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Estimation and Evaluation of DSGE Models: Progress and Challenges
16 references·10 citing·45 second hop
Estimation and Evaluation of DSGE Models: Progress and Challenges (2011)Estimation and Evaluation of DSGE Models:…Local identification in DSGE models (2010)Local identification in DSGE …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…On the Fit of New Keynesian Models (2007)On the Fit of New Keynesian M…Business Cycle Accounting (2007)Business Cycle AccountingBayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy* (2006)Why Inflation Rose and Fell: …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…A method for taking models to the data (2003)A method for taking models to…Loss function‐based evaluation of DSGE models (2000)Loss function‐based evaluatio…Inflation and Welfare (2000)Inflation and WelfareThe Conquest of American Inflation (1999)The Conquest of American Infl…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…Indivisible labor, lotteries and equilibrium (1988)Indivisible labor, lotteries …Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…Global identification of linearized DSGE models (2018)Global identification of line…A Monte Carlo procedure for checking identification in DSGE models (2017)A Monte Carlo procedure for c…Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (2016)Policy‐Oriented Macroeconomic…How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics (2015)How Did We Get to Where We Ar…A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression (2015)A Silver Lifeboat, not Silver…Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union (2014)Forecasting with a DSGE Model…Bayesian estimation of DSGE models (2013)Bayesian estimation of DSGE m…Systemic Real and Financial Risks (2012)Systemic Real and Financial R…International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model (2012)International business cycle …BEYOND THE DSGE STRAITJACKET1 (2011)BEYOND THE DSGE STRAITJACKET1The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic Factor Model (2005)Transition Modeling and Econometric Convergence Tests (2007)Short- Term Interest Rates as Predictors of Inflation (2021)"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)Theory of Value (1959)Time to Build and Aggregate Fluctuations (1982)Indivisible labor and the business cycle (1985)The 1990s in Japan: A Lost Decade (2002)The cyclical behavior of equilibrium unemployment and vacancies revisited (2008)Labor Supply and Taxes: A Survey (2011)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Misallocation and Manufacturing TFP in China and India (2007)Misallocation and Manufacturing TFP in China and India (2009)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)Optimal fiscal and monetary policy in an economy without capital (1983)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Has the US Finance Industry Become Less Efficient? 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(2009)Remittances and the Dutch disease (2009)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Understanding the Effects of Government Spending on Consumption (2007)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)Chapter 24 Agent-based Computational Finance (2006)Expectations, learning and macroeconomic persistence (2007)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 1988Indivisible labor, lotteries and equilibrium1,231 cited
  • 2007Business Cycle Accounting1,001 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2000Inflation and Welfare797 cited
  • 1999The Conquest of American Inflation757 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 2000Loss function‐based evaluation of DSGE models651 cited
  • 2007On the Fit of New Keynesian Models509 cited
  • 2003A method for taking models to the data417 cited
  • 1989Two Models of Measurements and the Investment Accelerator371 cited
  • 2010Local identification in DSGE models308 cited
  • 2006Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy*

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285 cited

Cited by

  • 2012Systemic Real and Financial Risks21 cited
  • 2013Bayesian estimation of DSGE models20 cited
  • 2015How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics19 cited
  • 2011BEYOND THE DSGE STRAITJACKET117 cited
  • 2014Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union15 cited
  • 2017A Monte Carlo procedure for checking identification in DSGE models13 cited
  • 2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models13 cited
  • 2015A Silver Lifeboat, not Silver Fetters: Why and how the Silver Standard Insulated China from the 1929 Great Depression11 cited
  • 2012International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model11 cited
  • 2018Global identification of linearized DSGE models11 cited