1. Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta.
   In: European Economic Review.
   RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

   Full description at Econpapers || Download paper

2. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta.
   In: Department of Economics Working Paper Series.
   RePEc:wiw:wus005:6681.

   Full description at Econpapers || Download paper

3. Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek.
   In: European Economic Review.
   RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

   Full description at Econpapers || Download paper

4. Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi.
   In: School of Economics Working Papers.
   RePEc:adl:wpaper:2017-10.

   Full description at Econpapers || Download paper

5. Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics. (2016). Robinson, Wayne ; Bratsiotis, George.
   In: EconStor Open Access Articles and Book Chapters.
   RePEc:zbw:espost:171325.

   Full description at Econpapers || Download paper

6. Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013. (2015). Komrska, Martin .
   In: Politická ekonomie.
   RePEc:prg:jnlpol:v:2015:y:2015:i:1:id:988:p:57-73.

   Full description at Econpapers || Download paper

7. Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas.
   In: Working Papers IES.
   RePEc:fau:wpaper:wp2015_15.

   Full description at Econpapers || Download paper

8. Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas.
   In: Working Papers.
   RePEc:cnb:wpaper:2015/03.

   Full description at Econpapers || Download paper

9. Non-linear effects of the U.S. Monetary Policy in the Long Run. (2014). Olmos, Lorena ; Frago, Marcos Sanso .
   In: MPRA Paper.
   RePEc:pra:mprapa:57770.

   Full description at Econpapers || Download paper

10. Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics. (2014). Robinson, Wayne ; Bratsiotis, George.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:192.

    Full description at Econpapers || Download paper

11. 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.

    Full description at Econpapers || Download paper

12. Macro-finance VARs and bond risk premia: A caveat. (2009). Taboga, Marco.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:4:p:163-171.

    Full description at Econpapers || Download paper

13. Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model. (2008). Dewachter, Hans.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-19.

    Full description at Econpapers || Download paper

1. Adolfson M, Laséen S, Lindé J, Villani M (2007) Bayesian estimation of an open economy DSGE model with incomplete pass-through. J Int Econ 72(2): 481–511.

2. An S, Schorfheide F (2006) Bayesian analysis of DSGE models. Working paper no 06-5, Federal Reserve Bank of Philadelphia.

3. Andrés J, López-Salido JD, Nelson E (2005) Sticky-price models and the natural rate hypothesis. J Monet Econ 52: 1025–1053.

4. Basistha A, Nelson CR (2007) New measures of the output gap based on the forward-looking New Keynesian Phillips curve. J Monet Econ 54: 498–511.

5. Calvo GA (1983) Staggered prices in a utility-maximizing framework. J Monet Econ 12(3): 383–398.

6. Christiano LJ, Eichenbaum M, Evans C (2005) Nominal rigidities and the dynamic effects of a shock to monetary policy. J Polit Econ 113(1): 1–45.

7. Clarida R, Galí J, Gertler M (1999) The science of monetary policy: a New Keynesian perspective. J Econ Lit 37(4): 1661–1707.

8. Edge RM, Kiley MT, Laforte J-P (2007) Natural rate measures in an estimated DSGE model of the U.S. economy. Finance and Economics Discussion Series 2007–2008, Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board.

9. Fuhrer JC (2000) Habit formation in consumption and its implications for monetary-policy models. Am Econ Rev 90(3): 367–390.

10. Galí J, Gertler M (1999) Inflation dynamics: a structural econometric analysis. J Monet Econ 44: 195–222.

11. Galí J, Gertler M, López-Salido D (2003) Erratum to ‘European inflation dynamics’. Eur Econ Rev 47(4): 759–760.
    Paper not yet in RePEc: Add citation now
    

12. Galí J, Gertler M, López-Salido JD (2001) European inflation dynamics. Eur Econ Rev 45(7): 1237–1270.

13. Galí J, Gertler M, Lopez-Salido DJ (2005) Robustness of the estimates of the hybrid New Keynesian Phillips curve. J Monet Econ 52(6): 1107–1118.

14. Garnier J, Wilhelmsen B-R (2005) The natural real interest rate and the output gap in the Euro area. Europena Central Bank working paper no. 546.

15. Goodfriend M, King RG (1997) The new neoclassical synthesis and the role of monetary policy. In: Bernanke BS, Rotemberg JJ (eds) NBER macroeconomics annual. MIT Press, Cambridge, pp 231–283.

16. Gordon RJ (1998) Foundations of the goldilocks economy: supply shocks and the time-varying NAIRU. Brookings Pap Econ Act 0(2): 297–333.

17. Harvey AC (1989) Forecasting, structural time series models and the Kalman filter. Cambridge University Press, New York.
    Paper not yet in RePEc: Add citation now
    
18. Ireland PN (2007) Changes in the federal reserve’s inflation target: causes and consequences. Manuscript, Boston College.
    Paper not yet in RePEc: Add citation now
    

19. Juillard M, Kamenik O, Kumhof M, Laxton D (2006) Measures of potential output from an estimated DSGE model of the United States. Manuscript, CEPREMAP and IMF.

