[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Measuring prior sensitivity and prior informativeness in large Bayesian models. (2012). Muller, Ulrich K..
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:6:p:581-597.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison. (2018). Zubairy, Sarah ; Kormilitsina, Anna .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1571-1616.

    Full description at Econpapers || Download paper

  2. Forecasting for the Russian Economy Using Small-Scale DSGE Models. (2018). Kreptsev, Dmitry ; Seleznev, Sergei.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:77:y:2018:i:2:p:51-67.

    Full description at Econpapers || Download paper

  3. Online Appendix to Financial Development and Long-Run Volatility Trends. (2017). Xu, Zhiwei ; Wen, YI ; Wang, Pengfei.
    In: Technical Appendices.
    RePEc:red:append:15-174.

    Full description at Econpapers || Download paper

  4. On limiting distribution of quasi-posteriors under partial identification. (2017). Jiang, Wenxin .
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:3:y:2017:i:c:p:60-72.

    Full description at Econpapers || Download paper

  5. DSGE Model of the Russian Economy with the Banking Sector. (2017). Seleznev, Sergei ; Kreptsev, Dmitry.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps27.

    Full description at Econpapers || Download paper

  6. Modelo de Proyección Trimestral del BCRP: Actualización y novedades. (2013). Winkelried, Diego.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-26-01.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. An, S. ; Schorfheide, F. Bayesian analysis of DSGE models. 2007 Econometric Reviews. 26 113-172

  2. Andrle, M., 2010. A Note on Identification Patterns in DSGE Models. ECB Working Paper Series 1235.

  3. Berger, J.O. An overview of robust Bayesian analysis. 1994 Test. 3 5-124

  4. Canova, F. ; Sala, L. Back to square one. 2009 Journal of Monetary Economics. 56 431-449

  5. Cogley, T. ; Sargent, T.J. Drifts and volatilities. 2005 Review of Economic Dynamics. 8 262-302
    Paper not yet in RePEc: Add citation now
  6. del Negro, M. ; Schorfheide, F. Priors from general equilibrium models for VARs. 2004 International Economic Review. 45 643-673

  7. Ebrahimi, N. ; Maasoumi, E. ; Soofi, E.S. Measuring informativeness of data by entropy and variance. 1999 En : Slottje, D. Advances in Econometrics. Springer Verlag:
    Paper not yet in RePEc: Add citation now
  8. Fernández-Villaverde, J. ; Rubio-Ramírez, J.F. Estimating macroeconomic models. 2007 Review of Economic Studies. 74 1059-1087
    Paper not yet in RePEc: Add citation now
  9. Fernández-Villaverde, J., Guerrón-Quintana, P., Rubio-Ramírez, J.F., 2010. Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting In U.S. Data. NBER Working Paper No. 15928.

  10. Geweke, J., 1999. Simulation methods for model criticism and robustness analysis In: Berger, J.O., Bernardo, J.M., Dawid, A.P., Smith, A.F.M. (Eds.), Bayesian Statistics, vol. 6. Oxford University Press, Oxford, pp. 275–299.
    Paper not yet in RePEc: Add citation now
  11. Goel, P.K. Information measures and Bayesian hierarchical models. 1983 Journal of the American Statistical Association. 78 408-410
    Paper not yet in RePEc: Add citation now
  12. Goel, P.K. ; DeGroot, M.H. Information about hyperparameters in hierarchical models. 1981 Journal of the American Statistical Association. 76 140-147
    Paper not yet in RePEc: Add citation now
  13. Gustafson, P. Local robustness in Bayesian analysis. 2000 En : Insua, D.R. ; Ruggeri, F. Robust Bayesian Analysis. Springer-Verlag: New York
    Paper not yet in RePEc: Add citation now
  14. Iskrev, N. Local identification in DSGE models. 2010 Journal of Monetary Economics. 57 189-202

  15. Justiniano, A. ; Primiceri, G.E. The time-varying volatility of macroeconomic fluctuations. 2008 American Economic Review. 98 604-641

  16. Kim, C.-J. ; Nelson, C.R. Has the economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle. 1999 The Review of Economics and Statistics. 81 608-616

