1. Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis.. (2022). Dabire, Fabrice.
   In: Cahiers de recherche.
   RePEc:shr:wpaper:22-03.

   Full description at Econpapers || Download paper

2. Effects of Anticipated and Unanticipated Monetary Policy on Output in Nigeria. (2022). Okunade, Solomon O ; Ajisafe, Rufus A ; Adesina, Kehinde E.
   In: African Journal of Economic Review.
   RePEc:ags:afjecr:320580.

   Full description at Econpapers || Download paper

3. Monetary policy news and systemic risk at the zero lower bound. (2021). Kapinos, Pavel.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4932-4945.

   Full description at Econpapers || Download paper

4. Can energy-price regulations smooth price fluctuations? Evidence from China’s coal sector. (2019). Wang, Ke ; Shi, Xunpeng ; Zhang, Yanfang ; Qian, Xiangyan ; Nie, Rui.
   In: Energy Policy.
   RePEc:eee:enepol:v:128:y:2019:i:c:p:125-135.

   Full description at Econpapers || Download paper

5. Monetary Policy News and Systemic Risk at the Zero Lower Bound. (2018). Kapinos, Pavel.
   In: 2018 Meeting Papers.
   RePEc:red:sed018:1052.

   Full description at Econpapers || Download paper

6. Price puzzle in a small open New Keynesian model. (2018). Anwar, Sajid ; Ali, syed.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:69:y:2018:i:c:p:29-42.

   Full description at Econpapers || Download paper

7. Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon. (2018). Anwar, Sajid ; Ali, syed.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:81:y:2018:i:c:p:1-19.

   Full description at Econpapers || Download paper

8. News shocks, nonseparable preferences, and optimal monetary policy. (2016). , Viktoria.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:49:y:2016:i:c:p:237-246.

   Full description at Econpapers || Download paper

References contributed by phi84-22848

1. An, Sungbae and Frank Schorfheide (2007). Bayesian Analysis of DSGE Models. Econometric Reviews, 26, 113-172.

2. Bache, Ida, Oistein Roisland, and Kjersti Torsten (2011) Interest Rate Smoothing and `Calvo-type' Interest Rate Rules: A Comment on Levine, McAdam, and Pearlman (2007). International Journal of Central Banking, 7, 79-90.
   Paper not yet in RePEc: Add citation now
   

3. Barksy, Robert and Eric Sims (2011). News Shocks and Business Cycles. Journal of Monetary Economics, 58, 273-289.

4. Batini, Nicoletta and Andrew Haldane (1999). Forward-looking Rules for Monetary Policy, in Monetary Policy Rules, edited by John Taylor, University of Chicago Press, 157-202.

5. Batini, Nicoletta, Alejandro Justiniano, Paul Levine, and Joseph Pearlman (2006). Robust Inflation-forecast-based Rules to Shield against Indeterminacy. Journal of Economic Dynamics and Control, 30, 1491-1526.

6. Beaudry, Paul and Franck Portier (2006). Stock Prices, News, and Economic Fluctuations. American Economic Review, 96, 1293-1307.

7. Boivin, Jean, and Marc Giannoni (2006). Has Monetary Policy Become More Effective? Review of Economics and Statistics, 88, 445-462.

8. Calvo, Guillermo (1983). Staggered Prices in a Utility Maximizing Framework. Journal of Monetary Economics, vol. 52, 383-398.

9. Campbell, Jeffrey, Charles Evans, Jonas Fisher, Alejandro Justiniano (2012). Macroeconomic Effects of FOMC Forward Guidance. Brookings Papers on Economic Activity, Spring.
   Paper not yet in RePEc: Add citation now
   

10. Cho, Seonghoon and Antonio Moreno (2006). A Small-Sample Study of the New-Keynesian Macro Model. Journal of Money, Credit, and Banking, 38, 1461-1481.

11. Clarida, Richard, Jordi Gali, and Mark Gertler (1999). The Science of Monetary Policy: A New Keynesian Perspective. Journal of Economic Literature, 37, 1661-1707.

12. Clarida, Richard, Jordi Gali, and Mark Gertler (2000). Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory. Quarterly Journal of Economics, 115, 147-179.

13. Del Negro, Marco, Marc Giannoni, and Christina Patterson (2013). The Forward Guidance Puzzle. Federal Reserve Bank of New York Staff Report No. 574.
    Paper not yet in RePEc: Add citation now
    

14. Eggertsson, Gauti and Michael Woodford (2003). The Zero Bound on Interest Rates and Optimal Monetary Policy. Brookings Papers on Economic Activity, 139-211.

