Hong Lan
Personal Details
First Name: | Hong |
Middle Name: | |
Last Name: | Lan |
Suffix: | |
RePEc Short-ID: | pla576 |
[This author has chosen not to make the email address public] | |
http://www.wiwi.hu-berlin.de/professuren/vwl/wtm2/mitarbeiter/honglan | |
Department of Financial Engineering School of Banking and Finance University of International Business and Economics (UIBE) No.10, Huixin Dongjie, Chaoyang District Beijing, 100029, China | |
Affiliation
(6%) School of Banking and Finance
University of International Business and Economics (UIBE)
Beijing, Chinahttp://sbf.uibe.edu.cn
RePEc:edi:sfuibcn (more details at EDIRC)
(47%) Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germanyhttp://sfb649.wiwi.hu-berlin.de/
RePEc:edi:sohubde (more details at EDIRC)
(47%) Institut für Wirtschaftstheorie II
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germanyhttp://www.wiwi.hu-berlin.de/institute/wt2/
RePEc:edi:i2hubde (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Julien Albertini & Hong Lan, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers SFB649DP2016-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan, 2014.
"Comparing Solution Methods for DSGE Models with Labor Market Search,"
SFB 649 Discussion Papers
SFB649DP2014-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Decomposing Risk in Dynamic Stochastic General Equilibrium,"
SFB 649 Discussion Papers
SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations,"
SFB 649 Discussion Papers
SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Hong Lan & Alexander Meyer-Gohde, 2012. "Existence and Uniqueness of Perturbation Solutions to DSGE Models," SFB 649 Discussion Papers SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Solving DSGE Models with a Nonlinear Moving Average,"
SFB 649 Discussion Papers
SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
Articles
- Hong Lan, 2018.
"Comparing Solution Methods for DSGE Models with Labor Market Search,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
- Hong Lan, 2014. "Comparing Solution Methods for DSGE Models with Labor Market Search," SFB 649 Discussion Papers SFB649DP2014-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Solving DSGE models with a nonlinear moving average,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Solving DSGE Models with a Nonlinear Moving Average," SFB 649 Discussion Papers SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
Software components
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Dynare add-on for "Pruning in Perturbation DSGE Models","
QM&RBC Codes
196, Quantitative Macroeconomics & Real Business Cycles.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations," SFB 649 Discussion Papers SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium","
QM&RBC Codes
197, Quantitative Macroeconomics & Real Business Cycles.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Decomposing Risk in Dynamic Stochastic General Equilibrium," SFB 649 Discussion Papers SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average","
QM&RBC Codes
192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Solving DSGE Models with a Nonlinear Moving Average," SFB 649 Discussion Papers SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Julien Albertini & Hong Lan, 2016.
"The importance of time-varying parameters in new Keynesian models with zero lower bound,"
SFB 649 Discussion Papers
SFB649DP2016-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
Cited by:
- Frédéric Karamé, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Post-Print
hal-02296093, HAL.
- Karamé, Frédéric, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Econometrics and Statistics, Elsevier, vol. 8(C), pages 204-230.
- Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).
- Frédéric Karamé, 2018.
"A new particle filtering approach to estimate stochastic volatility models with Markov-switching,"
Post-Print
hal-02296093, HAL.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Decomposing Risk in Dynamic Stochastic General Equilibrium,"
SFB 649 Discussion Papers
SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
Cited by:
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Meyer-Gohde, Alexander, 2019.
"Generalized entropy and model uncertainty,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Alexander Meyer-Gohde, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
- Born, Benjamin & Pfeifer, Johannes, 2014.
"Risk Matters: A Comment,"
Dynare Working Papers
39, CEPREMAP.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: A Comment," CESifo Working Paper Series 4793, CESifo.
- Bonciani, Dario & Roye, Björn van, 2016.
"Uncertainty shocks, banking frictions and economic activity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
- Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
- Bonciani, Dario & van Roye, Björn, 2015. "Uncertainty shocks, banking frictions and economic activity," Working Paper Series 1825, European Central Bank.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
- Poeschel, Friedrich, 2012.
"Assortative matching through signals,"
IAB-Discussion Paper
201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Friedrich Poeschel, 2013. "Assortative matching through signals," SFB 649 Discussion Papers SFB649DP2013-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Poeschel, Friedrich, 2012. "Assortative matching through signals," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62061, Verein für Socialpolitik / German Economic Association.
