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FAT-TAIL DISTRIBUTIONS AND BUSINESS-CYCLE MODELS
16 references·16 citing·43 second hopsampled
FAT-TAIL DISTRIBUTIONS AND BUSINESS-CYCLE MODELS (2013)FAT-TAIL DISTRIBUTIONS AND BUSINESS-CYCLE…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Time-Varying Volatility o…On the Fit of New Keynesian Models (2007)On the Fit of New Keynesian M…Estimating Macroeconomic Models: A Likelihood Approach (2007)Estimating Macroeconomic Mode…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…NBER Macroeconomics Annual 2005 (2006)NBER Macroeconomics Annual 20…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Modelling Extremal Events (1997)Modelling Extremal EventsOutput Dynamics in Real-Business-Cycles Models (1995)Output Dynamics in Real-Busin…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Financial Market Imperfections and Business Cycles (1993)Financial Market Imperfection…The equity risk premium a solution (1988)The equity risk premium a sol…Production, growth and business cycles (1988)Production, growth and busine…The COVID-19 shock and challenges for inflation modelling (2022)The COVID-19 shock and challe…Structural reforms, animal spirits, and monetary policies (2020)Structural reforms, animal sp…RATIONAL HEURISTICS? 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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1988Production, growth and business cycles2,193 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 1993Financial Market Imperfections and Business Cycles857 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2006NBER Macroeconomics Annual 2005718 cited
  • 2007Estimating Macroeconomic Models: A Likelihood Approach513 cited
  • 2007On the Fit of New Keynesian Models509 cited
  • 1995Output Dynamics in Real-Business-Cycles Models

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490 cited

Cited by

  • 2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead274 cited
  • 2019More Is Different … and Complex!: The Case for Agent-Based Macroeconomics222 cited
  • 2020RATIONAL HEURISTICS? EXPECTATIONS AND BEHAVIORS IN EVOLVING ECONOMIES WITH HETEROGENEOUS INTERACTING AGENTS170 cited
  • 2012Macroeconomic Policy in DSGE and Agent-Based Models156 cited
  • 2014Estimation of ergodic agent-based models by simulated minimum distance128 cited
  • 2017An interdisciplinary model for macroeconomics128 cited
  • 2015Microeconomic Origins of Macroeconomic Tail Risks102 cited
  • 2017Forecasting with VAR models: Fat tails and stochastic volatility95 cited
  • 2018Drawing on different disciplines: macroeconomic agent-based models95 cited
  • 2022The COVID-19 shock and challenges for inflation modelling68 cited
  • 2014Markets connectivity and financial contagion62 cited
  • 2017Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents62 cited
  • 2018Behavioural New Keynesian models49 cited
  • 2014Bank interlinkages and macroeconomic stability48 cited
  • 2020Structural reforms, animal spirits, and monetary policies40 cited
  • 2018Debunking the granular origins of aggregate fluctuations: from real business cycles back to Keynes36 cited