-
1
-
-
0000576130
-
Toward a theory of discounted repeated games with imperfect monitoring
-
Abreu D, Pearce D, Stacchetti E (1990) Toward a theory of discounted repeated games with imperfect monitoring. Econometrica 58: 1041-1063.
-
(1990)
Econometrica
, vol.58
, pp. 1041-1063
-
-
Abreu, D.1
Pearce, D.2
Stacchetti, E.3
-
2
-
-
85008867897
-
-
Adolfson M, Laséen S, Lindé J, Villani M (2005) Bayesian estimation of an open economy DSGE model with incomplete pass-through. Sveriges Riksbank Working Paper Series 179.
-
-
-
-
3
-
-
33646772535
-
-
Alesina A, Glaeser E, Sacerdote B (2006) Work and leisure in the U. S. and Europe: why so different? NBER Macroecon Annu 2005: 1-64.
-
-
-
-
4
-
-
12144262641
-
Using asset prices to measure the cost of the business cycle
-
Álvarez F, Jermann UJ (2004) Using asset prices to measure the cost of the business cycle. J Political Econ 112: 1223-1256.
-
(2004)
J Political Econ
, vol.112
, pp. 1223-1256
-
-
Álvarez, F.1
Jermann, U.J.2
-
5
-
-
85008895220
-
-
Álvarez LJ, Burriel P, Hernando I (2005) Do decreasing hazard functions for price changes make sense? Working Paper No. 461, European Central Bank.
-
-
-
-
6
-
-
34248203740
-
Bayesian analysis of DSGE models
-
An S, Schorfheide F (2006) Bayesian analysis of DSGE models. Econom Rev 26: 113-172.
-
(2006)
Econom Rev
, vol.26
, pp. 113-172
-
-
An, S.1
Schorfheide, F.2
-
7
-
-
85008935479
-
-
Andrés J, Burriel P, Estrada A (2006) BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area. Documento de Trabajo del Banco de España 0631.
-
-
-
-
11
-
-
85008928299
-
-
Backus DK, Kehoe P, Kydland F (1995) International business cycles: theory and evidence. In: Cooley T (eds). Frontiers of business cycle research. Princeton University Press, Princeton.
-
-
-
-
13
-
-
4344674622
-
Risks for the long run: A potential resolution of asset pricing puzzles
-
Bansal R, Yaron A (2004) Risks for the long run: a potential resolution of asset pricing puzzles. J Finance 59: 1481-1509.
-
(2004)
J Finance
, vol.59
, pp. 1481-1509
-
-
Bansal, R.1
Yaron, A.2
-
14
-
-
85008961213
-
-
Barro (2006) On the welfare costs of consumption uncertainty. NBER Working Paper 12763.
-
-
-
-
15
-
-
34547342734
-
Habits, peers, and happiness: An evolutionary perspective
-
Becker GS, Rayo L (2007) Habits, peers, and happiness: an evolutionary perspective. Am Econ Rev Pap Proc 97: 487-491.
-
(2007)
Am Econ Rev Pap Proc
, vol.97
, pp. 487-491
-
-
Becker, G.S.1
Rayo, L.2
-
16
-
-
0001955946
-
Indeterminacy and increasing returns
-
Benhabib J, Farmer RE (1992) Indeterminacy and increasing returns. J Econ Theory 63: 19-41.
-
(1992)
J Econ Theory
, vol.63
, pp. 19-41
-
-
Benhabib, J.1
Farmer, R.E.2
-
17
-
-
84936146987
-
Homework in macroeconomics: Household production and aggregate fluctuations
-
Benhabib J, Rogerson R, Wright R (1991) Homework in macroeconomics: household production and aggregate fluctuations. J Political Econ 99: 1166-1187.
-
(1991)
J Political Econ
, vol.99
, pp. 1166-1187
-
-
Benhabib, J.1
Rogerson, R.2
Wright, R.3
-
18
-
-
85008977275
-
-
Berger JO, Wolpert RL (1988) The likelihood principle, 2nd edn. The Institute of Mathematical Statistics.
-
-
-
-
19
-
-
70449530457
-
The financial accelerator in a quantitative business cycle framework
-
J. B. Taylor and M. Woodford (Eds.), New York: North-Holland/Elsevier
-
Bernanke BS, Gertler M, Gilchrist S (1999) The financial accelerator in a quantitative business cycle framework. In: Taylor JB, Woodford M (eds) Handbook of macroeconomics, vol 1. North-Holland/Elsevier, New York, pp 1341-1393.
-
(1999)
Handbook of Macroeconomics, Vol 1
, pp. 1341-1393
-
-
Bernanke, B.S.1
Gertler, M.2
Gilchrist, S.3
-
21
-
-
4544260608
-
Some evidence on the importance of sticky prices
-
Bils M, Klenow P (2004) Some evidence on the importance of sticky prices. J Political Econ 112: 947-985.
