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Citations for "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function" by Schmitt-Grohé, Stephanie & Uribe, Martín
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Carlo A. Favero, 2007.
"Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models ,"
Working Papers
327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Fabrizio Perri & Jonathan Heathcote, 2007.
"The International Diversification Puzzle Is Not as Bad as You Think ,"
Working Papers
2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
[Downloadable!]
Other versions:
Heathcote, Jonathan & Perri, Fabrizio, 2008.
"The International Diversification Puzzle is Not as Bad as You Think ,"
CEPR Discussion Papers
6982, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jonathan Heathcote & Fabrizio Perri, 2007.
"The International Diversification Puzzle Is Not As Bad As You Think ,"
NBER Working Papers
13483, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jonathan Heathcote & Fabrizio Perri, 2007.
"The international diversification puzzle is not as bad as you think ,"
Staff Report
398, Federal Reserve Bank of Minneapolis.
[Downloadable!] Jonathan Heathcote & Fabrizio Perri, 2004.
"The international diversification puzzle is not as bad as you think ,"
2004 Meeting Papers
152, Society for Economic Dynamics.
Marco Lombardi & Silvia Sgherri, 2007.
"(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate ,"
DNB Working Papers
142, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Ester Faia, 2009.
"Oligopolistic Competition and Optimal Monetary Policy ,"
Kiel Working Papers
1552, Kiel Institute for the World Economy.
[Downloadable!]
Philip Jung & Keith Kuester, 2008.
"The (un)importance of unemployment fluctuations for welfare ,"
Working Papers
08-31, Federal Reserve Bank of Philadelphia.
[Downloadable!]
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!]
Other versions: Schmitt-Grohé, Stephanie & Uribe, Martín, 2005.
"Optimal Inflation Stabilization in a Medium-Scale Macroeonomic Model ,"
CEPR Discussion Papers
5424, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Giovanni Lombardo & Alan Sutherland, 2003.
"Monetary and fiscal interactions in open economies ,"
Working Paper Series
289, European Central Bank.
[Downloadable!]
Other versions: Vlieghe, Gertjan W, 2007.
"Imperfect credit markets: implications for monetary policy ,"
MPRA Paper
12957, University Library of Munich, Germany.
[Downloadable!]
Sutherland, Alan, 2004.
"International Monetary Policy Coordination and Financial Market Integration ,"
CEPR Discussion Papers
4251, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2009.
"Money, Infation and Interest Rate: Does the Link Change when the Policy Instrument Changes? ,"
Working Papers
2009-001, Banco Central de Reserva del Perú.
[Downloadable!]
Stephanie Schmitt-Grohé & Martín Uribe, 2006.
"Optimal Simple and Implementable Monetary and Fiscal Rules: Expanded Version ,"
NBER Working Papers
12402, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Vargas, Jose P Mauricio, 2009.
"Bienestar y ciclos económicos en una economía con evasión y sector subterráneo [Welfare and business cycles in an economy with evasion and underground sector] ,"
MPRA Paper
18679, University Library of Munich, Germany.
[Downloadable!]
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: Strid, Ingvar, 2008.
"Metropolis-Hastings prefetching algorithms ,"
Working Paper Series in Economics and Finance
706, Stockholm School of Economics, revised 02 Dec 2009.
[Downloadable!]
Stephanie Schmitt-Grohe & Martin Uribe, 2004.
"Optimal Operational Monetary Policy in the Christiano-Eichenbaum-Evans Model of the U.S. Business Cycle ,"
NBER Working Papers
10724, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kevin Moran, 2005.
"Learning and the Welfare Implications of Changing Inflation Targets ,"
Cahiers de recherche
0511, CIRPEE.
[Downloadable!]
Ester Faia & Tommaso Monacelli, 2004.
"Ramsey Monetary Policy and International Relative Prices ,"
Working Papers
254, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Ester Faia & Tommaso Monacelli, 2004.
"Ramsey monetary policy and international relative prices ,"
Working Paper Series
344, European Central Bank.
[Downloadable!] Ester Faia & Tommaso Monacelli, 2004.
"Ramsey Monetary Policy and International Relative Prices ,"
CFS Working Paper Series
2004/04, Center for Financial Studies.
[Downloadable!] Ester Faia & Tommaso Monacelli, 2004.
