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Sticky prices versus monetary frictions : an estimation of policy trade-offs
Aruoba, S. Borağan; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10003829603
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Sticky prices versus monetary frictions : an estimation of policy trade-offs
Aruoba, S. Borağan; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10003830349
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Inflation in the Great Recession and new Keynesian models : comment
Fair, Ray C. - 2019
This comment points out mismeasurement of three of the variables in the DSGE model in Del Negro, Giannoni, and Schorfheide (2015). These errors began with the model in Smets and Wouters (2007), and they also exist in other models that use the Smets-Wouters model as a benchmark. The...
Persistent link: https://www.econbiz.de/10011977341
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014 - This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014
Persistent link: https://www.econbiz.de/10010392642
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010238424
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Learning and monetary policy shifts
Schorfheide, Frank - 2003
Persistent link: https://www.econbiz.de/10001820160
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2013
Persistent link: https://www.econbiz.de/10010198109
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2013 - [Rev.]
Persistent link: https://www.econbiz.de/10010198274
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2013
Persistent link: https://www.econbiz.de/10009740772