Ricardo Mestre

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

13

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1,525

CITATIONS
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Top 1,928

in Total Papers Citations

290

Scholarly Papers (13)

1.

An Open-Economy DSGE Model of the Euro Area

Number of pages: 80 Posted: 18 Dec 2006
Pascal Jacquinot, Ricardo Mestre and Martin Spitzer
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 286 (76,723)
Citation 1

Abstract:

Energy sector, Oil shocks, Oil prices, DSGE models, Input-Output modelling

2.

An Area Wide Model (AWM) for the Euro Area

ECB Working Paper No. 42
Number of pages: 62 Posted: 08 Jan 2003
Gabriel Fagan, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 232 (103,972)
Citation 234

Abstract:

European Monetary Union; Macroeconometric Modelling; Euro Area

3.

Diffusion Index-Based Inflation Forecasts for the Euro Area

ECB Working Paper No. 61
Number of pages: 34 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 152 (149,346)
Citation 17

Abstract:

forecast, euro area, dynamic factors, inflation

4.

Energy Markets and the Euro Area Macroeconomy

ECB Occasional Paper No. 113
Number of pages: 132 Posted: 20 Jun 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bocconi University, affiliation not provided to SSRN, European Central Bank (ECB), European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, affiliation not provided to SSRN, Bank of Greece, European Central Bank (ECB), Banque de France - Centre de Recherche, Banque de France, Bank of Italy, affiliation not provided to SSRN, Bank of Italy, Dutch Central Bank (DNB), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN, affiliation not provided to SSRN and Banco de España
Downloads 124 (177,984)
Citation 2

Abstract:

5.

Alternative Measures of the NAIRU in the Euro Area: Estimates and Assessment

ECB Working Paper No. 17
Number of pages: 49 Posted: 10 Dec 2002
Silvia Fabiani and Ricardo Mestre
Bank of Italy and European Central Bank (ECB)
Downloads 120 (175,824)
Citation 8

Abstract:

NAIRU, Phillips Curve, Kalman Filter

6.

A System Approach for Measuring the Euro Area NAIRU

ECB Working Paper No. 65
Number of pages: 38 Posted: 23 Feb 2003
Silvia Fabiani and Ricardo Mestre
Bank of Italy and European Central Bank (ECB)
Downloads 83 (236,214)
Citation 16

Abstract:

Bootstrap; Kalman Filter; NAIRU; Unobserved Components

7.

Are Survey-Based Inflation Expections in the Euro Area Informative?

ECB Working Paper No. 721
Number of pages: 67 Posted: 20 Feb 2007
Ricardo Mestre
European Central Bank (ECB)
Downloads 78 (237,868)
Citation 2

Abstract:

Rational expectations, tests of rationality, inflation forecasting

8.

Inflation Persistence in Structural Macroeconomic Models (RG10)

ECB Working Paper No. 521
Number of pages: 40 Posted: 21 Sep 2005
De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB) and Bank of Greece
Downloads 74 (250,446)
Citation 3

Abstract:

Inflation persistence, large-scale macroeconomic models, impulse response function

9.

A Multi-Country Trend Indicator for Euro Area Inflation: Computation and Properties

ECB Working Paper No. 60
Number of pages: 46 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 56 (293,237)
Citation 6

Abstract:

Inflation, euro area, dynamic factors, forecast

10.

The Role of Oil Prices in the Euro Area Economy Since the 1970s

ECB Working Paper No. 1356
Number of pages: 74 Posted: 16 Jun 2011
Elke Hahn and Ricardo Mestre
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 54 (293,237)

Abstract:

oil prices, Great Moderation, time varying parameter VAR model, stochastic volatility, euro area

11.

Global Policy at the Zero Lower Bound in a Large-Scale DSGE Model

ECB Working Paper No. 1254
Number of pages: 40 Posted: 17 Oct 2010
Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB) and Bank of Portugal
Downloads 46 (283,895)

Abstract:

Zero Lower Bound, Fiscal Multipliers, Monetary Policy, DSGE models

12.

Evaluating Macro-Modelling Systems: An Application to the Area Wide Model

Number of pages: 56 Posted: 16 Mar 2007
Peter McAdam and Ricardo Mestre
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 46 (322,447)
Citation 1

Abstract:

Macro-model, Stylised Facts, Spectral analysis, Forecast Projections, Model Evaluation

13.

Is Forecasting with Large Models Informative? Assessing the Role of Judgement in Macroeconomic Forecasts

ECB Working Paper No. 950
Number of pages: 63 Posted: 18 Nov 2008
Ricardo Mestre and Peter McAdam
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 42 (334,292)

Abstract:

Macro-model, Forecast Projections, Out-of-Sample, In-Sample, Forecast Accuracy, Structural Break