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Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing
16 references·3 citing·36 second hop
Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing (2004)Maximum Likelihood Estimation of Dynamic …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Interest and Prices (2004)Interest and PricesAn Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …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…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Numerical Methods in Economics (1998)Numerical Methods in EconomicsThe (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…Inflation Persistence (1995)Inflation PersistenceThe Cyclical Behavior of Marginal Cost and Price (1987)The Cyclical Behavior of Marg…Monopolistic Competition and the Effects of Aggregate Demand (1987)Monopolistic Competition and …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Nowa synteza neoklasyczna w makroekonomii (2010)Nowa synteza neoklasyczna w m…Estimating the Hungarian New-Keynesian phillips curve (2008)Estimating the Hungarian New-…The Phillips Curve Under State-Dependent Pricing (2005)The Phillips Curve Under Stat…"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)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A model of unconventional monetary policy (2010)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Real Wage Rigidities and the New Keynesian Model (2007)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Optimal Sticky Prices under Rational Inattention (2009)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Nominal price rigidity, money supply endogeneity, and business cycles (1996)Low inflation, pass-through, and the pricing power of firms (2000)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Inflation targeting as a monetary policy rule (1999)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 2004Interest and Prices2,583 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1987Monopolistic Competition and the Effects of Aggregate Demand1,457 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective1,135 cited
  • 1995Inflation Persistence1,007 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 2002Prices and unit labor costs: a new test of price stickiness808 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1987

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The Cyclical Behavior of Marginal Cost and Price
510 cited

Cited by

  • 2005The Phillips Curve Under State-Dependent Pricing20 cited
  • 2010Nowa synteza neoklasyczna w makroekonomii16 cited
  • 2008Estimating the Hungarian New-Keynesian phillips curve14 cited