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Forecasting with a Bayesian DSGE Model: An Application to the Euro Area
16 references·16 citing·42 second hopsampled
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References

  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 1999Inflation Targeting: Lessons from the International Experience820 cited
  • 2001Currency crises and monetary policy in an economy with credit constraints528 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy501 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2004An area-wide model for the euro area478 cited
  • 2005What caused the early millennium slowdown? Evidence based on vector autoregressions389 cited
  • 2003Modest policy interventions380 cited
  • 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
  • 2002Investor Protection, Ownership, and the Cost of Capital293 cited
  • 2010Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach

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283 cited
  • 2010Investment, Protection, Ownership, and the Cost of Capital281 cited
  • Cited by

    • 2012A Macroeconomic Model with a Financial Sector301 cited
    • 2010Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach225 cited
    • 2012Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments200 cited
    • 2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002193 cited
    • 2010The Kinked Demand Curve and Price Rigidity: Evidence from Scanner Data*179 cited
    • 2010Price Setting in the Euro Area : Some Stylised Facts from Individual Producer Price Data179 cited
    • 2010Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ?173 cited
    • 2010Inflation Persistence and Price-Setting Behaviour in the Euro Area: A Summary of the Inflation Persistence Network Evidence168 cited
    • 2010Time-Dependent versus State-Dependent Pricing: A Panel Data Approach to the Determinants of Belgian Consumer Price Changes168 cited
    • 2010Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets156 cited
    • 2010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks156 cited
    • 2010A comparison of forecast performance between federal reserve staff forecasts, simple reduced‐form models, and a DSGE model152 cited
    • 2010The Patterns and Determinants of Price Setting in the Belgian Industry151 cited
    • 2010Market Size, Competition and the Product Mix of Exporters150 cited
    • 2007Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network150 cited
    • 2010A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts148 cited