"Ramsey monetary policy and international relative prices ,"
International Finance Discussion Papers
798, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Faia, Ester & Monacelli, Tommaso, 2004.
"Ramsey Monetary Policy and International Relative Prices ,"
CEPR Discussion Papers
4386, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Ester Faia & Tommaso Monacelli, 2004.
"Ramsey Monetary Policy and International Relative Prices ,"
2004 Meeting Papers
249, Society for Economic Dynamics.
E. Faia & T. Monacelli, 2003.
"Ramsey monetary policy and international relative prices ,"
Proceedings ,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Ozge Senay, 2007.
" Interest Rate Rules and Welfare in Open Economies ,"
CDMA Working Paper Series
0715, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions: Sanjay Chugh, 2005.
"Optimal inflation persistence: Ramsey taxation with capital and habits ,"
International Finance Discussion Papers
829, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Michael Kumhof & Irina Yakadina, 2007.
"Politically Optimal Fiscal Policy ,"
IMF Working Papers
07/68, International Monetary Fund.
[Downloadable!]
Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2008.
"Welfare Implications of Public Education Spending Rules ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: David M. Arseneau & Sanjay K. Chugh, 2008.
"Optimal fiscal and monetary policy in customer markets ,"
International Finance Discussion Papers
919, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez, 2009.
"Método numérico para la calibración de un modelo DSGE ,"
BORRADORES DE ECONOMIA
005265, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Cedric Tille, 2002.
"How valuable is exchange rate flexibility? Optimal monetary policy under sectoral shocks ,"
Staff Reports
147, Federal Reserve Bank of New York.
[Downloadable!]
Carlo A. Favero, 2007.
"The Econometrics of Monetary Policy: an Overview ,"
Working Papers
329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Stephanie Schmitt-Grohe & Martin Uribe, 2005.
"Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model: Expanded Version ,"
NBER Working Papers
11417, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Stephanie Schmitt-Grohé & Martín Uribe, 2004.
"The Research Agenda: Stephanie Schmitt-Grohé and Martín Uribe on Policy Evaluation in Macroeconomics ,"
EconomicDynamics Newsletter ,
Review of Economic Dynamics, vol. 6(1), November.
[Downloadable!]
Devereux, Michael B & Sutherland, Alan, 2007.
"Country Portfolio Dynamics ,"
CEPR Discussion Papers
6208, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Lawrence J. Christiano & Joshua M. Davis, 2006.
"Two Flaws In Business Cycle Accounting ,"
NBER Working Papers
12647, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Sungbae An & Frank Schorfheide, 2006.
"Bayesian analysis of DSGE models ,"
Working Papers
06-5, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:
An, Sungbae & Schorfheide, Frank, 2005.
"Bayesian Analysis of DSGE Models ,"
CEPR Discussion Papers
5207, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sungbae An & Frank Schorfheide, 2007.
"Bayesian Analysis of DSGE Models ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 26(2-4), pages 113-172.
[Downloadable!] (restricted) Lukasz A. Drozd & Jaromir B. Nosal, 2008.
"Understanding international prices: customers as capital ,"
Staff Report
411, Federal Reserve Bank of Minneapolis.
[Downloadable!]
David Aikman & Matthias Paustian, .
"Bank capital, asset prices and monetary policy ,"
Bank of England working papers
305, Bank of England.
[Downloadable!]
Jürgen von Hagen & Haiping Zhang, 2006.
"Financial Liberalization in a Small Open Economy ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Stefano Gnocchi, 2006.
"Optimal simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework ,"
Working Paper Series
690, European Central Bank.
[Downloadable!]
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!] Federico di Pace, 2008.
"Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution ,"
Birkbeck Working Papers in Economics and Finance
0807, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Ansgar, Rannenberg, 2009.
"Disinflation and the NAIRU in a New-Keynesian New-Growth Model (Extended Version) ,"
MPRA Paper
13610, University Library of Munich, Germany.
[Downloadable!]
Thomas Flury & Neil Shephard, 2008.
"Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models ,"
Economics Series Working Papers
413, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: David M. Arseneau & Sanjay K. Chugh, 2007.
"Bargaining, fairness, and price rigidity in a DSGE environment ,"
International Finance Discussion Papers
900, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Viktoria Hnatkovska & Amartya Lahiri & Carlos A. Vegh, 2008.
