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George Perendia

Personal Details

First Name:George
Middle Name:
Last Name:Perendia
Suffix:
RePEc Short-ID:ppe549

Affiliation

Business School
London Metropolitan University

London, United Kingdom
http://www.londonmet.ac.uk/lmbs/
RePEc:edi:bslmuuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Perendia, George & Tsoukis, Chris, 2012. "The Keynesian multiplier, news and fiscal policy rules in a DSGE model," Dynare Working Papers 25, CEPREMAP.
  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.
  3. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
  4. Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers 1607, School of Economics, University of Surrey.

Articles

  1. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Perendia, George & Tsoukis, Chris, 2012. "The Keynesian multiplier, news and fiscal policy rules in a DSGE model," Dynare Working Papers 25, CEPREMAP.

    Cited by:

    1. DJINKPO, Medard, 2019. "A DSGE model for Fiscal Policy Analysis in The Gambia," MPRA Paper 97874, University Library of Munich, Germany, revised 30 Dec 2019.
    2. Paul Beaudry & Franck Portier, 2014. "News Driven Business Cycles: Insights and Challenges," 2014 Meeting Papers 289, Society for Economic Dynamics.

  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.

    Cited by:

    1. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    2. Paul Kitney, 2015. "Does the central bank respond to credit market factors? A Bayesian DSGE approach," CAMA Working Papers 2015-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
    4. Gelain, Paolo & Guerrazzi, Marco, 2014. "A demand-driven search model with self-fulfilling expectations: The new `Farmerian' framework under scrutiny," MPRA Paper 55773, University Library of Munich, Germany.
    5. Anella Munro, 2014. "Exchange rates, expected returns and risk: UIP unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. SENBETA, Sisay Regassa, 2013. "Foreign exchange constraints and macroeconomic dynamics in a small open economy," Working Papers 2013023, University of Antwerp, Faculty of Business and Economics.
    7. Guo, Lingyi & Xu, Wenli & Xu, Kun, 2016. "中国财政政策调整的宏观经济效应——基于消费者异质性的新凯恩斯模型 [The effect of Fiscal Consolidations on Chinese Maroeconomies——Based on The NK Model with Cosummer’s Heterogenicity]," MPRA Paper 69170, University Library of Munich, Germany.
    8. Nida Çakır Melek & Michael D. Plante & Mine K. Yücel, 2017. "The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis," Working Papers 1708, Federal Reserve Bank of Dallas.
    9. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
    10. Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Junior Maih, 2015. "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper 2015/01, Norges Bank.
    12. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
    13. Konstantinos Angelopoulos & Stylianos Asimakopoulos & James Malley, 2014. "Optimal progressive taxation in a model with endogenous skill supply," Working Papers 2014_07, Business School - Economics, University of Glasgow.
    14. Fabio Verona & Maik H. Wolters, 2013. "Sticky Information Models in Dynare," CEF.UP Working Papers 1306, Universidade do Porto, Faculdade de Economia do Porto.
    15. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris Nanterre, EconomiX.
    16. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
    17. Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2015. "Inflation Dynamics During the Financial Crisis," Finance and Economics Discussion Series 2015-12, Board of Governors of the Federal Reserve System (U.S.).
    18. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers 2013/03, Latvijas Banka.
    19. Grégory Levieuge & Jean-Guillaume Sahuc, 2021. "Downward Interest Rate Rigidity," Working papers 828, Banque de France.
    20. Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
    21. Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
    22. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
    23. 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.