  17. Kitagawa, T. On some class of weighted means. 1934 Proceedings of the Physico-Mathematical Society of Japan. 16 311-320
    Paper not yet in RePEc: Add citation now
  18. Kolmogorov, A. Sur la notion de la moyenne. 1930 Atti della Reale Accademia dei Lincei, Rendiconti. 6 388-391
    Paper not yet in RePEc: Add citation now
  19. Komunjer, I., Ng, S., 2009. Dynamic Identification of DSGE Models. Discussion paper, U.C. San Diego.
    Paper not yet in RePEc: Add citation now
  20. Leamer, E.E. Multicollinearity. 1973 The Review of Economics and Statistics. 55 371-380
    Paper not yet in RePEc: Add citation now
  21. Lindley, D.V. On a measure of information provided by an experiment. 1955 Annals of Mathematical Statistics. 27 986-1005
    Paper not yet in RePEc: Add citation now
  22. Lubik, T. ; Schorfheide, F. Testing for indeterminacy. 2004 American Economic Review. 94 190-217
    Paper not yet in RePEc: Add citation now
  23. Millar, R.B. Sensitivity of bayes estimators to hyper-parameters with an application to maximum yield from fisheries. 2004 Biometrics. 60 536-542

  24. Nagumo, M. über eine klasse der mittelwerte. 1930 Japan Journal of Mathematics. 7 71-79
    Paper not yet in RePEc: Add citation now
  25. Perez, C.J. ; Martin, J. ; Rufo, M.J. MCMC-based local parametric sensitivity estimations. 2006 Computational Statistics & Data Analysis. 51 823-835

  26. Poirier, D.J. Revising beliefs in nonidentified models. 1998 Econometric Theory. 14 483-509

  27. Pratt, J.W. Risk aversion in the small and in the large. 1964 Econometrica. 32 122-136
    Paper not yet in RePEc: Add citation now
  28. Primiceri, G.E. Time varying structural vector autoregressions and monetary policy. 2005 The Review of Economic Studies. 72 821-852

  29. Rothenberg, T.J. Identification in parametric models. 1971 Econometrica. 39 577-591

  30. Sims, C.A. ; Zha, T. Were there regime switches in U.S. monetary policy. 2006 American Economic Review. 96 54-81

  31. Sivaganesan, S. Global and local robustness approaches. 2000 En : Insua, D.R. ; Ruggeri, F. Robust Bayesian Analysis. Springer-Verlag: New York
    Paper not yet in RePEc: Add citation now
  32. Smets, F. ; Wouters, R. An estimated dynamic stochastic general equilibrium model of the euro area. 2003 Journal of the European Economic Association. 1 1123-1175

  33. Smets, F. ; Wouters, R. Shocks and frictions in U.S. business cycles. 2007 American Economic Review. 97 586-606
    Paper not yet in RePEc: Add citation now
  34. Soofi, E.S. Effects of collinearity on information about regression coefficients. 1990 Journal of Econometrics. 43 255-274

  35. Traum, N., Yang, S.S., 2010. Does Government Debt Crowd Out Investment? A Bayesian DSGE Approach. CBO Working Paper Series.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation bayésienne dun modèle DSGE pour une petite économie ouverte : Cas de la RD Congo. (2017). UMBA, Gilles Bertrand.
    In: MPRA Paper.
    RePEc:pra:mprapa:81324.

    Full description at Econpapers || Download paper

  2. Money and monetary policy in Israel during the last decade. (2016). Benchimol, Jonathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:69587.

    Full description at Econpapers || Download paper

  3. Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161905.

    Full description at Econpapers || Download paper

  4. Has U.S. monetary policy tracked the efficient interest rate?. (2015). Tambalotti, Andrea ; Ferrero, Andrea ; Cúrdia, Vasco ; Ng, Ging Cee .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:72-83.

    Full description at Econpapers || Download paper

  5. Housing market dynamics in China: Findings from an estimated DSGE model. (2015). , Eric.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:29:y:2015:i:c:p:26-40.