"Interest Rates and the Exchange Rate: A Non-Monotonic Tale ,"
NBER Working Papers
13925, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
PIER Working Paper Archive
04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions:
S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005.
"Comparing Solution Methods for Dynamic Equilibrium Economies ,"
Levine's Bibliography
122247000000000855, UCLA Department of Economics.
[Downloadable!] S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies ,"
Working Paper
2003-27, Federal Reserve Bank of Atlanta.
[Downloadable!] Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(12), pages 2477-2508, December.
[Downloadable!] (restricted) Stephanie Schmitt-Grohe & Martin Uribe, 2006.
"Comparing Two Variants of Calvo-Type Wage Stickiness ,"
NBER Working Papers
12740, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Danny Leung, 2008.
"Markups in Canada: Have They Changed and Why? ,"
Working Papers
08-8, Bank of Canada.
[Downloadable!]
Yi Wen & Huabin Wu, 2008.
"Dynamics of externalities: a second-order perspective ,"
Working Papers
2008-044, Federal Reserve Bank of St. Louis.
[Downloadable!]
Yifan Hu & Timothy Kam, 2005.
"Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds ,"
CAMA Working Papers
2005-26, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Alfonso Novales & Javier J. Pérez, 2002.
"Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/15, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2007.
"International Transmission and Monetary Policy Cooperation ,"
NBER Chapters ,
in: International Dimensions of Monetary Policy
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions: Anna Kormilitsina, 2009.
"Oil Price Shocks and the Optimality of Monetary Policy ,"
Departmental Working Papers
0901, Southern Methodist University, Department of Economics.
[Downloadable!]
Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences ,"
NBER Working Papers
15026, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences ,"
PIER Working Paper Archive
09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco & Yao, Wen, 2009.
"Computing DSGE Models with Recursive Preferences ,"
CEPR Discussion Papers
7312, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Martin D. D. Evans & Viktoria Hnatkovska, 2005.
"Solving General Equilibrium Models with Incomplete Markets and Many Assets ,"
NBER Technical Working Papers
0318, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Benigno, Pierpaolo & Woodford, Michael, 2006.
"Linear-Quadratic Approximation of Optimal Policy Problems ,"
CEPR Discussion Papers
5964, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Pierpaolo Benigno & Michael Woodford, 2008.
"Linear-Quadratic Approximation of Optimal Policy Problems ,"
Discussion Papers
0809-01, Columbia University, Department of Economics.
[Downloadable!] Pierpaolo Benigno & Michael Woodford, 2006.
"Linear-Quadratic Approximation of Optimal Policy Problems ,"
NBER Working Papers
12672, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Pierpaolo Benigno & Michael Woodford, 2006.
"Linear-quadratic approximation of optimal policy problems ,"
Discussion Papers
0607-02, Columbia University, Department of Economics.
[Downloadable!] Paul Castillo & Carlos Montoro & Vicente Tuesta, 2005.
"Inflation Premium and Oil Price Volatility ,"
Macroeconomics
0512004, EconWPA, revised 31 Dec 2005.
[Downloadable!]
Other versions:
Paul Castillo & Carlos Montoro & Vicente Tuesta, 2007.
"Inflation Premium and Oil Price Volatility ,"
CEP Discussion Papers
dp0782, Centre for Economic Performance, LSE.
[Downloadable!] Paul Castillo & Carlos Montoro, 2006.
"Inflation Premium and Oil Price Volatility ,"
Computing in Economics and Finance 2006
18, Society for Computational Economics.
[Downloadable!] Paul Castillo & Carlos Montoro & Vicente Tuesta, 2005.
"Inflation Premium and Oil Price Volatility ,"
Working Papers Central Bank of Chile
350, Central Bank of Chile.
[Downloadable!] Paul R. Bergin & Ivan Tchakarov, 2003.
"Does Exchange Rate Risk Matter for Welfare? ,"
NBER Working Papers
9900, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Helge Braun & Winfried Koeniger, 2007.
"On the role of market insurance in a dynamic model ,"
The Geneva Papers on Risk and Insurance Theory ,
Springer, vol. 32(1), pages 61-90, June.
