[go: up one dir, main page]

create a website
The Time Varying Volatility of Macroeconomic Fluctuations. (2006). Primiceri, Giorgio ; Justiniano, Alejandro.
In: 2006 Meeting Papers.
RePEc:red:sed006:353.

Full description at Econpapers || Download paper

Cited: 50

Citations received by this document

Cites: 56

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. .

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Banking integration and monetary policy fragmentation in the eurozone. (2018). Gori, Filippo.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:15:y:2018:i:1:d:10.1007_s10368-016-0369-8.

    Full description at Econpapers || Download paper

  5. The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:33..

    Full description at Econpapers || Download paper

  6. The Output Euler Equation and Real Interest Rate Regimes. (2016). Manopimoke, Pym.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:33.

    Full description at Econpapers || Download paper

  7. On the Welfare Costs of Monetary Policy. (2016). Nlemfu Mukoko, Jean Blaise.
    In: MPRA Paper.
    RePEc:pra:mprapa:72479.

    Full description at Econpapers || Download paper

  8. Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2015). Scalone, Valerio .
    In: Working Papers.
    RePEc:saq:wpaper:06/15.

    Full description at Econpapers || Download paper

  9. Limited participation and International Risk-Sharing. (2011). Coeurdacier, Nicolas.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:613.

    Full description at Econpapers || Download paper

  10. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?. (2010). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:18:p:2327-2345.

    Full description at Econpapers || Download paper

  11. International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m.

    Full description at Econpapers || Download paper

  12. International portfolios, capital accumulation and foreign assets dynamics. (2010). Coeurdacier, Nicolas ; Kollmann, Robert ; Martin, Philippe.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m.

    Full description at Econpapers || Download paper

  13. International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas .
    In: Post-Print.
    RePEc:hal:journl:hal-01052901.

    Full description at Econpapers || Download paper

  14. International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:100-112.

    Full description at Econpapers || Download paper

  15. The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility. (2010). Burren, Daniel .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:2:p:277-299.

    Full description at Econpapers || Download paper

  16. The Great Moderation and Changes in the Structure of Labor Compensation. (2009). Nucci, Francesco ; Riggi, Marianna.
    In: Working Papers.
    RePEc:sap:wpaper:wp124.

    Full description at Econpapers || Download paper

  17. Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?. (2009). Liu, Zheng.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:379.

    Full description at Econpapers || Download paper

  18. Monetary Policy Shifts and the Term Structure. (2009). Loo-Kung, Rudy ; Boivin, Jean ; Ang, Andrew ; Dong, Sen .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15270.

    Full description at Econpapers || Download paper

  19. Forecast Errors Before and After the Great Moderation. (2009). Smith, Julie ; Gamber, Edward N. ; Weiss, Matthew .
    In: Working Papers.
    RePEc:gwc:wpaper:2008-001.

    Full description at Econpapers || Download paper

  20. Markup variation and endogenous fluctuations in the price of investment goods. (2009). Pruitt, Seth ; Jaimovich, Nir ; Flötotto, Max ; Floetotto, Max .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:968.

    Full description at Econpapers || Download paper

  21. Sources of the Great Moderation: shocks, friction, or monetary policy?. (2009). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2009-01.

    Full description at Econpapers || Download paper

  22. International portfolios, capital accumulation and foreign assets dynamics. (2009). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:27.

    Full description at Econpapers || Download paper

  23. International portfolios, capital accumulation and foreign assets dynamics. (2008). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7444.

    Full description at Econpapers || Download paper

  24. International Portfolios, Current Account Dynamics and Capital Accumulation. (2008). Kollmann, Robert ; Coeurdacier, Nicolas.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:817.

    Full description at Econpapers || Download paper

  25. The Young, the Old, and the Restless: Demographics and Business Cycle Volatility. (2008). Siu, Henry ; Jaimovich, Nir.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14063.

    Full description at Econpapers || Download paper

  26. Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels. (2008). Kahn, James ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14048.

    Full description at Econpapers || Download paper

  27. Regime Switching, Learning, and the Great Moderation. (2008). Murray, James.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2008011.

    Full description at Econpapers || Download paper

  28. Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels. (2008). Kahn, James ; Davis, Steven.
    In: Staff Reports.
    RePEc:fip:fednsr:334.

    Full description at Econpapers || Download paper

  29. Monetary policy analysis with potentially misspecified models. (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:321.

