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Inference in models with adaptive learning
16 references·4 citing·33 second hop
Inference in models with adaptive learning (2010)Inference in models with adaptive learningShocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Bounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Towards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …The theory and practice of econometrics (1986)The theory and practice of ec…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Phillips curve and labor markets (1976)The Phillips curve and labor …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…Inflation Persistence and the Rationality of Inflation Expectations (2022)Inflation Persistence and the…Empirical calibration of adaptive learning (2017)Empirical calibration of adap…Learning from Ination Experiences (2013)Learning from Ination Experie…MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY* (2012)MODEL UNCERTAINTY AND EXCHANG…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A Theory of the Consumption Function (1960)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Discretion versus policy rules in practice (1993)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)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 2002Prices and unit labor costs: a new test of price stickiness808 cited

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1976
The Phillips curve and labor markets
612 cited

Cited by

  • 2012MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*28 cited
  • 2022Inflation Persistence and the Rationality of Inflation Expectations27 cited
  • 2017Empirical calibration of adaptive learning26 cited
  • 2013Learning from Ination Experiences15 cited