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Priors from General Equilibrium Models for Vars · Study

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PreprintPriors from General Equilibrium Models for Vars

Marco Del Negro2002

OA

Preprintgreen2002

Priors from General Equilibrium Models for Vars

Marco Del Negro · Frank Schorfheide

66 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Economic theories and models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 66 citations exist upstream.

References

1980Macroeconomics and Reality 1976Econometric policy evaluation: A critique 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY 1994Comparing Predictive Accuracy 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 1999Inflation dynamics: A structural econometric analysis

Cited by

2016Understanding Inflation as a Joint Monetary-Fiscal Phenomenon 2009On the Informational Role of Term Structure in the U.S. Monetary Policy Rule 2010General Equilibrium Restrictions for Dynamic Factor Models 2013The FRBNY DSGE Model 2016Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China 2008International Evidence on Sticky Consumption Growth 2018Bayesian Vector Autoregressions 2011Estimation and Evaluation of DSGE Models: Progress and Challenges

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations66

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.325801

openalex_workW2164702500

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