    Full description at Econpapers || Download paper

  30. Detecting recessions in the Great Moderation: a real-time analysis. (2008). Davig, Troy.
    In: Economic Review.
    RePEc:fip:fedker:y:2008:i:qiv:p:5-33:n:v.93no.4.

    Full description at Econpapers || Download paper

  31. Refinements on macroeconomic modeling: The role of non-separability and heterogeneous labor supply. (2008). Guerron, Pablo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3613-3630.

    Full description at Econpapers || Download paper

  32. International Portfolios, Capital Accumulation and Foreign Assets Dynamics. (2008). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6902.

    Full description at Econpapers || Download paper

  33. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States. (2008). Simonelli, Saverio ; Ravn, Morten.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:109:y:2008:i:4:p:743-777.

    Full description at Econpapers || Download paper

  34. TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL. (2008). Salyer, Kevin ; Lee, Gabriel ; Dorofeenko, Victor.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:60:y:2008:i:4:p:375-403.

    Full description at Econpapers || Download paper

  35. Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels. (2008). Kahn, James ; Davis, Steven.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:22:y:2008:i:4:p:155-80.

    Full description at Econpapers || Download paper

  36. The Young, the Old, and the Restless: Demographics and Business Cycle Volatility. (2007). Siu, Henry ; Jaimovich, Nir.
    In: Discussion Papers.
    RePEc:sip:dpaper:07-010.

    Full description at Econpapers || Download paper

  37. Model Uncertainty and Endogenous Volatility. (2007). Evans, George ; Branch, William.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-95.

    Full description at Econpapers || Download paper

  38. Monetary Policy Analysis with Potentially Misspecified Models. (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13099.

    Full description at Econpapers || Download paper

  39. Investment-Specific Technology Shocks and Labor Market Frictions. (2007). De Bock, Reinout.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200701-01.

    Full description at Econpapers || Download paper

  40. Understanding Labour Market Frictions: A Tobin’s Q Approach. (2007). Basu, Parantap.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:35.

    Full description at Econpapers || Download paper

  41. The young, the old, and the restless: demographics and business cycle volatility. (2007). Siu, Henry ; Jaimovich, Nir.
    In: Staff Report.
    RePEc:fip:fedmsr:387.

    Full description at Econpapers || Download paper

  42. Monetary policy, output composition and the Great Moderation. (2007). Mojon, Benoit.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-07-07.

    Full description at Econpapers || Download paper

  43. Macroeconomic implications of changes in micro volatility. (2007). Kahn, James ; Davis, Steven.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:i:nov:x:7.

    Full description at Econpapers || Download paper

  44. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0717.

    Full description at Econpapers || Download paper

  45. Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States. (2007). Ravn, Morten ; Simonelli, Saverio.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:109:y:2007:i:4:p:743-777.

    Full description at Econpapers || Download paper

  46. DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
    In: Working papers.
    RePEc:bfr:banfra:162.

    Full description at Econpapers || Download paper

  47. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers.
    RePEc:bde:wpaper:0735.

    Full description at Econpapers || Download paper

  48. Understanding Labour Market Frictions: A Tobin’s Q Approach. (2006). Basu, Parantap.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0601.

    Full description at Econpapers || Download paper

  49. The Young, the Old, and the Restless: Demographics and Business Cycle Volatility. (2006). Siu, Henry ; Jaimovich, Nir.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:815.

    Full description at Econpapers || Download paper

  50. The Lucas critique and the stability of empirical models. (2006). Surico, Paolo ; Lubik, Thomas.
    In: Working Paper.
    RePEc:fip:fedrwp:06-05.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2003a): “Has the Business Cycle Changed? Evidence and Explanations,”mimeo, Princeton University.
    Paper not yet in RePEc: Add citation now
  2. (2003b): “Understanding Changes in International Business Cycle Dynamics,” mimeo, Princeton University.
    Paper not yet in RePEc: Add citation now
  3. Altig, D., L. J. Christiano, M. Eichenbaum, and J. Linde (2005): “Firm-Speci…c Capital, Nominal Rigidities and the Business Cycle,” NBER Working Paper No. 11034.

  4. An, S., and F. Schorfheide (2005): “Bayesian Analysis of DSGE Models,” mimeo, University of Pennsylvania.

  5. Bernanke, B. (2004): “Great Moderation,” Speech, February 20, 2004.
    Paper not yet in RePEc: Add citation now
  6. Bernanke, B., M. Gertler, and S. Gilchrist (1999): “The Financial Accelerator in a Quantitative Business Cycle Framework,” in Handbook of Macroeconomics, ed. by J. B. Taylor, and M. Woodford. North Holland, Amsterdam.

