2493 lines
75 KiB
BibTeX
2493 lines
75 KiB
BibTeX
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@TECHREPORT{SIMLAB,
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author = { \textsc{SIMLAB} },
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title = { Ver 2.2},
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institution = {European Commission, Joint Research Centre},
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year = {2003},
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type = { {http://www.jrc.cec.eu.int/uasa/prj-sa-soft.asp} },
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address = {Ispra}
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}
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@TECHREPORT{Adolfson2005,
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author = {Adolfson, Malin and Laséen, Stefan and Lindé, Jesper and Villani,
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Mattias},
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title = {Bayesian Estimation of an Open Economy {DSGE} Model with Incomplete
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Pass-Through},
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institution = {Sveriges Riksbank (Central Bank of Sweden)},
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year = {2005},
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type = {Working Paper Series},
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number = {179},
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month = Mar,
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note = {available at http://ideas.repec.org/p/hhs/rbnkwp/0179.html}
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}
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@TECHREPORT{ACEL2005,
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author = {David Altig and Lawrence Christiano and Martin Eichenbaum and Jesper
|
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Linde},
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|
title = {Firm-Specific Capital, Nominal Rigidities and the Business Cycle},
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institution = {National Bureau of Economic Research, Inc},
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year = {2005},
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type = {NBER Working Papers},
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number = {11034},
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month = Jan,
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|
note = {available at http://ideas.repec.org/p/nbr/nberwo/11034.html}
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}
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@UNPUBLISHED{An2005,
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author = {An, A.},
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title = {Bayesian Estimation of {DSGE} Models: Lessons from Second Order Approximations},
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year = {2005},
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source = {University of Pennsylvania}
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}
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@ARTICLE{AnSchorfheide2007,
|
|
author = {An, Sungbae and Schorfheide, Frank},
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title = {Bayesian Analysis of {DSGE} Models},
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journal = {Econometric Reviews},
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year = {2007},
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volume = {26},
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pages = {113-172},
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number = {2-4},
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note = {DOI:10.1080/07474930701220071}
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}
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@TECHREPORT{AnSchorfheide2005,
|
|
author = {An, Sungbae and Schorfheide, Frank},
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|
title = {Bayesian Analysis of {DSGE} Models},
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|
institution = {C.E.P.R. Discussion Papers},
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year = {2005},
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type = {CEPR Discussion Papers},
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number = {5207},
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month = Sep,
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note = {available at http://ideas.repec.org/p/cpr/ceprdp/5207.html}
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}
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@ARTICLE{Anderson2008,
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author = {Gary Anderson},
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title = {Solving Linear Rational Expectations Models: A Horse Race},
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journal = {Computational Economics},
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year = {2008},
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volume = {31},
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pages = {95-113},
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number = {2},
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month = {March},
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abstract = {No abstract is available for this item.},
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url = {http://ideas.repec.org/a/kap/compec/v31y2008i2p95-113.html}
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}
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@ARTICLE{AIM1985,
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author = {Anderson, Gary and Moore, George},
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title = {A linear algebraic procedure for solving linear perfect foresight
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models},
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journal = {Economics Letters},
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year = {1985},
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volume = {17},
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pages = {247-252},
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number = {3},
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note = {available at http://ideas.repec.org/a/eee/ecolet/v17y1985i3p247-252.html}
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|
}
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@ARTICLE{KleinMelardZahaf2000,
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author = {Andre Klein, Guy Melard and Toufik Zahaf},
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title = {Construction of the exact Fisher information matrix of Gaussian time
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series models by means of matrix differential rules},
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}
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@ARTICLE{Aruoba_et_al_2006,
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author = {Aruoba, S. Boragan and Fernandez-Villaverde, Jesus and Rubio-Ramirez,
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Juan F.},
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title = {Comparing solution methods for dynamic equilibrium economies},
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journal = {Journal of Economic Dynamics and Control},
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year = {2006},
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volume = {30},
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pages = {2477-2508},
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number = {12},
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month = {December},
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note = {available at http://ideas.repec.org/a/eee/dyncon/v30y2006i12p2477-2508.html}
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}
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@TECHREPORT{Aruoba2003,
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|
author = {S. Boragan Aruoba and Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez},
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title = {Comparing Solution Methods for Dynamic Equilibrium Economies},
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institution = {Penn Institute for Economic Research, Department of Economics, University
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of Pennsylvania},
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year = {2003},
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type = {PIER Working Paper Archive},
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number = {04-003},
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month = Nov,
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note = {available at http://ideas.repec.org/p/pen/papers/04-003.html},
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owner = {nikolay},
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timestamp = {2007.06.16}
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}
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@CONFERENCE{Azzini_etal_DYNARE_2007,
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author = {Azzini, I. and Girardi, R. and Ratto, M.},
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title = {Parallelization of {Matlab} codes under {Windows} platform for {Bayesian} estimation: A {DYNARE} application},
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booktitle = {DYNARE CONFERENCE},
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year = {2007},
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address = {Paris School of Economics},
