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AN OPEN ECONOMY NEW KEYNESIAN DSGE MODEL OF THE SOUTH AFRICAN ECONOMY
16 references·16 citing·31 second hopsampled
AN OPEN ECONOMY NEW KEYNESIAN DSGE MODEL OF THE SOUTH AFRICAN ECONOMY (2009)AN OPEN ECONOMY NEW KEYNESIAN DSGE MODEL …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…Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Bayesian estimation of an ope…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Monetary Policy in a Low Pass-Through Environment (2005)Monetary Policy in a Low Pass…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Interest and Prices (2004)Interest and PricesMonetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Can Sticky Price Models Gener…Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach (2001)Optimal Monetary Policy in Op…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Indivisible labor and the business cycle (1985)Indivisible labor and the bus…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies (2021)Neutral Real Interest Rates i…The Standard Narrative about DSGE Models in Central Banks’ Technical Reports (2020)The Standard Narrative about …The Optimal Monetary and Macroprudential Policies for the South African Economy (2020)The Optimal Monetary and Macr…The Quarterly Projection Model of the SARB (2017)The Quarterly Projection Mode…Inflation targeting and exchange rate management in less developed countries (2017)Inflation targeting and excha…Stock price dynamics and the business cycle in an estimated DSGE model for South Africa (2016)Stock price dynamics and the …Inflation Targeting and Exchange Rate Management In Less Developed Countries (2016)Inflation Targeting and Excha…Monetary policy and commodity terms of trade shocks in emerging market economies (2015)Monetary policy and commodity…Measuring Potential Output for the S outh A frican Economy: Embedding Information About the Financial Cycle (2015)Measuring Potential Output fo…Macroeconomic shocks and fluctuations in African economies (2015)Macroeconomic shocks and fluc…Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model (2014)Forecasting macroeconomic dat…A DSGE-VAR model for forecasting key South African macroeconomic variables (2013)A DSGE-VAR model for forecast…FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY (2011)FORECASTING PERFORMANCE OF AN…ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT (2011)ASSESSING MONETARY POLICY IN …THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY (2010)THE ROLE OF THE EXCHANGE RATE…A Note on Identification Patterns in DSGE Models (2010)A Note on Identification Patt…Discretion versus policy rules in practice (1993)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The General Theory of Employment, Interest, and Money (2018)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Technical Change and the Aggregate Production Function (1957)Time to Build and Aggregate Fluctuations (1982)Recursive Methods in Economic Dynamics (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Unified Framework for Monetary Theory and Policy Analysis (2005)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? 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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2004Interest and Prices2,583 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
  • 2007Bayesian estimation of an open economy DSGE model with incomplete pass-through852 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2001Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach561 cited

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  • 2005Monetary Policy in a Low Pass-Through Environment502 cited
  • Cited by

    • 2017Inflation targeting and exchange rate management in less developed countries56 cited
    • 2013A DSGE-VAR model for forecasting key South African macroeconomic variables49 cited
    • 2015Monetary policy and commodity terms of trade shocks in emerging market economies40 cited
    • 2010THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY39 cited
    • 2011FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY37 cited
    • 2016Stock price dynamics and the business cycle in an estimated DSGE model for South Africa29 cited
    • 2015Macroeconomic shocks and fluctuations in African economies27 cited
    • 2020The Standard Narrative about DSGE Models in Central Banks’ Technical Reports27 cited
    • 2011ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT25 cited
    • 2014Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model23 cited
    • 2020The Optimal Monetary and Macroprudential Policies for the South African Economy17 cited
    • 2016Inflation Targeting and Exchange Rate Management In Less Developed Countries17 cited
    • 2010A Note on Identification Patterns in DSGE Models16 cited
    • 2017The Quarterly Projection Model of the SARB16 cited
    • 2015Measuring Potential Output for the S outh A frican Economy: Embedding Information About the Financial Cycle12 cited
    • 2021Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies12 cited