On the Fit of New Keynesian Models
By Marco del Negro, Frank Schorfheide, Frank Smets, Raf Wouters. 2007
525 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/543a6aba0f6ba2853c461c6bec04100e74602a93
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Fabio Canova
- Giorgio E. Primiceri
- Matteo Barigozzi
- Matteo Luciani
- Tom Sargent
- Marco Lippi
- Gary Koop
- Timothy Cogley
Citations in the corpus
- Non-Stationary Dynamic Factor Models for Large Datasets (2016, background): “If we had r = q, then Engle and Granger (1987) prove that there exists a VECM representation for Ft with d cointegration relations.”
- Forecasting with DSGE Models (2010, unknown): “Summary and Conclusions In a thought-provoking article in the Journal of Economic Perspectives, Diebold (1998) speculated on the future of macroeconomic forecasting. Unlike many other observers at that time, he did not view the failure of the large-scale system-of-equations macroeconomic forecasting”
- Real-Time Forecasting With a Mixed-Frequency VAR (2015, unknown): “…toward the prior mean and we choose the hyperparameter to maximize the log MDD. MDDbased hyperparameter selection has been discussed, for instance, in Phillips (1996), in Del Negro and Schorfheide (2004), Del Negro et al. (2007), and, most recently, studied in Giannone, Lenza, and Primiceri (2014).”