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There are 39763 results for: content related to: Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test

  1. Endogenous Persistence in an estimated DSGE Model Under Imperfect Information

    The Economic Journal

    Volume 122, Issue 565, December 2012, Pages: 1287–1312, Paul Levine, Joseph Pearlman, George Perendia and Bo Yang

    Version of Record online : 12 JUN 2012, DOI: 10.1111/j.1468-0297.2012.02524.x

  2. The Quantitative Importance of News Shocks in Estimated DSGE Models

    Journal of Money, Credit and Banking

    Volume 44, Issue 8, December 2012, Pages: 1535–1561, HASHMAT KHAN and JOHN TSOUKALAS

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1538-4616.2012.00543.x

  3. Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom

    Journal of Money, Credit and Banking

    Volume 44, Issue 6, September 2012, Pages: 1091–1116, XIAOSHAN CHEN and RONALD MACDONALD

    Version of Record online : 26 AUG 2012, DOI: 10.1111/j.1538-4616.2012.00524.x

  4. Inflation and Unit Labor Cost

    Journal of Money, Credit and Banking

    Volume 44, Issue s2, December 2012, Pages: 111–149, ROBERT G. KING and MARK W. WATSON

    Version of Record online : 18 DEC 2012, DOI: 10.1111/j.1538-4616.2012.00555.x

  5. Risk Premium Shocks and the Zero Bound on Nominal Interest Rates

    Journal of Money, Credit and Banking

    Volume 44, Issue 8, December 2012, Pages: 1475–1505, ROBERT AMANO and MALIK SHUKAYEV

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1538-4616.2012.00541.x

  6. Imperfect Information, Real-Time Data and Monetary Policy in the Euro Area

    The Economic Journal

    Volume 122, Issue 561, June 2012, Pages: 651–674, Stefano Neri and Tiziano Ropele

    Version of Record online : 28 NOV 2011, DOI: 10.1111/j.1468-0297.2011.02488.x

  7. LABOR-MARKET HETEROGENEITY, AGGREGATION, AND POLICY (IN)VARIANCE OF DSGE MODEL PARAMETERS

    Journal of the European Economic Association

    Volume 11, Issue s1, January 2013, Pages: 193–220, Yongsung Chang, Sun-Bin Kim and Frank Schorfheide

    Version of Record online : 3 JAN 2013, DOI: 10.1111/j.1542-4774.2012.01098.x

  8. FISCAL POLICY AND LENDING RELATIONSHIPS

    Economic Inquiry

    Volume 52, Issue 2, April 2014, Pages: 696–712, GIOVANNI MELINA and STEFANIA VILLA

    Version of Record online : 25 FEB 2014, DOI: 10.1111/ecin.12051

  9. EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING

    International Economic Review

    Volume 54, Issue 1, February 2013, Pages: 385–402, Rodney W. Strachan and Herman K. Van Dijk

    Version of Record online : 23 JAN 2013, DOI: 10.1111/j.1468-2354.2012.00737.x

  10. STOCHASTIC GROWTH IN THE UNITED STATES AND EURO AREA

    Journal of the European Economic Association

    Volume 11, Issue 1, February 2013, Pages: 1–24, Peter N. Ireland

    Version of Record online : 15 JAN 2013, DOI: 10.1111/j.1542-4774.2012.01108.x

  11. Expectation Shocks and Learning as Drivers of the Business Cycle

    The Economic Journal

    Volume 121, Issue 552, May 2011, Pages: 379–401, Fabio Milani

    Version of Record online : 12 MAY 2011, DOI: 10.1111/j.1468-0297.2011.02422.x

  12. ESTIMATED DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODEL OF THE TAIWANESE ECONOMY

    Pacific Economic Review

    Volume 14, Issue 2, May 2009, Pages: 194–231, Wing Leong Teo

    Version of Record online : 21 APR 2009, DOI: 10.1111/j.1468-0106.2009.00447.x

  13. The Effects of Monetary Policy “News” and “Surprises”

    Journal of Money, Credit and Banking

    Volume 44, Issue 8, December 2012, Pages: 1667–1692, FABIO MILANI and JOHN TREADWELL

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1538-4616.2012.00549.x

  14. INFLATION DYNAMICS AND LABOR MARKET SPECIFICATIONS: A BAYESIAN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM APPROACH FOR JAPAN'S ECONOMY

    Economic Inquiry

    Volume 51, Issue 1, January 2013, Pages: 273–287, HIBIKI ICHIUE, TAKUSHI KUROZUMI and TAKEKI SUNAKAWA

    Version of Record online : 16 JAN 2012, DOI: 10.1111/j.1465-7295.2011.00428.x

  15. Generalised Taylor and Generalised Calvo Price and Wage Setting: Micro-evidence with Macro Implications

    The Economic Journal

    Volume 122, Issue 560, May 2012, Pages: 532–554, Huw Dixon and Hervé Le Bihan

    Version of Record online : 12 APR 2012, DOI: 10.1111/j.1468-0297.2012.02497.x

  16. The Macroeconomic Effects of Large-scale Asset Purchase Programmes

    The Economic Journal

    Volume 122, Issue 564, November 2012, Pages: F289–F315, Han Chen, Vasco Cúrdia and Andrea Ferrero

    Version of Record online : 29 OCT 2012, DOI: 10.1111/j.1468-0297.2012.02549.x

  17. A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 720–754, Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte

    Version of Record online : 1 APR 2010, DOI: 10.1002/jae.1175

  18. The Effects of International Shocks on Australia's Business Cycle

    Economic Record

    Volume 86, Issue 275, December 2010, Pages: 486–503, PHILIP LIU

    Version of Record online : 26 MAR 2010, DOI: 10.1111/j.1475-4932.2010.00637.x

  19. Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 315–338, Massimiliano Marcellino and Yuliya Rychalovska

    Version of Record online : 28 JUL 2014, DOI: 10.1002/for.2306

  20. Economic theory and forecasting: lessons from the literature

    The Econometrics Journal

    Volume 18, Issue 2, June 2015, Pages: C22–C41, Raffaella Giacomini

    Version of Record online : 24 JUN 2015, DOI: 10.1111/ectj.12038