@@ -5000,3 +5000,228 @@ @incollection{Axelrod1987
50005000pages = {32--41},
50015001year = {1987}
50025002}
5003+5004+@article{SargentSurico2011,
5005+author = {Sargent, Thomas J. and Surico, Paolo},
5006+title = {Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals},
5007+journal = {American Economic Review},
5008+volume = {101},
5009+number = {1},
5010+pages = {109--128},
5011+year = {2011},
5012+doi = {10.1257/aer.101.1.109}
5013+}
5014+5015+@article{Lucas1980,
5016+author = {Lucas, Robert E., Jr.},
5017+title = {Two Illustrations of the Quantity Theory of Money},
5018+journal = {American Economic Review},
5019+volume = {70},
5020+number = {5},
5021+pages = {1005--1014},
5022+year = {1980}
5023+}
5024+5025+@article{Whiteman1984,
5026+author = {Whiteman, Charles H.},
5027+title = {Lucas on the Quantity Theory: Hypothesis Testing without Theory},
5028+journal = {American Economic Review},
5029+volume = {74},
5030+number = {4},
5031+pages = {742--749},
5032+year = {1984}
5033+}
5034+5035+@article{Ireland2004,
5036+author = {Ireland, Peter N.},
5037+title = {Technology Shocks in the New Keynesian Model},
5038+journal = {Review of Economics and Statistics},
5039+volume = {86},
5040+number = {4},
5041+pages = {923--936},
5042+year = {2004}
5043+}
5044+5045+@article{Ireland2003,
5046+author = {Ireland, Peter N.},
5047+title = {Endogenous Money or Sticky Prices?},
5048+journal = {Journal of Monetary Economics},
5049+volume = {50},
5050+number = {8},
5051+pages = {1623--1648},
5052+year = {2003}
5053+}
5054+5055+@article{Sims2002gensys,
5056+author = {Sims, Christopher A.},
5057+title = {Solving Linear Rational Expectations Models},
5058+journal = {Computational Economics},
5059+volume = {20},
5060+number = {1--2},
5061+pages = {1--20},
5062+year = {2002}
5063+}
5064+5065+@article{AnSchorfheide2007,
5066+author = {An, Sungbae and Schorfheide, Frank},
5067+title = {Bayesian Analysis of {DSGE} Models},
5068+journal = {Econometric Reviews},
5069+volume = {26},
5070+number = {2--4},
5071+pages = {113--172},
5072+year = {2007}
5073+}
5074+5075+@article{LubikSchorfheide2004,
5076+author = {Lubik, Thomas A. and Schorfheide, Frank},
5077+title = {Testing for Indeterminacy: An Application to {U.S.} Monetary Policy},
5078+journal = {American Economic Review},
5079+volume = {94},
5080+number = {1},
5081+pages = {190--217},
5082+year = {2004}
5083+}
5084+5085+@incollection{McCallumNelson1999,
5086+author = {McCallum, Bennett T. and Nelson, Edward},
5087+title = {Performance of Operational Policy Rules in an Estimated Semiclassical Structural Model},
5088+editor = {Taylor, John B.},
5089+booktitle = {Monetary Policy Rules},
5090+publisher = {University of Chicago Press},
5091+address = {Chicago},
5092+pages = {15--45},
5093+year = {1999}
5094+}
5095+5096+@article{Rotemberg1982,
5097+author = {Rotemberg, Julio J.},
5098+title = {Sticky Prices in the United States},
5099+journal = {Journal of Political Economy},
5100+volume = {90},
5101+number = {6},
5102+pages = {1187--1211},
5103+year = {1982}
5104+}
5105+5106+@incollection{BalkeGordon1986,
5107+author = {Balke, Nathan S. and Gordon, Robert J.},
5108+title = {Appendix B: Historical Data},
5109+editor = {Gordon, Robert J.},
5110+booktitle = {The American Business Cycle: Continuity and Change},
5111+publisher = {University of Chicago Press},
5112+address = {Chicago},
5113+pages = {781--850},
5114+year = {1986}
5115+}
5116+5117+@book{FriedmanSchwartz1963,
5118+author = {Friedman, Milton and Schwartz, Anna J.},