    24. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 9870, Banco de la Republica.
    25. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
    26. Ricardo Marto, 2014. "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(IV), pages 353-398, December.
    27. Punnoose Jacob & Gert Peersman, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series DP2013/04, Reserve Bank of New Zealand.
    28. Braun, Sebastian & Weber, Henning, 2016. "How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany," Kiel Working Papers 2025, Kiel Institute for the World Economy (IfW Kiel).
    29. 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.
    30. Kollmann, Robert, 2017. "Tractable likelihood-based estimation of non-linear DSGE models," Economics Letters, Elsevier, vol. 161(C), pages 90-92.
    31. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
    32. Michael T. Kiley, 2014. "Policy Paradoxes in the New Keynesian Model," Finance and Economics Discussion Series 2014-29, Board of Governors of the Federal Reserve System (U.S.).
    33. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers 929.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    34. Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2014. "The Effects of Government Spending in a Small Open Economy within a Monetary Union," Research Technical Papers 12/RT/14, Central Bank of Ireland.
    35. Jan in't Veld & Robert Kollmann & Marco Ratto & Werner Roeger & Lukas Vogel, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization Institute Working Papers 176, Federal Reserve Bank of Dallas.
    36. Epstein, Brendan & Finkelstein Shapiro, Alan, 2017. "Employment and firm heterogeneity, capital allocation, and countercyclical labor market policies," Journal of Development Economics, Elsevier, vol. 127(C), pages 25-41.
    37. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    38. Daragh Clancy & Rossana Merola, 2016. "ÉIRE Mod: A DSGE Model for Ireland," The Economic and Social Review, Economic and Social Studies, vol. 47(1), pages 1-31.
    39. Michael T. Kiley, 2014. "The Aggregate Demand Effects of Short- and Long-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 69-104, December.
    40. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    41. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(68), pages 218-272, June.
    42. Ajevskis Viktors, 2017. "Semi-global solutions to DSGE models: perturbation around a deterministic path," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-28, April.
    43. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    44. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
    45. Annicchiarico, Barbara & Di Dio, Fabio, 2015. "Environmental policy and macroeconomic dynamics in a new Keynesian model," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 1-21.
    46. William D. Craighead, 2012. "Monetary Rules and Sectoral Unemployment in Open Economies," Wesleyan Economics Working Papers 2012-001, Wesleyan University, Department of Economics.
    47. Hall, Jamie, 2012. "Consumption dynamics in general equilibrium," MPRA Paper 43933, University Library of Munich, Germany.
    48. Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014. "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper 55612, University Library of Munich, Germany.
    49. Cheng, G., 2013. "A Growth Perspective on Foreign Reserve Accumulation," Working papers 443, Banque de France.
    50. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
    51. Miguel Casares & Hashmat Khan & Jean-Christophe Poutineau, 2018. "A Structural Analysis of US Entry and Exit Dynamics," Carleton Economic Papers 18-02, Carleton University, Department of Economics.
    52. Matteo Falagiarda, 2014. "Evaluating quantitative easing: a DSGE approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(4), pages 302-327.
    53. William D. Craighead, 2020. "Intermediate Goods and Exchange Rate Disconnect," Open Economies Review, Springer, vol. 31(1), pages 113-129, February.
