On the Fit of New Keynesian Models

Schorfheide, Frank; Smets, Frank; Wouters, Raf; Del Negro, Marco

A General Equilibrium Approach to Carbon Permit Banking. (2025). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2025-5.
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Tips and tricks for Bayesian VAR models in gretl. (2024). Pedini, Luca.
In: Computational Statistics.
RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01492-3.
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Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2024-99.
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Odyssean forward guidance in normal times. (2024). Maliar, Lilia ; Taylor, John B.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000691.
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Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.
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A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems. (2023). Judd, Kenneth L ; Cai, Yongyang.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:2:p:651-687.
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Forecasting with a panel Tobit model. (2023). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:1:p:117-159.
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Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.
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Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan.
In: International Economic Journal.
RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.
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Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate. (2023). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David.
In: Open Economies Review.
RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09680-8.
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Understanding Post-COVID Inflation Dynamics. (2023). Trabandt, Mathias ; Harding, Martin ; Linde, Jesper.
In: IMF Working Papers.
RePEc:imf:imfwpa:2023/010.
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Estimating HANK for Central Banks. (2023). Lee, Donggyu ; Goyal, Shlok ; Gleich, Aidan ; Dogra, Keshav ; del Negro, Marco ; Chen, William ; Acharya, Sushant ; Sengupta, Sikata ; Sarfati, Reca ; Matlin, Ethan.
In: Staff Reports.
RePEc:fip:fednsr:96600.
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The impact of Brexit on U.K. habits for expenditure on imports and consumption. (2023). Swofford, James L ; Fleissig, Adrian R.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:88:y:2023:i:c:p:196-203.
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Understanding post-COVID inflation dynamics. (2023). Trabandt, Mathias ; Lindé, Jesper ; Harding, Martin ; Linde, Jesper.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:140:y:2023:i:s:p:s101-s118.
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On the significance of quality-of-capital news shocks. (2023). Vázquez, Jesús ; Herrera, Luis ; Vazquez, Jesus.
In: Economic Modelling.
RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323000950.
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Learning and cross-country correlations in a multi-country DSGE model. (2023). Audzei, Volha.
In: Economic Modelling.
RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003790.
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Identifying efficient policy mix under different targeting regimes: A tale of two crises. (2023). Garg, Bhavesh ; Shah, Sayar Ahmad.
In: Economic Analysis and Policy.
RePEc:eee:ecanpo:v:78:y:2023:i:c:p:975-994.
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Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.
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Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison. (2023). Di Bartolomeo, Giovanni ; Serpieri, Carolina.
In: Working Papers.
RePEc:ant:wpaper:2023004.
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Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
In: LEM Papers Series.
RePEc:ssa:lemwps:2022/33.
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Regional economic structure and heterogeneous effects of monetary policy: evidence from Indonesian provinces. (2022). Someya, Masakazu ; Aginta, Harry.
In: Journal of Economic Structures.
RePEc:spr:jecstr:v:11:y:2022:i:1:d:10.1186_s40008-021-00260-6.
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The relationship between unemployment, NAIRU and investment: microfundations for incomplete nominal adjustment. (2022). Vintu, Denis .
In: MPRA Paper.
RePEc:pra:mprapa:115161.
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Model of Government Ponzi Games and Debt Dynamics Under Uncertainty. (2022). VÃ®ntu, Denis.
In: MPRA Paper.
RePEc:pra:mprapa:112964.
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Monetary policy and speculative asset markets. (2022). Boehl, Gregor.
In: European Economic Review.
RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.
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Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan.
In: NAC Analytica Working Paper.
RePEc:ajx:wpaper:24.
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Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
In: Economics Working Papers.
RePEc:zbw:cauewp:202101.
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What determines Chinas housing price dynamics? New evidence from a DSGE?VAR. (2021). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, .
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3269-3305.
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A Large Bayesian VAR of the United States Economy. (2021). Sbordone, Argia ; Giannone, Domenico ; Eusepi, Stefano ; Crump, Richard ; Qian, Eric.
In: Staff Reports.
RePEc:fip:fednsr:92983.
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Limited Participation in Equity Markets and Business Cycles. (2021). Morelli, Juan.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2021-26.
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Firm dynamics and pricing under customer capital accumulation. (2021). Gilbukh, Sonia ; Roldan-Blanco, Pau.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:118:y:2021:i:c:p:99-119.
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Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models. (2021). Drechsel, Thomas ; den Haan, Wouter J.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:117:y:2021:i:c:p:258-277.
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Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows. (2021). Zamarripa, Rene.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000024.
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Learning and Cross-Country Correlations in a Multi-Country DSGE Model. (2021). Audzei, Volha.
In: Working Papers.
RePEc:cnb:wpaper:2021/7.
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DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier.
In: Bulletin of Economic Research.
RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.
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Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura.
In: Papers.
RePEc:arx:papers:2110.14117.
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A narrative approach to a fiscal DSGE model. (2020). Drautzburg, Thorsten.
In: Quantitative Economics.
RePEc:wly:quante:v:11:y:2020:i:2:p:801-837.
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Flight to Safety in Business cycles. (2020). Yadav, Jayant.
In: MPRA Paper.
RePEc:pra:mprapa:104093.
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Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model. (2020). Rognlie, Matthew ; Auclert, Adrien ; Straub, Ludwig.
In: NBER Working Papers.
RePEc:nbr:nberwo:26647.
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Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2020-35.
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The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). Nguyen, Phuong V.
In: Journal of Economic Studies.
RePEc:eme:jespps:jes-02-2020-0062.
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Price rigidities and the relative PPP. (2020). Cravino, Javier ; Blanco, Andres.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:116:y:2020:i:c:p:104-116.
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Identifying the sources of model misspecification. (2020). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18.
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Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:138:y:2020:i:1:p:53-73.
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Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.
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The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.
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Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. (2020). Komunjer, Ivana ; Zhu, Yinchu.
In: Journal of Econometrics.
RePEc:eee:econom:v:218:y:2020:i:2:p:561-586.
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Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model. (2020). Straub, Ludwig ; Rognlie, Matthew ; Auclert, Adrien.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14279.
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Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong.
In: Dynare Working Papers.
RePEc:cpm:dynare:059.
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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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An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy. (2020). Brens, Paola Mariell.
In: Documentos de Trabajo LACEA.
RePEc:col:000518:018253.
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Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model. (2020). Rognlie, Matthew ; Auclert, Adrien ; Straub, Ludwig.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_8051.
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Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.
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Estimating and forecasting with a two-country DSGE model of the Euro area and the USA: the merits of diverging interest-rate rules. (2019). Gunter, Ulrich.
In: Empirical Economics.
RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1383-6.
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Micro Jumps, Macro Humps: monetary policy and business cycles in an estimated HANK model. (2019). Rognlie, Matthew ; Auclert, Adrien ; Straub, Ludwig.
In: 2019 Meeting Papers.
RePEc:red:sed019:1449.
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Forward Guidance: Is It Useful Away from the Lower Bound?. (2019). Taylor, John ; Maliar, Lilia.
In: NBER Working Papers.
