An, S. and Schorfheide, F., 2007. Bayesian analysis of DSGE models. Econometric Reviews 26(24) , 113–172.
Barthélemy, J. and Marx, M., 2017. Solving endogenous regime switching models. Journal of Economic Dynamics and Control 77, 1–25.
Bianchi, F. and Ilut, C., 2017. Monetary/fiscal policy mix and agents’ beliefs. Review of Economic Dynamics 26, 113–139.
Bianchi, F. and Melosi, L., 2017. Escaping the Great Recession. American Economic Review 107(4), 1030–58.
Bianchi, F. and Melosi, L., 2018. Constrained discretion and central bank transparency. Review of Economics and Statistics 100(1), 187–202.
Bianchi, F., 2012. Regime switches, agents’ beliefs, and post-World War II U.S. macroeconomic dynamics. Review of Economic Studies 80(2), 463–490.
Binder, C., 2017. Fed speak on main street: central bank communication and household expectations. Journal of Macroeconomics 52, 238–251.
Binder, C., 2020. Coronavirus fears and macroeconomic expectations. Review of Economics and Statistics (May 6), 1–27.
Boivin, J. and Giannoni, M. P., 2006. Has monetary policy become more effective? Review of Economics and Statistics 88(3), 445–462.
Borağan Aruoba, S., Cuba-Borda, P. and Schorfheide, F., 2018. Macroeconomic dynamics near the ZLB: a tale of two countries. Review of Economic Studies 85(1), 87–118.
Chib, S. and Dueker, M., 2004. Non-Markovian regime switching with endogenous states and timevarying state strengths. Federal Reserve Bank of St. Louis Working Paper No. 2004-030A.
Cho, S., 2016. Sufficient conditions for determinacy in a class of Markov-switching rational expectations models. Review of Economic Dynamics 21, 182–200.
Clarida, R., Galı́, J. and Gertler, M., 1999. The science of monetary policy: a New Keynesian perspective. Journal of Economic Literature 37, 1661–1707.
Clarida, R., Galı́, J. and Gertler, M., 2000. Monetary policy rules and macroeconomic stability: evidence and some theory. Quarterly Journal of Economics 115(1), 147–180.
- Cogley, T. and Sargent, T. J., 2001. Evolving post-World War II U.S. inflation dynamics. NBER Macroeconomics Annual 16, 331–373.
Paper not yet in RePEc: Add citation now
Coibion, O., Gorodnichenko, Y. and Kamdar, R., 2018. The formation of expectations, inflation, and the Phillips curve. Journal of Economic Literature 56(4), 1447–91.
Coibion, O., Gorodnichenko, Y., Kumar, S. and Pedemonte, M., 2020. Inflation expectations as a policy tool? Journal of International Economics 124, Article 103297.
Davig, T. and Doh, T., 2014. Monetary policy regime shifts and inflation persistence. Review of Economics and Statistics 96(5), 862–875.
Davig, T. and Leeper, E. M., 2007. Generalizing the Taylor principle. American Economic Review 97(3), 607–635.
Davig, T., Leeper, E. M., Clarida, R. H. and Lindé, J., 2006. Endogenous monetary policy regime change [with comments]. In: “NBER International Seminar on Macroeconomics 2006”. University of Chicago Press, Chicago, IL. pp. 345–391.
Foerster, A., Rubio-Ramrez, J. F., Waggoner, D. F. and Zha, T., 2016. Perturbation methods for Markov-switching dynamic stochastic general equilibrium models. Quantitative Economics 7(2), 637–669.
- Galı́, J., 2015. Monetary policy, inflation, and the business cycle: an introduction to the New Keynesian framework and its applications. Princeton University Press, Princeton, NJ.
Paper not yet in RePEc: Add citation now
Gust, C., Herbst, E., López-Salido, D. and Smith, M. E., 2017. The empirical implications of the interest-rate lower bound. American Economic Review 107(7), 1971–2006.
- Herbst, E. P. and Schorfheide, F., 2015. Bayesian estimation of DSGE models. Princeton University Press, Princeton, NJ.
Paper not yet in RePEc: Add citation now
Kang, K. H., 2014. Estimation of state-space models with endogenous Markov regime-switching parameters. Econometrics Journal 17(1), 56–82.
Kim, C.-J., 1994. Dynamic linear models with Markov-switching. Journal of Econometrics 60(12) , 1–22.
Kim, C.-J., Piger, J. and Startz, R., 2008. Estimation of Markov regime-switching regression models with endogenous switching. Journal of Econometrics 143(2), 263–273.
- Kim, J., Kim, S., Schaumburg, E. and Sims, C. A., 2008. Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Journal of Economic Dynamics and Control 32(11), 3397–3414.
Paper not yet in RePEc: Add citation now
Leeper, E. M. and Zha, T., 2003. Modest policy interventions. Journal of Monetary Economics 50(8), 1673–1700.
Lubik, T. A. and Schorfheide, F., 2004. Testing for indeterminacy: an application to U.S. monetary policy. American Economic Review 94(1), 190–217.
Lucas, R. E., 1976. Econometric policy evaluation: a critique. Carnegie-Rochester Conference Series on Public Policy 1, 19–46.
Maih, J., 2015. Efficient perturbation methods for solving regime-switching DSGE models. Norges Bank Working Paper No. 01/2015.
Primiceri, G. E., 2005. Time varying structural vector autoregressions and monetary policy. Review of Economic Studies 72(3), 821–852.
- Rosengren, E. S. et al., 2011. A look inside a key economic debate: how should monetary policy respond to price increases driven by supply shocks? Remarks to the Massachusetts Chapter of NAIOP, the Commercial Real Estate Development Association, May 4.
Paper not yet in RePEc: Add citation now
Rotemberg, J. J., 1982. Sticky prices in the United States. Journal of Political Economy 90(6), 1187– 1211.
Sims, C. A. and Zha, T., 2006. Were there regime switches in U.S. monetary policy? American Economic Review 96(1), 54–81.
Stock, J. H. and Watson, M. W., 2002. Has the business cycle changed and why? NBER Macroeconomics Annual 17, 159–218.
Taylor, J. B., 1993. Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Public Policy 39, 195–214.
Taylor, J. B., 1999. A historical analysis of monetary policy rules. In: “Monetary Policy Rules”. University of Chicago Press, Chicago, IL. pp. 319–348.