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DSGE MODEL-BASED ESTIMATION OF THE NEW KEYNESIAN PHILLIPS CURVE
16 references·16 citing·38 second hopsampled
DSGE MODEL-BASED ESTIMATION OF THE NEW KEYNESIAN PHILLIPS CURVE (2008)DSGE MODEL-BASED ESTIMATION OF THE NEW KE…The Time-Varying Volatility of Macroeconomic Fluctuations (2008)The Time-Varying Volatility o…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…Implications of rational inattention (2003)Implications of rational inat…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output (1999)State-Dependent Pricing and t…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Discretion versus policy rules in practice (1993)Discretion versus policy rule…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Monopolistic Price Adjustment and Aggregate Output (1982)Monopolistic Price Adjustment…What causes business cycles to elongate, or recessions to intensify? (2018)What causes business cycles t…The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models (2017)The Discretization Filter: A …Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (2014)Macroeconomic Dynamics Near t…Has U.S. Monetary Policy Tracked the Efficient Interest Rate? (2014)Has U.S. Monetary Policy Trac…The New Keynesian Phillips curve with myopic agents (2013)The New Keynesian Phillips cu…Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries (2013)Macroeconomic Dynamics Near t…Identification-robust analysis of DSGE and structural macroeconomic models (2013)Identification-robust analysi…Macroeconomic Policy in DSGE and Agent-Based Models (2012)Macroeconomic Policy in DSGE …Autoregression-based estimation of the new Keynesian Phillips curve (2012)Autoregression-based estimati…Inventories, inflation dynamics and the New Keynesian Phillips curve (2011)Inventories, inflation dynami…Evaluating Interest Rate Rules in an Estimated DSGE Model (2011)Evaluating Interest Rate Rule…Estimation and Evaluation of DSGE Models: Progress and Challenges (2011)Estimation and Evaluation of …Estimation and Evaluation of DSGE Models: Progress and Challenges (2011)Estimation and Evaluation of …Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs (2009)Sticky Prices Versus Monetary…Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs (2009)Sticky Prices Versus Monetary…Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs (2009)Sticky Prices versus Monetary…Some International Evidence on Output-Inflation Tradeoffs. (1973)An Economic Theory of Self-Control (1977)Golden Eggs and Hyperbolic Discounting (1997)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)In Search of Attention (2011)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The General Theory of Employment, Interest, and Money (2018)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Real Wage Rigidities and the New Keynesian Model (2007)Optimal Sticky Prices under Rational Inattention (2009)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2003Implications of rational inattention3,869 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 1982Monopolistic Price Adjustment and Aggregate Output1,167 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2002Prices and unit labor costs: a new test of price stickiness808 cited
  • 1999

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State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output
770 cited

Cited by

  • 2012Macroeconomic Policy in DSGE and Agent-Based Models156 cited
  • 2013Identification-robust analysis of DSGE and structural macroeconomic models55 cited
  • 2013Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries38 cited
  • 2009Sticky Prices versus Monetary Frictions: An Estimation of Policy Trade-Offs31 cited
  • 2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs30 cited
  • 2011Estimation and Evaluation of DSGE Models: Progress and Challenges30 cited
  • 2011Estimation and Evaluation of DSGE Models: Progress and Challenges29 cited
  • 2012Autoregression-based estimation of the new Keynesian Phillips curve23 cited
  • 2017The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models22 cited
  • 2014Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries21 cited
  • 2018What causes business cycles to elongate, or recessions to intensify?20 cited
  • 2009Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs20 cited
  • 2014Has U.S. Monetary Policy Tracked the Efficient Interest Rate?19 cited
  • 2011Evaluating Interest Rate Rules in an Estimated DSGE Model19 cited
  • 2011Inventories, inflation dynamics and the New Keynesian Phillips curve16 cited
  • 2013The New Keynesian Phillips curve with myopic agents15 cited