create a website

Applied Bayesian econometrics for central bankers. (2012). Mumtaz, Haroon ; Blake, Andrew P.
In: Technical Books.
RePEc:ccb:tbooks:4.

Full description at Econpapers || Download paper

Cited: 73

Citations received by this document

Cites: 10

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Reallocation, productivity, and monetary policy in an energy crisis. (2025). Priftis, Romanos ; Colciago, Andrea ; Chafweh, Boris.
    In: European Economic Review.
    RePEc:eee:eecrev:v:173:y:2025:i:c:s0014292125000133.

    Full description at Econpapers || Download paper

  2. The housing supply channel of monetary policy. (2024). Opitz, Frederic ; Iseringhausen, Martin.
    In: Working Papers.
    RePEc:stm:wpaper:59.

    Full description at Econpapers || Download paper

  3. Global Footprints of U.S. Energy Innovations: Energy Efficiency and the Shale Revolution. (2023). Zahid, Hamza.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10402.

    Full description at Econpapers || Download paper

  4. Commodity Price Cycles : Commonalities, Heterogeneities, and Drivers. (2023). Kabundi, Alain ; Zahid, Hamza.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10401.

    Full description at Econpapers || Download paper

  5. Monetary policy, financial shocks and economic activity. (2022). Malliaris, Anastasios ; Evgenidis, Anastasios.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01045-z.

    Full description at Econpapers || Download paper

  6. Estimating the natural rate of unemployment for Ukraine. (2022). Vdovychenko, Artem.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp21-2022.

    Full description at Econpapers || Download paper

  7. Monetary policy, productivity, and market concentration. (2022). Silvestrini, Riccardo ; Colciago, Andrea.
    In: European Economic Review.
    RePEc:eee:eecrev:v:142:y:2022:i:c:s0014292121002737.

    Full description at Econpapers || Download paper

  8. Time-varying effect of uncertainty shocks on unemployment. (2022). Eksi, Ozan ; Onur, Bedri Kamil.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000566.

    Full description at Econpapers || Download paper

  9. Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake. (2021). Vermeulen, Wessel ; Hamano, Masashige ; Evgenidis, Anastasios.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004321.

    Full description at Econpapers || Download paper

  10. Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

    Full description at Econpapers || Download paper

  11. The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2020). Salzmann, Leonard.
    In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
    RePEc:zbw:vfsc20:224588.

    Full description at Econpapers || Download paper

  12. Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake. (2020). Vermeulen, Wessel ; Hamano, Masashige ; Evgenidis, Anastasios.
    In: Working Papers.
    RePEc:tcr:wpaper:e152.

    Full description at Econpapers || Download paper

  13. Is fiscal policy effective in Brazil? An empirical analysis. (2020). Mendonça, Diogo ; Marçal, Emerson ; Holland, Marcio ; Maral, Emerson ; de Prince, Diogo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:75:y:2020:i:c:p:40-52.

    Full description at Econpapers || Download paper

  14. Uncertainty matters: Evidence from close elections. (2020). Redl, Chris.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

    Full description at Econpapers || Download paper

  15. Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2020). Fasianos, Apostolos ; Evgenidis, Anastasios.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14656.

    Full description at Econpapers || Download paper

  16. Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa. (2020). Viegi, Nicola ; Kabundi, Alain ; Loate, Tumisang.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:88:y:2020:i:4:p:435-471.

    Full description at Econpapers || Download paper

  17. The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2019). Salzmann, Leonard.
    In: EconStor Preprints.
    RePEc:zbw:esprep:206691.

    Full description at Econpapers || Download paper

  18. Should we care? The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2019_013.

    Full description at Econpapers || Download paper

  19. Monetary policy regimes and inflation persistence in the United Kingdom. (2019). Zakipour-Saber, Shayan.
    In: Working Papers.
    RePEc:qmw:qmwecw:895.

    Full description at Econpapers || Download paper

  20. Unconventional monetary policy and the credit channel in the euro area. (2019). Evgenidis, Anastasios ; Salachas, Evangelos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465.

    Full description at Econpapers || Download paper

  21. Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2019_013.

    Full description at Econpapers || Download paper

  22. Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios.
    In: Papers.
    RePEc:arx:papers:1912.09702.

    Full description at Econpapers || Download paper

  23. Forecasting inflation in post-oil boom years: A case for regime switches?. (2018). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9410-1.

