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Assessing Structural VARs. (2006). Vigfusson, Robert ; Eichenbaum, Martin ; Christiano, Lawrence.
In: NBER Working Papers.
RePEc:nbr:nberwo:12353.

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  2. Why Hours Worked Decline Less after Technology Shocks?Â. (2023). Restout, Romain ; Cardi, Olivier.
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  8. Labor Market Effects of Technology Shocks Biased toward the Traded Sector. (2021). Restout, Romain ; Cardi, Olivier ; Bertinelli, Luisito.
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  9. Monetary policy and regional economic performance in Mexico: A structural panel VAR approach. (2021). Torrespreciado, Victor Hugo ; Victor Hugo Torres Preciado, .
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  11. International Evidence on Shock-Dependent Exchange Rate Pass-Through. (2020). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin.
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  12. International Evidence on Shock-Dependent Exchange Rate Pass-Through. (2020). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin.
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  13. Locally- but not globally-identified SVARs. (2020). Kitagawa, Toru ; Bacchiocchi, Emanuele.
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  15. Identification with External Instruments in Structural VARs under Partial Invertibility. (2019). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  16. The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology. (2019). Esposti, Roberto ; Coderoni, Silvia ; Baldoni, Edoardo ; di Giuseppe, Elisa ; D'Orazio, Marco.
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  20. House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models. (2018). Robstad, Orjan.
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  21. Identification with external instruments in structural VARs under partial invertibility. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
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  22. Bayesian Estimation of Fractionally Integrated Vector Autoregressions and an Application to Identified Technology Shocks. (2018). O'Hara, Keith ; Doppelt, Ross.
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  24. Identification with external instruments in structural VARs under partial invertibility. (2018). Ricco, Giovanni ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia.
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  25. Fiscal policy interventions at the zero lower bound. (2018). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Boubaker, Sabri.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:297-314.

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  26. The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through. (2018). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin.
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  27. DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation. (2018). Theodoridis, Konstantinos ; Harrison, Richard ; Filippeli, Thomai.
    In: Cardiff Economics Working Papers.
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  28. Monetary Policy Transmission Mechanism in a Small Open Economy under Fixed Exchange Rate: An SVAR Approach for Morocco. (2017). Ouchchikh, Rachid.
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  30. Efficiency of Monetary Policy Mechanisms Before and After the 2008 Financial Crisis in the Russian Economy. (2017). Lopatina, Olga ; Koba, Ekaterina ; Babina, Natalia ; Salmsnov, Oleg.
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  33. Investment price rigidity and business cycles. (2017). Moura, Alban.
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  37. VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
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  39. Investigating the Relationship Between DSGE and SVAR Models. (2016). Robinson, Tim ; pagan, adrian.
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  40. Investigating the Impact of Monetary Policy using the Vector Autoregression Method. (2016). Salmanov, Oleg ; Vikulina, Evgeniya ; Drachena, Irina ; Lopatina, Olga ; Zaernjuk, Victor.
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  41. Macroeconomic Shocks and Their Propagation. (2016). Ramey, Valerie.
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  42. Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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  43. VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
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    In: Working Papers.
    RePEc:ipg:wpaper:2016-002.

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  45. Impulse Response Matching Estimators for DSGE Models. (2016). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
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    RePEc:eee:ecolet:v:146:y:2016:i:c:p:77-81.

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  49. Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano.
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    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11178.

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  51. Impulse Response Matching Estimators for DSGE Models. (2016). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
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  52. EMERGING ECONOMIES BUSINESS CYCLES: THE ROLE OF THE TERMS OF TRADE REVISITED. (2016). Vicondoa, Alejandro ; Pappa, Evi ; Ben Zeev, Nadav ; Ben-Zeev, Nadav .
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  53. Investment Price Rigidities and Business Cycles. (2015). Moura, Alban.
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  54. DSGE priors for BVAR models. (2015). Theodoridis, Konstantinos ; Filippeli, Thomai.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:627-656.

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  55. Foreign liquidity to real estate market: Ripple effect and housing price dynamics. (2015). Zhao, Daxuan.
    In: Urban Studies.
    RePEc:sae:urbstu:v:52:y:2015:i:1:p:138-158.

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  56. Fiscal policy and economic performance: A review of the theoretical and empirical literature. (2015). HALKOS, GEORGE ; Paizanos, Epameinondas .
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  57. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan.
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  59. Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo.
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    RePEc:kap:compec:v:46:y:2015:i:4:p:613-626.

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  60. Imbalances over the Pacific. (2015). Kim, Soyoung ; Lee, Jae Woo.
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    RePEc:eee:jmacro:v:45:y:2015:i:c:p:173-185.

