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Parameter Drifting in a DSGE Model Estimated on Czech Data
15 references·6 citing·44 second hop
Parameter Drifting in a DSGE Model Estimated on Czech Data (2011)Parameter Drifting in a DSGE Model Estima…MEDEA: a DSGE model for the Spanish economy (2010)MEDEA: a DSGE model for the S…Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting (2010)Fortune or Virtue: Time-Varia…Implementing the New Structural Model of the Czech National Bank (2009)Implementing the New Structur…DSGE Models and Central Banks (2009)DSGE Models and Central BanksMonetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework (2008)Monetary policy, inflation, a…In Search of the Transmission Mechanism of Fiscal Policy (2007)In Search of the Transmission…DSGE Modeling at the Fund (2007)DSGE Modeling at the FundWere There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data (2005)Has U.S. Monetary Policy Chan…Matlab code for a sticky wage/price model (2002)Matlab code for a sticky wage…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Are Government Bonds Net Wealth? (1974)Are Government Bonds Net Weal…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks (2020)Financial globalisation, mone…Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint (2019)Should monetary policy lean a…Choice with Limited Capacity (2019)Choice with Limited CapacityFinancial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks (2017)Financial Globalisation, Mone…Monetary Policy Implications of Financial Frictions in the Czech Republic (2011)Monetary Policy Implications …An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Measuring the Output Responses to Fiscal Policy (2012)Fiscal Volatility Shocks and Economic Activity (2015)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)On the Theory of Optimal Investment Decision (1958)On the concept of optimal economic growth (1965)A Theory of Social Interactions (1974)Clausulas comparativas do portugues (1975)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Risk, Uncertainty and Profit (1921)Rational Expectations and the Theory of Price Movements (1961)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Role of Monetary Policy (1995)Does Culture Affect Economic Outcomes? (2006)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Macroeconomic Shocks and Their Propagation (2016)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules, discretion and reputation in a model of monetary policy (1983)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Debt, Deficits, and Finite Horizons (1985)Real Business Cycles in a Small Open Economy (1991)Business Cycles and the Asset Structure of Foreign Trade (1994)Business cycles in emerging economies: the role of interest rates (2005)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomics and Reality (1980)Household Leverage and the Recession of 2007 to 2009 (2009)Should Monetary Policy "Lean or Clean"? (2009)Understanding financial crisis through accounting models (2010)The Deposits Channel of Monetary Policy* (2017)Monetary Policy and the Redistribution Channel (2019)Forecasting: theory and practice (2022)
this work references cited by second hop

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1974Are Government Bonds Net Wealth?6,041 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,585 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2008Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework965 cited
  • 2007In Search of the Transmission Mechanism of Fiscal Policy329 cited
  • 2005Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data327 cited
  • 2009DSGE Models and Central Banks175 cited
  • 2002Matlab code for a sticky wage/price model103 cited
  • 2010MEDEA: a DSGE model for the Spanish economy84 cited
  • 2009Implementing the New Structural Model of the Czech National Bank51 cited
  • 2007DSGE Modeling at the Fund37 cited
  • 2010Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting31 cited

Cited by

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2011
Monetary Policy Implications of Financial Frictions in the Czech Republic
22 cited
  • 2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks12 cited
  • 2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks9 cited
  • 2019Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint8 cited
  • 2019Choice with Limited Capacity1 cited
  • 2021Wishful Thinking in Macroeconomic Expectations0 cited