    54. Angelopoulos, Konstantinos & Asimakopoulos, Stylianos & Malley, James, 2014. "Tax smoothing in a business cycle model with capital-skill complementarity," SIRE Discussion Papers 2014-017, Scottish Institute for Research in Economics (SIRE).
    55. Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Financial frictions and the extensive margin of activity," Post-Print halshs-01244561, HAL.
    56. Shahzad Ahmad & Farooq Pasha & Muhammad Rehman, 2016. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," SBP Working Paper Series 74, State Bank of Pakistan, Research Department.
    57. Jaccard, Ivan, 2022. "The trade-off between public health and the economy in the early stage of the COVID-19 pandemic," Working Paper Series 2690, European Central Bank.
    58. Sumru Altug & Serdar Kabaca, 2017. "Search Frictions, Financial Frictions, and Labor Market Fluctuations in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(1), pages 128-149, January.
    59. Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019. "The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
    60. Kiley, Michael T. & Sim, Jae, 2017. "Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 232-259.
    61. Daniel Němec & Zuzana Machová & Igor Kotlán & Eva Kotlánová & Christiana Kliková, 2022. "Corruption in Public Administration as a Brake on Transition to Industry 4.0," SAGE Open, , vol. 12(1), pages 21582440221, March.
    62. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
    63. Fanny Henriet, Nicolas Maggiar, and Katheline Schubert, 2014. "A Stylized Applied Energy-Economy Model for France," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    64. Sumru Altug & Serdar Kabaca & Meltem Poyraz, 2011. "Search Frictions, Financial Frictions and Labor Market Fluctuations in Emerging Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1136, Koc University-TUSIAD Economic Research Forum.
    65. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    66. Razafindrabe, Tovonony M., 2016. "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, vol. 52(PA), pages 78-100.
    67. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    68. Kienzler, Daniel, 2012. "Long-term Unemployment over the Business Cycle, Skill Loss, and Monetary Policy," Working Papers on Finance 1205, University of St. Gallen, School of Finance.
    69. Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
    70. Hashmat Khan & Abeer Reza, 2013. "House Prices and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics, revised 14 Sep 2016.
    71. Hüseyin Taştan & Bekir Aşık, 2014. "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 27-50, May.
    72. Sergey Ivashchenko, 2011. "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series 2011/07, European University at St. Petersburg, Department of Economics.
    73. Igor Kotlán & Daniel Němec & Eva Kotlánová & Petr Skalka & Rudolf Macek & Zuzana Machová, 2021. "European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
    74. Konstantinos Angelopoulos & Andrea Benecchi & James Malley, 2017. "Can subsidising job-related training reduce inequality?," Working Papers 2017_10, Business School - Economics, University of Glasgow.
    75. Yannick Kalantzis & Kenza Benhima & Philippe Bacchetta, 2012. "Capital Controls with International Reserve Accumulation: Can this Be Optimal?," 2012 Meeting Papers 448, Society for Economic Dynamics.
    76. Nason, James M. & Tallman, Ellis W., 2015. "Business Cycles And Financial Crises: The Roles Of Credit Supply And Demand Shocks," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 836-882, June.
    77. Ginters Buss, 2015. "Search-and-Matching Frictions and Labour Market Dynamics in Latvia," Working Papers 2015/04, Latvijas Banka.
    78. Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2012. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," PSE-Ecole d'économie de Paris (Postprint) hal-00813057, HAL.
    79. Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
    80. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
    81. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
    82. Vargas, Jose P Mauricio, 2012. "To be or not to be informal?: A Structural Simulation," MPRA Paper 41290, University Library of Munich, Germany.
