[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Taking a DSGE Model to the Data Meaningfully. (2007). juselius, katarina ; Franchi, Massimo.
In: Economics - The Open-Access, Open-Assessment E-Journal.
RePEc:zbw:ifweej:5739.

Full description at Econpapers || Download paper

Cited: 23

Citations received by this document

Cites: 21

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. Searching for a Theory That Fits the Data: A Personal Research Odyssey. (2021). juselius, katarina.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756.

    Full description at Econpapers || Download paper

  2. Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George.
    In: Economics Letters.
    RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

    Full description at Econpapers || Download paper

  3. Financialization and the macroeconomy. Theory and empirical evidence. (2019). Reyes-Ortiz, Luis ; Lagoarde-Segot, Thomas ; Gimet, Celine.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:89-110.

    Full description at Econpapers || Download paper

  4. Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0789.

    Full description at Econpapers || Download paper

  5. The Greek crisis: A story of self-reinforcing feedback mechanisms. (2018). juselius, katarina ; Dimelis, Sophia.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201865.

    Full description at Econpapers || Download paper

  6. Model selection in macroeconomics: DSGE and ad hocness. (2018). Kuorikoski, Jaakko ; Lehtinen, Aki.
    In: Journal of Economic Methodology.
    RePEc:taf:jecmet:v:25:y:2018:i:3:p:252-264.

    Full description at Econpapers || Download paper

  7. Searching for a theory that fits the data: A personal research odyssey. (2018). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1807.

    Full description at Econpapers || Download paper

  8. Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:23320.

    Full description at Econpapers || Download paper

  9. Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2018-53.

    Full description at Econpapers || Download paper

  10. .

    Full description at Econpapers || Download paper

  11. Testing for near I(2) trends when the signal-to-noise ratio is small. (2014). juselius, katarina.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201421.

    Full description at Econpapers || Download paper

  12. Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It. (2013). vicarelli, claudio ; Ventura, Marco ; Mancini, Massimo ; Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Girardi, Alessandro ; Fioramanti, Marco ; de santis, roberta ; Bacchini, Fabio ; Pappalardo, Carmine ; Crivelli, Piero ; Rossi, Daniela ; Brandimarte, Cristina .
    In: Rivista di statistica ufficiale.
    RePEc:isa:journl:v:15:y:2013:i:1:p:17-45.

    Full description at Econpapers || Download paper

  13. Lectures on Behavioral Macroeconomics. (2012). DeGrauwe, Paul ; de Grauwe, Paul.
    In: Economics Books.
    RePEc:pup:pbooks:9891.

    Full description at Econpapers || Download paper

  14. European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander. (2011). Dluhosch, Barbara .
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:51:y:2011:i:3:p:629-631.

    Full description at Econpapers || Download paper

  15. The Keynesian Method, Complexity, and the Training of Economists. (2010). Colander, David.
    In: Middlebury College Working Paper Series.
    RePEc:mdl:mdlpap:1035.

    Full description at Econpapers || Download paper

  16. European Economics at a Crossroads. (2010). Rosser, Barkley J. ; Richard P. F. Holt, ; Richard P. F. Holt, ; Colander, David.
    In: Books.
    RePEc:elg:eebook:13585.

    Full description at Econpapers || Download paper

  17. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. (2010). juselius, katarina ; Johansen, Soren ; Frydman, Roman ; Goldberg, Michael .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:117-129.

    Full description at Econpapers || Download paper

  18. Modelling real GDP per capita in the USA: cointegration test. (2008). Kitov, Oleg ; DOLINSKAYA, Svetlana A..
    In: Papers.
    RePEc:arx:papers:0811.0490.

    Full description at Econpapers || Download paper

  19. Modelling real GDP per capita in the USA: cointegration test. (2007). Kitov, Oleg ; Dolinskaya, Svetlana.
    In: MPRA Paper.
    RePEc:pra:mprapa:2739.