15. English, William, William Nelson, and Brian Sack (2003). Interpreting the Signicance of the Lagged Interest Rate in Estimated Monetary Policy Rules. Contributions to Macroeconomics, 3, article 5.

16. Fernandez-Villaverde, Jesus, Grey Gordon, Pablo A. Guerron-Quintana, and Juan Rubio-Ramrez (2012). Nonlinear Adventures at the Zero Lower Bound. NBER Working Paper 18058.

17. Francis, Neville, Michael Owyang, Jennifer Roush, and Riccardo DiCecio (2005). A flexible finite-horizon alternative to long-run restrictions with an application to technology shock. Federal Reserve Bank of St. Louis working paper.
    Paper not yet in RePEc: Add citation now
    

18. Gabriel, Vasco, Paul Levine, and Christopher Spencer (2009). How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule. Economics Letters, 104, 92-95.

19. Gali, Jordi (2011). The Return of the Wage Phillips Curve. Journal of the European Economic Association, 9, 436-461.

20. Gali, Jordi, Frank Smets and Raf Wouters (2011). Unemployment in an Estimated New Keynesian Model. NBER Macroeconomics Annual, University of Chicago Press, 329-360.

21. Gavin, William, Benjamin Keen, Alexander Richter, and Nathaniel Throckmorton (2014). The Limitations of Forward Guidance. Mimeo.
    Paper not yet in RePEc: Add citation now
    

22. Gerlach-Kristen, Petra (2004). Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables? Contributions to Macroeconomics, 4, article 3.

23. Gilchrist, Simon and John Leahy (2002). Monetary Policy and Asset Prices. Journal of Monetary Economics, 49, 75-97.

24. Hirose, Yasuo and Atsushi Inoue (2016). The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model. Journal of Applied Econometrics, 31, 630-651.

25. Jaimovich, Nir, and Sergio Rebelo (2009). Can News About the Future Drive the Business Cycle? American Economic Review, 99, 1097-1118.

26. Jeffreys, Harold (1961). The Theory of Probability. Oxford University Press.
    Paper not yet in RePEc: Add citation now
    

27. Kapinos, Pavel (2011). Forward-looking Monetary Policy and Anticipated Shocks to Inflation. Journal of Macroeconomics, 33, 620-633.

28. Khan, Hashmat and John Tsoukalas (2012). The Quantitative Importance of News Shocks in Estimated DSGE Models. Journal of Money, Credit and Banking, 44, 15351561.

29. Kuttner, Kenneth (2001). Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market. Journal of Monetary Economics, 47, 523-544.

30. Levin, Anrew, David Lopez-Salido, Edward Nelson, Tack Yun (2010). Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound. International Journal of Central Banking, 6, 143-189.

31. Levine, Paul, Peter McAdam, and Joseph Pearlman (2007). Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution. International Journal of Central Banking, 3, 77-110.

32. Mavroeidis, Sophocles (2010). Monetary Policy Rules and Macroeconomic Stability: Some New Evidence. American Economic Review, 100(1), 491-503.

33. Milani, Fabio and Ashish Rajbhandari (2012). Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm. Advances in Econometrics, 28, 253-288.

34. Milani, Fabio and John Treadwell (2012). The Effects of Monetary Policy `News' and `Surprises.' Journal of Money, Credit and Banking, 44, 1667-1692.
    Paper not yet in RePEc: Add citation now
    
35. Muth, John (1961). Rational Expectations and the Theory of Price Movements. Econometrica, 29, 315-335.
    Paper not yet in RePEc: Add citation now
    

36. Nikolsko-Rzhevskyy, Alex (2011). Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rule without Foward-Looking Data. Journal of Money, Banking, and Credit, 43, 871-897.

37. Orphanides, Athanasios (2003). Historical Monetary Policy Ananlysis and the Taylor Rule. Journal of Monetary Economics, 50, 983-1022.

38. Orphanides, Athanasios and Volker Wieland (2008). Economic Projections and Rules of Thumb for Monetary Policy. Federal Reserve Bank of St' Louis Review, 90(4), 307-324.

39. Rabanal, Pau and Juan Rubio-Ramirez (2005). Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach. Journal of Monetary Economics, 52, 1151-1166.

40. Rudebusch, Glenn (2002). Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia. Journal of Monetary Economics, 49, 116187.

41. Rudebusch, Glenn (2006). Monetary Policy Inertia: Fact or Fiction? International Journal of Central Banking, 2, 2006, 85-135.

