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Houtan Bastani

Personal Details

First Name:Houtan
Middle Name:
Last Name:Bastani
Suffix:
RePEc Short-ID:pba655
[This author has chosen not to make the email address public]
http://www.dynare.org/houtan
CEPREMAP 48 boulevard Jourdan 75014 Paris France
+33 1 80 52 13 64

Affiliation

Centre pour la Recherche Économique et ses Applications (CEPREMAP)

Paris, France
http://www.cepremap.fr/
RePEc:edi:ceprefr (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," PSE Working Papers hal-04219920, HAL.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," Working Papers hal-04219920, HAL.
  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.
  3. Houtan Bastani & Luca Guerrieri, 2008. "On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models," International Finance Discussion Papers 920, Board of Governors of the Federal Reserve System (U.S.).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," PSE Working Papers hal-04219920, HAL.
    • Stéphane Adjemian & Houtan Bastani & Michel Juillard & Frédéric Karamé & Ferhat Mihoubi & Willi Mutschler & Johannes Pfeifer & Marco Ratto & Sébastien Villemot & Normann Rion, 2023. "Dynare: Reference Manual Version 5," Working Papers hal-04219920, HAL.

    Cited by:

    1. Ferri, Javier & Herranz-Baez, Francisca, 2024. "Government expenditure and the housing puzzle: Unpacking mechanisms," Economic Modelling, Elsevier, vol. 140(C).
    2. Gantert, Konstantin, 2022. "The impact of active aggregate demand on utilisation-adjusted TFP," IWH Discussion Papers 9/2022, Halle Institute for Economic Research (IWH).
    3. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables," Russian Journal of Money and Finance, Bank of Russia, vol. 84(3), pages 63-93, September.
    4. Gaygysyz Guljanov & Willi Mutschler & Mark Trede, 2022. "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," CQE Working Papers 10122, Center for Quantitative Economics (CQE), University of Muenster.
    5. William Gatt, 2022. "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers WP/05/2022, Central Bank of Malta.
    6. Peter Karadi & Anton Nakov & Galo Nuño & Ernesto Pastén & Dominik Thaler, 2024. "Strike while the Iron is Hot - Optimal Monetary Policy with a Nonlinear Phillips Curve," Working Papers Central Bank of Chile 1025, Central Bank of Chile.
    7. Karadi, Peter & Nakov, Anton & Nuño, Galo & Pasten, Ernesto & Thaler, Dominik, 2025. "Strike while the iron is hot – optimal monetary policy under state-dependent pricing," Working Paper Series 3068, European Central Bank.
    8. Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
    9. del Río, Fernando & Lores, Francisco-Xavier, 2023. "Accounting for the role of investment frictions in recessions," MPRA Paper 116024, University Library of Munich, Germany.

  2. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Maih, Junior & Mihoubi, Ferhat & Mutschler, Willi & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébasti, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Mar 2021.

    Cited by:

    1. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers 12-24, Federal Reserve Bank of Philadelphia.
    2. Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2017. "Credit crunches from occasionally binding bank borrowing constraints," EconStor Preprints 168441, ZBW - Leibniz Information Centre for Economics.
    3. Michael T. Kiley, 2015. "What Can the Data Tell Us About the Equilibrium Real Interest Rate?," Finance and Economics Discussion Series 2015-77, Board of Governors of the Federal Reserve System (U.S.).
    4. Jaccard, Ivan, 2022. "The trade-off between public health and the economy in the early stage of the COVID-19 pandemic," Working Paper Series 2690, European Central Bank.
    5. Christoph Görtz & John D. Tsoukalas, 2013. "Sector Specific News Shocks in Aggregate and Sectoral Fluctuations," CESifo Working Paper Series 4269, CESifo.
    6. Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    7. Paul Kitney, 2015. "Does the central bank respond to credit market factors? A Bayesian DSGE approach," CAMA Working Papers 2015-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    8. Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
    9. Gelain, Paolo & Guerrazzi, Marco, 2014. "A demand-driven search model with self-fulfilling expectations: The new `Farmerian' framework under scrutiny," MPRA Paper 55773, University Library of Munich, Germany.
    10. Anella Munro, 2014. "Exchange Rates, Expected Returns and Risk: UIP Unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. SENBETA, Sisay Regassa, 2013. "Foreign exchange constraints and macroeconomic dynamics in a small open economy," Working Papers 2013023, University of Antwerp, Faculty of Business and Economics.
    12. Guo, Lingyi & Xu, Wenli & Xu, Kun, 2016. "中国财政政策调整的宏观经济效应——基于消费者异质性的新凯恩斯模型 [The effect of Fiscal Consolidations on Chinese Maroeconomies——Based on The NK Model with Cosummer’s Heterogenicity]," MPRA Paper 69170, University Library of Munich, Germany.
    13. Marek Jarocinski & Albert Marcet, 2015. "Priors about Observables in Vector Autoregressions," Working Papers 684, Barcelona School of Economics.
    14. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
    15. Marto, Ricardo, 2013. "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," MPRA Paper 55647, University Library of Munich, Germany.
    16. Daniel Němec & Zuzana Machová & Igor Kotlán & Eva Kotlánová & Christiana Kliková, 2022. "Corruption in Public Administration as a Brake on Transition to Industry 4.0," SAGE Open, , vol. 12(1), pages 21582440221, March.
    17. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
    18. Alain Gabler, 2014. "Relative Price Fluctuations in a Two-Sector Model with Imperfect Competition," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 474-483, July.
    19. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Financial frictions and the extensive margin of activity," Research in Economics, Elsevier, vol. 69(4), pages 525-554.
    20. Stylianos Asimakopoulos & James Malley & Konstantinos Angelopoulos, 2014. "Tax smoothing in a business cycle model with capital-skill complementarity," Discussion Papers 2014/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    21. Konstantinos Angelopoulos & Stylianos Asimakopoulos & James Malley, 2014. "Optimal progressive taxation in a model with endogenous skill supply," Working Papers 2014_07, Business School - Economics, University of Glasgow.
    22. Fabio Verona & Maik H. Wolters, 2013. "Sticky Information Models in Dynare," CEF.UP Working Papers 1306, Universidade do Porto, Faculdade de Economia do Porto.
    23. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris Nanterre, EconomiX.
    24. Sumru Altug & Serdar Kabaca & Meltem Poyraz, 2011. "Search Frictions, Financial Frictions and Labor Market Fluctuations in Emerging Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1136, Koc University-TUSIAD Economic Research Forum.
    25. Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013. "Inflation Dynamics During the Financial Crisis," 2013 Meeting Papers 826, Society for Economic Dynamics.
    26. Paul Levine, 2012. "Monetary policy in an uncertain world: probability models and the design of robust monetary rules," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
    27. Jan in 't Veld & Andrea Pagano & Rafal Raciborski & Marco Ratto & Werner Roeger, 2012. "Imbalances and rebalancing scenarios in an estimated structural model for Spain," European Economy - Economic Papers 2008 - 2015 458, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    28. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers 2013/03, Latvijas Banka.
    29. Grégory Levieuge & Jean-Guillaume Sahuc, 2021. "Downward Interest Rate Rigidity," Working papers 828, Banque de France.
    30. Fanny Henriet & Nicolas Maggiar & Schubert, K., 2014. "A stylized applied energy-economy model for France," Working papers 478, Banque de France.
    31. Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
    32. Joris de Wind, 2017. "SMOOTHIES: A Toolbox for the Exact Nonlinear and Non-Gaussian Kalman Smoother," CPB Discussion Paper 360, CPB Netherlands Bureau for Economic Policy Analysis.
    33. Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
    34. Junior Maih, 2014. "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    35. Engin Kara & Jasmin Sin, 2013. "Liquidity, Quantitative Easing and Optimal Monetary Policy," Bristol Economics Discussion Papers 13/635, School of Economics, University of Bristol, UK.
    36. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2017. "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models," Econometrica, Econometric Society, vol. 85, pages 991-1012, May.
