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Forecasting with a Bayesian DSGE Model: An Application to the Euro Area
16 references·16 citing·43 second hopsampled
Forecasting with a Bayesian DSGE Model: An Application to the Euro Area (2004)Forecasting with a Bayesian DSGE Model: A…Investment, Protection, Ownership, and the Cost of Capital (2010)Investment, Protection, Owner…Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach (2010)Comparing Shocks and Friction…What caused the early millennium slowdown? Evidence based on vector autoregressions (2005)What caused the early millenn…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system (2005)Bayesian fan charts for U.K. …Modest policy interventions (2003)Modest policy interventionsAn Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …The Role of Models and Probabilities in the Monetary Policy Process (2002)The Role of Models and Probab…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…European inflation dynamics (2001)European inflation dynamicsCurrency crises and monetary policy in an economy with credit constraints (2001)Currency crises and monetary …Inflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: Lessons …Inflation targeting: lessons from the international experience (1999)Inflation targeting: lessons …Market reforms in the time of imbalance (2016)Market reforms in the time of…Forecast Combinations in a DSGE‐VAR Lab (2016)Forecast Combinations in a DS…Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals (2015)Do Central Bank Forecasts Inf…Forecasting and Policy Making (2013)Forecasting and Policy MakingEvaluating Point and Density Forecasts of DSGE Models (2013)Evaluating Point and Density …Forecasting With DSGE Models (2012)Forecasting With DSGE ModelsThe Productivity and Export Spillovers of the Internationalisation Behaviour of Belgian Firms (2010)The Productivity and Export S…The diversity of forecasts from macroeconomic models of the US economy (2010)The diversity of forecasts fr…DSGE models and their use at the ECB (2010)DSGE models and their use at …DSGE model-based forecasting of non-modelled variables (2010)DSGE model-based forecasting …ECONOMY OF WORDS (2009)ECONOMY OF WORDSA Structural Model of Australia as a Small Open Economy (2009)A Structural Model of Austral…On the forecasting performance of a small-scale DSGE model (2008)On the forecasting performanc…Learning, monetary policy rules, and macroeconomic stability (2008)Learning, monetary policy rul…EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA (2008)EMPIRICAL PROPERTIES OF CLOSE…Central bank misperceptions and the role of money in interest-rate rules (2008)Central bank misperceptions a…Bank Runs, Deposit Insurance, and Liquidity (1983)The Determinants of Banking Crises in Developing and Developed Countries (1998)Financial Contagion (2000)Networks in Finance (2008)Network Structure and Systemic Risk in Banking Systems (2013)The effect of the interbank network structure on contagion and common shocks (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)A Model of Balance-of-Payments Crises (1979)Agency Costs, Net Worth, And Business Fluctuations (1988)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Why do countries float the way they float? 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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 1999Inflation Targeting: Lessons from the International Experience820 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2001European inflation dynamics622 cited
  • 2001Currency crises and monetary policy in an economy with credit constraints528 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy501 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2005What caused the early millennium slowdown? Evidence based on vector autoregressions389 cited
  • 2003Modest policy interventions380 cited
  • 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
  • 2010Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach283 cited
  • 2010Investment, Protection, Ownership, and the Cost of Capital

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281 cited
  • 2005Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system198 cited
  • Cited by

    • 2009ECONOMY OF WORDS148 cited
    • 2016Market reforms in the time of imbalance83 cited
    • 2008On the forecasting performance of a small-scale DSGE model80 cited
    • 2013Forecasting and Policy Making79 cited
    • 2008Learning, monetary policy rules, and macroeconomic stability78 cited
    • 2012Forecasting With DSGE Models71 cited
    • 2015Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals69 cited
    • 2016Forecast Combinations in a DSGE‐VAR Lab61 cited
    • 2010The diversity of forecasts from macroeconomic models of the US economy59 cited
    • 2013Evaluating Point and Density Forecasts of DSGE Models54 cited
    • 2009A Structural Model of Australia as a Small Open Economy54 cited
    • 2010The Productivity and Export Spillovers of the Internationalisation Behaviour of Belgian Firms54 cited
    • 2010DSGE model-based forecasting of non-modelled variables52 cited
    • 2010DSGE models and their use at the ECB48 cited
    • 2008Central bank misperceptions and the role of money in interest-rate rules48 cited
    • 2008EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA43 cited