20. Juillard M, Karam P, Laxton D, Pesenti P (2005) Welfare-based monetary policy rules in an estimated DSGE model of the US economy. Manuscript, Federal Reserve Bank of New York.

21. Laubach T, Williams JC (2003) Measuring the natural rate of interest. Rev Econ Stat 85(4): 1063–1070.

22. McCallum BT, Nelson E (1999) An optimizing IS-LM specification for monetary policy and business cycle analysis. J Money Credit Bank 31(3): 296–316 NBER working paper no. W5875.

23. McDermott JC, Scott A (2000) Concordance in business cycles. IMF working papers 00/37.

24. Rotemberg JJ, Woodford M (1997) An optimizing-based econometric model for the evaluation of monetary policy. In: Rotemberg JJ, Bernanke BS (eds) NBER macroeconomics annual. MIT Press, Cambridge, pp 297–346.

25. Rudebusch G (2002a) Term structure evidence on interest rate smoothing and monetary policy inertia. J Monet Econ 49: 1161–1187.

26. Rudebusch GD (2002b) Assessing nominal income rules for monetary policy with model and data uncertainty. Econ J 112: 1–31.
    Paper not yet in RePEc: Add citation now
    

27. Sbordone AM (2002) Prices and unit labor costs: a new test of price stickiness. J Monet Econ 49(2): 265–292.

28. Sbordone AM (2005) Do expected future marginal costs drive inflation dynamics?. J Monet Econ 52: 1183–1197.

29. Schorfheide F (2000) Loss function-based evaluation of DSGE models. J Appl Econom 15(6): 645–670.

30. Smets F, Wouters R (2003) An estimated dynamic stochastic general equilibrium model of the Euro area. J Eur Econ Assoc 1: 1123–1175.

31. Smets F, Wouters R (2007) Shocks and frictions in US business cycles. Europena Central Bank working paper no. 722.
    Paper not yet in RePEc: Add citation now
    

32. Svensson LE (1997) Inflation forecast targeting: implementing and monitoring inflation targets. Eur Econ Rev 41: 1111–1146.

33. Taylor JB (1993) Discretion versus policy rules in practice. Carnegie Rochester Conf Ser Public Policy 39: 195–214.

34. Watson MW, Staiger D, Stock J (1997) How precise are estimates of the natural rate of unemployment. In: Romer CD, Romer DH (eds) Reducing inflation: motivation and strategy, chap 5. The University of Chicago Press, Chicago, pp 195–246.

35. Woodford M (1999) Optimal monetary policy inertia. Princeton University, Working paper.

36. Woodford M (2001) The Taylor rule and optimal monetary policy. Am Econ Rev 91(2): 232–237.

37. Woodford M (2003) Interest and prices: foundations of a theory of monetary policy. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
    

1. Financial Factors: Implications for Output Gaps. (2015). Rabanal, Pau ; Sanjani, Marzie Taheri.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2015/153.

   Full description at Econpapers || Download paper

2. Survey on Financial Market Frictions and Dynamic Stochastic General Equilibrium Models. (2015). Viziniuc, Madalin .
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2015-02-16.

   Full description at Econpapers || Download paper

3. Interactions of Monetary and Macroprudential Policies in a Model of the Korean Economy. (2013). Karasulu, Meral ; Afanasyeva, Elena.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
   RePEc:zbw:vfsc13:79884.

   Full description at Econpapers || Download paper

4. Housing Market Dynamics: Any News?. (2011). Mendicino, Caterina ; Gomes, Sandra.
   In: Working Papers.
   RePEc:ptu:wpaper:w201121.

   Full description at Econpapers || Download paper

5. Global Imbalances and Imported Disinflation in the Euro Area. (2011). Barthélemy, Jean ; Barthelemy, J. ; Cleaud, G..
   In: Working papers.
   RePEc:bfr:banfra:329.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

7. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20101171.

   Full description at Econpapers || Download paper

8. Has Macro Progressed?. (2010). Fair, Ray.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1728.

   Full description at Econpapers || Download paper

9. Evaluating and estimating a DSGE model for the United Kingdom. (2010). Harrison, Richard ; Oomen, zlem .
   In: Bank of England working papers.
   RePEc:boe:boeewp:0380.

   Full description at Econpapers || Download paper

10. An estimated two-country DSGE model of Austria and the Euro Area. (2009). Rabitsch, Katrin ; Breuss, Fritz.
    In: Empirica.
    RePEc:kap:empiri:v:36:y:2009:i:1:p:123-158.

    Full description at Econpapers || Download paper

11. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2009). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_031.

    Full description at Econpapers || Download paper

12. Do Central Banks React to House Prices?. (2009). Queijo von Heideken, Virginia ; Finocchiaro, Daria.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0217.

    Full description at Econpapers || Download paper

13. Housing Market Spillovers: Evidence from an Estimated DSGE Model. (2009). Neri, Stefano ; Iacoviello, Matteo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:659.

    Full description at Econpapers || Download paper

14. Does trade integration alter monetary policy transmission?. (2008). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200829.