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month = {September},
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}
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@BOOK{Barney_2009,
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AUTHOR = {Barney, B},
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TITLE = {Introducing To Parallel Computing (Tutorial)},
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PUBLISHER = {Lawrence Livermore National Laboratory},
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YEAR = {2009}
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}
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@ARTICLE{BekkerPollock1986,
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author = {Bekker, Paul A. and Pollock, D. S. G.},
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title = {Identification of linear stochastic models with covariance restrictions},
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volume = {31},
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pages = {179-208},
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number = {2},
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month = {March},
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note = {available at http://ideas.repec.org/a/eee/econom/v31y1986i2p179-208.html}
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}
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@BOOK{BelsleyKuhWelsch1980,
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title = {Regression Diagnostics - Identifying Influential Data and Sources
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of Variation},
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publisher = {New York: Wiley},
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year = {1980},
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author = {D.A. Belsley and E. Kuh and R.E. Welsch}
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}
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@ARTICLE{Benhabib2003,
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author = {Benhabib, J. and Schmitt-Grohe, S. and Uribe, M.},
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title = {Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, And
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Macroeconomic Instability},
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journal = {Journal of Money, Credit and Banking},
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year = {2003},
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volume = {35},
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pages = {1379-1412}
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}
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@TECHREPORT{BayerFarmer2004,
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author = {Andreas Beyer and Roger E. A. Farmer},
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title = {On the indeterminacy of New-Keynesian economics},
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institution = {European Central Bank},
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year = {2004},
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type = {Working Paper Series},
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number = {323},
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month = Mar,
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note = {available at http://ideas.repec.org/p/ecb/ecbwps/20040323.html}
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}
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@ARTICLE{Blanchard1980,
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author = {Blanchard, O. and Kahn, C.},
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title = {The solution of linear difference models under rational expectations},
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journal = {Econometrica},
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year = {1980},
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volume = {48},
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pages = {1305--1311},
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keyword = {linear difference model}
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}
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@ARTICLE{BlanchardKahn1980,
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author = {Blanchard, Olivier Jean and Kahn, Charles M},
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title = {The Solution of Linear Difference Models under Rational Expectations},
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journal = {Econometrica},
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year = {1980},
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volume = {48},
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pages = {1305-11},
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number = {5},
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month = {July},
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note = {available at http://ideas.repec.org/a/ecm/emetrp/v48y1980i5p1305-11.html}
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}
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@TECHREPORT{BoivinGiannoni2006,
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author = {Jean Boivin and Marc Giannoni},
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title = {{DSGE} Models in a Data-Rich Environment},
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institution = {National Bureau of Economic Research, Inc},
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year = {2006},
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type = {NBER Working Papers},
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number = {12772},
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month = Dec,
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note = {available at http://ideas.repec.org/p/nbr/nberwo/12772.html}
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}
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@TECHREPORT{BoswijkDoornik2003,
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author = {H. Peter Boswijk and Jurgen Doornik},
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title = {Identifying, Estimating and Testing Restricted Cointegrated Systems:
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An Overview},
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institution = {Economics Group, Nuffield College, University of Oxford},
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year = {2003},
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type = {Economics Papers},
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number = {2003-W10},
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month = Jan,
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note = {available at http://ideas.repec.org/p/nuf/econwp/0310.html}
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}
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@ARTICLE{Bratley93,
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author = {Bratley, P. and Fox, H. and Niederreiter, H.},
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volume = {2},
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}
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@BOOK{Brookshear,
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AUTHOR = {Brookshear, J.G. },
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TITLE = {Computer Science: An Overview},
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PUBLISHER = {Pearson},
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YEAR = {2009},
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edition = {10th},
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note = {http://www.aw-bc.com/brookshear/},
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isbn = {0-321-52403-9},
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}
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@INCOLLECTION{BrowningHansenHeckman1999,
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author = {Browning, Martin and Hansen, Lars Peter and Heckman, James J.},
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title = {Micro data and general equilibrium models},
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booktitle = {Handbook of Macroeconomics},
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editor = {J. B. Taylor and M. Woodford}
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}
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@BOOK{BrysonHo69,
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title = {Applied Optimal Control},
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publisher = {Blaisdel},
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author = {Bryson, A.E. and Ho, Y.C.}
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}
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@ARTICLE{Calvo1983,
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author = {Calvo, Guillermo A.},
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}
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@ARTICLE{Campolongoetal2006,
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author = {Campolongo, F. and Cariboni, J. and Saltelli, A.},
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title = {An effective screening design for sensitivity analysis of large models},
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journal = {Environmental Modelling and Software},
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year = {2006},
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note = {To appear}
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}
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@INBOOK{Canova2005,