[Downloadable!] (restricted)
Other versions: Lawrence J. Christiano & Joshua M. Davis, 2006.
"Two flaws in business cycle dating ,"
Working Paper
0612, Federal Reserve Bank of Cleveland.
[Downloadable!]
Ester Faia, 2007.
"Ramsey monetary policy with labour market frictions ,"
Working Paper Series
707, European Central Bank.
[Downloadable!]
Other versions: 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!]
Other versions:
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!] 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!] Zagaglia, Paolo, 2007.
"Distortionary Tax Instruments and Implementable Monetary Policy ,"
Research Papers in Economics
2007:5, Stockholm University, Department of Economics.
[Downloadable!]
Other versions: Carlos Garcia & Jorge Restrepo & Evan Tanner, 2007.
"Designing fiscal rules for commodity exporters ,"
ILADES-Georgetown University Working Papers
inv199, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
Stuart J. Fowler & Eric R. Young, 2004.
"The Acquisition of Skills over the Life-Cycle ,"
Working Papers
200402, Middle Tennessee State University, Department of Economics and Finance.
[Downloadable!]
Romulo Chumacero & Rodrigo Fuentes, 2004.
"Chile's Free Trade Deals with the EU and the US: A Big Deal? ,"
Econometric Society 2004 Far Eastern Meetings
661, Econometric Society.
[Downloadable!]
Uluc Aysun, 2006.
"Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets ,"
Working papers
2006-27, University of Connecticut, Department of Economics, revised Aug 2008.
[Downloadable!]
Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2008.
"Tax Structure, Growth and Welfare in the UK ,"
Working Papers
2008_05, Department of Economics, University of Glasgow, revised Apr 2008.
[Downloadable!]
Paul Pichler, 2007.
"On the accuracy of low-order projection methods ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(50), pages 1-8.
[Downloadable!]
Stephanie Schmitt-Grohé & Martín Uribe, 2007.
"Optimal simple and implementable monetary and fiscal rules ,"
Working Paper
2007-24, Federal Reserve Bank of Atlanta.
[Downloadable!]
Arato, Hiroki, 2008.
"Optimal operational monetary policy rules in an endogenous growth model: a calibrated analysis ,"
MPRA Paper
8547, University Library of Munich, Germany.
[Downloadable!]
Other versions: Roger E. A. Farmer & Andrew Hollenhorst, 2006.
"Shooting the Auctioneer ,"
NBER Working Papers
12584, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Robert Amano & Steve Ambler & Nooman Rebei, 2006.
"The Macroeconomic Effects of Non-Zero Trend Inflation ,"
Working Papers
06-34, Bank of Canada.
[Downloadable!]
Other versions: 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!]
Ioana Moldovan, 2007.
"Countercyclical Taxes in a Monopolistically Competitive Environment ,"
Working Papers
2007_42, Department of Economics, University of Glasgow.
[Downloadable!]
Martin Møller Andreasen, 2008.
"Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter ,"
CREATES Research Papers
2008-33, School of Economics and Management, University of Aarhus.
[Downloadable!]
Jochen Michaelis, 2005.
"Optimal Monetary Policy in the Presence of Pricing-to-Market ,"
Discussion Papers in Economics
68/05, University of Kassel, Institute of Economics.
[Downloadable!]
Other versions: Marcelo Ochoa & Patricio Valenzuela, 2004.
"Impactos de un Shock Externo en un Modelo Estocástico de Equilibrio General para una Economía Abierta: El Caso de Chile ,"
Macroeconomics
0407007, EconWPA.
[Downloadable!]
Pierpaolo Benigno & Michael Woodford, 2004.
"Optimal taxation in an RBC model: A linear-quadratic approach ,"
Discussion Papers
0405-16, Columbia University, Department of Economics.
[Downloadable!]
Other versions:
Benigno, Pierpaolo & Woodford, Michael, 2004.
"Optimal Taxation in an RBC Model: A Linear-Quadratic Approach ,"
CEPR Discussion Papers
4764, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Pierpaolo Benigno & Michael Woodford, 2005.
"Optimal Taxation in an RBC Model: A Linear-Quadratic Approach ,"
NBER Working Papers
11029, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Benigno, Pierpaolo & Woodford, Michael, 2006.
"Optimal taxation in an RBC model: A linear-quadratic approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(9-10), pages 1445-1489.