  7. Bils, M., and P. J. Klenow (2004): “Some Evidence on the Importance of Sticky Prices,” Journal of Political Economy, 112(5), 947– 985.

  8. Boivin, J. (2001): “The Fed’ s Conduct of Monetary Policy: Has It Changed and Does It Matter?,” mimeo, Columbia University.
    Paper not yet in RePEc: Add citation now
  9. Bradley, M. G., S. A. Gabriel, and M. E. Wohar (1995): “The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity,” Journal of Money, Credit, and Banking, 27(2), 476– 97.

  10. Brooks, S. P., and A. Gelman (1998): “General Methods for Monitoring Convergence of Iterative Simulations,” Journal of Computational and Graphical Statistics, 7, 434– 455.
    Paper not yet in RePEc: Add citation now
  11. Calvo, G. (1983): “Staggered Prices in a Utility-Maximizing Framework,” Journal of Monetary Economics, 12(3), 383– 98.

  12. Campbell, J., and Z. Hercowitz (2004): “The Role of Collateralized Household Debt in Macroeconomic Stabilization,” mimeo, Federal Reserve Bank of Chicago.
    Paper not yet in RePEc: Add citation now
  13. Canova, F., and L. Sala (2005): “Back to Square One: Identi…cation Issues in DSGE Models,” mimeo, Bocconi University, Milan.
    Paper not yet in RePEc: Add citation now
  14. Canova, F., L. Gambetti, and E. Pappa (2005): “The Structural Dynamics of US Output and In‡ation: What Explains the Changes?,” mimeo, Bocconi University.

  15. Carlstrom, C. T., and T. S. Fuerst (1997): “Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis,” American Economic Review, 87(5), 893– 910.

  16. Chauvet, M., and S. Potter (2001): “Recent Changes in the U.S. Business Cycle,”Manchester School of Economics and Social Studies, 69(5), 481– 508.
    Paper not yet in RePEc: Add citation now
  17. Christiano, L. J., and C. Gust (1999): “The Great In‡ation of the 1970s,”mimeo, Northwestern University.
    Paper not yet in RePEc: Add citation now
  18. Christiano, L. J., M. Eichenbaum, and C. L. Evans (2005): “Nominal Rigidities and the Dynamic Eect of a Shock to Monetary Policy,” The Journal of Political Economy, 113(1), 1– 45.

  19. Clarida, R., J. Gali, and M. Gertler (2000): “Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,” The Quarterly Journal of Economics, 115(1), 147– 180.

  20. Cogley, T., and T. J. Sargent (2003): “Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.,” mimeo, New York University.

  21. Cummins, J. G., and G. L. Violante (2002): “Investment-Speci…c Technical Change in the US (1947-2000): Measurement and Macroeconomic Consequences,”Review of Economic Dynamics, 5(2), 243– 284.

  22. Del Negro, M., F. Schorfheide, F. Smets, and R. Wouters (2004): “On the Fit and Forecasting Performance of New Keynesian Models,”Federal Reserve Bank of Atlanta Working Paper No. 2004-37.
    Paper not yet in RePEc: Add citation now
  23. Durbin, J., and S. J. Koopman (2002): “A Simple and E cient Simulation Smoother for State Space Time Series Analysis,” Biometrika, 89(3), 603– 616.

  24. Dynan, K. E., D. W. Elmendorf, and D. E. Sichel (2005): “Can Finacial Innovation Explain the Reduced Volatility of Economic Activity?,” in Carnegie-Rochester Conference Series on Public Policy, ed. by B. McCallum, and C. I. Plosser.
    Paper not yet in RePEc: Add citation now
  25. Erceg, C. J., D. W. Henderson, and A. T. Levin (2000): “Optimal Monetary Policy with Staggered Wage and Price Contracts,” Journal of Monetary Economics, 46(2), 281– 313.

  26. Faia, E., and T. Monacelli (2004): “Optimal Interest Rate Rules Rules,Asset Prices and Credit Frictions,” mimeo, Universitat Pompeu Fabra.
    Paper not yet in RePEc: Add citation now
  27. Fernandez-Villaverde, J., and J. Rubio-Ramirez (2004): “Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach,” mimeo, University of Pennsylvania.