RePEc:nbr:nberwo:26053.
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Testing DSGE Models by Indirect Inference: a Survey of Recent Findings. (2019). Minford, A. Patrick ; Meenagh, David ; Xu, Yongdeng ; Wickens, Michael.
In: Open Economies Review.
RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w.
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Survey Data and Subjective Beliefs in Business Cycle Models. (2019). BoroviÄka, Jaroslav ; Horvitz, Paul M ; Bhandari, Anmol.
In: Working Paper.
RePEc:fip:fedrwp:19-14.
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Central bank losses and monetary policy rules: A DSGE investigation. (2019). Benchimol, Jonathan ; Fourans, Andre.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:61:y:2019:i:c:p:289-303.
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Growth, slowdowns, and recoveries. (2019). Morales, Gonzalo ; Kung, Howard ; Bianchi, Francesco.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:101:y:2019:i:c:p:47-63.
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DSGE forecasts of the lost recovery. (2019). Giannoni, Marc ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; del Negro, Marco ; Cai, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.
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Identification versus misspecification in New Keynesian monetary policy models. (2019). LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin.
In: European Economic Review.
RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.
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Priors about observables in vector autoregressions. (2019). JarociÅ„ski, Marek ; Marcet, Albert ; Jarociski, Marek.
In: Journal of Econometrics.
RePEc:eee:econom:v:209:y:2019:i:2:p:238-255.
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Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box. (2019). onorante, luca ; Martinez-Martin, Jaime ; Piersanti, Fabio M ; Morris, Richard.
In: Working Paper Series.
RePEc:ecb:ecbwps:20192335.
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Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard.
In: Papers.
RePEc:arx:papers:1709.09583.
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Economic Fluctuations in the U.S. and Euro Area: Quantifying the Contribution of Technical Change. (2018). Saltari, Enrico ; Di Pietro, Marco.
In: Southern Economic Journal.
RePEc:wly:soecon:v:85:y:2018:i:1:p:203-216.
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Would DSGE Models Have Predicted the Great Recession in Austria?. (2018). Breuss, Fritz.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0025-1.
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DSGE forecasts of the lost recovery. (2018). Giannoni, Marc ; Del Negro, Marco ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; Cai, Michael.
In: Staff Reports.
RePEc:fip:fednsr:844.
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Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq.
In: Erudite Ph.D Dissertations.
RePEc:eru:erudph:ph18-01.
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Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models. (2018). Drechsel, Thomas ; den Haan, Wouter J.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:90384.
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Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; BabeckÃƒÂ½, Jan ; Ryanek, Jakub .
In: Economic Modelling.
RePEc:eee:ecmode:v:75:y:2018:i:c:p:23-37.
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Debt regimes and the effectiveness of monetary policy. (2018). Huber, Florian ; de Luigi, Clara.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238.
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Matlab, Python, Julia: What to Choose in Economics?. (2018). Coleman, Chase ; Maliar, Serguei ; Lyon, Spencer .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13210.
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Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models. (2018). Drechsel, Thomas ; den Haan, Wouter .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13145.
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Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models. (2018). Drechsel, Thomas ; Denhaan, Wouter ; den Haan, Wouter J.
In: Discussion Papers.
RePEc:cfm:wpaper:1826.
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In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area. (2017). Sahuc, Jean-Guillaume ; FÃƒÂ¨ve, Patrick ; Feve, Patrick.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:32:y:2017:i:3:p:704-718.
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Marginalized Predictive Likelihood Comparisons of Linear Gaussian Stateâ€Space Models with Applications to DSGE, DSGEâ€VAR, and VAR Models. (2017). Warne, Anders ; Coenen, GÃƒÂ¼nter ; Christoffel, Kai .
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:32:y:2017:i:1:p:103-119.
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Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard.
In: Research Memorandum.
RePEc:unm:umagsb:2017022.
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Measuring the Impact of Military Spending: How Far Does a DSGE Model Deviate from Reality?. (2017). Lin, Eric ; Ho, Chih-Chin ; Wu, Yi-Hua .
In: Defence and Peace Economics.
RePEc:taf:defpea:v:28:y:2017:i:5:p:585-608.
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Consumption habits and humps. (2017). Munk, Claus ; Seifried, Frank Thomas ; Kraft, Holger ; Wagner, Sebastian.
In: Economic Theory.
RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0984-1.
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A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/5fafm6me7k8omq5jbo61urqq27.
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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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Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
In: 2017 Meeting Papers.
RePEc:red:sed017:258.
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The Portuguese post-2008 period: A narrative from an estimated DSGE model. (2017). Maria, JosÃƒÂ© ; JÃƒÂºlio, Paulo ; Jlio, Paulo.
In: Working Papers.
RePEc:ptu:wpaper:w201715.
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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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Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument. (2017). Marfatia, Hardik ; Kishor, N ; Bhatt, Vipul.
In: MPRA Paper.
RePEc:pra:mprapa:79748.
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An estimated Dynamic Stochastic Disequilibrium model of Euro-Area unemployment. (2017). Schoder, Christian.
In: Working Papers.
RePEc:new:wpaper:1725.
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Hendry, David F. and Doornik, Jurgen A.: Empirical model discovery and theory evaluation: automatic selection methods in econometrics. (2017). Gallo, Giampiero.
In: Journal of Economics.
RePEc:kap:jeczfn:v:120:y:2017:i:3:d:10.1007_s00712-016-0514-4.
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A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain.
In: Computational Economics.
RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9.
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The Role of Inflation Target Adjustment in Stabilization Policy. (2017). Lie, Denny ; Eo, Yunjong.
In: Discussion paper series.
RePEc:hit:hiasdp:hias-e-58.
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A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain.
In: Post-Print.
RePEc:hal:journl:hal-03471817.
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Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2017-111.
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Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1717.
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Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood. (2017). Schoder, Christian.
In: Review of Keynesian Economics.
RePEc:elg:rokejn:v:5:y:2017:i:4:p586-630.
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Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; RusnÃƒÂ¡k, Marek ; Havranek, Tomas ; Rusnak, Marek .
In: European Economic Review.
RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.
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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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Sentiment and the U.S. business cycle. (2017). Milani, Fabio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:82:y:2017:i:c:p:289-311.
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On the choice of monetary policy rules for China: A Bayesian DSGE approach. (2017). Li, Bing ; Liu, Qing.
In: China Economic Review.
RePEc:eee:chieco:v:44:y:2017:i:c:p:166-185.
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Monetary policy in times of debt. (2017). Signoretti, Federico ; Pietrunti, Mario.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1142_17.
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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.
RePEc:wly:jforec:v:35:y:2016:i:7:p:613-632.
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News shocks and labour market dynamics in matching models. (2016). Zanetti, Francesco ; Theodoridis, Konstantinos.
In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique.
RePEc:wly:canjec:v:49:y:2016:i:3:p:906-930.
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Monetary policy shocks and Cholesky VARs: an assessment for the Euro area. (2016). Castelnuovo, Efrem.
In: Empirical Economics.
RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0930-2.
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Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model. (2016). Wrobel-Rotter, Renata .