    Full description at Econpapers || Download paper

  6. What’s news in exchange rate dynamics: A DSGE approach. (2015). Chen, Kan ; Zhang, Shage .
    In: Economics Letters.
    RePEc:eee:ecolet:v:134:y:2015:i:c:p:133-137.

    Full description at Econpapers || Download paper

  7. Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:378-403.

    Full description at Econpapers || Download paper

  8. Factor adjustment costs: A structural investigation. (2015). Zanetti, Francesco ; mumtaz, haroon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:341-355.

    Full description at Econpapers || Download paper

  9. A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy. (2014). Tastan, Huseyin ; Aik, Bekir ; Tatan, Huseyin .
    In: Ekonomi-tek - International Economics Journal.
    RePEc:tek:journl:v:3:y:2014:i:2:p:27-50.

    Full description at Econpapers || Download paper

  10. Le système financier indien à lépreuve de la crise. (2014). Avouyi-Dovi, Sanvi ; Sujithan, Kuhanathan Ano .
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/14810.

    Full description at Econpapers || Download paper

  11. The European Monetary Union and Imbalances: Is it an Anticipation Story ?. (2014). Siena, Daniele.
    In: Working papers.
    RePEc:bfr:banfra:501.

    Full description at Econpapers || Download paper

  12. Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064.. (2013). Franchi, Massimo.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
    RePEc:sas:wpaper:20132.

    Full description at Econpapers || Download paper

  13. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:21/13.

    Full description at Econpapers || Download paper

  14. The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281.

    Full description at Econpapers || Download paper

  15. Real business cycles in emerging economies: Turkish case. (2013). Tastan, Huseyin ; Tatan, Huseyin .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:106-113.

    Full description at Econpapers || Download paper

  16. An inference about the length of the time-to-build period. (2013). Jung, Yong-gook .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:42-54.

    Full description at Econpapers || Download paper

  17. Choosing the variables to estimate singular DSGE models.. (2013). Matthes, Christian ; ferroni, filippo ; Canova, Fabio.
    In: Working papers.
    RePEc:bfr:banfra:461.

    Full description at Econpapers || Download paper

  18. What drives Irelands housing market? A Bayesian DSGE approach. (2012). Mayer, Eric ; Gareis, Johannes.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:88.

    Full description at Econpapers || Download paper

  19. Will the SARB always succeed in fghting inflation with contractionary policy?. (2012). Liu, Guangling.
    In: Working Papers.
    RePEc:rza:wpaper:275.

    Full description at Econpapers || Download paper

  20. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
    In: MPRA Paper.
    RePEc:pra:mprapa:36147.

    Full description at Econpapers || Download paper

  21. Common and idiosyncratic disturbances in developed small open economies. (2012). Guerron, Pablo ; Guerron-Quintana, Pablo A..
    In: Working Papers.
    RePEc:fip:fedpwp:12-3.

    Full description at Econpapers || Download paper

  22. Are structural parameters of DSGE models stable in Korea?. (2012). Lee, Jiho.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:1:p:50-59.

    Full description at Econpapers || Download paper

  23. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2012). Kara, Engin ; Dixon, Huw.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2012/8.

    Full description at Econpapers || Download paper

  24. Inflation and Unit Labor Cost. (2012). Watson, Mark ; King, Robert G..
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2012-005.

    Full description at Econpapers || Download paper

  25. Inflation targets and endogenous wage markups in a New Keynesian model. (2011). Tirelli, Patrizio ; Di Bartolomeo, Giovanni ; acocella, nicola ; Nicola, Acocella .
    In: wp.comunite.
    RePEc:ter:wpaper:0079.

    Full description at Econpapers || Download paper

  26. Optimal Unemployment Insurance in GE: a RobustCalibration Approach. (2011). Cozzi, Marco.
    In: Working Papers.
    RePEc:qed:wpaper:1272.

    Full description at Econpapers || Download paper

  27. Financial intermediation, investment dynamics and business cycle fluctuations. (2011). Ajello, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:32447.

    Full description at Econpapers || Download paper

  28. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the US and Europe. (2011). Michelacci, Claudio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17429.