-
(2004)
J Political Econ
, vol.112
, pp. 947-985
-
-
Bils, M.1
Klenow, P.2
-
22
-
-
85008867896
-
-
Bils M, Klenow PJ, Malin BA (2008) Reset price inflation and the impact of monetary policy shocks. Mimeo, University of Rochester.
-
-
-
-
23
-
-
85008951465
-
-
Binsbergen JH, Fernández-Villaverde J, Koijen RSJ, Rubio-Ramirez J (2008) Working with Epstein-Zin preferences: computation and likelihood estimation of DSGE models with recursive preferences. Mimeo, University of Pennsylvania.
-
-
-
-
24
-
-
0001755446
-
On the foundations of statistical inference
-
Birnbaum A (1962) On the foundations of statistical inference. J Am Stat Assoc 57: 269-326.
-
(1962)
J Am Stat Assoc
, vol.57
, pp. 269-326
-
-
Birnbaum, A.1
-
25
-
-
0000107650
-
Monopolistic competition and the effects of aggregate demand
-
Blanchard OJ, Kiyotaki N (1987) Monopolistic competition and the effects of aggregate demand. Am Econ Rev 77: 647-666.
-
(1987)
Am Econ Rev
, vol.77
, pp. 647-666
-
-
Blanchard, O.J.1
Kiyotaki, N.2
-
26
-
-
85008961214
-
-
Boivin J, Giannoni M (2006) DSGE models in a data-rich environment. NBER Working Paper, 12272.
-
-
-
-
27
-
-
77956782282
-
Micro data and general equilibrium models
-
J. B. Taylor and M. Woodford (Eds.), Amsterdam: Elsevier
-
Browning M, Hansen LP, Heckman JJ (1999) Micro data and general equilibrium models. In: Taylor JB, Woodford M (eds) Handbook of macroeconomics, vol 1, chap 8. Elsevier, Amsterdam, pp 543-633.
-
(1999)
Handbook of Macroeconomics, Vol 1, Chap 8
, pp. 543-633
-
-
Browning, M.1
Hansen, L.P.2
Heckman, J.J.3
-
28
-
-
0000047175
-
Explaining investment dynamics in U.S. manufacturing: A generalized (S,s) approach
-
Caballero RJ, Engel EMRA (1999) Explaining investment dynamics in U. S. manufacturing: a generalized (S, s) approach. Econometrica 67: 783-826.
-
(1999)
Econometrica
, vol.67
, pp. 783-826
-
-
Caballero, R.J.1
Engel, E.M.R.A.2
-
29
-
-
48749143178
-
Staggered prices in a utility-maximizing framework
-
Calvo GA (1983) Staggered prices in a utility-maximizing framework. J Monet Econ 12: 383-398.
-
(1983)
J Monet Econ
, vol.12
, pp. 383-398
-
-
Calvo, G.A.1
-
30
-
-
66049100957
-
Consumption-based asset pricing
-
G. M. Constantinides, M. Harris, and R. M. Stulz (Eds.), Amsterdam: Elsevier
-
Campbell JY (2003) Consumption-based asset pricing. In: Constantinides GM, Harris M, Stulz RM (eds) Handbook of the economics of finance, 1st edn, vol 1, chap 13. Elsevier, Amsterdam, pp 803-887.
-
(2003)
Handbook of the Economics of Finance, 1st Edn, Vol 1, Chap 13
, pp. 803-887
-
-
Campbell, J.Y.1
-
32
-
-
85008880383
-
-
Canova F (2008) Bridging cyclical DSGE Models and the raw data. Mimeo, Pompeu Fabra University.
-
-
-
-
33
-
-
85008923639
-
-
Canova F, Ferroni F (2009) Multiple filtering devices for the estimation of cyclical DSGE models. Mimeo, Pompeu Fabra University.
-
-
-
-
34
-
-
85008879053
-
-
Canova F, Sala L (2006) Back to square one: identification issues in DSGE models. Mimeo, Pompeu Fabra University.
-
-
-
-
35
-
-
0000726697
-
State-dependent pricing and the dynamics of money and output
-
Caplin A, Leahy J (1991) State-dependent pricing and the dynamics of money and output. Q J Econ 106: 683-708.
-
(1991)
Q J Econ
, vol.106
, pp. 683-708
-
-
Caplin, A.1
Leahy, J.2
-
36
-
-
0000949914
-
Aggregation and optimization with state-dependent pricing
-
Caplin A, Leahy J (1997) Aggregation and optimization with state-dependent pricing. Econometrica 65: 601-626.
-
(1997)
Econometrica
, vol.65
, pp. 601-626
-
-
Caplin, A.1
Leahy, J.2
-
37
-
-
0000726694
-
Menu costs and the neutrality of money
-
Caplin A, Spulber D (1987) Menu costs and the neutrality of money. Q J Econ 102: 703-725.
-
(1987)
Q J Econ
, vol.102
, pp. 703-725
-
-
Caplin, A.1
Spulber, D.2
-
38
-
-
0037240164
-
Nonparametric applications of Bayesian inference
-
Chamberlain G, Imbens GW (2003) Nonparametric applications of Bayesian inference. J Bus Econ Stat 21: 12-18.
