Raf Wouters
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:- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
Mentioned in:
- Challenges for Central Banks’ Macro Models
by Christian Zimmermann in NEP-DGE blog on 2016-06-09 00:34:52
- Author Profile
- Macroeconomics in Perspective
by pgduarte in History of Economics Playground on 2014-02-01 20:02:48
- Macroeconomics in Perspective
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Frank Smets & Raf Wouters, 2003.
"An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
- Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
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
- Frank Smets & Rafael Wouters, 2007.
"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
- Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research 109, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2007. "Shocks and frictions in US business cycles: a Bayesian DSGE approach," Working Paper Series 722, European Central Bank.
- Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 6112, C.E.P.R. Discussion Papers.
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
- 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
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Sergey Slobodyan & Raf Wouters, 2012.
"Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 65-101, April.
Mentioned in:
- Frank Smets & Rafael Wouters, 2007.
"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
- Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research 109, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2007. "Shocks and frictions in US business cycles: a Bayesian DSGE approach," Working Paper Series 722, European Central Bank.
- Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 6112, C.E.P.R. Discussion Papers.
Mentioned in:
- Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (AER 2007) in ReplicationWiki ()
Working papers
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022.
"The risk premium in New Keynesian DSGE models: the cost of inflation channel,"
LIDAM Discussion Papers LFIN
2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
Cited by:
- Michael Reiter & Adrian Wende, 2024. "Generalized Rotemberg Price-Setting," CESifo Working Paper Series 11297, CESifo.
- Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023.
"From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism,"
Department of Economics Working Paper Series
350, WU Vienna University of Economics and Business.
- Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Papers wuwp350, Vienna University of Economics and Business, Department of Economics.
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Raf Wouters, 2020.
"Low pass-through and high spillovers in NOEM : What does help and what does not,"
Working Paper Research
386, National Bank of Belgium.
Cited by:
- Eva Ortega & Chiara Osbat, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Papers
2016, Banco de España.
- Ortega, Eva & Osbat, Chiara, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Paper Series 241, European Central Bank.
- Eva Ortega & Chiara Osbat, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Papers
2016, Banco de España.
- Gregory De Walque & Thomas Lejeune & Yuliya Rychalovska & Rafael Wouters, 2017.
"An estimated two-country EA-US model with limited exchange rate pass-through,"
Working Paper Research
317, National Bank of Belgium.
Cited by:
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019.
"A Model for International Spillovers to Emerging Markets,"
CESifo Working Paper Series
7702, CESifo.
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019. "A model for international spillovers to emerging markets," Working Paper Research 370, National Bank of Belgium.
- Gelfer, Sacha, 2021. "Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Post-Print
hal-01744629, HAL.
- Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016. "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO 2441, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hart, Janine & Clemens, Marius, 2019. "A search and matching approach to business-cycle migration in the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203659, Verein für Socialpolitik / German Economic Association.
- Hsiao, Cody Yu-Ling & Jin, Tao & Kwok, Simon & Wang, Xi & Zheng, Xin, 2023. "Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model," China Economic Review, Elsevier, vol. 81(C).
- Beckmann, Joscha & Comunale, Mariarosaria, 2021.
"Exchange rate fluctuations and the financial channel in emerging economies,"
BOFIT Discussion Papers
11/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
- Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
- Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
- Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018. "Exchange rate pass-through into euro area inflation. An estimated structural model," Temi di discussione (Economic working papers) 1192, Bank of Italy, Economic Research and International Relations Area.
- Lyu, Juyi & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2023. "UK monetary policy in an estimated DSGE model with financial frictions," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Romain Houssa & Jolan Mohimont & Christopher Otrok, 2022.
"Commodity Exports, Financial Frictions and International Spillovers,"
Globalization Institute Working Papers
419, Federal Reserve Bank of Dallas.
- Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023. "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, vol. 158(C).
- M. Deroose & A. Rannenberg & J. Wauters, 2019. "Separating the trend from the cycle : The debate on euro area potential output and implications for monetary policy," Economic Review, National Bank of Belgium, issue ii, pages 7-28, September.
- J. Boeckx & M. de Sola Perea & M. Deroose & G. de Walque & Th. Lejeune & Ch. Van Nieuwenhuyse, 2018. "What will happen when interest rates go up?," Economic Review, National Bank of Belgium, issue iii, pages 35-56, september.
- Punnoose Jacob & Lenno Uuskula, 2016.
"Deep habits and exchange rate pass-through,"
CAMA Working Papers
2016-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacob, Punnoose & Uusküla, Lenno, 2019. "Deep habits and exchange rate pass-through," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 67-89.
- Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.
- de Walque, Gregory & Lejeune, Thomas & Rannenberg, Ansgar & Wouters, Raf, 2023. "Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration," Journal of International Economics, Elsevier, vol. 140(C).
- Audzei, Volha & Brůha, Jan, 2022.
"A model of the Euro area, China, and the United States: Trade links and trade wars,"
Economic Modelling, Elsevier, vol. 111(C).
- Volha Audzei & Jan Bruha, 2020. "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers 2020/6, Czech National Bank.
- Eva Ortega & Chiara Osbat, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Papers
2016, Banco de España.
- Ortega, Eva & Osbat, Chiara, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Paper Series 241, European Central Bank.
- Zakipour-Saber, Shayan, 2019. "Forecasting in the euro area: The role of the US long rate," Economic Letters 5/EL/19, Central Bank of Ireland.
- G. de Walque & T. Lejeune & A. Stevens, 2019. "Exchange rates, prices, monetary policy and competitiveness," Economic Review, National Bank of Belgium, issue ii, pages 25-46, September.
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019.
"A Model for International Spillovers to Emerging Markets,"
CESifo Working Paper Series
7702, CESifo.
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks' Macro Models,"
CEPR Discussion Papers
11405, C.E.P.R. Discussion Papers.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
Cited by:
- John Grigsby & Erik Hurst, 2019.
"Aggregate Nominal Wage Adjustments: New Evidence from Administrative Payroll Data,"
2019 Meeting Papers
153, Society for Economic Dynamics.
- John Grigsby & Erik Hurst & Ahu Yildirmaz, 2019. "Aggregate Nominal Wage Adjustments: New Evidence from Administrative Payroll Data," NBER Working Papers 25628, National Bureau of Economic Research, Inc.
- John Grigsby & Erik Hurst & Ahu Yildirmaz, 2021. "Aggregate Nominal Wage Adjustments: New Evidence from Administrative Payroll Data," American Economic Review, American Economic Association, vol. 111(2), pages 428-471, February.
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2018. "Uncertainty about QE effects when an interest rate peg is anticipated," Discussion Papers 12/2018, Deutsche Bundesbank.
- Pathberiya, Lasitha R.C., 2024. "Monetary policy rules and zero lower bound on nominal interest rates in a cost-channel economy," Economic Modelling, Elsevier, vol. 139(C).
- 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.
- Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017.
"Great recession, slow recovery and muted fiscal policies in the US,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016. "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers 201602, School of Economics, University College Dublin.
- Franta, Michal, 2021.
"The Likelihood Of Effective Lower Bound Events,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2058-2079, December.
- Michal Franta, 2018. "The likelihood of effective lower bound events," BIS Working Papers 731, Bank for International Settlements.
- Michal Franta, 2018. "The Likelihood of Effective Lower Bound Events," Working Papers 2018/3, Czech National Bank.
- Lindé, Jesper & Trabandt, Mathias, 2017.
"Should We Use Linearized Models To Calculate Fiscal Multipliers?,"
Working Paper Series
350, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Trabandt, Mathias, 2017. "Should We Use Linearized Models To Calculate Fiscal Multipliers?," CEPR Discussion Papers 12533, C.E.P.R. Discussion Papers.
- Jesper Lindé & Mathias Trabandt, 2018. "Should we use linearized models to calculate fiscal multipliers?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 937-965, November.
- Jesper Lindé & Mathias Trabandt, 2017. "Should We Use Linearised Models to Calculate Fiscal Multipliers?," European Economy - Discussion Papers 064, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Marco Luca Pinchetti, 2017. "Creative Destruction Cycles: Schumpeterian Growth in an Estimated DSGE Model," Working Papers ECARES ECARES 2017-04, ULB -- Universite Libre de Bruxelles.
- José R. Maria & Paulo Júlio, 2018. "An integrated financial amplifier: the role of defaulted loans and occasionally binding constraints in output fluctuations," Working Papers w201813, Banco de Portugal, Economics and Research Department.
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel, 2020. "Interest rate pegs and the reversal puzzle: On the role of anticipation," Discussion Papers 50/2020, Deutsche Bundesbank.
- Stéphane Lhuissier & Fabien Tripier, 2016. "Do Uncertainty Shocks Always Matter for Business Cycles?," Working Papers 2016-19, CEPII research center.
- Ansgar Rannenberg, 2019.
"State dependent fiscal multipliers with preferences over safe assests,"
Working Paper Research
374, National Bank of Belgium.
- Rannenberg, Ansgar, 2021. "State-dependent fiscal multipliers with preferences over safe assets," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 1023-1040.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Papers
No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2018.
"Publish and Perish: Creative Destruction and Macroeconomic Theory,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print hal-01465858, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," MPRA Paper 76825, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
- 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.
- Federico GIRI, 2014.
"Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area,"
Working Papers
398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Giri, Federico, 2018. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
- Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Sylvain Barde, 2019.
"Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion,"
Studies in Economics
1908, School of Economics, University of Kent.
- Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Efrem Castelnuovo & Giovanni Pellegrino, 2018.
"Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation,"
Melbourne Institute Working Paper Series
wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
- Ansgar Rannenberg, 2019. "Forward guidance with preferences over safe assets," Working Paper Research 364, National Bank of Belgium.
- Rui Wang, 2019. "Unconventional Monetary Policy in Japan: Empirical Evidence from Estimated Shadow Rate DSGE Model," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-29, June.
- Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Isabel Cairo & Jae Sim, 2017.
"Income Inequality, Financial Crises and Monetary Policy,"
2017 Meeting Papers
1433, Society for Economic Dynamics.
- Isabel Cairó & Jae W. Sim, 2018. "Income Inequality, Financial Crises, and Monetary Policy," Finance and Economics Discussion Series 2018-048, Board of Governors of the Federal Reserve System (U.S.).
- Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018. "An Endogenous Mechanism of Business Cycles," Papers 1803.05002, arXiv.org, revised Sep 2019.
- 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.
- Olivier Blanchard, 2016. "¿Tienen futuro los modelos DSGE?," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 18(35), pages 39-46, July-Dece.
- 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.
- Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
- Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Tenhofen, Jörn, 2017. "Interest-rate pegs, central bank asset purchases and the reversal puzzle," Discussion Papers 21/2017, Deutsche Bundesbank.
- Andreyev, M. & Polbin, A., 2019. "Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 12-49.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017.
"PIIGS in the Euro area: An empirical DSGE model,"
Discussion Papers in Economics
economics:201710, Griffith University, Department of Accounting, Finance and Economics.
- Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers 331, University of Milano-Bicocca, Department of Economics, revised 11 Mar 2016.
- Boehl, Gregor & Strobel, Felix, 2024. "The empirical performance of the financial accelerator since 2008," Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
- Charalampidis, Nikolaos, 2020. "On unemployment cycles in the Euro Area, 1999–2018," European Economic Review, Elsevier, vol. 121(C).
- Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.
- Frank Smets & Rafael Wouters & Jordi GalÃ, 2015.
"Unemployment in an Estimated New Keynesian Model,"
Working Papers
541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
Cited by:
- Elsby, Michael W.L. & Hobijn, Bart & Şahin, Ayşegül, 2015. "On the importance of the participation margin for labor market fluctuations," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 64-82.
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo, 2021.
"Bargaining shocks and aggregate fluctuations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerron-Quintana, 2021. "Bargaining Shocks and Aggregate Fluctuations," CESifo Working Paper Series 8989, CESifo.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana, 2017. "Bargaining Shocks and Aggregate Fluctuations," NBER Working Papers 23647, National Bureau of Economic Research, Inc.
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"Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model,"
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- Robert Kollmann, 2013. "Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model," CAMA Working Papers 2013-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models," 2012 Meeting Papers 840, Society for Economic Dynamics.
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
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"Monetary and macroprudential policies in an estimated model with financial intermediation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 164-189.
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"Challenges for Central Banks´ Macro Models,"
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323, Sveriges Riksbank (Central Bank of Sweden).
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- Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015.
"Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?,"
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"A Macroeconomic Framework for Quantifying Systemic Risk,"
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- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
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"Credit supply and the housing boom,"
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- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2019. "Credit Supply and the Housing Boom," Journal of Political Economy, University of Chicago Press, vol. 127(3), pages 1317-1350.
- Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2014. "Credit Supply and the Housing Boom," 2014 Meeting Papers 766, Society for Economic Dynamics.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2015. "Credit Supply and the Housing Boom," Liberty Street Economics 20150420, Federal Reserve Bank of New York.
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- Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017.
"Systemic Risk: A New Trade-Off for Monetary Policy?,"
Working Paper Series
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"On the Link Between the Volatility and Skewness of Growth,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
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- 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.
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- Marcin Kolasa & Michal Brzoza-Brzezina & Krzysztof Makarski, 2015.
"A penalty function approach to occasionally binding credit constraints,"
EcoMod2015
8359, EcoMod.
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- Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2013. "A penalty function approach to occasionally binding credit constraints," NBP Working Papers 159, Narodowy Bank Polski.
- 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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- 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.
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- Tobias Adrian, 2015. "Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”," Staff Reports 722, Federal Reserve Bank of New York.
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"Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model,"
Working Paper Series
236, Sveriges Riksbank (Central Bank of Sweden).
- De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1680-1699, September.
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- Ferre de Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2009. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," DEM Discussion Paper Series 09-17, Department of Economics at the University of Luxembourg.
Cited by:
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"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.
- Eliezer Borenstein & David Elkayam, 2013.
"The equity premium in a small open economy, and an application to Israel,"
Bank of Israel Working Papers
2013.03, Bank of Israel.
- Borenstein, Eliezer & Elkayam, David, 2013. "The equity premium in a small open economy, and an application to Israel," MPRA Paper 43909, University Library of Munich, Germany.
- Borenstein, Eliezer & Elkayam, David, 2014. "The equity premium in a small open economy and an application to Israel," Economic Modelling, Elsevier, vol. 43(C), pages 81-99.
- Kevin J. Lansing, 2011.
"Asset pricing with concentrated ownership of capital,"
Working Paper Series
2011-07, Federal Reserve Bank of San Francisco.
- Kevin J. Lansing, 2011. "Asset pricing with concentrated ownership of capital," Working Paper 2011/18, Norges Bank.
- Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011.
"Saving rates and portfolio choice with subsistence consumption,"
CFS Working Paper Series
2011/06, Center for Financial Studies (CFS).
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010. "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers 10/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
- Giorgio Motta & Patrizio Tirelli, 2013.
"Limited Asset Market Participation, Income Inequality and Macroeconomic Volatility,"
Working Papers
261, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Giorgio Motta & Patrizio Tirelli, 2014. "Limited asset market participation, income inequality and macroeconomic volatility," Working Papers 65170975, Lancaster University Management School, Economics Department.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2020.
"Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation,"
MNB Working Papers
2020/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Roman Horvath & Lorant Kaszab, 2016. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," Working Papers IES 2016/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2016.
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- Lorenzo Menna, 2016. "Optimal Fiscal and Monetary Policies Under Limited Asset Market Participation," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(3), pages 363-383, November.
- Giorgio Motta & Patrizio Tirelli, 2010.
"Money Targeting, Heterogeneous Agents and Dynamic Instability,"
Working Papers
193, University of Milano-Bicocca, Department of Economics, revised Jul 2010.
- Motta, Giorgio & Tirelli, Patrizio, 2015. "Money Targeting, Heterogeneous Agents, And Dynamic Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 288-310, March.
- Giorgio Motta & Patrizio Tirelli, 2013. "Money Targeting, Heterogeneous Agents and Dynamic Instability," Working Papers 257, University of Milano-Bicocca, Department of Economics, revised Oct 2013.
- Ferre de Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2009.
"Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model,"
DEM Discussion Paper Series
09-17, Department of Economics at the University of Luxembourg.
- De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1680-1699, September.
- De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," Working Paper Series 236, Sveriges Riksbank (Central Bank of Sweden).
- Ferre De Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2008. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Working Paper Research 150, National Bank of Belgium.
- Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
- Ekkehard Ernst & Stefan Mittnik & Willi Semmler, 2016. "Interaction of Labour and Credit Market in Growth Regimes: A Theoretical and Empirical Analysis," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(3), pages 393-422, November.
- Giorgio Motta & Patrizio Tirelli, 2010. "Rule-of-thumb Consumers, Consumption Habits and the Taylor Principle," Working Papers 194, University of Milano-Bicocca, Department of Economics, revised Jul 2010.
- Christoffel, Kai & Jaccard, Ivan & Kilponen, Juha, 2013. "Welfare and bond pricing implications of fiscal stabilization policies," Bank of Finland Research Discussion Papers 32/2013, Bank of Finland.
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011.
"Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption","
Online Appendices
10-11, Review of Economic Dynamics.
- Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2012. "Saving Rates and Portfolio Choice with Subsistence Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 108-126, January.
- Giorgio Motta & Patrizio Tirelli, 2012. "Income inequality and macroeconomic stability in a New Keynesian model with limited asset market participation," Working Papers 219, University of Milano-Bicocca, Department of Economics, revised Jan 2012.
- Giorgio Motta & Patrizio Tirelli, 2012.
"Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1351-1374, October.
- Giorgio Motta & Patrizio Tirelli, 2012. "Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1351-1374, October.
- Giorgio Motta & Patrizio Tirelli, 2011. "Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation," Working Papers 204, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Lorenzo Menna & Patrizio Tirelli, 2018.
"Risk Premiums, Nominal Rigidities and Limited Asset Market Participation,"
Working Papers
388, University of Milano-Bicocca, Department of Economics, revised 25 Oct 2018.
- Lorenzo Menna & Patrizio Tirelli, 2021. "Risk Premiums, Nominal Rigidities, and Limited Asset Market Participation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1899-1921, October.
- Ivan Jaccard, 2014. "Asset Returns and Labor Supply in a Production Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 889-919, August.
- Dewachter, Hans & Wouters, Raf, 2014.
"Endogenous risk in a DSGE model with capital-constrained financial intermediaries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
- Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
- Lorenzo Menna & Patrizio Tirelli, 2014. "The Equity Premium in a DSGE Model with Limited Asset Market Participation," Working Papers 275, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
- M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
- Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
- 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.
- Sergey Slobodyan & Raf Wouters, 2009.
"Learning in an Estimated Medium-Scale DSGE Model,"
CERGE-EI Working Papers
wp396, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Slobodyan, Sergey & Wouters, Raf, 2012. "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 26-46.
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).
- Murray, James, 2014. "Fiscal Policy Uncertainty and Its Macroeconomic Consequences," MPRA Paper 57409, University Library of Munich, Germany.
- Stefano Eusepi & Bruce Preston, 2013.
"Fiscal foundations of inflation: imperfect knowledge,"
Staff Reports
649, Federal Reserve Bank of New York.
- Stefano Eusepi & Bruce Preston, 2017. "Fiscal foundations of inflation: Imperfect knowledge," CAMA Working Papers 2017-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stefano Eusepi & Bruce Preston, 2018. "Fiscal Foundations of Inflation: Imperfect Knowledge," American Economic Review, American Economic Association, vol. 108(9), pages 2551-2589, September.
- Patrick A. Pintus & Jacek Suda, 2013.
"Learning Financial Shocks and the Great Recession,"
AMSE Working Papers
1333, Aix-Marseille School of Economics, France, revised 05 Jun 2013.
