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Animal spirits, fundamental factors and business cycle fluctuations
Dées, Stéphane; Zimic, Srečko - In: Journal of macroeconomics 61 (2019), pp. 1-29
Persistent link: https://www.econbiz.de/10012243215
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Chapter 2. Macroeconomic Shocks and Their Propagation
Ramey, V.A. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 71-162). 2016
This chapter reviews and synthesizes our current understanding of the shocks that drive economic fluctuations. The chapter begins with an illustration of the problem of identifying macroeconomic shocks, followed by an overview of the many recent innovations for identifying shocks. It then...
Persistent link: https://www.econbiz.de/10014024291
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Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - In: Quantitative Economics 4 (2013) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10011599639
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Frequentist inference in weakley identified dynamic stochastic general equilibrium models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10010126204
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On the sources of information about latent variables in DSGE models
Iskrev, Nikolay - In: European economic review : EER 119 (2019), pp. 318-332
Persistent link: https://www.econbiz.de/10012263304
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What to expect when you're calibrating : measuring the effect of calibration on the estimation of macroeconomic models
Iskrev, Nikolay - In: Journal of economic dynamics & control 99 (2019), pp. 54-81
Persistent link: https://www.econbiz.de/10012130799
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Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229
parameters that are asymptotically valid from a frequentist point of view regardless of the strength of identification. One …
Persistent link: https://www.econbiz.de/10011757054
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Bayesian Analysis of DSGE Models—Rejoinder
An, Sungbae; Schorfheide, Frank - In: Econometric Reviews 26 (2007) 2-4, pp. 211-219
We would like to thank all the discussants for their stimulating comments. While our article to a large extent reviews current practice of Bayesian analysis of Dynamic Stochastic General Equilibrium (DSGE) models the discussants provide many ideas to improve upon the current practice, thereby...
Persistent link: https://www.econbiz.de/10005644420
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Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
Migliardo, Carlo - In: Czech Economic Review 4 (2010) 2, pp. 139-167
identification confirm the micro evidence on inflation persistence. Moreover, our results show a greater persistence of inflation to … monetary restriction than Cholesky identification presents. Overall, we find that a monetary innovation brings a decline of 30 … basis point of GDP, this result is almost invariant across both prior and identification technique. …
Persistent link: https://www.econbiz.de/10008557111
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Technology Shocks and Employment in Open Economies
Tervala, Juha - In: Economics: The Open-Access, Open-Assessment E-Journal 1 (2007) 2007-15, pp. 1-27
A growing body of empirical evidence suggests that a positive technology shock leads to a temporary decline in employment. A two-country model is used to demonstrate that the open economy dimension can enhance the ability of sticky price models to account for the evidence. The reasoning is as...
Persistent link: https://www.econbiz.de/10010295298