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Alexander Meyer-Gohde

Personal Details

First Name:Alexander
Middle Name:
Last Name:Meyer-Gohde
Suffix:
RePEc Short-ID:pme248
[This author has chosen not to make the email address public]
https://www.meyer-gohde.com/
Terminal Degree:2010 Fachgebiet Makroökonomie; Fakultät Wirtschaft und Management; Technische Universität Berlin (from RePEc Genealogy)

Affiliation

(98%) Abteilung Geld und Währung
Fachbereich Wirtschaftswissenschaft
Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany
http://www.wiwi.uni-frankfurt.de/money/
RePEc:edi:agffmde (more details at EDIRC)

(1%) Fachbereich Volkswirtschaftslehre
Universität Hamburg

Hamburg, Germany
https://www.wiso.uni-hamburg.de/fachbereich-vwl.html
RePEc:edi:fwhamde (more details at EDIRC)

(1%) Institut für Wirtschaftstheorie II
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://www.wiwi.hu-berlin.de/institute/wt2/
RePEc:edi:i2hubde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," IMFS Working Paper Series 217, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  2. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  3. Huber, Johannes & Meyer-Gohde, Alexander & Saecker, Johanna, 2023. "Solving linear DSGE models with structure-preserving doubling methods," IMFS Working Paper Series 195, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  4. Meyer-Gohde, Alexander, 2023. "Solving linear DSGE models with Bernoulli iterations," IMFS Working Paper Series 182, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  5. Meyer-Gohde, Alexander, 2023. "Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers," IMFS Working Paper Series 193, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  6. Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  7. Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  8. Meyer-Gohde, Alexander & Saecker, Johanna, 2022. "Solving linear DSGE models with Newton methods," IMFS Working Paper Series 174, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  9. Meyer-Gohde, Alexander, 2021. "On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing," IMFS Working Paper Series 154, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  10. Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  11. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  12. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  13. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  14. Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
  15. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  16. König, Philipp & Meyer-Gohde, Alexander, 2014. "Strategic complementarities and nominal rigidities," SFB 649 Discussion Papers 2014-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  17. König, Philipp & Meyer-Gohde, Alexander, 2014. "Strategic complementarities and nominal rigidities," SFB 649 Discussion Papers 2014-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  18. Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  19. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  20. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  21. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  22. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  23. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
  24. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  25. Meyer-Gohde, Alexander, 2011. "Sticky information and determinacy," SFB 649 Discussion Papers 2011-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  26. Meyer-Gohde, Alexander, 2011. "Sticky information and determinacy," SFB 649 Discussion Papers 2011-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  27. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  28. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  29. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  30. Meyer-Gohde, Alexander, 2008. "The natural rate hypothesis and real determinacy," SFB 649 Discussion Papers 2008-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  31. Meyer-Gohde, Alexander, 2008. "The natural rate hypothesis and real determinacy," SFB 649 Discussion Papers 2008-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  32. Meyer-Gohde, Alexander, 2007. "Solving linear rational expectations models with lagged expectations quickly and easily," SFB 649 Discussion Papers 2007-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  33. Meyer-Gohde, Alexander, 2007. "Solving linear rational expectations models with lagged expectations quickly and easily," SFB 649 Discussion Papers 2007-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    repec:hum:wpaper:sfb649dp2017-017 is not listed on IDEAS
    repec:hum:wpaper:sfb649dp2014-034 is not listed on IDEAS
    repec:hum:wpaper:sfb649dp2011-049 is not listed on IDEAS

Articles

  1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," Economics Letters, Elsevier, vol. 253(C).
  2. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
  3. Meyer-Gohde, Alexander & Saecker, Johanna, 2024. "Solving linear DSGE models with Newton methods," Economic Modelling, Elsevier, vol. 133(C).
  4. Broemel Roland & Meyer-Gohde Alexander & Wieland Volker, 2023. "Der digitale Euro: Chancen und Risiken einer digitalen Notenbankwährung," Wirtschaftsdienst, Sciendo, vol. 103(12), pages 801-806, December.
  5. Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
  6. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
  7. König, Philipp J. & Meyer-Gohde, Alexander, 2017. "Decoupling nominal and real rigidities," Economics Letters, Elsevier, vol. 156(C), pages 129-132.
  8. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.
  9. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
  10. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
  11. Meyer-Gohde, Alexander, 2010. "Linear rational-expectations models with lagged expectations: A synthetic method," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 984-1002, May.

