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Dynamic equilibrium economies: a framework for comparing models and data
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Cited by:
- Takashi Kano & James M. Nason, 2014.
"Business Cycle Implications of Internal Consumption Habit for New Keynesian Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 519-544, March.
- Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CIRJE F-Series CIRJE-F-623, CIRJE, Faculty of Economics, University of Tokyo.
- Takashi Kano & James M. Nason, 2012. "Business cycle implications of internal consumption habit for new Keynesian models," Working Papers 12-30, Federal Reserve Bank of Philadelphia.
- Takashi Kano & James M. Nason, 2010. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CAMA Working Papers 2010-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Model," CARF F-Series CARF-F-151, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takashi Kano & James M. Nason, 2009. "Business cycle implications of internal consumption habit for New Keynesian models," FRB Atlanta Working Paper 2009-16, Federal Reserve Bank of Atlanta.
- Kano, Takashi & 加納, 隆 & Nason, James M., 2012. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-09, Graduate School of Economics, Hitotsubashi University.
- Martin S. Eichenbaum, 1996.
"Some comments on the role of econometrics in economic theory,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 20(Jan), pages 22-31.
- Eichenbaum, Martin, 1995. "Some Comments on the Role of Econometrics in Economic Theory," Economic Journal, Royal Economic Society, vol. 105(433), pages 1609-1621, November.
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Berkowitz, J. & Birgean, I. & Kilian, L., 1999.
"On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series,"
Papers
99-01, Michigan - Center for Research on Economic & Social Theory.
- Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999. "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.).
- Canova, Fabio, 2002. "Validating Monetary DSGE Models through VARs," CEPR Discussion Papers 3442, C.E.P.R. Discussion Papers.
- Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
- Gianfreda, Angelica & Maranzano, Paolo & Parisio, Lucia & Pelagatti, Matteo, 2023. "Testing for integration and cointegration when time series are observed with noise," Economic Modelling, Elsevier, vol. 125(C).
- Lee E. Ohanian, 2007. "Commentary on \\"Model fit and model selection\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 361-370.
- Michael Reiter & Ulrich Woitek, 1999.
"Are There Classical Business Cycles?,"
Working Papers
1999_05, Business School - Economics, University of Glasgow.
- Michael Reiter & Ulrich Woitek, 1999. "Are these classical business cycles?," Economics Working Papers 398, Department of Economics and Business, Universitat Pompeu Fabra.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2001.
"Comparing dynamic equilibrium economies to data,"
FRB Atlanta Working Paper
2001-23, Federal Reserve Bank of Atlanta.
- Jesús Fernández-Villaverde & Juan F. Rubio, 2003. "Comparing Dynamic Equilibrium Economies to Data," Levine's Working Paper Archive 506439000000000309, David K. Levine.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006.
"The Non- and Semiparametric Analysis of MS Models : Some Applications,"
Discussion Paper
2006-95, Tilburg University, Center for Economic Research.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Non- and Semiparametric Analysis of MS Models : Some Applications," Other publications TiSEM c14adc9f-f490-40d6-81b7-8, Tilburg University, School of Economics and Management.
- Daniel Levy, 2000.
"Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 100-137, January.
- Levy, Daniel, 2000. "Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 3(1), pages 100-136.
- Daniel Levy, 2000. "Investment–Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," Post-Print hal-02385594, HAL.
- Daniel Levy, 2005. "Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," International Finance 0505006, University Library of Munich, Germany, revised 16 May 2005.
- Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak, 2006. "Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 57-70, February.
- Francis X. Diebold & Jose A. Lopez, 1995.
"Forecast evaluation and combination,"
Research Paper
9525, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc.
- Xue-Zhong He & Youwei Li, 2017.
"The adaptiveness in stock markets: testing the stylized facts in the DAX 30,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
- Pakko, Michael R, 2000.
"The Cyclical Relationship between Output and Prices: An Analysis in the Frequency Domain,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 382-399, August.
