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State of Macroeconomics/ Controversies

Gali', The New Keynesian Approach to Monetary Policy Analysis: Lessons and New Directions

Woodford, Convergence in Macroeconomics

Woodford, Revolution and Evolution in Twentieth-Century Macroeconomics

Gali' and Gertler, Macroeconomic Modeling for Monetary Policy Evaluation

Lucas, Macroeconomic Priorities

Chari, Kehoe, and McGrattan, New Keynesian Models: Not Yet Useful for Policy Analysis

Atkeson and Kehoe, On the Need for a New Approach to Analyzing Monetary Policy

Shimer, Convergence in Macroeconomics: The Labor Wedge

Modigliani, The Monetarist Controversy or, Should We Forsake Stabilization Policies?

Goodfriend and King, The New Neoclassical Synthesis and the Role of Monetary Policy

Derivation and Estimation of DSGE Models

Sticky-Price New Keynesian Models

Smets and Wouters, Shocks and frictions in US business cycles: a Bayesian DSGE approach

Christiano, Eichenbaum, and Evans, Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

Smets and Wouters, Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks


Solving and Estimating DSGE Models

Sims, Solving Linear Rational Expectations Models

Bayesian Estimation:

An and Schorfheide, Bayesian Analysis of DSGE Models. Gary Koop, Bayesian Econometrics John Geweke, Contemporary Bayesian Econometrics and Statistics Fabio Canova, Methods for Applied Macroeconomic Research Schorfheide, Lecture Notes for Estimation and Evaluation of DSGE Models Fernandez-Villaverde and Rubio-Ramirez, Methods in Macroeconomic Dynamics Dave and DeJong, Structural Macroeconometrics Kim and Nelson, State-Space Models with Regime-Switching

Estimation Issues

Del Negro and Schorfheide, Forming Priors for DSGE Models (And How it Affects the Assessment of Nominal Rigidities)

Del Negro and Schorfheide, On the Fit and Forecasting Performance of New Keynesian Models

Canova and Sala, Back to Square One: Identification Issues in DSGE Models
Fukac and Pagan, Issues in Adopting DSGE Models for Use in the Policy Process

Guerron-Quintana, What you match does matter: The effects of observable variables on DSGE estimation
Fernandez-Villaverde and Rubio-Ramirez, Our Research Agenda: Estimating DSGE Models

Fernandez-Villaverde, Rubio-Ramirez and Santos, Convergence Properties of the Likelihood of Computed Dynamic Models

Fernandez-Villaverde and Rubio-Ramirez, Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach

Fernandez-Villaverde and Rubio-Ramirez, Estimating Macroeconomic Models: A Likelihood Approach

Canova, Estimating DSGE Models with Unfiltered Data

Fukac, Pagan and Pavlov, Econometric Issues Arising from DSGE Models

Chib and Ramamurthy, MCMC Methods for Bayesian Estimation of DSGE Models

Schorfheide, Loss Function-based Evaluation of DSGE Models

Sims, Remarks on Bayesian methods for macro policy modeling

Beltran and Draper, Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity


Examples

Lubik and Schorfheide, Testing for Indeterminacy: An Application to U.S. Monetary Policy

Lubik and Schorfheide, Do Central Banks Respond to Exchange Rates? A Structural Investigation

Lubik and Schorfheide, A Bayesian Look at New Open Economy Macroeconomics

Fernandez-Villaverde and Rubio-Ramirez, Estimating Macroeconomic Models: A Likelihood Approach

Fernandez-Villaverde and Rubio-Ramirez, How Structural Are Structural Parameter Values?

Rabanal and Rubio-Ramirez, Comparing New Keynesian Models of the Business Cycle : A Bayesian approach

Smets and Wouters, An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area

Justiniano and Primiceri, The Time Varying Volatility of Macroeconomic Fluctuations
Primiceri, Schaumburg, and Tambalotti, Intertemporal Disturbances

Justiniano and Preston, Can Structural Small Open Economy Models Account for the Influence of Foreign Shocks?

