[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Maximum Likelihood in the Frequency Domain: A Time to Build Example. (1999). Vigfusson, Robert ; Christiano, Lawrence.
In: NBER Working Papers.
RePEc:nbr:nberwo:7027.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 29

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. Implementing Optimal Policy Through Inflation-Forecast Targeting. (2004). Woodford, Michael ; Svensson, Lars.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4229.

    Full description at Econpapers || Download paper

  2. Implementing Optimal Policy through Inflation-Forecast Targeting. (2003). Woodford, Michael ; Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9747.

    Full description at Econpapers || Download paper

  3. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
    RePEc:fip:fedmsr:280.

    Full description at Econpapers || Download paper

  4. Are these classical business cycles?. (1999). Woitek, Ulrich ; Reiter, Michael.
    In: Economics Working Papers.
    RePEc:upf:upfgen:398.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Altug, Sumru, 1989, `Time to Build and Aggregate Fluctuations Some New Evidence, International Economic Review, 30(4), November, 889-920.

  2. [10] Cogley, Timothy, 1998, `Estimating and Testing Dynamic Rational Expectations IVIodels , unpublished manuscript.
    Paper not yet in RePEc: Add citation now

  3. [11] Diebold, Francis X., Lee E. Ohanian, and Jeremy Berkowitz, 1998, `Dynamic Equilibrium Economies: A Framework for Comparing Models and Data, Review of Economic Studies, 65(3), July, 433-51.

  4. [12] Duffie, Darrell, and Kenneth J. Singleton, 1993, `Simulated Moments Estimators of Markov Models of Asset Prices, Econornetrica, 61(4), 929-52.

  5. [13] Fuhrer, Jeffrey C., George R. Moore, and Scott D. Schuh, 1995, `Estimating the LinearQuadratic Inventory Model: Maximum Likelihood versus Generalized Method of Moments , Journal of Monetary Economics, 35(1), February, 115-57.

  6. [14] Hall, George J., 1996, `Overtime, Effort, and the Propagation of Business Cycle Shocks, Journal of Monetary Economics, 38 (1), August, 139-60.

  7. [15] Hansen, Lars Peter, and Thomas J. Sargent, 1980, `Formulating and Estimating Dynamic Linear Rational Expectations Models, Journal of Economic Dynamics and Control, 2, February, 7-46.

  8. [16] Hansen, Lars Peter, and Thomas J. Sargent, 1980a, `Methods for Estimating Continuous Time Rational Expectations Models from Discrete Data, Research Department Staff report 59, Federal Reserve Bank of Minneapolis. 14

  9. [17] Hansen, Lars Peter, and Thomas J. Sargent, 1993, `Seasonality and Approximation Errors in Rational Expectations Models, Journal of Econometrics, 55(1-2), JanuaryFebruary, 21-55.

  10. [18] Hansen, Lars Peter, and Kenneth J. Singleton, 1982, `Generalized Instrumental variables Estimation of Nonlinear Rational Expectations Models, Econornetrica, 50, September, 1269-86.

  11. [19] Harvey, Andrew, 1989, Forecasting Structural Time Series Models and the Kalman Filter, Cambridge University Press.
    Paper not yet in RePEc: Add citation now

  12. [2] Christiano, Lawrence J., 1985, `A Method for Estimating the Timing Interval in a Linear Econometric Model, With an Application to Taylors Model of Staggered Contracts. Journal of Economic Dynamics and Control, 9, 363-404.

  13. [20] Ireland, Peter N., 1997, `A Small, Structural Quarterly Model for Monetary Policy Evaluation, Carnegie Rochester Conference Series on Public Policy, 47 (0) December, 83-108.

  14. [21] Kim, Jinil, 1998, `Constructing and Estimating a Realistic Optimizing Model of Monetary Policy, unpublished manuscript.
    Paper not yet in RePEc: Add citation now

  15. [22] King, Robert, 1995, `Quantitative Theory and Econometrics, Federal Reserve Bank of Richmond Economic Quarterly, 81(3), 53-105.

  16. [23] Kydland, Finn E. and Edward C. Prescott, 1982, `Time to Build and Aggregate Fluctuations , Econornetrica, 50, November, 1345-70.

  17. [25] Long, John, and Charles Plosser, 1983, `Real Business Cycles, Journal of Political Economy 91(1), February, 39-69.

