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Examining bias in estimators of linear rational expectations models under misspecification
16 references·3 citing·43 second hop
Examining bias in estimators of linear rational expectations models under misspecification (2007)Examining bias in estimators of linear ra…Identifying the new Keynesian Phillips curve (2008)Identifying the new Keynesian…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…New tests of the new-Keynesian Phillips curve (2005)New tests of the new-Keynesia…Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach (2005)Estimating New-Keynesian Phil…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty (2002)Assessing Nominal Income Rule…New Tests of the New-Keynesian Phillips Curve (2001)New Tests of the New-Keynesia…Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Testing for Selectivity Bias in Panel Data Models (1992)Testing for Selectivity Bias …The limits to rational expectations (1989)The limits to rational expect…A linear algebraic procedure for solving linear perfect foresight models (1985)A linear algebraic procedure …The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Specification Tests in Econometrics (1978)Specification Tests in Econom…Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit (2021)Structural Multi-Equation Mac…Bayesian prior elicitation in DSGE models: Macro- vs micropriors (2011)Bayesian prior elicitation in…1958-2008, avatars et enjeux de la courbe de Phillips (2009)1958-2008, avatars et enjeux …Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What Is Wrong with Taylor Rules? 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References

  • 1978Specification Tests in Econometrics18,788 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 1992Testing for Selectivity Bias in Panel Data Models562 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1989The limits to rational expectations469 cited
  • 2005Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach382 cited
  • 2002Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty364 cited
  • 1985A linear algebraic procedure for solving linear perfect foresight models362 cited
  • 2005New tests of the new-Keynesian Phillips curve253 cited
  • 2008Identifying the new Keynesian Phillips curve

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202 cited
  • 2001New Tests of the New-Keynesian Phillips Curve195 cited
  • Cited by

    • 2021Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit11 cited
    • 20091958-2008, avatars et enjeux de la courbe de Phillips10 cited
    • 2011Bayesian prior elicitation in DSGE models: Macro- vs micropriors8 cited