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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin.
In: NBER Working Papers.
RePEc:nbr:nberwo:18983.

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  1. .

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  2. Uncertainty shocks in currency unions. (2020). Pfeifer, Johannes ; Müller, Gernot ; Born, Benjamin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15579.

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  3. Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models. (2019). Ajevskis, Viktors.
    In: Working Papers.
    RePEc:ltv:wpaper:201904.

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  4. Fear itself: How risk sensitive firms can give demand shocks bite. (2019). He, Zhaochen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:437-452.

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  5. When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning. (2019). Maliar, Serguei ; Lepetyuk, Vadym.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14025.

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  6. The term premium in a small open economy: A micro-founded approach. (2018). Ilek, Alex ; Rozenshtrom, Irit.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:333-352.

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  7. Solving DSGE Portfolio Choice Models with Asymmetric Countries. (2017). DÅ‚ugoszek, Grzegorz ; Dlugoszek, Grzegorz.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168182.

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  8. Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis. (2017). Velic, Adnan ; Curran, Michael.
    In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
    RePEc:vil:papers:35.

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  9. Extreme Events and Optimal Monetary Policy. (2017). Ruge-Murcia, Francisco ; Kim, Jinill.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:605.

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  10. Political Distribution Risk and Business Cycles. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1201.

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  11. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Carrillo, Julio ; Roldan-Pena, Jessica ; Mendoza, Enrique G.
    In: PIER Working Paper Archive.
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  12. Uncertainty Shocks and the Relative Price of Investment Goods. (2017). Katayama, Munechika ; Kim, Kwang Hwan.
    In: Discussion papers.
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  13. Understanding the Aggregate Effects of Credit Frictions and Uncertainty. (2017). Zeng, Zheng ; Martínez García, Enrique ; Balke, Nathan ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
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  14. Firm entry, Search and Matching in a Small Open Economy Faced with Uncertainty Shocks: The case of Korea. (2017). Sopraseuth, Thepthida ; Oh, Samil.
    In: THEMA Working Papers.
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  15. Estimating general equilibrium models with stochastic volatility and changing parameters. (2017). Higgins, Richard C.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:163-170.

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  16. Fifth-order perturbation solution to DSGE models. (2017). Levintal, Oren.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:1-16.

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  17. Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
    In: CEPR Discussion Papers.
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  18. Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
    In: CEPR Discussion Papers.
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  19. Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin.
    In: CESifo Working Paper Series.
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  20. Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
    In: BIS Working Papers.
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  21. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Carrillo, Julio ; Jessica, Roldan-Pea ; Victoria, Nuguer ; Enrique, Mendoza ; Julio, Carrillo .
    In: Working Papers.
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  22. Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?. (2017). Maliar, Serguei ; Lepetyuk, Vadym.
    In: Staff Working Papers.
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  23. The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Kronborg, Anders ; Andreasen, Martin M.
    In: CREATES Research Papers.
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  24. Uncertainty-driven business cycles: assessing the markup channel. (2016). Pfeifer, Johannes ; Born, Benjamin.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
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  25. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert.
    In: 2016 Meeting Papers.
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  26. Solution Methods for Models with Rare Disasters. (2016). Levintal, Oren ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
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  27. Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
    In: Handbook of Macroeconomics.
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  28. Agent based-stock flow consistent macroeconomics: Towards a benchmark model. (2016). Stiglitz, Joseph ; Kinsella, Stephen ; Godin, Antoine ; Gallegati, Mauro ; Caiani, Alessandro ; Caverzasi, Eugenio.
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  29. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Jorgensen, Kasper ; Andreasen, Martin M.
    In: CREATES Research Papers.
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  30. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert.
    In: 2015 Meeting Papers.
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  31. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
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  32. Common and Country Specific Economic Uncertainty. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
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  33. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
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  34. Common and Country Specific Economic Uncertainty. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
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    RePEc:qmw:qmwecw:752.

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  35. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
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  36. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert.
    In: Open Economies Review.
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  37. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert.
    In: Computational Economics.
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  38. Dealing with the Dutch Disease: Fiscal Rules and Macro-Prudential Policies. (2015). Garcia-Cicco, Javier ; Kawamura, Enrique .
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  39. Dealing with the Dutch Disease: Fiscal Rules and Macro-Prudential Policies. (2015). Garcia Cicco, Javier ; Kawamura, Enrique ; Garcia-Cicco, Javier.
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  40. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
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  41. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
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  42. Dealing with the Dutch disease: Fiscal rules and macro-prudential policies. (2015). Kawamura, Enrique ; Garcia Cicco, Javier ; Garcia-Cicco, Javier.
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  43. Near unit root small open economies. (2015). Seoane, Hernan D..
    In: Journal of Economic Dynamics and Control.
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  44. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
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  45. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
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  46. Likelihood Ratio Based Tests for Markov Regime Switching. (2015). Qu, Zhongjun.
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  47. Nominal Rigidities and Asset Pricing. (2014). Weber, Michael.
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  48. The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis. (2014). Theodoridis, Konstantinos ; mumtaz, haroon.
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  49. The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis. (2014). Theodoridis, Konstantinos ; mumtaz, haroon.
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  50. Perturbation Methods for Markov-Switching DSGE Models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
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  51. Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert.
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  52. Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
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  53. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
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  54. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
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  55. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
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  56. Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin.
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  60. Tractable latent state filtering for non-linear DSGE models using a second-order approximation. (2013). Kollmann, Robert.
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  61. Tractable latent state filtering for non-linear DSGE models using a second-order Approximation. (2013). Kollmann, Robert.
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  63. Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation. (2013). Kollmann, Robert.
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    RePEc:mib:wpaper:193.

