This paper has been announced in the following NEP Reports:

• NEP-ALL-2005-12-01 (All new papers)
• NEP-CMP-2005-12-01 (Computational Economics)
• NEP-DGE-2005-12-01 (Dynamic General Equilibrium)
• NEP-MAC-2005-12-01 (Macroeconomics)

1. Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2003. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Computing in Economics and Finance 2003 162, Society for Computational Economics. [Downloadable!]
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   • Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and using second order accurate solutions of discrete time dynamic equilibrium models," Finance and Economics Discussion Series 2003-61, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   • Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2004. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Econometric Society 2004 North American Winter Meetings 411, Econometric Society. [Downloadable!]
   • Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005. "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University 0505, Department of Economics, Tufts University. [Downloadable!]
2. Klein, Paul, 2000. "Using the generalized Schur form to solve a multivariate linear rational expectations model," Journal of Economic Dynamics and Control, Elsevier, vol. 24(10), pages 1405-1423, September. [Downloadable!] (restricted)
3. Lawrence J. Christiano, 1998. "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," NBER Technical Working Papers 0225, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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   • Lawrence J. Christiano, 1998. "Solving dynamic equilibrium models by a method of undetermined coefficients," Working Paper 9804, Federal Reserve Bank of Cleveland. [Downloadable!]
4. Alan Sutherland, 2002. "A Simple Second-Order Solution Method for Dynamic General Equilibrium Models," Discussion Paper Series, Department of Economics 0211, Department of Economics, University of St. Andrews. [Downloadable!]
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   • Sutherland, Alan, 2002. "A Simple Second-Order Solution Method For Dynamic General Equilibrium Models," CEPR Discussion Papers 3554, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Pierpaolo Benigno & Michael Woodford, 2004. "Optimal monetary and fiscal policy: a linear-quadratic approach," International Finance Discussion Papers 806, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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   • Pierpaolo Benigno & Michael Woodford, 2003. "Optimal Monetary and Fiscal Policy: A Linear Quadratic Approach," NBER Working Papers 9905, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Pierpaolo Benigno & Michael Woodford, 2004. "Optimal monetary and fiscal policy: A linear-quadratic approach," Working Paper Series 345, European Central Bank. [Downloadable!]
   • P. Benigno & M. Woodford, 2003. "Optimal monetary and fiscal policy: a linear-quadratic approach," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   • Pierpaolo Benigno & Michael Woodford, 2004. "Optimal Monetary and Fiscal Policy: A Linear-Quadratic Approach," NBER Chapters, in: NBER Macroeconomics Annual 2003, Volume 18, pages 271-364 National Bureau of Economic Research, Inc. [Downloadable!]
6. Kim, Jinill & Kim, Sunghyun Henry, 2003. "Spurious welfare reversals in international business cycle models," Journal of International Economics, Elsevier, vol. 60(2), pages 471-500, August. [Downloadable!] (restricted)
   Other versions:
   • Jinill Kim & Sunghyun Henry Kim, 1999. "Spurious Welfare Reversals in International Business Cycle Models," Virginia Economics Online Papers 319, University of Virginia, Department of Economics. [Downloadable!]
   • Jinill Kim and Sunghyun Henry Kim, 2001. "Spurious Welfare Reversals in International Business Cycle Models," Computing in Economics and Finance 2001 3, Society for Computational Economics. [Downloadable!]
7. Harald Uhlig, 1998. "A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily," QM&RBC Codes 123, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
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   • Harald Uhlig, 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper / Institute for Empirical Macroeconomics 101, Federal Reserve Bank of Minneapolis. [Downloadable!]
   • Uhlig, H., 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper 97, Tilburg University, Center for Economic Research. [Downloadable!]
8. King, Robert G & Watson, Mark W, 2002. "System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations," Computational Economics, Springer, vol. 20(1-2), pages 57-86, October. [Downloadable!]
9. Canton, E., 1996. "Business cycles in a two-sector model of endogenous growth," Discussion Paper 116, Tilburg University, Center for Economic Research. [Downloadable!]
10. Pierpaolo Benigno & Michael Woodford, 2004. "Optimal Stabilization Policy When Wages and Prices are Sticky: The Case of a Distorted Steady State," NBER Working Papers 10839, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Benigno, Pierpaolo & Woodford, Michael, 2004. "Optimal Stabilization Policy When Wages and Prices are Sticky: The Case of a Distorted Steady State," CEPR Discussion Papers 4740, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Pierpaolo Benigno & Michael Woodford, 2004. "Optimal stabilization policy when wages and prices are sticky: The case of a distorted steady state," Discussion Papers 0405-03, Columbia University, Department of Economics. [Downloadable!]
    • Pierpaolo Benigno & Michael Woodford, 2005. "Optimal stabilization policy when wages and prices are sticky: the case of a distorted steady state," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 127-180. [Downloadable!]
11. Schmitt-Grohe, Stephanie & Uribe, Martin, 2004. "Solving dynamic general equilibrium models using a second-order approximation to the policy function," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 755-775, January. [Downloadable!] (restricted)
    Other versions:
    • Schmitt-Grohé, Stephanie & Uribe, Martín, 2001. "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," CEPR Discussion Papers 2963, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Stephanie Schmitt-Grohe & Martin Uribe, 2001. "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," Departmental Working Papers 200106, Rutgers University, Department of Economics. [Downloadable!]
    • Stephanie Schmitt-Grohe & Martin Uribe, 2002. "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," NBER Technical Working Papers 0282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
12. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-11, July. [Downloadable!] (restricted)

