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A Unified Framework to Estimate Macroeconomic Stars
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A Unified Framework to Estimate Macroeconomic Stars (2022)A Unified Framework to Estimate Macroecon…Safety, Liquidity, and the Natural Rate of Interest (2017)Safety, Liquidity, and the Na…Measuring the natural rate of interest: International trends and determinants (2017)Measuring the natural rate of…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The Establishment-Level Behavior of Vacancies and Hiring * (2013)The Establishment-Level Behav…Forecasting Inflation (2013)Forecasting InflationInflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Trend Inflation, Indexation, …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)Why Are the Beveridge-Nelson …Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…An Historical Analysis of Monetary Policy Rules (1998)An Historical Analysis of Mon…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…How Precise are Estimates of the Natural Rate of Unemployment? (1996)How Precise are Estimates of …Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Drivers of the natural long-term rate of interest (and why the economy hasn’t tanked) (2024)Drivers of the natural long-t…The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model (2023)The Hard Road to a Soft Landi…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Measuring Business Cycles (1947)Trends and random walks in macroeconmic time series (1982)Univariate detrending methods with stochastic trends (1986)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Econometric policy evaluation: A critique (1976)Staggered Prices in a Utility-Maximizing Framework (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)A Contribution to the Theory of Economic Growth (1956)Discretion versus policy rules in practice (1993)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Rate of Return on Everything, 1870-2015 (2018)The New Tools of Monetary Policy (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Time to Build and Aggregate Fluctuations (1982)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The Perils of Taylor Rules (2001)The quest for prosperity without inflation (2003)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 1998An Historical Analysis of Monetary Policy Rules665 cited
  • 2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve562 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?542 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 2013Forecasting Inflation449 cited
  • 1996How Precise are Estimates of the Natural Rate of Unemployment?427 cited
  • 2013The Establishment-Level Behavior of Vacancies and Hiring *371 cited

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  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
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    • 2024Drivers of the natural long-term rate of interest (and why the economy hasn’t tanked)13 cited
    • 2023The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model10 cited