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Volumn , Issue , 2010, Pages 41-57

Incorporating conjunctural analysis in structural models

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EID: 79955928378     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-642-02953-0_4     Document Type: Chapter
Times cited : (18)

References (21)
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    • ed. D. A. K. Hans, M. Amman, and J. Rust North-Holland
    • Anderson, E., L. P. Hansen, E. R. McGrattan, and T. J. Sargent. 1996. "Mechanics of Forming and Estimating Dynamic Linear Economies." In Handbook of Computational Economics, Volume 1, ed. D. A. K. Hans, M. Amman, and J. Rust, 171-252. North-Holland
    • (1996) Handbook of Computational Economics , vol.1 , pp. 171-252
    • Anderson, E.1    Hansen, L.P.2    McGrattan, E.R.3    Sargent, T.J.4
  • 7
    • 0000174465 scopus 로고
    • The solution of linear difference models under rational expectations
    • Blanchard, O. J., and C. M. Kahn. 1980. "The Solution of Linear Difference Models under Rational Expectations." Econometrica, 48(5): 1305-1311
    • (1980) Econometrica , vol.48 , Issue.5 , pp. 1305-1311
    • Blanchard, O.J.1    Kahn, C.M.2
  • 9
    • 15844392342 scopus 로고    scopus 로고
    • Nominal rigidities and the dynamic effects of a shock to monetary policy
    • Christiano, L. J., M. Eichenbaum, and C. L. Evans. 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy." Journal of Political Economy, 113 (1): 1-45
    • (2005) Journal of Political Economy , vol.113 , Issue.1 , pp. 1-45
    • Christiano, L.J.1    Eichenbaum, M.2    Evans, C.L.3
  • 13
    • 0034364595 scopus 로고    scopus 로고
    • The generalized dynamic factor model: Identification and estimation
    • Forni, M., M. Hallin, M. Lippi, and L. Reichlin. 2000. "The Generalized Dynamic Factor Model: Identification and Estimation." Review of Economics and Statistics, 82(4): 540-554
    • (2000) Review of Economics and Statistics , vol.82 , Issue.4 , pp. 540-554
    • Forni, M.1    Hallin, M.2    Lippi, M.3    Reichlin, L.4
  • 14
    • 33750536645 scopus 로고    scopus 로고
    • Tests of conditional predictive ability
    • Giacomini, R., and H. White. 2006. "Tests of Conditional Predictive Ability." Econometrica, 74(6): 1545-1578
    • (2006) Econometrica , vol.74 , Issue.6 , pp. 1545-1578
    • Giacomini, R.1    White, H.2
  • 15
    • 46949109976 scopus 로고    scopus 로고
    • Nowcasting GDP and inflation: The real time informational content of macroeconomic data releases
    • Giannone, D., L. Reichlin, and D. Small. 2008. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases." Journal of Monetary Economics, 55(4): 665-676
    • (2008) Journal of Monetary Economics , vol.55 , Issue.4 , pp. 665-676
    • Giannone, D.1    Reichlin, L.2    Small, D.3
  • 17
    • 0001235164 scopus 로고    scopus 로고
    • Using the generalized schur form to solve a system of linear expectational difference equations
    • Klein, P. 2000. "Using the Generalized Schur Form to Solve a System of Linear Expectational Difference Equations." Journal of Economic Dynamics and Control, 24(10): 1405-1423
    • (2000) Journal of Economic Dynamics and Control , vol.24 , Issue.10 , pp. 1405-1423
    • Klein, P.1
  • 19
    • 0345982186 scopus 로고    scopus 로고
    • An optimization-based econometric framework for the evaluation of monetary policy
    • ed. B. S. Bernanke and J. J. Rotemberg
    • Rotemberg, J., and M. Woodford. 1997. "An optimization-based econometric framework for the evaluation of monetary policy." In NBER macroeconomics annual 1997, ed. B. S. Bernanke and J. J. Rotemberg, 297-346
    • (1997) NBER Macroeconomics Annual , vol.1997 , pp. 297-346
    • Rotemberg, J.1    Woodford, M.2
  • 20
    • 77957241272 scopus 로고    scopus 로고
    • An estimated dynamic stochastic general equilibrium model of the euro area
    • Smets, F., and R. Wouters. 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area." Journal of the European Economic Association, 1 (5): 1123-175
    • (2003) Journal of the European Economic Association , vol.1 , Issue.5 , pp. 1123-1175
    • Smets, F.1    Wouters, R.2
  • 21
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    • Solving linear rational expectations models
    • Sims, C. A. 2002. "Solving Linear Rational Expectations Models." Computational Economics, 20(1-2): 1-20
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.