  18. [26] McGrattan, Ellen R., 1994, `The Macroeconomic Effects of Distortionary Taxation, Journal of Monetary Economics, 33, 573-601

  19. [27] McGrattan, Ellen R., Richard Rogerson, and Randall Wright, 1997, `An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy, International Economic Review, 38 (2), May, 267-90.

  20. [28] Rouwenhorst, K. Geert, 1991, `Time to Build and Aggregate Fluctuations A Reconsideration Journal of Monetary Economics, 27, 241-54.

  21. [29] Sims, Christopher, 1972, `Approximate Prior Restrictions in Distributed Lag Estimation , Journal of the American Statistical Association, 67(337), 169-175.
    Paper not yet in RePEc: Add citation now

  22. [3] Christiano, Lawrence J., 1988, `Why Does Inventory Investment Fluctuate So Much?, Journal of Monetary Economics, 21(2/3), March/May, 247-80.

  23. [30] Watson, Mark, 1993, `Measures of Fit for Calibrated Models, Journal of Political Economy, 101(6), 1011-1041. 15

  24. [4] Christiano, Lawrence J., 1998, `Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients, NBER Technical Working paper 225.

  25. [5] Christiano, Lawrence J. and Martin Eichenbaum, 1987, `Temporal Aggregation and Structural Inference in Macroeconomics, Carnegie Rochester Conference Series on Public Policy, 26 (0), Spring , 63-130.

  26. [6] Christiano, Lawrence J., Martin Eichenbaum, and David Marshall, 1991, `The Permanent Income Hypothesis Revisited, Econornetrica, 59(2), March, 397-423..

  27. [7] Christiano, Lawrence J. and Martin Eichenbaum, 1992, `Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations, American Economic Review, 82(3), June, 430-50.

  28. [8] Christiano, Lawrence J. and Richard M. Todd, 1996, `Time to Plan and Aggregate Fluctuations, Federal Reserve Bank of Minneapolis Quarterly Review, Winter, 14-27.

  29. [9] Cogley, Timothy, and James Nason, 1995, `Output Dynamics in Real Business Cycle Models, American Economic Review, 85(3), June, 492-511.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Searching for Wages in an Estimated Labor Matching Model. (2017). Chahrour, Ryan ; Chugh, Sanjay ; Potter, Tristan .
    In: 2017 Meeting Papers.
    RePEc:red:sed017:542.

    Full description at Econpapers || Download paper

  2. IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY. (2013). d'Addona, Stefano ; Brevik, Frode.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:17:y:2013:i:04:p:728-746_00.

    Full description at Econpapers || Download paper

  3. 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

  4. 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

  5. Structural macro-wconometric modelling in a policy environment. (2009). pagan, adrian ; Fukac, Martin.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/16.

    Full description at Econpapers || Download paper

  6. Identification of Macroeconomic Factors in Large Panels. (2009). Houssa, Romain ; Dewachter, Hans ; Bork, Lasse.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-43.

    Full description at Econpapers || Download paper

  7. Estimating baseline real business cycle models of the Australian economy. (2008). Harding, Don ; Negara, Siwage .
    In: MPRA Paper.
    RePEc:pra:mprapa:33556.

    Full description at Econpapers || Download paper

  8. Production Stages and the Transmission of Technological Progress. (2008). Rebei, Nooman ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0802.

    Full description at Econpapers || Download paper

  9. Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter. (2008). Swaine, Daniel G..
    In: Working Papers.
    RePEc:hcx:wpaper:0810.

    Full description at Econpapers || Download paper

  10. A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics. (2007). Foster, John.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:343.

    Full description at Econpapers || Download paper

  11. 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

  12. Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2007). Schuh, Scott ; Ireland, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13532.

    Full description at Econpapers || Download paper

  13. Remittances and the Dutch disease. (2007). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2007-08.

    Full description at Econpapers || Download paper

  14. Opening the black box: structural factor models with large cross-sections. (2007). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007712.

    Full description at Econpapers || Download paper

  15. Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities. (2007). Rebei, Nooman ; Phaneuf, Louis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-7.

    Full description at Econpapers || Download paper

  16. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

  17. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

    Full description at Econpapers || Download paper

  18. What do “residuals” from first-order conditions reveal about DGE models?. (2006). Letendre, Marc-Andre ; Johri, Alok.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2006-01.

    Full description at Econpapers || Download paper

  19. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000849.

