1. Forecast evaluation of DSGE models: Linear and nonlinear likelihood. (2022). Chin, Kuohsuan.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:41:y:2022:i:6:p:1099-1130.

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2. Fiscal multipliers, expectations and learning in a macroeconomic agent‐based model. (2022). Reissl, Severin.
   In: Economic Inquiry.
   RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1704-1729.

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3. Nonlinearities and Workers Heterogeneity in Unemployment Dynamics. (2021). Langot, Francois ; Karamé, Frédéric ; Adjemian, Stéphane ; Karame, Frederic.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp14822.

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4. Likelihood Evaluation of Models with Occasionally Binding Constraints. (2019). Zhong, Molin ; Iacoviello, Matteo ; Guerrieri, Luca ; Cuba-Borda, Pablo.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2019-28.

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5. Identification versus misspecification in New Keynesian monetary policy models. (2019). Ratto, Marco ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
   In: European Economic Review.
   RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

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6. Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta.
   In: Working Paper.
   RePEc:pit:wpaper:6487.

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7. Identification Versus Misspecification in New Keynesian Monetary Policy Models. (2018). Ratto, Marco ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
   In: Working Paper Series.
   RePEc:hhs:rbnkwp:0362.

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8. A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states. (2018). Gallant, Ronald A ; Hong, Han ; Khwaja, Ahmed.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:203:y:2018:i:1:p:19-32.

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9. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
   In: MPRA Paper.
   RePEc:pra:mprapa:82914.

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10. Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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11. Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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12. Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model. (2016). Shintani, Mototsugu ; Iiboshi, Hirokuni.
    In: MPRA Paper.
    RePEc:pra:mprapa:93868.

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13. Rational Sunspots. (2016). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:787.

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14. Parameter Bias in an Estimated DSGE Model. (2016). Sunakawa, Takeki ; Hirose, Yasuo.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01661908.

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15. Rational Sunspots. (2016). Lopes, Hedibert F ; Bonomolo, Paolo ; Ascari, Guido.
    In: Business and Economics Working Papers.
    RePEc:aap:wpaper:226.

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16. 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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17. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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18. A Macro-Model Approach to Monetary Policy Analysis and Forecasting for Vietnam. (2015). Schmittmann, Jochen M ; Dizioli, Allan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/273.

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19. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228.

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20. Estimation of dynamic stochastic general equilibrium models (in Russian). (2014). Mikusheva, Anna.
    In: Quantile.
    RePEc:qnt:quantl:y:2014:i:12:p:1-21.

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21. Flexible prices, labor market frictions and the response of employment to technology shocks. (2014). Zanetti, Francesco ; Mandelman, Federico.
    In: Labour Economics.
    RePEc:eee:labeco:v:26:y:2014:i:c:p:94-102.

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22. The effects of public spending externalities. (2014). Valle e Azevedo, João ; Ercolani, Valerio ; Valle e Azevedo, João, .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:46:y:2014:i:c:p:173-199.

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23. 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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24. Modelo de equilibrio general dinámico y estocástico con rigideces nominales para el análisis de política y proyecciones en la República Dominicana.. (2013). Ramírez de León, Francisco ; Torres, Francisco A..
    In: MPRA Paper.
    RePEc:pra:mprapa:51802.

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25. On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks. (2013). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:50235.

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26. Flexible prices, labor market frictions and the response of employment to technology shocks. (2013). Zanetti, Francesco ; Mandelman, Federico.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:683.

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27. Higher-order properties of approximate estimators. (2013). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:45/13.

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28. Flexible prices, labor market frictions, and the response of employment to technology shocks. (2013). Zanetti, Francesco ; Mandelman, Federico.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-16.

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29. Estimating a small open economy DSGE model with indeterminacy: Evidence from China. (2013). Zheng, Tingguo ; Guo, Huiming .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:642-652.

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30. Higher-order properties of approximate estimators. (2013). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: CeMMAP working papers.
    RePEc:azt:cemmap:45/13.

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31. A comparison of numerical methods for the solution of continuous-time DSGE models. (2013). Parra-Alvarez, Juan.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-39.

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32. 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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33. Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods. (2012). Strachan, Rodney.
    In: MPRA Paper.
    RePEc:pra:mprapa:39360.

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34. Robust inference on parameters via particle filters and sandwich covariance matrices. (2012). Shephard, Neil ; Doucet, Arnaud.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:606.

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35. Robust inference on parameters via particle filters and sandwich covariance matrices. (2012). Shephard, Neil ; Doucet, Arnaud.
    In: Economics Papers.
    RePEc:nuf:econwp:1205.

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36. 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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37. Bayesian averaging, prediction and nonnested model selection. (2012). Preston, Bruce ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:358-369.

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38. Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. (2012). Gallant, A. ; Hong, Han ; Khwaja, Ahmed.
    In: Working Papers.
    RePEc:duk:dukeec:12-01.