-
(2003)
J Bus Econ Stat
, vol.21
, pp. 12-18
-
-
Chamberlain, G.1
Imbens, G.W.2
-
39
-
-
70350295881
-
Land of addicts? An empirical investigation of habit-based asset pricing models
-
Chen XH, Ludvigson SC (2008) Land of addicts? An empirical investigation of habit-based asset pricing models. J Appl Econom 24(7): 1057-1093.
-
(2008)
J Appl Econom
, vol.24
, Issue.7
, pp. 1057-1093
-
-
Chen, X.H.1
Ludvigson, S.C.2
-
40
-
-
0347354945
-
A MCMC approach to classical estimation
-
Chernozhukov V, Hong H (2003) A MCMC approach to classical estimation. J Econom 115(2): 293-346.
-
(2003)
J Econom
, vol.115
, Issue.2
, pp. 293-346
-
-
Chernozhukov, V.1
Hong, H.2
-
41
-
-
84952201122
-
Linear-quadratic approximation and value-function iteration: A comparison
-
Christiano LJ (1990) Linear-quadratic approximation and value-function iteration: a comparison. J Bus Econ Stat 8: 99-113.
-
(1990)
J Bus Econ Stat
, vol.8
, pp. 99-113
-
-
Christiano, L.J.1
-
42
-
-
15844392342
-
Nominal rigidities and the dynamic effects of a shock to monetary policy
-
Christiano L, Eichenbaum M, Evans CL (2005) Nominal rigidities and the dynamic effects of a shock to monetary policy. J Political Econ 113: 1-45.
-
(2005)
J Political Econ
, vol.113
, pp. 1-45
-
-
Christiano, L.1
Eichenbaum, M.2
Evans, C.L.3
-
43
-
-
85008878343
-
-
Christoffel K, Coenen G, Warne A (2007) The new area-wide model of the Euro area: specification and first estimation results. Mimeo, European Central Bank.
-
-
-
-
44
-
-
0006260747
-
Monetary policy rules and macroeconomic stability: Evidence and some theory
-
Clarida R, Galí J, Gertler M (2000) Monetary policy rules and macroeconomic stability: evidence and some theory. Q J Econ 115: 147-180.
-
(2000)
Q J Econ
, vol.115
, pp. 147-180
-
-
Clarida, R.1
Galí, J.2
Gertler, M.3
-
45
-
-
25144474063
-
Estimation and identification of structural parameters in the presence of multiple equilibria
-
Cooper RW (2002) Estimation and identification of structural parameters in the presence of multiple equilibria. Ann Econ Stat 6: 1-25.
-
(2002)
Ann Econ Stat
, vol.6
, pp. 1-25
-
-
Cooper, R.W.1
-
46
-
-
33745841282
-
On the nature of capital adjustment costs
-
Cooper RW, Haltiwanger JC (2006) On the nature of capital adjustment costs. Rev Econ Stud 73: 611-633.
-
(2006)
Rev Econ Stud
, vol.73
, pp. 611-633
-
-
Cooper, R.W.1
Haltiwanger, J.C.2
-
47
-
-
0029483053
-
Business cycles in small open economies
-
Correia I, Neves J, Rebelo S (1995) Business cycles in small open economies. Eur Econ Rev 39: 1089-1113.
-
(1995)
Eur Econ Rev
, vol.39
, pp. 1089-1113
-
-
Correia, I.1
Neves, J.2
Rebelo, S.3
-
49
-
-
85008951463
-
-
Del Moral P, Jacod J (2002) The Monte-Carlo method for filtering with discrete time observations. Central limit theorems. In: Lyons TJ, Salisbury TS (eds) Numerical methods and stochastics. The Fields Institute Communications, American Mathematical Society, Providence.
-
-
-
-
50
-
-
55649090068
-
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
-
Del Negro M, Schorfheide F (2008) Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). J Monet Econ 55: 1191-1208.
-
(2008)
J Monet Econ
, vol.55
, pp. 1191-1208
-
-
Del Negro, M.1
Schorfheide, F.2
-
51
-
-
33746193363
-
Price setting in the Euro area and the United States: Some facts from individual consumer price data
-
Dhyne E, Álvarez LJ, Bihan HL, Veronese G, Dias D, Hoffmann J, Jonker N, Lunnemann P, Rumler F, Vilmunen J (2006) Price setting in the Euro area and the United States: some facts from individual consumer price data. J Econ Perspectives 20: 171-192.
-
(2006)
J Econ Perspectives
, vol.20
, pp. 171-192
-
-
Dhyne, E.1
Álvarez, L.J.2
Bihan, H.L.3
Veronese, G.4
Dias, D.5
Hoffmann, J.6
Jonker, N.7
Lunnemann, P.8
Rumler, F.9
Vilmunen, J.10
-
52
-
-
0040322024
-
State dependent pricing and the general equilibrium dynamics of money and output
-
Dotsey M, King RG, Wolman A (1999) State dependent pricing and the general equilibrium dynamics of money and output. Q J Econ 114: 655-690.
