SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
How Useful are Estimated DSGE Model Forecasts?
16 references·4 citing·39 second hop
How Useful are Estimated DSGE Model Forecasts? (2011)How Useful are Estimated DSGE Model Forec…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…Modeling Inflation After the Crisis (2010)Modeling Inflation After the …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Market-Based Measures of Monetary Policy Expectations (2007)Market-Based Measures of Mone…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…The Role of Models and Probabilities in the Monetary Policy Process (2002)The Role of Models and Probab…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…The Quantitative Analytics of the Basic Neomonetarist Model (1995)The Quantitative Analytics of…Production, growth and business cycles (1988)Production, growth and busine…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Forecasting with instabilities: An application to DSGE models with financial frictions (2019)Forecasting with instabilitie…A comprehensive evaluation of macroeconomic forecasting methods (2019)A comprehensive evaluation of…What were they thinking? The Federal Reserve in the run-up to the 2008 financial crisis (2014)What were they thinking? The …On the predictability of time-varying VAR and DSGE models (2012)On the predictability of time…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Macroeconomics and Reality (1980)Rules, discretion and reputation in a model of monetary policy (1983)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Macroeconomic Shocks and Their Propagation (2016)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)American Economic Review (2019)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Financial Factors in Economic Fluctuations (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Federal Reserve Forward Guidance (2012)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Were There Regime Switches in U.S. Monetary Policy? (2006)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
this work references cited by second hop

References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1988Production, growth and business cycles2,193 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1995The Quantitative Analytics of the Basic Neomonetarist Model710 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2002The Role of Models and Probabilities in the Monetary Policy Process

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

299 cited
  • 2010Modeling Inflation After the Crisis265 cited
  • Cited by

    • 2019A comprehensive evaluation of macroeconomic forecasting methods48 cited
    • 2014What were they thinking? The Federal Reserve in the run-up to the 2008 financial crisis46 cited
    • 2019Forecasting with instabilities: An application to DSGE models with financial frictions28 cited
    • 2012On the predictability of time-varying VAR and DSGE models19 cited