[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Bayesian estimation of small-scale DSGE model of the Ukrainian economy. (2011). Semko, Roman.
In: MPRA Paper.
RePEc:pra:mprapa:35215.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 15

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. Modelling the Impact of External Shocks on Economy of Ukraine: Dsge Approach. (2016). BAZHENOVA, YULIYA ; Yuliya, Bazhenova ; Olena, Bazhenova.
    In: Ekonomika (Economics).
    RePEc:vrs:ekonom:v:95:y:2016:i:1:p:64-83:n:4.

    Full description at Econpapers || Download paper

  2. Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Larin, Alexander ; Khvostova, Irina ; Novak, Anna .
    In: HSE Working papers.
    RePEc:hig:wpaper:52/ec/2014.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bernanke B. The financial accelerator model in a quantitative business cycle framework / B. Bernanke, M. Gertler, S. Gilchrist // NBER Working paper. – 1998. – No. 6455. – Available from: http://www.nber.org/papers/w6455.

  2. Calvo G. Staggered prices in a utility maximizing framework / G. Calvo // Journal of Monetary Economics. – 1983. – No. 12. – P. 383–398.

  3. Chib S. Understanding the Metropolis–Hastings algorithm / S. Chib, E. Greenberg // The American Statistician. – 2005. – Vol. 49. – P. 327–335.
    Paper not yet in RePEc: Add citation now

  4. Christiano L. Nominal rigidities and the dynamic effects to a shock of monetary policy / L. Christiano, M. Eichenbaum, C. Evans // Journal of Political Economy. – 2005. – Vol. 113 (1). – P. 1–45.

  5. Dixit A. Monopolistic competition and optimum product diversity / A. Dixit, J. Stiglitz // American Economic Review. – 1977. – No. 67. – P. 297–308.

  6. Баженова Ю. В. Застосування динамічних стохастичних моделей загальної рівноваги для аналізу макроекономічної політики / Ю. В. Баженова // Актуальні проблеми економіки. – 2009. – № 7 (97). – С. 261–266.
    Paper not yet in RePEc: Add citation now
  7. Fernández-Villaverde J. The econometrics of DSGE models / J. Fernández-Villaverde. – 2009. – Available from: http://www.springerlink.com/index/10.1007/s13209-009-0014-7.
    Paper not yet in RePEc: Add citation now

  8. Hördahl P. A joint econometric model of macroeconomic and term structure dynamics / P. Hördahl, O. Tristani, D. Vestin // Journal of Econometrics. – 2006. – Vol. 131 (1-2). – P. 405–444.

  9. Kydland F. Time to build and aggregate fluctuations / F. Kydland, E. Prescott // Econometrica. – 1982. – No. 50. – P. 1345–1370.

  10. Lucas R. Expectations and the neutrality of money / R. Lukas // Journal of Economic Theory. – 1972. – Vol. 4 (2). – P. 103–124.

  11. Rudebusch G. A macro-finance model of the term structure, monetary policy and the economy / G. Rudebusch, T. Wu // Federal Reserve Bank of San Francisco Working Paper No. – 2003. – No. 17.

  12. Smets F. An estimated stochastic dynamic general equilibrium model of the euro area / F. Smets, R. Wouters // Journal of the European Economic Association. – 2003. – Vol. 1 (5). – P. 1123–1175.

  13. Taylor J. Discretion versus policy rules in practice / J. Taylor // Carnegie-Rochester Conference Series on Public Policy. – 1993. – No. 39.

  14. Tovar C. DSGE models and central banks / C. Tovar // Kiel Institute for the World Economy. – 2009. – Vol. 3 (16). – P. 1–31.

  15. Zagaglia P. Forecasting with a DSGE model of the term structure of interest rates: The role of the feedback / P. Zagaglia. – 2009. – Available from: www.ne.su.se/paper/wp09_14.pdf.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Determinants of non-performing loans in Central and Eastern European countries. (2014). Skarica, Bruna .
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:38:y:2014:i:1:p:37-59.

    Full description at Econpapers || Download paper

  2. Bank procyclicality and output: Issues and policies. (2014). Delis, Manthos ; Athanasoglou, Panayiotis ; Daniilidis, Ioannis .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:72:y:2014:i:c:p:58-83.

    Full description at Econpapers || Download paper

  3. The Uncertainty Multiplier and Business Cycles. (2013). Jinnai, Ryo ; Guerron-Quintana, Pablo A..
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:016.

    Full description at Econpapers || Download paper

  4. Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area. (2013). Rabanal, Pau ; Quint, Dominic.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/209.