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  61. Japanese monetary policy and international spillovers. (2015). Dekle, Robert ; Hamada, Koichi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:52:y:2015:i:c:p:175-199.

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  62. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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  63. Impulse response matching estimators for DSGE models. (2014). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo.
    In: CFS Working Paper Series.
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  64. PRACTICAL TOOLS FOR POLICY ANALYSIS IN DSGE MODELS WITH MISSING SHOCKS. (2014). Lipinska, Anna ; Harrison, Richard ; Caldara, Dario ; Lipiska, Anna .
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  65. Measuring monetary policy with empirically grounded identifying restrictions. (2014). Phiromswad, Piyachart .
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  66. DSGE Priors for BVAR Models. (2014). Theodoridis, Konstantinos ; Filippeli, Thomai.
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  67. DSGE Priors for BVAR Models. (2014). Theodoridis, Konstantinos ; Filippeli, Thomai.
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  68. Understanding the effect of technology shocks in SVARs with long-run restrictions. (2014). Guay, Alain ; Fève, Patrick ; Feve, Patrick ; Chaudourne, Jeremy .
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  69. Impulse Response Matching Estimators for DSGE Models. (2014). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo A..
    In: CEPR Discussion Papers.
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  70. House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, Orjan.
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  71. Technology, Employment, and the Oil-Countries Business Cycle. (2014). Mendez-Marcano, Rodolfo .
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  74. Sequential identification of technological news shocks. (2013). Seymen, Atılım.
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  77. A fractionally integrated approach to monetary policy and inflation dynamics. (2013). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
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  80. MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Simo -Kengne, Beatrice D. ; Aye, Goodness C..
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  87. What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?. (2013). Keating, John.
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  88. A check for finite order VAR representations of DSGE models. (2013). Franchi, Massimo ; Vidotto, Anna .
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  90. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
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  91. Identifying News Shocks from SVARs. (2012). Jidoud, Ahmat ; Fève, Patrick.
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  92. A simple check for VAR representations of DSGE models. (2012). Franchi, Massimo ; Vidotto, Anna .
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  94. On ABCs (and Ds) of VAR representations of DSGE models. (2012). Paruolo, Paolo ; Franchi, Massimo.
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  95. VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors. (2012). Yao, Wenying ; Poskitt, Donald.
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  96. Comparing Hybrid DSGE Models. (2012). Paccagnini, Alessia.
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  97. DSGE Model Restrictions for Structural VAR Identification. (2012). Theodoridis, Konstantinos ; Liu, Philip.
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  98. Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel dEconomie 2011. (2012). Fève, Patrick ; Collard, Fabrice.
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  99. Identifying News Shocks from SVARs. (2012). Jidoud, Ahmat ; Fève, Patrick.
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  100. Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It. (2012). Maršál, Aleš ; Hlaváček, Michal ; Brázdik, František ; Maral, Ale ; Hlavaek, Michal ; Brazdik, Frantiek .
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  137. Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach. (2009). Ravn, Morten ; Mertens, Karel ; MortenO. Ravn, .
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  138. Back to square one: identification issues in DSGE models. (2009). Sala, Luca ; Canova, Fabio.
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  140. A Defense of RBC:Understanding the Puzzling Effects of Technology Shocks. (2008). Wen, Yi ; Wang, Pengfei.
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  141. Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach. (2008). Bhuiyan, Rokon.
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  143. Comment on In Search of the Transmission Mechanism of Fiscal Policy. (2008). Reis, Ricardo.
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  144. Are structural VARs with long-run restrictions useful in developing business cycle theory?. (2008). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
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  161. Back to square one: identification issues in DSGE models. (2007). Sala, Luca ; Canova, Fabio.
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  164. Two Flaws In Business Cycle Accounting. (2006). Christiano, Lawrence ; Davis, Joshua M..
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  165. Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries. (2006). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
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  166. The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain. (2006). Claeys, Peter ; Afonso, Antonio.
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  167. Two flaws in business cycle accounting. (2006). Christiano, Lawrence ; Davis, Joshua M..
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  168. Two flaws in business cycle dating. (2006). Christiano, Lawrence ; Davis, Joshua M..
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  169. Business Cycle Analysis and VARMA models. (2006). Mertens, Karel ; Kascha, Christian.
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  170. S-Curve Redux: On the International Transmission of Technology Shocks.. (2006). Müller, Gernot ; Enders, Zeno ; Mueller, Gernot J..
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  171. Does information help recovering structural shocks from past observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
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  173. Does Information Help Recovering Structural Shocks from Past Observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
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  175. Does information help recovering fundamental structural shocks from past observations?. (2005). Reichlin, Lucrezia.
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  176. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors. (2005). Matheson, Troy ; Lees, Kirdan.
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References