Software components

  1. Alexander Meyer-Gohde, 2014. "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes 200, Quantitative Macroeconomics & Real Business Cycles, revised 2017.
  2. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
  3. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles.
  4. Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013.
  5. Alexander Meyer-Gohde, 2010. "Matlab code for one-sided HP-filters," QM&RBC Codes 181, Quantitative Macroeconomics & Real Business Cycles.
  6. Alexander Meyer-Gohde, 2007. "Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily," QM&RBC Codes 171, Quantitative Macroeconomics & Real Business Cycles, revised Apr 2010.

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. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," IMFS Working Paper Series 217, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," Economics Letters, Elsevier, vol. 253(C).

  2. Huber, Johannes & Meyer-Gohde, Alexander & Saecker, Johanna, 2023. "Solving linear DSGE models with structure-preserving doubling methods," IMFS Working Paper Series 195, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," IMFS Working Paper Series 217, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.

  3. Meyer-Gohde, Alexander, 2023. "Solving linear DSGE models with Bernoulli iterations," IMFS Working Paper Series 182, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," IMFS Working Paper Series 217, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
    3. Meyer-Gohde, Alexander, 2023. "Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers," IMFS Working Paper Series 193, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  4. Meyer-Gohde, Alexander, 2023. "Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers," IMFS Working Paper Series 193, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.

  5. Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Loisel, Olivier, 2024. "Stabilization policy and lags," Journal of Mathematical Economics, Elsevier, vol. 111(C).

  6. Meyer-Gohde, Alexander & Saecker, Johanna, 2022. "Solving linear DSGE models with Newton methods," IMFS Working Paper Series 174, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
    2. Chunbing Cai & Jordan Roulleau-Pasdeloup & Zhongxi Zheng, 2025. "Endogenous Persistence at the Effective Lower Bound," Papers 2501.06473, arXiv.org, revised Sep 2025.
    3. Meyer-Gohde, Alexander, 2023. "Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers," IMFS Working Paper Series 193, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Huber, Johannes & Meyer-Gohde, Alexander & Saecker, Johanna, 2023. "Solving linear DSGE models with structure-preserving doubling methods," IMFS Working Paper Series 195, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  7. Meyer-Gohde, Alexander, 2017. "Generalized Entropy and Model Uncertainty," SFB 649 Discussion Papers 2017-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Xueying Huang & Peng Luo & Dejian Tian, 2025. "Maximum principle for robust utility optimization via Tsallis relative entropy," Papers 2509.20888, arXiv.org.
    2. Dejian Tian, 2022. "Pricing principle via Tsallis relative entropy in incomplete market," Papers 2201.05316, arXiv.org, revised Oct 2022.
    3. Ma, Hanmin & Tian, Dejian, 2021. "Generalized entropic risk measures and related BSDEs," Statistics & Probability Letters, Elsevier, vol. 174(C).
    4. Alan Lujan, 2026. "The Endogenous Grid Method for Epstein-Zin Preferences," Papers 2601.04438, arXiv.org.

  8. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
    2. Raphaelle G. Coulombe & James McNeil, 2025. "The term structure of interest rates in a noisy information model," Working Papers daleconwp2025-01, Dalhousie University, Department of Economics.
    3. Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    4. Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
    5. Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    6. Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
    7. Gareth Lui-Evans & Shalini Mitra, 2019. "Informality and Bank Stability," Working Papers 201903, University of Liverpool, Department of Economics.
    8. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
    9. Vázquez, Jesús, 2025. "Misaligned expectations and bond term premium measures," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    10. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
    11. Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
    12. Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.

  9. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
    2. Raphaelle G. Coulombe & James McNeil, 2025. "The term structure of interest rates in a noisy information model," Working Papers daleconwp2025-01, Dalhousie University, Department of Economics.
    3. Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    4. Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
    5. Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    6. Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
    7. Gareth Lui-Evans & Shalini Mitra, 2019. "Informality and Bank Stability," Working Papers 201903, University of Liverpool, Department of Economics.
    8. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
    9. Vázquez, Jesús, 2025. "Misaligned expectations and bond term premium measures," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    10. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
    11. Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
    12. Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.

  10. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    2. Tristan Potter & Sanjay Chugh & Ryan Chahrour, 2017. "Searching for Wages in an Estimated Labor Matching Model," 2017 Meeting Papers 542, Society for Economic Dynamics.
    3. Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  11. Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2016. "The Risky Steady State and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-9, Board of Governors of the Federal Reserve System (U.S.).
    2. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    3. Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CESifo Working Paper Series 8250, CESifo.
    4. Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
    5. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.

