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Factor Analysis in a New-Keynesian Model
16 references·1 citing·31 second hop
Factor Analysis in a New-Keynesian Model (2005)Factor Analysis in a New-Keynesian ModelIdentifying the new Keynesian Phillips curve (2008)Identifying the new Keynesian…Robustness of the estimates of the hybrid New Keynesian Phillips curve (2005)Robustness of the estimates o…Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach (2005)Estimating New-Keynesian Phil…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Sticky-price models of the business cycle: Specification and stability (2001)Sticky-price models of the bu…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Monetary policy rules in practice (1998)Monetary policy rules in prac…The limits to rational expectations (1989)The limits to rational expect…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…A simple test of the New Keynesian Phillips Curve (2008)A simple test of the New Keyn…The Solution of Linear Difference Models under Rational Expectations (1980)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Generalizing the Taylor Principle (2007)Identification in Macroeconomics (2018)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)New Indexes of Coincident and Leading Economic Indicators (1989)Transition Modeling and Econometric Convergence Tests (2007)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)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Discretion versus policy rules in practice (1993)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Has Monetary Policy Become More Effective? (2006)Do central banks respond to exchange rate movements? A structural investigation (2007)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)
this work references cited by second hop

References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1989The limits to rational expectations469 cited
  • 2005Robustness of the estimates of the hybrid New Keynesian Phillips curve396 cited
  • 2005Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach382 cited
  • 2001Sticky-price models of the business cycle: Specification and stability347 cited

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  • 2008Identifying the new Keynesian Phillips curve202 cited
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    • 2008A simple test of the New Keynesian Phillips Curve10 cited