    Full description at Econpapers || Download paper

  24. ВЛИЯНИЕ ВНЕШНИХ ШОКОВ НА РОССИЙСКУЮ ЭКОНОМИКУ // THE IMPACT OF EXTERNAL SHOCKS ON THE RUSSIAN ECONOMY. (2018). Tiunova, Marina ; М. Тиунова Г., .
    In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice.
    RePEc:scn:financ:y:2018:i:4:p:146-170.

    Full description at Econpapers || Download paper

  25. МОДЕЛИРОВАНИЕ ЭФФЕКТА ПЕРЕНОСА ВАЛЮТНОГО КУРСА НА ЦЕНЫ В РОССИИ // MODELING THE TRANSFER EFFECT OF EXCHANGE RATE ON PRICES IN RUSSIA. (2018). Tiunova, Marina ; М. Тиунова Г., .
    In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice.
    RePEc:scn:financ:y:2018:i:3:p:136-154.

    Full description at Econpapers || Download paper

  26. Dynamics and Interactions of Monetary Policy and Macroeconomic Variables: Empirical Investigation in the UK Economy with Bayesian VAR. (2018). Pervin, Shahida.
    In: MPRA Paper.
    RePEc:pra:mprapa:91816.

    Full description at Econpapers || Download paper

  27. Oil Price Dynamics and Business Cycles in Nigeria:A Bayesian Time Varying Analysis. (2018). Lartey, Abraham.
    In: MPRA Paper.
    RePEc:pra:mprapa:90038.

    Full description at Econpapers || Download paper

  28. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:38:p:104-119.

    Full description at Econpapers || Download paper

  29. Inflation Decomposition Model: Application to Macedonian inflation. (2018). Unevska-Andonova, Danica.
    In: Working Papers.
    RePEc:mae:wpaper:2018-06.

    Full description at Econpapers || Download paper

  30. Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound. (2018). Tran, Quang ; Brůna, Karel ; van Tran, Quang.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:68:y:2018:i:6:p:519-539.

    Full description at Econpapers || Download paper

  31. Do all oil price shocks have the same impact? Evidence from the euro area. (2018). Evgenidis, Anastasios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:150-155.

    Full description at Econpapers || Download paper

  32. Time-varying wage Phillips curves in the euro area with a new measure for labor market slack. (2018). de Haan, Jakob ; van Limbergen, Duncan ; Bonam, Dennis.
    In: Working Papers.
    RePEc:dnb:dnbwpp:587.

    Full description at Econpapers || Download paper

  33. Fiscal multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps28.

    Full description at Econpapers || Download paper

  34. Macroeconomic Modelling and Bayesian Methods. (2017). Dua, Pami.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-017-0077-4.

    Full description at Econpapers || Download paper

  35. Money-based underlying inflation measure for Russia: a structural dynamic factor model approach. (2017). Ponomarenko, Alexey ; Deryugina, Elena.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1125-1.

    Full description at Econpapers || Download paper

  36. Transmission of monetary policy and exchange rate shocks under foreign currency lending. (2017). Walerych, Małgorzata.
    In: KAE Working Papers.
    RePEc:sgh:kaewps:2017027.

    Full description at Econpapers || Download paper

  37. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
    In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки.
    RePEc:scn:guhrje:2017_4_04.

    Full description at Econpapers || Download paper

  38. Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach. (2017). Carrillo, Julio.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1509.

    Full description at Econpapers || Download paper

  39. Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators. (2017). , Shevelev.
    In: World of economics and management / Vestnik NSU. Series: Social and Economics Sciences.
    RePEc:nos:wjflnh:2017_1_03e.

    Full description at Econpapers || Download paper

  40. A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:40.

    Full description at Econpapers || Download paper

  41. Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy).
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

    Full description at Econpapers || Download paper

  42. Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

    Full description at Econpapers || Download paper

  43. A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172026.

    Full description at Econpapers || Download paper

  44. Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy. (2016). Mamonov, Mikhail ; Pestova, Anna.
    In: Ekonomicheskaya Politika / Economic Policy.
    RePEc:rnp:ecopol:ep1643.

    Full description at Econpapers || Download paper

  45. Systemic Risk Impact on Economic Growth - The Case of the CEE Countries. (2016). Kubinschi, Matei ; Barnea, Dinu.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:79-94.

    Full description at Econpapers || Download paper

  46. The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy. (2016). Saman, Corina.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:4:p:170-183.

    Full description at Econpapers || Download paper

  47. BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0300.

    Full description at Econpapers || Download paper

  48. The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis. (2016). Theophilopoulou, Angeliki ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp783.