    83. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2018. "Credit crunches from occasionally binding bank borrowing constraints," Discussion Papers 57/2018, Deutsche Bundesbank.
    84. Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.
    85. Bjørnar Karlsen Kivedal, 2018. "A new Keynesian framework and wage and price dynamics in the USA," Empirical Economics, Springer, vol. 55(3), pages 1271-1289, November.
    86. Rivera Moreno, Pablo Nebbi & Triana Montaño, Karol Lorena, 2022. "Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis," Dynare Working Papers 74, CEPREMAP.
    87. Michael T. Kiley, 2015. "What Can the Data Tell Us About the Equilibrium Real Interest Rate?," Finance and Economics Discussion Series 2015-77, Board of Governors of the Federal Reserve System (U.S.).
    88. Alain Gabler, 2014. "Relative Price Fluctuations in a Two-Sector Model with Imperfect Competition," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 474-483, July.
    89. Gortz, Christoph & Tsoukalas, John D., 2013. "News Shocks and Business Cycles: Bridging the Gap from Different Methodologies," SIRE Discussion Papers 2013-117, Scottish Institute for Research in Economics (SIRE).
    90. Polbin, Andrey, 2014. "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 3-29.
    91. Simone Auer, 2023. "Financial globalization and monetary transmission," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 721-760, May.
    92. Ginters Buss, 2016. "Financial frictions in Latvia," Empirical Economics, Springer, vol. 51(2), pages 547-575, September.
    93. Pawel Baranowski & Mariusz Gorajski & Maciej Malaczewski & Grzegorz Szafranski, 2013. "Inflation in Poland under state-dependent pricing," Discussion Papers 83, Aboa Centre for Economics.
    94. SENBETA, Sisay Regassa, 2013. "Informality and macroeconomic fluctuations: A small open economy New Keynesian DSGE model with dual labour markets," Working Papers 2013002, University of Antwerp, Faculty of Business and Economics.
    95. Daniel Němec, 2013. "Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 021-041, March.
    96. Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
    97. James Malley & Apostolis Philippopoulos & Jim Malley, 2022. "The Macroeconomic Effects of Funding U.S. Infrastructure," CESifo Working Paper Series 9530, CESifo.
    98. Jan in 't Veld & Andrea Pagano & Rafal Raciborski & Marco Ratto & Werner Roeger, 2012. "Imbalances and rebalancing scenarios in an estimated structural model for Spain," European Economy - Economic Papers 2008 - 2015 458, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    99. Joris de Wind, 2017. "SMOOTHIES: A Toolbox for the Exact Nonlinear and Non-Gaussian Kalman Smoother," CPB Discussion Paper 360, CPB Netherlands Bureau for Economic Policy Analysis.
    100. Engin Kara & Jasmin Sin, 2013. "Liquidity, Quantitative Easing and Optimal Monetary Policy," Bristol Economics Discussion Papers 13/635, School of Economics, University of Bristol, UK.
    101. Nicolas Petrosky-Nadeau & Lu Zhang, 2013. "Solving the DMP Model Accurately," NBER Working Papers 19208, National Bureau of Economic Research, Inc.
    102. Buss, Ginters, 2015. "Financial frictions in a DSGE model for Latvia," Dynare Working Papers 42, CEPREMAP.
    103. 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.
    104. Burgess, Stephen & Fernandez-Corugedo, Emilio & Groth, Charlotta & Harrison, Richard & Monti, Francesca & Theodoridis, Konstantinos & Waldron, Matt, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
    105. Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
    106. Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
    107. Punnoose Jacob & Martin Wong, 2018. "Estimating the NAIRU and the Natural Rate of Unemployment for New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2018/04, Reserve Bank of New Zealand.
    108. Moen, Jon R. & Tallman, Ellis W., 2000. "Clearinghouse Membership and Deposit Contraction during the Panic of 1907," The Journal of Economic History, Cambridge University Press, vol. 60(1), pages 145-163, March.

