The Time-Varying Volatility of Macroeconomic Fluctuations

Justiniano, Alejandro; Primiceri, Giorgio

Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model. (2024). Binning, Andrew.
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Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng.
In: Journal of Macroeconomics.
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International input–output linkages and changing business cycle volatility. (2024). Nguyen, Thuy Lan ; Miyamoto, Wataru.
In: Journal of International Economics.
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Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre.
In: International Review of Financial Analysis.
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Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan.
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The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu.
In: MPRA Paper.
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The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni.
In: MPRA Paper.
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Investment risk-taking and benefit adequacy under automatic balancing mechanism in the Japanese public pension system. (2023). Nakashima, Kunio ; Kitamura, Tomoki ; Kimura, Shin.
In: Palgrave Communications.
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DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha.
In: Computational Economics.
RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.
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The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
In: Management Science.
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Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs). (2023). Salisu, Afees ; Ouattara, Ibrahim Ngananga ; Hammed, Yinka S.
In: Sustainability.
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Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo.
In: Finance and Economics Discussion Series.
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Environmental behavioral perceptions under uncertainty of alternative economic futures. (2023). Petrakis, Panagiotis E ; Papaioannou, Konstantina ; Kanzola, Anna-Maria.
In: Technological Forecasting and Social Change.
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No country is an island. International cooperation and climate change. (2023). Pagliari, Maria Sole ; Ferrari Minesso, Massimo.
In: Journal of International Economics.
RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001022.
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Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua.
In: Journal of Econometrics.
RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.
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Are all economic fluctuations bad for consumers?. (2023). Shim, Myungkyu ; Kim, Kwang Hwan.
In: Journal of Economic Dynamics and Control.
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The risk premium in New Keynesian DSGE models: The cost of inflation channel. (2023). Tretiakov, Pavel ; Wouters, Rafael ; Iania, Leonardo.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001380.
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The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido.
In: Working Papers.
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A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A.
In: Working Papers Series.
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The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef.
In: Papers.
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A Cautionary Tale of Fat Tails. (2022). Dressler, Scott ; Dave, Chetan ; Malik, Samreen.
In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
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Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.
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Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility. (2022). Zhang, Wei ; Xiong, Xiong ; Lu, Jin-Yan ; Gong, Xiao-Li.
In: Financial Innovation.
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The U.S. Economic Dynamics and Inflation Persistence: a Regime-Switching Perspective. (2022). Di Bartolomeo, Giovanni ; Ciccarone, Giuseppe ; Beqiraj, Elton.
In: Working Papers in Public Economics.
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A Cautionary Tale of Fat Tails. (2022). Dressler, Scott ; Dave, Chetan ; Malik, Samreen.
In: Working Papers.
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Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey.
In: Working Papers.
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Economic Policy - the Forth Dimension of the Economic Theory. (2022). Olkhov, Victor.
In: MPRA Paper.
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Estimation of nonstationary nonparametric regression model with multiplicative structure. (2022). Wu, Wei Biao ; Smetanina, Ekaterina ; Chen, Likai.
In: Econometrics Journal.
RePEc:oup:emjrnl:v:25:y:2022:i:1:p:176-214..
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MONEY VELOCITY, DIGITAL CURRENCY, AND INFLATION DYNAMICS. (2022). Lie, Denny ; Sasongko, Aryo ; Adiwibowo, Danny Hermawan.
In: Working Papers.
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FISCAL POLICY STANCE, CENTRAL BANK DIGITAL CURRENCY, AND THE OPTIMAL MONETARY-MACROPRUDENTIAL POLICY MIX. (2022). Juhro, Solikin ; Fikry, Mohammad Aly ; Wijoseno, Atet Rizki ; Lie, Denny.
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Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj.
In: Econometrics.
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Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way. (2022). Schwartzman, Felipe ; Sarte, Pierre Daniel ; Ho, Paul.
In: Working Paper.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2022). Veldkamp, Laura.
In: Finance and Economics Discussion Series.
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Measuring the effects of monetary and fiscal policy shocks on domestic investment in China. (2022). Wang, Xiong ; Wen, Fenghua ; Min, Feng.
In: International Review of Economics & Finance.
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Interest rate uncertainty and sovereign default risk. (2022). Sosa-Padilla, Cesar ; Johri, Alok ; Khan, Shahed.
In: Journal of International Economics.
RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001131.
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Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads. (2022). Mallucci, Enrico ; de Ferra, Sergio.
In: Journal of International Economics.
RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001227.
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Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M.
In: Journal of Empirical Finance.
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The Paradox of Toil at the Zero Lower Bound in a TANK Model. (2022). Liu, Shih-Fu ; Lai, Ching-Chong ; Huang, Wei-Chi.
In: European Economic Review.
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Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane.
In: European Economic Review.
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Monetary policy, productivity, and market concentration. (2022). Colciago, Andrea ; Silvestrini, Riccardo.
In: European Economic Review.
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Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying.
In: Economic Modelling.
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Uncertainty shocks and the monetary-macroprudential policy mix. (2022). Smadu, Andra ; Nalban, Valeriu.
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Understanding Persistent ZLB: Theory and Assessment. (2022). Singh, Sanjay ; Cuba-Borda, Pablo.
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Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, StÃ©phane.
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Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis.
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Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua.
In: Papers.
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The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo.
In: LIDAM Discussion Papers LFIN.
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Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo.
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Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy. (2021). Rossi, Luca ; Anzuini, Alessio.
In: Empirical Economics.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). DarnÃ©, Olivier ; Charles, Amelie.
In: Cliometrica.
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Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs. (2021). Brianti, Marco.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie.
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Macroeconomic and Financial Risks: A Tale of Mean and Volatility. (2021). Zhong, Molin ; Scotti, Chiara ; Caldara, Dario.
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Countercyclical Fluctuations in Uncertainty are Endogenous. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Plante, Michael D ; Bernstein, Joshua.
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Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea.
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Government spending multipliers in (un)certain times. (2021). Rieth, Malte ; Klein, Mathias ; Fritsche, Jan Philipp.
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Saving for the future: Evaluating the sustainability and design of Pension Reserve Funds. (2021). Medina, Juan ; Castro, Ruben ; Villatoro, Felix ; Fajnzylber, Eduardo ; Castaeda, Pablo.
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Business cycle fluctuations in Taiwan — A Bayesian DSGE analysis. (2021). Lin, Yi Chun.
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Heterogeneous expectations, indeterminacy, and postwar US business cycles. (2021). Milani, Fabio ; Ilabaca, Francisco.
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Equilibrium indeterminacy and sunspot tales. (2021). Sorge, Marco ; Dave, Chetan.
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Cyclical net entry and exit. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Bernstein, Joshua.
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Do we really know that U.S. monetary policy was destabilizing in the 1970s?. (2021). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
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Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; McCausland, William ; Miller, Shirley .
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Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
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Investment shocks and inequality dynamics. (2021). Gokmen, Gunes ; Morin, Annaig.
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Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina.
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THE ROLE OF MONEY IN FEDERAL RESERVE POLICY. (2021). Qureshi, Irfan.
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Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
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Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola.
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The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue.
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Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang.
In: Scottish Journal of Political Economy.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie.
In: Cliometrica, Journal of Historical Economics and Econometric History.
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Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine.
In: Kiel Working Papers.
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Industry evidence and the vanishing cyclicality of labor productivity.. (2020). Molnarova, Zuzana.
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Industry evidence and the vanishing cyclicality of labor productivity.. (2020). Molnarova, Zuzana .
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The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations. (2020). Haque, Qazi ; Ascari, Guido ; Albonico, Alice.
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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd.
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State dependence in labour market fluctuations. (2020). Zanetti, Francesco ; Theodoridis, Konstantinos ; Pizzinelli, Carlo.
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State Dependence in Labor Market Fluctuations. (2020). Zanetti, Francesco ; Theodoridis, Konstantinos ; Pizzinelli, Carlo.
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How to Estimate a VAR after March 2020. (2020). Primiceri, Giorgio ; Lenza, Michele.
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Interest Rate Uncertainty and Sovereign Default Risk. (2020). Johri, Alok ; Sosa-Padilla, Cesar ; Khan, Shahed.
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Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A.
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The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations. (2020). Haque, Qazi ; Albonico, Alice ; Ascari, Guido.
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Interest Rate Uncertainty and Sovereign Default Risk. (2020). Johri, Alok ; Sosa-Padilla, Cesar ; Khan, Shahed.
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Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters. (2020). Noh, Sanha.
In: Computational Economics.
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High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha.
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Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Bi, Huixin ; Shen, Wenyi.
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Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads. (2020). Mallucci, Enrico ; de Ferra, Sergio.
In: International Finance Discussion Papers.
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Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni.
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Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
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The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations. (2020). Haque, Qazi ; Ascari, Guido ; Albonico, Alice.
In: CAMA Working Papers.
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Rules-based monetary policy and the threat of indeterminacy when trend inflation is low. (2020). Khan, Hashmat ; Victor, Jean Gardy ; Phaneuf, Louis.
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The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M.
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Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles.
In: Journal of Macroeconomics.
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Capital controls spillovers. (2020). Nispi Landi, Valerio.
In: Journal of International Money and Finance.
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Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
In: Journal of Financial Economics.
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Trend inflation and macroeconomic stability in a small open economy. (2020). Dai, Wei ; Zhang, BO.
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Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan.
In: Economic Modelling.
RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211.
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How to estimate a VAR after March 2020. (2020). Primiceri, Giorgio ; Lenza, Michele.
In: Working Paper Series.
RePEc:ecb:ecbwps:20202461.
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How to Estimate a VAR after March 2020. (2020). Primiceri, Giorgio ; Lenza, Michele.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15245.
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Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14398.
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Intrinsic persistence of wage inflation in New Keynesian models of the business cycles. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni.
