Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models (pp. 65-101)

By Olivier Coibion, Charles L. Weise, S. Slobodyan, Raf Wouters, Anusha Chari, Peter Blair Henry, D. Sasson, A. Carneiro, Paulo Guimarães, Andre C. Silva and 3 more. 2012

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Anchored Inflation Expectations (2020, unknown): “18Milani (2007, 2014) and Slobodyan and Wouters (2012) use linear Kalman filter techniques to estimate 16 Electronic copy available at: https://ssrn.com/abstract=3931563 Anchored Inflation Expectations Estimated parameters.”
Economic Forecasting with an Agent-Based Model (2020, methodology): “As a DSGE model, we employ a standard DSGE model of Smets and Wouters (2007), which is a widely cited New Keynesian DSGE model for the US economy with sticky prices and wages, adapted to the Austrian economy.”
The science of monetary policy: an imperfect knowledge perspective (2018, unknown): “…chap 10) which studies the standard real business cycle model, Bullard and Mitra (2002) which documents E-Stability conditions in the New Keynesian model above, and Slobodyan and Wouters (2012a) which introduces learning in an estimated medium-scale dynamic stochastic general equilibrium model.”
Behavioral & Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach (2018, background): “A large literature on empirical validation of behavioural heterogeneous agents models has developed, recently surveyed by Franke & Westerhoff (2017) and Lux & Zwinkels (2018).”