M. Adolfson, Bayesian estimation of an open economy DSGE model with incomplete pass-through, Journal of International Economics, vol.72, issue.2, pp.481-511, 2007.
DOI : 10.1016/j.jinteco.2007.01.003

S. Alpanda, IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA, Economic Inquiry, vol.1, issue.3, 2012.
DOI : 10.1111/j.1465-7295.2011.00445.x

S. An and F. Schorfheide, Bayesian Analysis of DSGE Models, Econometric Reviews, vol.31, issue.2-4, pp.113-172, 2007.
DOI : 10.2307/1912526

J. Andrés, D. J. López-salido, N. , and E. , Money and the natural rate of interest: Structural estimates for the United States and the euro area, Journal of Economic Dynamics and Control, vol.33, issue.3, pp.758-776, 2009.
DOI : 10.1016/j.jedc.2008.01.011

J. Andrés, J. D. López-salido, and J. Vallés, Money in an Estimated Business Cycle Model of the Euro Area, The Economic Journal, vol.1, issue.5, pp.457-477, 2006.
DOI : 10.1111/j.1468-0297.2006.01088.x

J. Barthélemy, L. Clerc, and M. Marx, A two-pillar DSGE monetary policy model for the euro area, Economic Modelling, vol.28, issue.3, pp.1303-1316, 2011.
DOI : 10.1016/j.econmod.2011.01.010

D. Black and M. Dowd, Risk aversion as a technology factor in the production function, Applied Financial Economics, vol.15, issue.18, pp.1345-1354, 2011.
DOI : 10.1257/002205103322436197

G. Bekaert, E. Engstrom, and S. R. Grenadier, Stock and bond returns with Moody Investors, Journal of Empirical Finance, vol.17, issue.5, pp.867-894, 2010.
DOI : 10.1016/j.jempfin.2010.08.004

J. Benchimol and A. Fourçans, Money and risk in a DSGE framework: A Bayesian application to the Eurozone, Journal of Macroeconomics, vol.34, issue.1, 2012.
DOI : 10.1016/j.jmacro.2011.10.003
URL : https://hal.archives-ouvertes.fr/hal-00674324

A. Bommier, A. Chassagnon, L. Grand, and F. , Comparative risk aversion: A formal approach with applications to saving behavior, Journal of Economic Theory, vol.147, issue.4, 2012.
DOI : 10.1016/j.jet.2010.10.015
URL : https://hal.archives-ouvertes.fr/halshs-00754583

G. A. Calvo, Staggered prices in a utility-maximizing framework, Journal of Monetary Economics, vol.12, issue.3, pp.383-398, 1983.
DOI : 10.1016/0304-3932(83)90060-0

M. Casares, Monetary Policy Rules in a New Keynesian Euro Area Model, Journal of Money, Credit and Banking, vol.87, issue.4, pp.875-900, 2007.
DOI : 10.1016/0304-3932(96)01246-9

G. Fagan, J. Henry, and R. Mestre, An area-wide model (AWM) for the Euro area, 2001.

J. Fernández-villaverde, The econometrics of DSGE models, pp.3-49, 2010.

J. Fernandez-villaverde and J. F. Rubio-ramirez, Comparing dynamic equilibrium models to data: a Bayesian approach, Journal of Econometrics, vol.123, issue.1, pp.153-187, 2004.
DOI : 10.1016/j.jeconom.2003.10.031

A. Fourcans and R. Vranceanu, The ECB monetary policy: Choices and challenges, Journal of Policy Modeling, vol.29, issue.2, pp.181-194, 2007.
DOI : 10.1016/j.jpolmod.2006.12.004

J. Galí, Monetary Policy, In ?ation and the Business Cycle: An Introduction to the New Keynesian Framework, 2008.

P. N. Ireland, Money's Role in the Monetary Business Cycle, Journal of Money, Credit, and Banking, vol.36, issue.6, pp.969-983, 2004.
DOI : 10.1353/mcb.2005.0010

G. A. Kahn and S. Benolkin, The role of money in monetary policy: why do the Fed and ECB see it so di¤erently ?, Economic Review, Federal Reserve Bank of Kansas City, vol.3, pp.5-36, 2007.

R. Kollmann, The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation, Journal of International Economics, vol.55, issue.2, pp.243-262, 2001.
DOI : 10.1016/S0022-1996(01)00087-3

J. Lindé, M. Nessén, and U. Söderström, Monetary policy in an estimated open-economy model with imperfect pass-through, International Journal of Finance & Economics, vol.50, issue.1, pp.301-333, 2009.
DOI : 10.1002/ijfe.377

P. Rabanal and J. F. Rubio-ramirez, Comparing New Keynesian models of the business cycle: A Bayesian approach, Journal of Monetary Economics, vol.52, issue.6, pp.1151-1166, 2005.
DOI : 10.1016/j.jmoneco.2005.08.008

J. Rotemberg, Monopolistic Price Adjustment and Aggregate Output, The Review of Economic Studies, vol.49, issue.4, pp.517-548, 1982.
DOI : 10.2307/2297284
URL : http://dspace.mit.edu/bitstream/1721.1/48388/1/monopolisticpric00rote.pdf

F. R. Smets and R. Wouters, An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area, Journal of the European Economic Association, vol.1, issue.5, pp.1123-1175, 2003.
DOI : 10.1162/154247603770383415

F. R. Smets and R. Wouters, Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach, American Economic Review, vol.97, issue.3, pp.586-606, 2007.
DOI : 10.1257/aer.97.3.586

L. E. Svensson, Inflation targeting as a monetary policy rule, Journal of Monetary Economics, vol.43, issue.3, pp.607-654, 1999.
DOI : 10.1016/S0304-3932(99)00007-0
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.159.4401

J. B. Taylor, Discretion versus policy rules in practice, Carnegie-Rochester Conference Series on Public Policy, vol.39, pp.195-214, 1993.
DOI : 10.1016/0167-2231(93)90009-L

J. A. Wachter, A consumption-based model of the term structure of interest rates???, Journal of Financial Economics, vol.79, issue.2, pp.365-399, 2006.
DOI : 10.1016/j.jfineco.2005.02.004

C. E. Walsh, Monetary theory and policy, 2010.

M. Woodford, Foundations of a Theory of Monetary Policy, 2003.