- Patrick Pintus & Jacek Suda, 2019. "Learning Financial Shocks and the Great Recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 123-146, January.
- Patrick A. Pintus & Jacek Suda, 2019. "Learning Financial Shocks and the Great Recession," Post-Print hal-01889886, HAL.
- Jacek Suda & Patrick Pintus, 2015. "Learning Financial Shocks and the Great Recession," 2015 Meeting Papers 577, Society for Economic Dynamics.
- Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
- Patrick Pintus & Jacek Suda, 2018. "Learning Financial Shocks and the Great Recession," GRAPE Working Papers 28, GRAPE Group for Research in Applied Economics.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013.
"The Effects of the Saving and Banking Glut on the U.S. Economy,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67,
National Bureau of Economic Research, Inc.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," Working Paper Series WP-2013-17, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Working Papers 19635, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the saving and banking glut on the U.S. economy," Staff Reports 648, Federal Reserve Bank of New York.
- Alistair DIEPPE & Alberto GONZÁLEZ PANDIELLA & Stephen HALL & Alpo WILLMAN, 2010. "MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality," EcoMod2010 259600046, EcoMod.
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017.
"Some implications of learning for price stability,"
CAMA Working Papers
2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Marine Charlotte André & Meixing Dai, 2016.
"Learning, robust monetray policy and the merit of precaution,"
Working Papers of BETA
2016-54, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Marine Charlotte André & Meixing Dai, 2018. "Learning, robust monetary policy and the merit of precaution," Post-Print hal-03030047, HAL.
- André Marine Charlotte & Dai Meixing, 2018. "Learning, robust monetary policy and the merit of precaution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-20, June.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"Empirical calibration of adaptive learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
- Michele Berardi & Jaqueson K. Galimberti, 2015. "Empirical Calibration of Adaptive Learning," KOF Working papers 15-392, KOF Swiss Economic Institute, ETH Zurich.
- Krisztina Molnár & Sergio Santoro, 2010.
"Optimal Monetary Policy when Agents are Learning,"
CESifo Working Paper Series
3072, CESifo.
- Krisztina Molnár & Sergio Santoro, 2010. "Optimal Monetary Policy When Agents Are Learning," Working Paper 2010/08, Norges Bank.
- Krisztina Molnar & Sergio Santoro, 2006. "Optimal Monetary Policy when Agents are Learning," Computing in Economics and Finance 2006 40, Society for Computational Economics.
- Molnár, Krisztina & Santoro, Sergio, 2014. "Optimal monetary policy when agents are learning," European Economic Review, Elsevier, vol. 66(C), pages 39-62.
- Krisztina Molnar & Sergio Santoro, 2008. "Optimal Monetary Policy When Agents Are Learning," 2008 Meeting Papers 679, Society for Economic Dynamics.
- Volha Audzei & Sergey Slobodyan, 2024. "Dynamic Sparse Restricted Perceptions Equilibria," CERGE-EI Working Papers wp792, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012.
"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).
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Cole, Stephen J., 2016.
"The Limits of Central Bank Forward Guidance under Learning,"
Working Papers and Research
2016-02, Marquette University, Center for Global and Economic Studies and Department of Economics.
- Stephen J. Cole, 2020. "The Limits of Central Bank forward Guidance under Learning," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 199-250, September.
- Cole, Stephen, 2016. "The limits of central bank forward guidance under learning," MPRA Paper 70862, University Library of Munich, Germany.
- F. Di Pace & K. Mitra & S. Zhang, 2021.
"Adaptive Learning and Labor Market Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
- Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian, 2016. "Adaptive learning and labour market dynamics," Bank of England working papers 633, Bank of England.
- Warne, Anders, 2023. "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series 2768, European Central Bank.
- Honkapohja, Seppo & Evans, George W., 2008.
"Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch,"
CEPR Discussion Papers
6640, C.E.P.R. Discussion Papers.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Bank of Finland Research Discussion Papers 32/2007, Bank of Finland.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," 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 2, pages 027-076, Central Bank of Chile.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- Iliopulos, Eleni & Perego, Erica & Sopraseuth, Thepthida, 2021.
"International business cycles: Information matters,"
Journal of Monetary Economics, Elsevier, vol. 123(C), pages 19-34.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2021. "International business cycles: Information matters," Post-Print hal-03679001, HAL.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2018. "International business cycles: Information matters," THEMA Working Papers 2018-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Eleni Iliopulos & Erica Perego & Thepthida Sopraseuth, 2019. "International Business Cycles: Information Matters," Working Papers 2019-03, CEPII research center.
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319,
Elsevier.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Working Papers
720, Queen Mary University of London, School of Economics and Finance.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Murray, James, 2011. "Learning and judgment shocks in U.S. business cycles," MPRA Paper 29257, University Library of Munich, Germany.
- Holtemöller, Oliver & Schult, Christoph, 2018. "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers 15/2018, Halle Institute for Economic Research (IWH).
- Jarkko Jääskelä & Rebecca McKibbin, 2010. "Learning in an Estimated Small Open Economy Model," RBA Research Discussion Papers rdp2010-02, Reserve Bank of Australia.
- Berardi, Michele & Galimberti, Jaqueson K., 2019.
"Smoothing-Based Initialization For Learning-To-Forecast Algorithms,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 1008-1023, April.
- Michele Berardi & Jaqueson K Galimberti, 2017. "Smoothing-based Initialization for Learning-to-Forecast Algorithms," KOF Working papers 17-425, KOF Swiss Economic Institute, ETH Zurich.
- Rychalovska, Yuliya, 2016. "The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 259-282.
- Igor G. Pospelov & Stanislav A. Radionov, 2014.
"On The Social Efficiency In Monopolistic Competitioin Models,"
HSE Working papers
WP BRP 80/EC/2014, National Research University Higher School of Economics.
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- Slanicay Martin, 2014. "Some Notes on Historical, Theoretical, and Empirical Background of DSGE Models," Review of Economic Perspectives, Sciendo, vol. 14(2), pages 145-164, June.
- Audzei, Volha, 2023.
"Learning and cross-country correlations in a multi-country DSGE model,"
Economic Modelling, Elsevier, vol. 120(C).
- Volha Audzei, 2021. "Learning and Cross-Country Correlations in a Multi-Country DSGE Model," Working Papers 2021/7, Czech National Bank.
- Ormeno, Arturo & Molnar, Krisztina, 2014.
"Using Survey Data of Inflation Expectations in the Estimation of Learning and Rational Expectations Models,"
Discussion Paper Series in Economics
20/2014, Norwegian School of Economics, Department of Economics.
- Arturo Ormeño & Krisztina Molnár, 2015. "Using Survey Data of Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(4), pages 673-699, June.
- Grimaud, Alex, 2021.
"Precautionary saving and un-anchored expectations,"
ECON WPS - Working Papers in Economic Theory and Policy
08/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 110651, University Library of Munich, Germany.
- Quaghebeur, Ewoud, 2019.
"Learning And The Size Of The Government Spending Multiplier,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3189-3224, December.
- E. Quaghebeur, 2013. "Learning and the Size of the Government Spending Multiplier," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/851, Ghent University, Faculty of Economics and Business Administration.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2023.
"Anchored Inflation Expectations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 1-47, January.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2020. "Anchored inflation expectations," CAMA Working Papers 2020-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carvalho, Carlos & Eusepi, Stefano & , & Preston, Bruce, 2019. "Anchored Inflation Expectations," CEPR Discussion Papers 13900, C.E.P.R. Discussion Papers.
- Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 111-129, February.
- Aguirre, Idoia & Vázquez, Jesús, 2020. "Learning, parameter variability, and swings in US macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Pablo Aguilar & Jesús Vázquez, 2015. "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES 2015007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
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"Macroeconomic Analysis without the Rational Expectations Hypothesis,"
NBER Working Papers
19368, National Bureau of Economic Research, Inc.
- Michael Woodford, 2013. "Macroeconomic Analysis Without the Rational Expectations Hypothesis," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 303-346, May.
- Koursaros, Demetris, 2019. "Learning expectations using multi-period forecasts," Journal of Economics and Business, Elsevier, vol. 102(C), pages 1-25.
- Ali, Syed Zahid & Anwar, Sajid, 2017. "Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 69-82.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2018.
"On the perils of stabilizing prices when agents are learning,"
Discussion Paper Series in Economics
22/2018, Norwegian School of Economics, Department of Economics.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2014. "On the perils of stabilizing prices when agents are learning," Discussion Paper Series in Economics 1/2015, Norwegian School of Economics, Department of Economics.
- Antonio Mele & Krisztina Molnár & Sergio Santoro, 2015. "On the Perils of Stabilizing Prices when Agents are Learning," CESifo Working Paper Series 5173, CESifo.
- Antonio Mele & Krisztina Molnar & Sergio Santoro, 2015. "On the perils of stabilizing prices when agents are learning," School of Economics Discussion Papers 0215, School of Economics, University of Surrey.
- Mele, Antonio & Molnár, Krisztina & Santoro, Sergio, 2020. "On the perils of stabilizing prices when agents are learning," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 339-353.
- Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024. "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers 24-14, Bank of Canada.
- Best, Gabriela & Hur, Joonyoung, 2019. "Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics," European Economic Review, Elsevier, vol. 119(C), pages 55-78.
- Zams, Bastian Muzbar, 2021. "Frictions and empirical fit in a DSGE model for Indonesia," Economic Modelling, Elsevier, vol. 99(C).
- Rodrigo Caputo & Juan Pablo Medina & Claudio Soto., 2010.
"The Financial Accelerator Under Learning and The Role of Monetary Policy,"
Working Papers Central Bank of Chile
590, Central Bank of Chile.
- Rodrigo Caputo & Juan Pablo Medina & Claudio Soto, 2011. "The Financial Accelerator under Learning and the Role of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 7, pages 185-218, Central Bank of Chile.
- Hatcher, Michael & Minford, Patrick, 2023. "Chameleon models in economics: A note," Cardiff Economics Working Papers E2023/10, Cardiff University, Cardiff Business School, Economics Section.
- Gelfer, Sacha, 2020. "The effects of professional forecast dissemination on macroeconomic volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 131-156.
- Elias, Christopher J., 2022. "Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 71(C).
- Raf Wouters & Sergey Slobodyan, 2009. "Estimating a medium–scale DSGE model with expectations based on small forecasting models," 2009 Meeting Papers 654, Society for Economic Dynamics.
- Christopher G. Gibbs & Mariano Kulish, 2015.
"Disinflations in a model of imperfectly anchored expectations,"
Discussion Papers
2015-22, School of Economics, The University of New South Wales.
- Gibbs, Christopher G. & Kulish, Mariano, 2017. "Disinflations in a model of imperfectly anchored expectations," European Economic Review, Elsevier, vol. 100(C), pages 157-174.
- Christopher G. Gibbs & Mariano Kulish, 2015. "Disinflations in a model of imperfectly anchored expectations," CAMA Working Papers 2015-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Martin Ellison & Joseph Pearlman, 2010.
"Saddlepath Learning,"
CDMA Conference Paper Series
0710, Centre for Dynamic Macroeconomic Analysis.
- Ellison, Martin & Pearlman, Joseph, 2011. "Saddlepath learning," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1500-1519, July.
- Martin Ellison & Joseph Pearlman, 2010. "Saddlepath Learning," Economics Series Working Papers 505, University of Oxford, Department of Economics.
- Arturo Ormeño, 2011. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," CESifo Working Paper Series 3552, CESifo.
- Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
- Sergey Ivashchenko & Rangan Gupta, 2017.
"Near-Rational Expectations: How Far are Surveys from Rationality?,"
EERI Research Paper Series
EERI RP 2017/04, Economics and Econometrics Research Institute (EERI), Brussels.
- Sergey Ivashchenko & Rangan Gupta, 2016. "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers 201655, University of Pretoria, Department of Economics.
- Sergey Ivashchenko & Rangan Gupta, 2017. "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(1), pages 1-27.
- Sergey Ivashchenko, 2014. "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series 2014/06, European University at St. Petersburg, Department of Economics.
- Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea, 2017. "Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity," Working Paper Series 1994, European Central Bank.
- Agustín Arias, 2016. "Sentiment Shocks as Drivers of Business Cycles," Working Papers Central Bank of Chile 782, Central Bank of Chile.
- Willman, Alpo & Dieppe, Alistair & Baumann, Ursel & González Pandiella, Alberto, 2014. "Model of the United States economy with learning MUSEL," Working Paper Series 1745, European Central Bank.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Frantisek Brazdik & Tatiana Keseliova & Karel Musil & Radek Snobl & Jan Solc & Stanislav Tvrz & Jan Zacek, 2024. "Understanding Inflation Expectations: Data, Drivers and Policy Implications," Working Papers 2024/3, Czech National Bank.
- James B. Bullard & Stefano Eusepi, 2009.
"When does determinacy imply expectational stability?,"
Working Papers
2008-007, Federal Reserve Bank of St. Louis.
- Stefano Eusepi & James Bullard, 2008. "When Does Determinacy Imply Expectational Stability?," 2008 Meeting Papers 897, Society for Economic Dynamics.
- James Bullard & Stefano Eusepi, 2014. "When Does Determinacy Imply Expectational Stability?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 1-22, February.
- Rachael McCririck & Daniel Rees, 2016. "The Slowdown in US Productivity Growth: Breaks and Beliefs," RBA Research Discussion Papers rdp2016-08, Reserve Bank of Australia.
- Sergey Slobodyan & Raf Wouters, 2009.
"Learning in an Estimated Medium-Scale DSGE Model,"
CERGE-EI Working Papers
wp396, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Slobodyan, Sergey & Wouters, Raf, 2012. "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 26-46.
- Ormeño, Arturo, 2012. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Working Papers 2012-007, Banco Central de Reserva del Perú.
- Adjemian, Stéphane & Bokan, Nikola & Darracq Pariès, Matthieu & Müller, Georg & Zimic, Srečko, 2024. "ECB-(RE)BASE: Heterogeneity in expectation formation and macroeconomic dynamics," Working Paper Series 2965, European Central Bank.
- Eric Gaus & Srikanth Ramamurthy, 2012. "Estimation of Constant Gain Learning Models," Working Papers 12-01, Ursinus College, Department of Economics, revised 01 Apr 2014.
- Tolga Özden, 2021. "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers 714, DNB.
- Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Nakagawa, Ryuichi, 2015. "Learnability of an equilibrium with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 58-74.
- Dizioli, Allan & Wang, Hou, 2024. "How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
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"On the Initialization of Adaptive Learning in Macroeconomic Models,"
KOF Working papers
16-422, KOF Swiss Economic Institute, ETH Zurich.
- Berardi, Michele & Galimberti, Jaqueson K., 2017. "On the initialization of adaptive learning in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
- Fabio Milani & Ashish Rajbhandari, 2012.
"Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm,"
Working Papers
111212, University of California-Irvine, Department of Economics.
- Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 253-288, Emerald Group Publishing Limited.
- 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.
- Ina Hajdini, 2022. "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers 22-03R, Federal Reserve Bank of Cleveland, revised 06 Mar 2023.
- Dieppe, Alistair & Pandiella, Alberto González & Hall, Stephen & Willman, Alpo, 2013. "Limited information minimal state variable learning in a medium-scale multi-country model," Economic Modelling, Elsevier, vol. 33(C), pages 808-825.
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"The limits to robust monetary policy in a small open economy with learning agents,"
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2020-12, Banco de México.
- Marine Charlotte André & Meixing Dai, 2018. "The limits to robust monetary policy in a small open economy with learning agents," Working Papers of BETA 2018-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Homburg, Stefan, 2017.
"A Study in Monetary Macroeconomics,"
OUP Catalogue,
Oxford University Press, number 9780198807537.
- Stefan Homburg, 2017. "Programs for "A Study in Monetary Macroeconomics"," QM&RBC Codes 205, Quantitative Macroeconomics & Real Business Cycles.
- Duffy, John & Shin, Michael, 2024. "Heterogeneous experience and constant-gain learning," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 108931, University Library of Munich, Germany.
- 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.
- Herro, Nicholas & Murray, James, 2011. "Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy," MPRA Paper 30387, University Library of Munich, Germany.
- Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.
- Arturo Ormeno, 2009. "Disciplining expectations: adding survey expectations in learning models," 2009 Meeting Papers 1140, Society for Economic Dynamics.
- Raf Wouters & Sergey Slobodyan, 2009.
"Estimating a medium–scale DSGE model with expectations based on small forecasting models,"
2009 Meeting Papers
654, Society for Economic Dynamics.
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).
- Fabio Milani, 2011.
"Expectation Shocks and Learning as Drivers of the Business Cycle,"
Economic Journal, Royal Economic Society, vol. 121(552), pages 379-401, May.
- Milani, Fabio, 2010. "Expectation Shocks and Learning as Drivers of the Business Cycle," CEPR Discussion Papers 7743, C.E.P.R. Discussion Papers.
- 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.
- Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
- Ormeno, Arturo & Molnar, Krisztina, 2014.
"Using Survey Data of Inflation Expectations in the Estimation of Learning and Rational Expectations Models,"
Discussion Paper Series in Economics
20/2014, Norwegian School of Economics, Department of Economics.
- Arturo Ormeño & Krisztina Molnár, 2015. "Using Survey Data of Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(4), pages 673-699, June.
- Arturo Ormeño, 2011. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," CESifo Working Paper Series 3552, CESifo.
- Sergey Slobodyan & Raf Wouters, 2009.
"Learning in an Estimated Medium-Scale DSGE Model,"
CERGE-EI Working Papers
wp396, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Slobodyan, Sergey & Wouters, Raf, 2012. "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 26-46.
- Ormeño, Arturo, 2012. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Working Papers 2012-007, Banco Central de Reserva del Perú.
- Stefano Eusepi & Marc Giannoni & Bruce Preston, 2012.
"Long-term debt pricing and monetary policy transmission under imperfect knowledge,"
Staff Reports
547, Federal Reserve Bank of New York.
- Giannoni, Marc & Preston, Bruce & Eusepi, Stefano, 2012. "Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge," CEPR Discussion Papers 8845, C.E.P.R. Discussion Papers.
- Arturo Ormeno, 2009. "Disciplining expectations: adding survey expectations in learning models," 2009 Meeting Papers 1140, Society for Economic Dynamics.
- 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.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2008.
"Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation,"
BCL working papers
33, Central Bank of Luxembourg.
- Gregory De Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations," Annals of Economics and Statistics, GENES, issue 95-96, pages 223-250.
- Wouters, Raf & de Walque, Gregory & Pierrard, Olivier & Sneessens, Henri, 2009. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Series 1007, European Central Bank.
- De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2009. "Sequential Bargaining in a New-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiation," IZA Discussion Papers 4059, Institute of Labor Economics (IZA).
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential bargaining in a New Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Research 157, National Bank of Belgium.
Cited by:
- David de la Croix & Olivier Pierrard & Henri R. Sneessens, 2011.
"Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter,"
BCL working papers
62, Central Bank of Luxembourg.
- de la Croix, David & Pierrard, Olivier & Sneessens, Henri R., 2013. "Aging and pensions in general equilibrium: Labor market imperfections matter," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 104-124.
- de la CROIX, David & PIERRARD, Olivier & SNEESSENS, Henri R., 2013. "Aging and pensions in general equilibrium: labor market imperfections matter," LIDAM Reprints CORE 2495, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- David de la Croix & Olivier Pierrard & Henri R. Sneessens, 2010. "Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter," DEM Discussion Paper Series 10-09, Department of Economics at the University of Luxembourg.
