This document has not been cited yet.

1. Altig, D., Christiano, L. J., Eichenbaum, M., & Linde, J. (2011). Firm-specific capital, nominal rigidities and the business cycle. Review of Economic Dynamics, 14(2), 225–247.

2. An, S., & Schorfheide, F. (2007). Bayesian analysis of dsge models. Econometric Reviews, 26(2–4), 113–172.

3. Andrews, D. W., & Cheng, X. (2012). Estimation and inference with weak, semi-strong, and strong identification. Econometrica, 80(5), 2153–2211.

4. Angelini, G., & Sorge, M. M. (2021). Under the same (chole)sky: Dnk models, timing restrictions and recursive identification of monetary policy shocks. Journal of Economic Dynamics and Control, 133, 104265.

5. Angelini, G., Cavaliere, G., & Fanelli, L. (2022). Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. Journal of Applied Econometrics, 37(1), 3–22.

6. Bacchetta, P., Mertens, E., & Van Wincoop, E. (2009). Predictability in financial markets: What do survey expectations tell us? Journal of International Money and Finance, 28(3), 406–426.

7. Bårdsen, G., & Fanelli, L. (2015). Frequentist evaluation of small DSGE models. Journal of Business & Economic Statistics, 33(3), 307–322.

8. Baxter, B., Graham, L., & Wright, S. (2011). Invertible and non-invertible information sets in linear rational expectations models. Journal of Economic Dynamics and Control, 35(3), 295–311.

9. Benati, L., & Surico, P. (2009). Var analysis and the great moderation. American Economic Review, 99(4), 1636–1652.

10. Binder, M. & Pesaran, M. H. (1999). Multivariate rational expectations models and macroeconometric modeling: A review and some new results. Handbook of Applied Econometrics Volume 1: Macroeconomics: 111-155.
    Paper not yet in RePEc: Add citation now
    

11. Boivin, J., & Giannoni, M. P. (2006). Has monetary policy become more effective? The Review of Economics and Statistics, 88(3), 445–462.

12. Branch, W. A. (2007). Sticky information and model uncertainty in survey data on inflation expectations. Journal of Economic Dynamics and Control, 31(1), 245–276.

13. Burnside, C., & Eichenbaum, M. (1996). Factor-hoarding and the propagation of business cycle shocks. American Economic Review, 86(5), 1154–1174.

14. Canova, F., & Sala, L. (2009). Back to square one: Identification issues in DSGE models. Journal of Monetary Economics, 56(4), 431–449.

15. Castelnuovo, E., & Fanelli, L. (2015). Monetary policy indeterminacy and identification failures in the us: Results from a robust test. Journal of Applied Econometrics, 30(6), 924–947.

16. Chan, J. C., & Strachan, R. W. (2023). Bayesian state space models in macroeconometrics. Journal of Economic Surveys, 37(1), 58–75.

17. Christiano, L. J. (2002). Solving dynamic equilibrium models by a method of undetermined coefficients. Computational Economics, 20(1), 21–55.

18. Christiano, L. J., Eichenbaum, M., & Evans, C. L. (1999). Monetary policy shocks: What have we learned and to what end? Handbook of Macroeconomics, 1, 65–148.

19. Christiano, L. J., Eichenbaum, M., & Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of Political Economy, 113(1), 1–45.

20. Clarida, R., Gali, J., & Gertler, M. (2000). Monetary policy rules and macroeconomic stability: Evidence and some theory. The Quarterly Journal of Economics, 115(1), 147–180.

21. Consolo, A., Favero, C. A., & Paccagnini, A. (2009). On the statistical identification of DSGE models. Journal of Econometrics, 150(1), 99–115.

22. Dave, C., & Sorge, M. M. (2021). Equilibrium indeterminacy and sunspot tales. European Economic Review, 140, 103933.

23. Del Negro, M., & Schorfheide, F. (2009). Monetary policy analysis with potentially misspecified models. American Economic Review, 99(4), 1415–1450.