- Friedrich Poeschel, 2013. "Assortative matching through signals," 2013 Papers ppo178, Job Market Papers.
- Alexander Meyer-Gohde, 2014.
"Risky Linear Approximations,"
SFB 649 Discussion Papers
SFB649DP2014-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Alexander Meyer-Gohde, 2014. "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes 200, Quantitative Macroeconomics & Real Business Cycles, revised 2017.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations,"
SFB 649 Discussion Papers
SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
Cited by:
- Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015.
"International portfolios: A comparison of solution methods,"
Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
- Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers 1146, Society for Economic Dynamics.
- Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics and Business, Department of Economics.
- Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Willi Mutschler, 2014.
"Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning,"
CQE Working Papers
3314, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
- Giovanni Lombardo & Harald Uhlig, 2018.
"A Theory Of Pruning,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
- Lombardo, Giovanni & Uhlig, Harald, 2014. "A theory of pruning," Working Paper Series 1696, European Central Bank.
- Born, Benjamin & Pfeifer, Johannes, 2014.
"Risk Matters: A Comment,"
Dynare Working Papers
39, CEPREMAP.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: A Comment," CESifo Working Paper Series 4793, CESifo.
- Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Decomposing Risk in Dynamic Stochastic General Equilibrium,"
SFB 649 Discussion Papers
SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
- Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.
- Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Solving DSGE Models with a Nonlinear Moving Average,"
SFB 649 Discussion Papers
SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Ying Tung Chan, 2019. "The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach," Sustainability, MDPI, vol. 11(18), pages 1-26, September.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Hong Lan & Alexander Meyer-Gohde, 2012. "Existence and Uniqueness of Perturbation Solutions to DSGE Models," SFB 649 Discussion Papers SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
Cited by:
- Michael T. Belongia & Peter N. Ireland, 2019.
"A Reconsideration of Money Growth Rules,"
Boston College Working Papers in Economics
976, Boston College Department of Economics.
- Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations,"
SFB 649 Discussion Papers
SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Hong Lan & Alexander Meyer-Gohde, 2012. "Existence and Uniqueness of Perturbation Solutions to DSGE Models," SFB 649 Discussion Papers SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Solving DSGE Models with a Nonlinear Moving Average,"
SFB 649 Discussion Papers
SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Hong Lan & Alexander Meyer-Gohde, 2011.
"Solving DSGE Models with a Nonlinear Moving Average,"
SFB 649 Discussion Papers
SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
Cited by:
- Dlugoszek, Grzegorz, 2018.
"Macroeconomic Effects of Financial Uncertainty,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181596, Verein für Socialpolitik / German Economic Association.
- Grzegorz Długoszek, 2018. "Macroeconomic Effects of Financial Uncertainty," 2018 Meeting Papers 1128, Society for Economic Dynamics.
- Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
- S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013.
"Assessing DSGE model nonlinearities,"
Working Papers
13-47, Federal Reserve Bank of Philadelphia.
- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
- Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
- Holden, Tom D., 2016.
"Computation of solutions to dynamic models with occasionally binding constraints,"
EconStor Preprints
144569, ZBW - Leibniz Information Centre for Economics.
- Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
- Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
- Denny Lie, 2015.
"Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models,"
2015 Meeting Papers
523, Society for Economic Dynamics.
- Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 6457, South African Reserve Bank.
- Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
- Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear rational expectations models," CAMA Working Papers 2014-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
- Meyer-Gohde, Alexander, 2019.
"Generalized entropy and model uncertainty,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
- Alexander Meyer-Gohde, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers SFB649DP2017-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
- Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019.
"Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models,"
NBER Working Papers
26123, National Bureau of Economic Research, Inc.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021. "Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models," Econometrica, Econometric Society, vol. 89(5), pages 2375-2408, September.
- Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
- Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018.
"The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 1-49.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers 9442, C.E.P.R. Discussion Papers.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers 2016-07, FEDEA.
- Bonciani, Dario & Roye, Björn van, 2016.
"Uncertainty shocks, banking frictions and economic activity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
- Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
- Bonciani, Dario & van Roye, Björn, 2015. "Uncertainty shocks, banking frictions and economic activity," Working Paper Series 1825, European Central Bank.
- Holden, Tom D., 2019.
"Existence and uniqueness of solutions to dynamic models with occasionally binding constraints,"
EconStor Preprints
144570, ZBW - Leibniz Information Centre for Economics, revised 2019.
