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Second-order approximation of dynamic models with time-varying risk. (2013). Nisticò, Salvatore ; Benigno, Gianluca ; Nistico, Salvatore.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:7:p:1231-1247.

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  1. Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2023-27.

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  2. How is machine learning useful for macroeconomic forecasting?. (2022). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964.

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  3. Optimal policy design in nonlinear DSGE models: An n-order accurate approximation. (2021). Gross, Isaac ; Hansen, James.
    In: European Economic Review.
    RePEc:eee:eecrev:v:140:y:2021:i:c:s0014292121002221.

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  4. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Working Papers.
    RePEc:bbh:wpaper:20-01.

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  5. How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, St'Ephane ; Leroux, Maxime.
    In: Papers.
    RePEc:arx:papers:2008.12477.

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  6. How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2019s-22.

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  7. Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0219.

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  8. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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  9. Level and Volatility Factors in Macroeconomic Data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23672.

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  10. Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68.

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  11. 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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  12. Risk-Sensitive Linear Approximations. (2015). Meyer-Gohde, Alexander.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113057.

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  13. Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2015). Scalone, Valerio.
    In: Working Papers.
    RePEc:saq:wpaper:06/15.

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  14. Monetary Policy in Small Open Economies: The Role of Exchange Rate Rules. (2015). Santacreu, Ana Maria.
    In: Review.
    RePEc:fip:fedlrv:00044.

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  15. The Risk Channel of Monetary Policy. (2014). de Groot, Oliver.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:2:a:6.

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  16. The Risk Channel of Monetary Policy. (2014). de Groot, Oliver.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-31.

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  17. Asset prices in affine real business cycle models. (2014). Malkhozov, Aytek.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:180-193.

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  18. Und dann werfen wir den Computer an – Anmerkungen zur Methodik der DSGE-Modelle. (2013). Michaelis, Jochen.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201323.

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References

References cited by this document

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  13. Fernandez-Villaverde, J., Rubio-Ramirez, J.F., 2011b. Macroeconomics and volatility: data, models, and methods. In: Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress of the Econometric Society, Cambridge University Press.
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