[Downloadable!] (restricted) Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007.
"Asset pricing implications for a New Keynesian model ,"
Money Macro and Finance (MMF) Research Group Conference 2006
156, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Matthias DOEPKE, 2005.
"Show me the money : retained earnings and the real effects of monetary shocks ,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2005011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Other versions: Stephanie Schmitt-Grohe & Martin Uribe, 2004.
"Optimal Simple and Implementable Monetary and Fiscal Rules ,"
NBER Working Papers
10253, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ioana Moldovan, 2008.
"Countercyclical Fiscal Policy and Cyclical Factor Utilization ,"
Working Papers
2008_15, Department of Economics, University of Glasgow.
[Downloadable!]
S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006.
"Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks ,"
Computational Economics ,
Springer, vol. 27(2), pages 185-206, May.
[Downloadable!] (restricted)
Other versions: Sanjay K. Chugh, 2006.
"Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 683-714, October.
[Downloadable!] (restricted)
Stuart J. Fowler, 2005.
"Income Inequality, Monetary Policy, and the Business Cycle ,"
Computing in Economics and Finance 2005
184, Society for Computational Economics.
[Downloadable!]
Other versions: Michael Kumhof & Ricardo Nunes & Irina Yakadina, 2008.
"Simple monetary rules under fiscal dominance ,"
International Finance Discussion Papers
937, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Michael Kumhof & Irina Yakadina & Ricardo Nunes, 2007.
"Simple Monetary Rules Under Fiscal Dominance ,"
IMF Working Papers
07/271, International Monetary Fund.
[Downloadable!] Michael, Kumhof & Ricardo, Nunes & Irina, Yakadina, 2007.
"Simple Monetary Rules under Fiscal Dominance ,"
MPRA Paper
4462, University Library of Munich, Germany.
[Downloadable!] Mauro Bambi & Aurélien Saïdi, 2008.
"Increasing Returns to Scale and Welfare: Ranking the Multiple Deterministic Equilibria ,"
CER-ETH Economics working paper series
08/99, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
[Downloadable!]
Paolo Zagaglia, 2007.
"Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 20(2), pages 121-138, Autumn.
[Downloadable!]
Alan Sutherland, 2005.
"The Expenditure Switching Effect, Welfare and Monetary Policy in a Small Open Economy ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp022, IIIS.
[Downloadable!]
Other versions: Marcela Meirelles Aurelio, 2006.
"Targeting inflation and the fiscal balance : what is the optimal policy mix? ,"
Research Working Paper
RWP 06-07, Federal Reserve Bank of Kansas City.
[Downloadable!]
Le, Vo Phuong Mai & Minford, Patrick, 2007.
"Optimising Indexation Arrangements under Calvo Contracts and their Implications for Monetary Policy ,"
CEPR Discussion Papers
6325, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2007.
"Public Education Expenditure, Growth and Welfare ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Caroline Schmidt, 2005.
"International Transmission Effects of Monetary Policy Shocks: Can Asymmetric Price Setting Explain the Stylized Facts? ,"
KOF Working papers
05-102, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Kang Shi & Juanyi Xu, 2008.
"The Optimal Currency Basket with Input Currency and Output Currency ,"
Working Papers
172008, Hong Kong Institute for Monetary Research.
[Downloadable!]
Carlos Gustavo Machicado, 2006.
"Welfare Gains from Optimal Policy in a Partially Dollarized Economy ,"
Development Research Working Paper Series
10/2006, Institute for Advanced Development Studies.
[Downloadable!]
Ester Faia & Tommaso Monacelli, 2005.
"Optimal Monetary Policy Rules, Asset Prices and Credit Frictions ,"
Working Papers
279, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Calani, Mauricio, 2007.
"Testing Globalization-Disinflation Hypothesis ,"
MPRA Paper
4787, University Library of Munich, Germany, revised 10 Sep 2007.
[Downloadable!]
Lars Grüne & Willi Semmler, 2007.
"Asset pricing with dynamic programming ,"
Computational Economics ,
Springer, vol. 29(3), pages 233-265, May.
[Downloadable!] (restricted)
Berriel, Tiago & Sinigaglia, Daniel, 2008.