24. Del Negro, M., Schorfheide, F., Smets, F., & Wouters, R. (2007). On the fit of New Keynesian models. Journal of Business & Economic Statistics, 25(2), 123–143.

25. Dufour, J.-M., Khalaf, L., & Kichian, M. (2013). Identification-robust analysis of DSGE and structural macroeconomic models. Journal of Monetary Economics, 60(3), 340–350.

26. Fanelli, L. (2012). Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models. Journal of Econometrics, 170(1), 153–163.

27. Franchi, M., & Paruolo, P. (2015). Minimality of state space solutions of DSGE models and existence conditions for their VAR representation. Computational Economics, 46, 613–626.

28. Fuerst, T. S. (1992). Liquidity, loanable funds, and real activity. Journal of Monetary Economics, 29(1), 3–24.
    Paper not yet in RePEc: Add citation now
    
29. Guerron-Quintana, P., Inoue, A., & Kilian, L. (2013). Frequentist inference in weakly identified dynamic stochastic general equilibrium models. Quantitative Economics, 4(2), 197–229.
    Paper not yet in RePEc: Add citation now
    

30. Guerron-Quintana, P., Inoue, A., & Kilian, L. (2017). Impulse response matching estimators for DSGE models. Journal of Econometrics, 196(1), 144–155.

31. Hespeler, F., & Sorge, M. M. (2019). Solving rational expectations models with informational subperiods: A comment. Computational Economics, 53, 1649–1654.

32. Hirose, Y., Kurozumi, T., & Van Zandweghe, W. (2020). Monetary policy and macroeconomic stability revisited. Review of Economic Dynamics, 37, 255–274.

33. Iskrev, N. (2010). Local identification in DSGE models. Journal of Monetary Economics, 57(2), 189–202.

34. Kasa, K., Walker, T. B., & Whiteman, C. H. (2014). Heterogeneous beliefs and tests of present value models. Review of Economic Studies, 81(3), 1137–1163.

35. King, R. G., & Watson, M. W. (2002). System reduction and solution algorithms for singular linear difference systems under rational expectations. Computational Economics, 20(1–2), 57–86.

36. Klein, P. (2000). Using the generalized schur form to solve a multivariate linear rational expectations model. Journal of Economic Dynamics and Control, 24(10), 1405–1423.

37. Komunjer, I., & Ng, S. (2011). Dynamic identification of dynamic stochastic general equilibrium models. Econometrica, 79(6), 1995–2032.

38. Komunjer, I., & Zhu, Y. (2020). Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. Journal of Econometrics, 218(2), 561–586.

39. Kormilitsina, A. (2013). Solving rational expectations models with informational subperiods: A perturbation approach. Computational Economics, 41(4), 525–555.

40. Kormilitsina, A. (2019). A reply to reaction on Kormilitsina (2013): “Solving rational expectations models with informational subperiods: A perturbation approach’’. Computational Economics, 53(4), 1655–1656.

41. Kormilitsina, A., & Zubairy, S. (2018). Propagation mechanisms for government spending shocks: A bayesian comparison. Journal of Money, Credit and Banking, 50(7), 1571–1616.

42. Liu, X., & Shao, Y. (2003). Asymptotics for likelihood ratio tests under loss of identifiability. The Annals of Statistics, 31(3), 807–832.
    Paper not yet in RePEc: Add citation now
    

43. Lubik, T. A., & Schorfheide, F. (2003). Computing sunspot equilibria in linear rational expectations models. Journal of Economic Dynamics and Control, 28(2), 273–285.

44. Lubik, T. A., & Schorfheide, F. (2004). Testing for indeterminacy: An application to us monetary policy. American Economic Review, 94(1), 190–217.

45. Lubik, T. A., Matthes, C., & Mertens, E. (2023). Indeterminacy and imperfect information. Review of Economic Dynamics, 49, 37–57.

