Money in a New-Keynesian model estimated with German data
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Cited by:
- Jonathan Benchimol & André Fourçans, 2010.
"Money and risk aversion in a DSGE framework: a Bayesian application to the Euro zone,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00800082, HAL.
- Jonathan Benchimol & André Fourçans, 2010. "Money and risk aversion in a DSGE framework: a Bayesian application to the Euro zone," Working Papers hal-00800082, HAL.
- Jonathan Benchimol & André Fourçans, 2010. "Money and risk aversion in a DSGE framework : a bayesian application to the euro zone," Post-Print hal-00572374, HAL.
- Benchimol, Jonathan & Fourçans, André, 2010. "Money and Risk Aversion in a DSGE Framework: A Bayesian Application to the Euro Zone," ESSEC Working Papers DR 10005, ESSEC Research Center, ESSEC Business School.
- Benchimol, Jonathan & Fourçans, André, 2012.
"Money and risk in a DSGE framework: A Bayesian application to the Eurozone,"
Journal of Macroeconomics, Elsevier, vol. 34(1), pages 95-111.
- Jonathan Benchimol & André Fourçans, 2012. "Money and risk in a DSGE framework: A Bayesian application to the Eurozone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00674324, HAL.
- Jonathan Benchimol & André Fourçans, 2012. "Money and risk in a DSGE framework: A Bayesian application to the Eurozone," Post-Print hal-00674324, HAL.
- Helge Berger & Pär Österholm, 2011.
"Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 45-60, March.
- Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 2008/053, International Monetary Fund.
- repec:bla:germec:v:7:y:2006:i::p:65-86 is not listed on IDEAS
- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
CESifo Economic Studies, CESifo Group, vol. 57(3), pages 531-550, September.
- Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 2008/076, International Monetary Fund.
- repec:rdg:wpaper:em-dp2007-52 is not listed on IDEAS
- Jones, Barry E. & Stracca, Livio, 2006. "Are money and consumption additively separable in the euro area? A non-parametric approach," Working Paper Series 704, European Central Bank.
- Pytlarczyk, Ernest, 2005. "An estimated DSGE model for the German economy within the euro area," Discussion Paper Series 1: Economic Studies 2005,33, Deutsche Bundesbank.
- Stephen McKnight & Alexander Mihailov, 2015.
"Do Real Balance Effects Invalidate the Taylor Principle in Closed and Open Economies?,"
Economica, London School of Economics and Political Science, vol. 82(328), pages 938-975, October.
- Stephen McKnight & Alexander Mihailov, 2012. "Do real balance effects invalidate the Taylor principle in closed and open economies?," Serie documentos de trabajo del Centro de Estudios Económicos 2012-10, El Colegio de México, Centro de Estudios Económicos.
- Stephen McKnight & Alexander Mihailov, 2007.
"Re-examining the Importance of Trade Openness for Aggregate Instability,"
Economic Analysis Research Group Working Papers
earg-wp2007-12, Henley Business School, University of Reading.
- Stephen McKnight & Alexander Mihailov, 2007. "Re-examining the Importance of Trade Openness for Aggregate Instability," Economics Discussion Papers em-dp2007-52, Department of Economics, University of Reading.
- Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006.
"A joint econometric model of macroeconomic and term-structure dynamics,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
- Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
- Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
- Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
- McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020.
"Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend,"
Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
- Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
- Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018. "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos 2018-05, El Colegio de México, Centro de Estudios Económicos.
- Welz, Peter, 2006. "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series 621, European Central Bank.
- Mr. Helge Berger & Mr. Thomas Harjes & Mr. Emil Stavrev, 2008. "The ECB’s Monetary Analysis Revisited," IMF Working Papers 2008/171, International Monetary Fund.
- Barry E. Jones & Livio Stracca, 2008.
"Does Money Matter In The Is Curve? The Case Of The Uk,"
Manchester School, University of Manchester, vol. 76(s1), pages 58-84, September.
- Jones, Barry E. & Stracca, Livio, 2008. "Does money matter in the IS curve? The case of the UK," Working Paper Series 904, European Central Bank.
- Berger, Helge & Harjes, Thomas & Stavrev, Emil, 2008. "The ECB's monetary analysis revisited," Discussion Papers 2008/14, Free University Berlin, School of Business & Economics.
- Alessandro Piergallini, 2006. "Real Balance Effects and Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 44(3), pages 497-511, July.
- Luca Sessa, 2012. "Economic (in)stability under monetary targeting," Temi di discussione (Economic working papers) 858, Bank of Italy, Economic Research and International Relations Area.
- Helge Berger & Pär Österholm, 2011.
"Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 45-60, March.
- Berger, Helge & Österholm, Pär, 2008. "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers 2008/10, Free University Berlin, School of Business & Economics.
More about this item
Keywords
Maximum-Likelihood; DSGE; MSV solution; New-Keynesian model; Germany;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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