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Citations for "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models"

by Ray C. Fair & John B. Taylor

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  1. Stephen J. Turnovsky, 2008. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Working Papers, University of Washington, Department of Economics UWEC-2008-09-FC, University of Washington, Department of Economics.
  2. Lawrence H. Goulder & Marc A. C. Hafstead & Roberton C. Williams III, 2014. "General Equilibrium Impacts of a Federal Clean Energy Standard," NBER Working Papers 19847, National Bureau of Economic Research, Inc.
  3. Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7236, C.E.P.R. Discussion Papers.
  4. Lawrence H. Goulder and Barry Eichengreen., 1989. "Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects," Economics Working Papers, University of California at Berkeley 89-110, University of California at Berkeley.
  5. Ray Fair, 2001. "On Modeling the Effects of Inflation Shocks," Yale School of Management Working Papers, Yale School of Management amz2576, Yale School of Management, revised 01 Aug 2007.
  6. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
  7. Dalton, Michael & O'Neill, Brian & Prskawetz, Alexia & Jiang, Leiwen & Pitkin, John, 2008. "Population aging and future carbon emissions in the United States," Energy Economics, Elsevier, Elsevier, vol. 30(2), pages 642-675, March.
  8. Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, Elsevier, vol. 56(7), pages 930-953, October.
  9. P R Agénor & D Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 73, Economics, The Univeristy of Manchester.
  10. David R.F. Love, 2007. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers, Brock University, Department of Economics 0704, Brock University, Department of Economics, revised Jun 2007.
  11. Volker Wieland (Goethe University Frankfurt) & Günter Coenen (European Central Bank), 2004. "Exchange Rate Policy and the Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2004, Society for Computational Economics 65, Society for Computational Economics.
  12. Simon Gilchrist & John C. Williams, 2001. "Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2001-07, Board of Governors of the Federal Reserve System (U.S.).
  13. David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers, Brock University, Department of Economics 0703, Brock University, Department of Economics, revised Sep 2007.
  14. Pierre‐Richard Agénor, 2011. "Schooling and Public Capital in a Model of Endogenous Growth," Economica, London School of Economics and Political Science, London School of Economics and Political Science, vol. 78(309), pages 108-132, January.
  15. Jon Faust & Ralph Tryon, 1995. "Block distributed methods for solving multi-country econometric models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 516, Board of Governors of the Federal Reserve System (U.S.).
  16. Marco M. Sorge, 2010. "A Note on Kalman Filter Approach To Solution of Rational Expectations Models," Bonn Econ Discussion Papers, University of Bonn, Germany bgse04_2010, University of Bonn, Germany.
  17. Alston, Julian M. & Fuller, Kate B. & Kaplan, Jonathan D. & Tumber, Kabir P., 2013. "Economic Consequences of Pierce’s Disease and Related Policy in the CaliforniaWinegrape Industry," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 38(2), August.
  18. Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
  19. Coenen, Günter & Wieland, Volker, 2003. "The Zero-Interest Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3895, C.E.P.R. Discussion Papers.
  20. Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker & Wilcox, David, 2006. "A quantitative exploration of the opportunistic approach to disinflation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(8), pages 1877-1893, November.
  21. Lawrence H. Goulder & Lawrence H. Summers, 1987. "Tax Policy, Asset Prices, and Growth: A General Equilibrium Analysis," NBER Working Papers 2128, National Bureau of Economic Research, Inc.
  22. David R.F. Love, 2008. "A Note on the Accuracy of Extended-Path Solution Methods for Dynamic General Equilibrium Economies," Working Papers, Brock University, Department of Economics 0801, Brock University, Department of Economics, revised Apr 2008.
  23. Lawrence H. Goulder & Marc A. C. Hafstead & Michael S. Dworsky, 2009. "Impacts of Alternative Emissions Allowance Allocation Methods under a Federal Cap-and-Trade Program," NBER Working Papers 15293, National Bureau of Economic Research, Inc.
  24. Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0078, National Bureau of Economic Research, Inc.
  25. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(1-2), pages 3-30, January.
  26. Bodenstein, Martin & Erceg, Christopher & Guerrieri, Luca, 2010. "The Effects of Foreign Shocks When Interest Rates Are at Zero," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8006, C.E.P.R. Discussion Papers.
  27. Hukkinen, Juhana & Viren, Matti, 1999. "Assessing the Forecasting Performance of a Macroeconomic Model," Journal of Policy Modeling, Elsevier, Elsevier, vol. 21(6), pages 753-768, November.
  28. Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero," CFS Working Paper Series 2003/13, Center for Financial Studies (CFS).
  29. Hukkinen, Juhana & Viren, Matti, 1998. "How to Evaluate the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers, Bank of Finland 5/1998, Bank of Finland.
