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Volumn 32, Issue 8, 2008, Pages 2460-2475

Improving monetary policy models

Author keywords

Bayesian inference; Central bank models; Econometric models

Indexed keywords


EID: 48949120119     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.09.004     Document Type: Article
Times cited : (17)

References (15)
  • 1
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    • Alvarez-Lois, P., Harrison, R., Piscitelli, L., Scott, A., 2005. Taking DSGE models to the policy environment. Discussion paper, Bank of England.
    • Alvarez-Lois, P., Harrison, R., Piscitelli, L., Scott, A., 2005. Taking DSGE models to the policy environment. Discussion paper, Bank of England.
  • 3
    • 48949111867 scopus 로고    scopus 로고
    • Doepke, M., Schneider, M., 2004. Real effects of inflation through the redistribution of nominal wealth. Discussion paper, UCLA, NYU.
    • Doepke, M., Schneider, M., 2004. Real effects of inflation through the redistribution of nominal wealth. Discussion paper, UCLA, NYU.
  • 4
    • 48949111879 scopus 로고    scopus 로고
    • Edge, R.M., Kiley, M.T., Laforte, J.-P., 2005. An estimated DSGE model of the US economy with an application to natural rate measures. Discussion paper, Board of Governors of the Federal Reserve.
    • Edge, R.M., Kiley, M.T., Laforte, J.-P., 2005. An estimated DSGE model of the US economy with an application to natural rate measures. Discussion paper, Board of Governors of the Federal Reserve.
  • 5
    • 0002556498 scopus 로고
    • The probability approach in econometrics
    • iii-vi+1-115
    • Haavelmo T. The probability approach in econometrics. Econometrica 12 Suppl. (1944) iii-vi+1-115
    • (1944) Econometrica , vol.12 , Issue.SUPPL
    • Haavelmo, T.1
  • 8
    • 0034557056 scopus 로고    scopus 로고
    • Loss function-based evaluation of DSGE models
    • Schorfheide F. Loss function-based evaluation of DSGE models. Journal of Applied Econometrics 15 6 (2000) 645-670
    • (2000) Journal of Applied Econometrics , vol.15 , Issue.6 , pp. 645-670
    • Schorfheide, F.1
  • 9
    • 0003229183 scopus 로고
    • A rational expectations framework for short-run policy analysis
    • Barnett W.A., and Singleton K.J. (Eds), Cambridge University Press, Cambridge, England
    • Sims C.A. A rational expectations framework for short-run policy analysis. In: Barnett W.A., and Singleton K.J. (Eds). New Approaches to Monetary Economics (1987), Cambridge University Press, Cambridge, England 293-308
    • (1987) New Approaches to Monetary Economics , pp. 293-308
    • Sims, C.A.1
  • 10
    • 23044528143 scopus 로고    scopus 로고
    • Fiscal consequences for Mexico of adopting the dollar
    • Sims C.A. Fiscal consequences for Mexico of adopting the dollar. Journal of Money, Credit, and Banking 33 2, part 2 (2001) 597-616
    • (2001) Journal of Money, Credit, and Banking , vol.33 , Issue.2 PART 2 , pp. 597-616
    • Sims, C.A.1
  • 11
    • 0037004228 scopus 로고    scopus 로고
    • The role of models and probabilities in the monetary policy process
    • Sims C.A. The role of models and probabilities in the monetary policy process. Brookings Papers on Economic Activity 2002 2 (2002) 1-62
    • (2002) Brookings Papers on Economic Activity , vol.2002 , Issue.2 , pp. 1-62
    • Sims, C.A.1
  • 12
    • 2442558355 scopus 로고    scopus 로고
    • Econometrics for policy analysis: progress and regress
    • Sims C.A. Econometrics for policy analysis: progress and regress. De Economist 152 2 (2004) 167-175
    • (2004) De Economist , vol.152 , Issue.2 , pp. 167-175
    • Sims, C.A.1
  • 13
    • 0001211740 scopus 로고
    • Understanding unit rooters: a helicopter tour
    • Sims C.A., and Uhlig H.D. Understanding unit rooters: a helicopter tour. Econometrica 59 6 (1991) 1591-1599
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1591-1599
    • Sims, C.A.1    Uhlig, H.D.2
  • 14
    • 48949111868 scopus 로고    scopus 로고
    • Sims, C.A., Waggoner, D.F., Zha, T., 2006. Methods for inference in Large Multiple-Equation Markov-Switching Models, Federal Reserve Bank of Atlanta Working Paper 2006-22, November 2006.
    • Sims, C.A., Waggoner, D.F., Zha, T., 2006. Methods for inference in Large Multiple-Equation Markov-Switching Models, Federal Reserve Bank of Atlanta Working Paper 2006-22, November 2006.
  • 15
    • 77957241272 scopus 로고    scopus 로고
    • An estimated dynamic stochastic general equilibrium model of the euro area
    • Smets F., and Wouters R. An estimated dynamic stochastic general equilibrium model of the euro area. Journal of the European Economic Association 1 (2003) 1123-1175
    • (2003) Journal of the European Economic Association , vol.1 , pp. 1123-1175
    • Smets, F.1    Wouters, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.