    37. Simone Meier, 2013. "Financial Globalization and Monetary Transmission," Working Papers 2013-03, Swiss National Bank.
    38. Nicolas Petrosky-Nadeau & Lu Zhang, 2013. "Solving the DMP Model Accurately," NBER Working Papers 19208, National Bureau of Economic Research, Inc.
    39. Kienzler, Daniel, 2012. "Long-term Unemployment over the Business Cycle, Skill Loss, and Monetary Policy," Working Papers on Finance 1205, University of St. Gallen, School of Finance.
    40. Braun, Sebastian Till & Weber, Henning, 2016. "How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany," Discussion Papers 05/2016, Deutsche Bundesbank.
    41. Andr�s Gonz�lez & Sergio Ocampo & Juli�n P�rez & Diego Rodr�guez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 9870, Banco de la Republica.
    42. Barbara Annicchiarico & Fabio di Dio, 2013. "Environmental Policy and Macroeconomic Dynamics in a New Keynesian Model," CEIS Research Paper 286, Tor Vergata University, CEIS, revised 30 Sep 2013.
    43. Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
    44. Hashmat Khan & Abeer Reza, 2013. "House Prices and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics, revised 14 Sep 2016.
    45. Andrey Polbin, 2014. "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 3-29.
    46. Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," EconomiX Working Papers 2014-6, University of Paris Nanterre, EconomiX.
    47. Michael T. Kiley & Jae W. Sim, 2015. "Optimal Monetary and Macroprudential Policies: Gains and Pitfalls in a Model of Financial Intermediation," Finance and Economics Discussion Series 2015-78, Board of Governors of the Federal Reserve System (U.S.).
    48. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
    49. Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
    50. Hüseyin Taştan & Bekir Aşık, 2014. "A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 3(2), pages 27-50, May.
    51. Punnoose Jacob & Gert Peersman, 2013. "Dissecting the dynamics of the US trade balance in an estimated equilibrium model," Reserve Bank of New Zealand Discussion Paper Series DP2013/04, Reserve Bank of New Zealand.
    52. Viktors Ajevskis, 2014. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Working Papers 2014/01, Latvijas Banka.
    53. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
    54. Igor Kotlán & Daniel Němec & Eva Kotlánová & Petr Skalka & Rudolf Macek & Zuzana Machová, 2021. "European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
    55. Michael T. Kiley, 2014. "Policy Paradoxes in the New Keynesian Model," Finance and Economics Discussion Series 2014-29, Board of Governors of the Federal Reserve System (U.S.).
    56. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
    57. Konstantinos Angelopoulos & Andrea Benecchi & James Malley, 2017. "Can subsidising job-related training reduce inequality?," Working Papers 2017_10, Business School - Economics, University of Glasgow.
    58. Ginters Buss, 2016. "Financial frictions in Latvia," Empirical Economics, Springer, vol. 51(2), pages 547-575, September.
    59. Bjørnar Karlsen Kivedal, 2013. "A New Keynesian Framework and Wage and Price Dynamics in the US," Working Paper Series 15113, Department of Economics, Norwegian University of Science and Technology.
    60. Yannick Kalantzis & Kenza Benhima & Philippe Bacchetta, 2012. "Capital Controls with International Reserve Accumulation: Can this Be Optimal?," 2012 Meeting Papers 448, Society for Economic Dynamics.
    61. Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," EconomiX Working Papers 2025-1, University of Paris Nanterre, EconomiX.
    62. Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2014. "The Effects of Government Spending in a Small Open Economy within a Monetary Union," Research Technical Papers 12/RT/14, Central Bank of Ireland.
    63. Jan in't Veld & Robert Kollmann & Marco Ratto & Werner Roeger & Lukas Vogel, 2014. "What drives the German current account? and how does it affect other EU member states?," Globalization Institute Working Papers 176, Federal Reserve Bank of Dallas.
    64. Christoph Görtz & John D. Tsoukalas, 2013. "News shocks and business cycles: bridging the gap from different methodologies," Working Papers 2013_25, Business School - Economics, University of Glasgow.
    65. Robert Kollmann, 2014. "Exchange rates dynamics with long-run risk and recursive preferences," Globalization Institute Working Papers 212, Federal Reserve Bank of Dallas.
    66. Cheng, Gong, 2011. "A Growth Perspective on Foreign Reserve Accumulation," MPRA Paper 46668, University Library of Munich, Germany, revised 01 Mar 2013.
    67. Stephen Burgess & Emilio Fernandez-Corugedo & Charlotta Groth & Richard Harrison & Francesca Monti & Konstantinos Theodoridis & Matt Waldron, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
    68. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    69. Pawel Baranowski & Mariusz Gorajski & Maciej Malaczewski & Grzegorz Szafranski, 2013. "Inflation in Poland under state-dependent pricing," Discussion Papers 83, Aboa Centre for Economics.
    70. Ginters Buss, 2014. "Financial Frictions in a DSGE Model for Latvia," Working Papers 2014/02, Latvijas Banka.
    71. Ginters Buss, 2015. "Search-and-Matching Frictions and Labour Market Dynamics in Latvia," Working Papers 2015/04, Latvijas Banka.
    72. Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
    73. Daragh Clancy & Rossana Merola, 2016. "ÉIRE Mod: A DSGE Model for Ireland," The Economic and Social Review, Economic and Social Studies, vol. 47(1), pages 1-31.
    74. SENBETA, Sisay Regassa, 2013. "Informality and macroeconomic fluctuations: A small open economy New Keynesian DSGE model with dual labour markets," Working Papers 2013002, University of Antwerp, Faculty of Business and Economics.
