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A Small-Sample Study of the New-Keynesian Macro Model
16 references·16 citing·25 second hopsampled
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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
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 1998An Historical Analysis of Monetary Policy Rules

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665 cited
  • 2002Dating the integration of world equity markets561 cited
  • Cited by

    • 2010Imperfect Information, Macroeconomic Dynamics and the Yield Curve: An Encompassing Macro-Finance Model83 cited
    • 2008DSGE MODEL-BASED ESTIMATION OF THE NEW KEYNESIAN PHILLIPS CURVE75 cited
    • 2006Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling74 cited
    • 2011Macroeconomic Regimes70 cited
    • 2008An Estimated New Keynesian Policy Model for Australia*69 cited
    • 2004The Econometrics of the New Keynesian Policy Model: Introduction*49 cited
    • 2006Changes in the Federal Reserve's Inflation Target: Causes and Consequences42 cited
    • 2019Multivariate Quantile Impulse Response Functions41 cited
    • n.d.Asset Prices and Monetary Policy33 cited
    • 2007Estimating a Small DSGE Model under Rational and Measured Expectations: Some Comparisons32 cited
    • 2014Equilibrium credit: The reference point for macroprudential supervisors32 cited
    • 2011The theoretical framework of monetary policy revisited29 cited
    • 2005Specifying and Estimating New Keynesian Models with Instrument Rules and Optimal Monetary Policies22 cited
    • 2009Monetary Policy Rules and Inflation Process in Open Emerging Economies: Evidence for 12 New EU Members22 cited
    • 2004Specifying and Estimating New Keynesian Models with Instrument Rules and Optimal Monetary Policies21 cited
    • 2010Monetary Policy Rules and Inflation Processes in Open Emerging Economies19 cited