In: Central European Journal of Economic Modelling and Econometrics.
RePEc:psc:journl:v:8:y:2016:i:2:p:93-114.
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Can Reforms Promoting Growth Increase Financial Fragility?: An Empirical Assessment. (2016). Gori, Filippo ; Sanchez, Aida Caldera.
In: OECD Economics Department Working Papers.
RePEc:oec:ecoaaa:1340-en.
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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.
RePEc:nbr:nberwo:21862.
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Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood. (2016). Schoder, Christian.
In: IMK Working Paper.
RePEc:imk:wpaper:162-2016.
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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.
RePEc:iae:iaewps:wp2016n31.
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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.
RePEc:iae:iaewps:wp2016n30.
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Challenges for Central BanksÂ´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; LindÃƒÂ©, Jesper ; Linde, Jesper.
In: Working Paper Series.
RePEc:hhs:rbnkwp:0323.
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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.
RePEc:eee:macchp:v2-527.
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Challenges for Central BanksÃ¢â‚¬â„¢ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F.
In: Handbook of Macroeconomics.
RePEc:eee:macchp:v2-2185.
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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.
RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.
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A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan. (2016). Iiboshi, Hirokuni.
In: Japan and the World Economy.
RePEc:eee:japwor:v:40:y:2016:i:c:p:1-8.
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Monetaryâ€“fiscal policy interaction and fiscal inflation: A tale of three countries. (2016). Sarferaz, Samad ; Kriwoluzky, Alexander ; Kliem, Martin.
In: European Economic Review.
RePEc:eee:eecrev:v:88:y:2016:i:c:p:158-184.
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The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy. (2016). Rychalovska, Yuliya .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:73:y:2016:i:c:p:259-282.
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News shocks and labour market dynamics in matching models. (2016). Zanetti, Francesco ; Theodoridis, Konstantinos.
In: Canadian Journal of Economics.
RePEc:cje:issued:v:49:y:2016:i:3:p:906-930.
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Sentiment Shocks as Drivers of Business Cycles. (2016). Arias, Agustin .
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:782.
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The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach. (2016). Milani, Fabio ; Cole, Stephen.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6099.
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Misspecification and Expectations Correction in New Keynesian DSGE Models. (2016). Fanelli, Luca ; Angelini, Giovanni.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:78:y:2016:i:5:p:623-649.
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In Search of the Transmission Mechanism of Fiscal Policy in the Euro Area.. (2016). Sahuc, Jean-Guillaume ; FÃƒÂ¨ve, Patrick ; Feve, P.
In: Working papers.
RePEc:bfr:banfra:585.
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Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy. (2016). de Menezes, Fernando .
In: Working Papers Series.
RePEc:bcb:wpaper:424.
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Housing Market Dynamics and Macroprudential Policy. (2016). Bruneau, Gabriel ; Meh, Cesaire ; Christensen, Ian .
In: Staff Working Papers.
RePEc:bca:bocawp:16-31.
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Risk-Sensitive Linear Approximations. (2015). Meyer-Gohde, Alexander.
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
RePEc:zbw:vfsc15:113057.
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Semiâ€Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve. (2015). Rumler, Fabio ; Posch, Johanna .
In: Journal of Forecasting.
RePEc:wly:jforec:v:34:y:2015:i:2:p:145-162.
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When Does Government Debt Crowd Out Investment?. (2015). Traum, Nora ; Yang, ShuChun S..
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:30:y:2015:i:1:p:24-45.
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A Practical, Universal, Information Criterion over Nth Order Markov Processes. (2015). Barde, Sylvain.
In: Studies in Economics.
RePEc:ukc:ukcedp:1504.
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DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Patrick ; GUPTA, RANGAN ; Modise, Mampho P.
In: Open Access publications.
RePEc:ucn:oapubs:10197/7351.
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Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs. (2015). Paccagnini, Alessia ; Bekiros, Stelios.
In: Open Access publications.
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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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DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P..
In: Applied Economics.
RePEc:taf:applec:v:47:y:2015:i:3:p:207-221.
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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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SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2015). Santos, Rafael ; Minella, AndrÃƒÂ© ; Castro, Marcos ; Souza-Sobrinho, Nelson F ; Gouvea, Solange N ; de Castro, Marcos R.
In: Brazilian Review of Econometrics.
RePEc:sbe:breart:v:35:y:2015:i:2:a:57573.
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The Forward Guidance Puzzle. (2015). Giannoni, Marc ; Del Negro, Marco ; Patterson, Christina.
In: 2015 Meeting Papers.
RePEc:red:sed015:1529.
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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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News Shocks and Labor Market Dynamics in Matching Models. (2015). Zanetti, Francesco ; Theodoridis, Konstantinos.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:745.
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A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang.
In: NBER Working Papers.
RePEc:nbr:nberwo:21590.
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The forward guidance puzzle. (2015). Giannoni, Marc ; Del Negro, Marco ; Patterson, Christina.
In: Staff Reports.
RePEc:fip:fednsr:574.
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Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; RusnÃƒÂ¡k, Marek ; Havranek, Tomas.
In: Working Papers IES.
RePEc:fau:wpaper:wp2015_15.
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Can a data-rich environment help identify the sources of model misspecification?. (2015). Monti, Francesca.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:86320.
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When does a central bank×³s balance sheet require fiscal support?. (2015). Sims, Christopher ; Del Negro, Marco.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:73:y:2015:i:c:p:1-19.
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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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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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Forecasting using DSGE models with financial frictions. (2015). Rubaszek, MichaÅ‚ ; Kolasa, Marcin.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:1:p:1-19.
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A new approach to multi-step forecasting using dynamic stochastic general equilibrium models. (2015). Theodoridis, Konstantinos ; Price, Simon ; Kapetanios, George.
In: Economics Letters.
RePEc:eee:ecolet:v:136:y:2015:i:c:p:237-242.
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Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok .
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.
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The role of financial frictions during the crisis: An estimated DSGE model. (2015). Merola, Rossana.
In: Economic Modelling.
RePEc:eee:ecmode:v:48:y:2015:i:c:p:70-82.
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CES technology and business cycle fluctuations. (2015). Yang, Bo ; Pearlman, Joseph ; Levine, Paul ; Cantore, Cristiano.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:61:y:2015:i:c:p:133-151.
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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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Testing macro models by indirect inference: a survey for users. (2015). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Phuong, VO ; Wickens, Michael R.
In: CEPR Discussion Papers.
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Factor based identification-robust inference in IV regressions. (2015). Marcellino, Massimiliano ; Khalaf, Lynda ; Kapetanios, George.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10390.
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Can a data-rich environment help identify the sources of model misspecification?. (2015). Monti, Francesca.
In: Discussion Papers.
RePEc:cfm:wpaper:1505.
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Chinaâ€™s financial crisis â€“ the role of banks and monetary policy. (2015). Xiao, Zhiguo ; Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2015/1.
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Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros .
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:19:y:2015:i:2:p:107-136:n:3.
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A new approach to multi-step forecasting using dynamic stochastic general equilibrium models. (2015). Theodoridis, Konstantinos ; Price, Simon ; Kapetanious, George .