  28. Fisher, J. D. M. (2005): “The Dynamic Eect of Neutral and Investment-Speci…c Technology Shocks,” mimeo, Federal Reserve Bank of Chicago.
    Paper not yet in RePEc: Add citation now
  29. Gordon, R. J. (1990): The Measurement of Durable Goods Prices. University of Chicago Press, Chicago, IL.

  30. Greenwood, J., Z. Hercowitz, and P. Krusell (1997): “Long Run Implications of InvestmentSpeci …c Technological Change,” American Economic Review, 87(3), 342– 362.
    Paper not yet in RePEc: Add citation now
  31. Greenwood, J., Z. Hercowitz, and P. Krusell (2000): “The role of investment-speci…c technological change in the business cycle,” European Economic Review, 44(1), 91– 115.

  32. Hall, R. E. (1997): “Macroeconomic Fluctuations and the Allocation of Time,”Journal of Labor Economics, 15(2), 223– 250.

  33. Hendershott, P. H. (1990): “The Market for Home Mortgage Credit: Recent Changes and Future Prospects,” NBER Working Paper no. 3548.

  34. Herrera, A. M., and E. Pesavento (2005): “The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment,”Journal of Business and Economic Statistics, forthcoming.

  35. Iacoviello, M. (2005): “House Prices, Borrowing Constraints and Monetary Policy in the Business Cycle,” American Economic Review, 95(3), 739– 764.

  36. Ireland, P. N. (2004): “Technology Shocks in the New Keynesian Model,” The Review of Economics and Statistics, 86(4), 923– 936.

  37. Kahn, J. A., and M. M. McConnell (2002): “Has Inventory Volatility Returned? A Look at the Current Cycle,” Federal Reserve Bank of New York Current Issues in Economics and Finance, 8(5), 1– 6. Kahn, J. A., M. M. McConnell, and G. Perez-Quiros (2002): “On the Causes of the Increased Stability of the U.S. Economy,” Federal Reserve Bank of New York Economic Policy Review, 8(1), 183– 202.

  38. Kim, C.-J., and C. R. Nelson (1999): “Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle,”The Review of Economics and Statistics, 81, 608– 616.

  39. Kim, S., N. Shephard, and S. Chib (1998): “Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models,” The Review of Economic Studies, 65(3), 361– 393.

  40. Laforte, J.-P. (2005): “DSGE Models and Heteroskedasticity: A Markov-Switching Approach,” mimeo, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  41. Leduc, S., and K. Sill (2003): “Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility,” Federal Reserve Bank of Philadelphia Research Working Paper no. 03-22.
    Paper not yet in RePEc: Add citation now
  42. Levin, A. T., A. Onatski, J. C. Williams, and N. Williams (2005): “Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models,” in NBER Macroeconomics Annual.

  43. Lucca, D. O. (2005): “Resuscitating Time to Build,” mimeo, Northwestern University.
    Paper not yet in RePEc: Add citation now
  44. Maccini, L. J., and A. Pagan (2003): “Explaining the Role of Inventories in the Business Cycle,” mimeo, Johns Hopkins University.
    Paper not yet in RePEc: Add citation now
  45. McCarty, J., and R. W. Peach (2002): “Monetary Policy Transmission to Residential Investment, ” Federal Reserve Bank of New York Economic Policy Review, 8(1), 139– 158.

  46. McConnell, M. M., and G. Perez-Quiros (2000): “Output Fluctuations in the United States: What Has Changed Since the Early 1980’ s,” American Economic Review, 90(5), 1464– 1476.

  47. Orphanides, A., and J. C. Williams (2005): “The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations,”Journal of Economic Dynamics and Control, 29, 1927– 1950.

  48. Primiceri, G. E. (2005): “Time Varying Structural Vector Autoregressions and Monetary Policy,” The Review of Economic Studies, 72, 821– 852.

  49. Ramey, V. A., and D. J. Vine (2005): “Declining Volatility in the U.S. Automobile Industry,” mimeo, University of California, San Diego.
    Paper not yet in RePEc: Add citation now
  50. Schnure, C. (2005): “Boom and Bust Cycles in Housing: The Changing Role of Financial Structure, ” IMF Working Paper no. 200.

  51. Schorfheide, F. (2000): “Loss-Function Based Evaluation of DSGE Models,”Journal of Applied Econometrics, 15, 645– 670.