46. Lucas, R. E. (1972). Expectations and the neutrality of money. Journal of Economic Theory, 4(2), 103–124.

47. Mankiw, N. G., & Reis, R. (2002). Sticky information versus sticky prices: A proposal to replace the New Keynesian Phillips curve. The Quarterly Journal of Economics, 117(4), 1295–1328.

48. Mankiw, N. G., Reis, R., & Wolfers, J. (2003). Disagreement about inflation expectations. NBER Macroeconomics Annual, 18, 209–248.

49. Matthews, K. G. P., Minford, A. P. L., & Blackman, S. (1994). An algorithm for the solution of non-linear forward rational expectations models with current partial information. Economic Modelling, 11(3), 351–358.

50. Mavroeidis, S. (2010). Monetary policy rules and macroeconomic stability: Some new evidence. American Economic Review, 100(1), 491–503.

51. Pearlman, J., Currie, D., & Levine, P. (1986). Rational expectations models with partial information. Economic Modelling, 3(2), 90–105.

52. Piazzesi, M. & Schneider, M. (2008). Inflation illusion, credit, and asset prices. In Asset prices and monetary policy, 147-189. University of Chicago Press.
    Paper not yet in RePEc: Add citation now
    

53. Qu, Z., & Tkachenko, D. (2012). Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models. Quantitative Economics, 3(1), 95–132.

54. Rotemberg, J. J., & Woodford, M. (1997). An optimization-based econometric framework for the evaluation of monetary policy. NBER Macroeconomics Annual, 12, 297–346.

55. Schmitt-Grohé, S., & Uribe, M. (2004). Solving dynamic general equilibrium models using a second-order approximation to the policy function. Journal of Economic Dynamics and Control, 28(4), 755–775.

56. Schmitt-Grohé, S., & Uribe, M. (2012). What’s news in business cycles. Econometrica, 80(6), 2733–2764.
    Paper not yet in RePEc: Add citation now
    

57. Sims, C. A. (2002). Solving linear rational expectations models. Computational Economics, 20(1–2), 1–20.

58. Sorge, M. M. (2020). Computing sunspot solutions to rational expectations models with timing restrictions. The BE Journal of Macroeconomics, 20(2), 20180256.

59. Stoffer, D. S., & Wall, K. D. (1991). Bootstrapping state-space models: Gaussian maximum likelihood estimation and the Kalman filter. Journal of the American Statistical Association, 86(416), 1024–1033.
    Paper not yet in RePEc: Add citation now
    

1. Factor Specificity and Real Rigidities. (2015). Nechio, Fernanda ; Carvalho, Carlos ; de Carvalho, Carlos Viana.
   In: Textos para discussão.
   RePEc:rio:texdis:633.

   Full description at Econpapers || Download paper

2. Is Government Spending at the Zero Lower Bound Desirable?. (2015). Monacelli, Tommaso ; bilbiie, florin ; Perotti, Roberto.
   In: Working Papers.
   RePEc:igi:igierp:555.

   Full description at Econpapers || Download paper

3. The effects of surprise and anticipated technology changes on international relative prices and trade. (2015). Wang, Jian ; Nam, Deokwoo.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:97:y:2015:i:1:p:162-177.

   Full description at Econpapers || Download paper

4. Firm-specific capital, inflation persistence and the sources of business cycles. (2015). Madeira, Joao.
   In: European Economic Review.
   RePEc:eee:eecrev:v:74:y:2015:i:c:p:229-243.

   Full description at Econpapers || Download paper

5. Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Jang, Tae-Seok ; Franke, Reiner.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.

   Full description at Econpapers || Download paper

6. New-Keynesian Phillips curve with Bertrand competition and endogenous entry. (2015). rossi, lorenza ; Etro, Federico.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:51:y:2015:i:c:p:318-340.

   Full description at Econpapers || Download paper

7. Firm turnover and inflation dynamics. (2015). Uusküla, Lenno ; Uuskula, Lenno.
   In: Bank of Estonia Working Papers.
   RePEc:eea:boewps:wp2015-01.

   Full description at Econpapers || Download paper

8. Towards a consumer sentiment channel of monetary policy. (2014). Rüth, Sebastian ; Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Ruth, Sebastian .
   In: W.E.P. - Würzburg Economic Papers.
   RePEc:zbw:wuewep:91.

   Full description at Econpapers || Download paper

9. Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions. (2014). Wasmer, Etienne ; Petrosky-Nadeau, Nicolas.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/1787nsa6d1927a90u4bkkombn4.

   Full description at Econpapers || Download paper

10. Macroeconomic Dynamics in a Model of Goods, Labor and Credit Market Frictions. (2014). Wasmer, Etienne ; Petrosky-Nadeau, Nicolas.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/1787nsa6d1927a90u4bkkombn4.

    Full description at Econpapers || Download paper

11. Nominal Rigidities and Asset Pricing. (2014). Weber, Michael.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:53.

    Full description at Econpapers || Download paper

12. The Role of Inventories and Capacity Utilization as Shock Absorbers. (2014). Trupkin, Danilo ; Auernheimer, Leonardo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-159.

    Full description at Econpapers || Download paper

13. Monetary Policy with Heterogeneous Households and Imperfect Risk-Sharing. (2014). Lee, Jae Won.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-1.

    Full description at Econpapers || Download paper

14. The role of investment-specific technology shocks in driving international business cycles: a bayesian approach.. (2014). .
    In: MPRA Paper.
    RePEc:pra:mprapa:57803.

    Full description at Econpapers || Download paper

15. Growth, Slowdowns, and Recoveries. (2014). Morales, Gonzalo ; Bianchi, Francesco ; Kung, Howard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20725.

    Full description at Econpapers || Download paper

16. Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk. (2014). Ruge-Murcia, Francisco.
    In: Cahiers de recherche.
    RePEc:mtl:montec:15-2014.

    Full description at Econpapers || Download paper

17. When are the Effects of Fiscal Policy Uncertainty Large?. (2014). Johannsen, Benjamin K..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-40.

    Full description at Econpapers || Download paper

18. Policy risk and the business cycle. (2014). Pfeifer, Johannes ; Born, Benjamin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:68-85.

    Full description at Econpapers || Download paper

19. Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225.

    Full description at Econpapers || Download paper

20. 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.

    Full description at Econpapers || Download paper

21. Real convergence and its illusions. (2014). Kolasa, Marcin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:79-88.

    Full description at Econpapers || Download paper

22. R&D and aggregate fluctuations. (2014). Pourpourides, Panayiotis ; Artuc, Erhan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:47:y:2014:i:c:p:54-71.

    Full description at Econpapers || Download paper

23. What (really) accounts for the fall in hours after a technology shock?. (2014). Rebei, Nooman.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:330-352.

    Full description at Econpapers || Download paper

24. Monetary policy trade-offs in an estimated open-economy DSGE model. (2014). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Svensson, Lars E. O., ; Laseen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:42:y:2014:i:c:p:33-49.

    Full description at Econpapers || Download paper

25. Evaluating monetary policy under preferences with zero wealth effect: A Bayesian approach. (2014). Dey, Jaya.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:38:y:2014:i:c:p:209-234.

    Full description at Econpapers || Download paper

26. Fiscal consolidation and the sustainability of public debt in the GIPSI countries. (2014). Antelo, Manel ; Peon, David.
    In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
    RePEc:cud:journl:v:37:y:2014:i:103:p:52-71.

    Full description at Econpapers || Download paper

27. Growth, Slowdowns, and Recoveries. (2014). Bianchi, Francesco ; Kung, Howard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10291.

    Full description at Econpapers || Download paper

28. Identifying the Sources of Model Misspecification. (2014). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10140.

    Full description at Econpapers || Download paper

29. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:49457.

