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On the forecasting performance of a small-scale DSGE model
16 references·3 citing·35 second hop
On the forecasting performance of a small-scale DSGE model (2008)On the forecasting performance of a small…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Technology Shocks in the New Keynesian Model (2004)Technology Shocks in the New …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…A real-time data set for macroeconomists (2001)A real-time data set for macr…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Forecasting with Bayesian Vector Autoregressions: Five Years of Experience (1986)Forecasting with Bayesian Vec…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Macroeconomics and Reality (1980)Macroeconomics and RealityMONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)MONOPOLISTIC COMPETITION AND …Choice with Limited Capacity (2019)Choice with Limited CapacityBayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (2013)Bayesian forecasting with sma…On the predictability of time-varying VAR and DSGE models (2012)On the predictability of time…A New Approach to Consumer Theory (1976)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Model of Growth Through Creative Destruction (1992)"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)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)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)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1975MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY7,391 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited
  • 2004

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Technology Shocks in the New Keynesian Model
391 cited

Cited by

  • 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models29 cited
  • 2012On the predictability of time-varying VAR and DSGE models19 cited
  • 2019Choice with Limited Capacity1 cited