- de la Croix, David & Pierrard, Olivier & Sneessens, Henri R., 2010. "Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter," IZA Discussion Papers 5276, Institute of Labor Economics (IZA).
- David de la Croix & Olivier Pierrard & Henri Sneessens, 2010. "Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter," LIDAM Discussion Papers IRES 2010037, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2016.
"German labor market and fiscal reforms 1999–2008: Can they be blamed for intra-euro area imbalances?,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 307-324.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2014. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-Euro Area imbalances?," Working Papers 05/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?," Discussion Papers 29/2015, Deutsche Bundesbank.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German Labor Market and Fiscal Reforms 1999 to 2008: Can They be Blamed for Intra-Euro Area Imbalances?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112960, Verein für Socialpolitik / German Economic Association.
- Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo, 2012.
"The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations,"
Economic Modelling, Elsevier, vol. 29(6), pages 2597-2614.
- Willman, Alpo & Dieppe, Alistair & González Pandiella, Alberto, 2011. "The ECB's New Multi-Country Model for the euro area: NMCM - simulated with rational expectations," Working Paper Series 1315, European Central Bank.
- Hajdini, Ina & Knotek, Edward S & Leer, John & Pedemonte, Mathieu & Rich, Robert & Schoenle, Raphael, 2025.
"Low Pass-Through from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation,"
IDB Publications (Working Papers)
13937, Inter-American Development Bank.
- Hajdini, Ina & Knotek, Edward & Leer, John & Pedemonte, Mathieu & Rich, Robert & Schoenle, Raphael, 2022. "Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation," CEPR Discussion Papers 17356, C.E.P.R. Discussion Papers.
- Ina Hajdini & Edward S. Knotek & John Leer & Mathieu Pedemonte & Robert W. Rich & Raphael Schoenle, 2022. "Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation," Working Papers 22-21R, Federal Reserve Bank of Cleveland, revised 27 Mar 2023.
- Tim Schwarzmüller & Nikolai Stähler, 2013.
"Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 437-471, November.
- Schwarzmüller, Tim & Stähler, Nikolai, 2011. "Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod," Discussion Paper Series 1: Economic Studies 2011,28, Deutsche Bundesbank.
- Thomas Y. Mathä & Olivier Pierrard, 2008.
"Search in the product market and the real business cycle,"
BCL working papers
32, Central Bank of Luxembourg.
- Mathä, Thomas Y. & Pierrard, Olivier, 2011. "Search in the product market and the real business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1172-1191, August.
- Thomas Mathä & Olivier Pierrard, 2011. "Search in the product market and the real business cycle," Post-Print hal-00828982, HAL.
- Mathä, Thomas Y. & Pierrard, Olivier, 2009. "Search in the product market and the real business cycle," Working Paper Series 1036, European Central Bank.
- Thomas Y. MATHA & Olivier PIERRARD, 2009. "Search in the Product Market and the Real Business Cycle," LIDAM Discussion Papers IRES 2009019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Kamil Galuščắk & Mary Keeney & Daphne Nicolitsas & Frank Smets & Pawel Strzelecki & Matija Vodopivec, 2011.
"The determination of wages of newly hired employees: survey evidence on internal versus external factors,"
Working Papers
129, Bank of Greece.
- Galuscak, Kamil & Keeney, Mary & Nicolitsas, Daphne & Smets, Frank & Strzelecki, Pawel & Vodopivec, Matija, 2012. "The determination of wages of newly hired employees: Survey evidence on internal versus external factors," Labour Economics, Elsevier, vol. 19(5), pages 802-812.
- Kamil Galuscak & Mary Keeney & Daphne Nicolitsas & Frank Smets & Pawel Strzelecki & Matija Vodopivec, 2009. "The Determination of Wages of Newly Hired Employees: Survey Evidence on Internal versus External Factors," Working Papers 2009/5, Czech National Bank.
- Galuščák, Kamil & Keeney, Mary & Nicolitsas, Daphne & Smets, Frank & Strzelecki, Pawel & Vodopivec, Matija, 2010. "The determination of wages of newly hired employees: survey evidence on internal versus external factors," Working Paper Series 1153, European Central Bank.
- Keeney, Mary & Galusc´ak, Kamil & Smets, Frank & Nicolitsas, Daphne & Strzelecki, Pawel & Vodopivec, Matija, 2010. "The Determination of Wages of Newly Hired Employees: Survey Evidence on Internal versus External Factors," Research Technical Papers 4/RT/10, Central Bank of Ireland.
- Stähler, Nikolai, 2019.
"Who benefits from using property taxes to finance a labor tax wedge reduction?,"
Journal of Housing Economics, Elsevier, vol. 46(C).
- Stähler, Nikolai, 2019. "Who benefits from using property taxes to finance a labor tax wedge reduction?," Discussion Papers 03/2019, Deutsche Bundesbank.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011.
"Unemployment in an Estimated New Keynesian Model,"
NBER Working Papers
17084, National Bureau of Economic Research, Inc.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Frank Smets & Rafael Wouters & Jordi GalÃ, 2015. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Been-Lon Chen & Chih-Fang Lai, 2016. "Relative effects of labor taxes on employment and working hours: role of mechanisms shaping working hours," Journal of Economics, Springer, vol. 117(1), pages 49-84, January.
- Sandra Gomes & Pascal Jacquinot, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Working Papers
w202301, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
- Consolo, Agostino & Hertweck, Matthias S., 2010. "Shocks and frictions under right-to-manage wage bargaining: a transatlantic perspective," Working papers 2010/01, Faculty of Business and Economics - University of Basel.
- Stähler, Nikolai & Thomas, Carlos, 2012.
"FiMod — A DSGE model for fiscal policy simulations,"
Economic Modelling, Elsevier, vol. 29(2), pages 239-261.
- Stähler, Nikolai & Thomas, Carlos, 2011. "FiMod - a DSGE model for fiscal policy simulations," Discussion Paper Series 1: Economic Studies 2011,06, Deutsche Bundesbank.
- Nikolai Stähler & Carlos Thomas, 2011. "FiMod - a DSGE model for fiscal policy simulations," Working Papers 1110, Banco de España.
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
- G. de Walque & M. Druant & Ph. Du Caju & C. Fuss, 2010. "Lessons of the Wage Dynamics Network," Economic Review, National Bank of Belgium, issue i, pages 55-75, June.
- Jovanovic, Branimir & Petreski, Marjan, 2014. "Monetary policy, exchange rates and labor unions in SEE and the CIS during the financial crisis," Economic Systems, Elsevier, vol. 38(3), pages 309-332.
- Olivier Pierrard & Henri R. Sneessens & David de la Croix, 2010.
"Ageing, Pensions and The Labour Market,"
2010 Meeting Papers
779, Society for Economic Dynamics.
- de la Croix, David & Pierrard, Olivier & Sneessens, Henri R., 2013. "Aging and pensions in general equilibrium: Labor market imperfections matter," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 104-124.
- David de la Croix & Olivier Pierrard & Henri R. Sneessens, 2010. "Aging and Pensions in General Equilibrium: Labor Market Imperfections Matter," DEM Discussion Paper Series 10-09, Department of Economics at the University of Luxembourg.
- Aurelijus Dabu�inskas & Tairi Room, 2011. "Survey evidence on wage and price setting in Estonia," Bank of Estonia Working Papers wp2011-06, Bank of Estonia, revised 27 May 2011.
- Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
- Eric French & Elaine Kelly & Gerhard Kempkes & Nikolai Stähler, 2016. "A One‐Off Wealth Levy? Assessing the Pros and Cons and the Importance of Credibility," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 821-849, September.
- Alon Binyamini, 2013. "Labor Market Frictions and Optimal Monetary Policy," Bank of Israel Working Papers 2013.02, Bank of Israel.
- Raf Wouters & Sergey Slobodyan, 2007.
"Learning dynamics in an estimated medium-sized DSGE model,"
2007 Meeting Papers
689, Society for Economic Dynamics.
Cited by:
- Honkapohja, Seppo & Evans, George W., 2008.
"Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch,"
CEPR Discussion Papers
6640, C.E.P.R. Discussion Papers.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Bank of Finland Research Discussion Papers 32/2007, Bank of Finland.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," 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 2, pages 027-076, Central Bank of Chile.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- James Murray, 2008. "Initial Expectations in New Keynesian Models with Learning," CAEPR Working Papers 2008-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- James Murray, 2008. "Regime Switching, Learning, and the Great Moderation," CAEPR Working Papers 2008-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Honkapohja, Seppo & Evans, George W., 2008.
"Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch,"
CEPR Discussion Papers
6640, C.E.P.R. Discussion Papers.
- Smets, Frank & Wouters, Rafael, 2007.
"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
CEPR Discussion Papers
6112, C.E.P.R. Discussion Papers.
- Frank Smets & Rafael Wouters, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
- Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research 109, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2007. "Shocks and frictions in US business cycles: a Bayesian DSGE approach," Working Paper Series 722, European Central Bank.
Cited by:
- Carlos Thomas, 2007.
"Search Frictions, Real Rigidities and Inflation Dynamics,"
CEP Discussion Papers
dp0822, Centre for Economic Performance, LSE.
- Carlos Thomas, 2008. "Search frictions, real rigidities and inflation dynamics," Working Papers 0806, Banco de España.
- Thomas, Carlos, 2007. "Search frictions, real rigidities and inflation dynamics," LSE Research Online Documents on Economics 19692, London School of Economics and Political Science, LSE Library.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Totzek, Alexander, 2009. "Firms' heterogeneity, endogenous entry, and exit decisions," Economics Working Papers 2009-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Farmer, Roger E.A. & Nicolò, Giovanni, 2018.
"Keynesian economics without the Phillips curve,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 137-150.
- Farmer, Roger, 2017. "Keynesian Economics without the Phillips Curve," CEPR Discussion Papers 12298, C.E.P.R. Discussion Papers.
- Roger E.A. Farmer & Giovanni Nicolò, 2017. "Keynesian Economics without the Phillips Curve," NBER Working Papers 23837, National Bureau of Economic Research, Inc.
- Lemoine, Matthieu & Lindé, Jesper, 2016.
"Fiscal consolidation under imperfect credibility,"
European Economic Review, Elsevier, vol. 88(C), pages 108-141.
- Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working Paper Series 322, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Lemoine, Matthieu, 2016. "Fiscal Consolidation Under Imperfect Credibility," CEPR Discussion Papers 11404, C.E.P.R. Discussion Papers.
- M. Lemoine & J. Lindé, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working papers 595, Banque de France.
- 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.
- George-Marios Angeletos & Chen Lian, 2020. "Confidence and the Propagation of Demand Shocks," NBER Working Papers 27702, National Bureau of Economic Research, Inc.
- Qazi Haque & Leandro M. Magnusson, 2020.
"Identification robust empirical evidence on the Euler equation in open economies,"
CAMA Working Papers
2020-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers 20-01, The University of Western Australia, Department of Economics.
- Havranek, Tomas & Rusnak, Marek & Sokolova, Anna, 2017.
"Habit formation in consumption: A meta-analysis,"
European Economic Review, Elsevier, vol. 95(C), pages 142-167.
- Tomas Havranek & Marek Rusnak & Anna Sokolova, 2015. "Habit Formation in Consumption: A Meta-Analysis," Working Papers IES 2015/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2015.
- Tomas Havranek & Marek Rusnak & Anna Sokolova, 2015. "Habit Formation in Consumption: A Meta-Analysis," Working Papers 2015/03, Czech National Bank.
- Garga, Vaishali & Singh, Sanjay R., 2021.
"Output hysteresis and optimal monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 871-886.
- Sanjay Singh, 2018. "Output Hysteresis and Optimal Monetary Policy," 2018 Meeting Papers 554, Society for Economic Dynamics.
- Sanjay R. Singh & Vaishali Garga, 2019. "Output Hysteresis and Optimal Monetary Policy," Working Papers 331, University of California, Davis, Department of Economics.
- Vaishali Garga & Sanjay R. Singh, 2019. "Output Hysteresis and Optimal Monetary Policy," Working Papers 19-19, Federal Reserve Bank of Boston.
- Alexander Falter & Dennis Wesselbaum, 2018. "Correlated shocks in estimated DSGE models," Economics Bulletin, AccessEcon, vol. 38(4), pages 2026-2036.
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013.
"Monetary policy shocks: We got news!,"
Working Papers
w201307, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
- Lin, Tsu-ting Tim, 2015. "Working capital requirement and the unemployment volatility puzzle," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 201-217.
- Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023.
"The COVID-19 recession on both sides of the Atlantic: A model-based comparison,"
European Economic Review, Elsevier, vol. 158(C).
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," LIDAM Discussion Papers IRES 2023014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023. "The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison," European Economy - Discussion Papers 191, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jeannine Bailliu & Césaire Meh & Yahong Zhang, 2012.
"Macroprudential Rules and Monetary Policy when Financial Frictions Matter,"
Staff Working Papers
12-6, Bank of Canada.
- Bailliu, Jeannine & Meh, Cesaire & Zhang, Yahong, 2015. "Macroprudential rules and monetary policy when financial frictions matter," Economic Modelling, Elsevier, vol. 50(C), pages 148-161.
- Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017.
"The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries,"
JRC Working Papers in Economics and Finance
2017-10, Joint Research Centre, European Commission.
- Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer , 2019. "The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries," European Economy - Discussion Papers 102, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014.
"Information in the yield curve: A Macro-Finance approach,"
Working Paper Research
254, National Bank of Belgium.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Fabrizio Perri & Vincenzo Quadrini, 2011.
"International Recessions,"
NBER Working Papers
17201, National Bureau of Economic Research, Inc.
- Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," IMES Discussion Paper Series 11-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
- Fabrizio Perri & Vincenzo Quadrini, 2018. "International Recessions," American Economic Review, American Economic Association, vol. 108(4-5), pages 935-984, April.
- Fabrizio Perri & Vincenzo Quadrini, 2011. "International recessions," Staff Report 463, Federal Reserve Bank of Minneapolis.
- Quadrini, Vincenzo & Perri, Fabrizio, 2011. "International Recessions," CEPR Discussion Papers 8483, C.E.P.R. Discussion Papers.
- Vincenzo Quadrini & Fabrizio Perri, 2010. "International recessions," 2010 Meeting Papers 222, Society for Economic Dynamics.
- Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013.
"Household Leveraging and Deleveraging,"
CEPR Discussion Papers
9671, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "Household Leveraging and Deleveraging," NBER Working Papers 18941, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2015. "Household leveraging and deleveraging," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 3-20, January.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "Household leveraging and deleveraging," Staff Reports 602, Federal Reserve Bank of New York.
- Robert Kollmann, 2014.
"Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning,"
ULB Institutional Repository
2013/250061, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann, 2015. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 239-260, February.
- Luca Guerrieri & Dale Henderson & Jinill Kim, 2014. "Modeling Investment‐Sector Efficiency Shocks: When Does Disaggregation Matter?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 891-917, August.
- P. Fève & J.-G. Sahuc, 2016.
"In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area,"
Working papers
585, Banque de France.
- Patrick Fève & Jean‐Guillaume Sahuc, 2017. "In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 704-718, April.
- Fève, Patrick & Sahuc, Jean-Guillaume, 2014. "In search of the transmission mechanism of fiscal policy in the Euro area," IDEI Working Papers 840, Institut d'Économie Industrielle (IDEI), Toulouse.
- Fève, Patrick & Sahuc, Jean-Guillaume, 2014. "In search of the transmission mechanism of fiscal policy in the Euro area," TSE Working Papers 14-536, Toulouse School of Economics (TSE), revised Mar 2016.
- Patrick Fève & Jean-Guillaume Sahuc, 2017. "In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area," Post-Print hal-01612699, HAL.
- Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016.
"A time varying DSGE model with financial frictions,"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Leon W. Berkelmans, 2008. "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series 2008-58, Board of Governors of the Federal Reserve System (U.S.).
- Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2018.
"Role of Expectation in a Liquidity Trap,"
UTokyo Price Project Working Paper Series
081, University of Tokyo, Graduate School of Economics.
- Hasui, Kohei & Nakazono, Yoshiyuki & Teranishi, Yuki, 2019. "Role of expectations in a liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 201-215.
- Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2019. "Role of expectations in a liquidity trap," CAMA Working Papers 2019-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benedetto Molinari & Francesco Turino, 2009.
"Advertising and Business Cycle Fluctuations,"
2009 Meeting Papers
419, Society for Economic Dynamics.
- Benedetto Molinari & Francesco Turino, 2009. "Advertising and Business Cycle Fluctuations," Working Papers. Serie AD 2009-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Sami Alpanda & Gino Cateau & Césaire Meh, 2014.
"A Policy Model to Analyze Macroprudential Regulations and Monetary Policy,"
Staff Working Papers
14-6, Bank of Canada.
- Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 828-863, August.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 828-863, August.
- Liudas Giraitis & George Kapetanios & Tony Yates, 2015.
"Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models,"
Working Papers
767, Queen Mary University of London, School of Economics and Finance.
- Liudas Giraitis & George Kapetanios & Tony Yates, 2018. "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(2), pages 129-149, March.
- Susanto Basu & Brent Bundick, 2011.
"Uncertainty Shocks in a Model of Effective Demand,"
Boston College Working Papers in Economics
774, Boston College Department of Economics, revised 01 Nov 2015.
- Susanto Basu & Brent Bundick, 2017. "Uncertainty Shocks in a Model of Effective Demand," Econometrica, Econometric Society, vol. 85, pages 937-958, May.
- Susanto Basu & Brent Bundick, 2014. "Uncertainty shocks in a model of effective demand," Research Working Paper RWP 14-15, Federal Reserve Bank of Kansas City.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty shocks in a model of effective demand," Working Papers 12-15, Federal Reserve Bank of Boston.
- Susanto Basu & Brent Bundick, 2012. "Uncertainty Shocks in a Model of Effective Demand," NBER Working Papers 18420, National Bureau of Economic Research, Inc.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017.
"Comparing different data descriptors in Indirect Inference tests on DSGE models,"
CEPR Discussion Papers
11816, C.E.P.R. Discussion Papers.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, vol. 145(C), pages 157-161.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010.
"Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,"
NBER Working Papers
15928, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers 7813, C.E.P.R. Discussion Papers.
- Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana, 2010. "Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data," 2010 Meeting Papers 270, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive 10-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- George-Marios Angeletos & Luigi Iovino & Jennifer La'O, 2011.
"Cycles, Gaps, and the Social Value of Information,"
NBER Working Papers
17229, National Bureau of Economic Research, Inc.
- George-Marios Angeletos & Luigi Iovino & Jennifer La'O, 2011. "Cycles, Gaps, and the Social Value of Information," Levine's Working Paper Archive 786969000000000293, David K. Levine.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2022.
"The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 134-167, July.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2021. "Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"," Computer Codes 19-205, Review of Economic Dynamics.
- Kirchner, Markus & Rieth, Malte, 2020.
"Sovereign default risk, macroeconomic fluctuations and monetary-fiscal stabilisation,"
IWH Discussion Papers
22/2020, Halle Institute for Economic Research (IWH).
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary–Fiscal Stabilization," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 391-426, June.
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Discussion Papers of DIW Berlin 1966, DIW Berlin, German Institute for Economic Research.
- Markus Kirchner & Malte Rieth, 2020. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Working Papers Central Bank of Chile 896, Central Bank of Chile.
- Alexandre Kohlhas, 2015. "Learning-by-Sharing: Monetary Policy and the Information Content of Public Signals," 2015 Meeting Papers 57, Society for Economic Dynamics.
- Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024.
"The Role of International Financial Integration in Monetary Policy Transmission,"
Staff Working Papers
24-3, Bank of Canada.
- Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024. "The Role of International Financial Integration in Monetary Policy Transmission," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 944-990, September.
