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Incorporating Conjunctural Analysis in Structural Models
16 references·4 citing·43 second hop
Incorporating Conjunctural Analysis in Structural Models (2009)Incorporating Conjunctural Analysis in St…Short‐term forecasts of euro area GDP growth (2011)Short‐term forecasts of euro …The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis (2008)The New Area-Wide Model of th…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…On the Fit of New Keynesian Models (2007)On the Fit of New Keynesian M…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…DSGE Models in a Data-Rich Environment (2006)DSGE Models in a Data-Rich En…On the Fit and Forecasting Performance of New Keynesian Models (2005)On the Fit and Forecasting Pe…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…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Optimal Monetary Policy (2002)Optimal Monetary PolicyThe Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Short-term forecasting of GDP with a DSGE model augmented by monthly indicators (2014)Short-term forecasting of GDP…Professional forecasters and real-time forecasting with a DSGE model (2014)Professional forecasters and …Model comparison and robustness: a proposal for policy analysis after the financial crisis (2012)Model comparison and robustne…Evaluating Point and Density Forecasts of DSGE Models (2010)Evaluating Point and Density …New Indexes of Coincident and Leading Economic Indicators (1989)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Volatility forecast comparison using imperfect volatility proxies (2010)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Comparing New Keynesian models of the business cycle: A Bayesian approach (2005)Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005)Robustness of the estimates of the hybrid New Keynesian Phillips curve (2005)The Role of Monetary Policy (1995)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)Macroeconomics and Reality (1980)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Generalizing the Taylor Principle (2007)Identification in Macroeconomics (2018)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 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
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2002Solving Linear Rational Expectations Models1,104 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
  • 2008The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis373 cited
  • 2002Optimal Monetary Policy345 cited
  • 2011Short‐term forecasts of euro area GDP growth269 cited
  • 2005On the Fit and Forecasting Performance of New Keynesian Models236 cited

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  • 2006DSGE Models in a Data-Rich Environment209 cited
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    • 2014Professional forecasters and real-time forecasting with a DSGE model39 cited
    • 2010Evaluating Point and Density Forecasts of DSGE Models16 cited
    • 2012Model comparison and robustness: a proposal for policy analysis after the financial crisis15 cited
    • 2014Short-term forecasting of GDP with a DSGE model augmented by monthly indicators13 cited