In: Bank of England working papers.
RePEc:boe:boeewp:0567.
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Can a data-rich environment help identify the sources of model misspecification?. (2015). Monti, Francesca.
In: Bank of England working papers.
RePEc:boe:boeewp:0527.
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How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics. (2015). Wickens, Michael .
In: Manchester School.
RePEc:bla:manchs:v:83:y:2015:i::p:60-82.
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News Shocks and Labor Market Dynamics in Matching Models. (2015). Zanetti, Francesco ; Theodoridis, Konstantinos.
In: BCAM Working Papers.
RePEc:bbk:bbkcam:1501.
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How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
In: Discussion Papers.
RePEc:yor:yorken:14/17.
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CES Technology and Business Cycle Fluctuations. (2014). Yang, Bo ; Pearlman, Joseph ; Levine, Paul ; Cantore, Cristiano.
In: School of Economics Discussion Papers.
RePEc:sur:surrec:0414.
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Why does monetary policy respond to the real exchange rate in small open economies? A Bayesian perspective. (2014). Gonzalez P., Wildo ; GarcÃa, Carlos ; Garcia, Carlos.
In: Empirical Economics.
RePEc:spr:empeco:v:46:y:2014:i:3:p:789-825.
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A compact open economy DSGE model for Switzerland. (2014). Zurlinden, Mathias ; Rudolf, Barbara.
In: Economic Studies.
RePEc:snb:snbecs:2014-08.
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Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery. (2014). Tancioni, Massimiliano ; beqiraj, elton.
In: Working Papers.
RePEc:sap:wpaper:wp167.
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Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries. (2014). Tancioni, Massimiliano ; beqiraj, elton.
In: Working Papers.
RePEc:sap:wpaper:wp165.
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When does a central banks balance sheet require fiscal support?. (2014). Sims, Christopher ; Del Negro, Marco.
In: 2014 Meeting Papers.
RePEc:red:sed014:763.
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Working Paper â€“ WP/14/04- A medium-sized open economy DSGE model of South Africa. (2014). Smit, Ben ; Du Plessis, Stan ; Steinbach, Rudi.
In: Working Papers.
RePEc:rbz:wpaper:6319.
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Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model. (2014). Hayo, Bernd ; Niehof, Britta .
In: MAGKS Papers on Economics.
RePEc:mar:magkse:201421.
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Banking and the Macroeconomy in China: A Banking Crisis Deferred?. (2014). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Le, Vo Phuong Mai ; Xiao, Zhiguo.
In: Open Economies Review.
RePEc:kap:openec:v:25:y:2014:i:1:p:123-161.
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Sentiment and the US Business Cycle. (2014). Milani, Fabio.
In: Working Papers.
RePEc:irv:wpaper:141504.
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DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P..
In: Working Papers.
RePEc:ipg:wpaper:2014-562.
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Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs. (2014). Gelain, Paolo ; Sanjani, Marzie Taheri ; Furlanetto, Francesco.
In: IMF Working Papers.
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Forecast combinations in a DSGE-VAR lab. (2014). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich.
In: Economics Series.
RePEc:ihs:ihsesp:309.
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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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Analyzing data revisions with a dynamic stochastic general equilibrium model. (2014). Sill, Keith ; Croushore, Dean.
In: Working Papers.
RePEc:fip:fedpwp:14-29.
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When does a central bankâ€™s balance sheet require fiscal support?. (2014). Sims, Christopher ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:701.
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Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia. (2014). Nakata, Taisuke ; Hills, Timothy S..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-107.
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Inflation dynamics: The role of public debt and policy regimes. (2014). Park, Woong Yong ; Lee, Jae Won ; Bhattarai, Saroj.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:67:y:2014:i:c:p:93-108.
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Forecasting Canadian inflation: A semi-structural NKPC approach. (2014). Rumler, Fabio ; Kichian, Maral.
In: Economic Modelling.
RePEc:eee:ecmode:v:43:y:2014:i:c:p:183-191.
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Monetary policy trade-offs in an estimated open-economy DSGE model. (2014). Svensson, Lars ; LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Linde, Jesper ; Svensson, Lars E. O., ; Laseen, Stefan ; Adolfson, Malin .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:42:y:2014:i:c:p:33-49.
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Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323.
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A DSGE Model of China. (2014). Zhou, Peng ; Minford, A. Patrick ; Dai, LI.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10238.
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Economic theory and forecasting: lessons from the literature. (2014). Giacomini, Raffaella.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10201.
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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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A DSGE Model of China. (2014). Zhou, Peng ; Minford, A. Patrick ; Dai, LI.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10028.
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Exploiting the monthly data-flow in structural forecasting. (2014). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
In: Discussion Papers.
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A DSGE Model of China. (2014). Zhou, Peng ; Minford, A. Patrick ; Dai, LI.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2014/4.
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Housework and Fiscal Expansions. (2014). Pappa, Evi ; Hauser, Daniela ; Gnocchi, Stefano.
In: Staff Working Papers.
RePEc:bca:bocawp:14-34.
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Consumption habits and humps. (2013). Munk, Claus ; Wagner, Sebastian ; Kraft, Holger ; Seifried, Frank Thomas.
In: SAFE Working Paper Series.
RePEc:zbw:safewp:15.
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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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Online Appendix to Size, Trend, and Policy Implications of the Underground Economy. (2013). Turino, Francesco ; Raggi, Davide ; Orsi, Renzo.
In: Technical Appendices.
RePEc:red:append:12-217.
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DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P..
In: Working Papers.
RePEc:pre:wpaper:201374.
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Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model. (2013). Marto, Ricardo.
In: MPRA Paper.
RePEc:pra:mprapa:55647.
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The role of financial frictions during the crisis: An estimated DSGE model. (2013). Merola, Rossana.
In: Working Paper Research.
RePEc:nbb:reswpp:201312-249.
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Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets. (2013). Hayo, Bernd ; Niehof, Britta .
In: MAGKS Papers on Economics.
RePEc:mar:magkse:201342.
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What Causes Banking Crises? An Empirical Investigation for the World Economy. (2013). Ou, Zhirong ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai.
In: Open Economies Review.
RePEc:kap:openec:v:24:y:2013:i:4:p:581-611.
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The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model. (2013). Merola, Rossana.
In: Working Papers Department of Economics.
RePEc:ise:isegwp:wp082013.
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Commitment vs. discretion in the UK: An empirical investigation of the monetary and fiscal policy regime. (2013). le Roux, Stephanus ; Kirsanova, Tatiana.
In: Working Papers.
RePEc:gla:glaewp:2013_07.
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The science and art of DSGE modelling: II â€“ model comparisons, model validation, policy analysis and general discussion. (2013). Yang, BO ; Gabriel, Vasco J. ; Levine, Paul ; Pearlman, Joseph ; Cantore, Cristiano .
In: Chapters.
RePEc:elg:eechap:14327_19.
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The science and art of DSGE modelling: I â€“ construction and Bayesian estimation. (2013). Yang, BO ; Gabriel, Vasco J. ; Levine, Paul ; Pearlman, Joseph ; Cantore, Cristiano .