  3. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.

    Cited by:

    1. Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
    2. Evans, George W & McGough, Bruce, 2018. "Equilibrium selection, observability and backward-stable solutions," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 1-10.
    3. Dave, Chetan & Malik, Samreen, 2017. "A tale of fat tails," European Economic Review, Elsevier, vol. 100(C), pages 293-317.
    4. Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014. "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers 0414, School of Economics, University of Surrey.
    5. Anette Borge & Gunnar Bårdsen & Junior Maih, 2019. "Expectations switching in a DSGE model for the UK," Working Paper Series 18119, Department of Economics, Norwegian University of Science and Technology.
    6. Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: a Survey," Working Papers 121301, University of California-Irvine, Department of Economics.
    7. Muhammad Ali Nasir & Milton Yago & Alaa M. Soliman & Junjie Wu, 2016. "Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom: A new-Keynesian dynamic stochastic general equilibrium framework," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1136098-113, December.
    8. Tom Holden, 2012. "Learning from learners," School of Economics Discussion Papers 1512, School of Economics, University of Surrey.
    9. Campbell, Carl M., 2014. "The formation of wage expectations in the effort and quit decisions of workers," Economic Modelling, Elsevier, vol. 42(C), pages 313-322.
    10. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
    11. Hatcher, Michael & Minford, Patrick, 2023. "Chameleon models in economics: A note," Cardiff Economics Working Papers E2023/10, Cardiff University, Cardiff Business School, Economics Section.
    12. Aguilar, Pablo & Vázquez, Jesús, 2021. "An Estimated Dsge Model With Learning Based On Term Structure Information," Macroeconomic Dynamics, Cambridge University Press, vol. 25(7), pages 1635-1665, October.
    13. Paul Levine & Neil Rickman, 2021. "Optimal Lockdown in an Epidemiological-Macroeconomic Model," School of Economics Discussion Papers 0421, School of Economics, University of Surrey.
    14. Batini, Nicoletta & Levine, Paul & Lotti, Emanuela & Yang, Bo, 2011. "Monetary and Fiscal Policy in the Presence of Informal Labour Markets," Working Papers 11/97, National Institute of Public Finance and Policy.
    15. Keshab Bhattarai, 2015. "Financial deepening and economic growth," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1133-1150, March.
    16. Casares, Miguel & Vázquez, Jesús, 2016. "Data Revisions In The Estimation Of Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1683-1716, October.
    17. Perendia, George & Tsoukis, Chris, 2012. "The Keynesian multiplier, news and fiscal policy rules in a DSGE model," Dynare Working Papers 25, CEPREMAP.
    18. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    19. Nakagawa, Ryuichi, 2015. "Learnability of an equilibrium with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 58-74.
    20. Nikolaos Charalampidis, 2020. "The U.S. Labor Income Share And Automation Shocks," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 294-318, January.
    21. 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.
    22. Barbara Annicchiarico & Silvia Surricchio & Robert J. Waldmann, 2018. "A Behavioral Model of the Credit Cycle," CEIS Research Paper 446, Tor Vergata University, CEIS, revised 30 Oct 2018.
    23. Gelain, Paolo & Lansing, Kevin J., 2014. "House prices, expectations, and time-varying fundamentals," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 3-25.
    24. Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers 21, CEPREMAP.
    25. De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
    26. Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
    27. Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," School of Economics Discussion Papers 0711, School of Economics, University of Surrey.
    28. Shah, Sayar Ahmad & Garg, Bhavesh, 2023. "Testing policy effectiveness during COVID-19: An NK-DSGE analysis," Journal of Asian Economics, Elsevier, vol. 84(C).
    29. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
    30. 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.
    31. Paul Levine & Joseph Pearlman & Bo Yang, 2012. "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers 1012, School of Economics, University of Surrey.
    32. 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.
    33. Barbara Annicchiarico & Fabio Di Dio & Francesca Diluiso, 2022. "Climate Actions, Market Beliefs and Monetary Policy," CEIS Research Paper 535, Tor Vergata University, CEIS, revised 25 Mar 2022.
    34. Shah, Sayar Ahmad & Garg, Bhavesh, 2023. "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 975-994.
    35. Stefano Neri & Tiziano Ropele, 2012. "Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area," Economic Journal, Royal Economic Society, vol. 122(561), pages 651-674, June.
    36. Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022. "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers 0522, School of Economics, University of Surrey.

  4. Paul Levine & Joseph Pearlman & George Perendia, 2007. "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers 1607, School of Economics, University of Surrey.

    Cited by:

    1. Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho.
    2. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
    3. Batini, Nicoletta & Levine, Paul & Lotti, Emanuela & Yang, Bo, 2011. "Monetary and Fiscal Policy in the Presence of Informal Labour Markets," Working Papers 11/97, National Institute of Public Finance and Policy.
    4. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    5. Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho.
    6. Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," School of Economics Discussion Papers 0711, School of Economics, University of Surrey.
    7. Levine, Paul & Pearlman, Joseph, 2010. "Robust monetary rules under unstructured model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 456-471, March.
    8. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
    9. Paul Levine & Joseph Pearlman & Bo Yang, 2012. "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers 1012, School of Economics, University of Surrey.
    10. Nicoletta Batini & Paul Levine & Emanuela Lotti, 2011. "The Costs and Benefits of Informality," School of Economics Discussion Papers 0211, School of Economics, University of Surrey.

Articles

  1. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (3) 2007-12-01 2010-06-26 2013-01-07
  2. NEP-CBA: Central Banking (2) 2007-12-01 2010-06-26
  3. NEP-MAC: Macroeconomics (2) 2010-06-26 2013-01-07
  4. NEP-CTA: Contract Theory and Applications (1) 2010-06-26
  5. NEP-ECM: Econometrics (1) 2007-12-01

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