Estimating the Euler equation for output

Citations

Cited by:

1. 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.
   • 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.
2. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
   • Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
   • Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004. "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers 388, Society for Economic Dynamics.
   • Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005. "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers 11340, National Bureau of Economic Research, Inc.
   • Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006. "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers 5956, C.E.P.R. Discussion Papers.
   • Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005. "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers 04/05, School of Economics and Business Administration, University of Navarra.
3. Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
   • Barnichon, Regis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
   • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona School of Economics.
   • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
4. Bhavesh Salunkhe & Anuradha Patnaik, 2018. "The IS Curve and Monetary Policy Transmission in India: A New Keynesian Perspective," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(1), pages 41-66, February.
5. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
   • Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
6. Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
7. Beyer, Andreas & Farmer, Roger E. A. & Henry, Jérôme & Marcellino, Massimiliano, 2005. "Factor analysis in a New-Keynesian model," Working Paper Series 510, European Central Bank.
   • Farmer, Roger & Henry, Jerome & Marcellino, Massimiliano & Beyer, Andreas, 2005. "Factor Analysis in a New-Keynesian Model," CEPR Discussion Papers 5266, C.E.P.R. Discussion Papers.
8. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1340-1356, November.
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9. Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
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   • Hashmat Khan & Charlotta Groth, 2007. "Investment Adjustment Costs: An Empirical Assessment," Carleton Economic Papers 07-08, Carleton University, Department of Economics, revised Dec 2010.
10. Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289, National Bureau of Economic Research, Inc.
    • Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Working Papers 12638, National Bureau of Economic Research, Inc.
    • Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the secrets of the temple: the value of publishing central bank interest rate projections," Working Paper Series 2006-31, Federal Reserve Bank of San Francisco.
11. Peter Claeys, 2006. "Policy mix and debt sustainability: evidence from fiscal policy rules," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 33(2), pages 89-112, June.
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12. Haroon Mumtaz & Paolo Surico, 2015. "The Transmission Mechanism In Good And Bad Times," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1237-1260, November.
    • Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
13. Alejandro Rodríguez Arana, 2014. "Staggered prices, the optimizing taylor rule and the irrelevance of the is curve," Working Papers 0714, Universidad Iberoamericana, Department of Economics.
14. Camelia Ioana Ucenic & Laura Bacali, 2008. "The Impact of the Advance of SME's for the Romanian Economy," Working Papers 0804, University of Crete, Department of Economics.
15. Bilbiie, Florin O. & Straub, Roland, 2012. "Changes in the output Euler equation and asset markets participation," Journal of Economic Dynamics and Control, Elsevier, vol. 36(11), pages 1659-1672.
    • Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," PSE-Ecole d'économie de Paris (Postprint) hal-00680647, HAL.
    • Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00680647, HAL.
    • Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," Post-Print hal-00680647, HAL.
16. 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.
    • 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.
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17. Eric JONDEAU & Herve LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics 0303006, University Library of Munich, Germany.
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18. Efrem Castelnuovo & Paolo Surico, 2005. "The Price Puzzle: Fact or Artefact?," Macroeconomics 0505015, University Library of Munich, Germany, revised 19 Jul 2005.
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19. Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
20. Mehrotra, Aaron, 2009. "The case for price level or inflation targeting--What happened to monetary policy effectiveness during the Japanese disinflation?," Japan and the World Economy, Elsevier, vol. 21(3), pages 280-291, August.
21. Orphanides, Athanasios & Williams, John C., 2005. "The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1927-1950, November.
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    • Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Working Paper Series 337, European Central Bank.
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22. Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
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23. Bazán-Palomino, Walter & Rodríguez, Gabriel, 2018. "The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru," Structural Change and Economic Dynamics, Elsevier, vol. 46(C), pages 13-25.
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78. 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.
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79. Peter N. Smith & Mike Wickens, 2006. "The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?," CDMA Conference Paper Series 0610, Centre for Dynamic Macroeconomic Analysis.
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81. Efrem Castelnuovo, 2002. "Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model," Macroeconomics 0211006, University Library of Munich, Germany.
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84. McGough, Bruce & Rudebusch, Glenn D. & Williams, John C., 2005. "Using a long-term interest rate as the monetary policy instrument," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 855-879, July.
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86. 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.
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91. van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
92. Ji, Yangyang, 2022. "Can Discounting Alone Resolve the Forward Guidance Puzzle?," MPRA Paper 115353, University Library of Munich, Germany.
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105. Stracca Livio, 2017. "The Euler equation around the world," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-9, June.
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108. Giovanni Di Bartolomeo & Marco Manzo, 2010. "Fiscal Policy Under Balanced Budget And Indeterminacy: A New Keynesian Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(4), pages 455-472, September.
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109. Giesen, Sebastian & Scheufele, Rolf, 2016. "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
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111. Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2007. "Monetary Policy, Rule-of-Thumb Consumers and External Habits: An International Comparison," Working Papers 0727, University of Crete, Department of Economics.
112. Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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116. Fair Ray C, 2007. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-27, June.
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131. Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015. "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series 118, Leibniz Institute for Financial Research SAFE.
132. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
133. Gregory E. Givens, 2012. "Estimating Central Bank Preferences under Commitment and Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1033-1061, September.
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159. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers 86, Narodowy Bank Polski.
160. Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2021. "Revisiting intertemporal elasticity of substitution in a sticky price model," Research Discussion Papers 9/2021, Bank of Finland.
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