Adolfson, M., Lasseén, S., Linde, J., and Villani, M. (2005). Bayesian estimation of an open economy DSGE model with incomplete pass-through. Sveriges Riksbank Working Paper No 179.
Amato, J. D. and Laubach, T. (2003). Rule-of-thumb behaviour and monetary policy. Enropean Economic Review, 47(5): 79 1-83 1.
Bauwens, L., Lubrano, M., and Richard, J.-F. (1999). Bayesian Inference in Dynamic Econometric Models. Oxford University Press.
Bergin, P. (2003). Putting the New Open Economy Macroeconomics to a test. Jonrnal of International Economics, 60:3-34.
Bernanke, B. S. and Mihov, I. (1997). What does the Bundesbank target? Enropean Economic Review, 41(6):1025- 1053.
Beyer, A. and Farmer, R. (2004). On the indeterminacy of New Keynesian economics. European Central Bank Working Paper No 323.
- Calvo, G. (1983). Staggered prices in a utility maximising framework. Jonrnal of Monetary Economics, 12(3):383-398.
Paper not yet in RePEc: Add citation now
Canova, F. and Ortega, E. (2000). Testing calibrated general equilibrium models. In Mariano, R., Schuerman, T., and Weeks, M., editors, Simnlation-based Inference in Econometrics: Methods and Applications. Cambridge University Press.
Canova, F. and Sala, L. (2006). Back to square one: Indentification issues in DSGE models. European Central Bank Working Paper No. 583.
- Chib, S. and Greenberg, E. (1995). Understanding the Metropolis-Hastings algorithm. The American Statistician, 49(4):327-335.
Paper not yet in RePEc: Add citation now
Christiano, L. and Haan, W. D. (1996). Small sample properties of GMM for business cycle analysis. Jonrnal of Bnsiness and Economic Statistics, 14(3):309-327.
Christiano, L., Eichenbaum, M., and Evans, C. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy. Jonrnal of Political Economy, 118(1):1-45.
Clarida, R., Gall, J., and Gertler, M. (1999). The science of monetary policy: A New Keynesian perspective. Jonrnal of Economic Literatnre, 37(4):1661-1707.
Clarida, R., Gall, J., and Gertler, M. (2001). Optimal monetary policy in open versus closed economies: An integrated approach. American Economic Review, 91(2):248-252.
DeJong, D., Ingram, B., and Whiteman, C. (2000a). A Bayesian approach to dynamic macroeconomics. Jonrmal of Ecomometrics, 98(2) :203-223.
DeJong, D., Ingram, B., and Whiteman, C. (2000b). Keynesian impulses versus Solow residuals: Identifying sources of business cycle fluctuations. Jonrmal of Applied Ecomometrics, 15(3):311-329.
- Deutsche Bundesbank (1995). Die Geldpolitilc der Bnmdesbamlc. Deutsche Bundesbank, Frankfurt am Main.
Paper not yet in RePEc: Add citation now
Estrella, A. and Fuhrer, J. C. (2002). Dynamic inconsistencies: Counterfactual implications of a class of rational expectations models. Americam Ecomomic Review, 92(4):1013- 1028.
Favero, C. (2001). Applied Macroecomometrics. Oxford University Press.
Fuhrer, J. C. and Moore, G. R. (1995). Inflation persistence. Qnarterly Jonrmal of Ecomomics, 110(1):127- 159.
Gall, J. and Gertler, M. (1999). Inflation dynamics: A structural econometric analysis. Jonrmal of Mometary Ecomomics, 44(2):195-222.
Gall, J., Gertler, M., and López-Salido, J. D. (2001). European inflation dynamics. Enropeam Ecomomic Review, 45(7): 1237-i 270.
- Gall, J., Gertler, M., and López-Salido, J. D. (2003). Erratum: European inflation dynamics. Enropeam Ecomomic Review, 47(4):759-760.
Paper not yet in RePEc: Add citation now
- Gamerman, D. (1997). Mar/coy Chaim Momte Carlo. Stochastic Simnlatiom for Bayesiam Imferemce. Chapman & Hall.
Paper not yet in RePEc: Add citation now
Giordani, P. (2004). An alternative explanation of the price puzzle. Jourmal of Mometary Ecomomics, 51(6):1271-1296.
- Goodhart, C. A. E. (1997). Why do monetary authorities smooth interest rates? In Collignon, S., editor, Enropeam Mometary Policy. Pinter, London and Washington.