  30. Jon Faust & Ralph Tryon, 1994. "A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 488, Board of Governors of the Federal Reserve System (U.S.).
  31. Emin M. Dinlersoz & Jeremy Greenwood, 2012. "The Rise and Fall of Unions in the U.S," NBER Working Papers 18079, National Bureau of Economic Research, Inc.
  32. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics 9708, The University of Texas at Austin, Center for Applied Research in Economics.
  33. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics, Department of Economics, University of Kent 9807, Department of Economics, University of Kent.
  34. Goulder, Lawrence H. & Hafstead, Marc A.C. & Dworsky, Michael, 2010. "Impacts of alternative emissions allowance allocation methods under a federal cap-and-trade program," Journal of Environmental Economics and Management, Elsevier, vol. 60(3), pages 161-181, November.
  35. Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David, 1998. "A robust method for simulating forward-looking models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(4), pages 489-501, April.
  36. Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2005. "Can a Real Business Cycle Model without price and wage stickiness explain UK real exchange rate behaviour?," Cardiff Economics Working Papers E2005/2, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2010.
  37. Melnikov, N.B. & O'Neill, B.C. & Dalton, M.G., 2012. "Accounting for household heterogeneity in general equilibrium economic growth models," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1475-1483.
  38. Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: a real-time assessment," Working Paper Series, European Central Bank 1582, European Central Bank.
  39. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003, Society for Computational Economics 114, Society for Computational Economics.
  40. Bovenberg, A.L. & Goulder, L.H., 1993. "Promoting investment under international capital mobility: An intertemporal general equilibrium analysis," Open Access publications from Tilburg University urn:nbn:nl:ui:12-152978, Tilburg University.
  41. Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco, 2010. "The role of macroeconomic policies in the global crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 69, Bank of Italy, Economic Research and International Relations Area.
  42. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association.
  43. Charemza, Wojciech & Makarova, Svetlana & Prytula, Yaroslav & Raskina, Julia & Vymyatnina, Yulia, 2009. "A small forward-looking inter-country model (Belarus, Russia and Ukraine)," Economic Modelling, Elsevier, Elsevier, vol. 26(6), pages 1172-1183, November.
  44. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 523-541.
  45. Simon Gilchrist & John C. Williams, 2000. "Putty-Clay and Investment: A Business Cycle Analysis," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 108(5), pages 928-960, October.
  46. Alexander Ludwig, 2004. "Improving Tatonnement Methods of Solving Heterogeneous Agent Models," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 04058, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  47. Zodrow, George R. & Diamond, John W., 2013. "Dynamic Overlapping Generations Computable General Equilibrium Models and the Analysis of Tax Policy: The Diamond–Zodrow Model," Handbook of Computable General Equilibrium Modeling, Elsevier, Elsevier.
  48. Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001, Society for Computational Economics 7, Society for Computational Economics.
  49. Arnulfo Rodríguez & Fidel González & Jesús R. González García, 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers, Banco de México 2007-05, Banco de México.
  50. Amman, Hans M. & Kendrick, David A., 1998. "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, Elsevier, vol. 58(2), pages 185-191, February.
  51. Mark A. Wynne, 1990. "The aggregate effects of temporary government purchases," Research Paper, Federal Reserve Bank of Dallas 9007, Federal Reserve Bank of Dallas.
  52. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 23, Money Macro and Finance Research Group.
  53. Javier Guillermo Gomez Pineda, 2003. "Wage Indexation, Inflation Inertia And The Cost Of Disinflation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  54. Hukkinen, Juhana & Viren, Matti, 1996. "Assessing the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers, Bank of Finland 23/1996, Bank of Finland.
  55. Gilli, Manfred & Pauletto, Giorgio, 1998. "Krylov methods for solving models with forward-looking variables," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(8-9), pages 1275-1289, August.
  56. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers, Latvijas Banka 2013/03, Latvijas Banka.
  57. John B. Taylor, 2000. "The Monetary Transmission Mechanism and the Evaluation of Monetary Policy Rules," Working Papers Central Bank of Chile, Central Bank of Chile 87, Central Bank of Chile.
  58. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005, Society for Computational Economics 402, Society for Computational Economics.
  59. Philippe THALMANN & Lawrence H. GOULDER & François DELORME, 1994. "Assessing the International Spillover Effects of Capital Income Taxation," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 9411, Université de Lausanne, Faculté des HEC, DEEP.
  60. Lawrence H. Goulder & Barry Eichengreen, 1989. "Savings Promotion, Investment Promotion, and International Competitiveness," NBER Chapters, in: Trade Policies for International Competitiveness, pages 5-52 National Bureau of Economic Research, Inc.
  61. Timothy J. Kehoe & David K. Levine, 1990. "The Economics of Indeterminacy in Overlapping Generations Models," Levine's Working Paper Archive 2193, David K. Levine.
