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Forecasting with DSGE models: What frictions are important?
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Forecasting with DSGE models: What frictions are important? (2017)Forecasting with DSGE models: What fricti…DSGE Model-Based Forecasting (2012)DSGE Model-Based ForecastingShocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Probabilistic Forecasts, Calibration and Sharpness (2007)Probabilistic Forecasts, Cali…Forecasting Performance of an Open Economy DSGE Model (2007)Forecasting Performance of an…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Density forecasting: a survey (2000)Density forecasting: a surveyChapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Density Forecasts …Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyStaggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…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)Discretion versus policy rules in practice (1993)The General Theory of Employment, Interest, and Money (2018)"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)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)Understanding the Effects of Government Spending on Consumption (2007)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)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)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 2007Probabilistic Forecasts, Calibration and Sharpness1,774 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 2000Density forecasting: a survey318 cited
  • 2012DSGE Model-Based Forecasting278 cited
  • 2007

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Forecasting Performance of an Open Economy DSGE Model
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