메뉴 건너뛰기




Volumn 4, Issue 2, 2012, Pages 65-101

Learning in a medium-scale dsge model with expectations based on small forecasting models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84864981130     PISSN: 19457707     EISSN: 19457715     Source Type: Journal    
DOI: 10.1257/mac.4.2.65     Document Type: Article
Times cited : (121)

References (36)
  • 3
    • 33646348447 scopus 로고    scopus 로고
    • A Simple Recursive Forecasting Model
    • Branch, William A., and George W. Evans. 2006. "A Simple Recursive Forecasting Model." Economics Letters 91 (2): 158-66.
    • (2006) Economics Letters , vol.91 , Issue.2 , pp. 158-66
    • Branch, W.A.1    Evans, G.W.2
  • 7
    • 15844392342 scopus 로고    scopus 로고
    • Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    • Christiano, Lawrence J., Martin Eichenbaum, and Charles 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
  • 9
    • 79953834517 scopus 로고    scopus 로고
    • Frontiers of Real-Time Data Analysis
    • Croushore, Dean. 2011. "Frontiers of Real-Time Data Analysis." Journal of Economic Literature 49 (1): 72-100.
    • (2011) Journal of Economic Literature , vol.49 , Issue.1 , pp. 72-100
    • Croushore, D.1
  • 15
    • 0036867964 scopus 로고    scopus 로고
    • Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
    • Mankiw, N. Gregory, and Ricardo Reis. 2002. "Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve." Quarterly Journal of Economics 117 (4): 1295-1328.
    • (2002) Quarterly Journal of Economics , vol.117 , Issue.4 , pp. 1295-1328
    • Mankiw, N.G.1    Reis, R.2
  • 16
    • 38249025567 scopus 로고
    • Convergence of Least Squares Learning Mechanisms in Self-referential Linear Stochastic Models
    • Marcet, Albert, and Thomas J. Sargent. 1989. "Convergence of Least Squares Learning Mechanisms in Self-referential Linear Stochastic Models." Journal of Economic Theory 48 (2): 337-68.
    • (1989) Journal of Economic Theory , vol.48 , Issue.2 , pp. 337-68
    • Marcet, A.1    Sargent, T.J.2
  • 17
    • 57049178047 scopus 로고    scopus 로고
    • A Bayesian DSGE Model with Infinite-Horizon Learning: Do 'Mechanical' Sources of Persistence Become Superfluous?
    • Milani, Fabio. 2006. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do 'Mechanical' Sources of Persistence Become Superfluous?" International Journal of Central Banking 2 (3): 87-106.
    • (2006) International Journal of Central Banking , vol.2 , Issue.3 , pp. 87-106
    • Milani, F.1
  • 18
    • 34248216153 scopus 로고    scopus 로고
    • Expectations, Learning and Macroeconomic Persistence
    • Milani, Fabio. 2007. "Expectations, Learning and Macroeconomic Persistence." Journal of Monetary Economics 54 (7): 2065-82.
    • (2007) Journal of Monetary Economics , vol.54 , Issue.7 , pp. 2065-82
    • Milani, F.1
  • 19
    • 79955926490 scopus 로고    scopus 로고
    • Expectation Shocks and Learning as Drivers of the Business Cycle
    • Milani, Fabio. 2011. "Expectation Shocks and Learning as Drivers of the Business Cycle." Economic Journal 121 (552): 379-401.
    • (2011) Economic Journal , vol.121 , Issue.552 , pp. 379-401
    • Milani, F.1
  • 20
    • 67749113287 scopus 로고    scopus 로고
    • Learning the Inflation Target
    • Nunes, Ricardo. 2009. "Learning the Inflation Target." Macroeconomic Dynamics 13 (2): 167-88.
    • (2009) Macroeconomic Dynamics , vol.13 , Issue.2 , pp. 167-88
    • Nunes, R.1
  • 22
    • 16244400138 scopus 로고    scopus 로고
    • Inflation Scares and Forecast-Based Monetary Policy
    • Orphanides, Athanasios, and John C. Williams. 2005a. "Inflation Scares and Forecast-Based Monetary Policy." Review of Economic Dynamics 8 (2): 498-527.
    • (2005) Review of Economic Dynamics , vol.8 , Issue.2 , pp. 498-527
    • Orphanides, A.1    Williams, J.C.2
  • 23
    • 27144460087 scopus 로고    scopus 로고
    • The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations
    • Orphanides, Athanasios, and John C. Williams. 2005b. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations." Journal of Economic Dynamics and Control 29 (11): 1927-50.
    • (2005) Journal of Economic Dynamics and Control , vol.29 , Issue.11 , pp. 1927-50
    • Orphanides, A.1    Williams, J.C.2