Rabanal and Tuesta, Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not

Adolfson et al., Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through

Gali' and Rabanal, Technology Shocks and Aggregate Fluctuations: How Well does the RBC Model Fit Postwar U.S. Data?

DeJong et al., A Bayesian approach to dynamic macroeconomics

Figures, Figures, Figures


Other approaches

RBC Models

King and Rebelo, Resuscitating Real Business Cycles

Rebelo, Real Business Cycle Models: Past, Present and Future


Open Economy Models

Justiniano and Preston, Can Structural Small Open Economy Models Account for the Influence of Foreign Shocks?

Rabanal and Tuesta, Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not

Adolfson et al., Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through

Lubik and Schorfheide, Do Central Banks Respond to Exchange Rates? A Structural Investigation

Lubik and Schorfheide, A Bayesian Look at New Open Economy Macroeconomics


What are the sources of Business Cycle fluctuations?

Background: VARs and SVARs

Fernández-Villaverde, Rubio-Ramírez, and Sargent, A, B, C's (and D's) for Understanding VARs.

Chari, Kehoe, and McGrattan, A Critique of Structural VARs Using Business Cycle Theory

Christiano, Eichenbaum, and Evans, Monetary Policy Shocks: What Have We Learned and to What End?

Shapiro and Watson, Sources of Business Cycle Fluctuations

Lorenzoni, A Theory of Demand Shocks

Gali', Technology, Employment and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?

Cochrane, Shocks

Figures


'News' as Drivers of the Business Cycle

Beaudry and Portier, Stock Prices, News and Economic Fluctuations

Beaudry and Portier, Exploring Pigou's Theory of Cycles

Jaimovich and Rebelo, Behavioral Theories of the Business Cycle

Jaimovich and Rebelo, Can News about the Future Drive the Business Cycle?

Schmitt-Grohe and Uribe, What's News in Business Cycles

Fujiwara, Hirose, and Shintani, Can News Be a Major Source of Aggregate Fluctuations? A Bayesian

Barsky and E. Sims, Information Shocks, Animal Spirits, and the Meaning of Innovations in Consumer Confidence

Beaudry, P. and F. Portier, The 'News' View of Economic Fluctuations: Evidence from Aggregate Japanese Data and Sectoral U.S. Data

Jaimovich and Rebelo, News and Business Cycles in Open Economies

Kobayashi and Nutahara, Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy

Lorenzoni, News Shocks and Optimal Monetary Policy

Davis, News and the Term Structure in General Equilibrium

E. Sims, Expectations Driven Business Cycles: An Empirical Evaluation

Expectations: Rational Expectations and Adaptive Learning

Evans and Honkapohja, Learning Dynamics

Evans and Honkapohja, Expectations, Learning and Monetary Policy: An Overview of Recent Research

Evans and Honkapohja, Learning and Macroeconomics
Adaptive Learning in Macroeconomics webpage

Bullard, The Learnability Criterion and Monetary Policy

Marcet and Sargent, Convergence of least squares learning mechanisms in self-referential linear stochastic models

Carceles-Poveda and Giannitsarou, Adaptive Learning in Practice

Preston, Adaptive Learning in Infinite Horizon Decision Problems

Preston, Learning About Monetary Policy Rules When Long-Horizon Expectations Matter

Orphanides and Williams, The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations

Huang, Liu, and Zha, Learning, Adaptive Expectations, and Technology Shocks

Eusepi and Preston, Expectations, Learning and Business Cycle Fluctuations

SARGENT, WILLIAMS, and ZHA, SHOCKS AND GOVERNMENT BELIEFS: THE RISE AND FALL OF AMERICAN INFLATION

Milani, Expectations, Learning and Macroeconomic Persistence

Milani, Learning and Time-Varying Macroeconomic Volatility

...

