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Citations for "Solving dynamic equilibrium models by a method of undetermined coefficients"

by Lawrence J. Christiano

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  1. Ippei Fujiwara, 2008. "Growth Expectation," IMES Discussion Paper Series 08-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  2. Robert J. Vigfusson, 2004. "The delayed response to a technology shock: a flexible price explanation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 810, Board of Governors of the Federal Reserve System (U.S.).
  3. Richard Mash, 2003. "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers 173, University of Oxford, Department of Economics.
  4. Alexander Meyer-Gohde, 2007. "Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily," SFB 649 Discussion Papers SFB649DP2007-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Dennis, Richard, 2004. "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(8), pages 1635-1660, June.
  6. Eichenbaum, Martin & Fisher, Jonas D M, 2005. "Fiscal Policy in the Aftermath of 9/11," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 37(1), pages 1-22, February.
  7. Cwik, Tobias & Mueller, Gernot & Schmidt, Sebastian & Wieland, Volker & Wolters, Maik H, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8814, C.E.P.R. Discussion Papers.
  8. Altig, David E & Christiano, Lawrence J. & Eichenbaum, Martin & Lindé, Jesper, 2005. "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4858, C.E.P.R. Discussion Papers.
  9. Phillips, Kerk L., 2010. "A Dynamic General Equilibrium Analysis of Japanese & Korean Immigration," MPRA Paper 23501, University Library of Munich, Germany.
  10. Kenneth Beauchemin & Murat Tasci, 2008. "Diagnosing labor market search models: a multiple-shock approach," Working Paper 0813, Federal Reserve Bank of Cleveland.
  11. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(12), pages 1909-1930.
  12. Christiano, Lawrence J. & Vigfusson, Robert J., 2003. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(4), pages 789-815, May.
  13. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5207, C.E.P.R. Discussion Papers.
  14. Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers, Banco de Portugal, Economics and Research Department w200907, Banco de Portugal, Economics and Research Department.
  15. Pedro Pablo Alvarez Lois, 2000. "Endogenous capacity utilization and the asymmetric effects of monetary policy," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 469.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  16. Jung, YongSeung & Yun, Tack, 2005. "Monetary Policy Shocks, Inventory Dynamics, and Price-Setting Behavior," Santa Cruz Department of Economics, Working Paper Series qt3sf4q6nn, Department of Economics, UC Santa Cruz.
  17. Stefano Neri, 2004. "Monetary policy and stock prices: theory and evidence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 513, Bank of Italy, Economic Research and International Relations Area.
  18. David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"," Technical Appendices, Review of Economic Dynamics 09-191, Review of Economic Dynamics.
  19. Craig Burnside & Martin Eichenbaum & Jonas D.M. Fisher, 2000. "Assessing the Effects of Fiscal Shocks," NBER Working Papers 7459, National Bureau of Economic Research, Inc.
  20. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper 9901, Federal Reserve Bank of Cleveland.
  21. Dressler, Scott J. & Li, Victor E., 2009. "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(4), pages 970-984, April.
  22. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers, Latvijas Banka 2013/03, Latvijas Banka.
  23. Daniele Coen-Pirani, 2004. "Markups, Aggregation, and Inventory Adjustment," American Economic Review, American Economic Association, American Economic Association, vol. 94(5), pages 1328-1353, December.
  24. Enrique Martinez-Garcia, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 02, Federal Reserve Bank of Dallas.
  25. Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2004. "The Great Depression and the Friedman-Schwartz hypothesis," Working Paper Series, European Central Bank 0326, European Central Bank.
  26. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers, Concordia University, Department of Economics 09004, Concordia University, Department of Economics, revised 28 Apr 2010.
  27. DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(3), pages 538-553, March.
  28. Craig Burnside & Martin Eichenbaum & Jonas D.M. Fisher, 1999. "Fiscal shocks in an efficiency wage model," Working Paper Series, Federal Reserve Bank of Chicago WP-99-19, Federal Reserve Bank of Chicago.