-
(1999)
Q J Econ
, vol.114
, pp. 655-690
-
-
Dotsey, M.1
King, R.G.2
Wolman, A.3
-
54
-
-
85008977273
-
-
Edge RM, Kiley MT, Laforte J-P (2009) A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model. Finance and Economics Discussion Series 2009-10, Board of Governors of the Federal Reserve System.
-
-
-
-
55
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
-
Epstein L, Zin SE (1989) Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Econometrica 57: 937-969.
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.1
Zin, S.E.2
-
56
-
-
84935429666
-
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis
-
Epstein L, Zin SE (1991) Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis. J Political Econ 99: 263-286.
-
(1991)
J Political Econ
, vol.99
, pp. 263-286
-
-
Epstein, L.1
Zin, S.E.2
-
58
-
-
85008935478
-
-
Farmer RE (2007) Aggregate demand and supply. NBER Working Paper, 13406.
-
-
-
-
59
-
-
85008951464
-
-
Farmer RE, Waggoner DF, Zha T (2006a) Minimal state variable solutions to Markov-switching rational expectations models. Mimeo, Federal Reserve Bank of Atlanta.
-
-
-
-
60
-
-
85008880382
-
-
Farmer RE, Waggoner DF, Zha T (2006b) Indeterminacy in a forward looking regime switching model. Mimeo, Federal Reserve Bank of Atlanta.
-
-
-
-
61
-
-
4344706161
-
Comparing dynamic equilibrium models to data: A Bayesian approach
-
Fernández-Villaverde J, Rubio-Ramírez J (2004) Comparing dynamic equilibrium models to data: a Bayesian approach. J Econom 123: 153-187.
-
(2004)
J Econom
, vol.123
, pp. 153-187
-
-
Fernández-Villaverde, J.1
Rubio-Ramírez, J.2
-
62
-
-
30744444158
-
Estimating dynamic equilibrium economies: Linear versus nonlinear likelihood
-
Fernández-Villaverde J, Rubio-Ramírez J (2005) Estimating dynamic equilibrium economies: linear versus nonlinear likelihood. J Appl Econom 20: 891-910.
-
(2005)
J Appl Econom
, vol.20
, pp. 891-910
-
-
Fernández-Villaverde, J.1
Rubio-Ramírez, J.2
-
63
-
-
33749035245
-
Solving DSGE models with perturbation methods and a change of variables
-
Fernández-Villaverde J, Rubio-Ramirez J (2006) Solving DSGE models with perturbation methods and a change of variables. J Econ Dyn Control 30: 2509-2531.
-
(2006)
J Econ Dyn Control
, vol.30
, pp. 2509-2531
-
-
Fernández-Villaverde, J.1
Rubio-Ramirez, J.2
-
64
-
-
34548526338
-
Estimating macroeconomic models: A likelihood approach
-
Fernández-Villaverde J, Rubio-Ramírez J (2007) Estimating macroeconomic models: a likelihood approach. Rev Econ Stud 74: 1059-1087.
-
(2007)
Rev Econ Stud
, vol.74
, pp. 1059-1087
-
-
Fernández-Villaverde, J.1
Rubio-Ramírez, J.2
-
68
-
-
33746208859
-
The dynamic effects of neutral and investment-specific technology shocks
-
Fisher J (2006) The dynamic effects of neutral and investment-specific technology shocks. J Political Econ 114: 413-452.
-
(2006)
J Political Econ
, vol.114
, pp. 413-452
-
-
Fisher, J.1
-
69
-
-
0000202123
-
On the asymptotic behavior of Bayes estimates in the discrete case
-
Freedman DA (1963) On the asymptotic behavior of Bayes estimates in the discrete case. Ann Math Stat 34: 1386-1403.
-
(1963)
Ann Math Stat
, vol.34
, pp. 1386-1403
-
-
Freedman, D.A.1
-
72
-
-
84986088295
-
Bayesian treatment of the independent student-t linear model
-
Geweke JF (1993) Bayesian treatment of the independent student-t linear model. J Appl Econom 8: S19-S40.
-
(1993)
J Appl Econom
, vol.8
-
-
Geweke, J.F.1
-
73
-
-
84974239933
-
Priors for macroeconomic time series and their application
-
Geweke JF (1994) Priors for macroeconomic time series and their application. Econom Theory 10: 609-632.
-
(1994)
Econom Theory
, vol.10
, pp. 609-632
-
-
Geweke, J.F.1
-
74
-
-
85008907538
-
-
Geweke JF (1998) Using simulation methods for Bayesian econometric models: inference, development and communication. Staff Report, 249, Federal Reserve Bak of Minneapolis.
-
-
-
-
76
-
-
33747688922
-
Optimal predictions in everyday cognition
-
Griffiths TL, Tenenbaum JB (2006) Optimal predictions in everyday cognition. Psychol Sci 17: 767-773.
