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Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1988Rational-expectations econometric analysis of changes in regime

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898 cited
  • 2010MACROPRUDENTIAL POLICY – A LITERATURE REVIEW858 cited
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