    Full description at Econpapers || Download paper

  5. Is new always better than old? On the treatment of fiscal policy in Keynesian models. (2012). Dullien, Sebastian.
    In: Review of Keynesian Economics.
    RePEc:elg:rokejn:v:0:y:2012:i:1:p5-23.

    Full description at Econpapers || Download paper

  6. Does the banking sector structure matter for credit procyclicality?. (2012). Mignon, Valérie ; López Villavicencio, Antonia ; Bouvatier, Vincent ; Lpez-Villavicencio, Antonia .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1035-1044.

    Full description at Econpapers || Download paper

  7. The Financial Accelerator: An Emerging Market Story. (2011). Hussain, Shah ; Hassan, Amer ; Saeed, Amna .
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:41.

    Full description at Econpapers || Download paper

  8. Los modelos DSGE: una respuesta de la discusión macroeconómica. (2011). Hurtado Rendón, Alvaro ; Botero, Jesus ; Rendon, Alvaro Hurtado ; Jesus Alonso Botero Garcia, ; Gonzalez, Humberto Franco .
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:010633.

    Full description at Econpapers || Download paper

  9. Optimal monetary policy in a small open economy with financial frictions. (2010). Merola, Rossana.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201001.

    Full description at Econpapers || Download paper

  10. Kuresel Firma Ticari Borclari ve Kredi Aktarim Mekanizmasi. (2010). Özbay Özlü, Pınar ; YALCIN, Cihan ; Ozlu, Pinar .
    In: CBT Research Notes in Economics.
    RePEc:tcb:econot:1004.

    Full description at Econpapers || Download paper

  11. Financial frictions and the zero lower bound on interest rates: a DSGE analysis. (2010). Merola, Rossana.
    In: MPRA Paper.
    RePEc:pra:mprapa:29365.

    Full description at Econpapers || Download paper

  12. A Birds Eye View of OECD Housing Markets. (2010). André, Christophe.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:746-en.

    Full description at Econpapers || Download paper

  13. Cyclical behavior of price-cost margins in the Turkish banking industry. (2010). Turgutlu, Evrim .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:368-374.

    Full description at Econpapers || Download paper

  14. The global credit boom: challenges for macroeconomics and policy. (2009). Hume, Michael ; Sentance, Andrew .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0027.

    Full description at Econpapers || Download paper

  15. The international cycle and Colombian monetary policy. (2009). Mahadeva, Lavan ; Gómez-Pineda, Javier.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:005406.

    Full description at Econpapers || Download paper

  16. Chaos in credit–constrained emerging economies with Leontief technology. (2008). Michetti, Elisabetta ; Mammana, Cristiana.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00017.

    Full description at Econpapers || Download paper

  17. On the empirical evidence of the intertemporal current account model for the euro area countries. (2008). Rubaszek, Michał ; Ca' Zorzi, Michele ; Michele Ca, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008895.

    Full description at Econpapers || Download paper

  18. Beyond Bubbles: The Role of Asset Prices in Early-Warning Indicators. (2008). Rozo, Sandra ; Gomez, Esteban .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:005290.

    Full description at Econpapers || Download paper

  19. Monetary Policy Rules with Financial Instability. (2008). Cihak, Martin ; Bulir, Ales ; Bauducco, Sofia.
    In: Working Papers.
    RePEc:cnb:wpaper:2008/8.

    Full description at Econpapers || Download paper

  20. The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity. (2008). Dobrynskaya, Victoria.
    In: Journal of Innovation Economics.
    RePEc:cai:jiedbu:jie_001_0029.

    Full description at Econpapers || Download paper

  21. CAPITAL MARKET AND BUSINESS CYCLE VOLATILITY. (2007). Tharavanij, Piyapas .
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2007-33.

    Full description at Econpapers || Download paper

  22. Managing New-Style Currency Crises: The Swan Diagram Approach Revisited. (2006). Rajan, Ramkishen.
    In: SCAPE Policy Research Working Paper Series.
    RePEc:sca:scaewp:0517.

    Full description at Econpapers || Download paper

  23. The Role of Search Frictions and Bargaining for Inflation Dynamics. (2006). Trigari, Antonella.
    In: Working Papers.
    RePEc:igi:igierp:304.

    Full description at Econpapers || Download paper

  24. Investment dynamics with fixed capital adjustment cost and capital market imperfections. (2006). Bayer, Christian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:8:p:1909-1947.

    Full description at Econpapers || Download paper

  25. Fear of Floating: An optimal discretionary monetary policy analysis. (2005). Bokil, Madhavi.
    In: International Finance.
    RePEc:wpa:wuwpif:0510002.

