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Measurement with some theory: a new approach to evaluate business cycle models
16 references·1 citing·49 second hopsampled
Measurement with some theory: a new approach to evaluate business cycle models (2010)Measurement with some theory: a new appro…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…New Keynesian Models: Not Yet Useful for Policy Analysis (2008)New Keynesian Models: Not Yet…Understanding the Effects of Government Spending on Consumption (2007)Understanding the Effects of …On the Fit of New Keynesian Models (2007)On the Fit of New Keynesian M…Business Cycle Accounting (2007)Business Cycle AccountingABCs (and Ds) of Understanding VARs (2007)ABCs (and Ds) of Understandin…What does a technology shock do? A VAR analysis with model-based sign restrictions (2006)What does a technology shock …Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Priors from General Equilibrium Models for VARS* (2004)Priors from General Equilibri…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…The Changing Transmission Mechanism of U.S. Monetary Policy (2015)The Changing Transmission Mec…Macroeconomics and Reality (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Ten Years After the Financial Crisis: What Have We Learned from the Renaissance in Fiscal Research? (2019)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)The Economic Effects of Energy Price Shocks (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Time to Build and Aggregate Fluctuations (1982)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Misallocation and Manufacturing TFP in China and India (2007)Misallocation and Manufacturing TFP in China and India (2009)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Risk, uncertainty and monetary policy (2013)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Rational Decisions (1952)Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Do central banks respond to exchange rate movements? A structural investigation (2007)Expectations, learning and macroeconomic persistence (2007)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Identifying Government Spending Shocks: It's all in the Timing* (2011)When Is the Government Spending Multiplier Large? (2011)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)The federal funds rate and the channels of monetary transmission (1989)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)A Monetary History of the United States, 1867-1960 (2017)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)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2007Understanding the Effects of Government Spending on Consumption1,923 cited
  • 2007Business Cycle Accounting1,001 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS543 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • 2007On the Fit of New Keynesian Models509 cited
  • 2007ABCs (and Ds) of Understanding VARs480 cited
  • 2008New Keynesian Models: Not Yet Useful for Policy Analysis418 cited

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  • 2006What does a technology shock do? A VAR analysis with model-based sign restrictions396 cited
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    • 2015The Changing Transmission Mechanism of U.S. Monetary Policy13 cited