In: Dynare Working Papers.
RePEc:cpm:dynare:055.
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Risk shocks with time-varying higher moments. (2020). Salyer, Kevin ; Lee, Gabriel ; Johannes, Strobel ; Kevin, Salyer ; Victor, Dorofeenko.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:6.
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The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1285_20.
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Indicators of uncertainty: a brief userâ€™s guide. (2020). Rossi, Luca.
In: Questioni di Economia e Finanza (Occasional Papers).
RePEc:bdi:opques:qef_564_20.
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Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis.
In: Papers.
RePEc:arx:papers:2008.00718.
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Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark.
In: Economics Working Papers.
RePEc:aah:aarhec:2020-10.
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Time-Varying Risk Shocks and the Zero Lower Bound. (2019). Salyer, Kevin ; Dorofeenko, Victor ; Lee, Gabriel ; Strobel, Johannes.
In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
RePEc:zbw:vfsc19:203491.
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An RBC model with investment-specific technological change: Lessons for Bulgaria (1999-2018). (2019). Vasilev, Aleksandar.
In: EconStor Open Access Articles.
RePEc:zbw:espost:205239.
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Financial Frictions, Financial Shocks, and Aggregate Volatility. (2019). Fuentesalbero, Cristina.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:51:y:2019:i:6:p:1581-1621.
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Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
In: Economics Discussion / Working Papers.
RePEc:uwa:wpaper:19-11.
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The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-MuÃƒÂ±oz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
In: Working Paper Series.
RePEc:uts:ecowps:2019/08.
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The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-MuÃƒÂ±oz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
In: Working Paper Series, Department of Economics, University of Utah.
RePEc:uta:papers:2019_06.
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The Origins and Effects of Macroeconomic Uncertainty. (2019). Tirskikh, Mikhail ; Kung, Howard ; Bianchi, Francesco.
In: 2019 Meeting Papers.
RePEc:red:sed019:245.
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Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel. (2019). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
In: 2019 Meeting Papers.
RePEc:red:sed019:1567.
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A Factor-Augmented Vector Autoregressive Approach to Analyze the Transmission of Monetary Policy. (2019). Wagan, Zulfiqar Ali ; Chen, Zhang.
In: Prague Economic Papers.
RePEc:prg:jnlpep:v:2019:y:2019:i:6:id:699:p:709-728.
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Monetary Policy Rules and Macroeconomic Stability. (2019). Jayawickrema, Vishuddhi.
In: MPRA Paper.
RePEc:pra:mprapa:95590.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: PIER Working Paper Archive.
RePEc:pen:papers:19-016.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:880.
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Uncertainty-Induced Reallocations and Growth. (2019). Rosen, Samuel ; Croce, Mariano ; Bansal, Ravi ; Liao, Wenxi.
In: NBER Working Papers.
RePEc:nbr:nberwo:26248.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: NBER Working Papers.
RePEc:nbr:nberwo:26210.
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Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: Working Papers.
RePEc:liv:livedp:201904.
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Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
In: Working Papers.
RePEc:liv:livedp:201903.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Yu, Yang ; Mandelman, Federico ; Fernandez-Villaverde, Jesus.
In: IMES Discussion Paper Series.
RePEc:ime:imedps:19-e-18.
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Time-Varying Skewness and Real Business Cycles. (2019). Phan, Toan ; Kent, Lance .
In: Economic Quarterly.
RePEc:fip:fedreq:00066.
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Likelihood Evaluation of Models with Occasionally Binding Constraints. (2019). Guerrieri, Luca ; Cuba-Borda, Pablo ; Zhong, Molin ; Iacoviello, Matteo.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2019-28.
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Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2019-24.
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Time-Varying Money Demand and Real Balance Effects. (2019). Qureshi, Irfan ; Benchimol, Jonathan.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:364.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2019-09.
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Estimating the Output, Inflation and Unemployment Gaps in Ireland using Bayesian Model Averaging. (2019). Ogrady, Michael.
In: The Economic and Social Review.
RePEc:eso:journl:v:50:y:2019:i:1:p:35-76.
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Inflation targets and the zero lower bound in a behavioral macroeconomic model. (2019). De Grauwe, Paul ; Yuemei, JI ; DeGrauwe, Paul.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:80271.
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Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.
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Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserveâ€™s approach. (2019). Tulip, Peter ; Reifschneider, David.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:4:p:1564-1582.
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A state-space modeling of the information content of trading volume. (2019). Ibikunle, Gbenga ; Rzayev, Khaladdin.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118302519.
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Bad luck, bad policy, and learning? A Markov-switching approach to understanding postwar U.S. macroeconomic dynamics. (2019). Hur, Joonyoung ; Best, Gabriela.
In: European Economic Review.
RePEc:eee:eecrev:v:119:y:2019:i:c:p:55-78.
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Deciphering the causes for the post-1990 slow output recoveries. (2019). Zhang, Wen.
In: Economics Letters.
RePEc:eee:ecolet:v:176:y:2019:i:c:p:28-34.
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On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
In: Economic Modelling.
RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.
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A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Masolo, Riccardo M. ; Petrova, Katerina ; Kapetanios, George.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:106:y:2019:i:c:5.
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Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste.
In: Working Paper Series.
RePEc:ecb:ecbwps:20192279.
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Uncertainty-Induced Reallocations and Growth. (2019). Rosen, Samuel ; Liao, Wenxi ; Croce, Mariano Massimiliano ; Bansal, Ravi.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13964.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2019). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13950.
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Rules-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation is Low. (2019). Victor, Jean Gardy ; Khan, Hashmat ; Phaneuf, Louis.
In: Carleton Economic Papers.
RePEc:car:carecp:18-08.
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Do we really know that U.S. monetary policy was destabilizing in the 1970s?. (2019). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2019_020.
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Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George.
In: Bank of England working papers.
RePEc:boe:boeewp:0789.
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Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model. (2019). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul.
In: Economica.
RePEc:bla:econom:v:86:y:2019:i:342:p:262-299.
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Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John.
In: Papers.
RePEc:arx:papers:1908.08800.
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A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh.
In: Papers.
RePEc:arx:papers:1903.01637.
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Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2019). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2019-06.
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Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik.
In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
RePEc:zbw:vfsc18:181631.
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To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). RÃƒÂ¶he, Oke ; Rohe, Oke ; Meinen, Philipp.
In: Discussion Papers.
RePEc:zbw:bubdps:332018.
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Durable Goods, Investment Shocks, and the Comovement Problem. (2018). Liao, Shian-Yu ; Chen, Been-Lon ; Yu, Shiana.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:50:y:2018:i:2-3:p:377-406.
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The Zero Lower Bound and Endogenous Uncertainty. (2018). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael.
In: Economic Journal.
RePEc:wly:econjl:v:128:y:2018:i:611:p:1730-1757.
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Endogenous Time-Varying Volatility and Emerging Market Business Cycles. (2018). Dueber, Jan-Philipp.
In: Studies in Economics.
RePEc:ukc:ukcedp:1811.
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DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20180030.
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Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach. (2018). Naser, Hanan ; Alaali, Fatema.
In: Empirical Economics.
RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1323-5.
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Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia. (2018). Blagov, Boris.
In: Empirical Economics.
RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1256-z.
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Valuation Risk Revalued. (2018). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: Discussion Paper Series, School of Economics and Finance.
RePEc:san:wpecon:1805.
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Valuation Risk Revalued. (2018). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: CDMA Working Paper Series.
RePEc:san:cdmawp:1803.
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Household Leverage and the Recession. (2018). Jones, Callum.
In: 2018 Meeting Papers.
RePEc:red:sed018:933.
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Disagreement and Monetary Policy. (2018). HÃƒÂ¼rtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
In: 2018 Meeting Papers.
RePEc:red:sed018:655.
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Monetary Policy and Macroeconomic Stability Revisited. (2018). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: 2018 Meeting Papers.
RePEc:red:sed018:219.
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Capital-Goods Imports and U.S. Growth. (2018). Landry, Anthony.
In: 2018 Meeting Papers.
RePEc:red:sed018:208.
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Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
In: MPRA Paper.
RePEc:pra:mprapa:84866.
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Positive Trend In ation and Determinacy in a Medium-Sized New Keynesian Model. (2018). Castelnuovo, Efrem ; Branzoli, Nicola ; Ascari, Guido ; Arias, Jonas E.
In: Marco Fanno Working Papers.
RePEc:pad:wpaper:0224.
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The Origins and Effects of Macroeconomic Uncertainty. (2018). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
In: NBER Working Papers.
RePEc:nbr:nberwo:25386.
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Volatility Risk Pass-through. (2018). Croce, Mariano ; Shaliastovich, Ivan ; Liu, Yang ; Colacito, Riccardo.
In: NBER Working Papers.
RePEc:nbr:nberwo:25276.
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Interest Rate Uncertainty and Sovereign Default Risk. (2018). Sosa-Padilla, Cesar ; Khan, Shahed ; Johri, Alok.
In: Department of Economics Working Papers.
RePEc:mcm:deptwp:2018-17.
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Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik.
In: Working Paper Series of the Department of Economics, University of Konstanz.
RePEc:knz:dpteco:1803.
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Accounting for Macrofinancial Fluctuations and Turbulence. (2018). Vitek, Francis.
In: IMF Working Papers.
RePEc:imf:imfwpa:2018/238.
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Household Leverage and the Recession. (2018). Jones, Callum ; Philippon, Thomas ; Midrigan, Virgiliu.
In: IMF Working Papers.
RePEc:imf:imfwpa:2018/194.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; DarnÃƒÂ©, Olivier ; Darne, Olivier ; Charles, Amelie.
In: Post-Print.
RePEc:hal:journl:hal-01757081.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie.
In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:hal-01757081.
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How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables. (2018). Olkhov, Victor.
In: IJFS.
