-
1
-
-
4344674622
-
Risks for the long run: a potential resolution of asset pricing puzzles
-
Bansal R., Yaron A. Risks for the long run: a potential resolution of asset pricing puzzles. Journal of Finance 2004, LIX:1481-1509.
-
(2004)
Journal of Finance
, vol.49
, pp. 1481-1509
-
-
Bansal, R.1
Yaron, A.2
-
2
-
-
80053384550
-
-
The impact of the 2008 Tax Rebates on consumer spending: preliminary evidence, manuscript
-
Broda, C., Parker, J., 2008. The impact of the 2008 Tax Rebates on consumer spending: preliminary evidence, manuscript.
-
(2008)
-
-
Broda, C.1
Parker, J.2
-
3
-
-
0010821246
-
Sensitivity analysis and model evaluation in simulated dynamic general equilibrium economies
-
Canova F. Sensitivity analysis and model evaluation in simulated dynamic general equilibrium economies. International Economic Review 1995, 36:477-501.
-
(1995)
International Economic Review
, vol.36
, pp. 477-501
-
-
Canova, F.1
-
4
-
-
80053385186
-
-
Bridging cyclical DSGE models and the data, manuscript
-
Canova, F., 2009. Bridging cyclical DSGE models and the data, manuscript.
-
(2009)
-
-
Canova, F.1
-
5
-
-
0036743879
-
Money matters for business cycle fluctuations in the G7
-
Canova F., De Nicoló G. Money matters for business cycle fluctuations in the G7. Journal of Monetary Economics 2002, 49:1131-1159.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1131-1159
-
-
Canova, F.1
De Nicoló, G.2
-
7
-
-
65849391782
-
Back to square one: identification issues in DSGE models
-
Canova F., Sala L. Back to square one: identification issues in DSGE models. Journal of Monetary Economics 2009, 56:431-449.
-
(2009)
Journal of Monetary Economics
, vol.56
, pp. 431-449
-
-
Canova, F.1
Sala, L.2
-
9
-
-
80053386330
-
-
Financial Frictions, Aggregation and Lucas Critique, NBER Working Paper 16401
-
Chang,Y., Kim, S., Schorfheide, F., 2010. Financial Frictions, Aggregation and Lucas Critique, NBER Working Paper 16401.
-
(2010)
-
-
Chang, Y.1
Kim, S.2
Schorfheide, F.3
-
11
-
-
56349121299
-
Are structural VAR with long run restrictions useful for developing business cycle theory?
-
Chari V.V., Kehoe P., McGrattan E. Are structural VAR with long run restrictions useful for developing business cycle theory?. Journal of Monetary Economics 2008, 55:1337-1352.
-
(2008)
Journal of Monetary Economics
, vol.55
, pp. 1337-1352
-
-
Chari, V.V.1
Kehoe, P.2
McGrattan, E.3
-
13
-
-
33845315501
-
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
-
Corradi V., Swanson N. Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data. Journal of Econometrics 2007, 136:699-723.
-
(2007)
Journal of Econometrics
, vol.136
, pp. 699-723
-
-
Corradi, V.1
Swanson, N.2
-
14
-
-
33847683437
-
What does a technology shock do? A VAR analysis with model-based sign restrictions
-
Dedola L., Neri S. What does a technology shock do? A VAR analysis with model-based sign restrictions. Journal of Monetary Economics 2007, 54:512-549.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 512-549
-
-
Dedola, L.1
Neri, S.2
-
16
-
-
55649090068
-
Forming priors for DSGE models and how it affects the assessment of nominal rigidities
-
Del Negro M., Schorfheide F. Forming priors for DSGE models and how it affects the assessment of nominal rigidities. Journal of Monetary Economics 2008, 55:1191-1208.
-
(2008)
Journal of Monetary Economics
, vol.55
, pp. 1191-1208
-
-
Del Negro, M.1
Schorfheide, F.2
-
17
-
-
70349300319
-
Monetary policy analysis with potentially misspecified models
-
Del Negro M., Schorfheide F. Monetary policy analysis with potentially misspecified models. American Economic Review 2009, 99:1415-1450.
-
(2009)
American Economic Review
, vol.99
, pp. 1415-1450
-
-
Del Negro, M.1
Schorfheide, F.2
-
18
-
-
0001532134
-
Optimal monetary policy with staggered wage and price contracts
-
Erceg C., Henderson D., Levin A. Optimal monetary policy with staggered wage and price contracts. Journal of Monetary Economics 2000, 46:281-313.
-
(2000)
Journal of Monetary Economics
, vol.46
, pp. 281-313
-
-
Erceg, C.1
Henderson, D.2
Levin, A.3
-
20
-
-
80053386759
-
-
Some Issues in Using Sign Restrictions for Identifying Structural VARs. NCER Working Paper No 14
-
Fry, R., Pagan, A., 2007. Some Issues in Using Sign Restrictions for Identifying Structural VARs. NCER Working Paper No 14.
-
(2007)
-
-
Fry, R.1
Pagan, A.2
-
21
-
-
74349100498
-
Limited information estimation and evaluation of DSGE models
-
Fukac M., Pagan A. Limited information estimation and evaluation of DSGE models. Journal of Applied Econometrics 2010, 25:55-70.
-
(2010)
Journal of Applied Econometrics
, vol.25
, pp. 55-70
-
-
Fukac, M.1
Pagan, A.2
-
23
-
-
0041527125
-
A predictivist primer
-
Amsterdam, North-Holland, A. Zellner (Ed.)
