’ Inflation Expectations,"
MPRA Paper
8663, University Library of Munich, Germany.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
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"How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy,"
2017 Meeting Papers
324, Society for Economic Dynamics.
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- Cozzi, Guido & Pataracchia, Beatrice & Pfeiffer, Philipp & Marco, Ratto, 2017. "How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy," JRC Working Papers in Economics and Finance 2017-01, Joint Research Centre, European Commission.
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- Sami Alpanda & Kevin Kotzé & Geoffrey Woglom, 2010. "The Role Of The Exchange Rate In A New Keynesian Dsge Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 78(2), pages 170-191, June.
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"Investment Shocks and the Comovement Problem,"
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"Global Flight to Safety, Business Cycles, and the Dollar,"
Working Papers
799, Federal Reserve Bank of Minneapolis.
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- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018.
"Generalized exogenous processes in DSGE: A Bayesian approach,"
IMFS Working Paper Series
125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jean-Guillaume Sahuc & Sarah Mouabbi, 2019.
"Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies,"
EconomiX Working Papers
2019-2, University of Paris Nanterre, EconomiX.
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- Sarah Mouabbi & Jean-Guillaume Sahuc, 2019. "Evaluating the macroeconomic effects of the ECB s unconventional monetary policies," Working papers 708, Banque de France.
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"A Structural Investigation of Third‐Currency Shocks to Bilateral Exchange Rates,"
International Finance, Wiley Blackwell, vol. 11(1), pages 19-48, May.
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"Monetary Regime Change and Business Cycles,"
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- Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pau Rabanal, 2009.
"Inflation Differentials between Spain and the EMU: A DSGE Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1141-1166, September.
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"What's News in Business Cycles,"
Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
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- Uribe, MartÃn & Schmitt-Grohé, Stephanie, 2009. "What?s News in Business Cycles," CEPR Discussion Papers 7201, C.E.P.R. Discussion Papers.
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- Stephanie Schmitt-Grohe & Martin Uribe, 2008. "What's News in Business Cycles," NBER Working Papers 14215, National Bureau of Economic Research, Inc.
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- Gianni Amisano & John Geweke, 2017.
"Prediction Using Several Macroeconomic Models,"
The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
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- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
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- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
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- Alejandro Justiniano & Claudio Michelacci, 2011. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe," NBER Working Papers 17429, National Bureau of Economic Research, Inc.
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- Huu Tuyen Tran, 2024. "Heterogeneous consumption behaviors and monetary policy in three ASEAN economies," International Economics and Economic Policy, Springer, vol. 21(4), pages 817-844, October.
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"Exchange rates and fundamentals: a generalization,"
International Finance Discussion Papers
948, Board of Governors of the Federal Reserve System (U.S.).
- James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," FRB Atlanta Working Paper 2008-16, Federal Reserve Bank of Atlanta.
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- Agnieszka Leszczyńska-Paczesna, 2020. "Sectoral Price Stickiness and Inflation Persistence in Poland: A Two-Sector DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(2), pages 152-186.
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- Castelnuovo, Efrem, 2010. "Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 19-33, March.
- Hall, Jamie & Pitt, Michael K. & Kohn, Robert, 2014. "Bayesian inference for nonlinear structural time series models," Journal of Econometrics, Elsevier, vol. 179(2), pages 99-111.
- Mandelman, Federico S., 2013.
"Monetary and exchange rate policy under remittance fluctuations,"
Journal of Development Economics, Elsevier, vol. 102(C), pages 128-147.
- Federico S. Mandelman, 2011. "Monetary and exchange rate policy under remittance fluctuations," FRB Atlanta Working Paper 2011-07, Federal Reserve Bank of Atlanta.
- Schorfheide, Frank & Moon, Hyungsik Roger, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions,"
CEPR Discussion Papers
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- Hyungsik Roger Moon & Frank Schorfheide, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers 06.56, Institute of Economic Policy Research (IEPR).
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Gelfer, Sacha, 2024. "Examining business cycles and optimal monetary policy in a regional DSGE model," Economic Modelling, Elsevier, vol. 136(C).
- Anton A. Cheremukhin, 2011. "Labor matching: putting the pieces together," Working Papers 1102, Federal Reserve Bank of Dallas.
- Aydan Dogan, 2019.
"Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 202-220, October.
- Aydan Dogan, 2019. "Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Online Appendices 18-377, Review of Economic Dynamics.
- Aydan Dogan, 2017. "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers 2017/359, University of Barcelona School of Economics.
- Aydan Dogan, 2019. "Code and data files for "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Computer Codes 18-377, Review of Economic Dynamics.
- Zoundi, Zakaria, 2024. "Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy," Economic Modelling, Elsevier, vol. 139(C).
- Sun-Bin Kim & Frank Schorfheide & Yongsung Chang, 2010. "Financial Frictions, Aggregation, and the Lucas Critique," 2010 Meeting Papers 31, Society for Economic Dynamics.
- Joshua R. Hendrickson, 2017. "An Evaluation of Friedman's Monetary Instability Hypothesis," Southern Economic Journal, John Wiley & Sons, vol. 83(3), pages 744-755, January.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Fabio Milani, 2009. "Adaptive Learning and Macroeconomic Inertia in the Euro Area," Journal of Common Market Studies, Wiley Blackwell, vol. 47(3), pages 579-599, June.
- Gregory E. Givens, 2012.
"Estimating Central Bank Preferences under Commitment and Discretion,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1033-1061, September.
- Gregory E. Givens, 2012. "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1033-1061, September.
- Gregory Erin Givens, 2009. "Estimating Central Bank Preferences under Commitment and Discretion," Working Papers 200905, Middle Tennessee State University, Department of Economics and Finance.
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- Gareis, Johannes & Mayer, Eric, 2012.
"What drives Ireland's housing market? A Bayesian DSGE approach,"
W.E.P. - Würzburg Economic Papers
88, University of Würzburg, Department of Economics.
- Eric Mayer & Johannes Gareis, 2013. "What Drives Ireland’s Housing Market? A Bayesian DSGE Approach," Open Economies Review, Springer, vol. 24(5), pages 919-961, November.
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- Dey, Jaya, 2013. "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper 57803, University Library of Munich, Germany, revised 06 Aug 2014.
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- Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," EconStor Preprints 269876, ZBW - Leibniz Information Centre for Economics.
- Guerron-Quintana, Pablo A., 2013.
"Common and idiosyncratic disturbances in developed small open economies,"
Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
- Pablo Guerrón-Quintana, 2012. "Common and idiosyncratic disturbances in developed small open economies," Working Papers 12-3, Federal Reserve Bank of Philadelphia.
- Patrik Kupkovic, 2020. "R-star in Transition Economies: Evidence from Slovakia," Working and Discussion Papers WP 3/2020, Research Department, National Bank of Slovakia.
- Charles Olivier Mao Takongmo, 2021. "DSGE models, detrending, and the method of moments," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 67-99, January.
- Carlos J. García & Pablo González M. & Antonio Moncado S., 2013. "Macroeconomic Forecasting in Chile: a Structural Bayesian Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(1), pages 24-63, April.