  12. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Böhl, Gregor, 2021. "Efficient solution and computation of models with occasionally binding constraints," IMFS Working Paper Series 148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  13. König, Philipp & Meyer-Gohde, Alexander, 2014. "Strategic complementarities and nominal rigidities," SFB 649 Discussion Papers 2014-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. König, Philipp J. & Meyer-Gohde, Alexander, 2017. "Decoupling nominal and real rigidities," Economics Letters, Elsevier, vol. 156(C), pages 129-132.

  14. Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Reinelt, Timo & Meier, Matthias, 2020. "Monetary policy, markup dispersion, and aggregate TFP," Working Paper Series 2427, European Central Bank.
    2. Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024. "Risk sensitive linear approximations," Economics Letters, Elsevier, vol. 238(C).
    3. Jump, Robert Calvert & Levine, Paul, 2019. "Behavioural New Keynesian models," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 59-77.

  15. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.
    2. Lombardo, Giovanni & Uhlig, Harald, 2014. "A theory of pruning," Working Paper Series 1696, European Central Bank.
      • Giovanni Lombardo & Harald Uhlig, 2018. "A Theory Of Pruning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
    3. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    4. Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
    5. Jonathan Swarbrick, 2021. "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers 2021-5, Bank of Canada.
    6. Ying Tung Chan, 2019. "The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach," Sustainability, MDPI, vol. 11(18), pages 1-26, September.
    7. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
    8. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
    9. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
    10. Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.
    11. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
    12. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.

  16. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.

  17. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers 2013-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Bonciani, Dario & van Roye, Björn, 2015. "Uncertainty shocks, banking frictions and economic activity," Working Paper Series 1825, European Central Bank.
    2. Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
    3. Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
    4. Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
    5. Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
    6. Friedrich Poeschel, 2013. "Assortative matching through signals," 2013 Papers ppo178, Job Market Papers.
    7. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.

  18. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.

    Cited by:

    1. Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    3. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.

  19. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    3. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers 14, CEPREMAP.
    4. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    5. Michael T. Belongia & Peter N. Ireland, 2019. "A Reconsideration of Money Growth Rules," Boston College Working Papers in Economics 976, Boston College Department of Economics.
    6. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.

  20. Meyer-Gohde, Alexander, 2011. "Sticky information and determinacy," SFB 649 Discussion Papers 2011-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

  21. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Holden, Tom D., 2022. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers 09/2022, Deutsche Bundesbank.
    2. Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
    3. Bonciani, Dario & van Roye, Björn, 2015. "Uncertainty shocks, banking frictions and economic activity," Working Paper Series 1825, European Central Bank.
    4. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    5. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    6. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    8. Khalil, Makram & Strobel, Felix, 2021. "US trade policy and the US dollar," Discussion Papers 49/2021, Deutsche Bundesbank.
    9. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    10. Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
    11. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    12. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
    13. Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
    14. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
    15. Grzegorz Długoszek, 2018. "Macroeconomic Effects of Financial Uncertainty," 2018 Meeting Papers 1128, Society for Economic Dynamics.
    16. Khalil, Makram & Strobel, Felix, 2023. "Capital reallocation under climate policy uncertainty," Discussion Papers 23/2023, Deutsche Bundesbank.
    17. Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers 2013-12, Department of Economics and Business Economics, Aarhus University.
    18. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    19. Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022. "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, vol. 79(C).
    20. Andrew Binning, 2013. "Third-order approximation of dynamic models without the use of tensors," Working Paper 2013/13, Norges Bank.
    21. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    22. Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
    23. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Voigts, Simon, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers 2014-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    25. Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," VfS Annual Conference 2016 (Augsburg): Demographic Change 145513, Verein für Socialpolitik / German Economic Association.
    26. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    27. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.

