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On the Fit of New Keynesian Models
14 references·16 citing·37 second hop
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this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 1996Procyclical Productivity: Increasing Returns or Cyclical Utilization?608 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited

Cited by

  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model

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1,500 cited
  • 2010Investment shocks and the relative price of investment512 cited
  • 2014Ambiguous Business Cycles388 cited
  • 2007Evaluating an estimated new Keynesian small open economy model379 cited
  • 2010Rational Inattention and Monetary Economics359 cited
  • 2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)310 cited
  • 2019Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs286 cited
  • 2012DSGE Model-Based Forecasting278 cited
  • 2014Real-Time Forecasting With a Mixed-Frequency VAR250 cited
  • 2012The Forward Guidance Puzzle240 cited
  • 2010Can structural small open-economy models account for the influence of foreign disturbances?226 cited
  • 2011Sources of macroeconomic fluctuations: A regime-switching DSGE approach217 cited
  • 2009Steady‐state priors for vector autoregressions212 cited
  • 2016Solution and Estimation Methods for DSGE Models198 cited
  • 2009Land of addicts? an empirical investigation of habit‐based asset pricing models196 cited
  • 2009IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*194 cited