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VAR information and the empirical validation of DSGE models

Forni, Mario; Gambetti, Luca; Sala, Luca - 2016

Persistent link: https://www.econbiz.de/10011482286

The effects of monetary policy on stock market bubbles : some evidence

Galí, Jordi; Gambetti, Luca - 2014

Persistent link: https://www.econbiz.de/10010395173

Business cycles with a common trend in neutral and investment-specific productivity

Schmitt-Grohé, Stephanie; Uribe, Martín - 2010

Persistent link: https://www.econbiz.de/10003994451

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10010188705

Noise bubbles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013

Persistent link: https://www.econbiz.de/10009786286

Foreign demand for domestic currency and the optimal rate of inflation

Schmitt-Grohé, Stephanie; Uribe, Martín - 2009

Persistent link: https://www.econbiz.de/10003911987

The making of a great contraction with a liquidity trap and a jobless recovery

Schmitt-Grohé, Stephanie; Uribe, Martín - 2012

Persistent link: https://www.econbiz.de/10009679699

Policy and business cycle shocks : a structural factor model representation of the US economy

Forni, Mario; Gambetti, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-21

We use a dynamic factor model to provide a semi-structural representation for 101 quarterly US macroeconomic series. We find that (i) the US economy is well described by a number of structural shocks between two and five. Focusing on the four-shock specification, we identify, using sign...

Persistent link: https://www.econbiz.de/10012626760

Endogenous business cycles and the dynamics of output, hours, and consumption

Schmitt-Grohé, Stephanie - 1999

Persistent link: https://www.econbiz.de/10013422969