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On the statistical identification of DSGE models

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References

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2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited

Cited by

2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models183 cited
2013Identification-robust analysis of DSGE and structural macroeconomic models55 cited
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2018LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL30 cited
2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models29 cited
2010On the precision of Calvo parameter estimates in structural NKPC models27 cited
2012On the predictability of time-varying VAR and DSGE models19 cited
2013Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models17 cited
2011Sectoral Price Facts in a Sticky-Price Model17 cited
2014MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS16 cited
2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models13 cited
2021Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit11 cited
2022Model Validation and DSGE Modeling9 cited