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Is time an illusion? : a bootstrap likelihood ratio approach to testing shock transmission delays in DSGE models
Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M. - 2022
Persistent link: https://www.econbiz.de/10013555793
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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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Indeterminate forecast accuracy under indeterminacy
Fanelli, Luca; Sorge, Marco M. - In: Journal of macroeconomics 53 (2017), pp. 57-70
Persistent link: https://www.econbiz.de/10011753427
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Fitting US trend inflation : a rolling-window approach
Castelnuovo, Efrem - In: DSGE models in macroeconomics : estimation, evaluation, …, (pp. 201-252). 2012
Persistent link: https://www.econbiz.de/10009682778
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Policy switch and the great moderation : the role of equilibrium selection
Castelnuovo, Efrem - In: Macroeconomic dynamics 16 (2012) 3, pp. 449-471
Persistent link: https://www.econbiz.de/10009669541
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Testing the structural interpretation of the price puzzle with a cost-channel model
Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 74 (2012) 3, pp. 425-452
Persistent link: https://www.econbiz.de/10009545878
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Monetary policy shocks and Cholesky VARs : an assessment for the Euro area
Castelnuovo, Efrem - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 383-414
Persistent link: https://www.econbiz.de/10011454273
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Modest macroeconomic effects of monetary policy shocks during the great moderation : an alternative interpretation
Castelnuovo, Efrem - 2016
Persistent link: https://www.econbiz.de/10011698789
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Modest macroeconomic effects of monetary policy shocks during the great moderation : an alternative interpretation
Castelnuovo, Efrem - In: Journal of macroeconomics 47 (2016), pp. 300-314
Persistent link: https://www.econbiz.de/10011707647
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Testing the structural interpretation of the price puzzle with a cost channel model
Castelnuovo, Efrem - 2009
Persistent link: https://www.econbiz.de/10003874218