- Jing Cynthia Wu & Yinxi Xie & Ji Zhang, 2024. "The Role of International Financial Integration in Monetary Policy Transmission," NBER Working Papers 32128, National Bureau of Economic Research, Inc.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011.
"Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?,"
Studies in Economics
1125, School of Economics, University of Kent.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- 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.
- Gareis, Johannes & Mayer, Eric, 2013. "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, vol. 120(1), pages 27-31.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
- Wang, Ren & Hou, Jie, 2021. "Land finance, land attracting investment and housing price fluctuations in China," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 690-699.
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- Cantelmo, Alessandro & Melina, Giovanni, 2023.
"Sectoral labor mobility and optimal monetary policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(1), pages 1-26, January.
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"Switching Volatility in a Nonlinear Open Economy,"
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- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Disinflation Shocks in the Eurozone: a DSGE Perspective," TSE Working Papers 09-080, Toulouse School of Economics (TSE).
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176, Sveriges Riksbank (Central Bank of Sweden).
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities and the business cycle," Working Paper Series WP-05-01, Federal Reserve Bank of Chicago.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2010. "Firm-specific capital, nominal rigidities and the business cycle," International Finance Discussion Papers 990, Board of Governors of the Federal Reserve System (U.S.).
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2011. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 225-247, April.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities, and the business cycle," Working Papers (Old Series) 0416, Federal Reserve Bank of Cleveland.
- Eichenbaum, Martin & Christiano, Lawrence J. & Linde, Jesper & Altig, David E, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," CEPR Discussion Papers 4858, C.E.P.R. Discussion Papers.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," NBER Working Papers 11034, National Bureau of Economic Research, Inc.
- Igor G. Pospelov & Stanislav A. Radionov, 2014.
"On The Social Efficiency In Monopolistic Competitioin Models,"
HSE Working papers
WP BRP 80/EC/2014, National Research University Higher School of Economics.
- Pospelov Igor & Radionov Stanislav, 2015. "On the Social Efficiency in Monopolistic Competition Models," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(3), pages 386-394.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010.
"DSGE models for monetary policy analysis,"
FRB Atlanta CQER Working Paper
2010-02, Federal Reserve Bank of Atlanta.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010. "DSGE Models for Monetary Policy Analysis," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367, Elsevier.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010.
"Inflation Target Shocks and Monetary Policy Inertia in the Euro Area,"
Post-Print
hal-01612708, HAL.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Economic Journal, Royal Economic Society, vol. 120(547), pages 1100-1124, September.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," TSE Working Papers 09-060, Toulouse School of Economics (TSE).
- Fève,P. & Matheron,J. & Sahuc, J-G., 2009. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Working papers 243, Banque de France.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2008. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," IDEI Working Papers 515, Institut d'Économie Industrielle (IDEI), Toulouse.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2018.
"Rules-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation is Low,"
Carleton Economic Papers
18-08, Carleton University, Department of Economics, revised 08 Mar 2019.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low," Working Papers 20-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Khan, Hashmat & Phaneuf, Louis & Victor, Jean Gardy, 2020. "Rules-based monetary policy and the threat of indeterminacy when trend inflation is low," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 317-333.
- Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
- Audzei, Volha & Brůha, Jan, 2022.
"A model of the Euro area, China, and the United States: Trade links and trade wars,"
Economic Modelling, Elsevier, vol. 111(C).
- Volha Audzei & Jan Bruha, 2020. "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers 2020/6, Czech National Bank.
- Joao Madeira, 2012. "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers 1204, University of Exeter, Department of Economics.
- Lukas Boer & Malte Rieth, 2024.
"The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty,"
IMF Working Papers
2024/013, International Monetary Fund.
- Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," Discussion Papers of DIW Berlin 2072, DIW Berlin, German Institute for Economic Research.
- Gregory de Walque & Frank Smets & Raf Wouters, 2006. "Price Shocks in General Equilibrium: Alternative Specifications," CESifo Economic Studies, CESifo Group, vol. 52(1), pages 153-176, March.
- V. I. Baluta & D. N. Shul’ts & P. A. Lavrinenko, 2022. "Assessing the Impact of Global Hydrocarbon Prices on the Russian Economy Based on the DSGE Model with Capital-Owning Firms," Studies on Russian Economic Development, Springer, vol. 33(1), pages 107-117, February.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006.
"Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment,"
IZA Discussion Papers
2528, Institute of Labor Economics (IZA).
- Vincent Bodart & Gregory de Walque & Olivier Pierrard & Henri R. Sneessens & Raf Wouters, 2006. "Nominal wage rigidities in a new Keynesian model with frictional unemployment," Working Paper Research 97, National Bank of Belgium.
Cited by:
- Dabusinskas, Aurelijus & Konya, Istvan & Millard, Stephen, 2016.
"How does labour market structure affect the response of economies to shocks?,"
Bank of England working papers
582, Bank of England.
- Aurelijus Dabusinskas & István Kónya & Stephen Millard, 2015. "How does labour market structure affect the response of economies to shocks?," CERS-IE WORKING PAPERS 1516, Institute of Economics, Centre for Economic and Regional Studies.
- Jolan Mohimont, 2019.
"Welfare effects of business cycles and monetary policies in a small open emerging economy,"
Working Paper Research
376, National Bank of Belgium.
- Mohimont, Jolan, 2022. "Welfare effects of business cycles and monetary policies in a small open emerging economy," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Jordi Galí, 2009.
"Monetary policy and unemployment,"
Economics Working Papers
1198, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2010.
- Jordi GalÃ, 2015. "Monetary Policy and Unemployment," Working Papers 435, Barcelona School of Economics.
- Galí, Jordi, 2010. "Monetary Policy and Unemployment," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 10, pages 487-546, Elsevier.
- Jordi Galí, 2010. "Monetary Policy and Unemployment," NBER Working Papers 15871, National Bureau of Economic Research, Inc.
- GalÃ, Jordi, 2010. "Monetary Policy and Unemployment," CEPR Discussion Papers 7771, C.E.P.R. Discussion Papers.
- Sandra Gomes & Pascal Jacquinot, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Working Papers
w202301, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
- Poilly, C. & Sahuc, J-G., 2008.
"Welfare Implications of Heterogeneous Labor Markets in a Currency Area,"
Working papers
199, Banque de France.
- Poilly, Céline & Sahuc, Jean-Guillaume, 2013. "Welfare Implications Of Heterogeneous Labor Markets In A Currency Area," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 294-325, March.
- Salem M. Abo-Zaid, 2009.
"Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?,"
EERI Research Paper Series
EERI_RP_2009_23, Economics and Econometrics Research Institute (EERI), Brussels.
- Salem M. Abo-Zaid, 2010. "Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(1), pages 28-58.
- Abo-Zaid, Salem, 2009. "Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?," MPRA Paper 13177, University Library of Munich, Germany.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Bank of England working papers
375, Bank of England.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Paper Series 1053, European Central Bank.
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Papers 09-6, Federal Reserve Bank of Philadelphia.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Paper 96, CPB Netherlands Bureau for Economic Policy Analysis.
- Marianna Riggi, 2007. "New Keynesian models with labor market rigidities: a critical survey," Working Papers in Public Economics 102, Department of Economics and Law, Sapienza University of Roma.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
- 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.
- Millard, Stephen, 2015. "The Great Recession and the UK labour market," Bank of England working papers 566, Bank of England.
- Marianna Riggi, 2010. "Nominal And Real Wage Rigidities In New Keynesian Models: A Critical Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 539-572, July.
- DE LA CROIX, David & DE WALQUE, Gregory & WOUTERS, Rafael, 2006.
"Dynamics and monetary policy in a fair wage model of the business cycle,"
LIDAM Discussion Papers CORE
2006106, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- David, DE LA CROIX & Gregory, DE WALQUE & Rafael, WOUTERS, 2006. "Dynamics and monetary policy in a fair wage model of the business cycle," Discussion Papers (ECON - Département des Sciences Economiques) 2006061, Université catholique de Louvain, Département des Sciences Economiques.
- David de la Croix & Gregory de Walque & Rafael Wouters, 2006. "Dynamics and monetary policy in a fair wage model of the business cycle," Working Paper Research 98, National Bank of Belgium.
- Wouters, Raf & de Walque, Gregory & de la Croix, David, 2007. "Dynamics and monetary policy in a fair wage model of the business cycle," Working Paper Series 780, European Central Bank.
Cited by:
- Danthine, Jean-Pierre & Kurmann, André, 2010.
"The business cycle implications of reciprocity in labor relations,"
Journal of Monetary Economics, Elsevier, vol. 57(7), pages 837-850, October.
- Jean-Pierre Danthine, 2010. "The Business Cycle Implications of Reciprocity in Labor Relations," Working Papers 2010-10, Swiss National Bank.
- Jean-Pierre DANTHINE & André KURMANN, 2007. "The Business Cycle Implications of Reciprocity in Labor Relations," Cahiers de Recherches Economiques du Département d'économie 07.12, Université de Lausanne, Faculté des HEC, Département d’économie.
- Jean-Pierre Danthine & André Kurmann, 2007. "The Business Cycle Implications of Reciprocity in Labor Relations," Cahiers de recherche 0743, CIRPEE.
- Danthine, Jean-Pierre & Kurmann, Andre, 2007. "The Business Cycle Implications of Reciprocity in Labour Relations," CEPR Discussion Papers 6587, C.E.P.R. Discussion Papers.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2010.
"Monetary persistence and the labor market: A new perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 968-983, May.
- Wolfgang Lechthaler & Christian Merkl & Dennis Snower, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CESifo Working Paper Series 2935, CESifo.
- Snower, Dennis & Merkl, Christian & Lechthaler, Wolfgang, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CEPR Discussion Papers 7650, C.E.P.R. Discussion Papers.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary persistence and the labor market: A new perspective," Kiel Working Papers 1409, Kiel Institute for the World Economy (IfW Kiel).
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary Persistence and the Labor Market: A New Perspective," IZA Discussion Papers 3513, Institute of Labor Economics (IZA).
- Dennis Wesselbaum, 2013.
"Reciprocity and matching frictions,"
International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(3), pages 247-268, September.
- Wesselbaum, Dennis, 2010. "Reciprocity and matching frictions," Kiel Working Papers 1616, Kiel Institute for the World Economy (IfW Kiel).
- Gerhard Rünstler, 2009. "Shirking, Endogenous Lay-off Rates and the A-cyclicality of the Real Wage," WIFO Working Papers 350, WIFO.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Yakita, Akira, 2014. "Involuntary unemployment and sustainability of bond-financed fiscal deficit," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 79-93.
- de Walque, G. & Smets, F. & Wouters, R., 2005.
"Price setting in General Equilibrium: Alternative Specifications,"
Computing in Economics and Finance 2005
370, Society for Computational Economics.
Cited by:
- Collard, Fabrice & Dellas, Harris & Smets, Frank, 2009.
"Imperfect information and the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 56(S), pages 38-56.
- Dellas, Harris & Smets, Frank & Collard, Fabrice, 2010. "Imperfect information and the business cycle," CEPR Discussion Papers 7643, C.E.P.R. Discussion Papers.
- Fabrice Collard & Harris Dellas & Frank Smets, 2009. "Imperfect Information and the Business Cycle," School of Economics and Public Policy Working Papers 2009-15, University of Adelaide, School of Economics and Public Policy.
- Huw Dixon & Engin Kara, 2010.
"Can We Explain Inflation Persistence in a Way that Is Consistent with the Microevidence on Nominal Rigidity?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 151-170, February.
- Huw Dixon & Engin Kara, 2010. "Can We Explain Inflation Persistence in a Way that Is Consistent with the Microevidence on Nominal Rigidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 151-170, February.
- Dixon, Huw David & Kara, Engin, 2008. "Can we explain inflation persistence in a way that is consistent with the micro-evidence on nominal rigidity?," Cardiff Economics Working Papers E2008/22, Cardiff University, Cardiff Business School, Economics Section.
- Ignazio Angeloni & Luc Aucremanne & Michael Ehrmann & Jordi Galí & Andrew Levin & Frank Smets, 2006.
"New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 562-574, 04-05.
- Ignazio Angelloni & Luc Aucremanne & Michael Ehrmann & Jordi Galí & Andrew Levin & Frank Smets, 2005. "New evidence on inflation persistence and price stickiness in the Euro area: Implications for macro modelling," Economics Working Papers 910, Department of Economics and Business, Universitat Pompeu Fabra.
- Ignazio Angeloni & Luc Aucremanne & Michael Ehrmann & Andrew Levin & Frank Smets & Jordi GalÃ, 2015. "New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modelling," Working Papers 242, Barcelona School of Economics.
- Levin, Andrew T. & Coenen, Günter, 2004.
"Identifying the influences of nominal and real rigidities in aggregate price-setting behavior,"
Working Paper Series
418, European Central Bank.
- Coenen, Gunter & Levin, Andrew T. & Christoffel, Kai, 2007. "Identifying the influences of nominal and real rigidities in aggregate price-setting behavior," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2439-2466, November.
- Andrew Levin & Günter Coenen, 2005. "Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior," Computing in Economics and Finance 2005 66, Society for Computational Economics.
- Altig, David & Christiano, Lawrence & Eichenbaum, Martin & Lindé, Jesper, 2004.
"Firm-Specific Capital, Nominal Rigidities and the Business Cycle,"
Working Paper Series
176, Sveriges Riksbank (Central Bank of Sweden).
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities and the business cycle," Working Paper Series WP-05-01, Federal Reserve Bank of Chicago.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2010. "Firm-specific capital, nominal rigidities and the business cycle," International Finance Discussion Papers 990, Board of Governors of the Federal Reserve System (U.S.).
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2011. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 225-247, April.
- David E. Altig & Lawrence J. Christiano & Martin S. Eichenbaum & Jesper Lindé, 2004. "Firm-specific capital, nominal rigidities, and the business cycle," Working Papers (Old Series) 0416, Federal Reserve Bank of Cleveland.
- Eichenbaum, Martin & Christiano, Lawrence J. & Linde, Jesper & Altig, David E, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," CEPR Discussion Papers 4858, C.E.P.R. Discussion Papers.
- David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," NBER Working Papers 11034, National Bureau of Economic Research, Inc.
- Emmanuel Dhyne & Luis J. Álvarez & Hervé le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lünnemann & Fabio Rumler & Jouko Vilmunen, 2005.
"Price setting in the euro area: Some stylized facts from Individual Consumer Price Data,"
Working Papers
0528, Banco de España.
- Álvarez, L. & Dias, D. & Dhyne, E. & Hoffmann, J. & Jonker, N. & Le Bihan, H. & Lünnemann, P. & Rumler, F. & Veronese, G. & Vilmunen, J., 2005. "Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data," Working papers 136, Banque de France.
- Hoffmann, Johannes & Veronese, Giovanni & Álvarez, Luis J. & Le Bihan, Hervé & Dias, Daniel & Dhyne, Emmanuel & Vilmunen, Jouko & Lünnemann, Patrick & Jonker, Nicole & Rumler, Fabio, 2005. "Price setting in the euro area: some stylized facts from individual consumer price data," Working Paper Series 524, European Central Bank.
- Emmanuel Dhyne & Luis J. Álvarez & Hervé Le Bihan & Giovanni Veronese & Daniel Dias & Johannes Hoffmann & Nicole Jonker & Patrick Lünnemann & Fabio Rumler & Jouko Vilmunen, 2005. "Price setting in the euro area: Some stylized facts from Individual Consumer Price Data," Working Paper Research 74, National Bank of Belgium.
- Emmanuel Dhyne, 2005. "Price setting in the euro area: Some stylized facts from Individual Consumer Price Data," Working Papers w200506, Banco de Portugal, Economics and Research Department.
- Gregory de Walque & Frank Smets & Rafael Wouters, 2006.
"Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- Smets, Frank & Wouters, Raf & de Walque, Gregory, 2006. "Firm-specific production factors in a DSGE model with Taylor price setting," Working Paper Series 648, European Central Bank.
- de Walque, Gregory & Smets, Frank & Wouters, Rafael, 2006. "Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting," MPRA Paper 810, University Library of Munich, Germany.
- Gregory de Walque & Frank Smets & Raf Wouters, 2006. "Firm-specific production factors in a DSGE model with Taylor price setting," Working Paper Research 85, National Bank of Belgium.
- Collard, Fabrice & Dellas, Harris & Smets, Frank, 2009.
"Imperfect information and the business cycle,"
Journal of Monetary Economics, Elsevier, vol. 56(S), pages 38-56.
- Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005.
"On the Fit and Forecasting Performance of New Keynesian Models,"
CEPR Discussion Papers
4848, C.E.P.R. Discussion Papers.
- Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004. "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper 2004-37, Federal Reserve Bank of Atlanta.
- Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 491, European Central Bank.
Cited by:
- Haider, Adnan & Khan, Safdar Ullah, 2008.
"A Small Open Economy DSGE Model for Pakistan,"
MPRA Paper
12977, University Library of Munich, Germany, revised 17 Jan 2009.
- Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
- Eilev S. Jansen, 2004.
"Modelling inflation in the Euro Area,"
Working Paper
2004/10, Norges Bank.
- Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
- Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric expectation effects of regime shifts and the Great Moderation,"
Working Papers
653, Federal Reserve Bank of Minneapolis.
- 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
WP-08-12, Federal Reserve Bank of Chicago.
- 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.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2009. "Investment Shocks and Business Cycles," NBER Working Papers 15570, National Bureau of Economic Research, Inc.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2008. "Investment shocks and business cycles," Staff Reports 322, Federal Reserve Bank of New York.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008.
"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.
- 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.
- 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, 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, 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.
- 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
halshs-00270900, HAL.
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"Bank Behaviour and the Cost Channel of Monetary Transmission,"
Money Macro and Finance (MMF) Research Group Conference 2006
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"Non‐stationary Hours in a DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
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W.E.P. - Würzburg Economic Papers
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Working Papers Central Bank of Chile
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"Evaluation of macroeconomic models for financial stability analysis,"
Economics Series Working Papers
2006-FE-01, University of Oxford, Department of Economics.
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"The Time Varying Volatility of Macroeconomic Fluctuations,"
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- Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-641, June.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007.
"Forecasting the South African Economy: A DSGE-VAR Approach,"
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"Monetary policy effects on bank risk taking,"
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"Trend agnostic one step estimation of DSGE models,"
MPRA Paper
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"A Bayesian Look at New Open Economy Macroeconomics,"
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"Forecasting Canadian Time Series with the New-Keynesian Model,"
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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
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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,"
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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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"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
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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
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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,"
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"Optimal Monetary Policy in an Operational Medium-Sized DSGE Model,"
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- Malin Adolfson & Stefan Las√Âen & Jesper Lind√ & Lars E.O. Svensson, 2011. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1287-1331, October.
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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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"Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model,"
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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"Econometrics: A Bird's Eye View,"
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- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
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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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"What does the yield curve tell us about the Federal Reserve's implicit inflation target?,"
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"DSGE Models in a Data-Rich Environment,"
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"FiMod — A DSGE model for fiscal policy simulations,"
Economic Modelling, Elsevier, vol. 29(2), pages 239-261.
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- Viktors Ajevskis & Kristine Vitola, 2009. "Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective," Working Papers 2009/04, Latvijas Banka.
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"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks,"
Working Paper Series
188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
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- Carmine Trecroci & Matilde Vassalli, 2006.
"Monetary policy regime shifts: new evidence from time-varying interest rate rules,"
Working Papers
0602, University of Brescia, Department of Economics.