    Full description at Econpapers || Download paper

  20. Making a match: combining theory and evidence in policy-oriented macroeconomic modelling. (2005). pagan, adrian ; Scott, Alasdair ; Kapetanios, George.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:462.

    Full description at Econpapers || Download paper

  21. DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:431.

    Full description at Econpapers || Download paper

  22. Investment and Time to Plan: A Comparison of Structures vs. Equipment in a Panel of Italian Firms. (2005). Galeotti, Marzio ; del boca, alessandra ; Himmelberg, Charles ; Rota, Paola.
    In: Working Papers.
    RePEc:fem:femwpa:2005.54.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  24. Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-001.

    Full description at Econpapers || Download paper

  25. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2004). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: Working Papers.
    RePEc:igi:igierp:258.

    Full description at Econpapers || Download paper

  26. Estimating nonlinear dynamic equilibrium economies: a likelihood approach. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-1.

    Full description at Econpapers || Download paper

  27. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-08.

    Full description at Econpapers || Download paper

  28. VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models. (2002). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3701.

    Full description at Econpapers || Download paper

  29. Validating Monetary DSGE Models through VARs. (2002). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3442.

    Full description at Econpapers || Download paper

  30. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-27.

    Full description at Econpapers || Download paper

  31. Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence. (2002). Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-26.

    Full description at Econpapers || Download paper

  32. Labour Market Dynamics in RBC Models. (2001). Letendre, Marc-Andre ; Johri, Alok.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2001-03.

    Full description at Econpapers || Download paper

  33. Maximum likelihood in the frequency domain: the importance of time-to-plan. (2001). Vigfusson, Robert ; Christiano, Lawrence.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0106.

    Full description at Econpapers || Download paper

  34. Are taste and technology parameters stable? a test of deep parameter stability in real business cycle models of the U.S. economy. (2001). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:01-05.

    Full description at Econpapers || Download paper

  35. Loss function-based evaluation of DSGE models. (2000). Schorfheide, Frank.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

    Full description at Econpapers || Download paper

  36. Maximum Likelihood in the Frequency Domain: A Time to Build Example. (1999). Vigfusson, Robert ; Christiano, Lawrence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7027.

    Full description at Econpapers || Download paper

  37. A method for taking models to the data. (1999). Ireland, Peter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9903.

    Full description at Econpapers || Download paper

  38. A Method for Taking Models to the Data. (1999). Ireland, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:421.

    Full description at Econpapers || Download paper

  39. Does monetary policy generate recessions?. (1998). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:98-12.

    Full description at Econpapers || Download paper

  40. Chaos, sunspots, and automatic stabilizers. (1996). Harrison, Sharon ; Christiano, Lawrence.
    In: Staff Report.
    RePEc:fip:fedmsr:214.

    Full description at Econpapers || Download paper

  41. Dynamic Equilibrium Economies: A Framework for Comparing Models and Data. (1995). Ohanian, Lee ; Diebold, Francis ; Berkowitz, Jeremy .
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0174.

    Full description at Econpapers || Download paper

  42. Quantitative theory and econometrics. (1995). King, Robert.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1995:i:sum:p:53-105.

    Full description at Econpapers || Download paper

  43. An equilibrium model of the business cycle with household production and fiscal policy. (1995). Wright, Randall ; Rogerson, Richard ; McGrattan, Ellen.
    In: Staff Report.
    RePEc:fip:fedmsr:191.

    Full description at Econpapers || Download paper

  44. Small Sample Properties of Generalized Method of Moments Based Wald Tests. (1994). Eichenbaum, Martin ; Burnside, Craig.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0155.

    Full description at Econpapers || Download paper

  45. The Econometrics of Indeterminacy: An Applied Study. (1994). Guo, Jang-Ting ; Farmer, Roger.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:720.

    Full description at Econpapers || Download paper

  46. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3990.

    Full description at Econpapers || Download paper

  47. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1004.

    Full description at Econpapers || Download paper

  48. Measures of Fit for Calibrated Models. (1991). Watson, Mark.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0102.

    Full description at Econpapers || Download paper

  49. The macroeconomic effects of distortionary taxation. (1991). McGrattan, Ellen.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:37.

    Full description at Econpapers || Download paper

  50. Post econometric policy evaluation: a critique. (1990). Leeper, Eric ; Ingram, Beth.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:393.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-13 23:42:32 || 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.