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Forecasting with DSGE models with financial frictions. (2013). Rubaszek, Michał ; Kolasa, Marcin.
In: EcoMod2013.
RePEc:ekd:004912:5100.

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  1. DSGE forecasts of the lost recovery. (2019). Giannoni, Marc ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; del Negro, Marco ; Cai, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.

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  2. Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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  3. LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL. (2019). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:3:p:1302-1323.

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  4. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1234_19.

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  5. Would DSGE Models Have Predicted the Great Recession in Austria?. (2018). Breuss, Fritz.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0025-1.

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  6. Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model. (2018). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice ; Patrizio, Tirelli ; Alice, Albonico .
    In: Working Papers.
    RePEc:mib:wpaper:391.

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  7. The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations. (2017). Paccagnini, Alessia ; Bekiros, Stelios ; Cardani, Roberta .
    In: Working Papers.
    RePEc:ucn:wpaper:201701.

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  8. Would DSGE Models have Predicted the Great Recession in Austria?. (2016). Breuss, Fritz.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2016:i:530.

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  9. Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/7323.

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  10. Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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  11. A time varying DSGE model with financial frictions. (2016). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pb:p:690-716.

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  12. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp770.

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  13. A Time Varying DSGE Model with Financial Frictions. (2015). Galvão, Ana ; Giraitis, Liudas ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp769.

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  14. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:770.

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  15. A Time Varying DSGE Model with Financial Frictions. (2015). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:769.

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  16. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:mib:wpaper:292.

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  17. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-034.

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  18. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20575.

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  19. Estimating a DSGE model with Limited Asset Market Participation for the Euro Area. (2014). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice.
    In: Working Papers.
    RePEc:mib:wpaper:286.

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  20. Dynamic prediction pools: an investigation of financial frictions and forecasting performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
    In: Staff Reports.
    RePEc:fip:fednsr:695.

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