- Carmine Trecroci & Matilde Vassalli, 2010. "Monetary Policy Regime Shifts: New Evidence From Time‐Varying Interest Rate Rules," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 933-950, October.
- Francesco Giuli & Massimiliano Tancioni, 2010. "Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation," Working Papers in Public Economics 131, Department of Economics and Law, Sapienza University of Roma.
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"Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not,"
IMF Working Papers
2006/177, International Monetary Fund.
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- Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
- Renata Wróbel-Rotter, 2016. "Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(2), pages 93-114, June.
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- Steffen Henzel & Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2007.
"The Price Puzzle Revisited: Can the Cost Channel Explain a Rise in Inflation after a Monetary Policy Shock?,"
CESifo Working Paper Series
2039, CESifo.
- Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 268-289, June.
- Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric, 2009. "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Munich Reprints in Economics 19421, University of Munich, Department of Economics.
- Mattias Villani & Malin Adolfson & Jesper Linde, 2005.
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model,"
Money Macro and Finance (MMF) Research Group Conference 2005
32, Money Macro and Finance Research Group.
- Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series 190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
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"DSGE model restrictions for structural VAR identification,"
Bank of England working papers
402, Bank of England.
- Philip Liu & Konstantinos Theodoridis, 2012. "DSGE Model Restrictions for Structural VAR Identification," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 61-95, December.
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"Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach,"
Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
- Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach," Working Paper series 04_13, Rimini Centre for Economic Analysis.
- Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008. "Real exchange rate volatility and disconnect: an empirical investigation," Temi di discussione (Economic working papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 123-158, February.
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"The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule,"
Discussion Paper Series 1: Economic Studies
2009,24, Deutsche Bundesbank.
- Eric Mayer & Nikolai Stähler, 2013. "The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 39-74, February.
- Francesco Giuli & Massimiliano Tancioni, 2012. "Prince-setting, monetary policy and the contractionary effects of productivity improvements," Departmental Working Papers of Economics - University 'Roma Tre' 0161, Department of Economics - University Roma Tre.
- 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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- 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.
- 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).
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"Issues in Adopting DSGE Models for Use in the Policy Process,"
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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.
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- Pau Rabanal, 2006. "Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model," Computing in Economics and Finance 2006 87, Society for Computational Economics.
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- Rossana Merola, 2009. "A bayesian estimation of a DSGE model with financial frictions," CEIS Research Paper 149, Tor Vergata University, CEIS, revised 01 Oct 2009.
- Männistö, Hanna-Leena, 2005. "Forecasting with a forward-looking DGE model: combining long-run views of financial markes with macro forecasting," Bank of Finland Research Discussion Papers 21/2005, Bank of Finland.
- Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650.
- Raf Wouters & Frank Smets, 2004.
"Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy,"
Computing in Economics and Finance 2004
132, Society for Computational Economics.
- Frank Smets & Raf Wouters, 2005. "Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 146-65, Bank for International Settlements.
Cited by:
- Grossi, Michele & Tamborini, Roberto, 2011.
"Stock prices and monetary policy: Re-examining the issue in a New Keynesian model with endogenous investment,"
Economics Discussion Papers
2011-54, Kiel Institute for the World Economy (IfW Kiel).
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- Daisuke Ikeda, 2022. "Monetary Policy, Inflation, and Rational Asset Price Bubbles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1569-1603, September.
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- Tolga Dağlaroğlu & Baki Demirel & Syed F. Mahmud, 2018. "Monetary policy implications of short-term capital flows in Turkey," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 747-763, November.
- Smets, Frank & Wouters, Rafael, 2004.
"Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach,"
CEPR Discussion Papers
4750, C.E.P.R. Discussion Papers.
- Raf Wouters & Frank Smets, 2005. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
- Frank Smets & Raf Wouters, 2005. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
- Frank Smets & Raf Wouters, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Research 61, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Series 391, European Central Bank.
Cited by:
- Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016.
"A time varying DSGE model with financial frictions,"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
- Moons, Cindy, 2009. "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers 2009/23, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- José R. Maria & Paulo Júlio, 2017. "The Portuguese post-2008 period: A narrative from an estimated DSGE model," Working Papers w201715, Banco de Portugal, Economics and Research Department.
- Hördahl, Peter & Tristani, Oreste & Vestin, David, 2007.
"The yield curve and macroeconomic dynamics,"
Working Paper Series
832, European Central Bank.
- Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
- Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
- Jang, Tae-Seok & Sacht, Stephen, 2017. "Modeling consumer confidence and its role for expectation formation: A horse race," Economics Working Papers 2017-04, Christian-Albrechts-University of Kiel, Department of Economics.
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005.
"Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through,"
Working Paper Series
179, Sveriges Riksbank (Central Bank of Sweden).
- Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007. "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, vol. 72(2), pages 481-511, July.
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"Pricing models: a Bayesian DSGE approach to the U.S. economy,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Philippe Laforte, 2007. "Pricing Models: A Bayesian DSGE Approach for the U.S. Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 127-154, February.
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- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Marco Bottone & Cristina Conflitti & Marianna Riggi & Alex Tagliabracci, 2021. "Firms' inflation expectations and pricing strategies during Covid-19," Questioni di Economia e Finanza (Occasional Papers) 619, Bank of Italy, Economic Research and International Relations Area.
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
- Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015. "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 295-314.
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"Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy,"
MPRA Paper
78439, University Library of Munich, Germany.
- Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Bilenkisi, Fikret, 2024. "Uncertainty, labour force participation and job search," Economic Modelling, Elsevier, vol. 139(C).
- Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
- Milani, Fabio, 2008.
"Learning, monetary policy rules, and macroeconomic stability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
- Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, University Library of Munich, Germany.
- Michael T. Kiley & Jean-Philippe Laforte & Rochelle M. Edge, 2008. "The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic," 2008 Meeting Papers 990, Society for Economic Dynamics.
- Scharler, Johann & Rumler, Fabio, 2009.
"Labor market institutions and macroeconomic volatility in a panel of OECD countries,"
Working Paper Series
1005, European Central Bank.
- Fabio RUMLER & Johann SCHARLER, 2008. "Labor Market Institutions and Macroeconomic Volatility in a Panel of OECD Countries," EcoMod2008 23800120, EcoMod.
- Fabio Rumler & Johann Scharler, 2011. "Labor Market Institutions And Macroeconomic Volatility In A Panel Of Oecd Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(3), pages 396-413, July.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009.
"Désinflation et chômage dans la zone euro: une analyse à l'aide d'un modèle VAR structurel,"
TSE Working Papers
09-014, Toulouse School of Economics (TSE).
- Patrick Feve & Julien Matheron & Guillaume Sahuc, 2010. "Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle var structurel," Annals of Economics and Statistics, GENES, issue 99-100, pages 365-394.
- Fève, P. & Matheron, J. & Sahuc, J-G., 2009. "Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle VAR structurel," Working papers 247, Banque de France.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2011. "Désinflation et Chômage dans la Zone Euro : Une Analyse à l’Aide d’un Modèle VAR Structurel," Post-Print hal-01612719, HAL.
- Marta Boczon, 2018. "Balanced Growth Approach to Forecasting Recessions," Working Paper 6487, Department of Economics, University of Pittsburgh.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024.
"Monetary Policy in the Euro Area: Active or Passive?,"
Working Papers
535, University of Milano-Bicocca, Department of Economics.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers 2024-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alice Albonico & Guido Ascari & Qazi Haque, 2024. "Monetary Policy in the Euro Area: Active or Passive?," School of Economics and Public Policy Working Papers 2024-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
- Jang, Tae-Seok & Sacht, Stephen, 2012.
"Identification of animal spirits in a bounded rationality model: An application to the euro area,"
Kiel Working Papers
1798, Kiel Institute for the World Economy (IfW Kiel).
- Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
- Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
- Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers 2012-12, Christian-Albrechts-University of Kiel, Department of Economics.
- Pesenti, Paolo & Laxton, Doug & Muir, Dirk & Elekdag, Selim & Lalonde, Rene, 2008.
"Oil Price Movements and the Global Economy: A Model-Based Assessment,"
CEPR Discussion Papers
6700, C.E.P.R. Discussion Papers.
- Selim Elekdag & René Lalonde & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2007. "Oil Price Movements and the Global Economy: A Model-Based Assessment," Staff Working Papers 07-34, Bank of Canada.
- Selim Elekdag & Rene Lalonde & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2008. "Oil Price Movements and the Global Economy: A Model-Based Assessment," NBER Working Papers 13792, National Bureau of Economic Research, Inc.
- Selim Elekdag & René Lalonde & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2008. "Oil Price Movements and the Global Economy: A Model-Based Assessment," IMF Staff Papers, Palgrave Macmillan, vol. 55(2), pages 297-311, June.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"Classical time-varying FAVAR models - Estimation, forecasting and structural analysis,"
CEPR Discussion Papers
8321, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
- Jürgen Jerger & Oke Röhe, 2012.
"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain,"
Working Papers
118, Bavarian Graduate Program in Economics (BGPE).
- Jürgen Jerger & Oke Röhe, 2014. "Testing for parameter stability in DSGE models. The cases of France, Germany, Italy, and Spain," International Economics and Economic Policy, Springer, vol. 11(3), pages 329-351, September.
- Campbell Leith & Simon Wren-Lewis, 2008.
"Electoral uncertainty and the deficit bias in a New Keynesian Economy,"
Working Papers
2009_11, Business School - Economics, University of Glasgow, revised Feb 2009.
- Leith, Campbell & Wren-Lewis, Simon, 2009. "Electoral Uncertainty and the Deficit Bias in a New Keynesian Economy," SIRE Discussion Papers 2009-08, Scottish Institute for Research in Economics (SIRE).
- Cambell Leith & Simon Wren-Lewis, 2008. "Electoral Uncertainty and the Deficit Bias in a New Keynesian Economy," CDMA Conference Paper Series 0803, Centre for Dynamic Macroeconomic Analysis.
- 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.
- Jean-Guillaume Sahuc & Frank Smets, 2008.
"Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 505-521, March.
- Frank Smets & Jean-Guillaume Sahuc, 2008. "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model," Post-Print hal-01612714, HAL.
- Jean-Guillaume Sahuc & Frank Smets, 2007. "Differences in interest rate policy at the ECB and the Fed : an investigation with a medium-scale DSGE model," Documents de recherche 07-07, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Jean‐Guillaume Sahuc & Frank Smets, 2008. "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium‐Scale DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 505-521, March.
- Smets, F. & Sahuc, J-G., 2007. "Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model," Working papers 182, Banque de France.
- Darracq Pariès, Matthieu & Kühl, Michael, 2016.
"The optimal conduct of central bank asset purchases,"
Working Paper Series
1973, European Central Bank.
- Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
- Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017.
"Great recession, slow recovery and muted fiscal policies in the US,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2016. "Great Recession, Slow Recovery and Muted Fiscal Policies in the US," Working Papers 201602, School of Economics, University College Dublin.
- Turco, Enrico & Bazzana, Davide & Rizzati, Massimiliano & Ciola, Emanuele & Vergalli, Sergio, 2023. "Energy price shocks and stabilization policies in the MATRIX model," Energy Policy, Elsevier, vol. 177(C).
- Etienne Gagnon, 2007.
"Price setting during low and high inflation: evidence from Mexico,"
International Finance Discussion Papers
896, Board of Governors of the Federal Reserve System (U.S.).
- Etienne Gagnon, 2009. "Price Setting during Low and High Inflation: Evidence from Mexico," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 1221-1263.
- Etienne Gagnon, 2006. "Price Setting during Low and High Inflation: Evidence from Mexico," 2006 Meeting Papers 300, Society for Economic Dynamics.
- Votinov, A., 2022. "The effects of additional non-stationary processes on the properties of DSGE-models," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 28-43.
- Merkl, Christian & Schmitz, Tom, 2010.
"Macroeconomic Volatilities and the Labor Market: First Results from the Euro Experiment,"
IZA Discussion Papers
4924, Institute of Labor Economics (IZA).
- Merkl, Christian & Schmitz, Tom, 2011. "Macroeconomic volatilities and the labor market: First results from the euro experiment," European Journal of Political Economy, Elsevier, vol. 27(1), pages 44-60, March.
- Merkl, Christian & Schmitz, Tom, 2009. "Macroeconomic volatilities and the labor market: first results from the euro experiment," Kiel Working Papers 1511, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- Sutherland, Alan & Senay, Ozge, 2016.
"Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets,"
CEPR Discussion Papers
11198, C.E.P.R. Discussion Papers.
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VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
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"Speed of Adjustment to Selected Labour Market and Tax Reforms,"
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"How Loose, how tight? A measure of monetary and fiscal stance for the euro area,"
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Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
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- 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.
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Cited by:
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"Expectations-Driven Cycles in the Housing Market,"
Discussion Papers
12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
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- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
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- Paolo Surico, 2003.
"How does the ECB target inflation?,"
Macroeconomics
0305005, University Library of Munich, Germany.
- Surico, Paolo, 2003. "How does the ECB target inflation?," Working Paper Series 229, European Central Bank.
- Paolo Surico, 2004.
"Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences,"
Computing in Economics and Finance 2004
108, Society for Computational Economics.
- Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, University Library of Munich, Germany, revised 23 Feb 2004.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Econometric Society 2004 Latin American Meetings 8, Econometric Society.
- Paolo Surico, 2007. "The Monetary Policy of the European Central Bank," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 115-135, March.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo.
- Surico, Paolo, 2007. "The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 305-324, January.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012.
"Expectations-Driven Cycles in the Housing Market,"
Discussion Papers
12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Frank Smets & Raf Wouters, 2002.
"Output and interest rate gaps: Theory versus practice,"
Computing in Economics and Finance 2002
355, Society for Computational Economics.
Cited by:
- Juan José Echavarría & Enrique López Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006.
"La Tasa de Interés Natural en Colombia,"
Borradores de Economia
3088, Banco de la Republica.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 412, Banco de la Republica de Colombia.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 44-89, June.
- Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007.
"A time-varying "natural" rate of interest for the euro area,"
European Economic Review, Elsevier, vol. 51(7), pages 1768-1784, October.
- Jean-Stephane Mesonnier & Jean-Paul Renne, 2004. "A Time Varying Natural Rate of Interest for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004 42, Money Macro and Finance Research Group.
- Juan José Echavarría & Enrique López Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006.
"La Tasa de Interés Natural en Colombia,"
Borradores de Economia
3088, Banco de la Republica.
- Smets, Frank & Wouters, Raf, 2002.
"An estimated stochastic dynamic general equilibrium model of the euro area,"
Working Paper Series
171, European Central Bank.
Cited by:
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2005.
"DSGE Models of High Exchange-Rate Volatility and Low Pass-Through,"
CEPR Discussion Papers
5377, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE models of high exchange-rate volatility and low pass-through," International Finance Discussion Papers 845, Board of Governors of the Federal Reserve System (U.S.).
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers ECO2005/23, European University Institute.
- Sylvain Leduc & Giancarlo Corsetti & Luca Dedola, 2005. "Pass-Through and Exchange-Rate Fluctuations in a DSGE Model of Price," 2005 Meeting Papers 381, Society for Economic Dynamics.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "High exchange-rate volatility and low pass-through," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1113-1128, September.
- Moons, Cindy, 2009. "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers 2009/23, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- Emilia Mioara CAMPEANU, 2012. "How can be investigated the fiscal policy effects on the Romanian economy?," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 80-87, May.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010.
"Welfare‐maximizing monetary policy under parameter uncertainty,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143, January.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Proceedings, Federal Reserve Bank of San Francisco.
- Thomas Laubach & John C. Williams & Rochelle M. Edge, 2007. "Welfare-Maximizing Monetary Policy under Parameter Uncertainty," 2007 Meeting Papers 311, Society for Economic Dynamics.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2010. "Welfare-maximizing monetary policy under parameter uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 129-143.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Finance and Economics Discussion Series 2007-56, Board of Governors of the Federal Reserve System (U.S.).
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2008. "Welfare-Maximizing Monetary Policy Under Parameter Uncertainty," CAMA Working Papers 2008-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Boyer, 2013. "The euro crisis: undetected by conventional economics, favoured by nationally focused polity," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 37(3), pages 533-569.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005.
"Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through,"
Working Paper Series
179, Sveriges Riksbank (Central Bank of Sweden).
- Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007. "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, vol. 72(2), pages 481-511, July.
- Eickmeier, Sandra, 2006. "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies 2006,31, Deutsche Bundesbank.
- Federico Ravenna, 2006.
"Vector autoregressions and reduced form representations of DSGE models,"
Working Papers
0619, Banco de España.
- Federico Ravenna, 2005. "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers 841, Society for Economic Dynamics.
- Ravenna, Federico, 2007. "Vector autoregressions and reduced form representations of DSGE models," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2048-2064, October.
- Christian Dreger & Konstantin Kholodilin & Kirsten Lommatzsch & Jiri Slacalek & Przemyslaw Wozniak, 2007.
"Price Convergence in the Enlarged Internal Market,"
Discussion Papers of DIW Berlin
730, DIW Berlin, German Institute for Economic Research.
- Christian Dreger & Konstantin Kholodilin & Kirsten Lommatzsch & JiÅà SlaÄálek & Przemyslaw Wozniak, 2008. "Price Convergence in an Enlarged Internal Market," Eastern European Economics, Taylor & Francis Journals, vol. 46(5), pages 57-68, September.
- Christian Dreger & Konstantin Kholodilin & Kirsten Lommatzsch & Jirka Slacalek & Przemyslaw Wozniak, 2007. "Price Convergence in the Enlarged Internal Market," CASE Network Reports 0076, CASE-Center for Social and Economic Research.
- Christian Dreger & Konstantin Kholodilin & Kirsten Lommatzsch & Jirka Slacalek & Przemyslaw Wozniak, 2007. "Price convergence in the enlarged internal market," European Economy - Economic Papers 2008 - 2015 292, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Valdivia Coria, Joab Dan, 2016. "“Acelerador financiero, impacto del precio del gas” [“Financial accelerator, oil price impact "]," MPRA Paper 78784, University Library of Munich, Germany.
- Lee E. Ohanian, 2007. "Commentary on \\"Model fit and model selection\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 361-370.
- James M. Nason & George A. Slotsve, 2004.
"Along the New Keynesian Phillips curve with nominal and real rigidities,"
FRB Atlanta Working Paper
2004-9, Federal Reserve Bank of Atlanta.
- George A. Slotsve & James M. Nason, 2003. "Along the New Keynesian Phillips Curve with Nominal and Real Rigidities," Computing in Economics and Finance 2003 270, Society for Computational Economics.
- 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.
- 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.
- 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, 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.
- 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.
- Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2005. "Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 181-215.
- GalÃ, Jordi & Rabanal, Pau, 2004.
"Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Post-War US Data?,"
CEPR Discussion Papers
4522, C.E.P.R. Discussion Papers.
- Mr. Jordi Gali Garreta & Mr. Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Postwar U.S. Data?," IMF Working Papers 2004/234, International Monetary Fund.
- Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc.
- Patra, Michael Debabrata & Khundrakpam, Jeevan Kumar & Gangadaran, Sivaramakrishnan, 2017. "The quest for optimal monetary policy rules in India," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 349-370.
- Francesco Zanetti, 2003. "Non-Walrasian Labor Market and the European Business Cycle," Boston College Working Papers in Economics 574, Boston College Department of Economics, revised 20 May 2004.
- Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero, 2005.
"The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Adalid, Ramón & Coenen, Günter & McAdam, Peter & Siviero, Stefano, 2005. "The performance and robustness of interest-rate rules in models of the euro area," Working Paper Series 479, European Central Bank.
- Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper 821, University Library of Munich, Germany.
- Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Economic Change and Restructuring, Springer, vol. 31(2), pages 185-204, June.