"Optimal Fiscal and Monetary Policy under Sectorial Heterogeneity ,"
MPRA Paper
10233, University Library of Munich, Germany, revised 25 Jun 2008.
[Downloadable!]
Alexander L. Wolman & Elise A. Couper, 2003.
"Potential consequences of linear approximation in economics ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 51-67.
[Downloadable!]
Fernández-Villaverde, Jesús, 2009.
"The Econometrics of DSGE Models ,"
CEPR Discussion Papers
7157, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2009.
"Monetary and fiscal policy under deep habits ,"
Working Papers
2009_32, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Pavasuthipaisit, Robert, 2007.
"Monetary policy responses amid credit and asset booms and busts ,"
MPRA Paper
4491, University Library of Munich, Germany.
[Downloadable!]
Alexandra Ferreira Lopes, 2007.
"The Costs of EMU for Transition Countries ,"
Money Macro and Finance (MMF) Research Group Conference 2006
2, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Tovar, Camilo Ernesto, 2008.
"DSGE Models and Central Banks ,"
Economics Discussion Papers
2008-30, Kiel Institute for the World Economy.
[Downloadable!]
Other versions:
Camilo E Tovar, 2008.
"DSGE models and central banks ,"
BIS Working Papers
258, Bank for International Settlements.
[Downloadable!] Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 3(16), pages 1-31.
[Downloadable!] Ester Faia, 2006.
"Optimal monetary policy rules with labor market frictions ,"
Working Paper Series
698, European Central Bank.
[Downloadable!]
Other versions: Rómulo A. Chumacero & Rodrigo Fuentes & Klaus Schmidt-Hebbel, 2004.
"Chile’s Free Trade Agreements: How Big is The Deal? ,"
Working Papers Central Bank of Chile
264, Central Bank of Chile.
[Downloadable!]
M. Marzo & I. Strid & P. Zagaglia, 2006.
"Optimal Opportunistic Monetary Policy in A New-Keynesian Model ,"
Working Papers
573, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
Other versions: M. Marzo, 2004.
"Optimal Monetary Policy in a Simple Distorted Economy ,"
Working Papers
511, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
Sutherland, Alan, 2002.
"Cost-Push Shocks and Monetary Policy and Monetary Policy ,"
Discussion Paper Series 1: Economic Studies
2002,27, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003.
"Calculating and Using Second Order Accurate Solutions of Discrete Time ,"
Levine's Bibliography
666156000000000284, UCLA Department of Economics.
[Downloadable!]
Viktor Winschel & Markus Krätzig, 2008.
"Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality ,"
SFB 649 Discussion Papers
SFB649DP2008-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Ansgar Rannenberg, 2009.
" Shocks, Monetary Policy and Institutions: Explaining Unemployment Persistence in "Europe" and the United States ,"
CDMA Working Paper Series
0903, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Kang Shi & Juanyi Xu, 2008.
"Input Substitution, Export Pricing, and Exchange Rate Policy ,"
Working Papers
102008, Hong Kong Institute for Monetary Research.
[Downloadable!]
Morten O. Ravn & Stephanie Schmitt-Grohe & Martin Uribe, 2007.
"Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate ,"
Economics Working Papers
ECO2007/23, European University Institute.
[Downloadable!]
Other versions:
Morten O. Ravn & Stephanie Schmitt-Grohé & Martín Uribe, 2007.
"Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate ,"
NBER Working Papers
13328, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ravn, Morten O. & Schmitt-Grohé, Stephanie & Uribe, Martín, 2007.
"Explaining the Effects of Government Spending Shocks on Consumption and the Real Exchange Rate ,"
CEPR Discussion Papers
6541, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Michael B Devereux & Alan Sutherland, 2007.
" Country Portfolio Dynamics ,"
CDMA Conference Paper Series
0706, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
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: Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip, 2009.
"Equity Returns and Business Cycles in Small Open Economies ,"
MPRA Paper
15915, University Library of Munich, Germany.
[Downloadable!]
Matthias Paustian, 2003.
"Gains from second-order approximations ,"
Bonn Econ Discussion Papers
bgse25_2003, University of Bonn, Germany.
[Downloadable!]
Luisa Corrado & Sean Holly, 2006.
"The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation ,"
Computational Economics ,
Springer, vol. 28(2), pages 139-153, September.
