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How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
16 references·16 citing·45 second hopsampled
How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference (2011)How much nominal rigidity is there in the…Methods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Methods for Applied Macroeconomic Research (2007)Methods for Applied Macroecon…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Can Sticky Price Models Gener…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…The Quantitative Analytics of the Basic Neomonetarist Model (1995)The Quantitative Analytics of…The Quantitative Analytics of the Basic Neomonetarist Model (1995)The Quantitative Analytics of…Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Production, growth and business cycles (1988)Production, growth and busine…Modeling the effects of Brexit on the British economy (2024)Modeling the effects of Brexi…Shadow banks, banking policies and China’s macroeconomic fluctuations (2021)Shadow banks, banking policie…Testing DSGE Models by Indirect Inference: a Survey of Recent Findings (2019)Testing DSGE Models by Indire…Classical or Gravity? Which Trade Model Best Matches the UK Facts? (2017)Classical or Gravity? Which T…Monetarism rides again? US monetary policy in a world of Quantitative Easing (2016)Monetarism rides again? US mo…Does trend inflation make a difference? (2016)Does trend inflation make a d…Testing Macro Models by Indirect Inference: A Survey for Users (2015)Testing Macro Models by Indir…How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics (2015)How Did We Get to Where We Ar…A DSGE model of China (2015)A DSGE model of ChinaSTABILISATION POLICY, RATIONAL EXPECTATIONS AND PRICE‐LEVEL VERSUS INFLATION TARGETING: A SURVEY (2014)STABILISATION POLICY, RATIONA…How Useful are DSGE Macroeconomic Models for Forecasting? (2014)How Useful are DSGE Macroecon…How important is the credit channel? An empirical study of the US banking crisis (2014)How important is the credit c…Comparing behavioural and rational expectations for the US post-war economy (2014)Comparing behavioural and rat…Banking and the Macroeconomy in China: A Banking Crisis Deferred? (2014)Banking and the Macroeconomy …The ‘Puzzles’ methodology: En route to Indirect Inference? (2010)The ‘Puzzles’ methodology: En…Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference (2009)Two Orthogonal Continents? Te…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Implications of rational inattention (2003)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Markups and Firm-Level Export Status (2012)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? 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(2011)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Expectations and Exchange Rate Dynamics (1976)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)The new open economy macroeconomics: a survey (2001)Welfare and Macroeconomic Interdependence (2001)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1988Production, growth and business cycles2,193 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1995The Quantitative Analytics of the Basic Neomonetarist Model710 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 1995The Quantitative Analytics of the Basic Neomonetarist Model538 cited

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  • 2007Methods for Applied Macroeconomic Research515 cited
  • Cited by

    • 2015Testing Macro Models by Indirect Inference: A Survey for Users59 cited
    • 2016Does trend inflation make a difference?55 cited
    • 2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings44 cited
    • 2015A DSGE model of China43 cited
    • 2014STABILISATION POLICY, RATIONAL EXPECTATIONS AND PRICE‐LEVEL VERSUS INFLATION TARGETING: A SURVEY33 cited
    • 2014How Useful are DSGE Macroeconomic Models for Forecasting?32 cited
    • 2021Shadow banks, banking policies and China’s macroeconomic fluctuations26 cited
    • 2014Banking and the Macroeconomy in China: A Banking Crisis Deferred?24 cited
    • 2016Monetarism rides again? US monetary policy in a world of Quantitative Easing24 cited
    • 2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference20 cited
    • 2024Modeling the effects of Brexit on the British economy19 cited
    • 2014Comparing behavioural and rational expectations for the US post-war economy19 cited
    • 2015How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics19 cited
    • 2010The ‘Puzzles’ methodology: En route to Indirect Inference?16 cited
    • 2014How important is the credit channel? An empirical study of the US banking crisis15 cited
    • 2017Classical or Gravity? Which Trade Model Best Matches the UK Facts?15 cited