- José Pablo Barquero & Pedro Isaac Chávez López, 2017. "The Effect of International Monetary Policy Expansions on Costa Rica," Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 4, pages 73-108, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
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"Does trend inflation make a difference?,"
Temi di discussione (Economic working papers)
1033, Bank of Italy, Economic Research and International Relations Area.
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"The effects of government spending endogeneity on estimated multipliers in the US,"
TSE Working Papers
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- Alban Moura, 2016. "The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S," Annals of Economics and Statistics, GENES, issue 121-122, pages 359-384.
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"Has U.S. Monetary Policy Tracked the Efficient Interest Rate?,"
Working Paper Series
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"Political Business Cycles in the New Keynesian Model,"
Working Papers
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- Fabio Milani, 2010. "Political Business Cycles In The New Keynesian Model," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 896-915, October.
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"Penalized indirect inference,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 34-54.
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"Methods for inference in large multiple-equation Markov-switching models,"
FRB Atlanta Working Paper
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- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
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- Kuo‐Hsuan Chin, 2022. "Inflation persistence and monetary policy: DSGE‐VAR approach," Manchester School, University of Manchester, vol. 90(6), pages 715-729, December.
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"Uncertainty shocks and firm dynamics: Search and monitoring in the credit market,"
Bank of Finland Research Discussion Papers
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- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017. "Uncertainty Shocks and Firm Dynamics: Search and Monitoring in the Credit Market," CEPREMAP Working Papers (Docweb) 1707, CEPREMAP.
- Sungbae An & Heedon Kang, 2011. "Oil Shocks in a DSGE Model for the Korean Economy," NBER Chapters, in: Commodity Prices and Markets, pages 295-321, National Bureau of Economic Research, Inc.
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- Chunyeung Kwok, 2022. "Estimating Structural Shocks with the GVAR-DSGE Model: Pre- and Post-Pandemic," Mathematics, MDPI, vol. 10(10), pages 1-32, May.
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"DSGE Model Estimation on Base of Second Order Approximation,"
EUSP Department of Economics Working Paper Series
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- Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
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"Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007),"
Boston University - Department of Economics - Working Papers Series
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- Aliaga, Augusto, 2020. "Reglas de política monetaria para una economía abierta con fricciones financieras: Un enfoque Bayesiano [Monetary policy rules for an open economy with financial frictions: A Bayesian approach]," MPRA Paper 100604, University Library of Munich, Germany.
- Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper 116480, University Library of Munich, Germany.
- Nils Bertschinger & Iurii Mozzhorin, 2021. "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 173-210, January.
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"Accounting for Output Drops in Latin America,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 295-316, April.
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- Mr. Ruy Lama, 2009. "Accounting for Output Drops in Latin America," IMF Working Papers 2009/067, International Monetary Fund.
- Cem Cebi, 2011. "The Interaction between Monetary and Fiscal Policies in Turkey: An Estimated New Keynesian DSGE Model (Yeni Keynesyen Dinamik Stokastik Genel Denge Modeli �er�evesinde T�rkiye�de Para ve Maliy," Working Papers 1104, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Chuku Chuku, 2016. "Evaluating monetary policy options for managing resource revenue shocks when fiscal policy is laissez-faire: Application to Nigeria," WIDER Working Paper Series wp-2016-45, World Institute for Development Economic Research (UNU-WIDER).
- Carlos Garcia & Luis González & Alejandro Granda, 2010. "¿Cómo funcionan y se pueden enfrentar los shocks bursátiles en economías abiertas y emergentes?," ILADES-UAH Working Papers inv259, Universidad Alberto Hurtado/School of Economics and Business.
- Tsasa Vangu, Jean-Paul Kimbambu, 2014. "Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique," Dynare Working Papers 38, CEPREMAP.
- Paul Levine & Maryam Mirfatah & Joseph Pearlman & Stylianos Tsiaras, 2023. "Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions," School of Economics Discussion Papers 1323, School of Economics, University of Surrey.
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- Ioannides, Yannis & Philippon, Presenter Thomas & Gourinchas, Pierre-Olivier & Blanchard, Olivier & Steinsson, Jon & Uhlig, Harald & Alvarez, Fernando & Reis, Ricardo & Klein, Michael, 2017. "The Analytics of the Greek Crisis Discussion," Department of Economics, Working Paper Series qt4z39g6vx, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
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"Bayesian optimization of hyperparameters from noisy marginal likelihood estimates,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 577-595, June.
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- Ryo Jinnai, 2011. "News Shocks, Price Levels, and Monetary Policy," Global COE Hi-Stat Discussion Paper Series gd10-173, Institute of Economic Research, Hitotsubashi University.
- Shirota, Toyoichiro, 2018.
"What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?,"
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- Shirota, Toyoichiro, 2018. "What is the Major Source of Business Cycles : Spillovers from Land Prices, Investment Shocks, or Anything Else?," Discussion paper series. A 323, Graduate School of Economics and Business Administration, Hokkaido University.
- Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, Department of Economics and Business Economics, Aarhus University.
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"Yield curve in an estimated nonlinear macro model,"
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"Testing the structural interpretation of the price puzzle with a cost channel model,"
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- Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
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"Assessing the Macroeconomic Effects of LTROs during the Great Recession,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1443-1482, October.
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"Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions,"
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"Euro area real-time density forecasting with financial or labor market frictions,"
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Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 13, pages 511-562,
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"Generalized exogenous processes in DSGE: A Bayesian approach,"
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"SVARs With Occasionally-Binding Constraints,"
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"A new comparative approach to macroeconomic modeling and policy analysis,"
IMFS Working Paper Series
49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
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VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
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"Investment shocks and business cycles,"
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"Trends in hours and economic growth,"
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3828, London School of Economics and Political Science, LSE Library.
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Cited by:
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- Lena Kraus & Jürgen Beier & Bernhard Herz, 2019. "Sudden stops in a currency union – some lessons from the euro area," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 115-138, February.
- Liu, Qing & Shi, Kang & Wu, Zhouheng & Xu, Juanyi, 2014. "Oil price stabilization and global welfare," Journal of Development Economics, Elsevier, vol. 111(C), pages 246-260.
- Thomas Lubik & Frank Schorfheide, 2002.
"Testing for Indeterminacy in Linear Rational Expectations Models,"
Computing in Economics and Finance 2002
214, Society for Computational Economics.
Cited by:
- Frank Schorfheide, 2003.
"Learning and monetary policy shifts,"
FRB Atlanta Working Paper
2003-23, Federal Reserve Bank of Atlanta.
- Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
- Marco Del Negro & Frank Schorfheide, 2002.
"Priors from general equilibrium models for VARs,"
FRB Atlanta Working Paper
2002-14, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, May.
- Frank Schorfheide, 2003.
"Learning and monetary policy shifts,"
FRB Atlanta Working Paper
2003-23, Federal Reserve Bank of Atlanta.
- Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002.
"Learning by Doing as a Propagation Mechanism,"
CEPR Discussion Papers
3599, C.E.P.R. Discussion Papers.
- Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December.
- Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, University Library of Munich, Germany.
Cited by:
- Takashi Kano, 2007.
"Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect,"
CIRJE F-Series
CIRJE-F-505, CIRJE, Faculty of Economics, University of Tokyo.