-
(2006)
Psychol Sci
, vol.17
, pp. 767-773
-
-
Griffiths, T.L.1
Tenenbaum, J.B.2
-
77
-
-
0348198491
-
Long-run implications of investment-specific technological change
-
Greenwood J, Herkowitz Z, Krusell P (1997) Long-run implications of investment-specific technological change. Am Econ Rev 87: 342-362.
-
(1997)
Am Econ Rev
, vol.87
, pp. 342-362
-
-
Greenwood, J.1
Herkowitz, Z.2
Krusell, P.3
-
78
-
-
0033963790
-
The role of investment-specific technological change in the business cycle
-
Greenwood J, Herkowitz Z, Krusell P (2000) The role of investment-specific technological change in the business cycle. Eur Econ Rev 44: 91-115.
-
(2000)
Eur Econ Rev
, vol.44
, pp. 91-115
-
-
Greenwood, J.1
Herkowitz, Z.2
Krusell, P.3
-
79
-
-
85008969098
-
-
Guerrón-Quintana P (2008) What you match does matter: the effects of data on DSGE estimation. Mimeo, North Carolina State University.
-
-
-
-
80
-
-
0039862012
-
Macroeconomic fluctuations and the allocation of time
-
Hall R (1997) Macroeconomic fluctuations and the allocation of time. J Labor Econ 15: S223-S250.
-
(1997)
J Labor Econ
, vol.15
-
-
Hall, R.1
-
81
-
-
84934563125
-
Implications of security market data for models of dynamic economies
-
Hansen LP, Jagannathan R (1991) Implications of security market data for models of dynamic economies. J Political Econ 99: 225-262.
-
(1991)
J Political Econ
, vol.99
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
82
-
-
0001920287
-
Seasonality and approximation errors in rational expectations models
-
Hansen LP, Sargent TJ (1993) Seasonality and approximation errors in rational expectations models. J Econom 55: 21-55.
-
(1993)
J Econom
, vol.55
, pp. 21-55
-
-
Hansen, L.P.1
Sargent, T.J.2
-
84
-
-
44249096414
-
Intertemporal substitution and risk aversion
-
J. J. Heckman and E. Leamer (Eds.), New York: North-Holland/Elsevier
-
Hansen LP, Heaton J, Lee J, Roussanov N (2007) Intertemporal substitution and risk aversion. In: Heckman JJ, Leamer E (eds) Handbook of econometrics, vol 6. North-Holland/Elsevier, New York, pp 3967-4056.
-
(2007)
Handbook of Econometrics, Vol 6
, pp. 3967-4056
-
-
Hansen, L.P.1
Heaton, J.2
Lee, J.3
Roussanov, N.4
-
85
-
-
85008880381
-
-
Harrison R, Nikolov K, Quinn M, Ramsay G, Scott A, Thomas R (2005) The Bank of England quarterly model. Bank of England.
-
-
-
-
87
-
-
0000159540
-
A method for minimizing the impact of distributional assumptions in econometric models of duration data
-
Heckman J, Singer B (1984) A method for minimizing the impact of distributional assumptions in econometric models of duration data. Econometrica 68: 839-874.
-
(1984)
Econometrica
, vol.68
, pp. 839-874
-
-
Heckman, J.1
Singer, B.2
-
88
-
-
0000604067
-
Observable implications of models with multiplicity of equilibria
-
Jovanovic B (1989) Observable implications of models with multiplicity of equilibria. Econometrica 57: 1431-1436.
-
(1989)
Econometrica
, vol.57
, pp. 1431-1436
-
-
Jovanovic, B.1
-
90
-
-
0003334522
-
Perturbation solution methods for economic growth model
-
H. Varian (Ed.), Berlin: Springer
-
Judd KL, Guu SM (1993) Perturbation solution methods for economic growth model. In: Varian H (eds) Economic and financial modelling in mathematica. Springer, Berlin.
-
(1993)
Economic and Financial Modelling in Mathematica
-
-
Judd, K.L.1
Guu, S.M.2
-
91
-
-
45849088342
-
The time varying volatility of macroeconomic fluctuations
-
Justiniano A, Primiceri GE (2008) The time varying volatility of macroeconomic fluctuations. Am Econ Rev 98: 604-641.
-
(2008)
Am Econ Rev
, vol.98
, pp. 604-641
-
-
Justiniano, A.1
Primiceri, G.E.2
-
93
-
-
85008951467
-
-
Kilponen J, Ripatti A (2006) Introduction to AINO. Mimeo, Bank of Findland.
-
-
-
-
94
-
-
0012855530
-
Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
-
Kim J (1998) Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models. Econometrica 66: 359-380.
-
(1998)
Econometrica
, vol.66
, pp. 359-380
-
-
Kim, J.1
-
95
-
-
0039447737
-
Has the U.S. economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle
-
Kim C, Nelson CR (1998) Has the U. S. economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle. Rev Econ Stat 81: 608-616.
