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Euro area inflation persistence in an estimated nonlinear DSGE model
16 references·12 citing·35 second hop
Euro area inflation persistence in an estimated nonlinear DSGE model (2010)Euro area inflation persistence in an est…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…Estimating Macroeconomic Models: A Likelihood Approach (2007)Estimating Macroeconomic Mode…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Interest and Prices (2004)Interest and PricesAn area-wide model for the euro area (2004)An area-wide model for the eu…Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Solving dynamic general equil…An 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 …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Monetary policy rules in practice (1998)Monetary policy rules in prac…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Nominal price rigidity, money supply endogeneity, and business cycles (1996)Nominal price rigidity, money…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Breaking the UIP: A Model‐Equivalence Result (2021)Breaking the UIP: A Model‐Equ…Estimation of ergodic agent-based models by simulated minimum distance (2014)Estimation of ergodic agent-b…Threshold effects and inflation persistence in South Africa (2012)Threshold effects and inflati…Estimating Sovereign Default Risk (2012)Estimating Sovereign Default …Yield curve in an estimated nonlinear macro model (2011)Yield curve in an estimated n…Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (2011)Exact likelihood computation …The Phillips curve and the Italian lira, 1861–1998 (2010)The Phillips curve and the It…Do Social Enterprises Finance Their Investments Differently from For-profit Firms? The Case of Social Residential Services in Italy (2010)Do Social Enterprises Finance…Yield Curve in an Estimated Nonlinear Macro Model (2009)Yield Curve in an Estimated N…Wage Bargaining Coordination and the Phillips Curve in Italy (2009)Wage Bargaining Coordination …Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk (2008)Imperfect Predictability and …Household Portfolios and Implicit Risk Aversion (2008)Household Portfolios and Impl…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)"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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A model of unconventional monetary policy (2010)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Discretion versus policy rules in practice (1993)The Role of Monetary Policy (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Financial Shocks (2012)Risk Shocks (2013)American Economic Review (2019)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2004Interest and Prices2,583 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 1996Nominal price rigidity, money supply endogeneity, and business cycles1,232 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,216 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2007Estimating Macroeconomic Models: A Likelihood Approach513 cited

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  • 2004An area-wide model for the euro area478 cited
  • Cited by

    • 2014Estimation of ergodic agent-based models by simulated minimum distance128 cited
    • 2012Estimating Sovereign Default Risk107 cited
    • 2010Do Social Enterprises Finance Their Investments Differently from For-profit Firms? The Case of Social Residential Services in Italy44 cited
    • 2011Yield curve in an estimated nonlinear macro model39 cited
    • 2008Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk28 cited
    • 2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations23 cited
    • 2008Household Portfolios and Implicit Risk Aversion21 cited
    • 2010The Phillips curve and the Italian lira, 1861–199818 cited
    • 2021Breaking the UIP: A Model‐Equivalence Result17 cited
    • 2009Yield Curve in an Estimated Nonlinear Macro Model14 cited
    • 2012Threshold effects and inflation persistence in South Africa13 cited
    • 2009Wage Bargaining Coordination and the Phillips Curve in Italy13 cited