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Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
In: NBER Working Papers.
RePEc:nbr:nberwo:15928.

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Cited: 39

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Cites: 45

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  1. Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Journal of Macroeconomics.
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  2. Are uncertainty shocks aggregate demand shocks?. (2018). rossi, lorenza ; Fasani, Stefano.
    In: Economics Letters.
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  3. Banks balance sheet, uncertainty and macroeconomy. (2017). Pirozhkova, Ekaterina .
    In: EcoMod2017.
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  4. Rational Sunspots. (2016). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
    In: Economics Series Working Papers.
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  5. Methods for measuring expectations and uncertainty in Markov-switching models. (2016). Bianchi, Francesco.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:190:y:2016:i:1:p:79-99.

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  6. Changes in Federal Reserve preferences. (2016). Lakdawala, Aeimit.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:70:y:2016:i:c:p:124-143.

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  7. The impact of idiosyncratic uncertainty when investment opportunities are endogenous. (2016). Lee, Jung Hoon .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:65:y:2016:i:c:p:105-124.

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  8. Common time variation of parameters in reduced-form macroeconomic models. (2016). Stevanovic, Dalibor ; Dalibor, Stevanovic .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  9. Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
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  10. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Ho, S C ; Cho, S.
    In: Other publications TiSEM.
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  11. Financial frictions and the volatility of monetary policy in a DSGE model. (2015). Nguyen, Anh.
    In: Working Papers.
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  12. Financial Frictions, Trends, and the Great Recession. (2015). Jinnai, Ryo ; Guerron, Pablo ; Guerron-Quintana, Pablo A.
    In: Discussion paper series.
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  13. Animal spirits and business cycles. (2015). Bidder, Rhys.
    In: FRBSF Economic Letter.
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  14. Monetary/Fiscal Policy Mix and Agents Beliefs. (2014). Ilut, Cosmin ; Bianchi, Francesco.
    In: NBER Working Papers.
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  15. Time-varying inflation targeting after the nineties. (2014). perez, rafaela ; Ruiz, Jesus ; Lafuente, Juan A..
    In: International Review of Economics & Finance.
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  16. The effects of the monetary policy stance on the transmission mechanism. (2014). Marcellino, Massimiliano ; Galvão, Ana ; Beatriz, Galvao Ana .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  17. Monetary Policy in Korea through the lense of Taylor Rule in DSGE model. (2013). Kim, Tae Bong.
    In: 2013 Meeting Papers.
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  18. Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: MPRA Paper.
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  19. Monetary-fiscal policy interactions: interdependent policy rule coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: Finance and Economics Discussion Series.
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  20. Monetary policy regimes and the term structure of interest rates. (2013). Chernov, Mikhail ; Bikbov, Ruslan .
    In: Journal of Econometrics.
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  21. Escaping the Great Recession. (2013). Melosi, Leonardo ; Bianchi, Francesco.
    In: Working Papers.
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  22. Monetary/Fiscal Policy Mix and Agents Beliefs. (2013). Ilut, Cosmin ; Bianchi, Francesco.
    In: CEPR Discussion Papers.
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  23. Dimensions of macroeconomic uncertainty: A common factor analysis. (2013). Henzel, Steffen ; Rengel, Malte.
    In: ifo Working Paper Series.
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  24. Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, Seong Hoon ; Baele, Lieven .
    In: Faculty Working Papers.
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  25. Computing DSGE Models with Recursive Preferences and Stochastic Volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
    In: Review of Economic Dynamics.
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  26. Computing DSGE models with recursive preferences and stochastic volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Wen, Yao .
    In: Finance and Economics Discussion Series.
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  27. Robust animal spirits. (2012). Smith, Matthew ; Bidder, Rhys.
    In: Journal of Monetary Economics.
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  28. Measuring prior sensitivity and prior informativeness in large Bayesian models. (2012). Muller, Ulrich K..
    In: Journal of Monetary Economics.
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  29. An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia. (2012). Andreasen, Martin.
    In: European Economic Review.
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  30. Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: 2011 Meeting Papers.
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  31. Risk, Monetary Policy and the Exchange Rate. (2011). Nisticò, Salvatore ; Benigno, Gianluca ; Nistico, Salvatore.
    In: NBER Working Papers.
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  32. Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
    In: NBER Working Papers.
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  33. Risk, Monetary Policy and the Exchange Rate. (2011). Benigno, Gianluca ; Nistico, Salvatore.
    In: NBER Chapters.
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  34. Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination. (2011). Mohr, Matthias ; Guérin, Pierre ; Maurin, Laurent ; Guerin, Pierre .
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  35. An estimated DSGE model: explaining variation in term premia. (2011). Andreasen, Martin.
    In: Bank of England working papers.
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  36. Time-varying volatility, precautionary saving and monetary policy. (2011). Hatcher, Michael.
    In: Bank of England working papers.
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  37. Reading the recent monetary history of the United States, 1959-2007. (2010). Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
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  38. Second-order approximation of dynamic models with time-varying risk. (2010). Nisticò, Salvatore ; Benigno, Gianluca.
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  39. Macroeconomics and Volatility: Data, Models, and Estimation. (2010). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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    RePEc:bis:biswps:247.

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  30. An Open Economy Model of the Euro Area and the US. (2007). Sousa, João ; Gomes, Sandra ; Alves, Nuno .
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  31. Shocks, Structures or Monetary Policies? The Euro Area and US After 2001. (2007). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: NBER Working Papers.
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  32. Comment on The Transmission of Domestic Shocks in Open Economies. (2007). Adolfson, Malin .
    In: NBER Chapters.
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  33. The Timing and Magnitude of Exchange Rate Overshooting. (2007). Westelius, Niklas ; Sondergaard, Jens ; Hoffmann, Mathias.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:418.

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  34. Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts. (2007). Sellin, Peter.
    In: Working Paper Series.
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  35. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
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  36. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Bergvall, Anders ; Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran .
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  37. Monetary regime change and business cycles. (2007). Finocchiaro, Daria ; Cúrdia, Vasco.
    In: Staff Reports.
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  38. Shocks, structures or monetary policies? The euro area and US after 2001. (2007). Rostagno, Massimo ; Motto, Roberto ; Christiano, Lawrence .
    In: Working Paper Series.
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  39. Quantifying and sustaining welfare gains from monetary commitment. (2007). Pearlman, Joseph ; McAdam, Peter ; Levine, Paul.
    In: Working Paper Series.
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  40. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: CEPR Discussion Papers.
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  41. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
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  42. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

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  43. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2006). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0199.

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  44. Bayesian analysis of DSGE models. (2006). Schorfheide, Frank ; An, Sungbae .
    In: Working Papers.
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  45. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not. (2006). Tuesta, Vicente ; Rabanal, Pau ; Reategui, Vicente Tuesta.
    In: CEPR Discussion Papers.
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  46. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
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  47. BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area. (2006). estrada, Angel ; Burriel, Pablo ; Andrés, Javier ; Andres, Javier.
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  48. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation. (2005). Teo, Wing Leong ; Lubik, Thomas.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:377.

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  49. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5207.

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  50. The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness. (2005). Piscitelli, Laura ; Lotz, Aïleen ; Gosselin-Lotz, Aileen ; Cassino, Vincenzo ; Barkbu, Bergljot .
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