    Full description at Econpapers || Download paper

  26. Corporate Dollar Debt and Depreciations: Much Ado About Nothing?. (2005). Cowan, Kevin ; Bleakley, Hoyt ; Kevin Cowan Author-X-Name_First: Kevin Author-X-Na, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4411.

    Full description at Econpapers || Download paper

  27. Bank lending and property prices in Hong Kong. (2005). Gerlach, Stefan ; Peng, Wensheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:2:p:461-481.

    Full description at Econpapers || Download paper

  28. Fair Wages in a New Keynesian Model of the Business Cycle. (2004). Kurmann, André ; Danthine, Jean-Pierre.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:1:p:107-142.

    Full description at Econpapers || Download paper

  29. Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach. (2004). Wouters, Raf ; Smets, Frank.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200410-1.

    Full description at Econpapers || Download paper

  30. Bank lending and property prices: some international evidence. (2004). Hofmann, Boris.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:46.

    Full description at Econpapers || Download paper

  31. Labour Market Search, Wage Bargaining and Inflation Dynamics. (2004). Trigari, Antonella.
    In: Working Papers.
    RePEc:igi:igierp:268.

    Full description at Econpapers || Download paper

  32. Agency costs and asymmetric information in a small open economy: a dynamic general equilibrium model. (2004). Claus, Iris ; Kim, Kunhong.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:787.

    Full description at Econpapers || Download paper

  33. The IS curve and the transmission of monetary policy: Is there a puzzle?. (2003). Hofmann, Boris ; Goodhart, Charles.
    In: ZEI Working Papers.
    RePEc:zbw:zeiwps:b132003.

    Full description at Econpapers || Download paper

  34. Financial Policies. (2003). Crockett, Andrew ; Ahluwalia, Montek S. ; Dooley, Michael P. ; Mishkin, Frederic S..
    In: NBER Chapters.
    RePEc:nbr:nberch:9775.

    Full description at Econpapers || Download paper

  35. The stock market and consumer confidence: European evidence. (2003). Nahuis, Niek ; Jansen, W. Jos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:79:y:2003:i:1:p:89-98.

    Full description at Econpapers || Download paper

  36. Why Do Emerging Economies Borrow in Foreign Currency?. (2003). Jeanne, Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4030.

    Full description at Econpapers || Download paper

  37. Detrending Time-Aggregated Data. (2002). Aadland, David.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0301007.

    Full description at Econpapers || Download paper

  38. Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises. (2002). Mendoza, Enrique ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8880.

    Full description at Econpapers || Download paper

  39. The impact of financial system development on business cycles volatility: cross-country evidence. (2002). da Silva, Gisele Ferreira.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:24:y:2002:i:2:p:233-253.

    Full description at Econpapers || Download paper

  40. Financial Crises, Monetary Policy and Financial Fragility; A Second-Generation Model of Currency Crises. (2002). Goderis, Benedikt ; Eijffinger, Sylvester.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3637.

    Full description at Econpapers || Download paper

  41. Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión. (2002). Tapia, Matias ; Morandé, Felipe ; Mies, Verónica.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:181.

    Full description at Econpapers || Download paper

  42. Financial Policies and the Prevention of Financial Crises in Emerging Market Countries. (2001). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8087.

    Full description at Econpapers || Download paper

  43. Asset prices, financial conditions and the transmission of monetary policy. (2001). Hofmann, Boris ; Goodhart, Charles.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2001:i:mar:x:3.

    Full description at Econpapers || Download paper

  44. The determinants of private sector credit in industrialised countries: do property prices matter?. (2001). Hofmann, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:108.

    Full description at Econpapers || Download paper

  45. Credit growth, problem loans and credit risk provisioning in Spain. (2001). Saurina, Jesus ; de Lis, Santiago Fernandez ; Pages, Jorge Martinez .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:01-16.

    Full description at Econpapers || Download paper

  46. Balance Sheets and Exchange Rate Policy. (2000). Chang, Roberto ; Cespedes, Luis ; Velasco, Andres .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7840.

    Full description at Econpapers || Download paper

  47. Do Debt Flows Crowd Out Equity Flows or the Other Way Round?. (2000). Razin, Assaf ; Yuen, Chi-Wa ; Sadka, Efraim.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:3.

    Full description at Econpapers || Download paper

  48. Endogenous capacity utilization and the asymmetric effects of monetary policy. (2000). alvarez lois, pedro.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:469.00.

    Full description at Econpapers || Download paper

  49. Financial intermediation and the monetary transmission mechanism. (1999). Smith, Christie ; Claus, Iris.
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:december1999:1.

    Full description at Econpapers || Download paper

  50. Inflation Dynamics: A Structural Economic Analysis. (1999). Gertler, Mark ; Gali, Jordi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2246.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-26 13:33:15 || 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.