- Bergvall, Anders & Forsfält, Tomas & Hjelm, Göran & Nilsson, Jonny & Vartiainen, Juhana, 2007. "KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy," Working Papers 100, National Institute of Economic Research.
- 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.
- 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.
- Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2006. "Bank Behavior and the Cost Channel of Monetary Transmission," CESifo Working Paper Series 1813, CESifo.
- Paolo Surico, 2003.
"How does the ECB target inflation?,"
Macroeconomics
0305005, University Library of Munich, Germany.
- Surico, Paolo, 2003. "How does the ECB target inflation?," Working Paper Series 229, European Central Bank.
- George Hondroyiannis & Sophia Lazaretou, 2004.
"Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data,"
Working Papers
13, Bank of Greece.
- George Hondroyiannis & Sophia Lazaretou, 2007. "Inflation persistence during periods of structural change: an assessment using Greek data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 453-475, December.
- Hondroyiannis, George & Lazaretou, Sophia, 2004. "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series 370, European Central Bank.
- 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, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1357-1373, September.
- Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006. "Non-stationary hours in a DSGE model," Working Papers 06-3, Federal Reserve Bank of Philadelphia.
- 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.
- Peter McAdam, 2007.
"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Alfred A. Haug & Christie Smith, 2007.
"Local linear impulse responses for a small open economy,"
Working Papers
0707, University of Otago, Department of Economics, revised Apr 2007.
- Alfred A. Haug & Christie Smith, 2012. "Local Linear Impulse Responses for a Small Open Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 470-492, June.
- Alfred A Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2007/09, Reserve Bank of New Zealand.
- Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco, 2013.
"Housing market bubbles and business cycles in an agent-based credit economy,"
Economics Discussion Papers
2013-32, Kiel Institute for the World Economy (IfW Kiel).
- Erlingsson, Einar Jon & Teglio, Andrea & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Raberto, Marco, 2014. "Housing market bubbles and business cycles in an agent-based credit economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-42.
- 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
2006-FE-01, University of Oxford, Department of Economics.
- 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, 2012. "Evaluation of Macroeconomic Models for Financial Stability Analysis," Chapters, in: The Challenge of Financial Stability, chapter 3, pages 32-58, Edward Elgar Publishing.
- 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.
- Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013.
"On the distributional properties of size, profit and growth of Icelandic firms,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 57-74, April.
- Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012. "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers 2012/01, Economics Department, Universitat Jaume I, Castellón (Spain).
- Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012. "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper 35857, University Library of Munich, Germany.
- Giorgio Primiceri & Alejandro Justiniano, 2006.
"The Time Varying Volatility of Macroeconomic Fluctuations,"
2006 Meeting Papers
353, Society for Economic Dynamics.
- Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics.
- Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-641, June.
- Pogorelec, Sabina, 2006. "Fiscal and monetary policy in the enlarged European Union," Working Paper Series 655, European Central Bank.
- International Monetary Fund, 2005. "Finland: Selected Issues," IMF Staff Country Reports 2005/036, International Monetary Fund.
- Richard Dennis & Federico Ravenna, 2007.
"Learning and optimal monetary policy,"
Working Paper Series
2007-19, Federal Reserve Bank of San Francisco.
- Dennis, Richard & Ravenna, Federico, 2008. "Learning and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1964-1994, June.
- Valdivia, Daney, 2015. "Handbook on DSGE models: some useful tips in modeling a DSGE models," MPRA Paper 61347, University Library of Munich, Germany.
- Engler, Philipp & Grosse Steffen, Christoph, 2015.
"Sovereign risk, interbank freezes, and aggregate fluctuations,"
Working Paper Series
1840, European Central Bank.
- Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
- Edward Nelson & Kalin Nikolov, 2002.
"Monetary policy and stagflation in the UK,"
Bank of England working papers
155, Bank of England.
- Nelson, Edward & Nikolov, Kalin, 2002. "Monetary Policy and Stagflation in the UK," CEPR Discussion Papers 3458, C.E.P.R. Discussion Papers.
- Nelson, Edward & Nikolov, Kalin, 2004. "Monetary Policy and Stagflation in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 293-318, June.
- Ippei Fujiwara, 2004.
"Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero,"
Econometric Society 2004 Far Eastern Meetings
620, Econometric Society.
- Fujiwara, Ippei, 2006. "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
- Giammarioli, Nicola & Annicchiarico, Barbara & Piergallini, Alessandro, 2006. "Fiscal policy in a monetary economy with capital and finite lifetime," Working Paper Series 661, European Central Bank.
- Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective?,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
- Jean Boivin & Marc P. Giannoni, 2006. "Has Monetary Policy Become More Effective?," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 445-462, August.
- Giannoni, Marc & Boivin, Jean, 2006. "Has Monetary Policy Become More Effective?," CEPR Discussion Papers 5463, C.E.P.R. Discussion Papers.
- Mackowiak, Bartosz & Wiederholt, Mirko, 2007.
"Optimal Sticky Prices under Rational Inattention,"
CEPR Discussion Papers
6243, C.E.P.R. Discussion Papers.
- Maćkowiak, Bartosz & Wiederholt, Mirko, 2005. "Optimal sticky prices under rational inattention," SFB 649 Discussion Papers 2005-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Maćkowiak, Bartosz & Wiederholt, Mirko, 2009. "Optimal sticky prices under rational inattention," Working Paper Series 1009, European Central Bank.
- Bartosz Mackowiak & Mirko Wiederholt, 2009. "Optimal Sticky Prices under Rational Inattention," American Economic Review, American Economic Association, vol. 99(3), pages 769-803, June.
- Mirko Wiederholt & Bartosz Mackowiak, 2005. "Optimal Sticky Prices under Rational Inattention," 2005 Meeting Papers 369, Society for Economic Dynamics.
- Coenen, Günter & McAdam, Peter & Straub, Roland, 2008.
"Tax reform and labour-market performance in the euro area: A simulation-based analysis using the New Area-Wide Model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2543-2583, August.
- McAdam, Peter & Straub, Roland & Coenen, Günter, 2007. "Tax reform and labour-market performance in the euro area: a simulation-based analysis using the New Area-Wide Model," Working Paper Series 747, European Central Bank.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005.
"Forecasting Canadian Time Series with the New-Keynesian Model,"
Cahiers de recherche
0527, CIRPEE.
- 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.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2006.
"Identifying the role of labor markets for monetary policy in an estimated DSGE model,"
Working Paper Series
635, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," 2006 Meeting Papers 544, Society for Economic Dynamics.
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Cited by:
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CEPR Discussion Papers
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"Business cycles in an oil economy,"
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"What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?,"
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"Housing Market Spillovers: Evidence from an Estimated DSGE Model,"
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Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 243-288.
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"Quarterly Bayesian DSGE Model of Pakistan Economy with Informality,"
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Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 443-470, February.
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 841-869, August.
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"Fiscal Policy, Monetary Regimes and Current Account Dynamics,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
66054, Verein für Socialpolitik / German Economic Association.
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"The Effectiveness of a Fiscal Transfer Mechanism in a Monetary Union : A DSGE Model for the Euro Area,"
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"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
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"Imperfect competition and indeterminacy of aggregate output,"
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"DSGE Models and Central Banks,"
Economics Discussion Papers
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"Inflation Targeting in Western Europe,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(2), pages 1-32, August.
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"Testing external habits in an asset pricing model,"
CAMA Working Papers
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"Fiscal Policy in a Currency Union at the Zero Lower Bound,"
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"Not Going Away? Microfoundations in the Making of a New Consensus in Macroeconomics,"
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"Credit and Banking in a DSGE Model of the Euro Area,"
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"The Quantitative Importance of News Shocks in Estimated DSGE Models,"
Carleton Economic Papers
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- Hashmat Khan & John Tsoukalas, 2012. "The Quantitative Importance of News Shocks in Estimated DSGE Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1535-1561, December.
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MPRA Paper
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MPRA Paper
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"Examining the bond premium puzzle with a DSGE model,"
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"Real price and wage rigidities in a model with matching frictions,"
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"Why are labor markets in Spain and Germany so different?,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
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"Rare Shocks, Great Recessions,"
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"Pandemic Preference Shocks and Inflation in a New Keynesian Model,"
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"Forecasting inflation with thick models and neural networks,"
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"Financial intermediation, investment dynamics and business cycle fluctuations,"
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"Testing heterogeneity within the euro area,"
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"Labor market institutions and inflation volatility in the euro area,"
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Temi di discussione (Economic working papers)
1308, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Beenstock, Michael & Ilek, Alex, 2010.
"Wicksell's Classical Dichotomy: Is the natural rate of interest independent of the money rate of interest?,"
Journal of Macroeconomics, Elsevier, vol. 32(1), pages 366-377, March.
- Michael Beenstock & Alex Ilek, 2005. "Wicksell's Classical Dichotomy: Is The Natural Rate Of Interest Independent of the Money Rate of Interest ?," Bank of Israel Working Papers 2005.04b, Bank of Israel.
- Gregory de Walque & Frank Smets & Raf Wouters, 2006. "Price Shocks in General Equilibrium: Alternative Specifications," CESifo Economic Studies, CESifo Group, vol. 52(1), pages 153-176, March.
- Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Mathias Klein & Christopher Krause, 2019.
"Income Redistribution, Consumer Credit, and Keeping up with the Riches,"
Discussion Papers of DIW Berlin
1816, DIW Berlin, German Institute for Economic Research.
- Klein, Mathias & Krause, Christopher, 2014. "Income Redistribution, Consumer Credit,and Keeping up with the Riches," Ruhr Economic Papers 509, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Krause, Christopher & Klein, Mathias, 2015. "Income redistribution, consumer credit, and keeping up with the Riches," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112816, Verein für Socialpolitik / German Economic Association.
- Mathias Klein & Christopher Krause, 2020. "Income Redistribution, Consumer Credit, and Keeping Up with the Riches," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 1937-1971, December.
- Stähler, Nikolai & Gadatsch, Niklas & Hauzenberger, Klemens, 2014. "Getting into GEAR: German and the Rest of Euro Area Fiscal Policy During the Crisis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100460, Verein für Socialpolitik / German Economic Association.
- Bi, Huixin & Shen, Wenyi & Yang, Shu-Chun S., 2016. "Fiscal limits in developing countries: A DSGE Approach," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 119-130.
- Torój, Andrzej, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland, revised 11 May 2010.
- Langer, Viktoria C.E., 2016. "News shocks, nonseparable preferences, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 237-246.
- Demertzis, Maria & Van Els, Peter & Grob, Sybille & Peeters, Marga, 2006. "EUROMON: The multi-country model of De Nederlandsche Bank," MPRA Paper 28512, University Library of Munich, Germany.
- Andreyev, M. & Polbin, A., 2019. "Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 12-49.
- Ina Hajdini, 2022. "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers 22-03R, Federal Reserve Bank of Cleveland, revised 06 Mar 2023.
- Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper 116480, University Library of Munich, Germany.
- Dey, Jaya & Tsai, Yi-Chan, 2017. "Explaining the durable goods co-movement puzzle: A Bayesian approach," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 75-99.
- Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017.
"PIIGS in the Euro area: An empirical DSGE model,"
Discussion Papers in Economics
economics:201710, Griffith University, Department of Accounting, Finance and Economics.
- Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers 331, University of Milano-Bicocca, Department of Economics, revised 11 Mar 2016.
- Annicchiarico Barbara & Marini Giancarlo & Piergallini Alessandro, 2008.
"Monetary Policy and Fiscal Rules,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-42, February.
- Giancarlo Marini & Alessandro Piergallini & Barbara Annicchiarico, 2004. "Monetary Policy and Fiscal Rules," CEIS Research Paper 50, Tor Vergata University, CEIS.
- Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank.
- Schabert, Andreas & Christoffel, Kai, 2015. "Interest rates, money, and banks in an estimated euro area model," Working Paper Series 1791, European Central Bank.
- Pami Dua, 2023.
"Macroeconomic Modelling and Bayesian Methods,"
Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 19-37,
Springer.
- Pami Dua, 2017. "Macroeconomic Modelling and Bayesian Methods," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 209-226, June.
- Andreas Beyer & Katarina Juselius, 2008. "Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area," Discussion Papers 08-07, University of Copenhagen. Department of Economics.
- Itir Ozer & Ibrahim Ozkan, 2008. "Practical Insights From Oca Variable Combinations," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(176), pages 38-60, January -.
- 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.
- Coenen, Günter, 2003. "Zero lower bound: is it a problem in the euro area?," Working Paper Series 269, European Central Bank.
- Torój, Andrzej, 2015. "Macroeconomic Imbalance Procedure in the EU: a Welfare Evaluation," MF Working Papers 22, Ministry of Finance in Poland.
- José Brandão de Brito, 2005. "SEAM: A Small-Scale Euro Area Model With Forward-Looking Elements," Working Papers w200501, Banco de Portugal, Economics and Research Department.
- John Landon-Lane & Filippo Occhino, 2004.
"A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models,"
Departmental Working Papers
200415, Rutgers University, Department of Economics.
- 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.
- Viktors Ajevskis & Kristine Vitola, 2011. "Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling," Working Papers 2011/02, Latvijas Banka.
- Tobias Adrian & Vitor Gaspar & Francis Vitek, 2024.
"A Medium-Scale DSGE Model for the Integrated Policy Framework,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 1-123, October.
- Mr. Tobias Adrian & Vitor Gaspar & Mr. Francis Vitek, 2022. "A Medium-Scale DSGE Model for the Integrated Policy Framework," IMF Working Papers 2022/015, International Monetary Fund.
- 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.
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Boris Cournède & Diego Moccero, 2009. "Is there a Case for Price-level Targeting?," OECD Economics Department Working Papers 721, OECD Publishing.
- Matteo Richiardi, 2015.
"The future of agent-based modelling,"
Economics Papers
2015-W06, Economics Group, Nuffield College, University of Oxford.
- Matteo G. Richiardi, 2017. "The Future of Agent-Based Modeling," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 271-287, March.
- Matteo G. Richiardi, 2015. "The future of agent-based modelling," LABORatorio R. Revelli Working Papers Series 141, LABORatorio R. Revelli, Centre for Employment Studies.
- Ma, Yong & Jiang, Yiqing & Yao, Chi, 2022. "Trade openness, financial openness, and macroeconomic volatility," Economic Systems, Elsevier, vol. 46(1).
- Philip Arestis, 2012. "Fiscal policy: a strong macroeconomic role," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(0), pages 93-108.
- Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.
- 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).
- Hommes, C.H. & Zhu, M., 2016. "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers 16-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Troy Davig & Eric M. Leeper, 2005.
"Generalizing the Taylor Principle,"
NBER Working Papers
11874, National Bureau of Economic Research, Inc.
- Troy Davig & Eric M. Leeper, 2006. "Generalizing the Taylor Principle," CAEPR Working Papers 2006-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Troy Davig & Eric M. Leeper, 2005. "Generalizing the Taylor principle," Research Working Paper RWP 05-13, Federal Reserve Bank of Kansas City.
- Troy Davig & Eric M. Leeper, 2007. "Generalizing the Taylor Principle," American Economic Review, American Economic Association, vol. 97(3), pages 607-635, June.
- Lippi, Francesco & Neri, Stefano, 2007. "Information variables for monetary policy in an estimated structural model of the euro area," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1256-1270, May.
- Furlanetto Francesco & Seneca Martin, 2009.
"Fiscal Shocks and Real Rigidities,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-33, February.
- Francesco Furlanetto & Martin Seneca, 2008. "Fiscal shocks and real rigidities," Working Paper 2008/10, Norges Bank.
- Gianluca Benigno & Bianca De Paoli, 2010.
"On the International Dimension of Fiscal Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1523-1542, December.
- Benigno, Gianluca & De Paoli, Bianca, 2009. "On the International Dimension of Fiscal Policy," CEPR Discussion Papers 7232, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Bianca De Paoli, 2009. "On the International Dimension of Fiscal Policy," CEP Discussion Papers dp0905, Centre for Economic Performance, LSE.
- Gianluca Benigno & Bianca De Paoli, 2010. "On the International Dimension of Fiscal Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1523-1542, December.
- Benigno, Gianluca & De Paoli, Bianca, 2009. "On the international dimension of fiscal policy," LSE Research Online Documents on Economics 28515, London School of Economics and Political Science, LSE Library.
- David Kiefer, 2011. "Stabilization and expectations in a state space model of interconnected economies, a dynamic panel study," Working Paper Series, Department of Economics, University of Utah 2011_15, University of Utah, Department of Economics.
- Marc Giannoni & Michael Woodford, 2003. "How forward-looking is optimal monetary policy?," Proceedings, Federal Reserve Bank of Cleveland, pages 1425-1483.
- Wilman Gomez, 2014. "Business cycle asymmetries: Loss aversion, sticky prices, and wages," Documentos de Trabajo 11756, Universidad del Rosario.
- 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.
- Bálint Tamási & Balázs Világi, 2011. "Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy," MNB Working Papers 2011/7, Magyar Nemzeti Bank (Central Bank of Hungary).
- Jesús Fernández-Villaverde, 2008. "Horizons of Understanding: A Review of Ray Fair's Estimating How the Macroeconomy Works," Journal of Economic Literature, American Economic Association, vol. 46(3), pages 685-703, September.
- Wayne, James J., 2014. "A Scientific Macroeconomic Model Derived from Fundamental Equation of Economics," MPRA Paper 59591, University Library of Munich, Germany.
- Bahram Adrangi & Juan Nicolás D’Amico, 2023. "Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework," JRFM, MDPI, vol. 16(5), pages 1-14, April.
- Рубинштейн Александр Яковлевич, "undated". "Рациональность & Иррациональность: Эволюция Смыслов [Rationality & Irrationality: Evolution of the Senses]," Working papers a:pru175:ye:2017:1, Institute of Economics.
- Smets, Frank & Warne, Anders & Wouters, Raf, 2013. "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series 1571, European Central Bank.
- Richard H. Clarida & Ildikó Magyari, 2016. "International Financial Adjustment in a Canonical Open Economy Growth Model," NBER Working Papers 22758, National Bureau of Economic Research, Inc.
- Dementiev, V., 2023. "Updating the technological base of the economy and real interest rates," Journal of the New Economic Association, New Economic Association, vol. 60(3), pages 104-119.
- Totzek, Alexander & Winkler, Roland C., 2010.
"Fiscal stimulus in a model with endogenous firm entry,"
Economics Working Papers
2010-05, Christian-Albrechts-University of Kiel, Department of Economics.
- Totzek, Alexander & Winkler, Roland C., 2010. "Fiscal stimulus in model with endogenous firm entry," MPRA Paper 26829, University Library of Munich, Germany, revised Nov 2010.
- Daichi Shirai, 2014. "A note on hump-shaped output in the RBC model," CIGS Working Paper Series 14-009E, The Canon Institute for Global Studies.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2010. "Reading the recent monetary history of the United States, 1959-2007," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 311-338.
- Gehrke, Britta & Yao, Fang, 2017. "Are supply shocks important for real exchange rates? A fresh view from the frequency-domain," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 99-114.
- MAO TAKONGMO, Charles Olivier, 2019. "Keynesian Models, Detrending, and the Method of Moments," MPRA Paper 91709, University Library of Munich, Germany.
- Zhigang Huang, 2010. "Monetary policy and trade imbalance adjustment," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 8(3), pages 269-292.
- Yeh, Kuo-chun, 2017. "Asset price targeting in an open economy with cognitive limitations: The best for macroeconomic and financial stability?," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 288-299.
- Tae-Seok Jang, 2012. "Structural Estimation of the New-Keynesian Model: A Formal Test of Backward- and Forward-Looking Behavior," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 421-467, Emerald Group Publishing Limited.