Financial Markets and the Macroeconomy

Financial Accelerator

Bernanke and Gertler, Agency Costs, Net Worth, and Business Fluctuations

Bernanke, Gertler, and Gilchrist, The financial accelerator in a quantitative business cycle framework

Carlstrom and Fuerst, Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis

Christensen and Dib, The financial accelerator in an estimated New Keynesian model

Gilchrist, Gertler, and Natalucci, External Constraints on Monetary Policy and the Financial Accelerator'

Gilchrist and Saito, Expectations, Asset Prices and Monetary Policy: The Role of Learning'

Queijo von Heideken, How Important are Financial Frictions in the U.S. and the Euro Area

De Graeve, The External Finance Premium and the Macroeconomy: US Post–WWII Evidence

...
Figures


Financial Markets in Macroeconomic Models

Christiano, Motto, and Rostagno, Financial Factors in Business Cycles

Christiano, Ilut, Motto, and Rostagno, Monetary Policy and Stock Market Boom-Bust Cycles

Challe and Giannitsarou, Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach
Nistico', Monetary Policy and Stock-Price Dynamics in a DSGE Framework

Milani, Learning About the Interdependence Between the Macroeconomy and the Stock Market

Farhi and Panageas, The Real Effects of Stock Market Mispricing at the Aggregate: Theory and Empirical Evidence

...
Figures


Housing

Iacoviello, House prices, borrowing constraints and monetary policy in the business cycle

Iacoviello and Neri, Housing Market Spillovers: Evidence from an Estimated DSGE Model

Notarpietro, Credit Frictions and Household Debt in the U.S. Business Cycle: A Bayesian Evaluation...
Mendicino and Pescatori, Credit Frictions, Housing Prices, and Optimal Monetary Policy Rules


Term Structure

Diebold, Piazzesi, Rudebusch, Modeling Bond Yields in Finance and Macroeconomics

Rudebusch and Wu, A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy

Rudebusch and Swanson, Examining the Bond Premium Puzzle with a DSGE Model

Dewachter and Lyrio, Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates


Credit Frictions

Kiyotaki and Moore, Credit Cycles

Levin, Natalucci, and Zakrajsek, The Magnitude and Cyclical Behavior of Financial Market Frictions

Curdia and Woodford, Credit Frictions and Optimal Monetary Policy

Gerali, Neri, Sessa, Signoretti, Credit and Banking in a DSGE Model

Gilchrist, Yankov, Zakrajsek, Credit Market Shocks and Economic Fluctuations:. Evidence from Corporate Bond and Stock Markets

Adrian and Shin, Financial Intermediaries, Financial Stability and Monetary Policy

Goodfriend and McCallum, Banking and interest rates in monetary policy analysis: A quantitative exploration


The 2008 Financial Crisis

Gorton, The subprime panic

Reinhart and Rogoff, Is the 2007 U.S. Sub Prime financial Crisis so different? An international Historical Comparison

Taylor and Williams, A Black Swan in the Money Market

Tong and Wei, Real Effects of the Subprime Mortgage. Crisis: Is it a Demand or a Finance Shock?
Chari, Christiano, and Kehoe, Facts and Myths about the Financial Crisis of 2008

Greenlaw et al., Leveraged Losses:Lessons form the Mortagage Market Meltdown

IMF, Financial Stress and Deleveraging Macro-Financial Implications and Policy

Dell'Ariccia et al., The real effect of banking crises

Monetary and Fiscal Policy Interactions

Leeper, Equilibria under 'active' and 'passive' monetary and fiscal policies

Chung, Davig, and Leeper, Monetary and Fiscal Policy Switching

Favero and Monacelli, Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S

Favero and Monacelli, Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S

Evans and Honkapohja, Policy Interaction, Learning, And The Fiscal Theory Of Prices

chenhe2007 金币+2 魅力+5 好2009-5-29 12:19:15