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Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity
16 references·4 citing·33 second hop
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References

  • 1993Discretion versus policy rules in practice9,059 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
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1992International Real Business Cycles1,842 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
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  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2001The growth of world trade: tariffs, transport costs, and income similarity

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949 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • Cited by

    • 2014The European Monetary Union and Imbalances: Is it an Anticipation Story?26 cited
    • 2015The influences of international output shocks from the US and China on ASEAN economies23 cited
    • 2013Fiscal Policy, Monetary Regimes and Current Account Dynamics23 cited
    • 2014The effects of globalization on macroeconomic dynamics in a trade-dependent economy: The case of Korea16 cited