SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Can the Kydland-Prescott Model Pass the Cogley-Nason Test?
16 references·16 citing·42 second hopsampled
Can the Kydland-Prescott Model Pass the Cogley-Nason Test? (2010)Can the Kydland-Prescott Model Pass the C…Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…Can Long-Run Restrictions Identify Technology Shocks? (2005)Can Long-Run Restrictions Ide…Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)Entropy densities with an app…Output Dynamics in Real-Business-Cycle Models (1998)Output Dynamics in Real-Busin…Macroeconomic Fluctuations and the Allocation of Time (1997)Macroeconomic Fluctuations an…Business Cycles and Labor-Market Search (1996)Business Cycles and Labor-Mar…Output Dynamics in Real-Business-Cycles Models (1995)Output Dynamics in Real-Busin…Factor Hoarding and the Propagation of Business Cycles Shocks (1994)Factor Hoarding and the Propa…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Optimal Consumption and Portf…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)DERIVATIVE ASSET PRICING WITH…Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Current Real Business Cycle T…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (1988)A Time Series Analysis of Rep…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Understanding Asset Prices: Determinants and Policy Implications (2010)Understanding Asset Prices: D…The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area (2010)The Reliability of Macroecono…The Fed and the Question of Financial Stability: An Empirical Investigation (2010)The Fed and the Question of F…The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2010)The Cross-Section of Foreign …Stock Exchanges Industry Consolidation and Shock Transmission (2010)Stock Exchanges Industry Cons…Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate (2010)Probability of Informed Tradi…Opportunity Costs of Having a Child, Financial Constraints and Fertility (2010)Opportunity Costs of Having a…Monetary Policy Inertia or Persistent Shocks? (2010)Monetary Policy Inertia or Pe…Is There a Structural Break in Equilibrium Velocity in the Euro Area? (2010)Is There a Structural Break i…Financial (Dis)Integration (2010)Financial (Dis)IntegrationEuro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework (2010)Euro Money Market Interest Ra…Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy? (2010)Does Uncertainty Make a Time-…Determinants of Long-Term Interest Rates in the United States and the Euro Area: A Multivariate Approach (2010)Determinants of Long-Term Int…Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data (2010)Convergence in Household Cred…Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area (2010)Are Business and Credit Cycle…Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve (2007)Time-Varying Coefficients in …Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Does bank capital affect lending behavior? (2004)How Do Banks Set Interest Rates? (2004)The role of securitization in bank liquidity and funding management (2011)Option pricing: A simplified approach (1979)Capital Market Equilibrium with Transaction Costs (1986)Portfolio Selection with Transaction Costs (1990)There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs (1995)HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 (1996)Option pricing with transaction costs and a nonlinear Black-Scholes equation (1998)A Contribution to the Theory of Economic Growth (1956)Understanding business cycles (1977)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Looking into the Black Box: A Survey of the Matching FunctionInvestment, Capacity Utilization and the Real Business Cycle (1986)Search in the labor market and the real business cycle (1995)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)Resuscitating Real Business Cycles (2000)A method for taking models to the data (2003)International Risk Sharing and the Transmission of Productivity Shocks (2008)Optimal Investment, Growth Options, and Security Returns (1998)Why Do Americans Work So Much More Than Europeans? (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Presidential Address: Discount Rates (2011)What's News in Business Cycles (2008)Innovation, Growth, and Asset Prices (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1996Business Cycles and Labor-Market Search1,085 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations978 cited
  • 1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty581 cited
  • 1995Output Dynamics in Real-Business-Cycles Models490 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1998Output Dynamics in Real-Business-Cycle Models403 cited
  • 1997Macroeconomic Fluctuations and the Allocation of Time337 cited
  • 1994Factor Hoarding and the Propagation of Business Cycles Shocks330 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 2002Entropy densities with an application to autoregressive conditional skewness and kurtosis262 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

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

229 cited
  • 2005Can Long-Run Restrictions Identify Technology Shocks?212 cited
  • Cited by

    • 2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk81 cited
    • 2010Opportunity Costs of Having a Child, Financial Constraints and Fertility54 cited
    • 2010The Fed and the Question of Financial Stability: An Empirical Investigation52 cited
    • 2010Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area47 cited
    • 2010Monetary Policy Inertia or Persistent Shocks?44 cited
    • 2010Stock Exchanges Industry Consolidation and Shock Transmission43 cited
    • 2007Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve42 cited
    • 2010Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?39 cited
    • 2010The Reliability of Macroeconomic Forecasts Based on Real Interest Rate Gap Estimates in Real Time: An Assessment for the Euro Area39 cited
    • 2010Financial (Dis)Integration39 cited
    • 2010Is There a Structural Break in Equilibrium Velocity in the Euro Area?38 cited
    • 2010Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data38 cited
    • 2010Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework37 cited
    • 2010Determinants of Long-Term Interest Rates in the United States and the Euro Area: A Multivariate Approach36 cited
    • 2010Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate36 cited
    • 2010Understanding Asset Prices: Determinants and Policy Implications32 cited