Solving SDGE Models: A New Algorithm for the Sylvester Equation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank, Research Department.
References listed on IDEAS
- Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996.
"Mechanics of forming and estimating dynamic linear economies,"
Handbook of Computational Economics,in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 4, pages 171-252
- Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994. "Mechanics of forming and estimating dynamic linear economies," Staff Report 182, Federal Reserve Bank of Minneapolis.
- Laxton, Douglas & Pesenti, Paolo, 2003.
"Monetary rules for small, open, emerging economies,"
Journal of Monetary Economics,
Elsevier, vol. 50(5), pages 1109-1146, July.
- Douglas Laxton & Paolo Pesenti, 2003. "Monetary Rules for Small, Open, Emerging Economies," NBER Working Papers 9568, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
- Gomme, Paul & Klein, Paul, 2011.
"Second-order approximation of dynamic models without the use of tensors,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(4), pages 604-615, April.
- 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 28 Apr 2010.
- Junior Maih, 2014.
"Efficient Perturbation Methods for Solving Regime-Switching DSGE Models,"
No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Junior Maih, 2015. "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper 2015/01, Norges Bank.
- Alena Bicakova & Kamil Dybczak & Ales Krejdl & Jiri Slacalek & Michal Slavik, 2007. "CNB Economic Research Bulletin: Fiscal Policy and its Sustainability," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 5, number rb05/2 edited by Ian Babetskii & Vladimir Bezdek, June.
- Martin M. Andreasen, 2010.
"How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models,"
CREATES Research Papers
2010-63, Department of Economics and Business Economics, Aarhus University.
- Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
- Hong Lan & Alexander Meyer-Gohde, 2012.
"Existence and Uniqueness of Perturbation Solutions to DSGE Models,"
SFB 649 Discussion Papers
SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
- Ian Babetskii & Ales Bulir & Fabrizio Coricelli & Jan Filacek & Michal Franta & Roman Horvath & Branislav Saxa & Katerina Smidkova, 2008. "CNB Economic Research Bulletin: Ten Years of Inflation Targeting," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 6, number rb06/1 edited by Ian Babetskii & Katerina Smidkova, June.
- Andrew Binning, 2013. "Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution," Working Paper 2013/18, Norges Bank.
More about this item
Keywordsstochastic dynamic general equilibrium models; high-order permutations; computational algorithms;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:25:y:2005:i:1:p:167-187. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .