Adolfson, Malin, Stefan Laséen, Jesper Lindé and Mattias Villani (2008): Evaluating an Estimated New Keynesian Small Open Economy Model, Journal of Economic Dynamics and Control Elsevier, vol. 32(8), pages 2690-2721.
Ali, Dib, Mohamed Gammoudi, and Kevin Moran, 2008. Forecasting Canadian time series with the New Keynesian model, Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
Altug, Sumro (1989): Time-to-Build and Aggregate Fluctuations: Some New Evidence, International Economic Review, 30(4), pp. 889-920.
An, Sungbae and Frank Schorfheide (2007): Bayesian Analysis of DSGE Models, Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 113-172.
Bai, Jushan and Serena Ng (2000): “Determining the Number of Factors in Approximate Factor Models â€, Econometrica, 70.
Banbura, Marta, Domenico Giannone and Lucrezia Reichlin (2010): Large Bayesian vector auto regressions , Journal of Applied Econometrics 25(1):71–92.
Bekiros, Stelios and Alessia Paccagnini (2012): On the predictability of time-varying VAR and DSGE models, Empirical Economics, forthcoming.
- Bernanke, Ben S., Jean Boivin and Piotr Eliasz (2005): Measuring the Eects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach, The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 387-422, January.
Paper not yet in RePEc: Add citation now
Boivin, Jean and Marc P. Giannoni (2006): DSGE Models in a Data-Rich Environment, NBER Working Papers 12772.
Canova, Fabio (1994): Statistical Inference in Calibrated Models, Journal of Applied Econometrics, 9, S123-S144.
Canova, Fabio (1995): Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies, International Economic Review, 36, 477-501.
- Canova, Fabio (2005): Methods for Applied Macroeconomic Research , Princeton University Press, Princeton.
Paper not yet in RePEc: Add citation now
Canova, Fabio (2012): Bridging Cyclical DSGE Models and the Raw Data,, Manuscript.
Canova, Fabio and Luca Gambetti (2004): On the Time Variations of US Monetary Policy: Who is Right?, Money Macro and Finance (MMF) Research Group Conference 2004 96, Money Macro and Finance Research Group.
Canova, Fabio and Luca Sala (2009): Back to Square One: Identi…cation Issues in DSGE Models, Journal of Monetary Economics, 56, 431-449.
Cecchetti, Stephen G., Pok-Sang Lam and Nelson C. Mark (1993): The Equity Premium and the Risk-Free Rate : Matching the Moments, Journal of Monetary Economics, vol. 31(1), pages 21-45.
Chari, V.V., Patrick Kehoe and Ellen R. McGrattan (2008): Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?, Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1337-1352, November.
Christiano, Lawrence J. and Martin Eichenbaum (1992): Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations, American Economic Review, 82, 430-450.
Christiano, Lawrence J., Martin Eichenbaum and Charles Evans (1998): Monetary Policy Shocks: What Have We Learned and to What End?, NBER Working Paper No. 6400
Christiano, Lawrence J., Martin Eichenbaum and Charles Evans (2005): Nominal Rigidities and the Dynamic eects of a Shock to Monetary Policy, Journal of Political Economy 113, 1-45.
Christiano, Lawrence J., Martin Eichenbaum and Robert Vigfusson (2006): Assessing Structural VARs, in: Acemoglu, D., Rogo, K. and Woodford, M. (Eds.), NBER Macroeconomics Annual 2006, Cambridge: The MIT Press.
Christoel, Kai, Günter Coenen and Anders Warne (2008): The New Area-Wide Model of the Euro Area - A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis, European Central Bank Working Paper Series n. 944.
Clarida, Richard, Jordi Galà and Mark Gertler (2000): Monetary Policy Rules And Macroeconomic Stability: Evidence And Some Theory, The Quarterly Journal of Economics, MIT Press, vol. 115(1), pages 147-180.
Cogley, Timothy F and James M. Nason (1994): Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models, Journal of Applied Econometrics, vol. 9(S), pages S37-70, Suppl. De.
Consolo, Agostino, Carlo A. Favero and Alessia Paccagnini (2009): On the Statistical Identi…cation of DSGE Models, Journal of Econometrics, 150, 99-115.
Cooley, Thomas F. and Edward C. Prescott (1976): Estimation in the Presence of Stochastic Parameter Variation, Econometrica, 44, 167-84.
DeJong, David, Beth Ingram and Charles Whiteman (1996): A Bayesian Approach to Calibration, Journal of Business Economics and Statistics, 14, pp 1-9.
DeJong, David, Beth Ingram and Charles Whiteman (2000): A Bayesian Approach to Dynamic Macroeconomics, Journal of Econometrics, 98, pp 203-223.
Del Negro, Marco and Frank Schorfheide (2004): Priors from General equilibrium Models for VARs, International Economic Review, 45, 643-673.