-
(1998)
Rev Econ Stat
, vol.81
, pp. 608-616
-
-
Kim, C.1
Nelson, C.R.2
-
96
-
-
85008909388
-
-
Kimball MS (2002) Real business cycle theory: a semiparametric approach. Mimeo, University of Michigan.
-
-
-
-
97
-
-
0036809886
-
Production, growth and business cycles: Technical appendix
-
King RG, Plosser CI, Rebelo ST (2002) Production, growth and business cycles: technical appendix. Comput Econ 20: 87-116.
-
(2002)
Comput Econ
, vol.20
, pp. 87-116
-
-
King, R.G.1
Plosser, C.I.2
Rebelo, S.T.3
-
99
-
-
0001477763
-
An information-theoretic alternative to generalized method of moment estimation
-
Kitamura Y, Stutzer M (1997) An information-theoretic alternative to generalized method of moment estimation. Econometrica 65: 861-874.
-
(1997)
Econometrica
, vol.65
, pp. 861-874
-
-
Kitamura, Y.1
Stutzer, M.2
-
100
-
-
49449113956
-
State-dependent or time-dependent pricing: Does it matter for recent US inflation?
-
Klenow PJ, Kryvtsov O (2008) State-dependent or time-dependent pricing: does it matter for recent US inflation?. Q J Econ 123: 863-904.
-
(2008)
Q J Econ
, vol.123
, pp. 863-904
-
-
Klenow, P.J.1
Kryvtsov, O.2
-
101
-
-
85008867899
-
-
Komunjer I, Ng S (2009a) Dynamic indentification of DSGE models. Mimeo, Columbia University.
-
-
-
-
102
-
-
85008977276
-
-
Komunjer I, Ng S (2009b) Issues in static indentification of DSGE models. Mimeo, Columbia University.
-
-
-
-
103
-
-
85008937872
-
-
Kortelainen M (2002) Edge: a model of the Euro area with applications to monetary policy. Bank of Finland Studies E: 23-2002, Bank of Finland.
-
-
-
-
104
-
-
30344486983
-
Recursive Monte Carlo filters: Algorithms and theoretical analysis
-
Künsch HR (2005) Recursive Monte Carlo filters: algorithms and theoretical analysis. Ann Stat 33: 1983-2021.
-
(2005)
Ann Stat
, vol.33
, pp. 1983-2021
-
-
Künsch, H.R.1
-
105
-
-
0001519332
-
Time to build and aggregate fluctuations
-
Kydland FE, Prescott EC (1982) Time to build and aggregate fluctuations. Econometrica 50: 1345-1370.
-
(1982)
Econometrica
, vol.50
, pp. 1345-1370
-
-
Kydland, F.E.1
Prescott, E.C.2
-
106
-
-
21044433895
-
A unified framework for monetary theory and monetary analysis
-
Lagos R, Wright R (2005) A unified framework for monetary theory and monetary analysis. J Political Econ 113: 463-484.
-
(2005)
J Political Econ
, vol.113
, pp. 463-484
-
-
Lagos, R.1
Wright, R.2
-
107
-
-
2442527511
-
Testing for indeterminacy: An application to U.S. monetary policy
-
Lubick T, Schorfheide F (2004) Testing for indeterminacy: an application to U. S. monetary policy. Am Econ Rev 94: 190-217.
-
(2004)
Am Econ Rev
, vol.94
, pp. 190-217
-
-
Lubick, T.1
Schorfheide, F.2
-
108
-
-
49649131398
-
Expectations and the neutrality of money
-
Lucas R (1972) Expectations and the neutrality of money. J Econ Theory 4(2): 103-124.
-
(1972)
J Econ Theory
, vol.4
, Issue.2
, pp. 103-124
-
-
Lucas, R.1
-
109
-
-
0036867964
-
Sticky information versus sticky prices: A proposal to replace the new Keynesian Phillips curve
-
Mankiw GN, Reis R (2002) Sticky information versus sticky prices: a proposal to replace the new Keynesian Phillips curve. Q J Econ 117: 1295-1328.
-
(2002)
Q J Econ
, vol.117
, pp. 1295-1328
-
-
Mankiw, G.N.1
Reis, R.2
-
111
-
-
0000118629
-
Output fluctuations in the United States: What has changed since the early 1980's?
-
McConnell MM, Pérez-Quirós G (2000) Output fluctuations in the United States: what has changed since the early 1980's?. Am Econ Rev 90: 1464-1476.
-
(2000)
Am Econ Rev
, vol.90
, pp. 1464-1476
-
-
McConnell, M.M.1
Pérez-Quirós, G.2
-
112
-
-
0000883977
-
A method of simulated moments for estimation of discrete response models without numerical integration
-
McFadden DL (1989) A method of simulated moments for estimation of discrete response models without numerical integration. Econometrica 57: 995-1026.
-
(1989)
Econometrica
, vol.57
, pp. 995-1026
-
-
McFadden, D.L.1
-
113
-
-
46549099071
-
The equity premium: A puzzle
-
Mehra R, Prescott EC (1985) The equity premium: a puzzle. J Monet Econ 15: 145-161.