  62. Karl Whelan, 1997. "Unemployment and the durational structure of exit rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1997-54, Board of Governors of the Federal Reserve System (U.S.).
  63. Javier Gómez Pineda, 2002. "Wage Indexation, Inflation Inertia, and The Cost of Disinflation," BORRADORES DE ECONOMIA 003770, BANCO DE LA REPÚBLICA.
  64. Oczkowski, Edward, 1993. "Price and quantity controlled agricultural markets and disequilibrium econometrics: A survey," Agricultural Economics, Blackwell, Blackwell, vol. 9(1), pages 53-87, July.
  65. Schmidt-Hebbel, Klaus & Serven, Luis, 1995. "Fiscal and monetary contraction in Chile : a rational-expectations approach," Policy Research Working Paper Series 1472, The World Bank.
  66. Fair Ray C, 2002. "On Modeling the Effects of Inflation Shocks," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 2(1), pages 1-21, April.
  67. Martin Bodenstein, 2009. "Trade Elasticity of Substitution and Equilibrium Dynamics," 2009 Meeting Papers, Society for Economic Dynamics 766, Society for Economic Dynamics.
  68. Karp, Larry & Paul, Thierry, 1998. "Labor adjustment and gradual reform: when is commitment important?," Journal of International Economics, Elsevier, Elsevier, vol. 46(2), pages 333-362, December.
  69. Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers, Yale School of Management ysm202, Yale School of Management, revised 24 Sep 2001.
  70. Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier, Elsevier.
  71. Coenen, Guenter & Wieland, Volker, 2003. "The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan," CFS Working Paper Series 2003/09, Center for Financial Studies (CFS).
  72. Jeffrey Sachs & Warwick J. McKibbin, 1985. "Macroeconomic Policies in the OECD and LDC External Adjustmemt," NBER Working Papers 1534, National Bureau of Economic Research, Inc.
  73. Cwik, Tobias & Wieland, Volker, 2010. "Keynesian government spending multipliers and spillovers in the euro area," Working Paper Series, European Central Bank 1267, European Central Bank.
  74. K K Tang, 1998. "Property Markets and Policies in an Intertemporal General Equilibrium Model," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics 1999-01, The Australian National University, Arndt-Corden Department of Economics, revised Jan 1999.
  75. Ludwig, Alexander, 2007. "The Gauss-Seidel-quasi-Newton method: A hybrid algorithm for solving dynamic economic models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(5), pages 1610-1632, May.
  76. Den Haan, Wouter J. & De Wind, Joris, 2012. "Nonlinear and stable perturbation-based approximations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(10), pages 1477-1497.
  77. Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0054, National Bureau of Economic Research, Inc.
  78. Arjan Kadareja, 2001. "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers 2001-20, CEPII research center.
  79. R. Golinelli & R. Rovelli, 2001. "Interest Rate Rules and Inflation Targeting in Three Transition Countries," Working Papers 429, Dipartimento Scienze Economiche, Universita' di Bologna.
  80. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1764, Econometric Society.
  81. Lucas, Deborah, 1999. "Price and interest rate dynamics induced by multiperiod contracts," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 10(2), pages 315-338.
  82. Tryggvi Thor Herbertsson & Anders Sørensen, . "Policy Rules for Exploitation of Renewable Resources: A Macroeconomic Perspective," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 96-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  83. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 27(2), pages 185-206, May.
  84. Lei Lei Song & John Freebairn, 2004. "ow Big Was the Effect of Budget Consolidation on the Australian Economy in the 1990s?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne wp2004n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  85. Boucekkine, Raouf, 1995. "An alternative methodology for solving nonlinear forward-looking models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 19(4), pages 711-734, May.
  86. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
  87. Yazid Dissou & Lilia Karnizova, 2012. "Emissions Cap or Emissions Tax? A Multi-sector Business Cycle Analysis," Working Papers, University of Ottawa, Department of Economics 1210E, University of Ottawa, Department of Economics.
  88. Jeffrey C. Fuhrer & C. Hoyt Bleakley, . "Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models," Computing in Economics and Finance 1997, Society for Computational Economics 35, Society for Computational Economics.
  89. Ray C. Fair, 1984. "Effect of Expected Future Government Deficits on Current Economic Activity," NBER Working Papers 1293, National Bureau of Economic Research, Inc.
  90. Janet L. Yellen, 2007. "John Taylor’s contributions to monetary theory and policy," Speech, Federal Reserve Bank of San Francisco 43, Federal Reserve Bank of San Francisco.
  91. Barrell, R. & Pina, A.M., 2000. "How Important are Automatic Stabilizers in Europe? A Stochastic Simulation Assessment," Economics Working Papers, European University Institute eco2000/2, European University Institute.
