/* --- Script © 2005-2007 EC Software --- */
var ua = navigator.userAgent;
var dom = (document.getElementById) ? true : false;
var ie4 = (document.all && !dom) ? true : false;
var ie5_5 = ((ua.indexOf("MSIE 5.5")>=0 || ua.indexOf("MSIE 6")>=0) && ua.indexOf("Opera")<0) ? true : false;
var ns4 = (document.layers && !dom) ? true : false;
var offsxy = 6;
function hmshowPopup(e, txt, stick) {
  var tip = '<table  border="1" cellpadding="3" cellspacing="0" bgcolor="#FFFFFF" style="{border-width:1px; border-color:#FF0000; border-collapse:collapse;}"><tr valign=top><td>'+ txt + '<\/td><\/tr><\/table>';
  var tooltip = atooltip();
  e = e?e:window.event;
  var mx = ns4 ? e.PageX : e.clientX;
  var my = ns4 ? e.PageY : e.clientY;
  var obj   = (window.document.compatMode && window.document.compatMode == "CSS1Compat") ? window.document.documentElement : window.document.body;
  var bodyl = (window.pageXOffset) ? window.pageXOffset : obj.scrollLeft;
  var bodyt = (window.pageYOffset) ? window.pageYOffset : obj.scrollTop;
  var bodyw = (window.innerWidth)  ? window.innerWidth  : obj.offsetWidth;
  if (ns4) {
    tooltip.document.write(tip);
    tooltip.document.close();
    if ((mx + offsxy + bodyl + tooltip.width) > bodyw) { mx = bodyw - offsxy - bodyl - tooltip.width; if (mx < 0) mx = 0; }
    tooltip.left = mx + offsxy + bodyl;
    tooltip.top = my + offsxy + bodyt;
  }
  else {
    tooltip.innerHTML = tip;
    if (tooltip.offsetWidth) if ((mx + offsxy + bodyl + tooltip.offsetWidth) > bodyw) { mx = bodyw - offsxy - bodyl - tooltip.offsetWidth; if (mx < 0) mx = 0; }
    tooltip.style.left = (mx + offsxy + bodyl)+"px";
    tooltip.style.top  = (my + offsxy + bodyt)+"px";
  }
  with(tooltip) { ns4 ? visibility="show" : style.visibility="visible" }
  if (stick) document.onmouseup = hmhidePopup;
}
function hmhidePopup() {
  var tooltip = atooltip();
  ns4 ? tooltip.visibility="hide" : tooltip.style.visibility="hidden";
}
function atooltip(){
 return ns4 ? document.hmpopupDiv : ie4 ? document.all.hmpopupDiv : document.getElementById('hmpopupDiv')
}
popid_853092503X="<p>Adolfson, M, Las&eacute;en, S., Lind&eacute;, J., and Svensson, L.E.O. (2008), &quot;Optimal Monetary Policy in an Operational Medium-Sized DSGE Model&quot;, Manuscript, Sveriges Riksbank.<\/p>\n\r"
popid_1678301910="<p>An, S., and Schorfheide, F. (2007), &quot;Bayesian Analysis of DSGE Models&quot;, <span style=\"font-style: italic;\">Econometric Reviews<\/span>, 26, 113-172.<\/p>\n\r"
popid_1225998357="<p>Anderson, G.S. (2008), &quot;Solving Linear Rational Expectations Models: A Horse Race&quot;, <span style=\"font-style: italic;\">Computational Economics<\/span>, 31, 95-113.<\/p>\n\r"
popid_1225916959="<p>Anderson, G.S. (2010), &quot;A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models&quot;, <span style=\"font-style: italic;\">Journal of Economic Dynamics and Controls<\/span>, 34, 472-489.<\/p>\n\r"
popid_1024701727X="<p>Anderson, G. and Moore, G. (1983), &quot;An Efficient Procedure for Solving Linear Perfect Foresight Models&quot;, Mimeo, Board of Governors of the Federal Reserve System.<\/p>\n\r"
popid_1024701725X="<p>Anderson, G. and Moore, G. (1985), &quot;A Linear Algebraic Procedure for Solving Linear Perfect Foresight Models&quot;, <span style=\"font-style: italic;\">Economics Letters<\/span>, 17, 247-252.<\/p>\n\r"
popid_1203067884X="<p>Andrle, M. (2009), &quot;A Note on Identification Patterns in DSGE Models&quot;, Manuscript, Czech National Bank.<\/p>\n\r"
popid_1553688747X="<p>Brooks, S.P. and Gelman, A. (1998), &quot;General Methods for Monitoring Convergence of Iterative Simulations&quot;, <span style=\"font-style: italic;\">Journal of Computational and Graphical Statistics<\/span>, 7, 434-455.<\/p>\n\r"
popid_1628590587="<p>Chib, S. (1995), &quot;Marginal Likelihood from the Gibbs Output&quot;, <span style=\"font-style: italic;\">Journal of the American Statistical Association<\/span>, 90, 1313-1321.<\/p>\n\r"
popid_544287492="<p>Chib, S. and Jeliazkov, I. (2001), &quot;Marginal Likelihood from the Metropolis-Hastings Output&quot;, <span style=\"font-style: italic;\">Journal of the American Statistical Association<\/span>, 96, 270-281.<\/p>\n\r"
popid_1739755645X="<p>Christoffel, K., Coenen, G., and Warne, A. (2008), &quot;The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis&quot;, ECB Working Paper Series No. 944.<\/p>\n\r"
popid_1739755644X="<p>Christoffel, K., Coenen, G., and Warne, A. (2010), &quot;Forecasting with DSGE Models&quot;, ECB Working Paper Series No. 1185.<\/p>\n\r"
popid_862084539X="<p>Del Negro, M. and Schorfheide, F. (2004), &quot;Priors from General Equilibrium Models&quot;, <span style=\"font-style: italic;\">International Economic Review<\/span>, 45, 643-673.<\/p>\n\r"