RePEc:gam:jijfss:v:6:y:2018:i:2:p:38-:d:138609.
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Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
In: Essex Finance Centre Working Papers.
RePEc:esy:uefcwp:23320.
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Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
In: CAMA Working Papers.
RePEc:een:camaaa:2018-53.
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On the welfare and cyclical implications of moderate trend inflation. (2018). Ascari, Guido ; Sims, Eric R ; Phaneuf, Louis.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:99:y:2018:i:c:p:56-71.
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Unemployment and the labor share. (2018). Mangin, Sephorah ; Ek, Petr Sedla ; Sedlaek, Petr.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:94:y:2018:i:c:p:41-59.
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Time-varying job creation and macroeconomic shocks. (2018). Guglielminetti, Elisa ; Pouraghdam, Meradj.
In: Labour Economics.
RePEc:eee:labeco:v:50:y:2018:i:c:p:156-179.
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The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.
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DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo.
In: Economics Letters.
RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.
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Are uncertainty shocks aggregate demand shocks?. (2018). rossi, lorenza ; Fasani, Stefano.
In: Economics Letters.
RePEc:eee:ecolet:v:167:y:2018:i:c:p:142-146.
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The Great Recession and Okuns law. (2018). Grant, Angelia L.
In: Economic Modelling.
RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.
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Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:597.
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Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Rieth, Malte ; Podstawski, Maximilian.
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp1749.
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Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13325.
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Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-SÃƒÂ¡nchez, SebastiÃƒÂ¡n ; Sanchez, Sebastian Cadavid.
In: Documentos CEDE.
RePEc:col:000089:016970.
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Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang.
In: Discussion Papers.
RePEc:cfm:wpaper:1917.
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Great Volatility and Great Moderation. (2018). Massaro, Domenico ; Grazzini, Jakob.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7272.
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Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model. (2018). Castelnuovo, Efrem ; Branzoli, Nicola ; Ascari, Guido ; Arias, Jonas E.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7122.
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DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). DarnÃƒÂ©, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.
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Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1179_18.
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Capital-Goods Imports and US Growth. (2018). Landry, Anthony ; Cavallo, Michele.
In: Staff Working Papers.
RePEc:bca:bocawp:18-1.
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Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2018). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2018-03.
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Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
In: CFS Working Paper Series.
RePEc:zbw:cfswop:577.
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Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:1139.
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Business Cycle Dating after the Great Moderation: A Consistent Two â€“ Stage Maximum Likelihood Method. (2017). Mbara, Gilbert .
In: Working Papers.
RePEc:war:wpaper:2017-13.
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Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Empirical Economics.
RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1157-6.
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Durable Goods, Investment Shocks and the Comovement Problem. (2017). Liao, Shian-Yu ; Chen, Bee-Lon .
In: IEAS Working Paper : academic research.
RePEc:sin:wpaper:17-a007.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: Discussion Paper Series, School of Economics and Finance.
RePEc:san:wpecon:1710.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: CDMA Working Paper Series.
RePEc:san:cdmawp:1703.
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REAL-TIME PARAMETERIZED EXPECTATIONS AND THE EFFECTS OF GOVERNMENT SPENDING. (2017). Quaghebeur, Ewoud ; Boone, Brecht.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
In: 2017 Meeting Papers.
RePEc:red:sed017:803.
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Monetary/Fiscal Policy Mix and Agents Beliefs. (2017). Ilut, Cosmin ; Bianchi, Francesco.
In: Review of Economic Dynamics.
RePEc:red:issued:16-166.
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Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio.
In: Review of Economic Dynamics.
RePEc:red:issued:14-103.
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David .
In: RBA Research Discussion Papers.
RePEc:rba:rbardp:rdp2017-01.
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Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
In: MPRA Paper.
RePEc:pra:mprapa:82914.
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Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan.
In: MPRA Paper.
RePEc:pra:mprapa:81646.
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Federal Reserve Credibility and the Term Structure of Interest Rates. (2017). Lakdawala, Aeimit ; Wu, Shu.
In: MPRA Paper.
RePEc:pra:mprapa:78253.
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The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada. (2017). Belousova, Irina.
In: MPRA Paper.
RePEc:pra:mprapa:102036.
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Level and Volatility Factors in Macroeconomic Data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
In: NBER Working Papers.
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Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik.
In: Working Paper Series of the Department of Economics, University of Konstanz.
RePEc:knz:dpteco:1711.
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POSITIVE TREND INFLATION AND DETERMINACY IN A MEDIUM-SIZED NEW KEYNESIAN MODEL. (2017). Castelnuovo, Efrem ; Branzoli, Nicola ; Ascari, Guido ; Arias, Jonas E.
In: Working Papers.
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Monetary Policy and Macroeconomic Stability Revisited. (2017). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Research Working Paper.
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Monetary Policy Uncertainty. (2017). Sun, Bo ; Rogers, John ; Husted, Lucas F.
In: International Finance Discussion Papers.
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Uncertainty Shocks in a Model of Effective Demand: Comment. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
In: Working Papers.
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Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2017). Jo, Soojin ; Sekkel, Rodrigo.
In: Working Papers.
RePEc:fip:feddwp:1702.
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Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2017). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2016-09.
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Banks balance sheet, uncertainty and macroeconomy. (2017). Pirozhkova, Ekaterina .
In: EcoMod2017.
RePEc:ekd:010027:10430.
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Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68.
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The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.
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Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.
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Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.
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Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.
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Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu.
In: European Economic Review.
RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.
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Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
In: Journal of Econometrics.
RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.
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Data revisions and DSGE models. (2017). GalvÃƒÂ£o, Ana ; Galvo, Ana Beatriz.
In: Journal of Econometrics.
RePEc:eee:econom:v:196:y:2017:i:1:p:215-232.
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Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?. (2017). el Omari, Salaheddine.
In: Economics Letters.
RePEc:eee:ecolet:v:160:y:2017:i:c:p:67-72.
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Two simple tests of the trend hypothesis under time-varying variance. (2017). Yang, Yang ; Wang, Shaoping.
In: Economics Letters.
RePEc:eee:ecolet:v:156:y:2017:i:c:p:123-128.
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Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.
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Monetary policy and indeterminacy after the 2001 slump. (2017). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:82:y:2017:i:c:p:83-95.
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The dynamics of hours worked and technology. (2017). Leon-Ledesma, Miguel ; ferroni, filippo ; Cantore, Cristiano.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:82:y:2017:i:c:p:67-82.
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Solving endogenous regime switching models. (2017). BarthÃƒÂ©lemy, Jean ; Marx, Magali ; Barthelemy, Jean.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:77:y:2017:i:c:p:1-25.
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Job flows, jobless recoveries, and the Great Moderation. (2017). Faberman, Jason.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:76:y:2017:i:c:p:152-170.
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POLICY PREFERENCES AND POLICY MAKERS BELIEFS: THE GREAT INFLATION. (2017). Best, Gabriela.
In: Macroeconomic Dynamics.
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Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
In: CEPR Discussion Papers.
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Countercyclical Elasticity of Substitution. (2017). Santaeulalia-Llopis, Raul ; Koh, Dongya.
In: Working Papers.
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Measuring the Stance of Monetary Policy in a Time-Varying. (2017). PÃƒÂ©rez Forero, Fernando.
In: Working Papers.
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Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan.
In: Economic Research Papers.
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Data Revisions and DSGE Models. (2016). GalvÃƒÂ£o, Ana ; Galvao, Ana Beatriz.
In: EMF Research Papers.
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Policyâ€Oriented Macroeconomic Forecasting with Hybrid DGSE and Timeâ€Varying Parameter VAR Models. (2016). Paccagnini, Alessia ; Bekiros, Stelios.
In: Journal of Forecasting.
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Understanding Uncertainty Shocks and the Role of the Black Swan. (2016). Orlik, Anna ; Veldkamp, Laura.
In: Working Papers.
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Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
In: LEM Papers Series.
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Monetary policy shocks and Cholesky VARs: an assessment for the Euro area. (2016). Castelnuovo, Efrem.
In: Empirical Economics.
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Solving Endogenous Regime Switching Models. (2016). Marx, Magali ; BarthÃƒÂ©lemy, Jean.
In: Sciences Po publications.
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Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
In: Sciences Po publications.
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Three Essays on the Role of Frictions in the Economy. (2016). Mortezapouraghdam, Meradj .
In: Sciences Po publications.
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Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR. (2016). Milas, Costas ; Ellington, Michael ; Florackis, Chris.
In: Working Paper series.
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Volatility Risk Pass-Through. (2016). Liu, Yang ; Colacito, Ric ; Shaliastovich, Ivan ; Croce, Mariano .
In: 2016 Meeting Papers.
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Time-varying volatility, default and the sovereign risk premium. (2016). Seoane, Hernan .
In: 2016 Meeting Papers.
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Imperfect Information about Financial Frictions and Consequences for the Business Cycle. (2016). KÃƒÂ¼hl, Michael ; Hollmayr, Josef ; Kuehl, Michael .
In: Review of Economic Dynamics.
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Firm Risk and Leverage-Based Business Cycles. (2016). Chugh, Sanjay.
In: Review of Economic Dynamics.
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çŸæœŸèµ„æœ¬æµåŠ¨ã€ç»æµŽæ”¿ç–ä¸ç¡®å®šæ€§ä¸Žææ…ŒæŒ‡æ•°â€”åŸºäºŽæ—¶å˜åˆ†æžæ¡†æž¶ä¸‹çš„ç ”ç©¶. (2016). Cai, Yifei.
In: MPRA Paper.
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Rational Sunspots. (2016). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
In: Economics Series Working Papers.
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Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2016). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji.
In: NBER Working Papers.
RePEc:nbr:nberwo:22650.
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Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
In: NBER Working Papers.
RePEc:nbr:nberwo:22615.
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Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; BoroviÄka, Jaroslav ; Borovika, Jaroslav.