    75. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    76. Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
    77. Lilia Maliar & Serguei Maliar & Sébastien Villemot, 2013. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 307-325, October.
    78. Hong Lan, 2018. "Comparing Solution Methods for DSGE Models with Labor Market Search," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 1-34, January.
    79. Tom Holden, 2012. "Medium-frequency cycles and the remarkable near trend-stationarity of output," School of Economics Discussion Papers 1412, School of Economics, University of Surrey.
    80. Punnoose Jacob & Martin Wong, 2018. "Estimating the NAIRU and the Natural Rate of Unemployment for New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2018/04, Reserve Bank of New Zealand.
    81. Jan in't Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger, 2014. "International capital flows and the boom-bust cycle in Spain," Globalization Institute Working Papers 181, Federal Reserve Bank of Dallas.
    82. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
    83. William D. Craighead, 2012. "Monetary Rules and Sectoral Unemployment in Open Economies," Wesleyan Economics Working Papers 2012-001, Wesleyan University, Department of Economics.
    84. Hall, Jamie, 2012. "Consumption dynamics in general equilibrium," MPRA Paper 43933, University Library of Munich, Germany.
    85. Klima, Grzegorz & Retkiewicz-Wijtiwiak, Kaja, 2014. "On automatic derivation of first order conditions in dynamic stochastic optimisation problems," MPRA Paper 55612, University Library of Munich, Germany.
    86. Vogel, Lukas & Hohberger, Stefan & Priftis, Romanos, 2017. "The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168060, Verein für Socialpolitik / German Economic Association.
    87. Daniel Němec, 2013. "Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 021-041, March.
    88. Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
    89. Óscar Ávila-Montealegre & Juan J. Ospina-Tejeiromario & Mario A. Ramos-Veloza, 2025. "Macroeconomic Effects of Healthcare Financing in Colombia," Hacienda Pública Española / Review of Public Economics, IEF, vol. 254(3), pages 59-85, September.
    90. Kollmann, Robert, 2017. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models," CEPR Discussion Papers 12262, C.E.P.R. Discussion Papers.
    91. Ahmed, Shahzad & Pasha, Farooq, 2014. "The Role of Money in Explaining Business Cycles for a Developing Economy: The Case of Pakistan," MPRA Paper 55262, University Library of Munich, Germany, revised 11 Apr 2014.
    92. Miguel Casares & Hashmat Khan & Jean-Christophe Poutineau, 2018. "A Structural Analysis of US Entry and Exit Dynamics," Carleton Economic Papers 18-02, Carleton University, Department of Economics.
    93. Vargas, Jose P Mauricio, 2012. "To be or not to be informal?: A Structural Simulation," MPRA Paper 41290, University Library of Munich, Germany.
    94. Andrés González & Sergio Ocampo & Diego Rodr�guez & Norberto Rodr�guez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 218-272.
    95. Brendan Epstein & Alan Finkelstein Shapiro, 2014. "Employment and Firm Heterogeneity, Capital Allocation, and Countercyclical Labor Market Policies," International Finance Discussion Papers 1115, Board of Governors of the Federal Reserve System (U.S.).
    96. Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
    97. Michael T. Kiley, 2012. "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series 2012-54, Board of Governors of the Federal Reserve System (U.S.).
    98. Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.
    99. Craighead, William, 2017. "Intermediate Goods and Exchange Rate Disconnect," MPRA Paper 83075, University Library of Munich, Germany.
    100. Nida Çakir Melek & Michael Plante & Mine K. Yücel, 2017. "The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis," NBER Working Papers 23818, National Bureau of Economic Research, Inc.
    101. Sumru Altug & Serdar Kabaca, 2014. "Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets," Staff Working Papers 14-35, Bank of Canada.
    102. Falagiarda, Matteo, 2013. "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper 49457, University Library of Munich, Germany.
    103. James Malley & Apostolis Philippopoulos & Jim Malley, 2022. "The Macroeconomic Effects of Funding U.S. Infrastructure," CESifo Working Paper Series 9530, CESifo.
    104. Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
    105. Rivera Moreno, Pablo Nebbi & Triana Montaño, Karol Lorena, 2022. "Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis," Dynare Working Papers 74, CEPREMAP.

  3. Houtan Bastani & Luca Guerrieri, 2008. "On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models," International Finance Discussion Papers 920, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
    2. Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2012. "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers 12-2012, Singapore Management University, School of Economics.
    3. Adolfson, Malin & Lindé, Jesper, 2011. "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series 251, Sveriges Riksbank (Central Bank of Sweden).
    4. Skaug, Hans J. & Yu, Jun, 2014. "A flexible and automated likelihood based framework for inference in stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 642-654.
    5. Cristian Homescu, 2011. "Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance," Papers 1107.1831, arXiv.org.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2008-04-12 2022-01-17

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