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1. Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," IMF Working Papers 07/284, International Monetary Fund. [Downloadable!]
   Other versions:
   • Devereux, Michael B & Sutherland, Alan, 2006. "Solving for Country Portfolios in Open Economy Macro Models," CEPR Discussion Papers 5966, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   • Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," Working Papers 162007, Hong Kong Institute for Monetary Research. [Downloadable!]
2. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. " Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," CDMA Working Paper Series 0806, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
   Other versions:
   • Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Devereux, Michael B & Sutherland, Alan, 2007. "Country Portfolio Dynamics," CEPR Discussion Papers 6208, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   Other versions:
   • Michael B. Devereux & Alan Sutherland, 2007. "Country Portfolio Dynamics," IMF Working Papers 07/283, International Monetary Fund. [Downloadable!]
4. Matthias Mohr, 2005. "A Trend-Cycle(-Season) Filter," Econometrics 0508004, EconWPA. [Downloadable!]
   Other versions:
   • Matthias Mohr, 2005. "A trend-cycle(-season) filter," Working Paper Series 499, European Central Bank. [Downloadable!]
5. Tille, Cédric & van Wincoop, Eric, 2008. "International Capital Flows," CEPR Discussion Papers 6705, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   Other versions:
   • Eric Van Wincoop & Cedric Tille, 2007. "International Capital Flows," NBER Working Papers 12856, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Cedric Tille & Eric van Wincoop, 2007. "International Capital Flows," Working Papers 122007, Hong Kong Institute for Monetary Research. [Downloadable!]
   • Cédric Tille & Eric van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York. [Downloadable!]
6. Gianni Amisano & Oreste Tristani, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 754, European Central Bank. [Downloadable!]
   Other versions:
   • Gianni Amisano & Oreste Tristani, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers 0704, University of Brescia, Department of Economics. [Downloadable!]
   • Amisano, Giovanni & Tristani, Oreste, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers 6373, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Yi Wen & Huabin Wu, 2008. "Dynamics of externalities: a second-order perspective," Working Papers 2008-044, Federal Reserve Bank of St. Louis. [Downloadable!]
8. Katrin Tinn, 2005. "Optimal research in financial markets with heterogeneous private information a rational expectations model," Working Paper Series 493, European Central Bank. [Downloadable!]
   Other versions:
   • Katrin Tinn, 2005. "Optimal research in financial markets with heterogeneous private information; a rational expectations model," Money Macro and Finance (MMF) Research Group Conference 2005 6, Money Macro and Finance Research Group. [Downloadable!]
9. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers 09004, Concordia University, Department of Economics, revised 25 Mar 2009. [Downloadable!]