In: NBER Working Papers.
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Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
In: NBER Working Papers.
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Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). LasÃ©en, Stefan ; Sanjani, Marzie Taheri ; Laseen, Stefan.
In: IMF Working Papers.
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Liquidity Traps and Large-Scale Financial Crises. (2016). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
In: Melbourne Institute Working Paper Series.
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Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.. (2016). Fanelli, Luca ; Castelnuovo, Efrem ; Bacchiocchi, Emanuele.
In: Melbourne Institute Working Paper Series.
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Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation. (2016). Castelnuovo, Efrem.
In: Melbourne Institute Working Paper Series.
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The importance of time-varying parameters in new Keynesian models with zero lower bound. (2016). Lan, Hong ; Albertini, Julien.
In: SFB 649 Discussion Papers.
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Challenges for Central BanksÂ´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; LindÃƒÂ©, Jesper ; Linde, Jesper.
In: Working Paper Series.
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Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
In: Working Papers.
RePEc:hal:wpaper:hal-03469938.
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Solving Endogenous Regime Switching Models. (2016). Marx, Magali ; Barthelemy, Jean.
In: Working Papers.
RePEc:hal:wpaper:hal-03393181.
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Choosing Prior Hyperparameters. (2016). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan .
In: Working Paper.
RePEc:fip:fedrwp:16-09.
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Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Paper Series.
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A New Approach to Identifying the Real Effects of Uncertainty Shocks. (2016). Shin, Minchul ; Zhong, Molin.
In: Finance and Economics Discussion Series.
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Interpreting Shocks to the Relative Price of Investment with a Two-Sector Model. (2016). Kim, Jinill ; Guerrieri, Luca ; Henderson, Dale W.
In: Finance and Economics Discussion Series.
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Macroeconomic regimes, technological shocks and employment dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
In: Documents de Travail de l'OFCE.
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Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese). (2016). Matsumae, Tatsuyoshi ; Hasumi, Ryo.
In: ESRI Discussion paper series.
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What caused the great inflation moderation in the US? A post-Keynesian view. (2016). Cline, Nathaniel ; Perry, Nathan .
In: Review of Keynesian Economics.
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The U.S. business cycle, 1867â€“2006: a dynamic factor approach. (2016). Uebele, Martin ; Sarferaz, Samad ; Ritschl, Albrecht.
In: LSE Research Online Documents on Economics.
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Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
In: Handbook of Macroeconomics.
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Challenges for Central BanksÃ¢â‚¬â„¢ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F.
In: Handbook of Macroeconomics.
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Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P.
In: Handbook of Macroeconomics.
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Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
In: Journal of Macroeconomics.
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Monetary policy uncertainty and investor expectations. (2016). Sinha, Arunima.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:47:y:2016:i:pb:p:188-199.
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Parameter drifts, misspecification and the real exchange rate in emerging countries. (2016). Seoane, Hernan D.
In: Journal of International Economics.
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Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach. (2016). Naser, Hanan.
In: Energy Economics.
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A time varying DSGE model with financial frictions. (2016). GalvÃƒÂ£o, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz.
In: Journal of Empirical Finance.
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On the sources of macroeconomic stability in the euro area. (2016). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
In: European Economic Review.
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Striated Metropolisâ€“Hastings sampler for high-dimensional models. (2016). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei.
In: Journal of Econometrics.
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Methods for measuring expectations and uncertainty in Markov-switching models. (2016). Bianchi, Francesco.
In: Journal of Econometrics.
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Detecting structural changes under nonstationary volatility. (2016). Wu, Jilin.
In: Economics Letters.
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Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). NetÅ¡unajev, Aleksei ; Kulikov, Dmitry ; Netunajev, Aleksei.
In: Bank of Estonia Working Papers.
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Household Leverage and the Recession. (2016). PHILIPPON, Thomas ; Midrigan, Virgiliu.
In: CEPR Discussion Papers.
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Challenges for Central Banks Macro Models. (2016). Wouters, Raf ; Smets, Frank ; LindÃƒÂ©, Jesper.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11405.
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Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide.
In: Bank of England working papers.
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The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
In: Oxford Bulletin of Economics and Statistics.
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Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1052_16.
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Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Jo, Soojin ; Sekkel, Rodrigo.
In: Staff Working Papers.
RePEc:bca:bocawp:16-5.
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Monetary Policy and Indeterminacy after the 2001 Slump. (2016). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas ; Doko Tchatoka, Firmin.
In: School of Economics Working Papers.
RePEc:adl:wpaper:2016-18.
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Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Jorgensen, Kasper ; Andreasen, Martin M.
In: CREATES Research Papers.
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Fixed-b Inference in the Presence of Time-Varying Volatility. (2016). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph .
In: CREATES Research Papers.
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Testing heteroskedastic time series for normality. (2015). Kruse, Robinson ; Demetrescu, Matei.
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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Risk-Sensitive Linear Approximations. (2015). Meyer-Gohde, Alexander.
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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Uncertainty shocks and non-fundamental debt crises: An ambiguity approach. (2015). GroÃƒÂŸe Steffen, Christoph.
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility. (2015). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph .
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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What are monetary policy shocks?. (2015). .
In: The Warwick Economics Research Paper Series (TWERPS).
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Introduction to Dynamic Macroeconomic General Equilibrium Models. (2015). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
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Introduction to Dynamic Macroeconomic General Equilibrium Models [Second Edition, Paperback]. (2015). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
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A Survival Analysis of the Contraction Phases of Business Cycles in Industrial Countries. (2015). YILDIRIM, Nuri.
In: Panoeconomicus.
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Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Ho, S C ; Cho, S.
In: Other publications TiSEM.
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Intrinsic persistence of wage inflation in New Keynesian models of the business cycles. (2015). Di Bartolomeo, Giovanni ; Pietro, DI.
In: wp.comunite.
RePEc:ter:wpaper:0118.
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Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Applied Economics.
RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007.
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Growth, Slowdowns, and Recoveries. (2015). Bianchi, Francesco ; Kung, Howard.
In: 2015 Meeting Papers.
RePEc:red:sed015:1073.
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Escaping the Great recession. (2015). Melosi, Leonardo ; Bianchi, Francesco.
In: 2015 Meeting Papers.
RePEc:red:sed015:1035.
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A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). GalvÃƒÂ£o, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas.
In: Working Papers.
RePEc:qmw:qmwecw:wp770.
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Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
In: CReMFi Discussion Papers.
RePEc:qmm:wpaper:2.
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Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach. (2015). Naser, Hanan ; Alaali, Fatema.
In: MPRA Paper.
RePEc:pra:mprapa:65295.
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Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan.
In: PIER Working Paper Archive.
RePEc:pen:papers:15-042.
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Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2015). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
In: PIER Working Paper Archive.
RePEc:pen:papers:15-018.
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Financial frictions and the volatility of monetary policy in a DSGE model. (2015). Nguyen, Anh.
In: Working Papers.
RePEc:lan:wpaper:75949436.
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Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation. (2015). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp15-17.
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Does Realized Volatility Help Bond Yield Density Prediction?. (2015). Shin, Minchul ; Zhong, Molin.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2015-115.
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Doubts and Variability: A Robust Perspective on Exotic Consumption Series. (2015). Bidder, Rhys ; Smith, Matthew E..
In: Working Paper Series.
RePEc:fip:fedfwp:2013-28.
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Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009. (2015). Opreana, Alin ; Vinerean, Simona .
In: Expert Journal of Economics.
RePEc:exp:econcs:v:3:y:2015:i:1:p:77-92.
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News about aggregate demand and the business cycle. (2015). Weder, Mark ; Guo, Jang-Ting ; Sirbu, Anca-Ioana .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:72:y:2015:i:c:p:83-96.
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Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:69:y:2015:i:c:p:70-89.
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Risk and ambiguity in models of business cycles. (2015). Ferriere, Axelle ; Backus, David ; Zin, Stanley .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:69:y:2015:i:c:p:42-63.
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Macroeconomic volatility and external imbalances. (2015). Perri, Fabrizio ; Fogli, Alessandra.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:69:y:2015:i:c:p:1-15.
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Working capital requirement and the unemployment volatility puzzle. (2015). Lin, Tsu-ting.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:46:y:2015:i:c:p:201-217.
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Estimating a DSGE model for Japan in a data-rich environment. (2015). Nishiyama, Shin-Ichi ; Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Namba, Ryoichi .
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:36:y:2015:i:c:p:25-55.
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The domestic and international effects of interstate U.S. banking. (2015). Stebunovs, Viktors ; Ghironi, Fabio ; Cacciatore, Matteo.
In: Journal of International Economics.
RePEc:eee:inecon:v:95:y:2015:i:2:p:171-187.
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Debt overhang in a business cycle model. (2015). Pescatori, Andrea ; Occhino, Filippo.
In: European Economic Review.
RePEc:eee:eecrev:v:73:y:2015:i:c:p:58-84.
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Estimating dynamic equilibrium models with stochastic volatility. (2015). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Journal of Econometrics.
RePEc:eee:econom:v:185:y:2015:i:1:p:216-229.
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A simple nonnegative process for equilibrium models. (2015). Palomino, Francisco ; Hsu, Alex .
In: Economics Letters.
RePEc:eee:ecolet:v:132:y:2015:i:c:p:39-44.
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Pitfalls of estimating the marginal likelihood using the modified harmonic mean. (2015). Grant, Angelia ; Chan, Joshua ; Chan, Joshua C. C., .
In: Economics Letters.
RePEc:eee:ecolet:v:131:y:2015:i:c:p:29-33.
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Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas.
In: Economic Modelling.
RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.
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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Economic Modelling.
RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228.
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On the stability of Calvo-style price-setting behavior. (2015). Lhuissier, StÃƒÂ©phane ; Zabelina, Margarita .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:57:y:2015:i:c:p:77-95.