- Takashi Kano, 2008. "Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect," CIRJE F-Series CIRJE-F-572, CIRJE, Faculty of Economics, University of Tokyo.
- Kano, Takashi, 2009. "Habit formation and the present-value model of the current account: Yet another suspect," Journal of International Economics, Elsevier, vol. 78(1), pages 72-85, June.
- Coad, Alex & Daunfeldt, Sven-Olov & Halvarsson, Daniel, 2015.
"Bursting into life: Firm growth and growth persistence by age,"
HUI Working Papers
112, HUI Research.
- Coad, Alex & Daunfeldt, Sven-Olov & Halvarsson, Daniel, 2015. "Bursting into life: Firm growth and growth persistence by age," Ratio Working Papers 264, The Ratio Institute.
- Alex Coad & Sven-Olov Daunfeldt & Daniel Halvarsson, 2018. "Bursting into life: firm growth and growth persistence by age," Small Business Economics, Springer, vol. 50(1), pages 55-75, January.
- Toshihiko Mukoyama & Yoonsoo Lee, 2008.
"Entry, Exit, and Plant-level Dynamics over the Business Cycle,"
2008 Meeting Papers
454, Society for Economic Dynamics.
- Yoonsoo Lee & Toshihiko Mukoyama, 2008. "Entry, exit and plant-level dynamics over the business cycle," Working Papers (Old Series) 0718, Federal Reserve Bank of Cleveland.
- Yoonsoo Lee & Toshihiko Mukoyama, 2008. "Entry, Exit, and Plant-Level Dynamics over the Business Cycle," Working Papers 08-17, Center for Economic Studies, U.S. Census Bureau.
- Benhabib, Jess & Wen, Yi, 2004.
"Indeterminacy, aggregate demand, and the real business cycle,"
Journal of Monetary Economics, Elsevier, vol. 51(3), pages 503-530, April.
- Benhabib, Jess & Wen, Yi, 2001. "Indeterminacy, Aggregate Demand, and the Real Business Cycle," Working Papers 01-09r, Cornell University, Center for Analytic Economics.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015.
"Financial Frictions and the Extensive Margin of Activity,"
Economics Working Paper Archive (University of Rennes & University of Caen)
201510, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Financial frictions and the extensive margin of activity," Research in Economics, Elsevier, vol. 69(4), pages 525-554.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Financial Frictions and the Extensive Margin of Activity," Working Papers halshs-01205497, HAL.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Financial frictions and the extensive margin of activity," Post-Print halshs-01244561, HAL.
- Frank Schorfheide & Marco Del Negro, 2007.
"Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities),"
2007 Meeting Papers
283, Society for Economic Dynamics.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)," NBER Working Papers 13741, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Schorfheide, Frank, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1191-1208, October.
- Marco Del Negro & Frank Schorfheide, 2008. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," Staff Reports 320, Federal Reserve Bank of New York.
- Marco Del Negro & Frank Schorfheide, 2006. "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper 2006-16, Federal Reserve Bank of Atlanta.
- Del Negro, Marco & Schorfheide, Frank, 2007. "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," CEPR Discussion Papers 6119, C.E.P.R. Discussion Papers.
- Juha Tervala, 2011.
"Learning by Devaluating: A Supply-Side Effect of Competitive Devaluation,"
Discussion Papers
67, Aboa Centre for Economics.
- Tervala, Juha, 2013. "Learning by devaluating: A supply-side effect of competitive devaluation," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 275-290.
- Cristina Fuentes-Albero & Maxym Kryshko & José-Víctor Ríos-Rull & Raul Santaeulalia-Llopis & Frank Schorfheide, 2009.
"Methods versus substance: measuring the effects of technology shocks on hours,"
Staff Report
433, Federal Reserve Bank of Minneapolis.
- José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," NBER Working Papers 15375, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulà lia-Llopis, Raül, 2009. "Methods versus Substance: Measuring the Effects of Technology Shocks on Hours," CEPR Discussion Papers 7474, C.E.P.R. Discussion Papers.
- Boyan Jovanovic & Julien Prat, 2016.
"Reputation Cycles,"
NBER Working Papers
22703, National Bureau of Economic Research, Inc.
- Prat, Julien & Jovanovic, Boyan, 2016. "Reputation Cycles," CEPR Discussion Papers 11543, C.E.P.R. Discussion Papers.
- Julien Prat & Boyan Jovanovic, 2015. "Reputation Cycles," 2015 Meeting Papers 971, Society for Economic Dynamics.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007.
"Non‐stationary Hours in a DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Chang, Yongsung & Schorfheide, Frank & Doh, Taeyoung, 2005. "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers 5232, C.E.P.R. Discussion Papers.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006. "Non-stationary hours in a DSGE model," Working Papers 06-3, Federal Reserve Bank of Philadelphia.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Cavallari, Lilia, 2022. "The international real business cycle when demand matters," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Hansen, Gary D. & Imrohoroglu, Selahattin, 2009.
"Business cycle fluctuations and the life cycle: How important is on-the-job skill accumulation?,"
Journal of Economic Theory, Elsevier, vol. 144(6), pages 2293-2309, November.
- Gary D. Hansen & Selo Imrohoroglu, 2007. "Business Cycle Fluctuations and the Life Cycle: How Important is On-The-Job Skill Accumulation?," NBER Working Papers 13603, National Bureau of Economic Research, Inc.
- Tsuruga, Takayuki, 2007.
"The hump-shaped behavior of inflation and a dynamic externality,"
European Economic Review, Elsevier, vol. 51(5), pages 1107-1125, July.
- Takayuki Tsuruga, 2004. "Hump-shaped Behavior of Inflation and Dynamic Externality," Econometric Society 2004 Far Eastern Meetings 614, Econometric Society.
- Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
- Eric Jondeau & Jean-Guillaume Sahuc, 2005. "Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model," Documents de recherche 05-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019. "Age matters," MPRA Paper 93653, University Library of Munich, Germany, revised 01 May 2019.
- A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
- F ve, P. & Matheron, J. & Sahuc, J.G., 2012.
"A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers,"
Working papers
379, Banque de France.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2011. "A Pitfall with DSGE–Based, Estimated, Government Spending Multipliers," 2011 Meeting Papers 136, Society for Economic Dynamics.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2012. "A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers," TSE Working Papers 12-289, Toulouse School of Economics (TSE).
- Patrick F?ve & Julien Matheron & Jean-Guillaume Sahuc, 2013. "A Pitfall with Estimated DSGE-Based Government Spending Multipliers," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 141-178, October.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2012. "A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers," IDEI Working Papers 708, Institut d'Économie Industrielle (IDEI), Toulouse.
- Lei Fang & Jun Nie, 2014.
"Human capital dynamics and the U.S. labor market,"
Research Working Paper
RWP 13-10, Federal Reserve Bank of Kansas City.
- Lei Fang & Jun Nie, 2014. "Human Capital Dynamics and the U.S. Labor Market," FRB Atlanta Working Paper 2014-2, Federal Reserve Bank of Atlanta.
- James M. Nason & Takashi Kano, 2004.
