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The structure and properties of the Federal Reserve Board Multicountry Model
5 references·8 citing·47 second hop
The structure and properties of the Federal Reserve Board Multicountry Model (1987)The structure and properties of the Feder…The federal reserve board MPS quarterly econometric model of the US economy (1985)The federal reserve board MPS…Macroeconomic Policy Coordination among the Industrial Economies (1984)Macroeconomic Policy Coordina…Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982)Fluctuations in the dollar: A…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…A Dynamic Macroeconometric Model of Pakistan’s Economy (2011)A Dynamic Macroeconometric Mo…An algorithm competition: First-order iterations versus Newton-based techniques (1998)An algorithm competition: Fir…The Evolution of Macro Models at the Federal Reserve Board (1997)The Evolution of Macro Models…Interpreting Linear Models (1995)Interpreting Linear ModelsTarget zones and international policy coordination (1992)Target zones and internationa…Aggregate investment, the stock market, and the Q model (1991)Aggregate investment, the sto…Exchange rate determination: Single-equation or economy-wide models? (1990)Exchange rate determination: …Adjustment costs and international trade dynamics (1989)Adjustment costs and internat…Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (2011)The exchange rate and macroeconomic determinants: Time-varying transitional dynamics (2011)Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? (2012)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countries (2003)Investment in Fixed Capital Stock: Testing for the Impact of Sectoral and Systemic Uncertainty* (2004)Bond vs stock market's Q: Testing for stability across frequencies and over time (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Macroeconomics and Reality (1980)Intertemporal substitution in import demand (1991)Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods (1999)A new trade network theory: What economists can learn from engineers (2016)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Interest-Elasticity of Transactions Demand For Cash (1956)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment (2002)Global and National Macroeconometric Modelling (2006)Will Monetary Policy Become More of a Science? (2007)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Exchange Rates and the Current Account. (1980)Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Exchange rate forecasting: the errors we’ve really made (2003)The Solution of Linear Difference Models under Rational Expectations (1980)Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS (1983)Oil Price Shocks and the U.S. Stagflation of the 1970s: Some Insights from GEM (2006)Improving competition in the non-tradable goods and labour markets: the Portuguese case (2010)The ECB's New Multi-Country Model for the Euro Area: NMCM - Simulated with Rational Expectations (2011)Econometric policy evaluation: A critique (1976)Recent Developments in Monetary Policy Analysis: The Roles of Theory and Evidence (1999)The Monetary Policy Debate Since October 1979: Lessons for Theory and Practice (2005)Housing Wealth Isn't Wealth (2008)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)International Policy Coordination in Dynamic Macroeconomic Models (1984)Exchange Rate Economics (1986)International Currency Experience: New Lessons and Lessons Relearned (1995)Global Current Account Imbalances and Exchange Rate Adjustments (2005)The Share of Systematic Variation in Bilateral Exchange Rates (2017)
this work references cited by second hop

References

  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1984Macroeconomic Policy Coordination among the Industrial Economies331 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
  • 1982Fluctuations in the dollar: A model of nominal and real exchange rate determination258 cited
  • 1985The federal reserve board MPS quarterly econometric model of the US economy109 cited

Cited by

  • 1998An algorithm competition: First-order iterations versus Newton-based techniques103 cited
  • 1997The Evolution of Macro Models at the Federal Reserve Board45 cited
  • 1989Adjustment costs and international trade dynamics39 cited
  • 1990Exchange rate determination: Single-equation or economy-wide models?32 cited
  • 1991Aggregate investment, the stock market, and the Q model30 cited
  • 1992Target zones and international policy coordination21 cited
  • 2011A Dynamic Macroeconometric Model of Pakistan’s Economy20 cited
  • 1995Interpreting Linear Models2 cited

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