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Nonlinear adventures at the zero lower bound. (2015). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Gordon, Grey ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:57:y:2015:i:c:p:182-204.
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Solving asset pricing models with stochastic volatility. (2015). de Groot, Oliver ; DeGroot, Oliver .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:52:y:2015:i:c:p:308-321.
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News, disaster risk, and time-varying uncertainty. (2015). Shen, Wenyi.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:51:y:2015:i:c:p:459-479.
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Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11032.
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The Regime-switching volatility of Euro Area Business Cycles. (2015). Lhuissier, StÃƒÂ©phane.
In: Working Papers.
RePEc:cii:cepidt:2015-22.
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Forecasting with VAR models: fat tails and stochastic volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
In: Bank of England working papers.
RePEc:boe:boeewp:0528.
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On the sources of macroeconomic stability in the euro area.. (2015). Sahuc, Jean-Guillaume ; Avouyi-Dovi, Sanvi.
In: Working papers.
RePEc:bfr:banfra:577.
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What are monetary policy shocks?. (2015). Qureshi, Irfan.
In: Economic Research Papers.
RePEc:ags:uwarer:270008.
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Decomposing Risk in Dynamic Stochastic General Equilibrium. (2014). Meyer-Gohde, Alexander ; Lan, Hong.
In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100523.
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MODELING INVESTMENT?SECTOR EFFICIENCY SHOCKS: WHEN DOES DISAGGREGATION MATTER?. (2014). Kim, Jinill ; Henderson, Dale ; Guerrieri, Luca.
In: International Economic Review.
RePEc:wly:iecrev:v:55:y:2014:i:3:p:891-917.
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Introduction to Dynamic Macroeconomic General Equilibrium Models. (2014). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
RePEc:vpr:ecbook:18.
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US trend inflation reinterpreted. The role of fiscal policies and time-varying nominal rigidities. (2014). Tirelli, Patrizio ; Di Bartolomeo, Giovanni ; acocella, nicola ; Patrizio, Tirelli.
In: wp.comunite.
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DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha .
In: Econometric Reviews.
RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171.
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The Role of Curvature in the Transformation Frontier between Consumption and Investment. (2014). Mennuni, Alessandro.
In: Discussion Paper Series In Economics And Econometrics.
RePEc:stn:sotoec:1407.
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Uncertainty Shocks and the Role of the Black Swan. (2014). Veldkamp, Laura ; Orlik, Anna.
In: 2014 Meeting Papers.
RePEc:red:sed014:275.
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Term-structure of consumption risk premia in the cross-section of currency returns. (2014). Zviadadze, Irina.
In: 2014 Meeting Papers.
RePEc:red:sed014:1075.
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The Role of Inventories and Capacity Utilization as Shock Absorbers. (2014). Trupkin, Danilo ; Auernheimer, Leonardo .
In: Review of Economic Dynamics.
RePEc:red:issued:12-159.
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Relative Price Fluctuations in a Two-Sector Model with Imperfect Competition. (2014). Gabler, Alain.
In: Review of Economic Dynamics.
RePEc:red:issued:10-165.
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Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
In: Working Papers.
RePEc:qmw:qmwecw:wp720.
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Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
In: Working Papers.
RePEc:qmw:qmwecw:720.
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Fiscal Policy Uncertainty and Its Macroeconomic Consequences. (2014). Murray, James.
In: MPRA Paper.
RePEc:pra:mprapa:57409.
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Growth, Slowdowns, and Recoveries. (2014). Bianchi, Francesco ; Kung, Howard.
In: NBER Working Papers.
RePEc:nbr:nberwo:20725.
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Constrained Discretion and Central Bank Transparency. (2014). Melosi, Leonardo ; Bianchi, Francesco.
In: NBER Working Papers.
RePEc:nbr:nberwo:20566.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
In: NBER Working Papers.
RePEc:nbr:nberwo:20445.
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Liquidity Premia, Price-Rent Dynamics, and Business Cycles. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
In: NBER Working Papers.
RePEc:nbr:nberwo:20377.
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Risk and Ambiguity in Models of Business Cycles. (2014). Zin, Stanley ; Ferriere, Axelle ; Backus, David.
In: NBER Working Papers.
RePEc:nbr:nberwo:20319.
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Escaping the Great Recession. (2014). Melosi, Leonardo ; Bianchi, Francesco.
In: NBER Working Papers.
RePEc:nbr:nberwo:20238.
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Monetary/Fiscal Policy Mix and Agents Beliefs. (2014). Ilut, Cosmin ; Bianchi, Francesco.
In: NBER Working Papers.
RePEc:nbr:nberwo:20194.
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Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
In: NBER Working Papers.
RePEc:nbr:nberwo:20081.
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Business Cycle Variability and Growth Linkage. (2014). Inekwe, John.
In: Monash Economics Working Papers.
RePEc:mos:moswps:2014-38.
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An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories. (2014). FÃƒÂ¶rster, Marcel ; Forster, Marcel .
In: MAGKS Papers on Economics.
RePEc:mar:magkse:201413.
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Risky Linear Approximations. (2014). Meyer-Gohde, Alexander.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2014-034.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie.
In: Working Papers.
RePEc:hal:wpaper:hal-04141344.
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Time-varying structural vector autoregressions and monetary policy: a corrigendum. (2014). Primiceri, Giorgio ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:619.
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Escaping the Great Recession. (2014). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2014-17.
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Constrained Discretion and Central Bank Transparency. (2014). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2014-16.
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The zero lower bound and endogenous uncertainty. (2014). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael.
In: Working Papers.
RePEc:fip:feddwp:1405.
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The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models. (2014). Zha, Tao ; Waggoner, Daniel ; Wu, Hongwei.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2014-21.
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Liquidity Premia, Price-Rent Dynamics, and Business Cycles. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2014-15.
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Estimating Dynamic Equilibrium Models with Stochastic Volatility. (2014). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Working Papers.
RePEc:fda:fdaddt:2014-11.
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Sources of the Great Recessionï¼šA Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks. (2014). Nishiyama, Shin-Ichi ; Iiboshi, Hirokuni ; Hirokuni, IIBOSHI ; Shin-Ichi, NISHIYAMA ; Tatsuyoshi, MATSUMAE .
In: ESRI Discussion paper series.
RePEc:esj:esridp:313.
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The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
In: Working Papers.
RePEc:erg:wpaper:887.
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Policy risk and the business cycle. (2014). Pfeifer, Johannes ; Born, Benjamin.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:68:y:2014:i:c:p:68-85.
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Long-run productivity risk: A new hope for production-based asset pricing?. (2014). Croce, Mariano Massimiliano.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:66:y:2014:i:c:p:13-31.
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Welfare costs of shifting trend inflation. (2014). Nakata, Taisuke.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:41:y:2014:i:c:p:66-78.
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Examining macroeconomic models through the lens of asset pricing. (2014). Hansen, Lars ; BoroviÄka, Jaroslav ; Borovika, Jaroslav.
In: Journal of Econometrics.
RePEc:eee:econom:v:183:y:2014:i:1:p:67-90.
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Learning and time-varying macroeconomic volatility. (2014). Milani, Fabio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:47:y:2014:i:c:p:94-114.
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Recent macroeconomic stability in China. (2014). HE, QING ; Chen, Haiqiang.
In: China Economic Review.
RePEc:eee:chieco:v:30:y:2014:i:c:p:505-519.
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Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; DarnÃƒÂ©, Olivier ; CHARLES, Amelie.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2014-21.
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Constrained Discretion and Central Bank Transparency. (2014). Melosi, Leonardo ; Bianchi, Francesco.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9955.
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No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9848.
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Growth, Slowdowns, and Recoveries. (2014). Bianchi, Francesco ; Kung, Howard.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10291.
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Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10147.
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Identifying the Sources of Model Misspecification. (2014). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10140.
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The effects of the monetary policy stance on the transmission mechanism. (2014). Marcellino, Massimiliano ; GalvÃƒÂ£o, Ana ; Beatriz, Galvao Ana .
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:18:y:2014:i:3:p:20:n:2.
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Uncertainty in a model with credit frictions. (2014). Cesa-Bianchi, Ambrogio ; Fernandez-Corugedo, Emilio .
In: Bank of England working papers.
RePEc:boe:boeewp:0496.
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Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior.
In: Working Papers.
RePEc:bny:wpaper:0028.
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Estimating Dynamic Equilibrium Models with Stochastic Volatility. (2014). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: Working Papers.
RePEc:bbv:wpaper:1424.
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Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
In: Birkbeck Working Papers in Economics and Finance.
RePEc:bbk:bbkefp:1409.
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Melting down: Systemic financial instability and the macroeconomy. (2013). Tetlow, Robert ; Kremer, Manfred ; Philipp, Hartmann ; Hubrich, Kirstin ; Kirstin, Hubrich .
In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working papers.
RePEc:uct:uconnp:2012-38.
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On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
In: Open Access publications.
RePEc:ucn:oapubs:10197/7329.
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On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
In: Open Access publications.
RePEc:ucn:oapubs:10197/7326.
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On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
In: Empirical Economics.
RePEc:spr:empeco:v:45:y:2013:i:1:p:635-664.
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Macroeconomic Regimes. (2013). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, S. ; BAELE, L..
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:13/870.
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State-Dependent Probability Distributions in Non Linear Rational Expectations Models. (2013). Marx, Magali ; BarthÃƒÂ©lemy, Jean.
In: 2013 Meeting Papers.
RePEc:red:sed013:576.
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Investment-Specific Technology Shocks and Recursive Preferences. (2013). Tretvoll, Hakon.
In: 2013 Meeting Papers.
RePEc:red:sed013:1207.
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The Business Cycle Implications of Banks Maturity Transformation. (2013). Zabczyk, Pawel ; Ferman, Marcelo ; Andreasen, Martin.