In: Chapters.
RePEc:elg:eechap:14327_18.
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Exchange rate intervention in small open economies: The role of risk premium and commodity price shocks. (2013). Gonzalez P., Wildo ; GarcÃƒÂa, Carlos ; Garcia, Carlos J..
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:25:y:2013:i:c:p:424-447.
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Identification-robust analysis of DSGE and structural macroeconomic models. (2013). Khalaf, Lynda ; Dufour, Jean-Marie ; Kichian, Maral.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:60:y:2013:i:3:p:340-350.
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Business cycles in EU new member states: How and why are they different?. (2013). Kolasa, Marcin.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:38:y:2013:i:pb:p:487-496.
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Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
In: Handbook of the Economics of Finance.
RePEc:eee:finchp:2-b-799-906.
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New return anomalies and new-Keynesian ICAPM. (2013). Cho, Sungjun .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:29:y:2013:i:c:p:87-106.
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The mechanics of VAR forecast poolingâ€”A DSGE model based Monte Carlo study. (2013). Henzel, Steffen ; Mayr, Johannes .
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:24:y:2013:i:c:p:1-24.
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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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A DSGE-VAR model for forecasting key South African macroeconomic variables. (2013). GUPTA, RANGAN ; Steinbach, Rudi.
In: Economic Modelling.
RePEc:eee:ecmode:v:33:y:2013:i:c:p:19-33.
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Commitment vs. Discretion in the UK: An Empirical Investigation of the Monetary and Fiscal Policy Regime. (2013). le Roux, Stephanus ; Kirsanova, Tatiana.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:479.
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Predictive likelihood comparisons with DSGE and DSGE-VAR models. (2013). Warne, Anders ; Coenen, GÃƒÂ¼nter ; Christoffel, Kai.
In: Working Paper Series.
RePEc:ecb:ecbwps:20131536.
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Banking and the Macroeconomy in China: A Banking Crisis Deferred?. (2013). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Le, Vo Phuong Mai ; Xiao, Zhiguo ; Le, Vo Phuong Mai, .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9422.
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Banking and the Macroeconomy in China: A Banking Crisis Deferred?. (2013). Xiao, Zhiguo ; Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2013/5.
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What causes banking crises? An empirical investigation. (2013). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2012/14.
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To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks. (2013). Ledenyov, Dimitri.
In: Papers.
RePEc:arx:papers:1305.5656.
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Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
In: IMFS Working Paper Series.
RePEc:zbw:imfswp:59.
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Putting the New Keynesian DSGE Model to the Realâ€Time Forecasting Test. (2012). SKRZYPCZYSKI, PAWE ; Rubaszek, Micha ; Kolasa, Marcin.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1301-1324.
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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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Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working Papers.
RePEc:pre:wpaper:201230.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Tsoukalas, John ; Gortz, Christoph.
In: MPRA Paper.
RePEc:pra:mprapa:40442.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph, .
In: MPRA Paper.
RePEc:pra:mprapa:38986.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Gortz, Christoph ; Tsoukalas, John.
In: MPRA Paper.
RePEc:pra:mprapa:38985.
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Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
In: MPRA Paper.
RePEc:pra:mprapa:36147.
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Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working Papers.
RePEc:nlv:wpaper:1210.
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Merging Simulation and Projection Approaches to Solve High-Dimensional Problems. (2012). Maliar, Serguei ; Judd, Kenneth.
In: NBER Working Papers.
RePEc:nbr:nberwo:18501.
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Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
In: NBER Working Papers.
RePEc:nbr:nberwo:18467.
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Posterior Predictive Analysis for Evaluating DSGE Models. (2012). Gupta, Abhishek ; Faust, Jon.
In: NBER Working Papers.
RePEc:nbr:nberwo:17906.
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Bayesian evaluation of DSGE models with financial frictions. (2012). Kolasa, Marcin ; Brzoza-Brzezina, Michal.
In: NBP Working Papers.
RePEc:nbp:nbpmis:109.
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Merging simulation and projection approaches to solve high-dimensional problems. (2012). Maliar, Serguei ; Judd, Kenneth.
In: Working Papers. Serie AD.
RePEc:ivi:wpasad:2012-20.
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Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich.
In: Economics Series.
RePEc:ihs:ihsesp:292.
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Bayesian estimation of DSGE models. (2012). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo A..
In: Working Papers.
RePEc:fip:fedpwp:12-4.
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DSGE model-based forecasting. (2012). Schorfheide, Frank ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:554.
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Evaluating DSGE model forecasts of comovements. (2012). Schorfheide, Frank ; Herbst, Edward.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2012-11.
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Monetary policy in an uncertain world: probability models and the design of robust monetary rules. (2012). Levine, Paul.
In: Indian Growth and Development Review.
RePEc:eme:igdrpp:v:5:y:2012:i:1:p:70-88.
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Bayesian Estimation of DSGE Models. (2012). Nason, James ; Guerron, Pablo ; Guerron-Quintana, Pablo A.
In: CAMA Working Papers.
RePEc:een:camaaa:2012-10.
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Has macro progressed?. (2012). Fair, Ray C..
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:34:y:2012:i:1:p:2-10.
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Evaluating DSGE model forecasts of comovements. (2012). Schorfheide, Frank ; Herbst, Edward.
In: Journal of Econometrics.
RePEc:eee:econom:v:171:y:2012:i:2:p:152-166.
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FiMod â€” A DSGE model for fiscal policy simulations. (2012). Thomas, Carlos ; StÃƒÂ¤hler, Nikolai ; Sthler, Nikolai .
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:2:p:239-261.
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Learning in an estimated medium-scale DSGE model. (2012). Wouters, Raf ; Slobodyan, Sergey.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:1:p:26-46.
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Endogenous Persistence in an estimated DSGE Model Under Imperfect Information. (2012). Yang, Bo ; Perendia, George ; Pearlman, Joseph ; Levine, Paul.
In: Economic Journal.
RePEc:ecj:econjl:v:122:y:2012:i:565:p:1287-1312.
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Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
In: Working Papers ECARES.
RePEc:eca:wpaper:2013/106648.
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What causes banking crises? An empirical investigation. (2012). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9057.
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Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments. (2012). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: CEPR Discussion Papers.
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Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8755.
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Optimal Monetary Policy in an Operational Mediumâ€Sized DSGE Model. (2011). LindÃƒÂ©, Jesper ; Laseen, Stefan ; Adolfson, Malin.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:43:y:2011:i:7:p:1287-1331.
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Business cycle measurement with some theory. (2011). Canova, Fabio ; Paustian, Matthias.
In: Economics Working Papers.
RePEc:upf:upfgen:1203.
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Monetary policy, rule-of-thumb consumers and external habits: a G7 comparison. (2011). Tancioni, Massimiliano ; rossi, lorenza ; Di Bartolomeo, Giovanni.
In: Applied Economics.
RePEc:taf:applec:v:43:y:2011:i:21:p:2721-2738.