- Klima, Grzegorz & Podemski, Karol & Retkiewicz-Wijtiwiak, Kaja & Sowińska, Anna E., 2015. "Smets-Wouters '03 model revisited - an implementation in gEcon," MPRA Paper 64440, University Library of Munich, Germany.
- Garmel, Kateryna & Maliar, Lilia & Maliar, Serguei, 2008. "EU eastern enlargement and foreign investment: Implications from a neoclassical growth model," Journal of Comparative Economics, Elsevier, vol. 36(2), pages 307-325, June.
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
- Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers 1176, Society for Economic Dynamics.
- François Gourio, 2009. "Disasters Risk and Business Cycles," NBER Working Papers 15399, National Bureau of Economic Research, Inc.
- Xiaojin Sun & Kwok Ping Tsang, 2017. "What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 443-468, March.
- 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.
- Ida, Daisuke, 2013. "Tobin's Q channel and monetary policy rules under incomplete exchange rate pass-through," Economic Modelling, Elsevier, vol. 33(C), pages 733-740.
- Ngomba Bodi, Francis Ghislain & Tadadjeu Wemba, Dessy-Karl & Soulemanou, Soulemanou, 2020. "Transparence des Banques Centrales et efficacité de la politique monétaire : quelles implications pour la Banque des Etats de l’Afrique Centrale ? [Central Bank's Transparency and effectiveness of ," MPRA Paper 116436, University Library of Munich, Germany.
- Giese, Guido & Wagner, Helmut, 2009. "A New Keynesian Model with Endogenous Frictions," Discussion Paper Series a520, Institute of Economic Research, Hitotsubashi University.
- Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.
- Mr. Benjamin L Hunt, 2007. "U.K. Inflation and Relative Prices over the Last Decade: How Important was Globalization?," IMF Working Papers 2007/208, International Monetary Fund.
- Jagjit S. Chadha, 2021. "The Role of Macroprudential Policy in Times of Trouble," Working Papers w202103, Banco de Portugal, Economics and Research Department.
- Séverine Menguy, 2017. "On the efficiency of various expansionary fiscal policies and cuts in taxation rates in order to sustain economic activity," Bulletin of Applied Economics, Risk Market Journals, vol. 4(2), pages 1-36.
- Faryna, Oleksandr & Jonsson, Magnus & Shapovalenko, Nadiia, 2021. "The cost of disinflation in a small open economy vis-à-vis a closed economy," Working Paper Series 407, Sveriges Riksbank (Central Bank of Sweden).
- Mr. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2013/253, International Monetary Fund.
- Ashima Goyal & Abhishek Kumar, 2017.
"A DSGE model-based analysis of the Indian slowdown,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2017-003, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal & Abhishek Kumar, 2020. "A DSGE Model-Based Analysis of the Indian Slowdown," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-38, April.
- Casares, Miguel, 2006. "Time-to-build, monetary shocks, and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1161-1176, September.
- Ahmed Jamal Pirzada, 2017. "Price Stickiness and Intermediate Materials Prices," Bristol Economics Discussion Papers 17/686, School of Economics, University of Bristol, UK.
- Foreman-Peck, James & Zhou, Peng, 2014. "The Rise of the English Economy 1300-1900: A Lasting Response to Demographic Shocks," Cardiff Economics Working Papers E2014/3, Cardiff University, Cardiff Business School, Economics Section.
- Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
- Fernando Martins, 2013. "Survey evidence on price and wage rigidities in Portugal," Working Papers w201312, Banco de Portugal, Economics and Research Department.
- Ward, Felix & Chen, Yao, 2016. "Rigid relations: External adjustment under the Gold Standard (1880-1913)," VfS Annual Conference 2016 (Augsburg): Demographic Change 145930, Verein für Socialpolitik / German Economic Association.
- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015.
"Small sample performance of indirect inference on DSGE models,"
CEPR Discussion Papers
10382, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015. "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers E2015/2, Cardiff University, Cardiff Business School, Economics Section.
- Klump, Rainer & McAdam, Peter & Willman, Alpo, 2008. "Unwrapping some euro area growth puzzles: Factor substitution, productivity and unemployment," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 645-666, June.
- Mr. Subir Lall & Mr. Selim A Elekdag & Mr. Harun Alp, 2012. "Did Korean Monetary Policy Help Soften the Impact of the Global Financial Crisis of 2008-2009?," IMF Working Papers 2012/005, International Monetary Fund.
- Ansgar Belke & Ralph Setzer, 2004. "Nobelpreis für Wirtschaftswissenschaften 2004 an Finn E. Kydland and Edward C. Prescott," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 248/2004, Department of Economics, University of Hohenheim, Germany.
- Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Animal spirits and optimal monetary policy design in the presence of labour market frictions," Economic Modelling, Elsevier, vol. 52(PB), pages 898-912.
- Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
- Arief Ramayandi, 2008. "Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries," Working Papers in Economics and Development Studies (WoPEDS) 200801, Department of Economics, Padjadjaran University, revised May 2008.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Francesco Furlanetto, 2009. "Fiscal stimulus in a credit crunch: the role of wage rigidity," Working Paper 2009/08, Norges Bank.
- Daney, Valdivia & Marcelo, Montenegro, 2009. "Bolivia’s fiscal rules: dynamic stochastic general equilibrium model approach," MPRA Paper 32114, University Library of Munich, Germany.
- Vitor Gaspar & Frank Smets, 2005. "Monetary Policy under Adaptive Learning," Computing in Economics and Finance 2005 80, Society for Computational Economics.
- Deniz Nebioğlu, 2022. "Great Recession and news shocks: evidence based on an estimated DSGE model," Empirical Economics, Springer, vol. 62(4), pages 1649-1685, April.
- Ifrim, Adrian, 2014. "Estimation of the Basic New Keynesian Model for the Economy of Romania," MPRA Paper 57479, University Library of Munich, Germany.
- Michel de Vroey, 2018. "The History of Recent Macroeconomics Through the Lens of the Marshall-Walras Divide," LIDAM Discussion Papers IRES 2018018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Argentiero, Amedeo & Bovi, Maurizio & Cerqueti, Roy, 2016. "Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 143-157.
- De Grauwe, Paul & Ji, Yuemei, 2020.
"Structural reforms, animal spirits and monetary policies,"
LSE Research Online Documents on Economics
103502, London School of Economics and Political Science, LSE Library.
- De Grauwe, Paul & Ji, Yuemei, 2020. "Structural reforms, animal spirits, and monetary policies," European Economic Review, Elsevier, vol. 124(C).
- Adam, Felix & Matthes, Jürgen, 2018. "Zur Belastbarkeit von Forderungen nach expansiver Fiskalpolitik an der Nullzinsgrenze: Eine Kritik neukeynesianischer Modelle auf Basis einer Literaturanalyse," IW-Reports 7/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Borg Ian & Micallef Brian, 2018. "Constructing a Financial Condition Index for a Small-Open Economy: The Case of Malta," Research in Applied Economics, Macrothink Institute, vol. 10(3), pages 89-105, September.
- Dan S. Rickman, 2010. "Modern Macroeconomics And Regional Economic Modeling," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 23-41, February.
- Gautier, Erwan & Roux, Sébastien & Suarez Castillo, Milena, 2022. "How do wage setting institutions affect wage rigidity? Evidence from French micro data," Labour Economics, Elsevier, vol. 78(C).
- Ellis, Colin, 2009. "Do supermarket prices change from week to week?," Bank of England working papers 378, Bank of England.
- Jean-Paul Lam, 2003.
"Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel,"
Staff Working Papers
03-39, Bank of Canada.
- Jean-Paul Lam, 2003. "Alternative Targeting Regimes, Transmission lags and the Exchange rate Channel," Macroeconomics 0309005, University Library of Munich, Germany, revised 03 Dec 2003.
- Tim Willems, 2009. "Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach," Tinbergen Institute Discussion Papers 09-074/2, Tinbergen Institute, revised 26 Mar 2010.
- Kang, Kyu Ho & Do, Kyeongtak, 2024. "Korea’s neutral interest rate: Estimates, determinants, and monetary policy stance," Journal of Asian Economics, Elsevier, vol. 92(C).
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja & Tovonony Razafindrabe, 2018.
"Monetary Policy, Oil Stabilization Fund and the Dutch Disease,"
GREDEG Working Papers
2018-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja & Tovonony Razafindrabe, 2018. "Monetary Policy, Oil Stabilization Fund and the Dutch Disease," Working Papers hal-01796312, HAL.
- Zubarev, Andrey (Зубарев, Андрей) & Polbin, Andrey (Полбин, Андрей), 2017. "Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model [Сценарный Анализ Влияния На Российскую Экономику Сни," Working Papers 051734, Russian Presidential Academy of National Economy and Public Administration.
- Tong, Bing, 2021. "The effects of capacity reduction policy under the interest rate peg in China," Journal of Asian Economics, Elsevier, vol. 74(C).
- Tatiana Kirsanova & Celsa Machado & Ana Paula Ribeiro, 2020. "Tight and Loose, and Red and Blue: A 'Dance' of Macro Policies in the US," Working Papers 2020_14, Business School - Economics, University of Glasgow.
- Tillmann, Peter, 2005.
"The New Keynesian Phillips Curve in Europe: does it fit or does it fail?,"
Discussion Paper Series 1: Economic Studies
2005,04, Deutsche Bundesbank.
- Peter Tillmann, 2009. "The New Keynesian Phillips curve in Europe: does it fit or does it fail?," Empirical Economics, Springer, vol. 37(3), pages 463-473, December.
- Nadine Yamout, 2022. "Potential Output in a Commodity‐Exporting Economy," The Economic Record, The Economic Society of Australia, vol. 98(320), pages 42-62, March.
- Roccazzella, Francesco, 2019. "Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data," LIDAM Discussion Papers LFIN 2019004, Université catholique de Louvain, Louvain Finance (LFIN).
- Daniel O. Beltran & David Draper, 2008. "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers 955, Board of Governors of the Federal Reserve System (U.S.).
- Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
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- 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.
- Sveen, Tommy & Weinke, Lutz, 2009. "Inflation and labor market dynamics revisited," Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1096-1100, November.
- Barbara Annicchiarico & Susan Battles & Fabio Di Dio & Pierfrancesco Molina & Pietro Zoppoli, 2016. "GEEM: a policy model for assessing climate-energy reforms in Italy," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
- Gerhard Fenz & Lukas Reiss & Martin Schneider, 2012. "A structural interpretation of the impact of the great recession on the Austrian economy using an estimated DSGE model," Working Papers 177, Oesterreichische Nationalbank (Austrian Central Bank).
- Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Serpieri, Carolina, 2018. "Comparing Central Europe and the Baltic macro-economies: A Bayesian approach," EconStor Preprints 175242, ZBW - Leibniz Information Centre for Economics.
- Rhee, Hyuk-jae & Turdaliev, Nurlan, 2012. "Optimal monetary policy in a small open economy with inflation and output persistence," Economic Modelling, Elsevier, vol. 29(6), pages 2533-2542.
- Millard, Stephen & O'Grady, Tom, 2012. "What do sticky and flexible prices tell us?," Bank of England working papers 457, Bank of England.
- Tianhao Zhi, 2016. "Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2016, January-A.
- Matus Senaj & Milan Vyskrabka, 2015. "Labor Tax Harmonization in a Multi-Country Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(3), pages 192-210, May.
- Dilip Nachane, 2017. "Dynamic Stochastic General Equilibrium (DSGE) Modelling :Theory And Practice," Working Papers id:11699, eSocialSciences.
- Sergey M. Ivashchenko, 2019. "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April.
- Karpavičius, Sigitas & Yu, Fan, 2022. "Do idiosyncratic technology shocks induce peer effects?," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Jonathan Benchimol & André Fourçans, 2017. "Monetary Rule, Central Bank Loss and Household’s Welfare: an Empirical Investigation," Globalization Institute Working Papers 329, Federal Reserve Bank of Dallas.
- Górajski, Mariusz & Kuchta, Zbigniew & Leszczyńska-Paczesna, Agnieszka, 2023. "Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy," Economic Modelling, Elsevier, vol. 122(C).
- Margarita Rubio, 2024.
"Macroprudential policies and Brexit: A welfare analysis,"
Economic Inquiry, Western Economic Association International, vol. 62(3), pages 1246-1267, July.
- Margarita Rubio, 2021. "Macroprudential policies and Brexit: A welfare analysis," Discussion Papers 2021/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Maria-Grazia Attinasi & Doris Prammer & Nikolai Stähler & Martino Tasso & Stefan van Parys, 2019. "Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 1-54, October.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- 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.
- Chen, Chuanqi & Pan, Dongyang & Huang, Zhigang & Bleischwitz, Raimund, 2021. "Engaging central banks in climate change? The mix of monetary and climate policy," Energy Economics, Elsevier, vol. 103(C).
- Davide Furceri & Annabelle Mourougane, 2010. "The Effects of Fiscal Policy on Output: A DSGE Analysis," OECD Economics Department Working Papers 770, OECD Publishing.
- Annick Bruggeman & Raf Wouters, 2001.
"Determinanten van de debetrentes toegepast door Belgische kredietinstellingen,"
Working Paper Document
15, National Bank of Belgium.
Cited by:
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
- De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
- Wouters, R. & Dombrecht, M., 2000.
"Model-Based Forecasts and Monetary Policy Rules,"
Papers
1, Warwick - Development Economics Research Centre.
Cited by:
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Raf Wouters & Frank Smets, 2000.
"Optimal Monetary Policy In An Open Economy,"
Computing in Economics and Finance 2000
186, Society for Computational Economics.
Cited by:
- Kollmann, Robert, 2003. "Monetary Policy Rules in an Interdependent World," CEPR Discussion Papers 4012, C.E.P.R. Discussion Papers.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003.
"Monetary policy rules for an open economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2059-2094.
- Nicoletta Batini & Richard Harrison & Stephen P Millard, 2001. "Monetary policy rules for an open economy," Bank of England working papers 149, Bank of England.
- Nicoletta Batini & Richard Harrison & Stephen Millard, 2001. "Monetary policy rules for an open economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Nicoletta Batini & Stephen P. Millard & Richard Harrison, 2000. "Monetary Policy Rules For An Open Economy," Computing in Economics and Finance 2000 361, Society for Computational Economics.
- Batini, Nicoletta & Harrison, Richard & Millard, Stephen P., 2003. "Monetary policy rules for an open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2059-2094, September.
- Pesenti, Paolo & Corsetti, Giancarlo, 2002.
"International Dimensions of Optimal Monetary Policy,"
CEPR Discussion Papers
3349, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Paolo Pesenti, 2001. "International dimensions of optimal monetary policy," Staff Reports 124, Federal Reserve Bank of New York.
- Corsetti, Giancarlo & Pesenti, Paolo, 2005. "International dimensions of optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 281-305, March.
- Giancarlo Corsetti & Paolo Pesenti, 2001. "International Dimensions of Optimal Monetary Policy," NBER Working Papers 8230, National Bureau of Economic Research, Inc.
- McCallum, Bennett T & Nelson, Edward, 2001.
"Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices,"
CEPR Discussion Papers
2756, C.E.P.R. Discussion Papers.
- McCallum, Bennett T & Nelson, Edward, 2000. "Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 16(4), pages 74-91, Winter.
- Bennett T. McCallum & Edward Nelson, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimizing Agents and Sticky Prices," NBER Working Papers 8175, National Bureau of Economic Research, Inc.
- Bennett T McCallum & Edward Nelson, 2001. "Monetary Policy for an Open Economy: An Alternative Framework with Optimising Agents and Sticky Prices," Discussion Papers 05, Monetary Policy Committee Unit, Bank of England.
- Frank Smets & Raf Wouters, 2002.
"Openness, imperfect exchange rate pass-through and monetary policy,"
Working Paper Research
19, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Series 128, European Central Bank.
- Smets, Frank & Wouters, Raf, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 947-981, July.
- Neiss, Katharine & Nelson, Edward, 2001.
"The Real Interest rate Gap as an Inflation Indicator,"
CEPR Discussion Papers
2848, C.E.P.R. Discussion Papers.
- Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
- Neiss, Katharine S. & Nelson, Edward, 2003. "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 239-262, April.
- Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
- Kollmann, Robert, 2002.
"Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles,"
CEPR Discussion Papers
3279, C.E.P.R. Discussion Papers.
- Kollmann, Robert, 2002. "Monetary policy rules in the open economy: effects on welfare and business cycles," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 989-1015, July.
- Robert Kollmann, 2002. "Monetary policy rules in the open economy: effects of welfare and business cycles," ULB Institutional Repository 2013/7628, ULB -- Universite Libre de Bruxelles.
- Sutherland, Alan, 2001. "Inflation Targeting in a Small Open Economy," CEPR Discussion Papers 2726, C.E.P.R. Discussion Papers.
- Kollmann, Robert, 2002. "Monetary Policy Rules in a Two-Country World," MPRA Paper 70347, University Library of Munich, Germany.
- Deming Luo & Stephen Ferris, 2008. "Optimal Simple Monetary Policy Rules in a Small Open Economy with Exchange Rate Imperfections," Carleton Economic Papers 08-03, Carleton University, Department of Economics.
- Fabio Ghironi, 2000. "Alternative Monetary Rules for a Small Open Economy: The Case of Canada," Boston College Working Papers in Economics 466, Boston College Department of Economics, revised 30 Oct 2000.
- Raf Wouters & Michel Dombrecht, 2000.
"Model-based inflation forecasts and monetary policy rules,"
Working Paper Research
01, National Bank of Belgium.
Cited by:
- Frank Smets & Raf Wouters, 2002. "Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Jukka Railavo, 2004. "Effects of the supply-side channel on stabilisation properties of policy rules," Macroeconomics 0404028, University Library of Munich, Germany.
- Philippe Jeanfils, 2000.
"A model with explicit expectations for Belgium,"
Working Paper Research
04, National Bank of Belgium.
- Jeanfils, P., 2000. "A Model with Explicit Expectations for Belgium," Papers 4, Warwick - Development Economics Research Centre.
- Smets, Frank & Wouters, Raf, 2002. "An estimated stochastic dynamic general equilibrium model of the euro area," Working Paper Series 171, European Central Bank.
- Frank Smets & Raf Wouters, 2003.
"An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
- Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
- George VAN GASTEL & François COPPENS & Hilde MEERSMAN & Nathalie SELLEKAERTS & Eddy VAN DE VOORDE & Thierry VANELSLANDER & Ann VERHETSEL, 2010. "Economic Impact of Port Activity: A Disaggregate Analysis. The Case of Antwerp," Regional and Urban Modeling 284100044, EcoMod.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Luc Aucremann & David Cornille, 2001. "Attractive prices and euro-rounding effects on inflation," Working Paper Document 17, National Bank of Belgium.
Articles
- de Walque, Gregory & Lejeune, Thomas & Rannenberg, Ansgar & Wouters, Raf, 2023.
"Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration,"
Journal of International Economics, Elsevier, vol. 140(C).
Cited by:
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023. "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research 435, National Bank of Belgium.
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023.
"The risk premium in New Keynesian DSGE models: The cost of inflation channel,"
Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
See citations under working paper version above.
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
- Smets, Frank & Warne, Anders & Wouters, Rafael, 2014.
"Professional forecasters and real-time forecasting with a DSGE model,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 981-995.
Cited by:
- Berg Tim Oliver, 2017.
"Forecast accuracy of a BVAR under alternative specifications of the zero lower bound,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
- Tim Oliver Berg, 2015. "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series 203, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Thorsten Drautzburg, 2023.