  92. Tucci, Marco P., 1997. "Adaptive control in the presence of time-varying parameters," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(1), pages 39-47, November.
  93. Jeffrey R. Campbell & Zvi Hercowitz, 2006. "Welfare implications of the transition to high household debt," Working Paper Series, Federal Reserve Bank of Chicago WP-06-27, Federal Reserve Bank of Chicago.
  94. Minford, Patrick, 2008. "Commentary on Economic Projections and Rules of Thumb for Monetary Policy (by Athanasios Orphanides and Volker Wieland)," Cardiff Economics Working Papers E2008/16, Cardiff University, Cardiff Business School, Economics Section.
  95. Schmidt-Hebbel, Klaus & Serven, Luis, 1992. "Dynamic response to foreign transfers and terms-of-trade shocks in open economies," Policy Research Working Paper Series 1061, The World Bank.
  96. Taylor, John B, 1983. "Union Wage Settlements during a Disinflation," American Economic Review, American Economic Association, American Economic Association, vol. 73(5), pages 981-93, December.
  97. Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009. "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, Springer, vol. 20(2), pages 265-291, April.
  98. Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope, 1998. "An algorithm competition: First-order iterations versus Newton-based techniques," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(8-9), pages 1291-1318, August.
  99. Javier Gómez & José Darío Uribe & Hernando Vargas, . "The Implementation of Inflation Targeting in Colombia," Borradores de Economia 202, Banco de la Republica de Colombia.
  100. Ray C. Fair & Arnold Zellner (ary), 1992. "The Cowles Commission approach, real business cycles theories, and New- Keynesian economics," Proceedings, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, pages 133-157.
  101. Paul D. McNelis, 2014. "Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe," Working Papers, Hong Kong Institute for Monetary Research 052014, Hong Kong Institute for Monetary Research.
  102. Lawrence H. Goulder, 1989. "Tax Policy, Housing Prices, and Housing Investment," NBER Working Papers 2814, National Bureau of Economic Research, Inc.
  103. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, Elsevier, vol. 48(1), pages 9-13, April.
  104. Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J., 2012. "Small noise methods for risk-sensitive/robust economies," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(4), pages 468-500.
  105. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation - New version," Borradores de Economia 198a, Banco de la Republica de Colombia.
  106. Sushanta Mallick, 2001. "Dynamics of Macroeconomic Adjustment with Growth: Some Simulation Results," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(1), pages 115-139.
  107. Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2005. "Rational expectations for large CGE models: A practical algorithm and a policy application," Economic Modelling, Elsevier, Elsevier, vol. 22(6), pages 1001-1019, December.
  108. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, Elsevier, vol. 14(2), pages 215-236, April.
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  113. Lars O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," NBER Working Papers 11392, National Bureau of Economic Research, Inc.
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  115. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc.
  116. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation - New version," Borradores de Economia 198nv, Banco de la Republica de Colombia.
  117. Fair Ray C, 2003. "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 7(4), pages 1-26, December.
  118. Ric D. Herbert & Peter Stemp, 2000. "Exploiting Model Structure to Solve the Dynamics of a Macro Model," CESifo Working Paper Series 266, CESifo Group Munich.
  119. Barrell, Ray & Dury, Karen & Hurst, Ian, 2003. "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, Elsevier, vol. 20(3), pages 507-527, May.
  120. Peter Hollinger, . "The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models," Computing in Economics and Finance 1996, Society for Computational Economics _026, Society for Computational Economics.
  121. Fregert, Klas, 1999. "Relative wage setting, contracts and unemployment during the deflations of 1920-22 and 1931-34 in Sweden," Working Papers, Lund University, Department of Economics 1999:2, Lund University, Department of Economics, revised 21 Apr 1999.
  122. Francisco A. Gallego & Klaus Schmidt-Hebbel & Luis Servén, 2004. "General Equilibrium Dynamics of External Shocks and Policy Changes in Chile," Working Papers Central Bank of Chile, Central Bank of Chile 271, Central Bank of Chile.
  123. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers, Hong Kong Institute for Monetary Research 012002, Hong Kong Institute for Monetary Research.
  124. Lei Lei Song & John Freebairn & Don Harding, 2001. "Policy Options to Reduce Unemployment: TRYM Simulations," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne wp2001n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  125. Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers, Society for Economic Dynamics 280, Society for Economic Dynamics.
  126. Herrera Revuelta, Julio, 1997. "Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 39-66, Junio.
  127. Nicholas Carlozzi & John B. Taylor, 1983. "International Capital Mobility and the Coordination of Monetary Rules," NBER Working Papers 1242, National Bureau of Economic Research, Inc.
  128. Chao Wei, 2003. "Energy, the Stock Market, and the Putty-Clay Investment Model," American Economic Review, American Economic Association, American Economic Association, vol. 93(1), pages 311-323, March.
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