  29. Amberger, Korie, 2013. "The Role of Capital on Noise Shocks," MPRA Paper 46483, University Library of Munich, Germany.
  30. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers, Society for Economic Dynamics 141, Society for Economic Dynamics.
  31. Burnside, Craig & Eichenbaum, Martin & Fisher, Jonas D. M., 2004. "Fiscal shocks and their consequences," Journal of Economic Theory, Elsevier, Elsevier, vol. 115(1), pages 89-117, March.
  32. Bradford, Scott C. & Phillips, Kerk L., 2008. "The Economic Reunification of Korea: A Dynamic General Equilibrium Model," MPRA Paper 23550, University Library of Munich, Germany.
  33. Raphael Bergoeing & Norman Loayzaw & Andrea Repetto, 2004. "Slow Recoveries," NBER Working Papers 10584, National Bureau of Economic Research, Inc.
  34. Dennis, Richard, 2007. "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 11(01), pages 31-55, February.
  35. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle dating," Working Paper 0612, Federal Reserve Bank of Cleveland.
  36. Lombardo, Giovanni & Sutherland, Alan, 2005. "Computing second-order-accurate solutions for rational expectation models using linear solution methods," Working Paper Series, European Central Bank 0487, European Central Bank.
  37. Alexopoulos, Michelle, 2007. "A monetary business cycle model with unemployment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(12), pages 3904-3940, December.
  38. Bodenstein, Martin, 2011. "Closing large open economy models," Journal of International Economics, Elsevier, Elsevier, vol. 84(2), pages 160-177, July.
  39. Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers, Netherlands Central Bank, Research Department 142, Netherlands Central Bank, Research Department.
  40. Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2008. "Shocks, structures or monetary policies? The Euro Area and US after 2001," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(8), pages 2476-2506, August.
  41. Michel Juillard & Tarik Ocaktan, 2008. "Méthodes de simulation des modèles stochastiques d'équilibre général," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 183(2), pages 115-126.
  42. repec:ebl:ecbull:v:7:y:2005:i:2:p:1-8 is not listed on IDEAS
  43. Raphael Bergoeing & Facundo Piguillem, 2004. "Innovations in productivity and plant dynamics," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile 184, Centro de Economía Aplicada, Universidad de Chile.
  44. Challe, E. & Giannitsarou, C., 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," Working papers, Banque de France 330, Banque de France.
  45. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 257-279, May.
  46. Raphael Bergoeing & Facundo Piguillem, 2003. "Innovaciones en productividad y dinámica de plantas," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(2), pages 3-32, December.
  47. Keith Sill & Jeffrey Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
  48. Peng-fei Wang & Yi Wen, 2006. "Solving linear difference systems with lagged expectations by a method of undetermined coefficients," Working Papers, Federal Reserve Bank of St. Louis 2006-003, Federal Reserve Bank of St. Louis.
  49. Liu, Lin & Hussain, Syed, 2013. "Understanding the Sims-Cogley-Nason Approach in A Finite Sample," MPRA Paper 53118, University Library of Munich, Germany.
  50. Beaubrun-Diant, Kevin, 2005. "Can a Time-to-Plan Model explain The Equity Premium Puzzle," Economics Papers from University Paris Dauphine 123456789/1862, Paris Dauphine University.
  51. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers, University of California, Davis, Department of Economics 623, University of California, Davis, Department of Economics.
  52. Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(11), pages 1885-1913, November.
  53. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle accounting," Working Paper Series, Federal Reserve Bank of Chicago WP-06-10, Federal Reserve Bank of Chicago.
  54. Ryne Belliston & Scott Bradford & Kerk L. Phillips, 2014. "The Dynamic Effects of Changes to Japanese Immigration Policy," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory 2014-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  55. Anna Kormilitsina, 2013. "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 41(4), pages 525-555, April.