  52. Sims, C. A., and T. Zha (2004): “Were There Regime Switches in US Monetary Policy?,”mimeo, Princeton University.

  53. Smets, F., and R. Wouters (2003): “An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area,” Journal of the European Economic Association, 1(5), 1123– 1175.

  54. Stock, J. H., and M. W. Watson (2002): “Has the Business Cycle Changed and Why?,”NBER working paper no. 9127.

  55. THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS 31 Hanson, M. (2003): “Varying Monetary Policy Regimes: A Vector Autoregressive Investigation,” mimeo, Wesleyan University.
    Paper not yet in RePEc: Add citation now
  56. Walsh, C. E. (2005): “Comments on “Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models,” by A. Levin, A. Onatski, J. Williams and N. Williams,” in NBER Macroeconomics Annual.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The ins and outs of unemployment: An analysis conditional on technology shocks. (2012). Michelacci, Claudio ; Lopez-Salido, David ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1213.

    Full description at Econpapers || Download paper

  2. Trend inflation, endogenous mark-ups and the non-vertical Phillips curve. (2010). Tirelli, Patrizio ; Di Bartolomeo, Giovanni ; acocella, nicola ; Nicola, Acocella ; Patrizio, Tirelli.
    In: wp.comunite.
    RePEc:ter:wpaper:0065.

    Full description at Econpapers || Download paper

  3. Investment-specific technology shocks and international business cycles: an empirical assessment. (2010). Vilan, Diego ; Rubio-Ramirez, Juan F ; Rabanal, Pau ; Mandelman, Federico.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2010-03.

    Full description at Econpapers || Download paper

  4. Financial factors in economic fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101192.

    Full description at Econpapers || Download paper

  5. Non-linear DSGE Models and The Optimized Particle Filter. (2010). Andreasen, Martin.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-05.

    Full description at Econpapers || Download paper

  6. Monetary Policy Activism and Price Responsiveness to Aggregate Shocks under Rational Inattention. (2009). Paciello, Luigi.
    In: MPRA Paper.
    RePEc:pra:mprapa:16407.

    Full description at Econpapers || Download paper

  7. Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Staff Reports.
    RePEc:fip:fednsr:322.

    Full description at Econpapers || Download paper

  8. Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-12.

    Full description at Econpapers || Download paper

  9. Countercyclical Taxation and Price Dispersion. (2008). Mayer, Eric ; Grimm, Oliver.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:08-88.

    Full description at Econpapers || Download paper

  10. Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions. (2008). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6826.

    Full description at Econpapers || Download paper

  11. Investment Shocks and Business Cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6739.

    Full description at Econpapers || Download paper

  12. Has globalisation changed the Phillips curve? Firm-level evidence on the effect of activity on prices. (2008). Gaiotti, Eugenio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_676_08.

    Full description at Econpapers || Download paper

  13. The Response of Prices to Technology and Monetary Policy Shocks under Rational Inattention. (2007). Paciello, Luigi.
    In: MPRA Paper.
    RePEc:pra:mprapa:5763.

    Full description at Econpapers || Download paper

  14. A Hybrid Sticky-Price and Sticky-Information Model. (2007). Bruchez, Pierre-Alain.
    In: MPRA Paper.
    RePEc:pra:mprapa:3540.

    Full description at Econpapers || Download paper

  15. Asset pricing implications for a New Keynesian model. (2007). De Paoli, Bianca.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:156.

    Full description at Econpapers || Download paper

  16. An estimated DSGE model for the United Kingdom. (2007). Nelson, Edward ; DiCecio, Riccardo.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-006.

    Full description at Econpapers || Download paper

  17. Money and the natural rate of interest: structural estimates for the United States and the Euro area. (2007). Nelson, Edward ; Lopez-Salido, David ; Andrés, Javier ; Andres, Javier.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-005.

    Full description at Econpapers || Download paper

  18. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4.

    Full description at Econpapers || Download paper

  19. An estimated DSGE model for the United Kingdom. (2007). Nelson, Edward ; DiCecio, Riccardo.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:215-232:n:v.89no.4.

    Full description at Econpapers || Download paper

  20. Optimal simple and implementable monetary and fiscal rules. (2007). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2007-24.

    Full description at Econpapers || Download paper

  21. Real price and wage rigidities in a model with matching frictions. (2007). Kuester, Keith.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007720.

    Full description at Econpapers || Download paper

  22. US imbalances: the role of technology and policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007719.

    Full description at Econpapers || Download paper

  23. Strategic Complementarities and Optimal Monetary Policy. (2007). Yun, Tack ; Lopez-Salido, David ; Levin, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6423.

