1. bookVolumen 15 (2015): Heft 1 (March 2015)
Zeitschriftendaten
License
Format
Zeitschrift
eISSN
1804-1663
Erstveröffentlichung
19 Feb 2010
Erscheinungsweise
4 Hefte pro Jahr
Sprachen
Englisch
Uneingeschränkter Zugang

Estimating DSGE model parameters in a small open economy: Do real-time data matter?

Online veröffentlicht: 18 Apr 2015
Volumen & Heft: Volumen 15 (2015) - Heft 1 (March 2015)
Seitenbereich: 89 - 114
Zeitschriftendaten
License
Format
Zeitschrift
eISSN
1804-1663
Erstveröffentlichung
19 Feb 2010
Erscheinungsweise
4 Hefte pro Jahr
Sprachen
Englisch

ARUOBA, S. B. (2008): Data Revisions Are Not Well Behaved, Journal of Money, Credit and Banking, 40, 319-34010.1111/j.1538-4616.2008.00115.xSearch in Google Scholar

AURELIO, M. M. (2005): Do we really know how inflation targeters set interest rates? FRB Kansas City Work. Pap. No. 05-02Search in Google Scholar

BELKE, A.; KLOSE, J. (2011): Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts. Economic Analysis & Policy, 41:147-172.10.1016/S0313-5926(11)50017-7Search in Google Scholar

CAPEK, J. (2014): Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter? Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(6), pages 457-475, December.Search in Google Scholar

CASARES, M.; VÁZQUEZ, J. (2012): Data Revisions in the Estimation of DSGE models. DFAEII 2012.06Search in Google Scholar

CLEMENTS, M.; GALVÃO, A. (2011) Improving real-time estimates of output gaps and inflation trends with multiple-vintage VAR models. Working paper CROUSHORE, D. (2011): Frontiers of Real-Time Data Analysis, Journal of Economic Literature, 49, 72-100Search in Google Scholar

CROUSHORE, D.; Stark, T. (2003): A real-time data set for macroeconomists: Does the data vintage matter? Review of Economics and Statistics, 85:605-617.10.1162/003465303322369759Search in Google Scholar

CUSINATO, R.; MINELLA, A.; DA SILVA PÔRTO JÚNIOR, S. (2013): Output gap in Brazil: A real-time data analysis, Empirical Economics, 44, 1113-112710.1007/s00181-012-0583-3Search in Google Scholar

GALVÃO, A. (2013): Forecasting with DSGE models in the Presence of Data Revisions. 1-23. Working paper GELMAN, A.; RUBIN, D. B. (1992): Inference from Iterative Simulation Using Multiple Sequences, Statistical Science, Vol. 7, No. 4 (Nov., 1992), pp. 457-472Search in Google Scholar

GERBERDING, C.; SEITZ, F.; WORMS, A. (2005): How the Bundesbank really conducted monetary policy. North American Journal of Economics and Finance, 16:277-292. doi: 10.1016/j.najef.2005.05.00310.1016/j.najef.2005.05.003Search in Google Scholar

GERDESMEIER, D.; ROFFIA, B. (2005): The relevance of real-time data in estimating reaction functions for the euro area. North American Journal of Economics and Finance. Volume: 16, Issue: 3, Pages: 293-307 10.1016/j.najef.2005.04.001Search in Google Scholar

HORVÁTH, R. (2009): The time-varying policy neutral rate in real-time: A predictor for future inflation? Economic Modelling, 26:71-81. doi: 10.1016/j.econmod.2008.05.00510.1016/j.econmod.2008.05.005Search in Google Scholar

INCE, O.; PAPELL, D. (2013): The (un)reliability of real-time output gap estimates with revised data, Economic Modelling, 33, 713-72110.1016/j.econmod.2013.05.023Search in Google Scholar

KOLASA, M.; RUBASZEK, M.; SKRZYPCZYNSKI, P. (2012): Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test. Journal of Money, Credit and Banking 44:1301-1324. doi: 10.1111/j.1538-4616.2012.00533.x 10.1111/j.1538-4616.2012.00533.xSearch in Google Scholar

LUBIK, T.; SCHORFHEIDE, F. (2006): A Bayesian Look at the New Open Economy Macroeconomics, NBER Macroeconomics Annual 2005, Volume 20, National Bureau of Economic Research, Inc, 313-38210.1086/ma.20.3585427Search in Google Scholar

NERI, S.; ROPELE, T. (2012): Imperfect Information, Real-Time Data and Monetary Policy in the Euro Area. The Economic Journal, Volume 122, Issue 561, pages 651-67410.1111/j.1468-0297.2011.02488.xSearch in Google Scholar

ORPHANIDES, A.; VAN NORDEN, S. (2002): The Unreliability of Output-Gap Estimates in Real Time, The Review of Economics and Statistics, 84, 569-58310.1162/003465302760556422Search in Google Scholar

ORPHANIDES, A. (2001): Monetary Policy Rules Based on Real-Time Data, The American Economic Review, American Economic Association, 91, pp. 964-985Search in Google Scholar

RUSNÁK, M. (2013): Revisions to the Czech National Accounts: Properties and Predictability, Czech Journal of Economics and Finance, 63, 244-261Search in Google Scholar

VÁZQUEZ, J.; MARÍA-DOLORES, R.; LONDOÑO, J. (2010) Data Revisions and the Monetary Policy Rule: An analysis based on an extension of the basic New Keynesian model. The University of the Basque Country, Mimeo. Search in Google Scholar

Empfohlene Artikel von Trend MD

Planen Sie Ihre Fernkonferenz mit Scienceendo