    Full description at Econpapers || Download paper

15. Integration of financial markets and national price levels: the role of exchange rate volatility. (2008). Tillmann, Peter ; Hoffmann, Mathias.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7216.

    Full description at Econpapers || Download paper

16. An Estimated Two Country DSGE Model of Austria and the Euro Area. (2008). Rabitsch, Katrin ; Breuss, Fritz.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2008:i:017.

    Full description at Econpapers || Download paper

17. Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops. (2008). Honig, Adam ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2008-41.

    Full description at Econpapers || Download paper

18. On the (ir)relevance of direct supply-side effects of monetary policy. (2008). Yang, Bo ; Spencer, Christopher ; Levine, Paul ; Gabriel, Vasco.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0408.

    Full description at Econpapers || Download paper

19. Robust Inflation-Targeting Rules and the Gains from International Policy Coordination. (2008). Welz, Peter ; Pearlman, Joseph ; Levine, Paul.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0208.

    Full description at Econpapers || Download paper

20. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8750.

    Full description at Econpapers || Download paper

21. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

    Full description at Econpapers || Download paper

22. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

    Full description at Econpapers || Download paper

23. Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco.
    In: Computational Economics.
    RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

    Full description at Econpapers || Download paper

24. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach. (2008). Shintani, Mototsugu ; Hirose, Yasuo ; Fujiwara, Ippei.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:08-e-16.

    Full description at Econpapers || Download paper

25. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0225.

    Full description at Econpapers || Download paper

26. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

    Full description at Econpapers || Download paper

27. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

    Full description at Econpapers || Download paper

28. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area. (2008). Smets, Frank ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008884.

    Full description at Econpapers || Download paper

29. What drives the current account in commodity exporting countries? The cases of Chile and New Zealand. (2008). Soto, Claudio ; Munro, Anella ; Medina, Juan.
    In: BIS Working Papers.
    RePEc:bis:biswps:247.

    Full description at Econpapers || Download paper

30. An Open Economy Model of the Euro Area and the US. (2007). Sousa, João ; Gomes, Sandra ; Alves, Nuno.
    In: Working Papers.
    RePEc:ptu:wpaper:w200718.

    Full description at Econpapers || Download paper

31. Shocks, Structures or Monetary Policies? The Euro Area and US After 2001. (2007). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13521.

    Full description at Econpapers || Download paper

32. Comment on The Transmission of Domestic Shocks in Open Economies. (2007). Adolfson, Malin.
    In: NBER Chapters.
    RePEc:nbr:nberch:0512.

    Full description at Econpapers || Download paper

33. The Timing and Magnitude of Exchange Rate Overshooting. (2007). Westelius, Niklas ; Sondergaard, Jens ; Hoffmann, Mathias.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:418.

    Full description at Econpapers || Download paper

34. Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts. (2007). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0213.

    Full description at Econpapers || Download paper

35. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Laseen, Stefan ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0203.

    Full description at Econpapers || Download paper

36. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran ; Bergvall, Anders.
    In: Working Papers.
    RePEc:hhs:nierwp:0100.

    Full description at Econpapers || Download paper

37. Monetary regime change and business cycles. (2007). Finocchiaro, Daria ; Cúrdia, Vasco.
    In: Staff Reports.
    RePEc:fip:fednsr:294.

    Full description at Econpapers || Download paper

38. Shocks, structures or monetary policies? The euro area and US after 2001. (2007). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007774.

    Full description at Econpapers || Download paper

39. Quantifying and sustaining welfare gains from monetary commitment. (2007). Pearlman, Joseph ; McAdam, Peter ; Levine, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007709.

    Full description at Econpapers || Download paper

40. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Laseen, Stefan ; Linde, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6027.

    Full description at Econpapers || Download paper

41. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

42. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

    Full description at Econpapers || Download paper

43. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2006). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0199.

    Full description at Econpapers || Download paper

44. Bayesian analysis of DSGE models. (2006). Schorfheide, Frank ; An, Sungbae.
    In: Working Papers.
    RePEc:fip:fedpwp:06-5.

    Full description at Econpapers || Download paper

45. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not. (2006). Tuesta, Vicente ; Rabanal, Pau ; Reategui, Vicente Tuesta .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5957.

    Full description at Econpapers || Download paper

46. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

    Full description at Econpapers || Download paper

47. BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area. (2006). estrada, Angel ; Burriel, Pablo ; Andrés, Javier ; Andres, Javier.
    In: Working Papers.
    RePEc:bde:wpaper:0631.

    Full description at Econpapers || Download paper

48. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation. (2005). Teo, Wing Leong ; Lubik, Thomas.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:377.

    Full description at Econpapers || Download paper

49. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5207.

    Full description at Econpapers || Download paper

50. The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness. (2005). Piscitelli, Laura ; Lotz, Aïleen ; Cassino, Vincenzo ; Barkbu, Bergljot ; Gosselin-Lotz, Aileen.
    In: Bank of England working papers.
    RePEc:boe:boeewp:285.

    Full description at Econpapers || Download paper

Report date: 2025-09-27 00:00:11 || Missing content? Let us know