    Full description at Econpapers || Download paper

  49. Time variation, asymmetry and threshold effect in Maltas Phillips curve. (2016). Gatt, William.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0216.

    Full description at Econpapers || Download paper

  50. STREAM: A structural macro-econometric model of the Maltese economy. (2016). Rapa, Noel ; Grech, Owen .
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0116.

    Full description at Econpapers || Download paper

  51. Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina .
    In: Working Papers.
    RePEc:mae:wpaper:2016-02.

    Full description at Econpapers || Download paper

  52. Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina .
    In: Croatian Economic Survey.
    RePEc:iez:survey:ces-v18_1-2016_kabashi-suleva.

    Full description at Econpapers || Download paper

  53. Is fiscal policy effective in Brazil? An empirical analysis. (2016). Mendonça, Diogo ; Marçal, Emerson ; Holland, Márcio ; Maral, Emerson Fernandes ; de Prince, Diogo.
    In: Textos para discussão.
    RePEc:fgv:eesptd:433.

    Full description at Econpapers || Download paper

  54. Finance and synchronization. (2016). Cesa-Bianchi, Ambrogio.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86226.

    Full description at Econpapers || Download paper

  55. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

    Full description at Econpapers || Download paper

  56. Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls. (2016). Taylor, Mark ; Mandalinci, Zeyyad ; Boero, Gianna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11689.

    Full description at Econpapers || Download paper

  57. Finance and Synchronization. (2016). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11037.

    Full description at Econpapers || Download paper

  58. Finance and Synchronization. (2016). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1622.

    Full description at Econpapers || Download paper

  59. Finance and Synchronization. (2016). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0612.

    Full description at Econpapers || Download paper

  60. Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy).
    In: Bank of England working papers.
    RePEc:boe:boeewp:0611.

    Full description at Econpapers || Download paper

  61. Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig.
    In: Working Papers.
    RePEc:aze:wpaper:1601.

    Full description at Econpapers || Download paper

  62. Bayesian estimation of monetary policy in Russia. (2015). Lomivorotov, Rodion .
    In: Applied Econometrics.
    RePEc:ris:apltrx:0264.

    Full description at Econpapers || Download paper

  63. Forecasting Russian Macroeconomic Indicators with BVAR. (2015). Malakhovskaya, Oxana ; Demeshev, Boris.
    In: HSE Working papers.
    RePEc:hig:wpaper:105/ec/2015.

    Full description at Econpapers || Download paper

  64. Evaluating underlying inflation measures for Russia. (2015). Sorokin, Constantine ; Sinyakov, Andrey ; Ponomarenko, Alexey ; Deryugina, Elena.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2015_024.

    Full description at Econpapers || Download paper

  65. Do contractionary monetary policy shocks expand shadow banking?. (2015). Theodoridis, Konstantinos ; Pinter, Gabor ; Nelson, Benjamin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0521.

    Full description at Econpapers || Download paper

  66. Evaluating the underlying inflation measures for Russia. (2015). Sorokin, Constantine ; Sinyakov, Andrey ; Ponomarenko, Alexey ; Deryugina, Elena.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps4.

    Full description at Econpapers || Download paper

  67. Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?. (2014). Barlas, Yasemin ; Erduman, Yasemin ; Kaya, Neslihan .
    In: Working Papers.
    RePEc:tcb:wpaper:1428.

    Full description at Econpapers || Download paper

  68. The Bayesian Modelling Of Inflation Rate In Romania. (2014). Simionescu, Mihaela.
    In: Romanian Statistical Review.
    RePEc:rsr:journl:v:62:y:2014:i:2:p:147-160.

    Full description at Econpapers || Download paper

  69. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: Working Paper series.
    RePEc:rim:rimwps:06_14.

    Full description at Econpapers || Download paper

  70. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:53684.

    Full description at Econpapers || Download paper

  71. Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2014_03.

    Full description at Econpapers || Download paper

  72. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:566.

    Full description at Econpapers || Download paper

  73. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: Papers.
    RePEc:arx:papers:1403.0627.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Koop, Gary, 2003, Bayesian Econometrics, Wiley. Negro, Marco Del and Frank Schorfheide, 2004, Priors from General Equilibrium Models for VARS, International Economic Review 45(2), 643â673.