- Del Negro, Marco and Frank Schorfheide (2006): How Good Is What You’ve Got? DSGE-VAR as a Toolkit for Evaluating DSGE Models, Federal Reserve Bank of Atlanta Economic Review 91, Second Quarter 2006.
Paper not yet in RePEc: Add citation now
- Del Negro, Marco, Frank Schorfheide, Frank Smets and Raf Wouters (2007): On the Fit of NewKeynesisan Models, Journal of Business, Economics and Statistics, 25,2, 124-162.
Paper not yet in RePEc: Add citation now
Diebold, Francis, Lee Ohanian and Jeremy Berkowitz (1998): Dynamic Equilibrium Economies: A Framework for Comparing Models and Data, Review of Economic Studies, 65, 433-452.
Doan, Thomas, Robert Litterman and Christopher Sims (1984): Forecasting and Conditional Projections Using Realistic Prior Distributions, Econometric Reviews, 3, pp 1-100.
- Dua, Pami, and Ray, Subhash C., (1995): A BVAR Model for the Connecticut Economy, Journal of Forecasting 14(3), 167-180.
Paper not yet in RePEc: Add citation now
Edge, Rochelle and Refet S. Gurkaynak (2011): How Useful are Estimated DSGE Model Forecasts? Finance and Economics Discussion Series 2011-11, Board of Governors of the Federal Reserve System (U.S.).
Fève, Patrick and Francois Langot (1994): The RBC Models through Statistical Inference: An Application with French Data, Journal of Applied Econometrics, 9, S11-S37.
- Fernández-de-Córdoba, Gonzalo and José L. Torres (2010): Forecasting the Spanish Economy with a DSGE Model: An Augmented VAR Approach, SERIEs-Journal of the Spanish Economic Association. Forthcoming.
Paper not yet in RePEc: Add citation now
Fernández-Villaverde Jesus (2009): The Econometrics of DSGE Models, NBER Working Paper 14677.
- Fernández-Villaverde Jesus, Guerron-Quintana Pablo A, Rubio-RamÃrez Juan (2010): The New Macroeconometrics: A Bayesian Approach, in A. O’Hagan and M. West, eds., Handbook of Applied Bayesian Analysis, Oxford: Oxford University Press.
Paper not yet in RePEc: Add citation now
Fernández-Villaverde Jesus, Juan Rubio-Ramirez, Thomas J. Sargent and Mark W. Watson (2007): A, B, Cs (and Ds) of Understanding VARs, American Economic Review, 97, 3,
- Frisch, Ragnar (1933b): Propagation Problems and Impulse Problems in Dynamic Economics, in Economic Essay in Honour of Gustav Cassel, October 20th, 1933, London: Allen&Uniwin.
Paper not yet in RePEc: Add citation now
- Gelfand, Alan E., Dey, Dipak K. (1994): Bayesian model choice: asymptotics and exact calculations, Journal of the Royal Statistical Society Series B 56(3):501–514.
Paper not yet in RePEc: Add citation now
- Geweke, John (1977): The Dynamic Factor Analysis of Economic Time Series, in: D.J. Aigner and A.S. Goldberg (eds.), Latent Variables in Socio-Economic Models, North-Holland, Amsterdam.
Paper not yet in RePEc: Add citation now
Geweke, John (1999): Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication, Econometric Reviews 18:1 , pp. 1-126.
Ghent, Andra (2009): Comparing DSGE-VAR Forecasting Models: How Big are the Dierences?, Journal of Economic Dynamics and Control, 2009, 33:4, pp. 864-882.
- Good, I. J. (1952): Rational decisions, Journal of the Royal Statistical Society Series B 14(1):107–114.
Paper not yet in RePEc: Add citation now
Gregory, Allan W. and Gregor W. Smith (1991): Calibration in Macroeconomics, Working Papers 826, Queen’s University, Department of Economics.
Ingram, Beth, and Charles Whiteman (1994): Supplanting the Minnesota Prior - Forecasting Macroeconomics Time Series using Real Business Cycle Model Priors, Journal of Monetary Economics, 34, pp 497-510.
Ireland, Peter (2004): A Method for Taking Models to the Data, Journal of Economic Dynamics and Control, 28, pp 1205-1226.
Kadiyala, K. Rao and Sune Karlsson (1997): Numerical Methods for Estimation and Inference in Bayesian VAR-Models, Journal of Applied Econometrics, 12(2), 99-132.
King, Robert G. (2000): The New IS-LM Model: Language, Logic, and Limits, Federal Reserve Bank of Richmond Economic Quarterly, 86, pp 45-103.
Kolasa, Marcin, Michal Rubaszek and Pawel Skrzypczynski (2009): Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test, European Central Bank Working Paper Series n. 1110.
Kydland, Finn E. and Edward C. Prescott (1982): Time to Build and Aggregate Fluctuations, Econometrica, 50, 1345-70.
Kydland, Finn E. and Edward C. Prescott (1991): The Econometrics of the General Equilibrium Approach to Business Cycles, Scandinavian Journal of Economics, 93, 161-78.