42. Schmitt-Grohe, Stephanie and Martin Uribe (2012). What's News in Business Cycles. Econometrica, 80, 2733-2764.
    Paper not yet in RePEc: Add citation now
    
43. Schorfheide, Frank (2008). DSGE Model-based Estimation of the New Keynesian Phillips Curve. Federal Reserve Bank of Richmond Economic Quarterly, 94, 397-433.
    Paper not yet in RePEc: Add citation now
    

44. Smets, Frank, and Rafael Wouters (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97, 586-606.

45. Taylor, John (1993). Discretion versus Policy Rules in Practice. Carnegie-Rochester Conference Series on Public Policy, 39, 195-214.

1. Estimation bayésienne dun modèle DSGE pour une petite économie ouverte : Cas de la RD Congo. (2017). UMBA, Gilles Bertrand.
   In: MPRA Paper.
   RePEc:pra:mprapa:81324.

   Full description at Econpapers || Download paper

2. Money and monetary policy in Israel during the last decade. (2016). Benchimol, Jonathan.
   In: MPRA Paper.
   RePEc:pra:mprapa:69587.

   Full description at Econpapers || Download paper

3. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161905.

   Full description at Econpapers || Download paper

4. Has U.S. monetary policy tracked the efficient interest rate?. (2015). Tambalotti, Andrea ; Ferrero, Andrea ; Cúrdia, Vasco ; Ng, Ging Cee.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:70:y:2015:i:c:p:72-83.

   Full description at Econpapers || Download paper

5. Housing market dynamics in China: Findings from an estimated DSGE model. (2015). , Eric.
   In: Journal of Housing Economics.
   RePEc:eee:jhouse:v:29:y:2015:i:c:p:26-40.

   Full description at Econpapers || Download paper

6. What’s news in exchange rate dynamics: A DSGE approach. (2015). Zhang, Shage ; Chen, Kan.
   In: Economics Letters.
   RePEc:eee:ecolet:v:134:y:2015:i:c:p:133-137.

   Full description at Econpapers || Download paper

7. Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:51:y:2015:i:c:p:378-403.

   Full description at Econpapers || Download paper

8. Factor adjustment costs: A structural investigation. (2015). Zanetti, Francesco ; mumtaz, haroon.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:51:y:2015:i:c:p:341-355.

   Full description at Econpapers || Download paper

9. A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy. (2014). Tastan, Huseyin ; Tatan, Huseyin ; Aik, Bekir .
   In: Ekonomi-tek - International Economics Journal.
   RePEc:tek:journl:v:3:y:2014:i:2:p:27-50.

   Full description at Econpapers || Download paper

10. Le système financier indien à lépreuve de la crise. (2014). Avouyi-Dovi, Sanvi ; Sujithan, Kuhanathan Ano .
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/14810.

    Full description at Econpapers || Download paper

11. The European Monetary Union and Imbalances: Is it an Anticipation Story ?. (2014). Siena, Daniele.
    In: Working papers.
    RePEc:bfr:banfra:501.

    Full description at Econpapers || Download paper

12. Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064.. (2013). Franchi, Massimo.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
    RePEc:sas:wpaper:20132.

    Full description at Econpapers || Download paper

13. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:21/13.

    Full description at Econpapers || Download paper

14. The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281.

    Full description at Econpapers || Download paper

15. Real business cycles in emerging economies: Turkish case. (2013). Tastan, Huseyin ; Tatan, Huseyin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:106-113.

    Full description at Econpapers || Download paper

16. An inference about the length of the time-to-build period. (2013). Jung, Yong-Gook.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:42-54.

    Full description at Econpapers || Download paper

17. Choosing the variables to estimate singular DSGE models.. (2013). Matthes, Christian ; ferroni, filippo ; Canova, Fabio.
    In: Working papers.
    RePEc:bfr:banfra:461.

    Full description at Econpapers || Download paper

18. What drives Irelands housing market? A Bayesian DSGE approach. (2012). Mayer, Eric ; Gareis, Johannes.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:88.

    Full description at Econpapers || Download paper

19. Will the SARB always succeed in fighting inflation with contractionary policy?. (2012). Liu, Guangling.
    In: Working Papers.
    RePEc:rza:wpaper:275.

    Full description at Econpapers || Download paper

20. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
    In: MPRA Paper.
    RePEc:pra:mprapa:36147.

    Full description at Econpapers || Download paper

21. Common and idiosyncratic disturbances in developed small open economies. (2012). Guerron, Pablo ; Guerron-Quintana, Pablo A..
    In: Working Papers.
    RePEc:fip:fedpwp:12-3.