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Forecasting the Spanish economy with an augmented VAR–DSGE model. (2011). Torres, Jose ; Fernandez-de-Cordoba, Gonzalo ; Gonzalo Fernandez-de-Cordoba, .
In: SERIEs: Journal of the Spanish Economic Association.
RePEc:spr:series:v:2:y:2011:i:3:p:379-399.
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The diversity of forecasts from macroeconomic models of the US economy. (2011). Wolters, Maik ; Wieland, Volker.
In: Economic Theory.
RePEc:spr:joecth:v:47:y:2011:i:2:p:247-292.
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Statistical Modeling of Monetary Policy and its Effects. (2011). Sims, Christopher.
In: Nobel Prize in Economics documents.
RePEc:ris:nobelp:2011_005.
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When Does Government Debt Crowd Out Investment?. (2011). Yang, Shu-Chun ; Traum, Nora.
In: 2011 Meeting Papers.
RePEc:red:sed011:479.
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Is there a trade-off between inflation and output stabilization?. (2011). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: 2011 Meeting Papers.
RePEc:red:sed011:280.
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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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Rational vs. Professional Forecasts. (2011). Valle e Azevedo, JoÃƒÂ£o ; Jalles, Joao ; JoÃ£o Valle e Azevedo, .
In: Working Papers.
RePEc:ptu:wpaper:w201114.
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Rational vs. professional forecasts. (2011). Valle e Azevedo, JoÃƒÂ£o ; JoÃ£o Valle e Azevedo, .
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:b201108.
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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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Financial intermediation, investment dynamics and business cycle fluctuations. (2011). Ajello, Andrea.
In: MPRA Paper.
RePEc:pra:mprapa:32447.
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Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data. (2011). Kamal, Mona.
In: MPRA Paper.
RePEc:pra:mprapa:28988.
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Is there a trade-off between inflation and output stabilization?. (2011). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: NBER Working Papers.
RePEc:nbr:nberwo:17071.
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Advances in Consumption-Based Asset Pricing: Empirical Tests. (2011). Ludvigson, Sydney.
In: NBER Working Papers.
RePEc:nbr:nberwo:16810.
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Estimation and Evaluation of DSGE Models: Progress and Challenges. (2011). Schorfheide, Frank.
In: NBER Working Papers.
RePEc:nbr:nberwo:16781.
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Oil Shocks in a DSGE Model for the Korean Economy. (2011). Kang, Heedon.
In: NBER Chapters.
RePEc:nbr:nberch:11883.
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Data-Rich DSGE and Dynamic Factor Models. (2011). Kryshko, Maxym.
In: IMF Working Papers.
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Parameter Identification in a Estimated New Keynesian Open Economy Model. (2011). LindÃƒÂ©, Jesper ; Adolfson, Malin ; Linde, Jesper.
In: Working Paper Series.
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Estimation and evaluation of DSGE models: progress and challenges. (2011). Schorfheide, Frank.
In: Working Papers.
RePEc:fip:fedpwp:11-7.
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Evaluating DSGE model forecasts of comovements. (2011). Schorfheide, Frank ; Herbst, Edward.
In: Working Papers.
RePEc:fip:fedpwp:11-5.
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Optimal monetary policy in an operational medium-sized DSGE model. (2011). Svensson, Lars ; LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan ; Lars E. O. Svensson, .
In: International Finance Discussion Papers.
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Reconciling microeconomic and macroeconomic estimates of price stickiness. (2011). Tran, Allen ; Robinson, Tim ; Cagliarini, Adam .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:1:p:102-120.
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Density forecasting through disaggregation. (2011). Kim, Kun Ho .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y::i:2:p:394-412.
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Density forecasting through disaggregation. (2011). Kim, Kun Ho .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:2:p:394-412.
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Monetary and fiscal policy interactions in the post-war U.S.. (2011). Yang, Shu-Chun ; Traum, Nora.
In: European Economic Review.
RePEc:eee:eecrev:v:55:y:2011:i:1:p:140-164.
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Stock market wealth effects in an estimated DSGE model for Hong Kong. (2011). Pytlarczyk, Ernest ; Paetz, Michael ; Funke, Michael.
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:1:p:316-334.
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Stock market wealth effects in an estimated DSGE model for Hong Kong. (2011). Pytlarczyk, Ernest ; Paetz, Michael ; Funke, Michael.
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:316-334.
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Unemployment insurance in a sticky-price model with worker moral hazard. (2011). Givens, Gregory.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:8:p:1192-1214.
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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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Fitting observed inflation expectations. (2011). Eusepi, Stefano ; Del Negro, Marco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:12:p:2105-2131.
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How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference. (2011). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:12:p:2078-2104.
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Is there a trade-off between inflation and output stabilization?. (2011). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8407.
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A Mediumâ€Scale New Keynesian Open Economy Model of Australia. (2011). Nimark, Kristoffer ; JSKEL, JARKKO P..
In: The Economic Record.
RePEc:bla:ecorec:v:87:y:2011:i:276:p:11-36.
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News driven business cycles and data on asset prices in estimated DSGE models. (2011). Avdjiev, Stefan.
In: BIS Working Papers.
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Policy Response to External Shocks: Lessons from the Crisis. (2011). Cuadra, Gabriel ; CapistrÃƒÂ¡n, Carlos ; Capistran, Carlos ; Francia, Manuel Ramos .
In: Working Papers.
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SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2011). Sobrinho, Nelson ; Santos, Rafael ; Minella, AndrÃƒÂ© ; Castro, Marcos ; Gouvea, Solange N. ; Rafael C. dos Santos, ; Souza-Sobrinho, Nelson F. ; de Castro, Marcos R..
In: Working Papers Series.
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Comparing constraints to economic stabilization in Macedonia and Slovakia: macroestimates with micronarratives. (2010). MeleckÃƒÂ½, Martin ; Najdov, Evgenij ; Melecky, Martin.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:20:y:2010:i:9:p:681-699.
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Labor-Market Heterogeneity, Aggregation, and the Lucas Critique. (2010). Schorfheide, Frank ; Kim, Sun-Bin ; Chang, Yongsung.
In: RCER Working Papers.
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Evaluating Interest Rate Rules in an Estimated DSGE Model. (2010). Tambalotti, Andrea ; Ferrero, Andrea ; CÃƒÂºrdia, Vasco.
In: 2010 Meeting Papers.
RePEc:red:sed010:402.
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Financial Factors in Economic Fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence J ; Motto, Roberto .
In: 2010 Meeting Papers.
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Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model. (2010). GUPTA, RANGAN ; Steinbach, Rudi.
In: Working Papers.
RePEc:pre:wpaper:201019.
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Posterior Predictive Analysis for Evaluating DSGE Models. (2010). Gupta, Abhishek ; Faust, Jon.
In: MPRA Paper.
RePEc:pra:mprapa:26721.
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A Forecasting Metric for Evaluating DSGE Models for Policy Analysis. (2010). Gupta, Abhishek.
In: MPRA Paper.
RePEc:pra:mprapa:26718.
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DSGE Model Validation in a Bayesian Framework: an Assessment. (2010). Paccagnini, Alessia.
In: MPRA Paper.