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39. Cyclical Risk Aversion, Precautionary Saving and Monetary Policy. (2012). Zabczyk, Pawel ; De Paoli, Bianca.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1132.

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40. Issues and Models in Applied Econometrics: A partial survey. (2011). Gkountanis, Dimitrios C. ; Andrikopoulos, Andreas A..
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:9:y:2011:i:2:p:107-165.

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41. Parameter Identification in a Estimated New Keynesian Open Economy Model. (2011). Lindé, Jesper ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0251.

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42. Non-linear DSGE models and the optimized central difference particle filter. (2011). Andreasen, Martin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1671-1695.

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43. Cyclical risk aversion, precautionary saving and monetary policy. (2011). Zabczyk, Pawel ; De Paoli, Bianca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0418.

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44. The Accuracy of Perturbation Methods to Solve Small Open Economy Models. (2011). Fasolo, Angelo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:262.

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45. Global Stochastic Properties of Dynamic Models and their Linear Approximations. (2010). de Vries, Casper ; Babus, Ana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100081.

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46. Macroeconomics and Volatility: Data, Models, and Estimation. (2010). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16618.

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47. Higher Order Improvements for Approximate Estimators. (2010). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: CAM Working Papers.
    RePEc:kud:kuieca:2010_04.

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48. Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods. (2010). Koiti, YANO .
    In: ESRI Discussion paper series.
    RePEc:esj:esridp:231.

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49. Global stochastic properties of dynamic models and their linear approximations. (2010). de Vries, Casper ; Babus, Ana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:817-824.

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50. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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51. Particle Markov chain Monte Carlo methods. (2010). Holenstein, Roman ; Andrieu, Christophe ; Doucet, Arnaud.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:72:y:2010:i:3:p:269-342.

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52. The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models. (2010). Lemoine, Matthieu ; Mougin, C..
    In: Working papers.
    RePEc:bfr:banfra:285.

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53. Non-linear DSGE Models and The Optimized Particle Filter. (2010). Andreasen, Martin.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-05.

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54. Productivity shocks and aggregate cycles in an estimated endogenous growth model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:416.

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55. Technology shocks and aggregate fluctuations in an estimated hybrid RBC model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:408.

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56. Efficient likelihood evaluation of state-space representations. (2009). Richard, Jean-Francois ; Moura, Guilherme ; DeJong, David ; Dharmarajan, Hariharan ; Liesenfeld, Roman.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:200902.

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57. Trend agnostic one step estimation of DSGE models. (2009). ferroni, filippo.
    In: MPRA Paper.
    RePEc:pra:mprapa:14550.

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58. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-008.

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59. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess.
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    RePEc:nbr:nberwo:14677.

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60. Productivity shocks and aggregate cycles in an estimated endogenous growth model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:2009_23.

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61. Technology shocks and aggregate fluctuations in an estimated hybrid RBC model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:2009_15.

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62. The Dynamic Effects of Japanese Macroeconomic Policies: Were There Any Changes in the 1990s?. (2009). Tatsuyoshi, MATSUMAE ; Yasuyuki, IIDA .
    In: ESRI Discussion paper series.
    RePEc:esj:esridp:209.

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63. Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling. (2009). Koiti, YANO .
    In: ESRI Discussion paper series.
    RePEc:esj:esridp:206.

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64. Back to square one: Identification issues in DSGE models. (2009). Sala, Luca ; Canova, Fabio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:4:p:431-449.

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65. MEDEA: A DSGE Model for the Spanish Economy. (2009). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Burriel, Pablo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7297.

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66. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
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67. Efficient Likelihood Evaluation of State-Space Representations. (2009). Richard, Jean-Francois ; Moura, Guilherme ; Liesenfeld, Roman ; Dharmarajan, Hariharan ; DeJong, David N..
    In: Working Papers.
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68. Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2672.

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69. Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2626.

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70. ESTIMATED DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODEL OF THE TAIWANESE ECONOMY. (2009). Teo, Wing Leong.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:14:y:2009:i:2:p:194-231.

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71. Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry. (2008). Gallant, A. ; Hong, Han ; Khwaja, Ahmed.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:1050.

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72. Sequential numerical integration in nonlinear state space models for microeconometric panel data. (2008). Heiss, Florian.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:3:p:373-389.

