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Estimation and evaluation of DSGE models: progress and challenges
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Cited by:
- Barnichon, Regis & Mesters, Geert, 2021.
"The Phillips multiplier,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Geert Mesters & Régis Barnichon, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona School of Economics.
- Barnichon, Regis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- 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.
- Giesen, Sebastian & Scheufele, Rolf, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8/2013, Halle Institute for Economic Research (IWH).
- Marta Boczon, 2018. "Balanced Growth Approach to Forecasting Recessions," Working Paper 6487, Department of Economics, University of Pittsburgh.
- Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012. "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers 2012.06, Bank of Israel.
- Eyal Argov & Alon Binyamini & Eliezer Borenstein & Irit Rozenshtrom, 2012. "Ex-Post Evaluation of Monetary Policy," Bank of Israel Working Papers 2012.07, Bank of Israel.
- Zheng, Tingguo & Guo, Huiming, 2013. "Estimating a small open economy DSGE model with indeterminacy: Evidence from China," Economic Modelling, Elsevier, vol. 31(C), pages 642-652.
- Pablo A. Guerrón-Quintana & James M. Nason, 2013.
"Bayesian estimation of DSGE models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512,
Edward Elgar Publishing.
- Pablo Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Pablo A Guerron-Quintana & James M Nason, 2012. "Bayesian Estimation of DSGE Models," CAMA Working Papers 2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- repec:wyi:journl:002201 is not listed on IDEAS
- Giorgio Fagiolo & Andrea Roventini, 2012.
"Macroeconomic Policy in DSGE and Agent-Based Models,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Working Papers 07/2012, University of Verona, Department of Economics.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," EconomiX Working Papers 2012-17, University of Paris Nanterre, EconomiX.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Working Papers hal-04141079, HAL.
- Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Post-Print hal-01385833, HAL.
- Frank Schorfheide, 2012. "EconomicDynamics Interviews Frank Schorfheide on DSGE Model Estimation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 13(2), April.
- Massimiliano Marcellino & Yuliya Rychalovska, 2014. "Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(5), pages 315-338, August.
- Daniel O. Beltran & David Draper, 2018.
"Estimating dynamic macroeconomic models: how informative are the data?,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(2), pages 501-520, February.
- Daniel O. Beltran & David Draper, 2016. "Estimating Dynamic Macroeconomic Models : How Informative Are the Data?," International Finance Discussion Papers 1175, Board of Governors of the Federal Reserve System (U.S.).
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017.
"How optimal is US monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
- Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013. "How Optimal is US Monetary Policy?," Working Papers 2013_08, Business School - Economics, University of Glasgow.
- Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013. "How Optimal is US Monetary Policy?," SIRE Discussion Papers 2013-53, Scottish Institute for Research in Economics (SIRE).
- Lucy Minford & David Meenagh, 2020.
"Supply-Side Policy and Economic Growth: A Case Study of the UK,"
Open Economies Review, Springer, vol. 31(1), pages 159-193, February.
- Minford, Lucy & Meenagh, David, 2018. "Supply-side policy and economic growth: A case study of the UK," Cardiff Economics Working Papers E2018/10, Cardiff University, Cardiff Business School, Economics Section.
- Andrews, Donald W.K. & Cheng, Xu, 2014.
"Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure,"
Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
- Felix Reichling & Charles Whalen, 2012. "Review of Estimates of the Frisch Elasticity of Labor Supply: Working Paper 2012-13," Working Papers 43676, Congressional Budget Office.
- Gourieroux, C. & Jasiak, J. & Monfort, A., 2020.
"Stationary bubble equilibria in rational expectation models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 714-735.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2016. "Stationary Bubble Equilibria in Rational Expectation Models," Working Papers 2016-31, Center for Research in Economics and Statistics.
- Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2020. "Stationary Bubble Equilibria in Rational Expectation Models," Post-Print hal-03330912, HAL.
- Schmidt, Sebastian & Wieland, Volker, 2013.
"The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512,
Elsevier.
- Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Damodaran, Nikhil, 2016. "Export Subsidies and Interdependence in Euro Union: Beggar Thy Neighbor?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235701, Agricultural and Applied Economics Association.
- Charles Whalen & Felix Reichling, 2017. "Estimates of the Frisch Elasticity of Labor Supply: A Review," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 37-42, January.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017.
"A Monte Carlo procedure for checking identification in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013. "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
- Stelios Bekiros & Alessia Paccagnini, 2013.
"On the predictability of time-varying VAR and DSGE models,"
Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7329, School of Economics, University College Dublin.
- Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
- 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.
- Pesaran, M. Hashem & Smith, Ron P., 2011.
"Beyond the DSGE Straitjacket,"
IZA Discussion Papers
5661, Institute of Labor Economics (IZA).
- Hashem M. Pesaran & Ron P. Smith, 2011. "Beyond the DSGE Straitjacket," CESifo Working Paper Series 3447, CESifo.
- Pesaran, M. H. & Smith, R. P., 2011. "Beyond the DSGE straightjacket," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.
- Burlon, Lorenzo & D’Imperio, Paolo, 2020. "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Nikhil Patel, 2016. "International Trade Finance and the Cost Channel of Monetary Policy in Open Economies," BIS Working Papers 539, Bank for International Settlements.
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
- Denis Tkachenko & Zhongjun Qu, 2012.
"Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007),"
Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 319-385,
Emerald Group Publishing Limited.
- Zhongjun Qu & Denis Tkachenko, 2011. "Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)," Boston University - Department of Economics - Working Papers Series WP2011-060, Boston University - Department of Economics.
- 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.
- Gunnar Bårdsen & Luca Fanelli, 2015.
"Frequentist Evaluation of Small DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
- Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
- Waldyr Dutra Areosa & Christiano Arrigoni Coelho, 2013. "Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil," Working Papers Series 303, Central Bank of Brazil, Research Department.
- Wickens, Michael R., 2014.
"How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics,"
CEPR Discussion Papers
10197, C.E.P.R. Discussion Papers.
- Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
- Marta Boczoń & Jean-François Richard, 2020. "Balanced Growth Approach to Tracking Recessions," Econometrics, MDPI, vol. 8(2), pages 1-35, April.
- Luca Barone, 2013. "An ABM for Economics: Micro Explains Macro," Working papers 016, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Dario Caldara & Richard Harrison & Anna Lipińska, 2014. "Practical Tools For Policy Analysis In Dsge Models With Missing Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1145-1163, November.
- Michael Wickens, 2015. "How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics," Manchester School, University of Manchester, vol. 83, pages 60-82, December.
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- 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.
- Wong, Chin-Yoong & Eng, Yoke-Kee, 2013. "International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model," International Review of Economics & Finance, Elsevier, vol. 26(C), pages 109-124.
- Varang Wiriyawit, 2014. "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics 2014-615, Australian National University, College of Business and Economics, School of Economics.
- Dario Caldara & Richard Harrison & Anna Lipinska, 2012. "Practical tools for policy analysis in DSGE models with missing channels," Finance and Economics Discussion Series 2012-72, Board of Governors of the Federal Reserve System (U.S.).
- Stracca Livio, 2017. "The Euler equation around the world," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-9, June.