References cited by this document

  1. (1980). Macroeconomics and Reality, Econometrica, vol. 48 (January), pp. 1--48.
    Paper not yet in RePEc: Add citation now

  2. (forthcoming). Does Monetary Policy Generate Recessions? Macroeconomic Dynamics. Smets, Frank, and Raf Wouters (2003). An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area, Journal of the European Economic Association, vol. 1

  3. (November), pp. 975--1009. Erceg, Christopher J., Luca Guerrieri, and Christopher Gust (2005). Can Long-Run Restrictions Identify Technology Shocks? Journal of the European Economic Association, vol. 3

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    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000849.

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  20. Real wage rigidities and the new Keynesian model. (2005). Gali, Jordi ; Blanchard, Olivier.
    In: Economics Working Papers.
    RePEc:upf:upfgen:912.

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  21. Is lumpy investment really irrelevant for the business cycle?. (2005). Sveen, Tommy ; Weinke, Lutz.
    In: Economics Working Papers.
    RePEc:upf:upfgen:869.

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  22. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0405.

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  23. An estimated open-economy model for the EURO area. (2005). Ratto, Marco ; Roeger, Werner.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:84.

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  24. Monetary Policy under Adaptive Learning. (2005). Smets, Frank ; Gaspar, Vitor.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:80.

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  25. Bayesian Estimation of a DSGE Model with Financial Frictions for the U.S. and the Euro Area. (2005). Queijo, Virginia.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:306.

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  26. Expansionary Fiscal Shocks and the Trade Deficit. (2005). Guerrieri, Luca ; Erceg, Christopher.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:128.

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  27. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11340.

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  28. Convergence Properties of the Likelihood of Computed Dynamic Models. (2005). Santos, Manuel ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0315.

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  29. An Estimated DSGE Model for Sweden with a Monetary Regime Change. (2005). Finocchiaro, Daria ; Cúrdia, Vasco.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0740.

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  30. How Important are Financial Frictions in the U.S. and Euro Area?. (2005). Queijo von Heideken, Virginia.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0738.

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  31. By force of demand: explaining international comovements and the saving-investment correlation puzzle. (2005). Wen, Yi.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-043.

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  32. Commentary on trends in hours, balanced growth, and the role of technology in the business cycle. (2005). Sims, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:jul:p:487-492:n:v.87no.4.

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  33. Expansionary fiscal shocks and the trade deficit. (2005). Gust, Christopher ; Guerrieri, Luca ; Erceg, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:825.

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  34. Real wage rigidities and the New Keynesian model. (2005). Gali, Jordi ; Blanchard, Olivier.
    In: Working Papers.
    RePEc:fip:fedbwp:05-14.

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  35. The pricing behaviour of firms in the euro area: new survey evidence. (2005). Stokman, Ad ; Stahl, Harald ; Mathä, Thomas ; LOUPIAS, CLAIRE ; HERNANDO, IGNACIO ; Fabiani, Silvia ; Druant, Martine ; Landau, Bettina ; Sabbatini, Roberto ; Matha, Thomas Y ; Martins, Fernando ; Kwapil, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005535.

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  36. Capital Market Frictions, Business Cycle and Monetary Transmission. (2005). Pierrard, Olivier.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:029.

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  37. Real Business Cycle Models: Past, Present and Future. (2005). Rebelo, Sergio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5384.

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  38. Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing. (2004). Kurmann, André.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0409028.

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  39. Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE. (2004). Ratto, Marco ; Girardi, Riccardo.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:151.

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  40. Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-005.

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  41. 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.

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  42. Evaluating the Calvo Model of Sticky Prices. (2004). Fisher, Jonas ; Eichenbaum, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10617.

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  43. Are Technology Improvements Contractionary?. (2004). Kimball, Miles ; Fernald, John ; Basu, Susanto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10592.

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  44. Nobelpreis für Wirtschaftswissenschaften 2004 an Finn E. Kydland and Edward C. Prescott. (2004). Setzer, Ralph ; Belke, Ansgar.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:248.

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  45. Are technology improvements contractionary?. (2004). Kimball, Miles ; Fernald, John ; Basu, Susanto.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-04-20.

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  46. Empirical and policy performance of a forward-looking monetary model. (2004). Williams, Noah ; Onatski, Alexei.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:6.

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  47. Estimating dynamic equilibrium economies: linear versus nonlinear likelihood. (2004). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-3.

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  48. 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.

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  49. Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach. (2004). Wouters, Raf ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004391.

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  50. Has the business cycle changed?. (2003). Watson, Mark ; Stock, James.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2003:p:9-56.

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