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Rational error correction
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Cited by:
- 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.
- Kozicki, Sharon & Tinsley, P. A., 2002.
"Dynamic specifications in optimizing trend-deviation macro models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August.
- Sharon Kozicki & Peter A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City.
- Marc-André Gosselin & René Lalonde, 2004. "Modélisation « PAC » du secteur extérieur de l'économie américaine," Staff Working Papers 04-3, Bank of Canada.
- David Aristei & Luca Pieroni, 2010.
"Habits, Complementarities and Heterogeneity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 428-457, August.
- David Aristei & Luca Pieroni, 2007. "Habits, Complementarities and Heterogenenity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model," Working Papers 38/2007, University of Verona, Department of Economics.
- Kiley, Michael T., 2001. "Computers and growth with frictions: aggregate and disaggregate evidence," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 55(1), pages 171-215, December.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2005.
"Non-linear inflationary dynamics: evidence from the UK,"
Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Òscar Jordà & Sharon Kozicki, 2007.
"Estimation and Inference by the Method of Projection Minimum Distance,"
Staff Working Papers
07-56, Bank of Canada.
- Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 78, University of California, Davis, Department of Economics.
- Giacinto Micucci & Valter di Giacinto, 2009.
"The Producer Service Sector in Italy: Long-term Growth and its Local Determinants,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(4), pages 391-425.
- Valter Di Giacinto & Giacinto Micucci, 2007. "The producer service sector in Italy: Long-term growth and its local determinants," Temi di discussione (Economic working papers) 643, Bank of Italy, Economic Research and International Relations Area.
- Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March.
- Sharon Kozicki & Peter A. Tinsley, 2002.
"Alternative sources of the lag dynamics of inflation,"
Research Working Paper
RWP 02-12, Federal Reserve Bank of Kansas City.
- Peter Tinsley & Sharon Kozicki, 2003. "Alternative Sources of the Lag Dynamics of Inflation," Computing in Economics and Finance 2003 92, Society for Computational Economics.
- Angelini, Elena & Bokan, Nikola & Christoffel, Kai & Ciccarelli, Matteo & Zimic, Srečko, 2019. "Introducing ECB-BASE: The blueprint of the new ECB semi-structural model for the euro area," Working Paper Series 2315, European Central Bank.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003.
"The responses of wages and prices to technology shocks,"
Working Paper Series
2003-21, Federal Reserve Bank of San Francisco.
- Rochelle M. Edge & Thomas Laubach & John C. Williams, 2003. "The responses of wages and prices to technology shocks," Finance and Economics Discussion Series 2003-65, Board of Governors of the Federal Reserve System (U.S.).
- Sienknecht, Sebastian, 2016. "Reassessing price adjustment costs in DSGE models," MPRA Paper 73763, University Library of Munich, Germany.
- Pål Boug & Ådne Cappelen & Eilev S. Jansen & Anders Rygh Swensen, 2021.
"The Consumption Euler Equation or the Keynesian Consumption Function?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 252-272, February.
- Anders Rygh Swensen & Pål Boug & Ådne Cappelen & Eilev S. Jansen, 2019. "The consumption Euler equation or the Keynesian consumption function?," Discussion Papers 904, Statistics Norway, Research Department.
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019.
"The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-02400611, HAL.
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019. "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France," Working Papers hal-02400611, HAL.
- Jeffrey C. Fuhrer & Giovanni P. Olivei, 2005.
"Estimating forward-looking Euler equations with GMM estimators: an optimal-instruments approach,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 87-114.
- Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004. "Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach," Working Papers 04-2, Federal Reserve Bank of Boston.
- Ireland, Peter N., 2001.
"Sticky-price models of the business cycle: Specification and stability,"
Journal of Monetary Economics, Elsevier, vol. 47(1), pages 3-18, February.
- Peter N. Ireland, 1999. "Sticky-Price Models of the Business Cycle: Specification and Stability," Boston College Working Papers in Economics 426, Boston College Department of Economics.
- Peter N. Ireland, 2000. "Sticky-Price Models of the Business Cycle: Specification and Stability," NBER Working Papers 7511, National Bureau of Economic Research, Inc.
- Jeanfils, Philippe & Burggraeve, Koen, 2008.
""NONAME": A new quarterly model for Belgium,"
Economic Modelling, Elsevier, vol. 25(1), pages 118-127, January.
- Philippe Jeanfils & Koen Burggraeve, 2005. "Noname - A new quarterly model for Belgium," Working Paper Research 68, National Bank of Belgium.
- Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
- Meurers Martin, 2004. "Estimating Supply and Demand Functions in International Trade: A Multivariate Cointegration Analysis for Germany / Die Schätzung von Angebots- und Nachfragefunktionen im Außenhandel: Eine multivariate," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(5), pages 530-556, October.
- Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers 03-13, Bank of Canada.
- Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
- Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.
- Fanelli, Luca, 2008.
"Evaluating New Keynesian Phillips Curve under VAR-Based Learning,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
- Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
- Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
- Matthieu Lemoine & Harri Turunen & Mohammed Chahad & Antoine Lepetit & Anastasia Zhutova & Pierre Aldama & Pierrick Clerc & Jean-Pierre Laffargue, 2019. "The FR-BDF Model and an Assessment of Monetary Policy Transmission in France," Working papers 736, Banque de France.
- Peter Von zur Muehlen, 2001. "The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model," Finance and Economics Discussion Series 2001-12, Board of Governors of the Federal Reserve System (U.S.).
- Òscar Jordà & Sharon Kozicki, 2007.
"Estimation and Inference by the Method of Projection Minimum Distance,"
Staff Working Papers
07-56, Bank of Canada.
- Oscar Jorda & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 148, University of California, Davis, Department of Economics.
- Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
- Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January.