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Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the New Phillips Curve)
16 references·15 citing·37 second hop
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this work references cited by second hop

References

  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • 1991Negotiation of profit-sharing contracts in industry189 cited
  • 1993Commitment Value of Contracts Under Renegotiation Constraints188 cited
  • 1999La modélisation Var "structurel" : application à la politique monétaire en France175 cited
  • 2007Loss Distribution Approach for Operational Risk175 cited
  • 2011On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note165 cited
  • 2011Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election162 cited
  • 2011The Tail Behavior of Stock Returns: Emerging Versus Mature Markets161 cited
  • 2001Can financial infrastructures foster economic development?158 cited
  • 1999Le contenu en information de la pente des taux : application au cas des titres publics français158 cited
  • 2000La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques157 cited

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  • 2010THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS155 cited
  • 1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates155 cited
  • Cited by

    • 2010The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries86 cited
    • 2010Opportunity Costs of Having a Child, Financial Constraints and Fertility54 cited
    • 2010Monetary Policy Inertia or Persistent Shocks?44 cited
    • 2010Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity44 cited
    • 2010Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?39 cited
    • 2010Is There a Structural Break in Equilibrium Velocity in the Euro Area?38 cited
    • 2010Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data38 cited
    • 2010Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate36 cited
    • 2010Understanding Asset Prices: Determinants and Policy Implications32 cited
    • 2007PRICE STABILITY AND THE ECB'S MONETARY POLICY STRATEGY*22 cited
    • 2008Factor analysis in a model with rational expectations20 cited
    • 2005The Phillips Curve Under State-Dependent Pricing20 cited
    • 2004Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing20 cited
    • 2006Testing the New Keynesian Phillips Curve Without Assuming Identification17 cited
    • 2006A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting16 cited