    Full description at Econpapers || Download paper

22. Are structural parameters of DSGE models stable in Korea?. (2012). Lee, Jiho.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:1:p:50-59.

    Full description at Econpapers || Download paper

23. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2012). Kara, Engin ; Dixon, Huw.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2012/8.

    Full description at Econpapers || Download paper

24. Inflation and Unit Labor Cost. (2012). Watson, Mark ; King, Robert G..
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2012-005.

    Full description at Econpapers || Download paper

25. Inflation targets and endogenous wage markups in a New Keynesian model. (2011). Tirelli, Patrizio ; Di Bartolomeo, Giovanni ; acocella, nicola ; Nicola, Acocella.
    In: wp.comunite.
    RePEc:ter:wpaper:0079.

    Full description at Econpapers || Download paper

26. Optimal Unemployment Insurance In Ge: A Robustcalibration Approach. (2011). Cozzi, Marco.
    In: Working Paper.
    RePEc:qed:wpaper:1272.

    Full description at Econpapers || Download paper

27. Financial intermediation, investment dynamics and business cycle fluctuations. (2011). Ajello, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:32447.

    Full description at Econpapers || Download paper

28. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe. (2011). Michelacci, Claudio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17429.

    Full description at Econpapers || Download paper

29. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe. (2011). Michelacci, Claudio ; Justiniano, Alejandro.
    In: NBER Chapters.
    RePEc:nbr:nberch:12483.

    Full description at Econpapers || Download paper

30. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2011). Kara, Engin ; Dixon, Huw.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1125.

    Full description at Econpapers || Download paper

31. Oil Shocks through International Transport Costs: Evidence from U.S. Business Cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Working Papers.
    RePEc:fiu:wpaper:1105.

    Full description at Econpapers || Download paper

32. Oil shocks through international transport costs: evidence from U.S. business cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:82.

    Full description at Econpapers || Download paper

33. 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.

    Full description at Econpapers || Download paper

34. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2011). Kara, Engin ; Dixon, Huw.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:11/621.

    Full description at Econpapers || Download paper

35. News driven business cycles and data on asset prices in estimated DSGE models. (2011). Avdjiev, Stefan.
    In: BIS Working Papers.
    RePEc:bis:biswps:358.

    Full description at Econpapers || Download paper

36. The diversity of forecasts from macroeconomic models of the U.S. economy. (2010). Wolters, Maik ; Wieland, Volker.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201008.

    Full description at Econpapers || Download paper

37. 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.

    Full description at Econpapers || Download paper

38. Stock market conditions and monetary policy in a DSGE model for the U.S.. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1700-1731.

    Full description at Econpapers || Download paper

39. Linear rational-expectations models with lagged expectations: A synthetic method. (2010). Meyer-Gohde, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:984-1002.

    Full description at Econpapers || Download paper

40. 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.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:780-797.

    Full description at Econpapers || Download paper

41. Euro area inflation persistence in an estimated nonlinear DSGE model. (2010). Tristani, Oreste ; amisano, gianni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1837-1858.

    Full description at Econpapers || Download paper

42. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE. (2010). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer ; Özer Karagedikli, .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:1:p:113-136.

    Full description at Econpapers || Download paper

43. Did Tax Policies mitigate US Business Cycles?. (2010). ferroni, filippo ; Jimborean, R..
    In: Working papers.
    RePEc:bfr:banfra:296.

    Full description at Econpapers || Download paper

44. A naïve sticky information model of households inflation expectations. (2009). Luoto, Jani ; Lanne, Markku ; Luoma, Arto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1332-1344.

    Full description at Econpapers || Download paper

45. Comparing DSGE-VAR forecasting models: How big are the differences?. (2009). Ghent, Andra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:864-882.

    Full description at Econpapers || Download paper

46. Indeterminacy, change points and the price puzzle in an estimated DSGE model. (2009). Belaygorod, Anatoliy ; Dueker, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:3:p:624-648.

    Full description at Econpapers || Download paper

47. Estimation of quasi-rational DSGE monetary models. (2009). Fanelli, Luca.
    In: Quaderni di Dipartimento.
    RePEc:bot:quadip:wpaper:93.

    Full description at Econpapers || Download paper

48. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Sahuc,J-G., ; Feve, P. ; Materon, J..
    In: Working papers.
    RePEc:bfr:banfra:243.

    Full description at Econpapers || Download paper

49. Learning, monetary policy rules, and macroeconomic stability. (2008). Milani, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:10:p:3148-3165.

    Full description at Econpapers || Download paper

50. 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.
    RePEc:nzb:nzbdps:2007/15.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 17:56:53 || Missing content? Let us know