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(Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
16 references·1 citing·46 second hop
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,216 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
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  • 2001A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily535 cited
  • 1995A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily506 cited
  • 1998Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model440 cited
  • 2005Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models

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273 cited
  • 2005On the Fit and Forecasting Performance of New Keynesian Models236 cited
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    • 2011The Productivity Gap: Productivity Surges as a Source of Monetary Excess11 cited