"Business Cycle Implications of Habit Formation,"
Computing in Economics and Finance 2004
175, Society for Computational Economics.
- James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society.
- Cavallari, Lilia & Etro, Federico, 2020.
"Demand, markups and the business cycle,"
European Economic Review, Elsevier, vol. 127(C).
- Lilia Cavallari & Federico Etro, 2018. "Demand, Markups and the Business Cycle," Working Papers - Economics wp2018_30.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011.
"Practice and Prospects of Medium-term Economic Forecasting,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
- Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2021.
"Is There News in Inventories?,"
Working Paper series
21-26, Rimini Centre for Economic Analysis.
- Görtz, Christoph & Gunn, Christopher & Lubik, Thomas A., 2022. "Is there news in inventories?," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 87-104.
- Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2020. "Is There News in Inventories?," Working Paper 20-03, Federal Reserve Bank of Richmond.
- Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2020. "Is There News in Inventories?," CESifo Working Paper Series 8284, CESifo.
- Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2020. "Is There News in Inventories?," Discussion Papers 20-07, Department of Economics, University of Birmingham.
- Alok Johri, 2007.
"Delivering Endogenous Inertia in Prices and Output,"
Department of Economics Working Papers
2007-04, McMaster University.
- Alok Johri, 2009. "Delivering Endogenous Inertia in Prices and Output," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 736-754, October.
- Shirai, Daichi, 2016. "Persistence and Amplification of Financial Frictions," MPRA Paper 72187, University Library of Munich, Germany.
- Karel Mertens & Morten O. Ravn, 2010.
"Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 41-76,
National Bureau of Economic Research, Inc.
- Ravn, Morten & Mertens, Karel, 2010. "Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks," CEPR Discussion Papers 7962, C.E.P.R. Discussion Papers.
- Karel Mertens & Morten O. Ravn, 2011. "Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 41-76.
- Daehaeng Kim & Chul-In Lee, 2007. "On-the-Job Human Capital Accumulation in a Real Business Cycle Model: Implications for Intertemporal Substitution Elasticity and Labor Hoarding," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(3), pages 494-518, July.
- Guillermo Felices & David Tinsley, 2004. "Intertemporal substitution and household production in labour supply," Bank of England working papers 234, Bank of England.
- Alpanda, Sami & Peralta-Alva, Adrian, 2007.
"Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74,"
MPRA Paper
5896, University Library of Munich, Germany.
- Adrian Peralta-Alva & Sami Alpanda, 2004. "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74," Macroeconomics 0405019, University Library of Munich, Germany.
- Sami Alpanda & Adrian Peralta-Alva, 2010. "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 824-842, October.
- Sami Alpanda & Adrian Peralta-Alva, 2008. "Oil crisis, energy-saving technological change and the stock market crash of 1973-74," Working Papers 2008-019, Federal Reserve Bank of St. Louis.
- Sami Alpanda & Adrian Peralta-Alva, 2003. "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74," Working Papers 0604, University of Miami, Department of Economics, revised Dec 2006.
- Mr. Nooman Rebei, 2012.
"What (Really) Accounts for the Fall in Hours After a Technology Shock?,"
IMF Working Papers
2012/211, International Monetary Fund.
- Rebei, Nooman, 2014. "What (really) accounts for the fall in hours after a technology shock?," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 330-352.
- Levin, Andrew & Erceg, Christopher, 2013.
"Labor Force Participation and Monetary Policy in the Wake of the Great Recession,"
CEPR Discussion Papers
9668, C.E.P.R. Discussion Papers.
- Christopher J. Erceg & Mr. Andrew Levin, 2013. "Labor Force Participation and Monetary Policy in the Wake of the Great Recession," IMF Working Papers 2013/245, International Monetary Fund.
- Christopher J. Erceg & Andrew T. Levin, 2014. "Labor Force Participation and Monetary Policy in the Wake of the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(S2), pages 3-49, October.
- Christopher J. Erceg & Andrew T. Levin, 2013. "Labor Force Participation and Monetary Policy in the Wake of the Great Recession," UTokyo Price Project Working Paper Series 009, University of Tokyo, Graduate School of Economics.
- Adnrew J. Clarke & Alok Johri, 2008.
"Pro-cyclical Solow Residuals without Technology Shocks,"
Department of Economics Working Papers
2008-02, McMaster University.
- Clarke, Andrew J. & Johri, Alok, 2009. "Procyclical Solow Residuals Without Technology Shocks," Macroeconomic Dynamics, Cambridge University Press, vol. 13(3), pages 366-389, June.
- Frederic Dufourt & Alain Venditti & Rémi Vivès, 2018.
"On sunspot fluctuations in variable capacity utilization models,"
Post-Print
hal-01729346, HAL.
- Frédéric Dufourt & Alain Venditti & Rémi Vives, 2017. "On Sunspot Fluctuations in Variable Capacity Utilization Models," AMSE Working Papers 1827, Aix-Marseille School of Economics, France.
- Dufourt, Frédéric & Venditti, Alain & Vivès, Rémi, 2018. "On sunspot fluctuations in variable capacity utilization models," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 80-94.
- Corradi, Valentina & Swanson, Norman R., 2007.
"Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data,"
Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
- Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
- Haroon Mumtaz & Konstantinos Theodoridis, 2017.
"Fiscal Policy Shocks and Stock Prices in the United States,"
Working Papers
817, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Fiscal policy shocks and stock prices in the United States," European Economic Review, Elsevier, vol. 129(C).
- Haroon Mumtaz & Konstantinos Theodoridis, 2021. "Fiscal policy shocks and stock prices in the United States," Working Papers 48, European Stability Mechanism.
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal policy shocks and stock prices in the United States," Working Papers 178117307, Lancaster University Management School, Economics Department.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Fiscal Policy Shocks and Stock Prices in the United State," Cardiff Economics Working Papers E2018/20, Cardiff University, Cardiff Business School, Economics Section.
- Voxi Heinrich S. Amavilah, 2004. "Determinants of Economic Growth Across Embedded Economies: A Transformational Analogy of Mining Population for Human Capital," Development and Comp Systems 0402001, University Library of Munich, Germany.
- William Peterman, 2016.
"The effect of endogenous human capital accumulation on optimal taxation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 46-71, July.
- William B. Peterman, 2012. "The effect of endogenous human capital accumulation on optimal taxation," Finance and Economics Discussion Series 2012-03, Board of Governors of the Federal Reserve System (U.S.).
- William Peterman, 2012. "The Effect of Endogenous Human Capital Accumulation on Optimal Taxation," 2012 Meeting Papers 204, Society for Economic Dynamics.
- William Peterman, 2016. "Code and data files for "The Effect of Endogenous Human Capital Accumulation on Optimal Taxation"," Computer Codes 14-205, Review of Economic Dynamics.
- Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers 200615, Rutgers University, Department of Economics.
- Hafedh Bouakez & Takashi Kano, 2006.
"Learning-by-Doing or Habit Formation?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 508-524, July.
- Hafedh Bouakez & Takashi Kano, 2005. "Learning-by-Doing or Habit Formation?," Staff Working Papers 05-15, Bank of Canada.
- Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers 513, Society for Economic Dynamics.
- Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005 126, Society for Computational Economics.
- Hou, Keqiang & Mountain, Dean C. & Wu, Ting, 2016. "Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 21-49.
- Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010.
"Endogenous Persistence in an Estimated DSGE Model under Imperfect Information,"
School of Economics Discussion Papers
0310, School of Economics, University of Surrey.
- Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
- Hammad Qureshi, 2009. "News Shocks and Learning-by-doing," Working Papers 09-06, Ohio State University, Department of Economics.
- Iman Cheratian & Saleh Goltabar & Mohammad Reza Farzanegan, 2022.
"Survival Strategies Under Sanctions: Firm-Level Evidence from Iran,"
Working Papers
1569, Economic Research Forum, revised 20 Aug 2022.
- Iman Cheratian & Saleh Goltabar & Mohammad Reza Farzanegan, 2022. "Survival Strategies under Sanctions: Firm-Level Evidence from Iran," CESifo Working Paper Series 9568, CESifo.
- Anelí Bongers, 2023. "Learning by doing, organizational forgetting, and the business cycle," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 141-150, January.
- William B. Peterman, 2015.
"Taxing Capital? The Importance of How Human Capital is Accumulated,"
Finance and Economics Discussion Series
2015-117, Board of Governors of the Federal Reserve System (U.S.).
- Blandin, Adam & Peterman, William B., 2019. "Taxing capital? The importance of how human capital is accumulated," European Economic Review, Elsevier, vol. 119(C), pages 482-508.
- Lewis, Vivien & Stevens, Arnoud, 2012. "The competition effect in business cycles," IMFS Working Paper Series 51, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Kamber, Günes, 2010. "Inflation dynamics under habit formation in hours," Economics Letters, Elsevier, vol. 108(3), pages 269-272, September.
- Alok Johri & Muhebullah Karimzada, 2016.
"Learning Efficiency Shocks, Knowledge Capital and the Business Cycle: A Bayesian Evaluation,"
Department of Economics Working Papers
2016-11, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2015. "Learning Efficiency Shocks, Knowledge Capital and the Business Cycle : A Bayesian Evaluation," Department of Economics Working Papers 2015-11, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2018. "Learning Efficiency Shocks, Knowledge Capital and the Business Cycle: A Bayesian Evaluation," Department of Economics Working Papers 2018-18, McMaster University.
- Alok Johri & Muhebullah Karimzada, 2021. "Learning efficiency shocks, knowledge capital and the business cycle: A Bayesian evaluation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(3), pages 1314-1360, November.
- Christoph Görtz & Christopher Gunn & Thomas Lubik, 2018. "Taking Stock of TFP News Shocks: The Inventory Comovement Puzzle," Carleton Economic Papers 18-05, Carleton University, Department of Economics, revised 14 Jul 2018.
- Coad, Alex & Segarra, Agustí & Teruel, Mercedes, 2013.
"Like milk or wine: Does firm performance improve with age?,"
Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 173-189.
- Alex Coad & Agustí Segarra & Mercedes Teruel, 2010. "Like milk or wine: Does firm performance improve with age?," Papers on Economics and Evolution 2010-06, Philipps University Marburg, Department of Geography.
- Alex Coad & Agustí Segarra & Mercedes Teruel, 2010. "Like milk or wine: Does firm performance improve with age?," Working Papers XREAP2010-10, Xarxa de Referència en Economia Aplicada (XREAP), revised Sep 2010.
- Coad, Alex & Segarra Blasco, Agustí & Teruel Carrizosa, Mercedes, 2010. "Like milk or wine: Does firm performance improve with age?," Working Papers 2072/179572, Universitat Rovira i Virgili, Department of Economics.
- Valentina Corradi & Norman Swanson, 2004.
"Predective Density and Conditional Confidence Interval Accuracy Tests,"
Departmental Working Papers
200423, Rutgers University, Department of Economics.
- Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
- Ruge-Murcia, Francisco J., 2002.
"Methods to Estimate Dynamic Stochastic General Equilibrium Models,"
University of California at San Diego, Economics Working Paper Series
qt4fc8x822, Department of Economics, UC San Diego.
- Ruge-Murcia, Francisco J., 2007. "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2599-2636, August.
- RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
- Francisco J. Ruge-Murcia, 2004. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers 83, Society for Economic Dynamics.
- Adrian Peralta Alva & Sami Alpanda, 2003.
"Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974,"
Macroeconomics
0307007, University Library of Munich, Germany.
- Adrian Peralta-Alva (Presenter) & Sami Alpanda, 2004. "Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974," Econometric Society 2004 Latin American Meetings 250, Econometric Society.
- Adrian Peralta-Alva & Sami Alpanda, 2006. "Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974," Computing in Economics and Finance 2006 49, Society for Computational Economics.
- Lee, Yoonsoo & Mukoyama, Toshihiko, 2018. "A model of entry, exit, and plant-level dynamics over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 96(C), pages 1-25.
- Hikaru Saijo & Cosmin Ilut, 2015.
"Learning, Confidence, and Business Cycles,"
2015 Meeting Papers
917, Society for Economic Dynamics.
- Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.
- Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
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Liberty Street Economics
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- Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
- Kevin L. Reffett & Frank Schorfheide, 2000. "Evaluating Asset Pricing Implications of DSGE Models," Econometric Society World Congress 2000 Contributed Papers 1630, Econometric Society.
- Wendt, Minh & Kinsey, Jean D., 2009. "Childhood Overweight and School Outcomes," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49347, Agricultural and Applied Economics Association.
- Claudio Morana & Giacomo Sbrana, 2018.
"Some financial implications of global warming: An empirical assessment,"
Working Paper series
18-09, Rimini Centre for Economic Analysis.
Articles
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023.
"Forecasting with a panel Tobit model,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
See citations under working paper version above.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022.
"SVARs with occasionally-binding constraints,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
See citations under working paper version above.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021.
"Panel forecasts of country-level Covid-19 infections,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 2-22.
See citations under working paper version above.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021.
"Online estimation of DSGE models,"
The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
See citations under working paper version above.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
See citations under working paper version above.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Computer Codes 20-14, Review of Economic Dynamics.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020.
"Forecasting With Dynamic Panel Data Models,"
Econometrica, Econometric Society, vol. 88(1), pages 171-201, January.
See citations under working paper version above.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Forecasting with Dynamic Panel Data Models," Papers 1709.10193, arXiv.org.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018. "Forecasting with Dynamic Panel Data Models," NBER Working Papers 25102, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
- Herbst, Edward & Schorfheide, Frank, 2019.
"Tempered particle filtering,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 26-44.
See citations under working paper version above.
- Edward Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," PIER Working Paper Archive 16-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Oct 2016.
- Edward Herbst & Frank Schorfheide, 2017. "Tempered Particle Filtering," NBER Working Papers 23448, National Bureau of Economic Research, Inc.
- Edward P. Herbst & Frank Schorfheide, 2016. "Tempered Particle Filtering," Finance and Economics Discussion Series 2016-072, Board of Governors of the Federal Reserve System (U.S.).
- Frank Schorfheide & Dongho Song & Amir Yaron, 2018.
"Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach,"
Econometrica, Econometric Society, vol. 86(2), pages 617-654, March.
See citations under working paper version above.
- Dongho Song & Amir Yaron & Frank Schorfheide, 2013. "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," 2013 Meeting Papers 580, Society for Economic Dynamics.
- Frank Schorfheide & Dongho Song & Amir Yaron, 2013. "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers 13-39, Federal Reserve Bank of Philadelphia.
- Frank Schorfheide & Dongho Song & Amir Yaron, 2014. "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," NBER Working Papers 20303, National Bureau of Economic Research, Inc.
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018.
"On the Comparison of Interval Forecasts,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
See citations under working paper version above.
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," PIER Working Paper Archive 18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
See citations under working paper version above.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," PIER Working Paper Archive 14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018.
"Inference for VARs identified with sign restrictions,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1087-1121, November.
See citations under working paper version above.
- Schorfheide, Frank & Moon, Hyungsik Roger & Granziera, Eleonora & Lee, Mihye, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
- Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide, 2011. "Inference for VARs identified with sign restrictions," Working Papers 11-20, Federal Reserve Bank of Philadelphia.
- Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017. "Inference for VARs Identified with Sign Restrictions," Papers 1709.10196, arXiv.org, revised Feb 2018.
- Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee, 2011. "Inference for VARs Identified with Sign Restrictions," NBER Working Papers 17140, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
"Assessing DSGE model nonlinearities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
See citations under working paper version above.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017.
"Real-time forecast evaluation of DSGE models with stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 322-332.
See citations under working paper version above.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series 577, Center for Financial Studies (CFS).
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers 22615, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive 15-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 May 2015.
- Schorfheide, Frank & Wolpin, Kenneth I., 2016.
"To hold out or not to hold out,"
Research in Economics, Elsevier, vol. 70(2), pages 332-345.
See citations under working paper version above.
- Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," PIER Working Paper Archive 13-059, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Wolpin, Kenneth I., 2014. "To Hold Out or Not to Hold Out," Working Papers 14-018, Rice University, Department of Economics.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016.
"Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
See citations under working paper version above.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013. "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers 14-4, Federal Reserve Bank of Philadelphia.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers 19792, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016.
"Improving GDP measurement: A measurement-error perspective,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
See citations under working paper version above.
- S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
- Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," PIER Working Paper Archive 13-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016.
"Dynamic prediction pools: An investigation of financial frictions and forecasting performance,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 391-405.
See citations under working paper version above.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Frank Schorfheide & Dongho Song, 2015.
"Real-Time Forecasting With a Mixed-Frequency VAR,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.
See citations under working paper version above.
- Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
- Frank Schorfheide & Dongho Song, 2013. "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers 19712, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015.
"Inflation in the Great Recession and New Keynesian Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
See citations under working paper version above.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
- Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Edward Herbst & Frank Schorfheide, 2014.
"Sequential Monte Carlo Sampling For Dsge Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1073-1098, November.
See citations under working paper version above.
- Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
- Edward P. Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo Sampling for DSGE Models," NBER Working Papers 19152, National Bureau of Economic Research, Inc.
- Edward P. Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series 2013-43, Board of Governors of the Federal Reserve System (U.S.).
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2013.
"Labor-Market Heterogeneity, Aggregation, And Policy (In)Variance Of Dsge Model Parameters,"
Journal of the European Economic Association, European Economic Association, vol. 11, pages 193-220, January.
See citations under working paper version above.
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2011. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," RCER Working Papers 566, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2012. "Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters," Working papers 2012rwp-51, Yonsei University, Yonsei Economics Research Institute.
- Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013.
"A Markov-switching multifractal inter-trade duration model, with application to US equities,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 320-342.
See citations under working paper version above.
- Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," NBER Working Papers 18078, National Bureau of Economic Research, Inc.
- Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers 12-09, University of Pennsylvania, Wharton School, Weiss Center.
- Hyungsik Roger Moon & Frank Schorfheide, 2012.
"Bayesian and Frequentist Inference in Partially Identified Models,"
Econometrica, Econometric Society, vol. 80(2), pages 755-782, March.
See citations under working paper version above.
- Hyungsik Roger Moon & Frank Schorfheide, 2009. "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers 14882, National Bureau of Economic Research, Inc.
- Frank Schorfheide, 2012.
"EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation,"
EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
Cited by:
- Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2021. "Are household consumption decisions affected by past due unsecured debt? Theory and evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3040-3053, April.
- Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012.
"Methods versus substance: Measuring the effects of technology shocks,"
Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
Cited by:
- Koh, Dongya & Santaeulà lia-Llopis, Raül, 2022.
"Countercyclical Elasticity of Substitution,"
CEPR Discussion Papers
17246, C.E.P.R. Discussion Papers.
- Dongya Koh & Raül Santaeulà lia-Llopis, 2017. "Countercyclical Elasticity of Substitution," Working Papers 946, Barcelona School of Economics.
- Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Mennuni, Alessandro, 2019. "The aggregate implications of changes in the labour force composition," European Economic Review, Elsevier, vol. 116(C), pages 83-106.
- Callum Jones, 2018.
"Aging, Secular Stagnation and the Business Cycle,"
IMF Working Papers
2018/067, International Monetary Fund.
- Callum Jones, 2023. "Aging, Secular Stagnation, and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1580-1595, November.
- Niu, Tong & Yao, Xilong & Shao, Shuai & Li, Ding & Wang, Wenxi, 2018. "Environmental tax shocks and carbon emissions: An estimated DSGE model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 9-17.
- Stylianos Asimakopoulos & James Malley & Apostolis Philippopoulos & Jim Malley, 2024.
"The Firm-Level and Aggregate Effects of Corporate Payout Policy,"
CESifo Working Paper Series
11460, CESifo.
- Stylianos Asimakopoulos & James Malley & Apostolis Philippopoulos, 2024. "The Firm-level and Aggregate E¤ects of Corporate Payout Policy," Working Papers 2024_13, Business School - Economics, University of Glasgow.
- Enrique Martínez García & Mark A. Wynne, 2014.
"Assessing Bayesian model comparison in small samples,"
Globalization Institute Working Papers
189, Federal Reserve Bank of Dallas.
- Enrique Martínez-García & Mark A. Wynne, 2014. "Assessing Bayesian Model Comparison in Small Samples," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 71-115, Emerald Group Publishing Limited.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Yashar Blouri & Maximilian von Ehrlich, 2017.
"On the Optimal Design of Place-Based Policies: A Structural Evaluation of EU Regional Transfers,"
CESifo Working Paper Series
6742, CESifo.
- Blouri, Yashar & Ehrlich, Maximilian V., 2020. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Journal of International Economics, Elsevier, vol. 125(C).
- Yashar Blouri, Maximilian von Ehrlich, 2017. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Diskussionsschriften credresearchpaper17, Universitaet Bern, Departement Volkswirtschaft - CRED.
- Yashar Blouri & Maximilian v. Ehrlich, 2017. "On the optimal design of place-based policies: A structural evaluation of EU regional transfers," Diskussionsschriften dp1702, Universitaet Bern, Departement Volkswirtschaft.
- Marco Cozzi, 2022.