- Michael R. Pakko, 1997. "The cyclical relationship between output and prices: an analysis in the frequency domain," Working Papers 1997-007, Federal Reserve Bank of St. Louis.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Jeremy Berkowitz & Lutz Kilian, 2000.
"Recent developments in bootstrapping time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
- Jeremy Berkowitz & Lutz Kilian, "undated". "Recent Developments in Bootstrapping Time Series," Finance and Economics Discussion Series 1996-45, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
- Jeremy Berkowitz & Lutz Kilian, 1996. "Recent developments in bootstrapping time series," Finance and Economics Discussion Series 96-45, Board of Governors of the Federal Reserve System (U.S.).
- Bottazzi, G. & Sapio, S. & Secchi, A., 2005.
"Some statistical investigations on the nature and dynamics of electricity prices,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 54-61.
- Giulio Bottazzi & Sandro Sapio & Angelo Secchi, 2004. "Some Statistical Investigations on the Nature and Dynamics of Electricity Prices," LEM Papers Series 2004/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Antonio Mele & Filippo Altissimo, 2004.
"Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns,"
FMG Discussion Papers
dp476, Financial Markets Group.
- Altissimo, Filippo & Mele, Antonio, 2004. "Simulated nonparametric estimation of continuous time models of asset prices and returns," LSE Research Online Documents on Economics 24674, London School of Economics and Political Science, LSE Library.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1059-1087.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography 122247000000000849, UCLA Department of Economics.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers 5513, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc.
- A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
- Christiano, Lawrence J. & Vigfusson, Robert J., 2003.
"Maximum likelihood in the frequency domain: the importance of time-to-plan,"
Journal of Monetary Economics, Elsevier, vol. 50(4), pages 789-815, May.
- Lawrence J. Christiano & Robert J. Vigfusson, 2001. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Papers (Old Series) 0106, Federal Reserve Bank of Cleveland.
- 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.
- Alessia Paccagnini, 2012. "Comparing Hybrid DSGE Models," Working Papers 228, University of Milano-Bicocca, Department of Economics, revised Dec 2012.
- Arnab Bhattacharjee & Christoph Thoenissen, 2005. "Money and Monetary Policy in Stochastic General Equilibrium Models," CDMA Working Paper Series 200511, Centre for Dynamic Macroeconomic Analysis, revised 15 Feb 2007.
- Sandro Sapio, 2012.
"Modeling the distribution of day-ahead electricity returns: a comparison,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1935-1949, December.
- Sandro Sapio, 2009. "Modelling the distribution of day-ahead electricity returns: a comparison," LEM Papers Series 2009/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Canova, Fabio, 2014.
"Bridging DSGE models and the raw data,"
Journal of Monetary Economics, Elsevier, vol. 67(C), pages 1-15.
- Fabio Canova, 2008. "Bridging DSGE models and the raw data," Economics Working Papers 1320, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
- Fabio Canova, 2012. "Bridging DSGE models and the raw data," Working Papers 635, Barcelona School of Economics.
- Canova, Fabio, 2013. "Bridging DSGE Models and the raw data," CEPR Discussion Papers 9379, C.E.P.R. Discussion Papers.
- Komunjer, Ivana & Zhu, Yinchu, 2020. "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 218(2), pages 561-586.
- Smith, Gregor W. & Zin, Stanley E., 1997.
"Real business-cycle realizations,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
- Gregor W. Smith & Stanley E. Zin, 1997. "Real Business Cycle Realizations," Working Paper 1253, Economics Department, Queen's University.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016.
"Solution and Estimation Methods for DSGE Models,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724,
Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
- Adrian Pagan, 2001.
"The Getting of Macroeconomic Wisdom,"
International Economic Association Series, in: Jacques Drèze (ed.), Advances in Macroeconomic Theory, chapter 11, pages 219-235,
Palgrave Macmillan.
- Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Sandro Sapio, 2006. "An Empirically Based Model of the Supply Schedule in Day-Ahead Electricity Markets," LEM Papers Series 2006/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Sbordone, Argia M., 2002.
"Prices and unit labor costs: a new test of price stickiness,"
Journal of Monetary Economics, Elsevier, vol. 49(2), pages 265-292, March.
- Sbordone, Argia, 1998. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Seminar Papers 653, Stockholm University, Institute for International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 199822, Rutgers University, Department of Economics.
- Sbordone, A.M., 1998. "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers 653, Stockholm - International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 200112, Rutgers University, Department of Economics.
- A. Talha Yalta, 2013. "Small Sample Bootstrap Inference of Level Relationships in the Presence of Autocorrelated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Working Papers 1301, TOBB University of Economics and Technology, Department of Economics.
- Jeremy Berkowitz, "undated". "Generalized Spectral Estimation," Finance and Economics Discussion Series 1996-37, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
- Zhongjun Qu, 2018.
"A Composite Likelihood Framework for Analyzing Singular DSGE Models,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
- Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
- Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
- Matheron,J. & Maury, P-M., 2004. "Evaluating the Fit of Sticky Price Models," Working papers 104, Banque de France.
- Valderrama, Diego, 2007.
"Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(9), pages 2957-2983, September.
- Diego Valderrama, 2002. "Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model," Working Paper Series 2002-13, Federal Reserve Bank of San Francisco.
- Youwei Li & Bas Donkers & Bertrand Melenberg, 2010.
"Econometric analysis of microscopic simulation models,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
- Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper 2006-99, Tilburg University, Center for Economic Research.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Other publications TiSEM 1beb5afd-1771-4e7b-a3ea-1, Tilburg University, School of Economics and Management.
- Andrew Clark & Alexander Mihailov & Michael Zargham, 2024.
"Complex Systems Modeling of Community Inclusion Currencies,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1259-1294, August.
- Andrew Clark & Alexander Mihailov & Michael Zargham, 2021. "Complex Systems Modeling of Community Inclusion Currencies," Economics Discussion Papers em-dp2021-06, Department of Economics, University of Reading.
- Clark, Andrew & Mihailov, Alexander & Zargham, Michael, 2022. "Complex Systems Modeling of Community Inclusion Currencies," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 8664, WU Vienna University of Economics and Business.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Franz Hamann, 2002.
"Sovereign Risk and Macroeconomic Fluctuations,"
Borradores de Economia
225, Banco de la Republica de Colombia.
- Franz Hamann, 2002. "Sovereign Risk and Macroeconomic Fluctuations," Borradores de Economia 3520, Banco de la Republica.
- Luca Sala, 2015.
"Dsge Models in the Frequency Domains,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 219-240, March.
- Luca Sala, 2013. "DSGE models in the frequency domain," Working Papers 504, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Corradi, Valentina & Swanson, Norman R., 2007.
"Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data,"
Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.
- Valentina Corradi & Norman R. Swanson, 2003. "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers 200320, Rutgers University, Department of Economics.
- Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009.
"Testing a Model of the UK by the Method of Indirect Inference,"
Open Economies Review, Springer, vol. 20(2), pages 265-291, April.
- Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007. "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers E2007/2, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2008.
- Minford, Patrick & Meenagh, David & Theodoridis, Konstantinos, 2008. "Testing a Model of the UK by the Method of Indirect Inference," CEPR Discussion Papers 6849, C.E.P.R. Discussion Papers.
- Mertens, Elmar, 2010.
"Structural shocks and the comovements between output and interest rates,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1171-1186, June.
- Elmar Mertens, 2010. "Structural shocks and the comovements between output and interest rates," Finance and Economics Discussion Series 2010-21, Board of Governors of the Federal Reserve System (U.S.).
- Francis X. Diebold, 1998.
"The Past, Present, and Future of Macroeconomic Forecasting,"
Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
- Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
- Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers 200615, Rutgers University, Department of Economics.
- Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
- Arnab Bhattacharjee & Christoph Thoenissen, 2007. "Money and Monetary Policy in DSGE Models," Money Macro and Finance (MMF) Research Group Conference 2006 78, Money Macro and Finance Research Group.
- He, Xue-Zhong & Li, Youwei, 2015.
"Testing of a market fraction model and power-law behaviour in the DAX 30,"
Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
- Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
- Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2007. "A generalized volatility bound for dynamic economies," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2269-2290, November.
- Hall, Alastair R. & Inoue, Atsushi, 2003.
"The large sample behaviour of the generalized method of moments estimator in misspecified models,"
Journal of Econometrics, Elsevier, vol. 114(2), pages 361-394, June.
- Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, University Library of Munich, Germany.
- Wing Leong Teo, 2009.
"Estimated Dynamic Stochastic General Equilibrium Model Of The Taiwanese Economy,"
Pacific Economic Review, Wiley Blackwell, vol. 14(2), pages 194-231, May.
- Wing Leong Teo, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy," Computing in Economics and Finance 2006 334, Society for Computational Economics.
- Pedro Garcia Duarte, 2015.
"From real business cycle and new Keynesian to DSGE Macroeconomics: facts and models in the emergence of a consensus,"
Working Papers, Department of Economics
2015_05, University of São Paulo (FEA-USP).
- Pedro Garcia Duarte, 2016. "From Real Business Cycle And New Keynesian To Dsge Macroeconomics: Facts And Models In The Emergence Of A Consensus," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Franz Hamann & Juan Manuel Julio & Paulina Restrepo & Alvaro Jose Riascos Villegas, 2004.
"Inflation Targeting In A Small Open Economy: The Colombian Case,"
Borradores de Economia
2855, Banco de la Republica.
- Franz Hamann Salcedo & Juan Manuel Julio & Paulina Restrepo & Alvaro Riascos, 2004. "Inflation Targeting in a Samll Open Economy: The Colombian Case," Borradores de Economia 308, Banco de la Republica de Colombia.
- 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.
- Engsted, Tom, 2002.
"Measuring noise in the Permanent Income Hypothesis,"
Journal of Macroeconomics, Elsevier, vol. 24(3), pages 353-370, September.
- Engsted, Tom, 2000. "Measuring Noise in the Permanent Income Hypothesis," Finance Working Papers 00-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-21, December.
- Christian Glocker, 2013. "Government Expenditures and Business Cycles—Policy Reaction and Surprise Shocks," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 215-254, August.
- Zhongjun Qu & Fan Zhuo, 2021.
"Likelihood Ratio-Based Tests for Markov Regime Switching,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(2), pages 937-968.
- Zhongjun Qu & Fan Zhuo, 2015. "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series wp2015-003, Boston University - Department of Economics.
- Francis X. Diebold & Lutz Kilian, 2001.
"Measuring predictability: theory and macroeconomic applications,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
- Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
- Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
- Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005. "An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs," Working Papers 2005/12, Czech National Bank.
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc.
- Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
- Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
- Cogley, Timothy, 2001. "Estimating and testing rational expectations models when the trend specification is uncertain," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1485-1525, October.
- repec:bla:jecsur:v:16:y:2002:i:3:p:301-55 is not listed on IDEAS
- Baak, Saang Joon, 1999. "Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1517-1543, September.
- Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
- Lawrence J. Christiano & Robert J. Vigfusson, 1999.
"Maximum likelihood in the frequency domain: a time to build example,"
Working Papers (Old Series)
9901, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
- Christiano, L.J. & Vigfusson, R.J., 1999. "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers 9901, London School of Economics - Centre for Labour Economics.
- Jeremy Berkowitz, 1996. "Generalized spectral estimation," Finance and Economics Discussion Series 96-37, Board of Governors of the Federal Reserve System (U.S.).
- Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Oleg Korenok & Norman R. Swanson, 2007.
"How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, September.
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