%% This BibTeX bibliography file was created using BibDesk. %% http://bibdesk.sourceforge.net/ %% Created for Tommaso Mancini Griffoli at 2007-04-11 12:27:04 +0200 %% Saved with string encoding Western (ASCII) @book{Zellner1971, Address = {New York}, Author = {Zellner, Arnold}, Date-Added = {2007-04-09 15:21:11 +0200}, Date-Modified = {2007-04-09 15:25:37 +0200}, Publisher = {John Wiley \& Sons, Inc.}, Title = {An Introduction to Bayesian Inference in Econometrics}, Year = {1971}} @article{ClaridaGaliGertler1999, Author = {Richard Clarida and Jordi Gali and Mark Gertler}, Date-Added = {2007-04-07 12:26:52 +0200}, Date-Modified = {2007-04-07 12:30:46 +0200}, Journal = {Journal of Economic Literature}, Pages = {1661-1707}, Title = {The Science of Monetary Policy: A New Keynesian Perspective}, Volume = {XXXVII}, Year = {1999}} @article{Geweke1999, Author = {John Geweke}, Date-Added = {2007-02-27 11:20:59 +0100}, Date-Modified = {2007-02-27 11:22:10 +0100}, Journal = {Econometric Review}, Number = {1}, Pages = {1-126}, Title = {Using Simulation Methods for Bayesian Econometric Models: In- ference, Development and Communication}, Volume = {18}, Year = {1999}} @book{DurbinKoopman2001, Address = {Oxford, U.K.}, Author = {J. Durbin and S.J. Koopman}, Date-Added = {2007-02-25 22:51:56 +0100}, Date-Modified = {2007-02-25 22:55:08 +0100}, Publisher = {Oxford University Press}, Title = {Time Series Analysis by State Space Methods}, Year = {2001}} @article{CogleyNason1994, Author = {Nason, James M and Cogley, Timothy}, Date-Added = {2007-02-25 16:17:26 +0100}, Date-Modified = {2007-02-25 16:17:53 +0100}, Journal = {Journal of Applied Econometrics}, Month = {Suppl. De}, Number = {S}, Pages = {S37-70}, Title = {Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models}, Volume = {9}, Year = 1994} @book{Hamilton1994, Address = {Princeton, NJ}, Author = {James D. Hamilton}, Date-Added = {2007-02-25 11:16:40 +0100}, Date-Modified = {2007-02-25 11:18:17 +0100}, Publisher = {Princeton University Press}, Title = {Time Series Analysis}, Year = {1994}} @techreport{LubikSchorfheide2005, Author = {Thomas Lubik and Frank Schorfheide}, Date-Added = {2007-02-25 10:19:43 +0100}, Date-Modified = {2007-02-25 10:20:03 +0100}, Institution = {The Johns Hopkins University,Department of Economics}, Month = May, Number = {521}, Title = {A Bayesian Look at New Open Economy Macroeconomics}, Type = {Economics Working Paper Archive}, Year = 2005} @article{VillaverdeRubioRamirez2004, Author = {Fernandez-Villaverde, Jesus and Rubio-Ramirez, Juan Francisco}, Date-Added = {2007-02-24 22:19:57 +0100}, Date-Modified = {2007-02-24 22:42:27 +0100}, Journal = {Journal of Econometrics}, Month = {November}, Number = {1}, Pages = {153-187}, Title = {Comparing dynamic equilibrium models to data: a Bayesian approach}, Volume = {123}, Year = 2004} @article{RabanalRubioRamirez2005, Author = {Rabanal, Pau and Rubio-Ramirez, Juan F.}, Date-Added = {2007-02-24 22:19:17 +0100}, Date-Modified = {2007-02-24 22:19:34 +0100}, Journal = {Journal of Monetary Economics}, Month = {September}, Number = {6}, Pages = {1151-1166}, Title = {Comparing New Keynesian models of the business cycle: A Bayesian approach}, Volume = {52}, Year = 2005} @article{AnSchorfheide2006, Author = {An, Sungbae and Schorfheide, Frank}, Date-Added = {2007-02-24 22:16:05 +0100}, Date-Modified = {2007-02-24 22:17:40 +0100}, Journal = {Econometric Review}, Title = {Bayesian Analysis of DSGE Models}, Volume = {Forthcoming}, Year = {2006}} @techreport{LubikSchorfheide2003, Author = {Thomas Lubik and Frank Schorfheide}, Date-Added = {2007-02-24 22:15:28 +0100}, Date-Modified = {2007-02-24 22:15:43 +0100}, Institution = {The Johns Hopkins University,Department of Economics}, Month = Nov, Number = {505}, Title = {Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation}, Type = {Economics Working Paper Archive}, Year = 2003} @article{Schorfheide2000, Author = {Frank Schorfheide}, Date-Added = {2007-02-24 22:00:46 +0100}, Date-Modified = {2007-02-24 22:01:00 +0100}, Journal = {Journal of Applied Econometrics}, Number = {6}, Pages = {645-670}, Title = {Loss function-based evaluation of DSGE models}, Volume = {15}, Year = 2000} @article{Ireland2004, Author = {Ireland, Peter N.}, Date-Added = {2007-02-24 21:58:47 +0100}, Date-Modified = {2007-02-24 21:59:01 +0100}, Journal = {Journal of Economic Dynamics and Control}, Month = {March}, Number = {6}, Pages = {1205-1226}, Title = {A method for taking models to the data}, Volume = {28}, Year = 2004} @article{SmetsWouters2003, Author = {Frank Smets and Raf Wouters}, Date-Added = {2007-02-24 21:57:12 +0100}, Date-Modified = {2007-02-24 21:57:32 +0100}, Journal = {Journal of the European Economic Association}, Month = {09}, Number = {5}, Pages = {1123-1175}, Title = {An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area}, Volume = {1}, Year = 2003} @article{CollardJuillard2001b, Author = {Collard, Fabrice and Juillard, Michel}, Date-Added = {2007-02-18 19:21:56 +0100}, Date-Modified = {2007-02-18 19:22:12 +0100}, Journal = {Journal of Economic Dynamics and Control}, Month = {June}, Number = {6-7}, Pages = {979-999}, Title = {Accuracy of stochastic perturbation methods: The case of asset pricing models}, Volume = {25}, Year = 2001} @article{CollardJuillard2001a, Author = {Collard, Fabrice and Juillard, Michel}, Date-Added = {2007-02-18 19:21:03 +0100}, Date-Modified = {2007-02-18 19:21:33 +0100}, Journal = {Computational Economics}, Month = {June}, Number = {2-3}, Pages = {125-39}, Title = {A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model}, Volume = {17}, Year = 2001} @techreport{Juillard1996, Author = {Juillard, Michel}, Date-Added = {2007-02-18 18:37:46 +0100}, Date-Modified = {2007-02-18 18:38:46 +0100}, Institution = {CEPREMAP}, Number = {9602}, Title = {Dynare : a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm}, Type = {CEPREMAP working papers}, Year = {1996}} @unpublished{CollardJuillard2003, Author = {Fabrice Collard and Michel Juillard}, Date-Added = {2007-02-17 13:03:34 +0100}, Date-Modified = {2007-02-18 19:45:10 +0100}, Note = {CEPREMAP mimeo}, Title = {Stochastic simulations with DYNARE. A practical guide.}, Year = {2003}} @article{SchmittGrohe2004, Author = {Schmitt-Grohe, Stephanie and Uribe, Martin}, Date-Added = {2007-02-17 11:51:08 +0100}, Date-Modified = {2007-02-17 12:20:24 +0100}, Journal = {Journal of Economic Dynamics and Control}, Month = {January}, Number = {4}, Pages = {755-775}, Title = {Solving dynamic general equilibrium models using a second-order approximation to the policy function}, Volume = {28}, Year = 2004} @techreport{CollardJuillard1999, Author = {Michel Juillard and Fabrice Collard}, Date-Added = {2007-02-17 11:48:00 +0100}, Date-Modified = {2007-02-17 13:07:56 +0100}, Institution = {Society for Computational Economics}, Month = Mar, Number = {144}, Title = {Stochastic Simulations of a Non-Linear Phillips Curve Model}, Type = {Computing in Economics and Finance 1999}, Year = 1999}