  • 24
    • 0037764160 scopus 로고
    • Rational Expectations Models with Partial Information
    • Pearlman, Joseph, David Currie, and Paul Levine. 1986. "Rational Expectations Models with Partial Information." Economic Modelling 3 (2): 90-105.
    • (1986) Economic Modelling , vol.3 , Issue.2 , pp. 90-105
    • Pearlman, J.1    Currie, D.2    Levine, P.3
  • 25
    • 27244460571 scopus 로고    scopus 로고
    • Learning about Monetary Policy Rules When Long-Horizon Expectations Matter
    • Preston, Bruce. 2005. "Learning about Monetary Policy Rules When Long-Horizon Expectations Matter." International Journal of Central Banking 1 (2): 81-126.
    • (2005) International Journal of Central Banking , vol.1 , Issue.2 , pp. 81-126
    • Preston, B.1
  • 27
    • 16244415548 scopus 로고    scopus 로고
    • Impacts of Priors on Convergence and Escapes from Nash Inflation
    • Sargent, Thomas J., and Noah Williams. 2005. "Impacts of Priors on Convergence and Escapes from Nash Inflation." Review of Economic Dynamics 8 (2): 360-91.
    • (2005) Review of Economic Dynamics , vol.8 , Issue.2 , pp. 360-91
    • Sargent, T.J.1    Williams, N.2
  • 28
    • 0038521562 scopus 로고    scopus 로고
    • Implications of Rational Inattention
    • Sims, Christopher A. 2003. "Implications of Rational Inattention." Journal of Monetary Economics 50 (3): 665-90.
    • (2003) Journal of Monetary Economics , vol.50 , Issue.3 , pp. 665-90
    • Sims, C.A.1
  • 29
    • 84865003431 scopus 로고    scopus 로고
    • Learning in an Estimated Medium-Scale DSGE Model
    • Slobodyan, Sergey, and Raf Wouters. 2012a. "Learning in an Estimated Medium-Scale DSGE Model." Journal of Economic Dynamics and Control 36(1): 22-46.
    • (2012) Journal of Economic Dynamics and , vol.36 , Issue.1 , pp. 22-46
    • Slobodyan, S.1    Wouters, R.2
  • 30
    • 84864981130 scopus 로고    scopus 로고
    • Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models: Dataset
    • Slobodyan, Sergey, and Raf Wouters. 2012b. "Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models: Dataset." American Economic Journal: Macroeconomics. http://dx.doi.org/10.1257/mac.4.2.65.
    • (2012) American Economic Journal: Macroeconomics
    • Slobodyan, S.1    Wouters, R.2
  • 31
    • 77957241272 scopus 로고    scopus 로고
    • An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area
    • Smets, Frank, and Raf Wouters. 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area." Journal of the European Economic Association 1 (5): 1123-75.
    • (2003) Journal of the European Economic Association , vol.1 , Issue.5 , pp. 1123-75
    • Smets, F.1    Wouters, R.2
  • 32
    • 34547309730 scopus 로고    scopus 로고
    • Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
    • Smets, Frank, and Rafael Wouters. 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach." American Economic Review 97 (3): 586-606.
    • (2007) American Economic Review , vol.97 , Issue.3 , pp. 586-606
    • Smets, F.1    Wouters, R.2
  • 33
    • 4744365124 scopus 로고    scopus 로고
    • Combination Forecasts of Output Growth in a Seven- Country Data Set
    • Stock, James H., and Mark W. Watson. 2004. "Combination Forecasts of Output Growth in a Seven- Country Data Set." Journal of Forecasting 23 (6): 405-30.
    • (2004) Journal of Forecasting , vol.23 , Issue.6 , pp. 405-30
    • Stock, J.H.1    Watson, M.W.2
  • 35
    • 0038075390 scopus 로고    scopus 로고
    • Indicator Variables for Optimal Policy
    • Svensson, Lars E. O., and Michael Woodford. 2003. "Indicator Variables for Optimal Policy." Journal of Monetary Economics 50 (3): 691-720.
    • (2003) Journal of Monetary , vol.50 , Issue.3 , pp. 691-720
    • Svensson, L.E.O.1    Woodford, M.2
  • 36
    • 67649372714 scopus 로고    scopus 로고
    • Forecast Combinations
    • edited by Graham Elliot, Clive W. J. Granger, and Allan Timmermann, 135-96. Amsterdam: Elsevier
    • Timmermann, Allan. 2006. "Forecast Combinations." In Handbook of Economic Forecasting, Vol. 1, edited by Graham Elliot, Clive W. J. Granger, and Allan Timmermann, 135-96. Amsterdam: Elsevier.
    • (2006) Handbook of Economic Forecasting , vol.1
    • Timmermann, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.