Paper not yet in RePEc: Add citation now
- Harvey, A. C. (1989). Forecastimg,, Structural Time Series Models amd the Kalmam Filter. Cambridge University Press.
Paper not yet in RePEc: Add citation now
- Justiniano, A. and Preston, B. (2004). Small open economy DSGE models: Specification, estimation and model fit. Manuscript IMF.
Paper not yet in RePEc: Add citation now
- Kass, R. E. and Raftery, A. E. (1995). Bayes factors. Jourmal of the Americam Statistical A ssociatiom, 90(430): 773-795.
Paper not yet in RePEc: Add citation now
- Kim, J. (2000). Constructing and estimating a realistic optimising model of monetary policy. Jourmal of Mometary Ecomomics, 45(2):329-360.
Paper not yet in RePEc: Add citation now
- Kim, K. and Pagan, A. (1994). The econometric analysis of calibrated macroeconomic models. In Pesaran, H. and Wickens, M., editors, Hamdboo/c of Applied Ecomometrics, volume 1. Blackwell Press, London.
Paper not yet in RePEc: Add citation now
- Koop, G. (2003). Bayesiam Ecomometrics. John Wiley.
Paper not yet in RePEc: Add citation now
Kremer, J., Lombardo, G., and Werner, T. (2003). Money in a new Keynesian model estimated with german data. Discussion Paper Series 1, Studies of the Economic Research Center No 15/2003, Deutsche Bundesbank.
Levin, A. T., Onatski, A., Williams, J. C., and Williams, N. (2005). Monetary policy under uncertainty in micro-founded macroeconometric models. mimeo.
Linde, J. (2005). Estimating new Keynesian Phillips curves: A full information maximum likelihood approach. Jourmal of Mometary Ecomomics, 52(6): 1135-i 149.
Lubik, T. and Schorfheide, F. (2005). A Bayesian look at new open economy macroeconomics. NBER Macroecomomics Ammual (forthcomimg).
Lubik, T. and Schorfheide, F. (2006). Do central banks respond to exchange rate movements? A structural investigation. Jonrmal of Mometary Ecomomics (forthcomimg) .
McCallum, B. T. and Nelson, E. (1999). Nominal income targeting in an openeconomy optimizing model. Jonrmal of Mometary Ecomomics, 43(3):553-578.
Otrok, C. (2001). On measuring the welfare cost of business cycles. Jonrmal of Mometary Ecomomics, 47(l):61-92.
Rotemberg, J. J. and Woodford, M. (1997). An optimization-based econometric framework for the evaluation of monetary policy. NBER Macroeconomics Annnal, 12:297-346.
Sargent, T. (1989). Two models of measurements and the investment accelerator. Jonrnal of Political Economy, 97(2):251-287.
Sbordone, A. M. (2002). Prices and unit labor costs: A new test of price stickiness. Jonrnal of Monetary Economics, 49(2):265-292.
Sims, C. A. (2002). Solving linear rational expectations models. Compntational Economics, 20(1-2):1--20.
Sims, C. A. and Zha, T. (1999). Error bands for impulse responses. Econometrica, 67(5): 1113-1155.
Smets, F. and Wouters, R. (2003). An estimated dynamic stochastic general equilibrium model of the euro area. Jonrnal of the Enropean Economic Association, 1(5):1123-1175.
Smets, F. and Wouters, R. (2004). Forecasting with a Bayesian DSGE model: An application to the euro area. Jonrnal of Common Market Stndies, 42(4):841-867.
Taylor, J. B. (1993). Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Pnblic Policy, 39:195-214.
- Walsh, C. E. (2003). Monetary Theory and Policy. The MIT Press, Cambridge, Massachusetts; London, England, 2 edition.
Paper not yet in RePEc: Add citation now
Wcrkng Pape! Series ~c 62 Geweke, J. (1999). Using simulation methods for Bayesian econometric models: Inference, development and communication. Ecomometric Reviews, 18(1): l-126.
Work:ng Paper Series We 621 Rabanal, P. and Rubio-RamIrez, J. F. (2005). Comparing new Keynesian models of the business cycle: A Bayesian approach. Jonrnal of Monetary Economics, 52(6):1151-1166.
Working Paper S~rie~ We 621 Clarida, R. and Gertler, M. (1996). How the Bundesbank conducts monetary policy. NBER Working Paper No. 5581.