RePEc:pra:mprapa:24509.
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Labor-Market Heterogeneity, Aggregation, and the Lucas Critique. (2010). Schorfheide, Frank ; Kim, Sun-Bin ; Chang, Yongsung.
In: NBER Working Papers.
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The Impact of Inflation Targeting: Testing the Good Luck Hypothesis. (2010). Ravenna, Federico.
In: Cahiers de recherche.
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When Does Government Debt Crowd Out Investment?. (2010). Traum, Nora ; Yang, Shu-Chun.
In: CAEPR Working Papers.
RePEc:inu:caeprp:2010006.
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When Does Government Debt Crowd Out Investment?. (2010). Yang, Shu-Chun ; Traum, Nora.
In: Caepr Working Papers.
RePEc:inu:caeprp:2010-006.
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Monetary and Fiscal Policy Interactions in the Post-war U.S. (2010). Traum, Nora ; Yang, Susan S.
In: IMF Working Papers.
RePEc:imf:imfwpa:2010/243.
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Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks. (2010). Gonzalez P., Wildo ; GarcÃƒÂa, Carlos ; Garcia, Carlos .
In: ILADES-Georgetown University Working Papers.
RePEc:ila:ilades:inv248.
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Fitting observed inflation expectations. (2010). Eusepi, Stefano ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:476.
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Structural macro-econometric modelling in a policy environment. (2010). pagan, adrian ; Fukac, Martin.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp10-08.
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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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Estimation of DSGE models when the data are persistent. (2010). Ng, Serena ; Gorodnichenko, Yuriy.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:3:p:325-340.
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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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DSGE model-based forecasting of non-modelled variables. (2010). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:26:y::i:2:p:348-373.
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Can structural small open-economy models account for the influence of foreign disturbances?. (2010). Preston, Bruce ; Justiniano, Alejandro.
In: Journal of International Economics.
RePEc:eee:inecon:v:81:y:2010:i:1:p:61-74.
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Tailored randomized block MCMC methods with application to DSGE models. (2010). Ramamurthy, Srikanth ; Chib, Siddhartha .
In: Journal of Econometrics.
RePEc:eee:econom:v:155:y:2010:i:1:p:19-38.
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The Puzzles methodology: En route to Indirect Inference?. (2010). Wickens, Michael ; Minford, A. Patrick ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, .
In: Economic Modelling.
RePEc:eee:ecmode:v:27:y:2010:i:6:p:1417-1428.
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On the precision of Calvo parameter estimates in structural NKPC models. (2010). Khalaf, Lynda ; Dufour, Jean-Marie ; Kichian, Maral.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:9:p:1582-1595.
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Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment. (2010). Tuesta, Vicente ; Rabanal, Pau.
In: Journal of Economic Dynamics and Control.
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Does money matter for the identification of monetary policy shocks: A DSGE perspective. (2010). Poilly, CÃƒÂ©line.
In: Journal of Economic Dynamics and Control.
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A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks. (2010). Stracca, Livio ; Bussiere, Matthieu.
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Financial factors in economic fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
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Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, GÃƒÂ¼nter ; Christoffel, Kai.
In: Working Paper Series.
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Analyzing Macroeconomic Forecastability. (2010). Fair, Ray.
In: Cowles Foundation Discussion Papers.
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Labor-Market Heterogeneity, Aggregation, and the Lucas Critique. (2010). Schorfheide, Frank ; Chang, Yongsung.
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Does Government Debt Crowd Out Investment? A Bayesian DSGE Approach: Working Paper 2010-02. (2010). Yang, Shu-Chun ; Traum, Nora.
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DSGE model restrictions for structural VAR identification. (2010). Theodoridis, Konstantinos ; Liu, Philip.
In: Bank of England working 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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MONETARY POLICY REGIME SHIFTS: NEW EVIDENCE FROM TIME-VARYING INTEREST RATE RULES. (2010). Trecroci, Carmine ; Vassalli, Matilde.
In: Economic Inquiry.
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Did Tax Policies mitigate US Business Cycles?. (2010). ferroni, filippo ; Jimborean, R..
In: Working papers.
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Semi-Structural Models for Inflation Forecasting. (2010). Rumler, Fabio ; Kichian, Maral ; Corrigan, Paul .
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A dynamic stochastic general equilibrium model for Switzerland. (2009). Natal, Jean-Marc ; Dellas, Harris ; Cuche-Curti, Nicolas.
In: Economic Studies.
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Investment Shocks and the Relative Price of Investment. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: 2009 Meeting Papers.
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Estimating a mediumâ€“scale DSGE model with expectations based on small forecasting models. (2009). Wouters, Raf ; Slobodyan, Sergey.
In: 2009 Meeting Papers.
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Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?. (2009). Liu, Zheng.
In: 2009 Meeting Papers.
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Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy. (2009). Keen, Benjamin.
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Structural Macro-Econometric Modelling in a Policy Environment. (2009). pagan, adrian ; Fukac, Martin.
In: NCER Working Paper Series.
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A small open economy model for Nigeria: a BVAR-DSGE approach. (2009). Olayeni, Olaolu.
In: MPRA Paper.
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Trend agnostic one step estimation of DSGE models. (2009). ferroni, filippo.
In: MPRA Paper.
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Monetary Policy, Rule-of-Thumb Consumers and External Habits: A G7 Comparison. (2009). Tancioni, Massimiliano ; rossi, lorenza ; Di Bartolomeo, Giovanni.
In: Quaderni di Dipartimento.
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Structural macro-wconometric modelling in a policy environment. (2009). pagan, adrian ; Fukac, Martin.
In: Reserve Bank of New Zealand Discussion Paper Series.
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Investment Shocks and Business Cycles. (2009). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: NBER Working Papers.
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Estimation of DSGE Models When the Data are Persistent. (2009). Ng, Serena ; Gorodnichenko, Yuriy.
In: NBER Working Papers.
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DSGE Model-Based Forecasting of Non-modelled Variables. (2009). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: NBER Working Papers.
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Modelling International Linkages for Large Open Economies: US and Euro Area. (2009). Osborn, Denise ; Dungey, Mardi.
In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?. (2009). Mayer, Eric ; HÃƒÂ¼lsewig, Oliver ; Henzel, Steffen ; Hulsewig, Oliver.
In: Munich Reprints in Economics.
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An estimated two-country DSGE model of Austria and the Euro Area. (2009). Rabitsch, Katrin ; Breuss, Fritz.
In: Empirica.
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Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment. (2009). Wang, Mu-Chun.
In: Journal of Forecasting.
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Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
In: Journal of Applied Econometrics.
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Steady-state priors for vector autoregressions. (2009). Villani, Mattias.
In: Journal of Applied Econometrics.
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Rationale behind the responses of monetary policy to the real exchange rate in small open economies. (2009). Gonzalez P., Wildo ; GarcÃƒÂa, Carlos ; Garcia, Carlos .
In: ILADES-Georgetown University Working Papers.
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Hybrid Inflation Targeting Regimes1. (2009). GarcÃƒÂa, Carlos ; Garcia, Carlos ; Roger, Scott ; Restrepo, Jorge .
