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Take your model bowling: forecasting with general equilibrium models
16 references·7 citing·36 second hop
Take your model bowling: forecasting with general equilibrium models (2003)Take your model bowling: forecasting with…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Bayesian Methods for Dynamic Multivariate Models (1998)Bayesian Methods for Dynamic …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Policy Analysis with Econometric Models (1982)Policy Analysis with Economet…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)Econometric policy evaluation…On the predictability of time-varying VAR and DSGE models (2012)On the predictability of time…External shocks and persistence of external debt in open vulnerable economies: The case of Africa (2011)External shocks and persisten…Forecasting the South African economy: a hybrid‐DSGE approach (2010)Forecasting the South African…RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE (2009)RBCs AND DSGEs: THE COMPUTATI…Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts (2007)Open economy DSGE-VAR forecas…On the application and use of DSGE models (2007)On the application and use of…Macroeconomic Modelling in EMU: How Relevant is the Change in Regime? (2007)Macroeconomic Modelling in EM…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Generalized impulse response analysis in linear multivariate models (1998)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Forecasting and conditional projection using realistic prior distributions (1984)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Credit Rationing in Markets with Imperfect Information (1981)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Oil price shocks and stock market activity (1999)What are the effects of fiscal policy shocks? (2009)The Impact of Uncertainty Shocks (2009)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 2000

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Loss function‐based evaluation of DSGE models
651 cited

Cited by

  • 2011External shocks and persistence of external debt in open vulnerable economies: The case of Africa37 cited
  • 2007Macroeconomic Modelling in EMU: How Relevant is the Change in Regime?30 cited
  • 2009RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE28 cited
  • 2007Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts23 cited
  • 2007On the application and use of DSGE models22 cited
  • 2012On the predictability of time-varying VAR and DSGE models19 cited
  • 2010Forecasting the South African economy: a hybrid‐DSGE approach16 cited