- Holden, Thomas, 2016. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130142, ZBW - Leibniz Information Centre for Economics.
- Holden, Tom D., 2022. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers 09/2022, Deutsche Bundesbank.
- Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
- Lan, Hong & Meyer-Gohde, Alexander, 2012.
"Existence and Uniqueness of Perturbation Solutions in DSGE Models,"
Dynare Working Papers
14, CEPREMAP.
- Hong Lan & Alexander Meyer-Gohde, 2012. "Existence and Uniqueness of Perturbation Solutions to DSGE Models," SFB 649 Discussion Papers SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Andrew Binning, 2013. "Third-order approximation of dynamic models without the use of tensors," Working Paper 2013/13, Norges Bank.
- Matteo Cacciatore & Federico Ravenna, 2021.
"Uncertainty, Wages and the Business Cycle,"
The Economic Journal, Royal Economic Society, vol. 131(639), pages 2797-2823.
- Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Federico Ravenna, 2020. "Uncertainty, Wages, and the Business Cycle," NBER Working Papers 27951, National Bureau of Economic Research, Inc.
- Maren Brede, 2016.
"Budget-neutral fiscal rules targeting inflation differentials,"
SFB 649 Discussion Papers
SFB649DP2016-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," VfS Annual Conference 2016 (Augsburg): Demographic Change 145513, Verein für Socialpolitik / German Economic Association.
- Hong Lan & Alexander Meyer-Gohde, 2013.
"Decomposing Risk in Dynamic Stochastic General Equilibrium,"
SFB 649 Discussion Papers
SFB649DP2013-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
- Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Grzegorz R. Dlugoszek, 2016.
"Solving DSGE Portfolio Choice Models with Asymmetric Countries,"
SFB 649 Discussion Papers
SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
- Khalil, Makram & Strobel, Felix, 2023. "Capital reallocation under climate policy uncertainty," Discussion Papers 23/2023, Deutsche Bundesbank.
- Simon Voigts, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers SFB649DP2014-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
- Khalil, Makram & Strobel, Felix, 2021. "US trade policy and the US dollar," Discussion Papers 49/2021, Deutsche Bundesbank.
- Hong Lan, 2018.
"Comparing Solution Methods for DSGE Models with Labor Market Search,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
- Hong Lan, 2014. "Comparing Solution Methods for DSGE Models with Labor Market Search," SFB 649 Discussion Papers SFB649DP2014-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022. "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, vol. 79(C).
Articles
- Lan, Hong & Meyer-Gohde, Alexander, 2014.
"Solvability of perturbation solutions in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
Cited by:
- Sherwin Lott, 2018. "Perturbations in DSGE Models: Odd Derivatives Theorem," PIER Working Paper Archive 18-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2018.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018.
"Generalized exogenous processes in DSGE: A Bayesian approach,"
IMFS Working Paper Series
125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Alexander Meyer-Gohde & Daniel Neuhoff, 2015. "Generalized Exogenous Processes in DSGE: A Bayesian Approach," SFB 649 Discussion Papers SFB649DP2015-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected monetary policy shocks and term premia,"
Discussion Papers
30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Martin Kliem & Alexander Meyer-Gohde, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers SFB649DP2017-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Grzegorz R. Dlugoszek, 2016.
"Solving DSGE Portfolio Choice Models with Asymmetric Countries,"
SFB 649 Discussion Papers
SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
- Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.
- Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
- Lan, Hong & Meyer-Gohde, Alexander, 2013.
"Solving DSGE models with a nonlinear moving average,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
See citations under working paper version above.
- Hong Lan & Alexander Meyer-Gohde, 2011. "Solving DSGE Models with a Nonlinear Moving Average," SFB 649 Discussion Papers SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (6) 2011-12-19 2012-02-27 2012-10-06 2013-05-19 2014-09-29 2015-02-22. Author is listed
- NEP-MAC: Macroeconomics (3) 2014-09-29 2015-02-22 2016-03-23
- NEP-ORE: Operations Research (3) 2013-05-05 2013-05-19 2015-02-22
- NEP-CMP: Computational Economics (2) 2013-05-19 2014-09-29
- NEP-ECM: Econometrics (1) 2012-02-27
- NEP-ENE: Energy Economics (1) 2016-03-23
- NEP-GER: German Papers (1) 2014-09-29
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