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chapter = {What {VAR} Tell us about {DSGE} Models?},
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pages = {89-123},
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title = {New Trends in Macroeconomics },
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publisher = {Springer Berlin Heidelberg},
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year = {2005},
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editor = {Claude Diebolt and Catherine Kyrtsou},
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author = {Fabio Canova and Joaquim Pires Pina},
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owner = {nikolay},
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timestamp = {2007.06.16}
|
|
}
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|
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@ARTICLE{Canova2009,
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author = {Fabio Canova and Luca Sala},
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title = {Back to square one: identification issues in {DSGE} models},
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journal = {Journal of Monetary Economics},
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year = {2009},
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volume = {56},
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number = {4},
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month = {May}
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}
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@ARTICLE{ChangDohSchorfheide2007,
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author = {Yongsung Chang and Taeyoung Doh and Frank Schorfheide},
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title = {Non-stationary Hours in a {DSGE} Model},
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journal = {Journal of Money, Credit and Banking},
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year = {2007},
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volume = {39},
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pages = {1357-1373},
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number = {6},
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month = {09},
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note = {available at http://ideas.repec.org/a/mcb/jmoncb/v39y2007i6p1357-1373.html}
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}
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@TECHREPORT{Chari2005,
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author = {V. V. Chari and Patrick J. Kehoe and Ellen R. McGrattan},
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title = {A critique of structural VARs using real business cycle theory},
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institution = {Federal Reserve Bank of Minneapolis},
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year = {2005},
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type = {Working Papers},
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number = {631},
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note = {available at http://ideas.repec.org/p/fip/fedmwp/631.html},
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owner = {nikolay},
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timestamp = {2007.06.16}
|
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}
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@ARTICLE{CEE2005,
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author = {Lawrence Christiano and Martin Eichenbaum and Charles Evans},
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title = {Nominal Rigidities and the Dynamic Effects of a Shock to Monetary
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Policy},
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}
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@ARTICLE{Christiano2002,
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author = {Lawrence J. Christiano},
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title = {Solving dynamic equilibrium models by a method of undetermined coefficients},
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number = {1-2}
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}
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@ARTICLE{Christiano1987,
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owner = {nikolay},
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timestamp = {2007.06.16}
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|
}
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|
|
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@TECHREPORT{Christiano2006,
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author = {Lawrence J. Christiano and Martin Eichenbaum and Robert Vigfusson},
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title = {Assessing Structural VARs},
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institution = {National Bureau of Economic Research, Inc},
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year = {2006},
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type = {NBER Working Papers},
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number = {12353},
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month = Jul,
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note = {available at http://ideas.repec.org/p/nbr/nberwo/12353.html},
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owner = {nikolay},
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timestamp = {2007.06.16}
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}
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@TECHREPORT{Cochrane2007,
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author = {John H. Cochrane},
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title = {Identification with Taylor Rules: A Critical Review},
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institution = {National Bureau of Economic Research, Inc},
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year = {2007},
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month = Sep,
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}
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@TECHREPORT{Coenen2005,
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author = {Coenen, G. and Straub, R.},
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title = {{Non-Ricardian} Households and Fiscal Policy in an Estimated {DSGE}
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Model of the {Euro Area}},
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institution = {Society for Computational Economics},
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year = {2005},
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type = {Computing in Economics and Finance 2005},
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note = {available at http://ideas.repec.org/p/sce/scecf5/102.html}
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}
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@ARTICLE{Cooley1998,
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author = {Cooley, Thomas F. and Dwyer, Mark},
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owner = {nikolay},
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timestamp = {2007.06.16}
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}
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author = {Cragg, John G. and Donald, Stephen G.},
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author = {Cragg, John G. and Donald, Stephen G.},
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title = {Econometric Theory and Methods},
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publisher = {Oxford University Press},
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@ARTICLE{DeFiore2005,
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author = {De Fiore, F. and Liu, Z.},
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@ARTICLE{DejongIngramWhiteman2000,
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author = {DeJong, David N. and Ingram, Beth F. and Whiteman, Charles H.},
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@ARTICLE{DeJongIngramWhiteman2000,
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author = {David N. DeJong and Beth F. Ingram and Charles H. Whiteman},
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business cycle fluctuations},
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|
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pages = {631-40},
|
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number = {3},
|
|
month = {June},
|
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note = {available at http://ideas.repec.org/a/ucp/jpolec/v84y1976i3p631-40.html}
|
|
}
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|
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@TECHREPORT{Sbordone2005,
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type = {Computing in Economics and Finance 2005},
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number = {321},
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month = Nov,
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note = {available at http://ideas.repec.org/p/sce/scecf5/321.html},
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owner = {nikolay},
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timestamp = {2007.06.16}
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}
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@TECHREPORT{Sbordone2005a,
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}
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@ARTICLE{Sbordone2002,
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@TECHREPORT{Schmitt-GroheUribe2004,
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@TECHREPORT{Sims1998,
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