-
Geisser S. A predictivist primer. Bayesian Analysis in Econometrics and Statistics 1980, 363-381. Amsterdam, North-Holland. A. Zellner (Ed.).
-
(1980)
Bayesian Analysis in Econometrics and Statistics
, pp. 363-381
-
-
Geisser, S.1
-
25
-
-
0007628106
-
Predictive and structural methods for eliciting prior distributions
-
North Holland, Amsterdam, A. Zellner (Ed.)
-
Kadane J.B. Predictive and structural methods for eliciting prior distributions. Bayesian Analysis in Econometrics and Statistics 1980, 89-94. North Holland, Amsterdam. A. Zellner (Ed.).
-
(1980)
Bayesian Analysis in Econometrics and Statistics
, pp. 89-94
-
-
Kadane, J.B.1
-
26
-
-
80053383976
-
-
Why agnostic sign restrictions are not enough: understanding the dynamics of oil markets VAR models, Journal of the European Economic Association, forthcoming
-
Kilian, L., Murphy, D., 2009. Why agnostic sign restrictions are not enough: understanding the dynamics of oil markets VAR models, Journal of the European Economic Association, forthcoming.
-
(2009)
-
-
Kilian, L.1
Murphy, D.2
-
28
-
-
80053384043
-
-
How much do we learn from the estimation of DSGE models? A case study of Identification Issues in DSGE models, manuscript
-
Iskrev, N., 2007. How much do we learn from the estimation of DSGE models? A case study of Identification Issues in DSGE models, manuscript.
-
(2007)
-
-
Iskrev, N.1
-
29
-
-
80053385723
-
-
Oil and the macroeconomy: a structural VAR analysis with sign restrictions. Journal of the European Economic Association, forthcoming
-
Lippi, F., Nobili, A., 2010. Oil and the macroeconomy: a structural VAR analysis with sign restrictions. Journal of the European Economic Association, forthcoming.
-
(2010)
-
-
Lippi, F.1
Nobili, A.2
-
30
-
-
0032280490
-
Bounding disagreement about treatment effects: a case study of sentencing and recidivism
-
Manski C., Nagy D. Bounding disagreement about treatment effects: a case study of sentencing and recidivism. Sociological Methodology 1998, 28:99-137.
-
(1998)
Sociological Methodology
, vol.28
, pp. 99-137
-
-
Manski, C.1
Nagy, D.2
-
31
-
-
80053383552
-
-
A Bayesian Look at Partially Identified Models, NBER working paper 14882
-
Moon, K., Schorfheide, F., 2009. A Bayesian Look at Partially Identified Models, NBER working paper 14882.
-
(2009)
-
-
Moon, K.1
Schorfheide, F.2
-
32
-
-
58849095826
-
The effects of fiscal shocks on employment and real wages
-
Pappa E. The effects of fiscal shocks on employment and real wages. International Economic Review 2009, 50:217-244.
-
(2009)
International Economic Review
, vol.50
, pp. 217-244
-
-
Pappa, E.1
-
34
-
-
45849111375
-
In search of a transmission mechanism of fiscal policy
-
Perotti R. In search of a transmission mechanism of fiscal policy. NBER Macroeconomic Annual 2007, 2007:169-226.
-
(2007)
NBER Macroeconomic Annual
, vol.2007
, pp. 169-226
-
-
Perotti, R.1
-
35
-
-
67650886243
-
Technology shocks and robust sign restrictions in a euro area SVAR
-
Peersmann G., Straub R. Technology shocks and robust sign restrictions in a euro area SVAR. International Economic Review 2009, 50:727-750.
-
(2009)
International Economic Review
, vol.50
, pp. 727-750
-
-
Peersmann, G.1
Straub, R.2
-
36
-
-
27744497180
-
Comparing new Keynesian models of the business cycle: a Bayesian approach
-
Rabanal P., Rubio-Ramirez J. Comparing new Keynesian models of the business cycle: a Bayesian approach. Journal of Monetary Economics 2005, 52:1151-1166.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 1151-1166
-
-
Rabanal, P.1
Rubio-Ramirez, J.2
-
37
-
-
34548814734
-
Vector autoregressions and reduced form representations of dynamic stochastic general equilibrium models
-
Ravenna F. Vector autoregressions and reduced form representations of dynamic stochastic general equilibrium models. Journal of Monetary Economics 2007, 54:2048-2064.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 2048-2064
-
-
Ravenna, F.1
-
38
-
-
77950123253
-
Structural vector autoregressions: theory of identification and algorithms for inference
-
Rubio-Ramirez J., Waggoner D., Zha T. Structural vector autoregressions: theory of identification and algorithms for inference. Review of Economic Studies 2010, 77:665-696.
-
(2010)
Review of Economic Studies
, vol.77
, pp. 665-696
-
-
Rubio-Ramirez, J.1
Waggoner, D.2
Zha, T.3
-
39
-
-
77957241272
-
An estimated dynamic stochastic general equilibrium models of the Euro area
-
Smets F., Wouters R. An estimated dynamic stochastic general equilibrium models of the Euro area. Journal of the European Economic Association 2003, 1:1123-1175.
-
(2003)
Journal of the European Economic Association
, vol.1
, pp. 1123-1175
-
-
Smets, F.1
Wouters, R.2
-
40
-
-
15844368307
-
What are the effects of monetary policy? Results from an agnostic identification procedure
-
Uhlig H. What are the effects of monetary policy? Results from an agnostic identification procedure. Journal of Monetary Economics 2005, 52:381-419.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 381-419
-
-
Uhlig, H.1
|