    Full description at Econpapers || Download paper

30. Real wage rigidities and optimal monetary policy in a small open economy. (2013). Rhee, Hyuk-jae ; Song, Jeongseok.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:110-127.

    Full description at Econpapers || Download paper

31. Nominal and real wage rigidities. In theory and in Europe. (2013). Knell, Markus.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:36:y:2013:i:c:p:89-105.

    Full description at Econpapers || Download paper

32. Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352.

    Full description at Econpapers || Download paper

33. Heterogeneous beliefs and housing-market boom-bust cycles. (2013). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:4:p:735-755.

    Full description at Econpapers || Download paper

34. The Taylor principle in a medium-scale macroeconomic model. (2013). Sveen, Tommy ; Weinke, Lutz.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:3034-3043.

    Full description at Econpapers || Download paper

35. Performance pay and changes in U.S. labor market dynamics. (2013). Riggi, Marianna ; Nucci, Francesco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2796-2813.

    Full description at Econpapers || Download paper

36. The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications. (2013). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Andreasen, Martin M..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9442.

    Full description at Econpapers || Download paper

37. The Quantitative Importance of News Shocks in Estimated DSGE Models. (2012). Tsoukalas, John ; Khan, Hashmat.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:44:y:2012:i:8:p:1535-1561.

    Full description at Econpapers || Download paper

38. Price-level targeting when there is price-level drift. (2012). Gerke, Rafael ; Hammermann, Felix ; Gerberding, Christina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:757-768.

    Full description at Econpapers || Download paper

39. An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia. (2012). Andreasen, Martin.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:8:p:1656-1674.

    Full description at Econpapers || Download paper

40. Information criteria for impulse response function matching estimation of DSGE models. (2012). Nason, James ; Inoue, Atsushi ; Hall, Alastair ; Rossi, Barbara.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:499-518.

    Full description at Econpapers || Download paper

41. How well does sticky information explain the dynamics of inflation, output, and real wages?. (2012). Carrillo, Julio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:6:p:830-850.

    Full description at Econpapers || Download paper

42. Disinflation in a DSGE perspective: Sacrifice ratio or welfare gain ratio?. (2012). Ropele, Tiziano ; Ascari, Guido.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:2:p:169-182.

    Full description at Econpapers || Download paper

43. Real rigidities, productivity improvements and investment dynamics. (2012). Tancioni, Massimiliano ; giuli, francesco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:1:p:100-118.

    Full description at Econpapers || Download paper

44. Structural versus Matching Estimation : Transmission Mechanisms in Armenia. (2011). Poghosyan, Karen ; Boldea, Otilia.
    In: Discussion Paper.
    RePEc:tiu:tiucen:cbb75e20-8475-4f79-ba65-dfcfc474b91d.

    Full description at Econpapers || Download paper

45. Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off. (2011). Gbaguidi, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:35482.

    Full description at Econpapers || Download paper

46. Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate. (2011). Gbaguidi, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:35481.

    Full description at Econpapers || Download paper

47. Fiscal Volatility Shocks and Economic Activity. (2011). Rubio-Ramirez, Juan F ; Kuester, Keith ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-022.

    Full description at Econpapers || Download paper

48. Fiscal volatility shocks and economic activity. (2011). Rubio-Ramirez, Juan F ; Kuester, Keith ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Working Papers.
    RePEc:fip:fedpwp:11-32.

    Full description at Econpapers || Download paper

49. How good is what youve got? DSGE-VAR as a toolkit for evaluating DSGE models. (2006). Schorfheide, Frank ; Del Negro, Marco.
    In: Economic Review.
    RePEc:fip:fedaer:y:2006:i:q2:p:21-37:n:v.91no.2.

    Full description at Econpapers || Download paper

50. Firm-specific capital, nominal rigidities, and the business cycle. (2004). Lindé, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0416.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 19:35:11 || Missing content? Let us know