Lees, Kirdan, Troy Matheson and Christie Smith (2011): Open Economy DSGE-VAR Forecasting and Policy Analysis: Head to Head with the RBNZ Published Forecasts, International Journal of Forecasting, Elsevier, vol. 27(2), pages 512-528, April.
- Litterman, Robert B. (1981): A Bayesian Procedure for Forecasting with Vector Autoregressions, Working Paper, Federal Reserve Bank of Minneapolis.
Paper not yet in RePEc: Add citation now
Litterman, Robert B. (1986): Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment, Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 17-19, January.
Liu, Guangling D., Rangan Gupta and Eric Schaling (2010): Forecasting the South African economy: a hybrid-DSGE approach, Journal of Economic Studies, Emerald Group Publishing, vol. 37(2), pages 181-195, May.
Lucas, Robert, (1972): Expectations and the Neutrality of Money, Journal of Economic Theory 4(2),103-124.
Maezzoli, Marco (2000): Human Capital and International Real Business Cycles, Review of Economic Dynamics, 3, 137-165.
Malley, Jim and Woitek, Ulrich (2010) Technology shocks and aggregate ‡uctuations in an estimated hybrid RBC model, Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 12141232, July.
Ravenna, Federico (2007): Vector Autoregressions and Reduced Form Representations of DSGE models , Journal of Monetary Economics, 54, 7, 2048-2064.
Rubaszek, Michal and Pawel Skrzypczynski (2008): On the Forecasting Perfomance of a Small-Scale DSGE Model, International Journal of Forecasting, 24, pp. 498-512.
Sargent, Thomas J. (1989):. Two Models of Measurements and the Investment Accelerator, Journal of Political Economy, University of Chicago Press, vol. 97(2), pages 251-87, April.
Schorfheide, Frank (2000): Loss function-based evaluation of DSGE models, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
- Schorfheide, Frank (2010): Estimation and Evaluation of DSGE Models: Progress and Challenges, University of Pennsylvania.
Paper not yet in RePEc: Add citation now
Schorfheide, Frank, Sill, Keith and Kryshko, Maxym (2010): DSGE Model-Based Forecasting of NonModelled Variables, International Journal of Forecasting, Elsevier, vol. 26(2), pages 348-373.
Sims, Christopher A. (1980): Macroeconomics and reality, Econometrica, 48(1), pp. 1-48.
Sims, Christopher A. (2002): Solving Linear Rational Expectations Models, Computational Economics, 20 (1-2), 1-20.
Sims, Christopher A. and Tao Zha (1998): Bayesian Methods for Dynamic Multivariate Models, International Economic Review, 39, 949-968.
Smets, Frank and Raf Wouters (2003): An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area, Journal of the European Economic Association, 1, 1123-75.
Smets, Frank and Raf Wouters (2004): Forecasting with a Bayesian DSGE Model: An Application to the Euro Area, Journal of Common Market Studies, Wiley Blackwell, vol. 42(4), pages 841-867, November.
Smets, Frank and Raf Wouters (2007): Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach, American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
- Soderlind, Paul (1994): Cyclical Properties of a Real Business Cycle Model, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S113-22, Suppl. De.
Paper not yet in RePEc: Add citation now
- Spanos, Aris (1990): The Simultaneous-Equations Model Revisited: Statistical Adequacy and Identi…cation, Journal of Econometrics, 44, 87-105.
Paper not yet in RePEc: Add citation now
Stock, James and Mark Watson (1989), New indexes of coincident and leading economic indicators, NBER Macroeconomics Annual, 351-393.
- Stock, James and Mark Watson (1999) Forecasting In‡ation, Journal of Monetary Economics, Vol. 44, no. 2
Paper not yet in RePEc: Add citation now
- Stock, James and Mark Watson (2002): Macroeconomic Forecasting Using Diusion Indexes, Journal of Business Economics and Statistics, XX:II, 147-162.
Paper not yet in RePEc: Add citation now
Stock, James and Mark Watson (2005): Implications of Dynamic Factor Models for VAR Analysis, NBER Working Paper No. 11467.
- Theil, Henry and Arthur S. Goldberg (1961): On Pure and Mixed Estimation in Economics, International Economic Review, 2, pp 65-78.
Paper not yet in RePEc: Add citation now
Theodoridis, Konstantinos (2007): Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison, Cardi Business School Working Paper Series, E2007/15.
- Todd, Richard M. (1984): Improving economic forecasting with Bayesian vector autoregression, Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
Paper not yet in RePEc: Add citation now
Warne, Anders, Gunter Coenen and Kai Christoel (2012): Forecasting with DSGE-VAR Models, Manuscript, European Central Bank.
Watson, Mark (1993): Measures of Fit for Calibrated Models, Journal of Political Economy, 101, 1011-1041.
- Woodford, Michael (2003): Interest and Prices, Princeton University Press.
Paper not yet in RePEc: Add citation now