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Sources of the Great Moderation: shocks, friction, or monetary policy?. (2009). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Paper Series.
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How robust are popular models of nominal frictions?. (2009). Koenig, Evan ; Keen, Benjamin.
In: Working Papers.
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Modelling International Linkages for Large Open Economies: US and Euro Area. (2009). Osborn, Denise ; Dungey, Mardi.
In: CAMA Working Papers.
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The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?. (2009). WollmershÃƒÂ¤user, Timo ; Mayer, Eric ; HÃƒÂ¼lsewig, Oliver ; Henzel, Steffen ; Wollmershauser, Timo ; Hulsewig, Oliver.
In: Journal of Macroeconomics.
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Comparing DSGE-VAR forecasting models: How big are the differences?. (2009). Ghent, Andra.
In: Journal of Economic Dynamics and Control.
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Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). SkrzypczyÅ„ski, PaweÅ‚ ; Rubaszek, MichaÅ‚ ; Kolasa, Marcin ; SKRZYPCZYSKI, PAWE .
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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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Frequentist Inference in Weakly Identified DSGE Models. (2009). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo A..
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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Learning in an Estimated Medium-Scale DSGE Model. (2009). Wouters, Raf ; Slobodyan, Sergey.
In: CERGE-EI Working Papers.
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Estimation of quasi-rational DSGE monetary models. (2009). Fanelli, Luca.
In: Quaderni di Dipartimento.
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Stock market wealth effects in an estimated DSGE model for Hong Kong. (2009). Funke, Michael ; Paetz, Michael .
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Macro modelling with many models. (2009). Vahey, Shaun ; Ravazzolo, Francesco ; Mitchell, James ; ShaunP. Vahey, ; Bache, Ida Wolden .
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Monetary Policy Analysis with Potentially Misspecified Models. (2009). Schorfheide, Frank ; Del Negro, Marco.
In: American Economic Review.
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An Estimated Two Country DSGE Model of Austria and the Euro Area. (2008). Rabitsch, Katrin ; Breuss, Fritz.
In: FIW Working Paper series.
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Priors from DSGE Models for Dynamic Factor Analysis. (2008). Baeurle, Gregor ; Baurle, Gregor .
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Un regard bayÃ©sien sur les modÃ¨les dynamiques de la macroÃ©conomie. (2008). Adjemian, StÃƒÂ©phane ; Pelgrin, Florian .
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Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model. (2008). Svensson, Lars ; LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Adolfson, Malin ; Lasen, Stefan.
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Inflation-Gap Persistence in the U.S.. (2008). Sargent, Thomas ; Primiceri, Giorgio ; Cogley, Timothy.
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Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: NBER Working Papers.
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Comment on How Structural Are Structural Parameters?. (2008). Schorfheide, Frank.
In: NBER Chapters.
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Comment on Exchange Rate Models Are Not As Bad As You Think. (2008). Rossi, Barbara.
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DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
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DSGE model-based forecasting of non-modelled variables. (2008). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: Working Papers.
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Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile. (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Staff Reports.
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Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
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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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Staff Reports.
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Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: Working Paper Series.
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Journal of Monetary Economics.
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Evaluating an estimated new Keynesian small open economy model. (2008). Villani, Mattias ; LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
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Macroeconomic modelling in central banks in Latin America. (2008). Wallis, Kenneth.
In: Documentos de Proyectos.
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The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis. (2008). Warne, Anders ; Coenen, GÃƒÂ¼nter ; Christoffel, Kai.
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Towards a monetary policy evaluation framework. (2008). Moyen, StÃƒÂ©phane ; DARRACQ PARIES, Matthieu ; Adjemian, StÃƒÂ©phane.
In: Working Paper Series.
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Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model. (2008). Svensson, Lars ; LindÃƒÂ©, Jesper ; LasÃƒÂ©en, Stefan ; Adolfson, Malin.
In: CEPR Discussion Papers.
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How much structure in empirical models?. (2008). Canova, Fabio.
In: CEPR Discussion Papers.
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Investment Shocks and Business Cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
In: CEPR Discussion Papers.
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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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Nonâ€stationary Hours in a DSGE Model. (2007). Doh, Taeyoung ; Schorfheide, Frank ; Chang, Yongsung.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1357-1373.
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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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The Econometrics of Monetary Policy: an Overview. (2007). Favero, Carlo.
In: Working Papers.
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On the Statistical Identification of DSGE Models. (2007). Paccagnini, Alessia ; Favero, Carlo.
In: Working Papers.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Papers.
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What does the yield curve tell us about the Federal Reserves implicit inflation target?. (2007). Doh, Taeyoung.
In: Research Working Paper.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2007-23.
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CONSTRUCTING HISTORICAL EURO AREA DATA. (2007). Vahid, Farshid ; Osborn, Denise ; Dungey, Mardi ; Anderson, Heather.
In: CAMA Working Papers.
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Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair.
In: Working Papers.
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A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?. (2007). Fair, Ray.
In: Cowles Foundation Discussion Papers.
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Evaluating Inflation Targeting Using a Macroeconometric Model. (2007). Fair, Ray.
In: Cowles Foundation Discussion Papers.
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Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
In: CEPR Discussion Papers.
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Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities). (2007). Schorfheide, Frank ; Del Negro, Marco.
In: CEPR Discussion Papers.
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Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective.. (2007). Poilly, CÃƒÂ©line.
In: Working papers.
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Back to square one: identification issues in DSGE models. (2007). Sala, Luca ; Canova, Fabio.
In: Working Papers.
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Back to square one: Identification issues in DSGE models. (2006). Sala, Luca ; Canova, Fabio.
In: Economics Working Papers.
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Back to square one: identification issues in DSGE models. (2006). Sala, Luca ; Canova, Fabio ; UPF, .
In: Computing in Economics and Finance 2006.
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Back to Square One: Identification Issues in DSGE Models. (2006). Sala, Luca ; Canova, Fabio.
In: Working Papers.
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2006). Schorfheide, Frank ; Del Negro, Marco.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2006-16.
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Back to square one: identification issues in DSGE models. (2006). Canova, Fabio ; Sala, Luca.
In: Working Paper Series.
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A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?. (2006). Fair, Ray.
In: Levine's Bibliography.
RePEc:cla:levrem:321307000000000415.
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Evaluating Inflation Targeting Using a Macroeconometric Model. (2006). Fair, Ray.
In: Levine's Bibliography.
RePEc:cla:levrem:321307000000000303.
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models. (2004). Ludvigson, Sydney ; Chen, Xiaohong.
In: 2004 Meeting Papers.
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On the Fit of New Keynesian Models. (2007). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
In: Journal of Business & Economic Statistics.
RePEc:bes:jnlbes:v:25:y:2007:p:123-143.
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On the Fit of New Keynesian Models. (2007). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:25:y:2007:p:123-143. Full description at Econpapers || Download paper

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On the Fit of New Keynesian Models. (2007). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
In: Journal of Business & Economic Statistics.
RePEc:bes:jnlbes:v:25:y:2007:p:123-143.
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