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Econometric estimation of a structural macroeconomic model for the Russian economy
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Econometric estimation of a structural macroeconomic model for the Russian economy (2014)Econometric estimation of a structural ma…Dynare: Reference Manual. Version 4 (2011)Dynare: Reference Manual. Ver…Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) (2008)Forming priors for DSGE model…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Bayesian estimation of an ope…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Comparing New Keynesian models of the business cycle: A Bayesian approach (2005)Comparing New Keynesian model…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…A method for taking models to the data (2003)A method for taking models to…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Matlab code for a sticky wage/price model (2002)Matlab code for a sticky wage…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …European Inflation Dynamics (2000)European Inflation DynamicsThe Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…DSGE Models: Problem of Trends (2019)DSGE Models: Problem of TrendsThe Solution of Linear Difference Models under Rational Expectations (1980)Bayesian Analysis of DSGE Models (2007)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Forecasting: theory and practice (2022)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Discretion versus policy rules in practice (1993)"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)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Credit and Banking in a DSGE Model of the Euro Area (2010)Oil and the Macroeconomy since World War II (1983)Real Business Cycles in a Small Open Economy (1991)International Real Business Cycles (1992)International Business Cycles: World, Region, and Country-Specific Factors (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Business cycles in emerging economies: the role of interest rates (2005)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Macroeconomics and Reality (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foundations of International Macroeconomics (1997)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Default Risk and Income Fluctuations in Emerging Economies (2008)Sudden Stops, Financial Crises, and Leverage (2010)Risk Matters: The Real Effects of Volatility Shocks (2011)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)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Technological Innovation, Resource Allocation, and Growth* (2017)
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References

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  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
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  • 2003A method for taking models to the data417 cited
  • 2005Comparing New Keynesian models of the business cycle: A Bayesian approach391 cited
  • 2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)322 cited
  • 2011Dynare: Reference Manual. Version 4282 cited

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  • 2002Matlab code for a sticky wage/price model103 cited
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    • 2019DSGE Models: Problem of Trends8 cited