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Endogenous Persistence in an Estimated DSGE Model Under Imperfect Information
16 references·14 citing·40 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 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
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,216 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 2003Explaining happiness1,000 cited
  • 2009Optimal Sticky Prices under Rational Inattention967 cited
  • 1993Journal of Economic Theory875 cited
  • 2007Bayesian estimation of an open economy DSGE model with incomplete pass-through852 cited
  • 2006NBER Macroeconomics Annual 2005718 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009Back to square one: Identification issues in DSGE models570 cited
  • Cited by

    • 2015Animal spirits and credit cycles81 cited
    • 2014House prices, expectations, and time-varying fundamentals70 cited
    • 2015CES technology and business cycle fluctuations39 cited
    • 2012The Modeling of Expectations in Empirical DSGE Models: A Survey37 cited
    • 2014STABILISATION POLICY, RATIONAL EXPECTATIONS AND PRICE‐LEVEL VERSUS INFLATION TARGETING: A SURVEY33 cited
    • 2015Financial Deepening and Economic Growth in Advanced and Emerging Economies32 cited
    • 2018Inflation dynamics and adaptive expectations in an estimated DSGE model27 cited
    • 2012Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm24 cited
    • 2019THE U.S. LABOR INCOME SHARE AND AUTOMATION SHOCKS22 cited
    • 2022Testing policy effectiveness during COVID-19: An NK-DSGE analysis18 cited
    • 2012Monetary policy in an uncertain world: probability models and the design of robust monetary rules16 cited
    • 2011Data revisions in the estimation of DSGE models15 cited
    • 2019AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION12 cited
    • 2017A tale of fat tails11 cited