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73. Forecasting with DSGE Models: The Role of Nonlinearities. (2008). Pichler, Paul.
    In: The B.E. Journal of Macroeconomics.
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74. Forecasting with estimated dynamic stochastic general equilibrium models: The role of nonlinearities. (2007). Pichler, Paul.
    In: Vienna Economics Papers.
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75. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2007). Neri, Stefano ; Dedola, Luca.
    In: Journal of Monetary Economics.
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76. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair.
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77. How Structural Are Structural Parameters?. (2007). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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78. Back to square one: Identification issues in DSGE models. (2006). Sala, Luca ; Canova, Fabio.
    In: Economics Working Papers.
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79. The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: EconomicDynamics Newsletter.
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80. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
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81. Bayesian analysis of DSGE models. (2006). Schorfheide, Frank ; An, Sungbae.
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82. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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83. Econometrics: A Bird’s Eye View. (2006). Pesaran, Mohammad ; Geweke, John ; Horowitz, Joel.
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84. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2006). Neri, Stefano ; Dedola, Luca.
    In: Temi di discussione (Economic working papers).
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85. Convergence Properties of the Likelihood of Computed Dynamic Models. (2005). Santos, Manuel ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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86. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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87. Estimating nonlinear dynamic equilibrium economies: a likelihood approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
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1. Computing DSGE Models with Recursive Preferences and Stochastic Volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
   In: Review of Economic Dynamics.
   RePEc:red:issued:11-123.

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2. Expectations Traps and Monetary Policy with Limited Commitment. (2011). Kirsanova, Tatiana ; Himmels, Christoph.
   In: MPRA Paper.
   RePEc:pra:mprapa:29208.

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3. Expectations Traps and Coordination Failures: Selecting among Multiple Discretionary Equilibria. (2010). Kirsanova, Tatiana ; Dennis, Richard.
   In: MPRA Paper.
   RePEc:pra:mprapa:24616.

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4. Discretionary Policy and Multiple Equilibria in LQ RE Models. (2010). Kirsanova, Tatiana ; Blake, Andrew.
   In: MPRA Paper.
   RePEc:pra:mprapa:21901.

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5. Expectations traps and coordination failures: selecting among multiple discretionary equilibria. (2010). Kirsanova, Tatiana ; Dennis, Richard.
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6. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
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7. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
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8. News, Noise, and Fluctuations: An Empirical Exploration. (2009). Lorenzoni, Guido ; L'Huillier, Jean-Paul ; Blanchard, Olivier.
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9. Methods for robust control. (2009). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard ; Soderstrom, Ulf.
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10. The 1980s Recession in the UK: A Business Cycle Accounting Perspective. (2008). Kersting, Erasmus.
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11. Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem. (2008). Cosimano, Thomas.
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12. Are structural VARs with long-run restrictions useful in developing business cycle theory?. (2007). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
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13. Model uncertainty and monetary policy. (2007). Dennis, Richard.
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14. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
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15. DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
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16. The term structure of inflation risk premia and macroeconomic dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hrdahl, Peter.
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17. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
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18. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
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19. Real business cycles. (2006). McGrattan, Ellen.
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20. A,B,Cs (and Ds)s for Understanding VARS. (2006). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Watson, Mark.
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21. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
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22. Knowing the Forecasts of Others. (2005). Sargent, Thomas ; Pearlman, Joseph.
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23. A, B, C€™s (And D€™s) For Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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24. A, B, Cs (and D)s for Understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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25. Solving SDGE Models: A New Algorithm for the Sylvester Equation. (2005). Kamenik, Ondra.
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26. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood. (2005). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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27. A critique of structural VARs using real business cycle theory. (2005). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
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28. Capital-skill complementarity and inequality: a sensitivity analysis. (2005). Silos, Pedro ; Polgreen, Linnea.
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29. A, B, C’s, (and D’s) for understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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30. Solving SDGE Models: A New Algorithm for the Sylvester Equation. (2005). Kamenik, Ondra.
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31. A,B,Cs (and Ds)s for Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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32. Exotic Preferences for Macroeconomists. (2004). Zin, Stanley ; Routledge, Bryan.
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33. Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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34. Exotic Preferences for Macroeconomists. (2004). Zin, Stanley ; Routledge, Bryan.
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35. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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36. Exchange rates and casualties during the first world war. (2004). Hall, George.
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37. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter .
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38. A joint econometric model of macroeconomic and term structure dynamics. (2004). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
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39. A Critique of Structural VARs Using Real Business Cycle Theory. (2004). McGrattan, Ellen ; Kehoe, Patrick ; Chari, V. V..
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40. Shocking Escapes. (2003). McGough, Bruce.
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41. Implementing optimal control in cointegrated I(1) structural VAR models. (2003). Monti, Francesca V.
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42. Exchange Rates and Casualties During the First World War. (2002). Hall, George.
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43. On the interpretation of cointegration in the linear-quadratic inventory model. (2002). Hamilton, James.
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44. Comparing dynamic equilibrium economies to data. (2001). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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45. Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems. (2000). Pesaran, Mohammad ; Binder, Michael.
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46. Seigniorage and conventional taxation with multiple exogenous shocks. (2000). Click, Reid W..
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47. Vector rational error correction. (1999). Kozicki, Sharon.
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48. Vector rational error correction. (1998). Kozicki, Sharon.
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49. Rational error correction. (1998). .
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50. Consumption vs. Production of Insurance. (1997). Philipson, Tomas ; Zanjani, George.
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