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Bayesian prior elicitation in DSGE models: Macro- vs micropriors
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Bayesian prior elicitation in DSGE models: Macro- vs micropriors (2011)Bayesian prior elicitation in DSGE models…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) (2008)Forming priors for DSGE model…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? (2006)Can Rational Expectations Sti…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Comparing New Keynesian models of the business cycle: A Bayesian approach (2005)Comparing New Keynesian model…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…Sensitivity Analysis in Practice (2002)Sensitivity Analysis in Pract…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…A Bayesian approach to dynamic macroeconomics (2000)A Bayesian approach to dynami…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Macroeconomics and Reality (1980)Impulse response analysis in nonlinear multivariate models (1996)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Macroeconomic Shocks and Their Propagation (2016)The Solution of Linear Difference Models under Rational Expectations (1980)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Forecasting: theory and practice (2022)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Rational Decisions (1952)Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Are Forecasting Models Usable for Policy Analysis? (1986)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Estimation and Inference of Impulse Responses by Local Projections (2005)Staggered prices in a utility-maximizing framework (1983)Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach (2005)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules, discretion and reputation in a model of monetary policy (1983)Robustness properties of a rule for monetary policy (1988)Staggered Prices in a Utility-Maximizing Framework (1996)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)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Technological Innovation, Resource Allocation, and Growth* (2017)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy6,239 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2007Bayesian Analysis of DSGE Models1,400 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area544 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • 2002Sensitivity Analysis in Practice526 cited
  • 2005Comparing New Keynesian models of the business cycle: A Bayesian approach391 cited
  • 2008Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)322 cited
  • 2000A Bayesian approach to dynamic macroeconomics221 cited

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2006
Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?
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