    Full description at Econpapers || Download paper

  20. Modeling Real GDP Per Capita in the USA: Cointegration Test. (2007). Kitov, Oleg ; Dolinskaya, Svetlana.
    In: Mechonomics.
    RePEc:nos:tttehw:mechanomics1.

    Full description at Econpapers || Download paper

  21. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. (2007). juselius, katarina ; Johansen, Soren ; Hoover, Kevin.
    In: Discussion Papers.
    RePEc:kud:kuiedp:0735.

    Full description at Econpapers || Download paper

  22. The Greek crisis: A story of self-reinforcing feedback mechanisms. (). juselius, katarina ; Dimelis, Sophia.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1806.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pwe294-22155

  1. Altug, S. (1989). Time-to-Build and Aggregate Fluctuations: Some New Evidence. International Economic Review, 30:889-920.

  2. Bencivenga, V. (1992). An Econometric Study of Hours and Output Variation with Preference Shocks. International Economic Review, 33:449-471.

  3. Colander, D. (2006). Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Cambridge University Press, Cambridge, Mass.

  4. Davidson, J. (1998). Structural Relations, Cointegration and Identification: Some Simple Results and their Application. Journal of Econometrics, 87:87-113.

  5. DeJong, D., Ingram, B., and C., Whiteman (2000). A Bayesian Approach to Dynamic Macroeconomics. Journal of Econometrics, 98:203-223.

  6. Haavelmo, T. (1944). The Probability Approach in Econometrics. Econometrica, 12(Supplement):1-15.
    Paper not yet in RePEc: Add citation now
  7. Hall, G. (1996). Overtime, Effort, and the Propagation of Business Cycle Shocks. Journal of Monetary Economics, 38:139-160.

  8. Hansen, G. (1985). Indivisible Labor and the Business Cycle. Journal of Monetary Economics, 16:309-327.

  9. Hendry, D., and Mizon, G. (1993). Evaluating Dynamic Econometric Models by Encompassing the VAR. In: Models, Methods and Applications of Econometrics, ed. by P.C.B. Phillips, Basil Blackwell, Oxford.
    Paper not yet in RePEc: Add citation now
  10. Hoover, K. (2006). The Past as the Future: The Marshallian Approach to Post-Walrasian Macro. In: Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model, ed. by D. Colander, Cambridge University Press, Cambridge, Mass.
    Paper not yet in RePEc: Add citation now
  11. Ingram, B., Kocherlakota, N., and Savin, N. (1994). Explaining Business Cycles: A Multiple-Shock Approach. Journal of Monetary Economics, 34:415-428.

  12. Ireland, P. (2004). A Method for Taking Models to the Data. Journal of Economic Dynamics & Control, 28:1205-1226.

  13. Johansen, S. (1996). Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  14. Johansen, S. (2002). A Small Sample Correction for Tests of Hypothesis on the Cointegration Vectors. Journal of Econometrics, 111:195-221.
    Paper not yet in RePEc: Add citation now
  15. Johansen, S. (2006). Confronting the Economic Model with the Data. In: Post Walrasian Macroeconomics, ed. by D. Colander, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  16. Juselius, K. (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford University Press, Oxford.

  17. Kim, J. (2000). Constructing and Estimating a Realistic Optimizing Model of Monetary Policy. Journal of Monetary Economics, 45:329-359.

  18. McGrattan, E. (1994). The Macroeconomic Effects of Distortionary Taxation. Journal of Monetary Economics, 33:573-601.

  19. McGrattan, E., Rogerson, R., and Wright, R. (1979). An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy. International Economic Review, 38:267-290.
    Paper not yet in RePEc: Add citation now
  20. Nielsen, H. (2004). Cointegration Analysis in the Presence of Outliers. The Econometrics Journal, 7:249-271.

  21. Rahbek, A., Hansen, E., and Dennis, J. (2002). ARCH Innovations and their Impact on Cointegration Rank Testing. Department of Theoretical Statistics, University of Copenhagen, Working Paper 22.
    Paper not yet in RePEc: Add citation now

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: 2024-12-26 06:18:05 || 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.