    Full description at Econpapers || Download paper

  24. Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States. (2007). Simonelli, Saverio ; Ravn, Morten.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6409.

    Full description at Econpapers || Download paper

  25. US Imbalances: The Role of Technology and Policy. (2007). Smets, Frank ; Dedola, Luca ; Bems, Rudolfs.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6110.

    Full description at Econpapers || Download paper

  26. Investment adjustment costs: evidence from UK and US industries. (2007). Khan, Hashmat ; Groth, Charlotta.
    In: Bank of England working papers.
    RePEc:boe:boeewp:332.

    Full description at Econpapers || Download paper

  27. Asset pricing implications of a New Keynesian model. (2007). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
    In: Bank of England working papers.
    RePEc:boe:boeewp:326.

    Full description at Econpapers || Download paper

  28. Bank Behavior and the Cost Channel of Monetary Transmission. (2006). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:71.

    Full description at Econpapers || Download paper

  29. Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai ; Kuster, Keith.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4356.

    Full description at Econpapers || Download paper

  30. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model. (2006). Rabanal, Pau.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:87.

    Full description at Econpapers || Download paper

  31. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. (2006). Wouters, Raf ; Smets, Frank ; de Walque, Grégory.
    In: MPRA Paper.
    RePEc:pra:mprapa:810.

    Full description at Econpapers || Download paper

  32. Comparing Two Variants of Calvo-Type Wage Stickiness. (2006). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12740.

    Full description at Econpapers || Download paper

  33. Optimal Simple and Implementable Monetary and Fiscal Rules: Expanded Version. (2006). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12402.

    Full description at Econpapers || Download paper

  34. The Time Varying Volatility of Macroeconomic Fluctuations. (2006). Primiceri, Giorgio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12022.

    Full description at Econpapers || Download paper

  35. Revisiting the Delegation Problem in a Sticky Price and Wage Economy.. (2006). Givens, Gregory.
    In: Working Papers.
    RePEc:mts:wpaper:200601.

    Full description at Econpapers || Download paper

  36. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. (2006). Wouters, Raf ; Smets, Frank ; de Walque, Grégory.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:4.

    Full description at Econpapers || Download paper

  37. Real rigidities and nominal price changes. (2006). Willis, Jonathan ; Klenow, Pete.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-03.

    Full description at Econpapers || Download paper

  38. Macroeconomic implications of changes in the term premium. (2006). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-46.

    Full description at Econpapers || Download paper

  39. Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Kuester, Keith ; Christoffel, Kai ; Linzert, Tobias .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006635.

    Full description at Econpapers || Download paper

  40. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not. (2006). Tuesta, Vicente ; Rabanal, Pau ; Reategui, Vicente Tuesta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5957.

    Full description at Econpapers || Download paper

  41. Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5463.

    Full description at Econpapers || Download paper

  42. Measures of Potential Output from an Estimated DSGE Model of the United States. (2006). Laxton, Douglas ; Kumhof, Michael ; Kamenik, Ondra ; Juillard, Michel.
    In: Working Papers.
    RePEc:cnb:wpaper:2006/11.

    Full description at Econpapers || Download paper

  43. Firm-Specific Capital and the New Keynesian Phillips Curve. (2005). Woodford, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:825.

    Full description at Econpapers || Download paper

  44. Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model. (2005). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11854.

    Full description at Econpapers || Download paper

  45. Firm-Specific Capital and the New-Keynesian Phillips Curve. (2005). Woodford, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11149.

    Full description at Econpapers || Download paper

  46. The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model. (2005). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1902.

    Full description at Econpapers || Download paper

  47. Firm-Specific Capital and the New Keynesian Phillips Curve. (2005). Woodford, Michael.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2005:q:3:a:1.

    Full description at Econpapers || Download paper

  48. Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; Maćkowiak, Bartosz.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-040.

    Full description at Econpapers || Download paper

  49. Inflation persistence in structural macroeconomic models (RG10). (2005). Morgan, Julian ; Mestre, Ricardo ; Berben, Robert-Paul ; Zonzilos, Nikolaos G ; Mitrakos, Theodoros .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005521.

    Full description at Econpapers || Download paper

  50. Optimal Inflation Stabilization in a Medium-Scale Macroeonomic Model. (2005). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5424.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-23 14:15:35 || 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.