[Downloadable!] (restricted)
Guay C. Lim & Paul D. McNelis, 2005.
"Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes ,"
DNB Working Papers
056, Netherlands Central Bank, Research Department.
[Downloadable!]
Jesus Fernandez-Villaverde & Juan Francisco Rubio-Ramírez, 2003.
"Some results on the solution of the neoclassical growth model ,"
Working Paper
2003-34, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Stephanie Becker & Lars Grüne & Willi Semmler, 2007.
"Comparing accuracy of second-order approximation and dynamic programming ,"
Computational Economics ,
Springer, vol. 30(1), pages 65-91, August.
[Downloadable!] (restricted)
Other versions: Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002.
"Time-Varying Uncertainty and the Credit Channel ,"
Economics Series
118, Institute for Advanced Studies.
[Downloadable!]
Other versions:
Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2002.
"Time-Varying Uncertainty and the Credit Channel ,"
Working Papers
02-9, University of California at Davis, Department of Economics.
[Downloadable!] Kevin D. Salyer & Gabriel Lee, 2002.
"Time Varying Uncertainty and the Credit Channel ,"
Computing in Economics and Finance 2002
137, Society for Computational Economics.
Salyer, Kevin & Lee, Gabriel, 2006.
"Time-Varying Uncertainty and the Credit Channel ,"
Working Papers
06-1, University of California at Davis, Department of Economics.
[Downloadable!] Victor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2008.
"Time-Varying Uncertainty And The Credit Channel ,"
Bulletin of Economic Research ,
Blackwell Publishing, vol. 60(4), pages 375-403, October.
[Downloadable!] (restricted) Abo-Zaid, Salem, 2009.
"Optimal Monetary Policy and Downward Nominal Wage Rigidity in Frictional Labor Markets [Optimal Monetary Policy and Downward Nominal Wage Rigidity in Frictional Labor Markets] ,"
MPRA Paper
17489, University Library of Munich, Germany.
[Downloadable!]
Sinigaglia, Daniel, 2008.
"Stabilizing Inflation under Heterogeneity: a welfare-based measure on what to target ,"
MPRA Paper
10569, University Library of Munich, Germany, revised 16 Sep 2008.
[Downloadable!]
Collard, Fabrice & Dellas, Harris, 2003.
"Poole in the New Keynesian Model ,"
CEPR Discussion Papers
4083, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Sanjay K. Chugh, 2005.
"Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits ,"
Computing in Economics and Finance 2005
369, Society for Computational Economics.
[Downloadable!]
Beetsma, Roel & Ribeiro, Marcos Poplawski & Schabert, Andreas, 2008.
"A Comparison of Debt and Primary-deficit Constraints ,"
CEPR Discussion Papers
6897, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Sutherland, Alan, 2002.
"Incomplete Pass-Through and the Welfare Effects of Exchange Rate Variability ,"
CEPR Discussion Papers
3431, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Alan Sutherland, 2002.
"Incomplete Pass-Through and the Welfare Effects of Exchange Rate Variability ,"
Discussion Paper Series, Department of Economics
0212, Department of Economics, University of St. Andrews.
[Downloadable!] Sutherland, Alan, 2005.
"Incomplete pass-through and the welfare effects of exchange rate variability ,"
Journal of International Economics ,
Elsevier, vol. 65(2), pages 375-399, March.
[Downloadable!] (restricted) Roberto Duncan, 2002.
"How Well Does a Monetary Dynamic Equilibrium Model Account for Chilean Data? ,"
Working Papers Central Bank of Chile
190, Central Bank of Chile.
[Downloadable!]
Gianni Amisano & Oreste Tristani, 2006.
"Euro area inflation persistence in an estimated nonlinear ,"
Computing in Economics and Finance 2006
347, Society for Computational Economics.
[Downloadable!]
Ruy Lama & Juan Pablo Medina, 2007.
"Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices ,"
IMF Working Papers
07/217, International Monetary Fund.
[Downloadable!]
Other versions: Bianca De Paoli, 2004.
"Monetary Policy and Welfare in a Small Open Economy ,"
CEP Discussion Papers
dp0639, Centre for Economic Performance, LSE.
[Downloadable!]
Other versions: Giovanni Lombardo & Alan Sutherland, 2005.