"A Structural Approach to Combining External and DSGE Model Forecasts,"
Working Papers
23-10, Federal Reserve Bank of Philadelphia.
- Drautzburg, Thorsten, 2024. "A structural approach to combining external and DSGE model forecasts," Economics Letters, Elsevier, vol. 235(C).
- Warne, Anders, 2023. "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series 2768, European Central Bank.
- Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015.
"Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts,"
Working Papers
No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- 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.
- Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
- 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.
- 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.
- Arnoud Stevens & Joris Wauters, 2021.
"Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
- Arnoud Stevens & Joris Wauters, 2018. "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research 355, National Bank of Belgium.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- 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.
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023. "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research 433, National Bank of Belgium.
- Ilek, Alex, 2021.
"Are monetary surprises effective? The view of professional forecasters in Israel,"
International Review of Economics & Finance, Elsevier, vol. 76(C), pages 516-530.
- Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.
- David Alaminos & M. Belén Salas & Manuel A. Fernández-Gámez, 2022. "Quantum Computing and Deep Learning Methods for GDP Growth Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 803-829, February.
- 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.
- Anders Warne & Günter Coenen & Kai Christoffel, 2017.
"Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
- Berg, Tim Oliver, 2015.
"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.
- Michael P. Clements, 2014.
"Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment,"
ICMA Centre Discussion Papers in Finance
icma-dp2014-02, Henley Business School, University of Reading.
- Clements, Michael P., 2016. "Long-run restrictions and survey forecasts of output, consumption and investment," International Journal of Forecasting, Elsevier, vol. 32(3), pages 614-628.
- Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
- Yuliya Rychalovska & Sergey Slobodyan & Rafael Wouters, 2023. "Professional Survey Forecasts and Expectations in DSGE Models," CERGE-EI Working Papers wp766, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.
- Yuliya Rychalovska & Sergey Slobodyan & Raf Wouters, 2024. "Survey Expectations, Adaptive Learning and Inflation Dynamics," CERGE-EI Working Papers wp781, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- 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.
- McAdam, Peter & Warne, Anders, 2018.
"Euro area real-time density forecasting with financial or labor market frictions,"
Working Paper Series
2140, European Central Bank.
- McAdam, Peter & Warne, Anders, 2019. "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019. "A comprehensive evaluation of macroeconomic forecasting methods," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
- Berg Tim Oliver, 2017.
"Forecast accuracy of a BVAR under alternative specifications of the zero lower bound,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
- Dewachter, Hans & Wouters, Raf, 2014.
"Endogenous risk in a DSGE model with capital-constrained financial intermediaries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
See citations under working paper version above.
- Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012.
"Unemployment in an Estimated New Keynesian Model,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Frank Smets & Rafael Wouters & Jordi GalÃ, 2015. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- Sergey Slobodyan & Raf Wouters, 2012.
"Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 65-101, April.
Cited by:
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023.
"Coherence without Rationality at the ZLB,"
Working Papers
784, DNB.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023. "Coherence without Rationality at the ZLB," DEM Working Papers Series 212, University of Pavia, Department of Economics and Management.
- Benhabib, Jess & Evans, George W. & Honkapohja, Seppo, 2012.
"Liquidity trap and expectation dynamics: Fiscal stimulus or fiscal austerity?,"
Bank of Finland Research Discussion Papers
27/2012, Bank of Finland.
- Benhabib, Jess & Evans, George W. & Honkapohja, Seppo, 2014. "Liquidity traps and expectation dynamics: Fiscal stimulus or fiscal austerity?," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 220-238.
- Jess Benhabib & George W. Evans & Seppo Honkapohja, 2012. "Liquidity Traps and Expectation Dynamics: Fiscal Stimulus or Fiscal Austerity?," NBER Working Papers 18114, National Bureau of Economic Research, Inc.
- Honkapohja, Seppo & Benhabib, Jess & Evans, George W., 2012. "Liquidity Traps and Expectation Dynamics: Fiscal Stimulus or Fiscal Austerity?," CEPR Discussion Papers 9176, C.E.P.R. Discussion Papers.
- Stefano Eusepi & Bruce Preston, 2013.
"Fiscal foundations of inflation: imperfect knowledge,"
Staff Reports
649, Federal Reserve Bank of New York.
- Stefano Eusepi & Bruce Preston, 2017. "Fiscal foundations of inflation: Imperfect knowledge," CAMA Working Papers 2017-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stefano Eusepi & Bruce Preston, 2018. "Fiscal Foundations of Inflation: Imperfect Knowledge," American Economic Review, American Economic Association, vol. 108(9), pages 2551-2589, September.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013.
"The Effects of the Saving and Banking Glut on the U.S. Economy,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67,
National Bureau of Economic Research, Inc.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," Working Paper Series WP-2013-17, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Working Papers 19635, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the saving and banking glut on the U.S. economy," Staff Reports 648, Federal Reserve Bank of New York.
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017.
"Some implications of learning for price stability,"
CAMA Working Papers
2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Han, Zhao, 2021. "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 639-657.
- Jeffrey C. Fuhrer, 2018. "Intrinsic expectations persistence: evidence from professional and household survey expectations," Working Papers 18-9, Federal Reserve Bank of Boston.
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"DSGE forecasts of the lost recovery,"
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"News shocks and labour market dynamics in matching models,"
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"Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,"
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See citations under working paper version above.
- Frank Smets & Raf Wouters, 2007. "Shocks and Frictions in US Business Cycles : a Bayesian DSGE Approach," Working Paper Research 109, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2007. "Shocks and frictions in US business cycles: a Bayesian DSGE approach," Working Paper Series 722, European Central Bank.
- Smets, Frank & Wouters, Rafael, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 6112, C.E.P.R. Discussion Papers.
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"Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
See citations under working paper version above.
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- de Walque, Gregory & Smets, Frank & Wouters, Rafael, 2006. "Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting," MPRA Paper 810, University Library of Munich, Germany.
- Gregory de Walque & Frank Smets & Raf Wouters, 2006.
"Price Shocks in General Equilibrium: Alternative Specifications,"
CESifo Economic Studies, CESifo Group, vol. 52(1), pages 153-176, March.
Cited by:
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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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"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain,"
Working Papers
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"Reset Price Inflation and the Impact of Monetary Policy Shocks,"
American Economic Review, American Economic Association, vol. 102(6), pages 2798-2825, October.
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- Pete Klenow & Ben Malin & Mark Bils, 2010. "Reset Price Inflation and the Impact of Monetary Policy Shocks," 2010 Meeting Papers 1079, Society for Economic Dynamics.
- Mark Bils & Pete Klenow & Benjamin Malin, "undated". "Reset Price Inflation and the Impact of Monetary Policy Shocks," Discussion Papers 08-041, Stanford Institute for Economic Policy Research.
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"Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
453, University of Regensburg, Department of Economics.
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"The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey,"
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- Ignazio Angeloni & Luc Aucremanne & Michael Ehrmann & Jordi Galí & Andrew Levin & Frank Smets, 2006.
"New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling,"
Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 562-574, 04-05.
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"Is Increased Price Flexibility Stabilizing? Redux,"
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"Risk, Intermediate Input Prices and Missing Deflation During the Great Recession,"
Koç University-TUSIAD Economic Research Forum Working Papers
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- Engin Kara & Ahmed Pirzada, 2020.
"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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"Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks,"
Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 422-433, 04/05.
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Journal of Monetary Economics, Elsevier, vol. 58(6), pages 537-550.
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"Fluctuations Internationales et Dynamique du Taux de Change,"
PSE-Ecole d'économie de Paris (Postprint)
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- Thepthida Sopraseuth & Jean-Olivier Hairault, 2008. "Fluctuations internationales et dynamique du taux de change," Économie et Prévision, Programme National Persée, vol. 183(2), pages 65-91.
- Jean-Olivier Hairault & Thepthida Sopraseuth, 2008. "Fluctuations Internationales et Dynamique du Taux de Change," Post-Print halshs-00270284, HAL.
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"La coordination des politiques monétaire et budgétaire: Aperçu théorique [Coordination of monetary and fiscal policies: Theoretical Overview],"
MPRA Paper
48066, University Library of Munich, Germany.
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"Estimated Dynamic Stochastic General Equilibrium Model Of The Taiwanese Economy,"
Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 194-231, May.
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- Daly, Hounaida & Smida, Mounir, 2014. "Fiscal Theory of Price Level," MPRA Paper 60142, University Library of Munich, Germany.
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- Galí, Jordi, 2011.
"Are central banks' projections meaningful?,"
Journal of Monetary Economics, Elsevier, vol. 58(6), pages 537-550.
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"Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 161-183.
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See citations under working paper version above.- Frank Smets & Raf Wouters, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Research 61, National Bank of Belgium.
- Smets, Frank & Wouters, Rafael, 2004. "Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach," CEPR Discussion Papers 4750, C.E.P.R. Discussion Papers.
- Smets, Frank & Wouters, Raf, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Series 391, European Central Bank.
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"Forecasting with a Bayesian DSGE Model: An Application to the Euro Area,"
Journal of Common Market Studies, Wiley Blackwell, vol. 42(4), pages 841-867, November.
See citations under working paper version above.
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- Smets, Frank & Wouters, Raf, 2004. "Forecasting with a Bayesian DSGE model: an application to the euro area," Working Paper Series 389, European Central Bank.
- Frank Smets & Raf Wouters, 2004. "Forecasting with a Bayesian DSGE Model: an application to the euro area," Working Paper Research 60, National Bank of Belgium.
- Frank Smets & Raf Wouters, 2003.
"An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
See citations under working paper version above.
- Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
- Smets, Frank & Wouters, Raf, 2002.
"Openness, imperfect exchange rate pass-through and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 947-981, July.
See citations under working paper version above.
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- Frank Smets & Raf Wouters, 2002. "Openness, imperfect exchange rate pass-through and monetary policy," Working Paper Research 19, National Bank of Belgium.
- Frank Smets & Raf Wouters, 2002.
"Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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"Learning, monetary policy rules, and macroeconomic stability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
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"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.
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"Un regard bayésien sur les modèles dynamiques de la macroéconomie,"
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Economics Discussion Papers
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- International Monetary Fund, 2005. "Finland: Selected Issues," IMF Staff Country Reports 2005/036, International Monetary Fund.
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"Sovereign risk, interbank freezes, and aggregate fluctuations,"
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- Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
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"Monetary policy and stagflation in the UK,"
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- Nelson, Edward & Nikolov, Kalin, 2004. "Monetary Policy and Stagflation in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 293-318, June.
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"Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero,"
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"Limited participation and exchange rate dynamics: Does theory meet the data?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited Participation and Exchange Rate Dynamics: Does Theory Meet the Data?," Documents de recherche 03-15, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics: does theory meet the data?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1).
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"How well can the New Open Economy Macroeconomics explain the exchange rate and current account?,"
Journal of International Money and Finance, Elsevier, vol. 25(5), pages 675-701, August.
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"Information variables for monetary policy in a small structural model of the euro area,"
Temi di discussione (Economic working papers)
511, Bank of Italy, Economic Research and International Relations Area.
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"Monetary Rules for Small, Open, Emerging Economies,"
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- Giancarlo Corsetti & Luca Dedola, 2002. "Macroeconomics of international price discrimination," Temi di discussione (Economic working papers) 461, Bank of Italy, Economic Research and International Relations Area.
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"Unexpected loan losses and bank capital in an estimated DSGE model of the euro area,"
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- Margarita Rubio & José A. Carrasco-Gallego, 2015. "Macroprudential and Monetary Policy Rules: a Welfare Analysis," Manchester School, University of Manchester, vol. 83(2), pages 127-152, March.
- Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel, 2005. "Structural Econometric Models in Forecasting Inflation at the National Bank of Poland," NBP Working Papers 31, Narodowy Bank Polski.
- Zbynek Stork, 2011. "A DSGE model of the Czech economy: a Ministry of Finance approach," EcoMod2011 3007, EcoMod.
- Milan Damjanović & Igor Masten, 2016. "Shadow short rate and monetary policy in the Euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 279-298, May.
- Boris Hofmann & Matthias Paustian, 2005. "The Persistence and Rigidity of wages and prices," Money Macro and Finance (MMF) Research Group Conference 2005 71, Money Macro and Finance Research Group.
- Gerlach, Stefan, 2004. "Interest Rate Setting by the ECB: Words and Deeds," CEPR Discussion Papers 4775, C.E.P.R. Discussion Papers.
- Benigno, Gianluca & Christoph Thoenissen, 2002.
"Equilibrium Exchange Rates and Supply Side Performance,"
Royal Economic Society Annual Conference 2002
19, Royal Economic Society.
- Gianluca Benigno & Christoph Thoenissen, 2003. "Equilibrium Exchange Rates and Supply-Side Performance," Economic Journal, Royal Economic Society, vol. 113(486), pages 103-124, March.
- Gianluca Benigno & Christoph Thoenissen, 2002. "Equilibrium exchange rates and supply-side performance," Bank of England working papers 156, Bank of England.
- Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra.
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014.
"Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union,"
Revue d'économie politique, Dalloz, vol. 124(6), pages 867-898.
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014. "Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union," Post-Print hal-03894545, HAL.
- Milani, Fabio, 2006.
"A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?,"
MPRA Paper
809, University Library of Munich, Germany.
- Fabio Milani, 2005. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers 060703, University of California-Irvine, Department of Economics.
- Fabio Milani, 2006. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
- Paolo Gelain & Simone Manganelli, 2020.
"Monetary Policy with Judgment,"
Working Papers
20-14, Federal Reserve Bank of Cleveland.
- Gelain, Paolo & Manganelli, Simone, 2020. "Monetary policy with judgment," Working Paper Series 2404, European Central Bank.
- Valdivia Coria, Joab Dan, 2016. "Evaluación de la Política Fiscal de Bolivia [Evaluation of Bolivia's Fiscal Policy]," MPRA Paper 78789, University Library of Munich, Germany.
- Jocelyn Boussard & Benoît Campagne, 2017.
"Fiscal Policy Coordination in a Monetary Union at the Zero Lower Bound,"
Post-Print
hal-02353093, HAL.
- J. Boussard & B. Campagne, 2017. "Fiscal Policy Coordination in a Monetary Union at the Zero-Lower-Bound," Documents de Travail de l'Insee - INSEE Working Papers g2017-05, Institut National de la Statistique et des Etudes Economiques.
- Jocelyn Boussard & Benoît Campagne, 2017. "Fiscal policy coordination in a monetary union at the zero lower bound," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 65-90.
- Garabed Minassian, 2008.
"Is Bulgarian Economy Overheating?,"
Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 21-46.
- Garabed Minassian, 2008. "Is the Bulgarian Economy Overheating?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-29.
- Fabio Milani, 2005.
"Adaptive Learning and Inflation Persistence,"
Macroeconomics
0506013, University Library of Munich, Germany.
- Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Working Papers 050607, University of California-Irvine, Department of Economics.
- Peter N. Ireland, 2004.
"Technology Shocks in the New Keynesian Model,"
The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 923-936, November.
- Peter N. Ireland, 2004. "Technology Shocks in the New Keynesian Model," NBER Working Papers 10309, National Bureau of Economic Research, Inc.
- Peter N. Ireland, 2002. "Technology Shocks in the New Keynesian Model," Boston College Working Papers in Economics 536, Boston College Department of Economics.
- Erceg, Christopher J., 2003. "Comment on: Monetary rules for small, open, emerging economies," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1147-1152, July.
- Zimmermann, Tobias, 2007. "Reale Konjunkturzyklen, Effizienzlöhne und die Rolle von Ölpreisschocks: Eine theoretische und empirische Analyse für Deutschland," RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung, volume 81, number 81.
- 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.
- Nicoletta Batini, 2006.
"Euro area inflation persistence,"
Empirical Economics, Springer, vol. 31(4), pages 977-1002, November.
- Batini, Nicoletta, 2002. "Euro area inflation persistence," Working Paper Series 201, European Central Bank.
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- Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
- Tamim Bayoumi & Douglas Laxton & Paolo Pesenti, 2003. "When leaner isn't meaner: measuring the benefits and spillovers of greater competition in Europe," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Katharine Neiss & Edward Nelson, 2002. "Inflation dynamics, marginal cost, and the output gap: evidence from three countries," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Pau Rabanal & Juan F. Rubio-Ramirez, 2001. "Nominal versus real wage rigidities: A Bayesian approach," FRB Atlanta Working Paper 2001-22, Federal Reserve Bank of Atlanta.
- Paolo Gelain, 2007. "The Optimal Monetary Policy Rule For the European Central Bank," EcoMod2007 23900028, EcoMod.
- Nicolae-Bogdan IANC & Adrian-Marius IONESCU, 2021. "Do Central and Eastern Countries benefit from ECB’s unconventional monetary policies?," LEO Working Papers / DR LEO 2898, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Itir Ozer & Ibrahim Ozkan, 2008. "Practical Insights From Oca Variable Combinations," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(176), pages 38-60, January -.
- Daney, Valdivia & Marcelo, Montenegro, 2009. "Bolivia’s fiscal rules: dynamic stochastic general equilibrium model approach," MPRA Paper 32114, University Library of Munich, Germany.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
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- Tan, Anthony C.K. & Goh, Kim-Leng, 2009. "Financial Disintermediation in the 1990s : Implications on Monetary Policy in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 1-27, June.
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Chapters
- Lindé, J. & Smets, F. & Wouters, R., 2016.
"Challenges for Central Banks’ Macro Models,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262,
Elsevier.
Cited by:
- 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.
- Ansgar Rannenberg, 2019.
"State dependent fiscal multipliers with preferences over safe assests,"
Working Paper Research
374, National Bank of Belgium.
- Rannenberg, Ansgar, 2021. "State-dependent fiscal multipliers with preferences over safe assets," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 1023-1040.
- Andrew Binning & Junior Maih, 2017.
"Modelling Occasionally Binding Constraints Using Regime-Switching,"
Working Papers
No 9/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Andrew Binning & Junior Maih, 2017. "Modelling Occasionally Binding Constraints Using Regime-Switching," Working Paper 2017/23, Norges Bank.
- Federico GIRI, 2014.
"Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area,"
Working Papers
398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Giri, Federico, 2018. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
- Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Sylvain Barde, 2019.
"Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion,"
Studies in Economics
1908, School of Economics, University of Kent.
- Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Efrem Castelnuovo & Giovanni Pellegrino, 2018.
"Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation,"
Melbourne Institute Working Paper Series
wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
- Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018. "An Endogenous Mechanism of Business Cycles," Papers 1803.05002, arXiv.org, revised Sep 2019.
- 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.
- Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018. "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series 2200, European Central Bank.
- Andreyev, M. & Polbin, A., 2019. "Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 12-49.
- Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017.
"PIIGS in the Euro area: An empirical DSGE model,"
Discussion Papers in Economics
economics:201710, Griffith University, Department of Accounting, Finance and Economics.
- Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli, 2016. "PIIGS in the Euro Area. An Empirical DSGE Model," Working Papers 331, University of Milano-Bicocca, Department of Economics, revised 11 Mar 2016.
- Charalampidis, Nikolaos, 2020. "On unemployment cycles in the Euro Area, 1999–2018," European Economic Review, Elsevier, vol. 121(C).
- Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.
- 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.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011.
"Unemployment in an Estimated New Keynesian Model,"
NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360,
National Bureau of Economic Research, Inc.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
See citations under working paper version above.- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Frank Smets & Rafael Wouters & Jordi GalÃ, 2015. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- Frank Smets & Raf Wouters, 2005.
"Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 146-65,
Bank for International Settlements.
See citations under working paper version above.
- Raf Wouters & Frank Smets, 2004. "Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy," Computing in Economics and Finance 2004 132, Society for Computational Economics.