popid_1246870401="<p>Doan, T.A., Litterman, R.B, and Sims, C.A. (1984), &quot;Forecasting and Conditional Projection using Realistic Prior Distributions&quot;, <span style=\"font-style: italic;\">Econometric Reviews<\/span>, 3, 1-100.<\/p>\n\r"
popid_157894009="<p>Durbin, J. and Koopman, S.J. (2002), &quot;A Simple and Efficient Simulation Smoother for State Space Time Series Analysis&quot;, <span style=\"font-style: italic;\">Biometrika<\/span>, 89, 603-615.<\/p>\n\r"
popid_40107="<p>Monetary Policy Research Division within the Directorate General Research at the European Central Bank.<\/p>\n\r"
popid_2144994139="<p>Fern&aacute;ndez-Villaverde, J., Rubio-Ram&iacute;rez, J.F, Sargent, T.J. and Watson, M.W. (2007), &quot;ABCs (and Ds) of Understanding VARs&quot;, <span style=\"font-style: italic;\">American Economic Review<\/span>, 97, 1021-1026.<\/p>\n\r"
popid_289754490X="<p>Geweke, J. (2005), <span style=\"font-style: italic;\">Contemporary Bayesian Econometrics and Statistics<\/span>, Hoboken: John Wiley.<\/p>\n\r"
popid_440954244="<p>Iskrev, N. (2007), &quot;Evaluating the Information Matrix in Linearized DSGE Models&quot;, <span style=\"font-style: italic;\">Economics Letters<\/span>, 99, 607-610.<\/p>\n\r"
popid_556572331X="<p>Kilian, L. and Mangenelli, S. (2007), &quot;Quantifying the Risk of Deflation&quot;, <span style=\"font-style: italic;\">Journal of Money, Credit and Banking<\/span>, 39, 561-590.<\/p>\n\r"
popid_960218916="<p>Klein, P. (2000), &quot;Using the Generalized Schur Form to Solve a Multivariate Linear Rational Expectations Model&quot;, <span style=\"font-style: italic;\">Journal of Economic Dynamics and Control<\/span>, 24, 1405-1423.<\/p>\n\r"
popid_631493039X="<p>Leeper, E.M. and Zha, T. (2003), &quot;Modest Policy Interventions&quot;, <span style=\"font-style: italic;\">Journal of Monetary Economics<\/span>, 50, 1673-1700.<\/p>\n\r"
popid_183668452X="<p>Lubik, T.A. and Schorfheide, F. (2007), &quot;Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation, <span style=\"font-style: italic;\">Journal of Monetary Economics<\/span>, 54, 1069-1087.<\/p>\n\r"
popid_1489950880="<p>Lucas R.E., Jr. (1976), &quot;Econometric Policy Evaluation: A Critique&quot;, in Brunner, K. and Meltzer, A.H. (Eds.), <span style=\"font-style: italic;\">Carnegie-Rochester Series on Public Policy<\/span>, vol. 1 (pp. 19-46), Amsterdam: North-Holland.<\/p>\n\r"
popid_1781707819X="<p>Mellander, E., Vredin, A., and Warne, A. (1992), &quot;Stochastic Trends and Economic Fluctuations in a Small Open Economy&quot;, <span style=\"font-style: italic;\">Journal of Applied Econometrics<\/span>, 7, 369-394.<\/p>\n\r"
popid_1112422074X="<p>Newey, W.K. and West, K.D. (1987), &quot;A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix&quot;, <span style=\"font-style: italic;\">Econometrica<\/span>, 55, 703-708.<\/p>\n\r"
popid_1647107733X="<p>Sheather, S. and Jones, M. (1991), &quot;A Reliable Data-based bandwidth Selection Method for Kernel Density Estimation&quot;, <span style=\"font-style: italic;\">Journal of the Royal Statistical Society Series B<\/span>, 53, 683-690.<\/p>\n\r"
popid_1968817866X="<p>Silverman, B. (1986), <span style=\"font-style: italic;\">Density estimation for Statistics and Data Analysis<\/span>, London: Chapman and Hall.<\/p>\n\r"
popid_322607281="<p>Sims, C.A. (2002), &quot;Solving Linear Rational Expectations Models&quot;, <span style=\"font-style: italic;\">Computational Economics<\/span>, 20,1-20.<\/p>\n\r"
popid_101220478X="<p>Sk&ouml;ld, M. and Roberts, G.O. (2003), &quot;Density Estimation for the Metropolis-Hastings Algorithm&quot;, <span style=\"font-style: italic;\">Scandinavian Journal of Statistics<\/span>, 30, 699-718.<\/p>\n\r"
popid_320114580="<p>Smets, F. and R. Wouters (2007), &quot;Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach&quot;, <span style=\"font-style: italic;\">American Economic Review<\/span>, 97, 586-606.<\/p>\n\r"
popid_274290281X="<p>Waggoner, D.F. and Zha, T. (1999), &quot;Conditional Forecasts in Dynamic Multivariate Models&quot;, <span style=\"font-style: italic;\">Review of Economics and Statistics<\/span>, 81, 639-651.<\/p>\n\r"
popid_2010800574="<p>Whittle, P. (1953), &quot;The Analysis of Multiple Time Series&quot;, <span style=\"font-style: italic;\">Journal of the Royal Statistical Society Series B<\/span>, 15, 125-139.<\/p>\n\r"
popid_170108242X="<p>Zagaglia, P. (2005), &quot;Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation&quot;, <span style=\"font-style: italic;\">Computational Economics<\/span>, 26, 91-106.<\/p>\n\r"