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Details about Raf Wouters

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Workplace:Nationale Bank van België/Banque national de Belqique (BNB) (National Bank of Belgium), (more information at EDIRC)
Centrum voor Economische Studiën (Center for Economic Studies), Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics), KU Leuven (University of Leuven), (more information at EDIRC)
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)

Access statistics for papers by Raf Wouters.

Last updated 2017-11-08. Update your information in the RePEc Author Service.

Short-id: pwo72


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Working Papers

2017

  1. An estimated two-country EA-US model with limited exchange rate pass-through
    Working Paper Research, National Bank of Belgium Downloads View citations (1)

2016

  1. Challenges for Central Banks' Macro Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2016) Downloads View citations (11)

2013

  1. Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area
    Working Paper Series, European Central Bank Downloads View citations (5)

2012

  1. Endogenous risk in a DSGE model with capital-constrained financial intermediaries
    Working Paper Research, National Bank of Belgium Downloads View citations (13)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Slow Recoveries: A Structural Interpretation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (53)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads View citations (53)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (54)
    Working Papers, Barcelona Graduate School of Economics (2012) Downloads View citations (53)

    See also Journal Article in Journal of Money, Credit and Banking (2012)
  3. Unemployment in an Estimated New Keynesian Model
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (39)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011) Downloads View citations (61)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (61)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (64)
    Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (62)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (31)

    See also Chapter (2011)
    Journal Article in NBER Macroeconomics Annual (2012)

2010

  1. Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (14)
    Also in Working Paper Research, National Bank of Belgium (2008) Downloads View citations (2)
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg (2009) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2009

  1. Estimating a medium–scale DSGE model with expectations based on small forecasting models
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
  2. Learning in an Estimated Medium-Scale DSGE Model
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads View citations (18)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)
  3. Sequential Bargaining in a New-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiation
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (8)
    Also in Working Paper Research, National Bank of Belgium (2009) Downloads View citations (8)
    Working Paper Series, European Central Bank (2009) Downloads View citations (7)
    BCL working papers, Central Bank of Luxembourg (2008) Downloads View citations (3)

    See also Journal Article in Annals of Economics and Statistics (2009)

2007

  1. Dynamics and monetary policy in a fair wage model of the business cycle
    Working Paper Series, European Central Bank Downloads View citations (5)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) Downloads View citations (1)
    Working Paper Research, National Bank of Belgium (2006) Downloads View citations (1)
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2006) Downloads View citations (6)
  2. Learning dynamics in an estimated medium-sized DSGE model
    2007 Meeting Papers, Society for Economic Dynamics
  3. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1691)
    Also in Working Paper Research, National Bank of Belgium (2007) Downloads View citations (1166)
    Working Paper Series, European Central Bank (2007) Downloads View citations (1727)

    See also Journal Article in American Economic Review (2007)

2006

  1. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (18)
    Working Paper Research, National Bank of Belgium (2006) Downloads View citations (12)

    See also Journal Article in International Journal of Central Banking (2006)
  2. Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (15)
    Also in Working Paper Research, National Bank of Belgium (2006) Downloads View citations (11)

2005

  1. On the Fit and Forecasting Performance of New Keynesian Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (24)
    Working Paper Series, European Central Bank (2005) Downloads View citations (87)
  2. Price setting in General Equilibrium: Alternative Specifications
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (12)

2004

  1. Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (31)
    Also in Working Paper Research, National Bank of Belgium (2004) Downloads View citations (19)
    Working Paper Series, European Central Bank (2004) Downloads View citations (30)

    See also Journal Article in Journal of Applied Econometrics (2005)
  2. Forecasting with a Bayesian DSGE Model: An Application to the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (84)
    Also in Working Paper Research, National Bank of Belgium (2004) Downloads View citations (41)
    Working Paper Series, European Central Bank (2004) Downloads View citations (99)

    See also Journal Article in Journal of Common Market Studies (2004)
  3. Welfare analysis of non-fundamental asset price and investment shocks: Implications for monetary policy
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
    See also Chapter (2005)

2003

  1. Output gaps:theory versus practice
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (8)

2002

  1. An estimated dynamic stochastic general equilibrium model of the euro area
    Working Paper Research, National Bank of Belgium Downloads View citations (24)
    See also Journal Article in Journal of the European Economic Association (2003)
  2. An estimated stochastic dynamic general equilibrium model of the euro area
    Working Paper Series, European Central Bank Downloads View citations (174)
  3. Openness, imperfect exchange rate pass-through and monetary policy
    Working Paper Research, National Bank of Belgium Downloads View citations (97)
    Also in Working Paper Series, European Central Bank (2002) Downloads View citations (212)

    See also Journal Article in Journal of Monetary Economics (2002)
  4. Output and interest rate gaps: Theory versus practice
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)

2001

  1. Determinanten van de debetrentes toegepast door Belgische kredietinstellingen
    Working Paper Document, National Bank of Belgium Downloads