  2. Matlab basics for the course: âApplied Bayesian Econometricsâ Haroon Mumtaz April 18, 2011 1 Introduction This note provides a basic introduction to Matlab and introduces the key concept needed in dealing with the codes used in the course. Note that a number of alternative guides to matlab are available on the web and these may be used to supplement the material here. For example see http://www.economics.ox.ac.uk/members/martin.ellison/Boe/dsge_day1_2.ppt. All the code used in the examples above is included in the folder called code. 2 Getting started
    Paper not yet in RePEc: Add citation now

  3. Ramirez, Juan Rubio, Daniel Waggoner and Tao Zha, 2010, Structural Vector Autoregressions: Theory of Identiïcation and Algorithms for Inference, Review of Economic Studies 77(2), 665â696.

  4. URL: http://dx.doi.org/10.1002/jae.1065 Waggoner, Daniel F. and Tao Zha, 1999, Conditional Forecasts In Dynamic Multivariate Models, The Review of Economics and Statistics 81(4), 639â651.

  5. URL: http://ideas.repec.org/a/ïp/fedaer/y1999iq1p4-18nv.84no.1.html Robertson, John C, Ellis W Tallman and Charles H Whiteman, 2005, Forecasting Using Relative Entropy, Journal of Money, Credit and Banking 37(3), 383â401.

  6. URL: http://ideas.repec.org/a/bla/restud/v77y2010i2p665-696.html Robertson, John C. and Ellis W. Tallman, 1999, Vector autoregressions: forecasting and reality, Economic Review (Q1), 4â18.

  7. URL: http://ideas.repec.org/a/ier/iecrev/v39y1998i4p949-68.html Villani, Mattias, 2009, Steady-state priors for vector autoregressions, Journal of Applied Econometrics 24(4), 630â650.

  8. URL: http://ideas.repec.org/a/ier/iecrev/v45y2004i2p643-673.html Primiceri, G, 2005, Time varying structural vector autoregressions and monetary policy, The Review of Economic Studies 72(3), 821â852.

  9. URL: http://ideas.repec.org/a/mcb/jmoncb/v37y2005i3p383-401.html Sims, Christopher A and Tao Zha, 1998, Bayesian Methods for Dynamic Multivariate Models, International Economic Review 39(4), 949â68.

  10. URL: http://ideas.repec.org/a/tpr/restat/v81y1999i4p639-651.html Zellner, Arnold, 1971, An introduction to Bayesian Inference in Econometrics, Wiley.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation of ergodic agent-based models by simulated minimum distance. (2015). Richiardi, Matteo ; Grazzini, Jakob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:148-165.

    Full description at Econpapers || Download paper

  2. An Empirical BVAR-DSGE Model of the Australian Economy. (2013). Robinson, Tim ; Langcake, Sean.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2013-07.

    Full description at Econpapers || Download paper

  3. Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies. (2013). Robinson, Tim.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2013-06.

    Full description at Econpapers || Download paper

  4. The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models. (2013). Waldron, Matt ; Theodoridis, Konstantinos ; Monti, Francesca ; Harrison, Richard ; Burgess, Stephen ; Fernandez-Corugedo, Emilio ; Groth, Charlotta.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0471.

    Full description at Econpapers || Download paper

  5. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

    Full description at Econpapers || Download paper

  6. Forecasting Macroeconomic Aggregates. (2010). Mayr, Johannes.
    In: Munich Dissertations in Economics.
    RePEc:lmu:dissen:11140.

    Full description at Econpapers || Download paper

  7. What explains the Great Moderation in the US? A structural analysis. (2007). Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:919.

    Full description at Econpapers || Download paper

  8. Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts. (2007). Smith, Christie ; Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/01.

    Full description at Econpapers || Download paper

  9. Monetary Policy Analysis with Potentially Misspecified Models. (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13099.

    Full description at Econpapers || Download paper

  10. The Econometrics of Monetary Policy: an Overview. (2007). Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:329.

    Full description at Econpapers || Download paper

  11. Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models. (2007). Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:327.

    Full description at Econpapers || Download paper

  12. On the Statistical Identification of DSGE Models. (2007). Paccagnini, Alessia ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:324.

    Full description at Econpapers || Download paper

  13. 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

  14. Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6326.

    Full description at Econpapers || Download paper

  15. Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities). (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6119.

    Full description at Econpapers || Download paper

  16. 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

  17. Infinite Dimensional VARs and Factor Models. (2007). Pesaran, Mohammad ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0757.

    Full description at Econpapers || Download paper

  18. Monetary policy regime shifts: new evidence from time-varying interest rate rules. (2006). Trecroci, Carmine ; Vassalli, Matilde.
    In: Working Papers.
    RePEc:ubs:wpaper:0602.