-
(1985)
J Monet Econ
, vol.15
, pp. 145-161
-
-
Mehra, R.1
Prescott, E.C.2
-
114
-
-
0001453216
-
Real business cycles in a small open economy
-
Mendoza E (1991) Real business cycles in a small open economy. Am Econ Rev 81: 797-818.
-
(1991)
Am Econ Rev
, vol.81
, pp. 797-818
-
-
Mendoza, E.1
-
115
-
-
0028826968
-
The terms of trade, the real exchange rate, and economic fluctuations
-
Mendoza E (1995) The terms of trade, the real exchange rate, and economic fluctuations. Int Econ Rev 36: 101-137.
-
(1995)
Int Econ Rev
, vol.36
, pp. 101-137
-
-
Mendoza, E.1
-
116
-
-
0001204841
-
MCMC convergence diagnostics: A 'review
-
J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith (Eds.), New York: Oxford Sciences Publications
-
Mengersen KL, Robert CP, Guihenneuc-Jouyaux C (1999) MCMC convergence diagnostics: a 'review'. In: Bernardo JM, Berger JO, Dawid AP, Smith AFM (eds) Bayesian statistics 6. Oxford Sciences Publications, New York.
-
(1999)
Bayesian Statistics 6
-
-
Mengersen, K.L.1
Robert, C.P.2
Guihenneuc-Jouyaux, C.3
-
117
-
-
0030502804
-
A reappraisal of misspecified econometric models
-
Monfort A (1996) A reappraisal of misspecified econometric models. Econom Theory 12: 597-619.
-
(1996)
Econom Theory
, vol.12
, pp. 597-619
-
-
Monfort, A.1
-
118
-
-
85008961217
-
-
Murchison S, Rennison A (2006) ToTEM: the Bank of Canada's New Canadian projection model. Bank of Canada Technical Report, Bank of Canada.
-
-
-
-
119
-
-
49449094876
-
Five facts about prices: A reevaluation of menu cost models
-
Nakamura E, Steinsson J (2008) Five facts about prices: a reevaluation of menu cost models. Q J Econ 123: 1415-1464.
-
(2008)
Q J Econ
, vol.123
, pp. 1415-1464
-
-
Nakamura, E.1
Steinsson, J.2
-
120
-
-
78650524488
-
-
A. O'Hagan and M. West (Eds.), New York: Oxford University Press
-
O'Hagan, A, West, M (eds) (2009) Handbook of applied Bayesian analysis. Oxford University Press, New York.
-
(2009)
Handbook of Applied Bayesian Analysis
-
-
-
121
-
-
0002925888
-
Monetary policy rules and the great inflation
-
Orphanides A (2002) Monetary policy rules and the great inflation. Am Econ Rev 92: 115-120.
-
(2002)
Am Econ Rev
, vol.92
, pp. 115-120
-
-
Orphanides, A.1
-
123
-
-
0001331135
-
Simulation and the asymptotics of optimization estimators
-
Pakes A, Pollard D (1989) Simulation and the asymptotics of optimization estimators. Econometrica 57: 1027-1057.
-
(1989)
Econometrica
, vol.57
, pp. 1027-1057
-
-
Pakes, A.1
Pollard, D.2
-
124
-
-
0030374073
-
Econometric model determination
-
Phillips PCB (1996) Econometric model determination. Econometrica 64: 763-812.
-
(1996)
Econometrica
, vol.64
, pp. 763-812
-
-
Phillips, P.C.B.1
-
125
-
-
0030353926
-
An asymptotic theory of Bayesian inference for time series
-
Phillips PCB, Ploberger W (1996) An asymptotic theory of Bayesian inference for time series. Econometrica 64: 381-412.
-
(1996)
Econometrica
, vol.64
, pp. 381-412
-
-
Phillips, P.C.B.1
Ploberger, W.2
-
126
-
-
85008969097
-
-
Ragusa G (2006) Bayesian likelihoods for moment condition models. Mimeo, UC-Irvine.
-
-
-
-
127
-
-
0000318553
-
Stochastic complexity and modeling
-
Rissanen J (1986) Stochastic complexity and modeling. Ann Stat 14: 1080-1100.
-
(1986)
Ann Stat
, vol.14
, pp. 1080-1100
-
-
Rissanen, J.1
-
130
-
-
0031285157
-
Weak convergence and optimal scaling of random walk metropolis algorthims
-
Roberts G, Gelman A, Gilks W (1997) Weak convergence and optimal scaling of random walk metropolis algorthims. Ann Appl Probab 7: 110-120.
-
(1997)
Ann Appl Probab
, vol.7
, pp. 110-120
-
-
Roberts, G.1
Gelman, A.2
Gilks, W.3
-
131
-
-
0031016404
-
Toward a curse of dimensionality appropriate (CODA) asymptotic theory for semi-parametric models
-
Robins JM, Ritov Y (1997) Toward a curse of dimensionality appropriate (CODA) asymptotic theory for semi-parametric models. Stat Med 16: 285-319.