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"A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models,"
Departmental Working Papers
200415, Rutgers University, Department of Economics.
- Filippo Occhino & John Landon-Lane, 2005. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers 116, Society for Economic Dynamics.
- Marco Del Negro & Frank Schorfheide, 2004.
"Policy predictions if the model doesn’t fit,"
FRB Atlanta Working Paper
2004-38, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2005. "Policy Predictions if the Model Does Not Fit," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05.
- 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.
- Riggi, Marianna & Tancioni, Massimiliano, 2010. "Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1305-1324, July.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2005. "The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model," IZA Discussion Papers 1902, Institute of Labor Economics (IZA).
- Ratto, Marco & Roeger, Werner & Veld, Jan in 't, 2009. "QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy," Economic Modelling, Elsevier, vol. 26(1), pages 222-233, January.
- Guha, Puja, 2013. "Macroeconomic effects of international remittances: The case of developing economies," Economic Modelling, Elsevier, vol. 33(C), pages 292-305.
- Joshua Brault, 2024. "Parallel Tempering for DSGE Estimation," Staff Working Papers 24-13, Bank of Canada.
- Martin Fukac & Adrian Pagan, 2006.
"Issues in Adopting DSGE Models for Use in the Policy Process,"
Working Papers
2006/6, Czech National Bank.
- Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dan S. Rickman, 2010. "Modern Macroeconomics And Regional Economic Modeling," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 23-41, February.
- Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
- Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
- Chayawadee Chai-anant & Runchana Pongsaparn & Kessarin Tansuwanarat, 2008. "Roles of Exchange Rate in Monetary Policy under Inflation Targeting: A Case Study for Thailand," Working Papers 2008-03, Monetary Policy Group, Bank of Thailand.
- Paulina Etxeberria-Garaigorta & Amaia Iza, 2015. "The Role of Productivity and Financial Frictions in the Business Cycles of a Small Open Economy: Hong Kong 1984–2011," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 400-414, May.
- Johri, Alok & Letendre, Marc-Andre, 2007.
"What do `residuals' from first-order conditions reveal about DGE models?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2744-2773, August.
- Alok Johri & Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University.
- Ma, Yong, 2014. "Monetary policy based on nonlinear quantity rule: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 89-104.
- Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2021. "Adaptive Importance Sampling for DSGE Models," BEMPS - Bozen Economics & Management Paper Series BEMPS84, Faculty of Economics and Management at the Free University of Bozen.
- Milan Bouda, 2014. "The New Keynesian Dsge Model and Alternative Monetary Policy Rules in the Czech Republic," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(1), pages 41-55.
- Yao, Fang, 2010. "Aggregate hazard function in price-setting: A bayesian analysis using macro data," SFB 649 Discussion Papers 2010-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Marco Del Negro & Frank Schorfheide, 2002.
"Priors from general equilibrium models for VARs,"
FRB Atlanta Working Paper
2002-14, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, May.
- Kawther Alimi & Mohamed Chakroun, 2022. "Wage Rigidity Impacts on Unemployment and Inflation Persistence in Tunisia: Evidence from an Estimated DSGE Model," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(1), pages 474-500, March.
- Felipe Morandé L. & Mauricio Tejada G., 2009. "Persistent Supply Shocks: A Pain in the Neck for Central Banks?," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(3), pages 25-58, December.
- Frank Schorfheide & Kenneth I. Wolpin, 2012. "On the Use of Holdout Samples for Model Selection," American Economic Review, American Economic Association, vol. 102(3), pages 477-481, May.
- Matteo Ciccarelli, 2001. "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD 2001-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Ma, Yong, 2016. "Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China," Economic Systems, Elsevier, vol. 40(3), pages 461-480.
- Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
- Yasuo Hirose & Saori Naganuma, 2010. "Structural Estimation Of The Output Gap: A Bayesian Dsge Approach," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 864-879, October.
- Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Working Paper Research 129, National Bank of Belgium.
- Tai-kuang Ho, 2014. "Dilemma of the Silver Standard Economies: The Case of China," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 519-534, October.
- Jimborean, R. & Ferroni, F., 2010. "Did Tax Policies mitigate US Business Cycles?," Working papers 296, Banque de France.
- Adem Feto & M. K. Jayamohan & Arnis Vilks, 2023. "Applicability and Accomplishments of DSGE Modeling: A Critical Review," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 213-239, September.
- Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
- Dilip Nachane, 2017. "Dynamic Stochastic General Equilibrium (DSGE) Modelling :Theory And Practice," Working Papers id:11699, eSocialSciences.
- Fernanda Cuitiño & Juan Pablo Medina & Laura Zacheo, 2021. "Exchange Rate Pass-Through Conditional on Shocks and Monetary Policy Credibility. The Case of Uruguay," Documentos de trabajo 2021008, Banco Central del Uruguay.
- Lee E. Ohanian, 2010. "The Economic Crisis from a Neoclassical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 45-66, Fall.
- Sargent, Thomas J., 2024. "Critique and consequence," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 2-13.
- Lacina Balma & Daniel Gurara & Mthuli Ncube, 2019. "Working Paper 320 - Hands Off Oil Revenues? Public Investment and Cash Transfers," Working Paper Series 2446, African Development Bank.
- Lee, Jiho, 2012. "Are structural parameters of DSGE models stable in Korea?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 50-59.
- Guerron-Quintana, Pablo A., 2011.
"The implications of inflation in an estimated new Keynesian model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 947-962, June.
Software components
-
Sorry, no citations of software components recorded.
Chapters
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016.
"Solution and Estimation Methods for DSGE Models,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724,
Elsevier.
See citations under working paper version above.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Negro, Marco Del & Schorfheide, Frank, 2013.
"DSGE Model-Based Forecasting,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140,
Elsevier.
See citations under working paper version above.
- Marco Del Negro & Frank Schorfheide, 2012. "DSGE model-based forecasting," Staff Reports 554, Federal Reserve Bank of New York.
- Marco Del Negro & Frank Schorfheide, 2009.
"Inflation Dynamics in a Small Open Economy Model under Inflation Targeting: Some Evidence from Chile,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 13, pages 511-562,
Central Bank of Chile.
See citations under working paper version above.
- Marco Del Negro & Frank Schorfheide, 2008. "Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile," Staff Reports 329, Federal Reserve Bank of New York.
- Marco del Negro & Frank Schorfheide, 2008. "Inflation Dynamics in a Small Open Economy Model Under Inflation Targeting: Some Evidence From Chile," Working Papers Central Bank of Chile 486, Central Bank of Chile.
- Frank Schorfheide, 2008.
"Comment on "How Structural Are Structural Parameters?","
NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 149-163,
National Bureau of Economic Research, Inc.
Cited by:
- Jan Čapek, 2016. "Structural Changes in the Czech Economy: A DSGE Model Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 37-52.
- Jan Capek, 2014. "Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(6), pages 457-475, December.
- 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.
- Thomas Lubik & Frank Schorfheide, 2006.
"A Bayesian Look at New Open Economy Macroeconomics,"
NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 313-382,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Thomas Lubik & Frank Schorfheide, 2005. "A Bayesian Look at New Open Economy Macroeconomics," Economics Working Paper Archive 521, The Johns Hopkins University,Department of Economics.