In: Review of Economic Dynamics.
RePEc:red:issued:11-169.
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Learning, Capital Embodied Technology and Aggregate Fluctuations. (2013). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph ; JohnD. Tsoukalas, .
In: Review of Economic Dynamics.
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Stochastic Terms of Trade Volatility in Small Open Economies. (2013). Rees, Daniel ; Gomez-Gonzalez, Patricia .
In: RBA Research Discussion Papers.
RePEc:rba:rbardp:rdp2013-10.
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Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working Papers.
RePEc:pre:wpaper:201313.
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Does realized volatility help bond yield density prediction?. (2013). Shin, Minchul ; Zhong, Molin.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-064.
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Dormant Shocks and Fiscal Virtue. (2013). Melosi, Leonardo ; Bianchi, Francesco.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-032.
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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin.
In: NBER Working Papers.
RePEc:nbr:nberwo:18983.
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Dormant Shocks and Fiscal Virtue. (2013). Bianchi, Francesco ; Melosi, Leonardo.
In: NBER Chapters.
RePEc:nbr:nberch:12935.
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Decomposing Risk in Dynamic Stochastic General Equilibrium. (2013). Meyer-Gohde, Alexander ; Lan, Hong.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2013-022.
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Fiscal foundations of inflation: imperfect knowledge. (2013). Preston, Bruce ; Eusepi, Stefano.
In: Staff Reports.
RePEc:fip:fednsr:649.
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The Effects of the saving and banking glut on the U.S. economy. (2013). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: Staff Reports.
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Rare shocks, great recessions. (2013). Del Negro, Marco ; CÃƒÂºrdia, Vasco ; Greenwald, Daniel L..
In: Staff Reports.
RePEc:fip:fednsr:585.
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Modeling the Evolution of Expectations and Uncertainty in General Equilibrium. (2013). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2013-12.
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Rare Shocks, Great Recessions. (2013). Del Negro, Marco ; CÃƒÂºrdia, Vasco ; Greenwald, Daniel L..
In: Working Paper Series.
RePEc:fip:fedfwp:2013-01.
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Foreign direct investment and output growth volatility: A worldwide analysis. (2013). Ä†oriÄ‡, Bruno ; Pugh, Geoff.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:25:y:2013:i:c:p:260-271.
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Monetary policy shocks and financial conditions: A Monte Carlo experiment. (2013). Castelnuovo, Efrem.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:32:y:2013:i:c:p:282-303.
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Changes in the oil price-inflation pass-through. (2013). Wohar, Mark ; Valcarcel, Victor (Vic).
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:68:y:2013:i:c:p:24-42.
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DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank.
In: Handbook of Economic Forecasting.
RePEc:eee:ecofch:2-57.
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Testing volatility persistence on Markov switching stochastic volatility models. (2013). Li, Yong ; Pan, Qi.
In: Economic Modelling.
RePEc:eee:ecmode:v:35:y:2013:i:c:p:45-50.
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Second-order approximation of dynamic models with time-varying risk. (2013). NisticÃƒÂ², Salvatore ; Benigno, Gianluca ; Nistico, Salvatore.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:7:p:1231-1247.
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Monetary regime change and business cycles. (2013). Finocchiaro, Daria ; CÃƒÂºrdia, Vasco ; Curdia, Vasco .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:4:p:756-773.
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Productivity growth, transparency, and monetary policy. (2013). Muto, Ichiro.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:1:p:329-344.
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Performance pay and changes in U.S. labor market dynamics. (2013). Riggi, Marianna ; Nucci, Francesco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:12:p:2796-2813.
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Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach. (2013). Netunajev, Aleksei ; Kulikov, Dmitry .
In: Bank of Estonia Working Papers.
RePEc:eea:boewps:wp2013-9.
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Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia. (2013). Blagov, Boris.
In: Bank of Estonia Working Papers.
RePEc:eea:boewps:wp2013-8.
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Escaping the Great Recession. (2013). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Papers.
RePEc:duk:dukeec:13-19.
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Methods for Measuring Expectations and Uncertainty in Markov-Switching Models. (2013). Bianchi, Francesco.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9705.
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Monetary/Fiscal Policy Mix and Agents Beliefs. (2013). Ilut, Cosmin ; Bianchi, Francesco.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9645.
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Escaping the Great Recession. (2013). Melosi, Leonardo ; Bianchi, Francesco.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9643.
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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin M..
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9442.
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Risk news shocks and the business cycle. (2013). yates, anthony ; Theodoridis, Konstantinos ; Pinter, Gabor.
In: Bank of England working papers.
RePEc:boe:boeewp:0483.
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Firm Risk and Leverage Based Business Cycles. (2013). Chugh, Sanjay.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:844.
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What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters. (2013). Castelnuovo, Efrem.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:75:y:2013:i:5:p:759-784.
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Man-Bites-Dog Business Cycle. (2013). Nimark, Kristoffer.
In: Working Papers.
RePEc:bge:wpaper:700.
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Which size and evolution of the government expenditure multiplier in France (1980-2010)?. (2013). Lemoine, Matthieu ; Cleaud, G. ; Pionnier, P.-A., .
In: Working papers.
RePEc:bfr:banfra:469.
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Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
In: Working Papers.
RePEc:ver:wpaper:02/2012.
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Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, Seong Hoon ; Baele, Lieven .
In: Faculty Working Papers.
RePEc:una:unccee:wp0312.
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La courbe de Phillips : temps dâ€™arbitrage et/ou arbitrage de temps. (2012). Gbaguidi, David.
In: L'ActualitÃ© Economique.
RePEc:ris:actuec:0067.
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Inflationary Sentiments and Monetary Policy Communcation. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: 2012 Meeting Papers.
RePEc:red:sed012:893.
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Rare Shocks, Great Recessions. (2012). Del Negro, Marco ; CÃƒÂºrdia, Vasco.
In: 2012 Meeting Papers.
RePEc:red:sed012:654.
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Estimating Nonlinear Economic Models Using Surrogate Transitions. (2012). Smith, Matthew.
In: 2012 Meeting Papers.
RePEc:red:sed012:494.
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Dormant Shocks and Fiscal Virtue. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: 2012 Meeting Papers.
RePEc:red:sed012:44.
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Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs. (2012). Guerrieri, Luca ; Bodenstein, Martin.
In: 2012 Meeting Papers.
RePEc:red:sed012:25.
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On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
In: Review of Economic Dynamics.
RePEc:red:issued:11-84.
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Consumption dynamics in general equilibrium. (2012). Hall, Jamie.
In: MPRA Paper.
RePEc:pra:mprapa:43933.
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Modeling the Evolution of Expectations and Uncertainty in General Equilibrium. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-042.
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Constrained Discretion and Central Bank Transparency. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-041.
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Constrained Discretion and Central Bank Transparency. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-031.
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Modeling the Evolution of Expectations and Uncertainty in General Equilibrium. (2012). Melosi, Leonardo ; Bianchi, Francesco.
In: PIER Working Paper Archive.
RePEc:pen:papers:13-030.
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Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
In: Quaderni di Dipartimento.
RePEc:pav:wpaper:157.
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Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working Papers.
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Ambiguous Business Cycles. (2012). Schneider, Martin ; Ilut, Cosmin.
In: NBER Working Papers.
RePEc:nbr:nberwo:17900.
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The Quantitative Importance of News Shocks in Estimated DSGE Models. (2012). Tsoukalas, John ; Khan, Hashmat.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:44:y:2012:i:8:p:1535-1561.
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Realized and Optimal Monetary Policy Rules in an Estimated Markovâ€Switching DSGE Model of the United Kingdom. (2012). MacDonald, Ronald ; Chen, Xiaoshan.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:44:y:2012:i:6:p:1091-1116.
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Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
In: Working Papers.
RePEc:hal:wpaper:hal-04141131.
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Examining macroeconomic models through the lens of asset pricing. (2012). Hansen, Lars ; BoroviÄka, Jaroslav ; Borovicka, Jaroslav.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2012-01.
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The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1218.
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Fat-tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:1201.
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Technology and Capital Adjustment Costs: Micro evidence of automobile electronics in the auto-parts suppliers. (2012). Uchida, Ichihiro ; Takeda, Yosuke ; Shirai, Daichi ; Daichi, SHIRAI ; Ichihiro, UCHIDA ; Yosuke, Takeda .
In: Discussion papers.
RePEc:eti:dpaper:12001.
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Time variation in U.S. wage dynamics. (2012). Straub, Roland ; Peersman, Gert ; Hofmann, Boris.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:8:p:769-783.
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Robust animal spirits. (2012). Smith, Matthew ; Bidder, Rhys.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:8:p:738-750.
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Measuring prior sensitivity and prior informativeness in large Bayesian models. (2012). Muller, Ulrich K..
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:6:p:581-597.
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What explains the lagged-investment effect?. (2012). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:4:p:370-380.
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Inflation targets and endogenous wage markups in a New Keynesian model. (2012). Tirelli, Patrizio ; Di Bartolomeo, Giovanni ; acocella, nicola.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:34:y:2012:i:2:p:391-403.
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The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.
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An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia. (2012). Andreasen, Martin.
In: European Economic Review.
RePEc:eee:eecrev:v:56:y:2012:i:8:p:1656-1674.
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The dynamics of US inflation: Can monetary policy explain the changes?. (2012). ferroni, filippo ; Canova, Fabio.
In: Journal of Econometrics.
RePEc:eee:econom:v:167:y:2012:i:1:p:47-60.
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Greater moderations. (2012). Valcarcel, Victor (Vic) ; Keating, John.
In: Economics Letters.
RePEc:eee:ecolet:v:115:y:2012:i:2:p:168-171.
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Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions. (2012). Ambler, Steven ; Guay, Alain ; Phaneuf, Louis.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:1:p:47-62.