  22. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Holden, Tom D., 2022. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers 09/2022, Deutsche Bundesbank.
    2. Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
    3. Bonciani, Dario & van Roye, Björn, 2015. "Uncertainty shocks, banking frictions and economic activity," Working Paper Series 1825, European Central Bank.
    4. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    5. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    6. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    8. Khalil, Makram & Strobel, Felix, 2021. "US trade policy and the US dollar," Discussion Papers 49/2021, Deutsche Bundesbank.
    9. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    10. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    11. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
    12. Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
    13. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
    14. Khalil, Makram & Strobel, Felix, 2023. "Capital reallocation under climate policy uncertainty," Discussion Papers 23/2023, Deutsche Bundesbank.
    15. Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," CEPR Discussion Papers 13890, C.E.P.R. Discussion Papers.
    16. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
    17. Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022. "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, vol. 79(C).
    18. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    19. Levintal, Oren, 2017. "Fifth-order perturbation solution to DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 1-16.
    20. Lan, Hong, 2014. "Comparing solution methods for DSGE models with labor market search," SFB 649 Discussion Papers 2014-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. Voigts, Simon, 2014. "Why the split of payroll taxation between firms and workers matters for macroeconomic stability," SFB 649 Discussion Papers 2014-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    22. Brede, Maren, 2016. "Budget-neutral fiscal rules targeting inflation differentials," VfS Annual Conference 2016 (Augsburg): Demographic Change 145513, Verein für Socialpolitik / German Economic Association.
    23. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
    24. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.

  23. Meyer-Gohde, Alexander, 2007. "Solving linear rational expectations models with lagged expectations quickly and easily," SFB 649 Discussion Papers 2007-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper 116480, University Library of Munich, Germany.
    2. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series 200902, University of Hamburg, Department of Socioeconomics.
    3. Yao, Fang, 2009. "Time-dependent pricing and New Keynesian Phillips curve," Discussion Paper Series 1: Economic Studies 2009,08, Deutsche Bundesbank.
    4. Lieb, L.M., 2009. "Taking real rigidities seriously: implications for optimal policy design in a currency union," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    5. Ricardo Reis, 2009. "A Sticky-information General Equilibrium Model por Policy Analysis," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 8, pages 227-283, Central Bank of Chile.
    6. Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," EconStor Preprints 269876, ZBW - Leibniz Information Centre for Economics.

Articles

  1. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," Economics Letters, Elsevier, vol. 253(C).
    See citations under working paper version above.
  2. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
    See citations under working paper version above.
  3. Meyer-Gohde, Alexander & Saecker, Johanna, 2024. "Solving linear DSGE models with Newton methods," Economic Modelling, Elsevier, vol. 133(C).
    See citations under working paper version above.
  4. Broemel Roland & Meyer-Gohde Alexander & Wieland Volker, 2023. "Der digitale Euro: Chancen und Risiken einer digitalen Notenbankwährung," Wirtschaftsdienst, Sciendo, vol. 103(12), pages 801-806, December.

    Cited by:

    1. König, Jörg & Meyer, Tim, 2025. "Der Digitale Euro: Mehrwert oder Risiko?," Argumente zur Marktwirtschaft und Politik 179, Stiftung Marktwirtschaft / The Market Economy Foundation, Berlin.

  5. Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
    See citations under working paper version above.
  6. Meyer-Gohde, Alexander, 2019. "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, vol. 183(C), pages 312-343.
    See citations under working paper version above.
  7. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.

    Cited by:

    1. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Morris, Stephen D., 2016. "VARMA representation of DSGE models," Economics Letters, Elsevier, vol. 138(C), pages 30-33.
    3. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
    4. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  8. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.

    Cited by:

    1. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    2. Sherwin Lott, 2018. "Perturbations in DSGE Models: Odd Derivatives Theorem," PIER Working Paper Archive 18-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2018.
    3. Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
    4. Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    5. Alexander Meyer-Gohde, 2025. "Solving Linear DSGE Models with Bernoulli Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 593-643, July.
    6. Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," Economics Letters, Elsevier, vol. 253(C).
    7. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.
    8. Lott, Sherwin, 2019. "Perturbations in DSGE models: An odd derivatives theorem," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
    9. Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
    10. Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
    11. Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.

  9. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
    See citations under working paper version above.
  10. Meyer-Gohde, Alexander, 2010. "Linear rational-expectations models with lagged expectations: A synthetic method," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 984-1002, May.

    Cited by:

    1. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series 200902, University of Hamburg, Department of Socioeconomics.
    2. Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 289-344, National Bureau of Economic Research, Inc.
    3. Carrillo, Julio A., 2012. "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
    4. Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Bank of Finland Research Discussion Papers 5/2013, Bank of Finland.
    5. Lena Dräger, 2011. "Endogenous Persistence with Recursive Inattentiveness," Macroeconomics and Finance Series 201103, University of Hamburg, Department of Socioeconomics.
    6. Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
    7. Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    8. Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021. "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers E2021/35, Cardiff University, Cardiff Business School, Economics Section.
    9. Pedro Teles & Oreste Tristani, 2024. "The Monetary Financing of a Large Fiscal Shock," Working Papers w202403, Banco de Portugal, Economics and Research Department.
    10. Marco M. Sorge, 2018. "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers 514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    11. Lan, Hong & Meyer-Gohde, Alexander, 2011. "Solving DSGE models with a nonlinear moving average," SFB 649 Discussion Papers 2011-087, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    13. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Solving and estimating linearized DSGE models with VARMA shock processes and filtered data," Economics Letters, Elsevier, vol. 133(C), pages 89-91.
    14. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    16. Mehmet Fatih, Ekinci, 2010. "Inattentive Consumers and Exchange Rate Volatility," MPRA Paper 26472, University Library of Munich, Germany, revised 31 Oct 2010.
    17. Ekinci, Mehmet Fatih, 2017. "Inattentive consumers and international business cycles," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 1-27.
    18. Lena Dräger, 2010. "Why don't people pay attention? Endogenous Sticky Information in a DSGE Model," Macroeconomics and Finance Series 201002, University of Hamburg, Department of Socioeconomics.
    19. Tomiyuki Kitamura & Tamon Takamura, 2016. "Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets," Staff Working Papers 16-36, Bank of Canada.
    20. Lena Draeger, 2010. "Why Don't People Pay Attention?," KOF Working papers 10-260, KOF Swiss Economic Institute, ETH Zurich.

Software components

  1. Alexander Meyer-Gohde, 2014. "Dynare add-on for "Risk-Sensitive Linear Approximations"," QM&RBC Codes 200, Quantitative Macroeconomics & Real Business Cycles, revised 2017.

    Cited by:

  2. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles. See citations under working paper version above.
  3. Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Decomposing Risk in Dynamic Stochastic General Equilibrium"," QM&RBC Codes 197, Quantitative Macroeconomics & Real Business Cycles. See citations under working paper version above.
  4. Hong Lan & Alexander Meyer-Gohde, 2011. "Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average"," QM&RBC Codes 192, Quantitative Macroeconomics & Real Business Cycles, revised 2013. See citations under working paper version above.
  5. Alexander Meyer-Gohde, 2010. "Matlab code for one-sided HP-filters," QM&RBC Codes 181, Quantitative Macroeconomics & Real Business Cycles.

    Cited by:

  6. Alexander Meyer-Gohde, 2007. "Matlab Code for Solving Linear Rational Expectation Models with Lagged Expectations Quickly and Easily," QM&RBC Codes 171, Quantitative Macroeconomics & Real Business Cycles, revised Apr 2010. See citations under working paper version above.Sorry, no citations of software components recorded.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 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 (21) 2011-12-19 2012-02-27 2012-10-06 2013-05-19 2014-10-03 2015-02-22 2015-03-27 2016-02-17 2017-07-30 2017-11-12 2018-09-24 2018-10-01 2020-01-06 2021-03-29 2022-10-17 2023-01-23 2023-06-26 2023-12-11 2024-01-29 2024-09-23 2025-03-03. Author is listed
  2. NEP-MAC: Macroeconomics (12) 2008-08-14 2011-01-23 2014-10-03 2014-11-07 2015-02-22 2016-02-17 2017-07-30 2017-08-27 2017-11-12 2018-09-24 2020-01-06 2021-03-29. Author is listed
  3. NEP-CBA: Central Banking (9) 2008-01-05 2008-08-14 2011-01-23 2011-08-09 2017-07-30 2017-11-12 2018-09-24 2020-01-06 2023-10-09. Author is listed
  4. NEP-MON: Monetary Economics (8) 2008-08-14 2011-01-23 2011-08-09 2017-07-30 2017-11-12 2018-09-24 2020-01-06 2023-10-09. Author is listed
  5. NEP-ECM: Econometrics (6) 2008-01-05 2012-02-27 2015-03-27 2023-01-23 2024-09-23 2025-03-03. Author is listed
  6. NEP-ORE: Operations Research (6) 2013-05-05 2013-05-19 2014-10-03 2015-02-22 2016-02-17 2021-03-29. Author is listed
  7. NEP-ETS: Econometric Time Series (3) 2018-10-01 2023-01-23 2024-09-23
  8. NEP-UPT: Utility Models and Prospect Theory (3) 2014-10-03 2016-02-17 2017-08-27
  9. NEP-CMP: Computational Economics (2) 2008-01-05 2013-05-19
  10. NEP-BAN: Banking (1) 2023-10-09
  11. NEP-FOR: Forecasting (1) 2023-01-23

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