An Estimated Dynamic Stochastic General Equilibrium Model

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DSGE Models with Student-t Errors (2014, background): “(2005), Smets and Wouters (2003, 2007), Justiniano and Primiceri (2008), Fernandez-Villaverde and Rubio-Ramirez (2005), Sims, Waggoner and Zha (2008) and Chib and Ramamurthy (2010).”
A quasi-Bayesian local likelihood approach to time varying parameter VAR models (2019, methodology): “In addition to the seven observables employed by Smets and Wouters (2007), we add a time series of the corporate bond spread, Spreadt, measured as the di¤erence between the BAA Corporate Bond Yield over the 10 Year Treasury Note Yield.”
Where Modern Macroeconomics Went Wrong (2017, unknown): “4 See Smets and Wouters (2003).”
On DSGE Models (2018, unknown): “We go into some detail describing the basic features of that model because they form the core of leading pre-crisis DSGE models, such as Smets and Wouters (2003, 2007).”