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Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach
16 references·16 citing·24 second hopsampled
Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach (2010)Comparing Shocks and Frictions in US and …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Resuscitating real business cycles (1999)Resuscitating real business c…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Monetary policy rules in practice (1998)Monetary policy rules in prac…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Institutions and export dynamics (2015)Institutions and export dynam…Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2012)Macroprudential Policy, Count…A Macroeconomic Model with a Financial Sector (2012)A Macroeconomic Model with a …Time-Dependent versus State-Dependent Pricing: A Panel Data Approach to the Determinants of Belgian Consumer Price Changes (2010)Time-Dependent versus State-D…The Kinked Demand Curve and Price Rigidity: Evidence from Scanner Data* (2010)The Kinked Demand Curve and P…Price-Setting Behaviour in Belgium: What Can Be Learned from an Ad Hoc Survey ? (2010)Price-Setting Behaviour in Be…Price Setting in the Euro Area : Some Stylised Facts from Individual Producer Price Data (2010)Price Setting in the Euro Are…Inflation Persistence and Price-Setting Behaviour in the Euro Area: A Summary of the Inflation Persistence Network Evidence (2010)Inflation Persistence and Pri…Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002 (2010)Industry Wage Differentials, …Habit formation, the cross section of stock returns and the cash-flow risk puzzle (2010)Habit formation, the cross se…Forecasting with a Bayesian DSGE Model: An Application to the Euro Area (2010)Forecasting with a Bayesian D…Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach (2010)Financial (In)Stability, Supe…A New Keynesian Model with Unemployment (2010)A New Keynesian Model with Un…Natural rate measures in an estimated DSGE model of the U.S. economy (2007)Natural rate measures in an e…The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences (2006)The Fed's monetary policy rul…Estimating dynamic equilibrium economies: linear versus nonlinear likelihood (2005)Estimating dynamic equilibriu…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Time to Build and Aggregate Fluctuations (1982)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Some Evidence on the Importance of Sticky Prices (2004)When Is the Government Spending Multiplier Large? (2011)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Impact of Uncertainty Shocks (2009)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Spreads and Business Cycle Fluctuations (2012)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1998Monetary policy rules in practice2,206 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2002Has the Business Cycle Changed and Why?1,515 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
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective1,135 cited
  • 1999Resuscitating real business cycles

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928 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • Cited by

    • 2012A Macroeconomic Model with a Financial Sector301 cited
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    • 2006The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences225 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
    • 2005Estimating dynamic equilibrium economies: linear versus nonlinear likelihood198 cited
    • 2010Forecasting with a Bayesian DSGE Model: An Application to the Euro Area196 cited
    • 2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002193 cited
    • 2010Habit formation, the cross section of stock returns and the cash-flow risk puzzle184 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
    • 2007Natural rate measures in an estimated DSGE model of the U.S. economy158 cited