Solving DSGE models with a nonlinear moving average
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DOI: 10.1016/j.jedc.2013.06.014
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- Hong Lan & Alexander Meyer-Gohde, 2011. "Solving DSGE Models with a Nonlinear Moving Average," SFB 649 Discussion Papers SFB649DP2011-087, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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Cited by:
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
"Assessing DSGE model nonlinearities,"
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More about this item
Keywords
Perturbation; Nonlinear impulse response; DSGE; Solution methods; Volterra series;JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
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