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Estimating Dynamic Equilibrium Models with Stochastic Volatility. (2012). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A..
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9130.
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Monetary and Macroprudential Policy Rules in a Model with House Price Booms. (2012). Rabanal, Pau ; Kannan, Prakash ; Scott, Alasdair M..
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:12:y:2012:i:1:n:16.
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The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
In: Working Paper.
RePEc:bno:worpap:2012_09.
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Tails of Inflation Forecasts and Tales of Monetary Policy. (2012). Idier, Julien ; Andrade, Philippe ; Ghysels, E..
In: Working papers.
RePEc:bfr:banfra:407.
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Capital destruction, jobless recoveries, and the discipline device role of unemployment. (2012). Riggi, Marianna.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_871_12.
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State-Dependent Probability Distributions in Non Linear Rational Expectations Models. (2011). Marx, Magali ; BarthÃƒÂ©lemy, Jean ; Barthelemy, Jean.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/7l23tbn4rd9539sljmp8of2hcb.
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Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
In: 2011 Meeting Papers.
RePEc:red:sed011:817.
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The Cyclicality of Productivity Dispersion. (2011). Kehrig, Matthias.
In: 2011 Meeting Papers.
RePEc:red:sed011:484.
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News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models. (2011). Otrok, Christopher ; Kurmann, AndrÃƒÂ©.
In: 2011 Meeting Papers.
RePEc:red:sed011:426.
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Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation. (2011). Vavra, Joseph.
In: 2011 Meeting Papers.
RePEc:red:sed011:126.
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Investment Shocks and the Relative Price of Investment. (2011). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: Review of Economic Dynamics.
RePEc:red:issued:09-248.
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Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2011). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: Review of Economic Dynamics.
RePEc:red:issued:09-191.
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Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off. (2011). Gbaguidi, David.
In: MPRA Paper.
RePEc:pra:mprapa:35482.
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Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate. (2011). Gbaguidi, David.
In: MPRA Paper.
RePEc:pra:mprapa:35481.
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Learning, capital-embodied technology and aggregate fluctuations. (2011). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph ; John, Tsoukalas .
In: MPRA Paper.
RePEc:pra:mprapa:35438.
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News and Financial Intermediation in Aggregate Fluctuations. (2011). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph.
In: MPRA Paper.
RePEc:pra:mprapa:34113.
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What Explains the Lagged Investment Effect?. (2011). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
In: NBER Working Papers.
RePEc:nbr:nberwo:16889.
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Comment on Risk, Monetary Policy and the Exchange Rate. (2011). Uribe, Martin.
In: NBER Chapters.
RePEc:nbr:nberch:12422.
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State-Dependent Probability Distributions in Non Linear Rational Expectations Models. (2011). Marx, Magali ; Barthelemy, Jean.
In: Working Papers.
RePEc:hal:wpaper:hal-03461407.
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Oil efficiency, demand, and prices: a tale of ups and downs. (2011). Guerrieri, Luca ; Bodenstein, Martin.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1031.
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Explaining output volatility: The case of taxation. (2011). Posch, Olaf.
In: Journal of Public Economics.
RePEc:eee:pubeco:v:95:y:2011:i:11:p:1589-1606.
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The volatility of consumption-based stochastic discount factors and economic cycles. (2011). Nieto, Belen ; Rubio, Gonzalo.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2197-2216.
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Risk premia in general equilibrium. (2011). Posch, Olaf.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.
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Decomposing the declining volatility of long-term inflation expectations. (2011). Davig, Troy ; Clark, Todd.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:7:p:981-999.
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The implications of inflation in an estimated new Keynesian model. (2011). Guerron, Pablo ; Guerron-Quintana, Pablo A..
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:6:p:947-962.
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Minimal state variable solutions to Markov-switching rational expectations models. (2011). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger ; Farmer, Roger E. A., .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:12:p:2150-2166.
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Calvo vs. Rotemberg in a trend inflation world: An empirical investigation. (2011). rossi, lorenza ; Castelnuovo, Efrem ; Ascari, Guido.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:11:p:1852-1867.
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Combining VAR and DSGE forecast densities. (2011). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie ; ShaunP. Vahey, ; Bache, Ida Wolden .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670.
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Business cycle dynamics under rational inattention. (2011). Wiederholt, Mirko ; MaÄ‡kowiak, Bartosz ; Makowiak, Bartosz.
In: Working Paper Series.
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What Explains the Lagged Investment Effect?. (2011). Vincent, Nicolas ; Rebelo, Sergio ; Eberly, Janice.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8309.
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Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
In: Dynare Working Papers.
RePEc:cpm:dynare:005.
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Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty. (2011). Trimborn, Timo ; Posch, Olaf.
In: CESifo Working Paper Series.
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UK Macroeconomic Volatility and the Welfare Costs of Inflation. (2011). Spencer, Peter ; Polito, Vito.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2011/23.
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Micro-Data on Nominal Rigidity, Inflation Persistence and Optimal Monetary Policy. (2011). Kara, Engin.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:11:y:2011:i:1:n:24.
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News driven business cycles and data on asset prices in estimated DSGE models. (2011). Avdjiev, Stefan.
In: BIS Working Papers.
RePEc:bis:biswps:358.
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State-Dependent Probability Distributions in Non Linear Rational Expectations Models. (2011). Marx, Magali ; BarthÃƒÂ©lemy, Jean.
In: Working papers.
RePEc:bfr:banfra:347.
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Examining Macroeconomic Models Through the Lens of Asset Pricing. (2011). Hansen, Lars ; BoroviÄka, Jaroslav ; Borovicka, Jaroslav.
In: Working Papers.
RePEc:bfi:wpaper:2011-012.
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The great diversification and its undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
In: Economics Working Papers.
RePEc:upf:upfgen:1208.
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Optimal Central Bank Lending. (2010). Schabert, Andreas.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20100057.
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The econometrics of DSGE models. (2010). Fernandez-Villaverde, Jesus.
In: SERIEs: Journal of the Spanish Economic Association.
RePEc:spr:series:v:1:y:2010:i:1:p:3-49.
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Asset Prices in a News Driven Real Business Cycle Model. (2010). Shamloo, Maral ; Malkhozov, Aytek.
In: 2010 Meeting Papers.
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Productivity, Energy Prices and the Great Moderation: A New Link. (2010). Silos, Pedro ; Dhawan, Rajeev ; Jeske, Karsten .
In: Review of Economic Dynamics.
RePEc:red:issued:09-14.
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Dual Wage Rigidities: Theory and Some Evidence. (2010). Kim, In Su .
In: MPRA Paper.
RePEc:pra:mprapa:21494.
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Growth, fluctuations and technology in the U.S. post-war economy. (2010). RodrÃƒÂguez-LÃƒÂ³pez, JesÃƒÂºs ; Lopez, Jesus Rodriguez .
In: Working Papers.
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Technological sources of productivity growth in Japan, the U.S. and Germany. (2010). Torres, Jose ; RodrÃƒÂguez-LÃƒÂ³pez, JesÃƒÂºs ; Lopez, Jesus Rodriguez ; Jose Luis Torres Chacon, .
In: Working Papers.
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The Domestic and International Effects of Interstate U.S. Banking. (2010). Stebunovs, Viktors ; Ghironi, Fabio.
In: NBER Working Papers.
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The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
In: NBER Working Papers.
RePEc:nbr:nberwo:16424.
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A New Keynesian Perspective on the Great Recession. (2010). Ireland, Peter.
In: NBER Working Papers.
RePEc:nbr:nberwo:16420.
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Reading the Recent Monetary History of the U.S., 1959-2007. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A..
In: NBER Working Papers.
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Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: NBER Working Papers.
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How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin.
In: Computational Economics.
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The Lucas critique and the stability of empirical models. (2010). Surico, Paolo ; Lubik, Thomas.
In: Journal of Applied Econometrics.
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Reading the recent monetary history of the United States, 1959-2007. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
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Firm-specific capital, nominal rigidities and the business cycle. (2010). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: International Finance Discussion Papers.
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Input and output inventories in general equilibrium. (2010). Schiantarelli, Fabio ; Schuh, Scott ; Iacoviello, Matteo.
In: International Finance Discussion Papers.
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Do credit constraints amplify macroeconomic fluctuations?. (2010). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: FRB Atlanta Working Paper.
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Endogenous Monetary Policy Regimes and the Great Moderation. (2010). Marcellino, Massimiliano ; GalvÃƒÂ£o, Ana ; Galvao, Ana Beatriz.
In: Economics Working Papers.
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Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods. (2010). Koiti, YANO .
In: ESRI Discussion paper series.
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Redistributive shocks and productivity shocks. (2010). Santaeulalia-Llopis, Raul ; RÃƒÂos-Rull, JosÃƒÂ©-VÃƒÂctor ; Rios-Rull, Jose-Victor.
In: Journal of Monetary Economics.
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Investment shocks and business cycles. (2010). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:2:p:132-145.
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Trend growth and optimal monetary policy. (2010). NisticÃƒÂ², Salvatore ; Mattesini, Fabrizio.
In: Journal of Macroeconomics.
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Is the real price of equipment a good measure for investment-specific technological change?. (2010). Kim, Kwanghwan.
In: Economics Letters.
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Stochastic volatility and DSGE models. (2010). Andreasen, Martin.
In: Economics Letters.
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Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy. (2010). Castelnuovo, Efrem.
In: The North American Journal of Economics and Finance.
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Stock market conditions and monetary policy in a DSGE model for the U.S.. (2010). NisticÃƒÂ², Salvatore ; Castelnuovo, Efrem.
In: Journal of Economic Dynamics and Control.
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Structural shocks and the comovements between output and interest rates. (2010). Mertens, Elmar.
In: Journal of Economic Dynamics and Control.
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Technology shocks, capital utilization and sticky prices. (2010). Dressler, Scott ; Dave, Chetan.
In: Journal of Economic Dynamics and Control.
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The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
In: Working Paper Series.
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Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
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The Optimal Inflation Rate in New Keynesian Models. (2010). Wieland, Johannes ; Gorodnichenko, Yuriy ; Coibion, Olivier.
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The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
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Technology Shocks: Novel Implications for International Business Cycles. (2010). Raffo, Andrea.
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Risk Premia in General Equilibrium. (2010). Posch, Olaf.
In: CESifo Working Paper Series.
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Sufficient Conditions for Finite Objective Functions in DSGE Models with Deterministic and Stochastic Trends. (2010). Andreasen, Martin.
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Stock market conditions and monetary policy in an DSGE model for the US. (2010). NisticÃƒÂ², Salvatore ; Castelnuovo, Efrem ; Nistico, Salvatore.
In: Research Discussion Papers.
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RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE. (2010). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer ; Özer Karagedikli, .
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Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations. (2010). Balke, Nathan ; Avdjiev, Stefan ; Nathan, .
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The Great Diversification and its Undoing. (2010). Gabaix, Xavier ; Carvalho, Vasco.
In: Working Papers.
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Numerical solution of continuous-time DSGE models under Poisson uncertainty. (2010). Trimborn, Timo ; Posch, Olaf.
In: Economics Working Papers.
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Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search. (2009). Ni, Shawn ; Loddo, Antonello ; Sun, Dongchu.
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Modeling Monetary Policy. (2009). Schabert, Andreas ; Reynard, Samuel.
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Learning and the Great Moderation. (2009). Singh, Aarti ; Bullard, James.
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Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models. (2009). Korobilis, Dimitris.
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Regime Switches, Agentsâ€™ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics. (2009). Bianchi, Francesco.
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Dual Wage Rigidities: Theory and Some Evidence. (2009). Kim, In Su .
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Trend agnostic one step estimation of DSGE models. (2009). ferroni, filippo.
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Bayesian Analysis of DSGE Models with Regime Switching. (2009). Eo, Yunjong.
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Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, MartÃƒÂn ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
In: PIER Working Paper Archive.
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The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
In: PIER Working Paper Archive.
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Investment Shocks and Business Cycles. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: NBER Working Papers.
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Labor Supply Heterogeneity and Macroeconomic Co-movement. (2009). Preston, Bruce ; Eusepi, Stefano.
In: NBER Working Papers.
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Monetary Policy Shifts and the Term Structure. (2009). Loo-Kung, Rudy ; Boivin, Jean ; Ang, Andrew ; Dong, Sen .
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Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, MartÃƒÂn ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan .
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Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
In: NBER Working Papers.
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The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess.
In: NBER Working Papers.
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Micro data on nominal rigidity, inflation persistence and optimal monetary policy. (2009). Kara, Engin.
In: Working Paper Research.
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Sticky prices versus monetary frictions: an estimation of policy trade-offs. (2009). Schorfheide, Frank ; Aruoba, S. Boragan.
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Do credit constraints amplify macroeconomic fluctuations?. (2009). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: Working Paper Series.
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Investment and trade patterns in a sticky-price, open-economy model. (2009). Sondergaard, Jens ; MartÃƒÂnez GarcÃƒÂa, Enrique ; Martinez-Garcia, Enrique.
In: Globalization Institute Working Papers.
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Cointegrated TFP processes and international business cycles. (2009). Tuesta, Vicente ; Rubio-Ramirez, Juan F ; Rabanal, Pau.
In: FRB Atlanta Working Paper.
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Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling. (2009). Koiti, YANO .
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Money demand heterogeneity and the great moderation. (2009). Guerron, Pablo.
In: Journal of Monetary Economics.
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The time-varying cost channel of monetary transmission. (2009). Tillmann, Peter ; PeterTillmann, .
In: Journal of International Money and Finance.
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Structural estimation of jump-diffusion processes in macroeconomics. (2009). Posch, Olaf.
In: Journal of Econometrics.
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On the statistical identification of DSGE models. (2009). Paccagnini, Alessia ; Favero, Carlo ; Consolo, Agostino.
In: Journal of Econometrics.
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Long run evidence on money growth and inflation. (2009). Benati, Luca.
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Investment Shocks and the Relative Price of Investment. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: CEPR Discussion Papers.
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Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, MartÃƒÂn ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
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On the Statistical Identification of DSGE Models. (2009). Paccagnini, Alessia ; Favero, Carlo ; Consolo, Agostino.
In: CEPR Discussion Papers.
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The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
In: CEPR Discussion Papers.
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Explaining Output Volatility: The Case of Taxation. (2009). Posch, Olaf.
In: CESifo Working Paper Series.
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Can Financial Frictions Help Explain the Performance of the U.S. Fed?. (2009). de Blas, Beatriz.
In: The B.E. Journal of Macroeconomics.
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Testing the structural interpretation of the price puzzle with a cost channel model. (2009). Castelnuovo, Efrem.
In: Research Discussion Papers.
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Combining VAR and DSGE forecast densities. (2009). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie ; Bache, Ida Wolden .
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ESTIMATED DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODEL OF THE TAIWANESE ECONOMY. (2009). Teo, WingLeong .
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Monetary Policy Analysis with Potentially Misspecified Models. (2009). Schorfheide, Frank ; Del Negro, Marco.
In: American Economic Review.
RePEc:aea:aecrev:v:99:y:2009:i:4:p:1415-50.
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Stochastic Volatility and DSGE Models. (2009). Andreasen, Martin.
In: CREATES Research Papers.
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International portfolios, capital accumulation and foreign assets dynamics. (2008). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: Discussion Paper Series 1: Economic Studies.
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Long Run Risks in the Term Structure of Interest Rates : Estimation. (2008). Doh, Taeyoung.
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The Young, the Old, and the Restless: Demographics and Business Cycle Volatility. (2008). Siu, Henry ; Jaimovich, Nir.
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Monetary Non-Neutrality in a Multi-Sector Menu Cost Model. (2008). Steinsson, Jon ; Nakamura, Emi.
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DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
In: Economic Quarterly.
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Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels. (2008). Kahn, James ; Davis, Steven.
In: Staff Reports.
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Monetary policy analysis with potentially misspecified models. (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Staff Reports.
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Long run risks in the term structure of interest rates: estimation. (2008). Doh, Taeyoung.
In: Research Working Paper.
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Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: Working Paper Series.
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The real exchange rate in sticky price models: does investment matter?. (2008). Sondergaard, Jens ; MartÃƒÂnez GarcÃƒÂa, Enrique ; Martinez-Garcia, Enrique.
In: Globalization Institute Working Papers.
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Methods for inference in large multiple-equation Markov-switching models. (2008). Zha, Tao ; Waggoner, Daniel ; Sims, Christopher.
In: Journal of Econometrics.
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Investment Shocks and Business Cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
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Forecasting with DSGE Models: The Role of Nonlinearities. (2008). Pichler, Paul.
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Estimating regime-switching Taylor rules with trend inflation. (2008). Raggi, Davide ; Castelnuovo, Efrem ; Greco, Luciano.
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RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence. (2008). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer.
In: Working Paper.
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Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels. (2008). Kahn, James ; Davis, Steven.
In: Journal of Economic Perspectives.
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Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model. (2008). Andreasen, Martin.
In: CREATES Research Papers.
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RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence. (2007). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer.
In: Reserve Bank of New Zealand Discussion Paper Series.
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Monetary Policy Analysis with Potentially Misspecified Models. (2007). Schorfheide, Frank ; Del Negro, Marco.
In: NBER Working Papers.
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Monetary policy, output composition and the Great Moderation. (2007). Mojon, Benoit.
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DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
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Can News About the Future Drive the Business Cycle?. (2006). Rebelo, Sergio ; Jaimovich, Nir.
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Can News About the Future Drive the Business Cycle?. (2006). Rebelo, Sergio ; Jaimovich, Nir.
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The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation. (2006). bloom, nicholas.
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UK Macroeconomic Volatility and the Welfare Costs of Inflation. (). Spencer, Peter ; Polito, Vito.
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Econometric history of the growth–volatility relationship in the USA: 1919–2017. (). DarnÃ©, Olivier ; Charles, Amelie.
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Inflation Gap Persistence, Indeterminacy, and Monetary Policy. (). van Zandweghe, Wille ; Kurozumi, Takushi ; Hirose, Yasuo.
In: Review of Economic Dynamics.
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Introduction to the Special Issue in Memory of Alejandro Justiniano. (). Tambalotti, Andrea ; Primiceri, Giorgio ; Melosi, Leonardo.
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Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
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Monetary Policy and Macroeconomic Stability Revisited. (). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
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Misallocation Costs of Digging Deeper into the Central Bank Toolkit. (). Zeke, David ; Kurtzman, Robert.
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A Factor-Augmented Vector Autoregressive Approach to Analyze the Transmission of Monetary Policy. (). Wagan, Hakimzadi ; Chen, Zhang.
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Learning, Capital-Embodied Technology and Aggregate Fluctuations. (). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph.
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Why Have Business Cycle Fluctuations Become Less Volatile? (with Andres Arias and Lee E. Ohanian). (). Hansen, Gary.
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The Time-Varying Volatility of Macroeconomic Fluctuations. (2008). Primiceri, Giorgio ; Justiniano, Alejandro.
In: American Economic Review.
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The Time-Varying Volatility of Macroeconomic Fluctuations. (2008). Primiceri, Giorgio ; Justiniano, Alejandro. In: American Economic Review. RePEc:aea:aecrev:v:98:y:2008:i:3:p:604-41. Full description at Econpapers || Download paper

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The Time-Varying Volatility of Macroeconomic Fluctuations. (2008). Primiceri, Giorgio ; Justiniano, Alejandro.
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