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Frequentist Inference in Weakly Identifi ed DSGE Models
16 references·10 citing·32 second hop
Frequentist Inference in Weakly Identifi ed DSGE Models (2009)Frequentist Inference in Weakly Identifi …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…Firm-specific capital, nominal rigidities and the business cycle (2010)Firm-specific capital, nomina…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? * (2008)State-Dependent or Time-Depen…Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Five Facts about Prices: A Re…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Interest and Prices (2004)Interest and PricesAn Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test (2014)Monetary Policy Indeterminacy…Frequentist Evaluation of Small DSGE Models (2014)Frequentist Evaluation of Sma…Bayesian estimation of DSGE models (2013)Bayesian estimation of DSGE m…A Geometric Approach to Weakly Identified Econometric Models (2012)A Geometric Approach to Weakl…Maximum Likelihood Inference in Weakly Identified DSGE Models (2011)Maximum Likelihood Inference …Estimation and Evaluation of DSGE Models: Progress and Challenges (2011)Estimation and Evaluation of …Estimation and Evaluation of DSGE Models: Progress and Challenges (2011)Estimation and Evaluation of …Path forecast evaluation (2010)Path forecast evaluationEVALUATING THE STRENGTH OF IDENTIFICATION IN DSGE MODELS. AN A PRIORI APPROACH (2010)EVALUATING THE STRENGTH OF ID…A Note on Identification Patterns in DSGE Models (2010)A Note on Identification Patt…Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)The General Theory of Employment, Interest, and Money (2018)The Science of Monetary Policy: A New Keynesian Perspective (1999)Financial Factors in Economic Fluctuations (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Globalization and the Gains From Variety (2006)Optimal Sticky Prices under Rational Inattention (2009)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)American Economic Review (2019)The Return to Protectionism* (2019)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Aggregate Dynamics and Staggered Contracts (1980)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A model of unconventional monetary policy (2010)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Spreads and Business Cycle Fluctuations (2012)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2004Interest and Prices2,583 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 2008Five Facts about Prices: A Reevaluation of Menu Cost Models *1,525 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2008State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? *664 cited
  • 2010Firm-specific capital, nominal rigidities and the business cycle591 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2002Has the Business Cycle Changed and Why?561 cited

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  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • Cited by

    • 2010Path forecast evaluation64 cited
    • 2011Maximum Likelihood Inference in Weakly Identified DSGE Models31 cited
    • 2011Estimation and Evaluation of DSGE Models: Progress and Challenges30 cited
    • 2011Estimation and Evaluation of DSGE Models: Progress and Challenges29 cited
    • 2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test27 cited
    • 2013Bayesian estimation of DSGE models20 cited
    • 2010EVALUATING THE STRENGTH OF IDENTIFICATION IN DSGE MODELS. AN A PRIORI APPROACH20 cited
    • 2014Frequentist Evaluation of Small DSGE Models17 cited
    • 2010A Note on Identification Patterns in DSGE Models16 cited
    • 2012A Geometric Approach to Weakly Identified Econometric Models15 cited