2000

  1. Model-Based Forecasts and Monetary Policy Rules
    Working Papers, Warwick - Development Economics Research Centre View citations (1)
  2. Model-based inflation forecasts and monetary policy rules
    Working Paper Research, National Bank of Belgium Downloads View citations (2)
  3. OPTIMAL MONETARY POLICY IN AN OPEN ECONOMY
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (11)

1999

  1. The Exchange Rate and the Monetary Transmission Mechanism in Germany
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (17)

Journal Articles

2016

  1. The transmission mechanism of new and traditional instruments of monetary and macroprudential policy
    Economic Review, 2016, (iii), 105-117 Downloads

2014

  1. Endogenous risk in a DSGE model with capital-constrained financial intermediaries
    Journal of Economic Dynamics and Control, 2014, 43, (C), 241-268 Downloads View citations (16)
    See also Working Paper (2012)
  2. Professional forecasters and real-time forecasting with a DSGE model
    International Journal of Forecasting, 2014, 30, (4), 981-995 Downloads View citations (10)

2012

  1. Endogenous financial risk: The seventh international conference of the NBB
    Economic Review, 2012, (iii), 135-146 Downloads
  2. Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models
    American Economic Journal: Macroeconomics, 2012, 4, (2), 65-101 Downloads View citations (28)
  3. Learning in an estimated medium-scale DSGE model
    Journal of Economic Dynamics and Control, 2012, 36, (1), 26-46 Downloads View citations (46)
    See also Working Paper (2009)
  4. Slow Recoveries: A Structural Interpretation
    Journal of Money, Credit and Banking, 2012, 44, 9-30 Downloads View citations (56)
    See also Working Paper (2012)
  5. Unemployment in an Estimated New Keynesian Model
    NBER Macroeconomics Annual, 2012, 26, (1), 329 - 360 Downloads View citations (39)
    See also Chapter (2011)
    Working Paper (2012)

2010

  1. Risk premiums and macroeconomic dynamics in a heterogeneous agent model
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1680-1699 Downloads View citations (14)
    See also Working Paper (2010)

2009

  1. A NOTE ON INFLATION PERSISTENCE IN A FAIR WAGE MODEL OF THE BUSINESS CYCLE
    Macroeconomic Dynamics, 2009, 13, (05), 673-684 Downloads View citations (7)
  2. A structural decomposition of the US yield curve
    Journal of Monetary Economics, 2009, 56, (4), 545-559 Downloads View citations (49)
  3. Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations
    Annals of Economics and Statistics, 2009, (95-96), 223-250 Downloads View citations (2)
    See also Working Paper (2009)

2007

  1. On the Fit of New Keynesian Models
    Journal of Business & Economic Statistics, 2007, 25, 123-143 Downloads View citations (205)
  2. Rejoinder
    Journal of Business & Economic Statistics, 2007, 25, 159-162 Downloads
  3. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
    American Economic Review, 2007, 97, (3), 586-606 Downloads View citations (1679)
    See also Working Paper (2007)

2006

  1. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
    International Journal of Central Banking, 2006, 2, (3) Downloads View citations (18)
    See also Working Paper (2006)
  2. Price Shocks in General Equilibrium: Alternative Specifications
    CESifo Economic Studies, 2006, 52, (1), 153-176 Downloads View citations (15)

2005

  1. Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks
    Journal of the European Economic Association, 2005, 3, (2-3), 422-433 Downloads View citations (20)
  2. Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach
    Journal of Applied Econometrics, 2005, 20, (2), 161-183 Downloads View citations (270)
    See also Working Paper (2004)

2004

  1. Economic cycles in the United States and in the euro area: determinants, scale and linkages
    Economic Review, 2004, (iii), 59-82 Downloads
  2. Forecasting with a Bayesian DSGE Model: An Application to the Euro Area
    Journal of Common Market Studies, 2004, 42, (4), 841-867 Downloads View citations (86)
    See also Working Paper (2004)

2003

  1. An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area
    Journal of the European Economic Association, 2003, 1, (5), 1123-1175 Downloads View citations (1908)
    See also Working Paper (2002)

2002

  1. Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area
    Proceedings, 2002, (Mar) Downloads View citations (56)
  2. Openness, imperfect exchange rate pass-through and monetary policy
    Journal of Monetary Economics, 2002, 49, (5), 947-981 Downloads View citations (207)
    See also Working Paper (2002)

1997

  1. Interest rates and household absorption in Belgium
    Journal of Policy Modeling, 1997, 19, (2), 129-152 Downloads

Chapters

2016

  1. Challenges for Central Banks’ Macro Models
    Elsevier Downloads View citations (7)

2011

  1. Unemployment in an Estimated New Keynesian Model
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 329-360 Downloads View citations (59)
    See also Working Paper (2012)
    Journal Article in NBER Macroeconomics Annual (2012)

2005

  1. Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy
    A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 146-65 Downloads
    See also Working Paper (2004)
 
Page updated 2018-09-22