-
(1997)
Stat Med
, vol.16
, pp. 285-319
-
-
Robins, J.M.1
Ritov, Y.2
-
132
-
-
85008961219
-
-
Rogerson R, Wallenius J (2007) Micro and macro elasticities in a life cycle model with taxes. NBER Working Paper, 13017.
-
-
-
-
133
-
-
0001605083
-
Asset pricing implications of equilibrium business cycle models
-
T. F. Cooley (Ed.), Princeton: Princeton University Press
-
Rouwenhost KG (1995) Asset pricing implications of equilibrium business cycle models. In: Cooley TF (eds) Frontiers of business cycle research. Princeton University Press, Princeton.
-
(1995)
Frontiers of Business Cycle Research
-
-
Rouwenhost, K.G.1
-
134
-
-
0000458272
-
Using the SIR algorithm to simulate posterior distributions
-
J. M. Bernardo, M. H. DeGroot, D. V. Lindley, and A. F. M. Smith (Eds.), New York: Oxford University Press
-
Rubin DB (1988) Using the SIR algorithm to simulate posterior distributions. In: Bernardo JM, DeGroot MH, Lindley DV, Smith AFM (eds) Bayesian statistics 3. Oxford University Press, New York, pp 395-402.
-
(1988)
Bayesian Statistics 3
, pp. 395-402
-
-
Rubin, D.B.1
-
135
-
-
15844382552
-
Bayesian exponentially tilted empirical likeliood
-
Schennach SM (2005) Bayesian exponentially tilted empirical likeliood. Biometrika 92: 31-46.
-
(2005)
Biometrika
, vol.92
, pp. 31-46
-
-
Schennach, S.M.1
-
136
-
-
0141800024
-
Solving dynamic general equilibrium models using a second-order approximation to the policy function
-
Schmitt-Grohé S, Uribe M (2004) Solving dynamic general equilibrium models using a second-order approximation to the policy function. J Econ Dyn Control 28: 755-775.
-
(2004)
J Econ Dyn Control
, vol.28
, pp. 755-775
-
-
Schmitt-Grohé, S.1
Uribe, M.2
-
137
-
-
85008880384
-
-
Sims CA (2002) Implications of rational inattention. Mimeo, Princeton University.
-
-
-
-
138
-
-
0001211740
-
Understanding unit rooters: A helicopter tour
-
Sims CA, Uhlig H (1991) Understanding unit rooters: a helicopter tour. Econometrica 59: 1591-1599.
-
(1991)
Econometrica
, vol.59
, pp. 1591-1599
-
-
Sims, C.A.1
Uhlig, H.2
-
139
-
-
33645747482
-
Were there regime switches in U.S. monetary policy?
-
Sims CA, Zha T (2006) Were there regime switches in U. S. monetary policy?. Am Econ Rev 96: 54-81.
-
(2006)
Am Econ Rev
, vol.96
, pp. 54-81
-
-
Sims, C.A.1
Zha, T.2
-
140
-
-
34547309730
-
Shocks and frictions in US business cycles: A Bayesian DSGE approach
-
Smets F, Wouters R (2007) Shocks and frictions in US business cycles: a Bayesian DSGE approach. Am Econ Rev 97: 586-606.
-
(2007)
Am Econ Rev
, vol.97
, pp. 586-606
-
-
Smets, F.1
Wouters, R.2
-
142
-
-
33846109529
-
Has the business cycle changed, and why?
-
Stock JH, Watson MW (2003) Has the business cycle changed, and why?. NBER Macroecon Annu 2002: 159-218.
-
(2003)
NBER Macroecon Annu
, vol.2002
, pp. 159-218
-
-
Stock, J.H.1
Watson, M.W.2
-
144
-
-
0347120625
-
Whither monetary economics?
-
Wallace N (2001) Whither monetary economics?. Int Econ Rev 42: 847-869.
-
(2001)
Int Econ Rev
, vol.42
, pp. 847-869
-
-
Wallace, N.1
-
145
-
-
38249004563
-
The equity premium puzzle and the risk-free rate puzzle
-
Weil P (1989) The equity premium puzzle and the risk-free rate puzzle. J Monet Econ 24: 401-421.
-
(1989)
J Monet Econ
, vol.24
, pp. 401-421
-
-
Weil, P.1
-
146
-
-
84884050052
-
-
Princeton: Princeton University Press
-
Woodford MD (2003) Interest and prices. Princeton University Press, Princeton.
-
(2003)
Interest and Prices
-
-
Woodford, M.D.1
-
147
-
-
85008880385
-
-
Young (2005) One of the things that we know that ain't so: why U. S. labor share is not relatively stable. Mimeo, University of Mississippi.
-
-
-
-
148
-
-
84952524259
-
Optimal information processing and Bayes' theorem
-
Zellner A (1988) Optimal information processing and Bayes' theorem. Am Stat 42: 278-284.
-
(1988)
Am Stat
, vol.42
, pp. 278-284
-
-
Zellner, A.1
|