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  13. News Shocks and the Slope of the Term Structure of Interest Rates. (2010). Otrok, Christopher ; Kurmann, André.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1005.

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  14. What you match does matter: the effects of data on DSGE estimation. (2010). Guerron, Pablo ; Guerron-Quintana, Pablo A..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:5:p:774-804.

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  15. The effects of technology shocks on hours and output: a robustness analysis. (2010). Michelacci, Claudio ; Lopez-Salido, David ; Canova, Fabio.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:5:p:755-773.

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  16. A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. (2010). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:720-754.

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  17. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours. (2010). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: Working Papers.
    RePEc:igi:igierp:365.

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  18. The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours. (2010). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0246.

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  19. Is there a fiscal free lunch in a liquidity trap?. (2010). Lindé, Jesper ; Erceg, Christopher ; Linde, Jesper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1003.

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  20. Involuntary unemployment and the business cycle. (2010). Walentin, Karl ; Trabandt, Mathias ; Christiano, Lawrence.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101202.

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  21. Using estimated models to assess nominal and real rigidities in the United Kingdom. (2010). Millard, Stephen ; Kamber, Gunes.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0396.

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  22. Firm entry, competitive pressures and the US inflation dynamics. (2010). Cecioni, Martina.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_773_10.

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  23. Sacrifice ratio or welfare gain ratio? Disinflation in a DSGE monetary model. (2010). Ropele, Tiziano ; Ascari, Guido.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_736_10.

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  24. Oil Price Shocks and the Optimality of Monetary Policy. (2009). Kormilitsina, Anna.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0901.

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  25. A bayesian estimation of a DSGE model with financial frictions. (2009). Merola, Rossana.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:149.

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  26. Delivering Endogenous Inertia in Prices and Output. (2009). Johri, Alok.
    In: Review of Economic Dynamics.
    RePEc:red:issued:07-131.

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  27. Real Business Cycle Theory-A Systematic Review. (2009). 邓, 彬斌.
    In: MPRA Paper.
    RePEc:pra:mprapa:17932.

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  28. Monetary policy in Europe vs the US: what explains the difference?. (2009). Uhlig, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14996.

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  29. How robust are popular models of nominal frictions?. (2009). Koenig, Evan ; Keen, Benjamin.
    In: Working Papers.
    RePEc:fip:feddwp:0903.

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  30. The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?. (2009). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Henzel, Steffen ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:2:p:268-289.

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  31. Bank behavior, incomplete interest rate pass-through, and the cost channel of monetary policy transmission. (2009). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1310-1327.

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  32. Countercyclical taxation and price dispersion. (2008). Mayer, Eric ; Grimm, Oliver.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:78.

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  33. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008960.

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  34. Reference Prices and Nominal Rigidities. (2008). Rebelo, Sergio ; Jaimovich, Nir ; Eichenbaum, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6709.

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  35. Has globalisation changed the Phillips curve? Firm-level evidence on the effect of activity on prices. (2008). Gaiotti, Eugenio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_676_08.

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  36. Technology Shocks, Non-stationary Hours and DSVAR. (2007). Matheron, Julien ; Fève, Patrick ; Dupaigne, Martial ; Feve, Ratrick.
    In: Review of Economic Dynamics.
    RePEc:red:issued:05-128.

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  37. Monetary policy in Europe vs the US: what explains the difference?. (2007). Uhlig, Harald.
    In: MPRA Paper.
    RePEc:pra:mprapa:14119.

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  38. Monetary Policy in Europe versus the United States: What Explains the Difference?. (2007). Uhlig, Harald.
    In: NBER Chapters.
    RePEc:nbr:nberch:0523.

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  39. The Business Cycle Implications of Reciprocity in Labor Relations. (2007). Kurmann, André ; Danthine, Jean-Pierre.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0743.

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  40. The Response of Prices to Technology and Monetary Policy Shocks under Rational Inattention. (2007). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0816.

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  41. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair.
    In: Working Papers.
    RePEc:duk:dukeec:07-04.

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  42. The Dynamic Effects of Disinflation Policies.. (2007). Matheron, Julien ; Fève, Patrick ; Collard, Fabrice ; Feve, P..
    In: Working papers.
    RePEc:bfr:banfra:190.

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  43. Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective.. (2007). Poilly, Céline.
    In: Working papers.
    RePEc:bfr:banfra:184.

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  44. The Price Puzzle Revisited: Can the Cost Channel explain a Rise in Inflation after a Monetary Shock?. (2006). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Henzel, Steffen ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:74.

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  45. Bank Behavior and the Cost Channel of Monetary Transmission. (2006). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:71.

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  46. Monetary Policy Inertia or Persistent Shocks?. (2006). Matheron, Julien ; Fève, Patrick ; Carrillo, Julio ; Feve, P..
    In: Working papers.
    RePEc:bfr:banfra:150.

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  47. How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?. (2006). Poilly, Céline ; Matheron, Julien.
    In: Working papers.
    RePEc:bfr:banfra:148.

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  48. Expectations, Learning and Macroeconomic Persistence. (2005). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510022.

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  49. Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?. (2005). Matheron, Julien ; Fève, Patrick ; Dupaigne, Martial ; Feve, P..
    In: Working papers.
    RePEc:bfr:banfra:124.

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  50. Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy. (2005). Matheron, Julien ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:123.

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