Discussion paper DP8006 The Effects of Foreign Shocks When Interest Rates Are at Zero Christopher Erceg Martin Bodenstein Luca Guerrieri 23 Sep 2010 International Macroeconomics F32 F41
Discussion paper DP7812 Reading the Recent Monetary History of the U.S., 1959-2007 Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 23 May 2010 International Macroeconomics C11 E10 E30
Discussion paper DP7781 The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Ralph Koijen Jules van Binsbergen 12 Apr 2010 International Macroeconomics E30 G12
Discussion paper DP7726 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Massimiliano Marcellino George Kapetanios 7 Mar 2010 International Macroeconomics C32 C51 E52
Discussion paper DP7447 Frequentist Inference in Weakly Identified DSGE Models Lutz Kilian Atsushi Inoue Pablo A. Guerron-Quintana 23 Sep 2009 International Macroeconomics C32 C52 E30 E50
Discussion paper DP7312 Computing DSGE Models with Recursive Preferences Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Dario Caldara Wen Yao 23 Jun 2009 International Macroeconomics C63 C68
Discussion paper DP7297 MEDEA: A DSGE Model for the Spanish Economy Juan Francisco Rubio-Ramírez Pablo Burriel Jesús Fernández-Villaverde 10 May 2009 International Macroeconomics C11 C13 E30
Discussion paper DP7264 Risk Matters: The Real Effects of Volatility Shocks Martín Uribe Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Pablo A. Guerron-Quintana 12 Apr 2009 International Macroeconomics C32 C63 F32 F41
Discussion paper DP7234 Back to square one: identification issues in DSGE models Fabio Canova Luca Sala 22 Mar 2009 International Macroeconomics C10 C52 E32 E50
Discussion paper DP7157 The Econometrics of DSGE Models Jesús Fernández-Villaverde 23 Feb 2009 International Macroeconomics C11 C13 E30
Discussion paper DP6791 How much structure in empirical models? Fabio Canova 23 Apr 2008 International Macroeconomics C10 C52 E32 E50