    Full description at Econpapers || Download paper

  29. The Cyclical Behavior of Equilibrium Unemployment and Vacancies in the United States and Europe. (2011). Justiniano, Alejandro ; Michelacci, Claudio.
    In: NBER Chapters.
    RePEc:nbr:nberch:12483.

    Full description at Econpapers || Download paper

  30. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2011). Kara, Engin ; Dixon, Huw.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1125.

    Full description at Econpapers || Download paper

  31. Oil Shocks through International Transport Costs: Evidence from U.S. Business Cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Working Papers.
    RePEc:fiu:wpaper:1105.

    Full description at Econpapers || Download paper

  32. Oil shocks through international transport costs: evidence from U.S. business cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:82.

    Full description at Econpapers || Download paper

  33. Stock market wealth effects in an estimated DSGE model for Hong Kong. (2011). Pytlarczyk, Ernest ; Paetz, Michael ; Funke, Michael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:316-334.

    Full description at Econpapers || Download paper

  34. Taking Multi-Sector Dynamic General Equilibrium Models to the Data. (2011). Kara, Engin ; Dixon, Huw.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:11/621.

    Full description at Econpapers || Download paper

  35. News driven business cycles and data on asset prices in estimated DSGE models. (2011). Avdjiev, Stefan.
    In: BIS Working Papers.
    RePEc:bis:biswps:358.

    Full description at Econpapers || Download paper

  36. The diversity of forecasts from macroeconomic models of the U.S. economy. (2010). Wolters, Maik ; Wieland, Volker.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201008.

    Full description at Econpapers || Download paper

  37. DSGE model-based forecasting of non-modelled variables. (2010). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:348-373.

    Full description at Econpapers || Download paper

  38. Stock market conditions and monetary policy in a DSGE model for the U.S.. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1700-1731.

    Full description at Econpapers || Download paper

  39. Linear rational-expectations models with lagged expectations: A synthetic method. (2010). Meyer-Gohde, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:984-1002.

    Full description at Econpapers || Download paper

  40. Euro-dollar real exchange rate dynamics in an estimated two-country model: An assessment. (2010). Tuesta, Vicente ; Rabanal, Pau.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:780-797.

    Full description at Econpapers || Download paper

  41. Euro area inflation persistence in an estimated nonlinear DSGE model. (2010). Tristani, Oreste ; amisano, gianni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1837-1858.

    Full description at Econpapers || Download paper

  42. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE. (2010). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer ; Özer Karagedikli, .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:1:p:113-136.

    Full description at Econpapers || Download paper

  43. Did Tax Policies mitigate US Business Cycles?. (2010). ferroni, filippo ; Jimborean, R..
    In: Working papers.
    RePEc:bfr:banfra:296.

    Full description at Econpapers || Download paper

  44. A naïve sticky information model of households inflation expectations. (2009). Luoto, Jani ; Lanne, Markku ; Luoma, Arto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1332-1344.

    Full description at Econpapers || Download paper

  45. Comparing DSGE-VAR forecasting models: How big are the differences?. (2009). Ghent, Andra.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:864-882.

    Full description at Econpapers || Download paper

  46. Indeterminacy, change points and the price puzzle in an estimated DSGE model. (2009). Belaygorod, Anatoliy ; Dueker, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:3:p:624-648.

    Full description at Econpapers || Download paper

  47. Estimation of quasi-rational DSGE monetary models. (2009). Fanelli, Luca.
    In: Quaderni di Dipartimento.
    RePEc:bot:quadip:wpaper:93.

    Full description at Econpapers || Download paper

  48. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Materon, J. ; Sahuc,J-G., ; Sahuc, J-G., ; Feve, P..
    In: Working papers.
    RePEc:bfr:banfra:243.

    Full description at Econpapers || Download paper

  49. Learning, monetary policy rules, and macroeconomic stability. (2008). Milani, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:10:p:3148-3165.

    Full description at Econpapers || Download paper

  50. RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence. (2007). Vahey, Shaun ; Smith, Christie ; Matheson, Troy ; Karagedikli, Ozer.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/15.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-18 14:43:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.