    Full description at Econpapers || Download paper

  19. Assessing the structural VAR approach to exchange rate pass-through. (2006). Bache, Ida Wolden.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:309.

    Full description at Econpapers || Download paper

  20. Assessing the fit of small open economy DSGEs. (2006). Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/11.

    Full description at Econpapers || Download paper

  21. A new core inflation indicator for New Zealand.. (2006). Matheson, Troy ; Giannone, Domenico.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/10.

    Full description at Econpapers || Download paper

  22. Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; Bårdsen, Gunnar ; Lindquist, Kjersti-Gro.
    In: Working Paper Series.
    RePEc:nst:samfok:6806.

    Full description at Econpapers || Download paper

  23. Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model. (2006). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0190.

    Full description at Econpapers || Download paper

  24. Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks. (2006). Vredin, Anders ; Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin ; Andersson, Michael K. ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0188.

    Full description at Econpapers || Download paper

  25. Trend inflation and inflation persistence in the New Keynesian Phillips curve. (2006). Sbordone, Argia ; Cogley, Timothy.
    In: Staff Reports.
    RePEc:fip:fednsr:270.

    Full description at Econpapers || Download paper

  26. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-12.

    Full description at Econpapers || Download paper

  27. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-09.

    Full description at Econpapers || Download paper

  28. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2006). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-16.

    Full description at Econpapers || Download paper

  29. Monetary Policy and the Evolution of the US Economy. (2006). Canova, Fabio ; Gambetti, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5467.

    Full description at Econpapers || Download paper

  30. An estimated DSGE model for the German economy within the euro area. (2005). Pytlarczyk, Ernest.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4227.

    Full description at Econpapers || Download paper

  31. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:235.

    Full description at Econpapers || Download paper

  32. Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR. (2005). Straub, Roland ; Peersman, Gert.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:05/288.

    Full description at Econpapers || Download paper

  33. Learning and Monetary Policy Shifts. (2005). Schorfheide, Frank.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:392-419.

    Full description at Econpapers || Download paper

  34. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors. (2005). Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/02.

    Full description at Econpapers || Download paper

  35. Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models. (2005). Williams, John ; Onatski, Alexei ; Levin, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11523.

    Full description at Econpapers || Download paper

  36. Forecasting Canadian Time Series with the New-Keynesian Model. (2005). Moran, Kevin ; Gammoudi, Mohamed.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0527.

    Full description at Econpapers || Download paper

  37. Learning and the Welfare Implications of Changing Inflation Targets. (2005). Moran, Kevin.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0511.

    Full description at Econpapers || Download paper

  38. A Bayesian Look at New Open Economy Macroeconomics. (2005). Schorfheide, Frank ; Lubik, Thomas.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:521.

    Full description at Econpapers || Download paper

  39. Analyzing the Interaction of Monetary and Fiscal Policy: Does Fiscal Policy Play a Valuable Role in Stabilisation?. (2005). Tirelli, Patrizio ; Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:2005_17.

    Full description at Econpapers || Download paper

  40. Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
    In: Working Papers.
    RePEc:fip:fedpwp:06-4.

    Full description at Econpapers || Download paper

  41. Using structural shocks to identify models of investment. (2005). Roberts, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-69.

    Full description at Econpapers || Download paper

  42. Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-26.

    Full description at Econpapers || Download paper

  43. On the fit and forecasting performance of New-Keynesian models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005491.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  45. On the Fit and Forecasting Performance of New Keynesian Models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4848.

    Full description at Econpapers || Download paper

  46. A DSGE-VAR for the Euro Area. (2004). Schorfheide, Frank ; del Negro, Marco.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:79.

    Full description at Econpapers || Download paper

  47. What Does the Yield Curve Tell us about GDP Growth?. (2004). Wei, Min ; Piazzesi, Monika ; Ang, Andrew ; Piazessi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10672.

    Full description at Econpapers || Download paper

  48. On the fit and forecasting performance of New Keynesian models. (2004). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-37.

    Full description at Econpapers || Download paper

  49. Learning and monetary policy shifts. (2003). Schorfheide, Frank.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-23.

    Full description at Econpapers || Download paper

  50. Take your model bowling: forecasting with general equilibrium models. (2003). Schorfheide, Frank ; Del Negro, Marco.
    In: Economic Review.
    RePEc:fip:fedaer:y:2003:i:q4:p:35-50:n:v.88no.4.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-03 21:19:40 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.