From ccd01ba8ceee6cde1f2bd3ba89867841413c3c1d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Mon, 18 Feb 2019 17:07:52 +0100 Subject: [PATCH] Cosmetic fixed in the bibliography. Manually cherry-picked from bb1642b5b8705b988239e6fe9a3bd6ead1835d48. --- src/source/bibliography.rst | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/source/bibliography.rst b/src/source/bibliography.rst index bad067d4b..fa4dec9cd 100644 --- a/src/source/bibliography.rst +++ b/src/source/bibliography.rst @@ -8,13 +8,13 @@ Bibliography * Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): “Towards a monetary policy evaluation framework”, *European Central Bank Working Paper*, 942. * Aguiar, Mark and Gopinath, Gita (2004): “Emerging Market Business Cycles: The Cycle is the Trend,” *NBER* Working Paper, 10734. * Amisano, Gianni and Tristani, Oreste (2010): “Euro area inflation persistence in an estimated nonlinear DSGE model”, *Journal of Economic Dynamics and Control*, 34(10), 1837–1858. -* Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2013): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” *NBER Working Paper*, 18983. +* Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2013): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” *Review of Economic Studies*, 85(1), pp. 1-49. * Andrews, Donald W.K (1991): “Heteroskedasticity and autocorrelation consistent covariance matrix estimation”, *Econometrica*, 59(3), 817–858. * Backus, David K., Patrick J. Kehoe, and Finn E. Kydland (1992): “International Real Business Cycles,” *Journal of Political Economy*, 100(4), 745–775. * Baxter, Marianne and Robert G. King (1999): “Measuring Business Cycles: Approximate Band-pass Filters for Economic Time Series,” *Review of Economics and Statistics*, 81(4), 575–593. * Boucekkine, Raouf (1995): “An alternative methodology for solving nonlinear forward-looking models,” *Journal of Economic Dynamics and Control*, 19, 711–734. * Brooks, Stephen P., and Andrew Gelman (1998): “General methods for monitoring convergence of iterative simulations,” *Journal of Computational and Graphical Statistics*, 7, pp. 434–455. -* Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): “The simplex simulated annealing approach to continuous non-linear optimization,” *Computers chem. Engng*, 20(9), 1065-1080. +* Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): “The simplex simulated annealing approach to continuous non-linear optimization,” *Computers & Chemical Engineering*, 20(9), 1065-1080. * Chib, Siddhartha and Srikanth Ramamurthy (2010): “Tailored randomized block MCMC methods with application to DSGE models,” *Journal of Econometrics*, 155, 19–38. * Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011): “Introducing financial frictions and unemployment into a small open economy model,” *Journal of Economic Dynamics and Control*, 35(12), 1999–2041. * Christoffel, Kai, Günter Coenen and Anders Warne (2010): “Forecasting with DSGE models,” *ECB Working Paper Series*, 1185.