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Publications

The Impact of Growth on Unemployment in a Low vs. a High Inflation Environment,

with Mewael F. Tesfaselassie,

Review of Economic Dynamics, forthcoming.

 

Forecasting with Large Datasets: Aggregating Before, During or After the Estimation,

with Inske Pirschel,

Empirical Economics, forthcoming.

 

The changing dynamics of US inflation persistence: a quantile regression approach, Codes

with Peter Tillmann,

Studies in Nonlinear Dynamics & Econometrics, April 2015, 19(2), 161-182.

 

Evaluating point and density forecasts of DSGE models, Appendix,

Journal of Applied Econometrics, January/February 2015, 30(1), 74-96.

 

Sticky Information Models in Dynare, Software,

with Fabio Verona,

Computational Economics, March 2014, 43(3), 357-370.

 

Do large recessions reduce output permanently? codes,

with Mehdi Hosseinkouchack,

Economics Letters, December 2013, 121(3), 516-519.

 

Forecasting and Policy Making,

with Volker Wieland, Chapter 5, in G. Elliott and A. Timmermann, Eds.,

Handbook of Economic Forecasting, Volume 2, Elsevier, August 2013, 239-325.

 

Fiscal consolidation strategies,

with John Cogan, John Taylor and Volker Wieland,

Journal of Economic Dynamics and Control, February 2013, 37(2), 404-421.

 

A New Comparative Approach to Macroeconomic Modeling and Policy Analysis, codes,

with Volker Wieland, Tobias Cwik, Gernot J. Müller and Sebastian Schmidt,

Journal of Economic Behavior & Organization, August 2012, 83(3), 523-541.

 

Estimating Monetary Policy Reaction Functions Using Quantile Regressions, codes,

Journal of Macroeconomics, June 2012, 34(2): 342-361.

 

The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy, Link to voxeu.org article.

with Volker Wieland,

Economic Theory, June 2011, 47(2-3): 247-292.

 

Does trade integration alter monetary policy transmission?

with Tobias Cwik and Gernot J. Müller,

Journal of Economic Dynamics and Control, April 2011, 35(4): 545-564.