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Maximum Likelihood Inference in Weakly Identified DSGE Models
16 references·6 citing·40 second hop
Maximum Likelihood Inference in Weakly Identified DSGE Models (2011)Maximum Likelihood Inference in Weakly Id…Estimation and Evaluation of DSGE Models: Progress and Challenges (2013)Estimation and Evaluation of …Dynamic Identification of Dynamic Stochastic General Equilibrium Models (2011)Dynamic Identification of Dyn…Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve (2009)Weak Instrument Robust Tests …The Econometrics of DSGE Models (2009)The Econometrics of DSGE Mode…Frequentist Inference in Weakly Identifi ed DSGE Models (2009)Frequentist Inference in Weak…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…ABCs (and Ds) of Understanding VARs (2007)ABCs (and Ds) of Understandin…Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve (2005)Identification Issues in Forw…Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach (2005)Estimating New-Keynesian Phil…Technology Shocks in the New Keynesian Model (2004)Technology Shocks in the New …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy (1997)An Equilibrium Model of the B…Explaining business cycles (1994)Explaining business cyclesTime-to-Build and Aggregate Fluctuations: Some New Evidence (1989)Time-to-Build and Aggregate F…Theory of Martingales (1989)Theory of MartingalesDynamic stochastic general equilibrium (DSGE) modelling in practice: identification, estimation and evaluation (2016)Dynamic stochastic general eq…VARMA representation of DSGE models (2015)VARMA representation of DSGE …Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test (2014)Monetary Policy Indeterminacy…Inference in dynamic stochastic general equilibrium models with possible weak identification (2014)Inference in dynamic stochast…Testing for Common Conditionally Heteroskedastic Factors (2013)Testing for Common Conditiona…A Geometric Approach to Weakly Identified Econometric Models (2012)A Geometric Approach to Weakl…Macroeconomics and Reality (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Ten Years After the Financial Crisis: What Have We Learned from the Renaissance in Fiscal Research? 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References

  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1989Theory of Martingales956 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2007ABCs (and Ds) of Understanding VARs480 cited
  • 2009The Econometrics of DSGE Models402 cited
  • 1997An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy393 cited
  • 2004Technology Shocks in the New Keynesian Model391 cited
  • 2005Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach382 cited
  • 1989Time-to-Build and Aggregate Fluctuations: Some New Evidence261 cited
  • 2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve195 cited
  • 2005Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve185 cited
  • 2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models183 cited
  • 1994Explaining business cycles111 cited
  • 2013Estimation and Evaluation of DSGE Models: Progress and Challenges91 cited

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  • 2009Frequentist Inference in Weakly Identifi ed DSGE Models34 cited
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    • 2013Testing for Common Conditionally Heteroskedastic Factors43 cited
    • 2014Inference in dynamic stochastic general equilibrium models with possible weak identification28 cited
    • 2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test27 cited
    • 2015VARMA representation of DSGE models17 cited
    • 2012A Geometric Approach to Weakly Identified Econometric Models15 cited
    • 2016Dynamic stochastic general equilibrium (DSGE) modelling in practice: identification, estimation and evaluation9 cited