5119+title = {A Monetary History of the United States, 1867--1960},
5120+publisher = {Princeton University Press},
5121+address = {Princeton, NJ},
5122+year = {1963}
5123+}
5124+5125+@article{SmetsWouters2007,
5126+author = {Smets, Frank and Wouters, Rafael},
5127+title = {Shocks and Frictions in {US} Business Cycles: A {Bayesian} {DSGE} Approach},
5128+journal = {American Economic Review},
5129+volume = {97},
5130+number = {3},
5131+pages = {586--606},
5132+year = {2007}
5133+}
5134+5135+@article{Sargent1971,
5136+author = {Sargent, Thomas J.},
5137+title = {A Note on the `Accelerationist' Controversy},
5138+journal = {Journal of Money, Credit and Banking},
5139+volume = {3},
5140+number = {3},
5141+pages = {721--725},
5142+year = {1971}
5143+}
5144+5145+@article{Lucas1975,
5146+author = {Lucas, Robert E., Jr.},
5147+title = {An Equilibrium Model of the Business Cycle},
5148+journal = {Journal of Political Economy},
5149+volume = {83},
5150+number = {6},
5151+pages = {1113--1144},
5152+year = {1975}
5153+}
5154+5155+@article{BoschenOtrok1994,
5156+author = {Boschen, John F. and Otrok, Christopher M.},
5157+title = {Long-Run Neutrality and Superneutrality in an {ARIMA} Framework: Comment},
5158+journal = {American Economic Review},
5159+volume = {84},
5160+number = {5},
5161+pages = {1470--1473},
5162+year = {1994}
5163+}
5164+5165+@techreport{SargentSurico2008,
5166+author = {Sargent, Thomas J. and Surico, Paolo},
5167+title = {Monetary Policies and Low-Frequency Manifestations of the Quantity Theory},
5168+institution = {Bank of England External Monetary Policy Committee Unit},
5169+type = {Discussion Paper},
5170+number = {26},
5171+year = {2008}
5172+}
5173+5174+@article{DuaneEtAl1987,
5175+author = {Duane, Simon and Kennedy, A. D. and Pendleton, Brian J. and Roweth, Duncan},
5176+title = {Hybrid {Monte} {Carlo}},
5177+journal = {Physics Letters B},
5178+volume = {195},
5179+number = {2},
5180+pages = {216--222},
5181+year = {1987},
5182+doi = {10.1016/0370-2693(87)91197-X}
5183+}
5184+5185+@incollection{Neal2011,
5186+author = {Neal, Radford M.},
5187+title = {{MCMC} Using {Hamiltonian} Dynamics},
5188+editor = {Brooks, Steve and Gelman, Andrew and Jones, Galin L. and Meng, Xiao-Li},
5189+booktitle = {Handbook of {Markov} Chain {Monte} {Carlo}},
5190+publisher = {Chapman and Hall/CRC},
5191+pages = {113--162},
5192+year = {2011}
5193+}
5194+5195+@article{HoffmanGelman2014,
5196+author = {Hoffman, Matthew D. and Gelman, Andrew},
5197+title = {The No-U-Turn Sampler: Adaptively Setting Path Lengths in {Hamiltonian} {Monte} {Carlo}},
5198+journal = {Journal of Machine Learning Research},
5199+volume = {15},
5200+number = {47},
5201+pages = {1593--1623},
5202+year = {2014}
5203+}
5204+5205+@article{Betancourt2017,
5206+author = {Betancourt, Michael},
5207+title = {A Conceptual Introduction to {Hamiltonian} {Monte} {Carlo}},
5208+journal = {arXiv preprint arXiv:1701.02434},
5209+year = {2017}
5210+}
5211+5212+@article{Klein2000,
5213+author = {Klein, Paul},
5214+title = {Using the Generalized {Schur} Form to Solve a Multivariate Linear Rational Expectations Model},
5215+journal = {Journal of Economic Dynamics and Control},
5216+volume = {24},
5217+number = {10},
5218+pages = {1405--1423},
5219+year = {2000}
5220+}
5221+5222+@article{PhanEtAl2019,
5223+author = {Phan, Du and Pradhan, Neeraj and Jankowiak, Martin},
5224+title = {Composable Effects for Flexible and Accelerated Probabilistic Programming in {NumPyro}},
5225+journal = {arXiv preprint arXiv:1912.11554},
5226+year = {2019}
5227+}