" Computing Second-Order-Accurate Solutions for Rational Expectation Models Using Linear Solution Methods ,"
CDMA Conference Paper Series
0504, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions:
Giovanni Lombardo & Alan Sutherland, 2005.
"Computing second-order-accurate solutions for rational expectation models using linear solution methods ,"
Working Paper Series
487, European Central Bank.
[Downloadable!] Lombardo, Giovanni & Sutherland, Alan, 2007.
"Computing second-order-accurate solutions for rational expectation models using linear solution methods ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(2), pages 515-530, February.
[Downloadable!] (restricted) Lawrence J. Christiano & Joshua M. Davis, 2006.
"Two flaws in business cycle accounting ,"
Working Paper Series
WP-06-10, Federal Reserve Bank of Chicago.
[Downloadable!]
Haiping Zhang & Jurgen von Hagen, 2007.
"A Welfare Analysis of Capital Account Liberalization ,"
Working Papers
19-2007, Singapore Management University, School of Economics.
[Downloadable!]
Other versions: Eric Swanson & Gary Anderson & Andrew Levin, 2006.
"Higher-order perturbation solutions to dynamic, discrete-time rational expectations models ,"
Working Paper Series
2006-01, Federal Reserve Bank of San Francisco.
[Downloadable!]
Gino Cateau, 2008.
"Price Level versus Inflation Targeting under Model Uncertainty ,"
Working Papers
08-15, Bank of Canada.
[Downloadable!]
Stephanie Schmitt-Grohe & Martin Uribe, 2005.
"Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model ,"
NBER Working Papers
11854, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Haiping Zhang, 2005.
"Speculation in Standard Auctions with Resale ,"
Bonn Econ Discussion Papers
bgse11_2005, University of Bonn, Germany.
[Downloadable!]
Simone Landini & Mariacristina Uberti, 2008.
"A Statistical Mechanic View of Macro-dynamics in Economics ,"
Computational Economics ,
Springer, vol. 32(1), pages 121-146, September.
[Downloadable!] (restricted)
Tommaso Monacelli & Ester Faia, 2005.
"Optimal Interest Rate Rules, Asset Prices and Credit Frictions ,"
Computing in Economics and Finance 2005
452, Society for Computational Economics.
[Downloadable!]
Other versions:
Faia, Ester & Monacelli, Tommaso, 2007.
"Optimal interest rate rules, asset prices, and credit frictions ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(10), pages 3228-3254, October.
[Downloadable!] (restricted) Liu, Xuan, 2007.
"Trade Openness and the Cost of Sudden Stops: The Role of Financial Frictions ,"
MPRA Paper
18260, University Library of Munich, Germany, revised 26 Oct 2009.
[Downloadable!]
Stephanie Schmitt-Grohé & Martín Uribe, 2006.
"Optimal fiscal and monetary policy in a medium-scale macroeconomic model ,"
Working Paper Series
612, European Central Bank.
[Downloadable!]
Jorda, Oscar, 2004.
"Model-Free Impulse Responses ,"
Working Papers
06-8, University of California at Davis, Department of Economics.
[Downloadable!]
Other versions: Michel Juillard & Florian Pelgrin, 2007.
"Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy ,"
Working Papers
07-32, Bank of Canada.
[Downloadable!]
Collard, Fabrice & Dellas, Harris, 2003.
"The Case for Inflation Stability ,"
CEPR Discussion Papers
4082, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Koeniger, Winfried, 2002.
"The Dynamics of Market Insurance, Insurable Assets, and Wealth Accumulation ,"
IZA Discussion Papers
615, Institute for the Study of Labor (IZA).
[Downloadable!]
Gregory Thwaites, .
"Optimal emerging market fiscal policy when trend output growth is unobserved ,"
Bank of England working papers
308, Bank of England.
[Downloadable!]
Paul Pichler, 2005.
"Evaluating Approximate Equilibria of Dynamic Economic Models ,"
Vienna Economics Papers
0510, University of Vienna, Department of Economics.
[Downloadable!]
Martin Møller Andreasen, 2008.
"Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model ,"
CREATES Research Papers
2008-43, School of Economics and Management, University of Aarhus.
[Downloadable!]
Kollmann, Robert, 2002.
"Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles ,"
CEPR Discussion Papers
3279, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Did you know? RePEc stands for Research Papers in Economics.
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