Books
- Edward P. Herbst & Frank Schorfheide, 2016.
"Bayesian Estimation of DSGE Models,"
Economics Books,
Princeton University Press,
edition 1, number 10612.
Cited by:
- Alexander Falter & Dennis Wesselbaum, 2018. "Correlated shocks in estimated DSGE models," Economics Bulletin, AccessEcon, vol. 38(4), pages 2026-2036.
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Andrzej Kocięcki & Marcin Kolasa, 2022.
"A solution to the global identification problem in DSGE models,"
Working Papers
2022-01, Faculty of Economic Sciences, University of Warsaw.
- Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
- Kocięcki, Andrzej & Kolasa, Marcin, 2023. "A solution to the global identification problem in DSGE models," Journal of Econometrics, Elsevier, vol. 236(2).
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018.
"On the Comparison of Interval Forecasts,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 953-965, November.
- Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018. "On the Comparison of Interval Forecasts," PIER Working Paper Archive 18-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2018.
- Kumwenda, Thomson Nelson, 2022. "Fiscal Multipliers and Evidence on Effectiveness of Fiscal Policy in Malawi," Dynare Working Papers 73, CEPREMAP.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Lien Laureys & Roland Meeks & Boromeus Wanengkirtyo, 2020.
"Optimal simple objectives for monetary policy when banks matter,"
CAMA Working Papers
2020-98, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2020. "Optimal simple objectives for monetary policy when banks matter," Bank of England working papers 890, Bank of England.
- Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2021. "Optimal simple objectives for monetary policy when banks matter," European Economic Review, Elsevier, vol. 135(C).
- Lien Laureys & Mr. Roland Meeks & Boromeus Wanengkirtyo, 2020. "Optimal Simple Objectives for Monetary Policy when Banks Matter," IMF Working Papers 2020/244, International Monetary Fund.
- Samuel Kwesi Dunyo & Saran Sarntisart, 2024. "The impact of COVID‐19 pandemic on the Thai economy and the effectiveness of monetary policy: A Bayesian DSGE model approach," Asian Economic Journal, East Asian Economic Association, vol. 38(1), pages 3-34, March.
- Alexander Mihailov & Giovanni Razzu & Zhe Wang, 2019. "Heterogeneous effects of single monetary policy on unemployment rates in the largest EMU economies," Economics Discussion Papers em-dp2019-07, Department of Economics, University of Reading.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- Canova, Fabio & Matthes, Christian, 2018.
"A composite likelihood approach for dynamic structural models,"
CEPR Discussion Papers
13245, C.E.P.R. Discussion Papers.
- Fabio Canova & Christian Matthes, 2018. "A composite likelihood approach for dynamic structural models," Working Papers No 10/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Fabio Canova & Christian Matthes, 2021. "A Composite Likelihood Approach for Dynamic Structural Models," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2447-2477.
- Fabio Canova & Christian Matthes, 2018. "A Composite Likelihood Approach for Dynamic Structural Models," Working Paper 18-12, Federal Reserve Bank of Richmond.
- Hee Soo (test record) Kim & Christian Matthes & Toan Phan, 2011. "Extreme Weather and the Macroeconomy," Working Paper 21-14, Federal Reserve Bank of Richmond.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Majid Al-Sadoon & Piotr Zwiernik, 2019.
"The identification problem for linear rational expectations models,"
Economics Working Papers
1669, Department of Economics and Business, Universitat Pompeu Fabra.
- Piotr Zwiernik & Majid M. Al-Sadoon, 2019. "The Identification Problem for Linear Rational Expectations Models," Working Papers 1114, Barcelona School of Economics.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019.
"Online Estimation of DSGE Models,"
Liberty Street Economics
20190821, Federal Reserve Bank of New York.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
- Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021. "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 33-58.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," Finance and Economics Discussion Series 2020-023, Board of Governors of the Federal Reserve System (U.S.).
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"," Computer Codes 22-126, Review of Economic Dynamics.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Gulan, Adam, 2018. "Paradise lost? A brief history of DSGE macroeconomics," Bank of Finland Research Discussion Papers 22/2018, Bank of Finland.
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024.
"Filtering with Limited Information,"
CEPR Discussion Papers
19270, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Manuel Arellano & Stéphane Bonhomme, 2016.
"Nonlinear panel data methods for dynamic heterogeneous agent models,"
CeMMAP working papers
51/16, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Maik Wolters, 2017.
"How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates,"
Jena Economics Research Papers
2017-008, Friedrich-Schiller-University Jena.
- Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW Kiel).
- Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
- Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
- van Dijk Herman K., 2024. "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 155-176, April.
- Ascari, Guido & Bonomolo, Paolo & Haque, Qazi, 2024.
"The Long-Run Phillips Curve is ... a Curve,"
CEPR Discussion Papers
19069, C.E.P.R. Discussion Papers.
- Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," School of Economics and Public Policy Working Papers 2023-07 Classification-C3, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," CAMA Working Papers 2023-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," DEM Working Papers Series 213, University of Pavia, Department of Economics and Management.
- Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," Working Papers 789, DNB.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018.
"State Space Models with Endogenous Regime Switching,"
Working Papers
No 9/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Fei Tan & Xin Wei, 2018. "State Space Models with Endogenous Regime Switching," CAEPR Working Papers 2018-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hirokazu Mizobata & Hiroki Toyoda, 2016. "Business Cycles, Asset Prices, and the Frictions of Capital and Labor," KIER Working Papers 953, Kyoto University, Institute of Economic Research.
- Korobilis, D, 2017.
"Forecasting with many predictors using message passing algorithms,"
Essex Finance Centre Working Papers
19565, University of Essex, Essex Business School.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- Richter, Alexander W. & Throckmorton, Nathaniel A., 2016. "Is Rotemberg pricing justified by macro data?," Economics Letters, Elsevier, vol. 149(C), pages 44-48.
- Punnoose Jacob & Thomas van Florenstein Mulder, 2019. "The flattening of the Phillips curve: Rounding up the suspects," Reserve Bank of New Zealand Analytical Notes series AN2019/06, Reserve Bank of New Zealand.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2019.
"Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?,"
Economics Discussion / Working Papers
19-11, The University of Western Australia, Department of Economics.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2018. "Do we really know that US monetary policy was destabilizing in the 1970s?," CAMA Working Papers 2018-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2018. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," School of Economics and Public Policy Working Papers 2018-03, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2019. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," School of Economics and Public Policy Working Papers 2019-06, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2021. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Post-Print hal-04204647, HAL.
- Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2021. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," European Economic Review, Elsevier, vol. 131(C).
- Qazi Haque & Nicolas Groshenny & Mark Weder, 2020. "Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?," Economics Working Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
- Haque, Qazi & Groshenny, Nicolas & Weder, Mark, 2019. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Bank of Finland Research Discussion Papers 20/2019, Bank of Finland.
- Yasuo Hirose & Takeki Sunakawa, 2023.
"The Natural Rate of Interest in a Non-linear DSGE Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
- Yasuo Hirose & Takeki Sunakawa, 2019. "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers e128, Tokyo Center for Economic Research.
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