Willi Mutschler
Personal Details
| First Name: | Willi |
| Middle Name: | |
| Last Name: | Mutschler |
| Suffix: | |
| RePEc Short-ID: | pmu508 |
| [This author has chosen not to make the email address public] | |
| https://mutschler.eu | |
Affiliation
Wirtschaftswissenschaftlichen Fakultät
Eberhard-Karls-Universität Tübingen
Tübingen, Germanyhttp://www.wiwi.uni-tuebingen.de/
RePEc:edi:wftuede (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2026. "Dynare: Reference Manual, Version 7," Dynare Working Papers 87, CEPREMAP.
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Nov 2025.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024.
"Ökonomische Folgen: Was Kriege die Welt kosten,"
Open Access Publications from Kiel Institute for the World Economy
307007, Kiel Institute for the World Economy.
- Federle Jonathan & Meier André & Müller Gernot J. & Mutschler Willi & Schularick Moritz, 2024. "Ökonomische Folgen: Was Kriege die Welt kosten," Wirtschaftsdienst, Sciendo, vol. 104(4), pages 283-286, April.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024.
"The price of war,"
Kiel Policy Briefs
171, Kiel Institute for the World Economy.
- Jonathan Federle & André Meier & Gernot J. Müller & Willi Mutschler & Moritz Schularick, 2026. "The Price of War," American Economic Review, American Economic Association, vol. 116(3), pages 791-827, March.
- Federle, Jonathan & Meier, André & Müller, Gernot & Schularick, Moritz, 2024. "The Price of War," CEPR Discussion Papers 18834, C.E.P.R. Discussion Papers.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024. "The price of war," Kiel Working Papers 2262, Kiel Institute for the World Economy.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022.
"Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve,"
Dynare Working Papers
78, CEPREMAP.
- 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.
- 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.
- Sergey Ivashchenko & Willi Mutschler, 2019.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
CQE Working Papers
8319, Center for Quantitative Economics (CQE), University of Muenster.
- Ivashchenko, Sergey & Mutschler, Willi, 2020. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
- 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.
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Willi Mutschler, 2014.
"Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning,"
CQE Working Papers
3314, Center for Quantitative Economics (CQE), University of Muenster.
- 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.
- Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
- 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.
Articles
- Jonathan Federle & André Meier & Gernot J. Müller & Willi Mutschler & Moritz Schularick, 2026.
"The Price of War,"
American Economic Review, American Economic Association, vol. 116(3), pages 791-827, March.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024. "The price of war," Kiel Policy Briefs 171, Kiel Institute for the World Economy.
- Federle, Jonathan & Meier, André & Müller, Gernot & Schularick, Moritz, 2024. "The Price of War," CEPR Discussion Papers 18834, C.E.P.R. Discussion Papers.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024. "The price of war," Kiel Working Papers 2262, Kiel Institute for the World Economy.
- Federle Jonathan & Meier André & Müller Gernot J. & Mutschler Willi & Schularick Moritz, 2024.
"Ökonomische Folgen: Was Kriege die Welt kosten,"
Wirtschaftsdienst, Sciendo, vol. 104(4), pages 283-286, April.
- Federle, Jonathan & Meier, André & Müller, Gernot J. & Mutschler, Willi & Schularick, Moritz, 2024. "Ökonomische Folgen: Was Kriege die Welt kosten," Open Access Publications from Kiel Institute for the World Economy 307007, Kiel Institute for the World Economy.
- Ivashchenko, Sergey & Mutschler, Willi, 2020.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
- Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018.
"Higher-order statistics for DSGE models,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
- 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.
- Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
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
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024.
"Dynare: Reference Manual, Version 6,"
Dynare Working Papers
80, CEPREMAP, revised Nov 2025.
Cited by:
- S. S. Lazaryan & I. V. Nikonov & S. S. Sudakov, 2024. "Impact of Accounting for Financial Market Imperfections on the Predictive Power of the DSGE Model of the Russian Economy," Studies on Russian Economic Development, Springer, vol. 35(4), pages 530-539, August.
- Stefan Hohberger, 2025. "Germany’s macroeconomic drivers during the pandemic and inflation surge," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-49, February.
- Jean-Guillaume Sahuc & Gauthier Vermandel & Frank Smets, 2024.
"The New Keynesian Climate Model,"
Working papers
977, Banque de France.
- Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," Working Papers hal-04861307, HAL.
- Jean-Guillaume Sahuc & Frank Smets & Gauthier Vermandel, 2025. "The New Keynesian Climate Model," EconomiX Working Papers 2025-1, University of Paris Nanterre, EconomiX.
- Aryan Eftekhari & Michel Juillard & Normann Rion & Simon Scheidegger, 2025.
"Scalable Global Solution Techniques for High-Dimensional Models in Dynare,"
Papers
2503.11464, arXiv.org.
- Eftekhari, Aryan & Juillard, Michel & Rion, Normann & Scheidegger, Simon, 2026. "Scalable global solution techniques for high-dimensional models in Dynare," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
- Eftekhari, Aryan & Juillard, Michel & Rion, Normann & Scheidegger, Simon, 2025. "Scalable Global Solution Techniques for High-Dimensional Models in Dynare," Dynare Working Papers 86, CEPREMAP.
- 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:
- 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.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022.
"Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve,"
Dynare Working Papers
78, CEPREMAP.
- 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.
- Ferri, Javier & Herranz-Baez, Francisca, 2024. "Government expenditure and the housing puzzle: Unpacking mechanisms," Economic Modelling, Elsevier, vol. 140(C).
- Alexander Eliseev, 2025.
"Nowcasting Russian GDP in a mixed-frequency DSGE model with a panel of non-modelled variables,"
Bank of Russia Working Paper Series
wps145, Bank of Russia.
- 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.
- 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.
- Gantert, Konstantin, 2022. "The impact of active aggregate demand on utilisation-adjusted TFP," IWH Discussion Papers 9/2022, Halle Institute for Economic Research (IWH).
- del Río, Fernando & Lores, Francisco-Xavier, 2023.
"Accounting for the role of investment frictions in recessions,"
MPRA Paper
116024, University Library of Munich, Germany.
- Fernando del Río & Francisco‐Xavier Lores, 2023. "Accounting for the role of investment frictions in recessions," Economica, London School of Economics and Political Science, vol. 90(360), pages 1089-1118, October.
- 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.
- 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.
- 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," CESifo Working Paper Series 11372, CESifo.
- Peter Karadi & Anton Nakov & Galo Nuño & Ernesto Pastén & Dominik Thaler, 2025. "Strike while the Iron is Hot: Optimal Monetary Policy with a Nonlinear Phillips Curve," Working Papers 2510, Banco de España.
- Karadi, Peter & Nakov, Anton & Nuño, Galo & Pasten, Ernesto & Thaler, Dominik, 2024. "Strike while the Iron is Hot: Optimal Monetary Policy with a Nonlinear Phillips Curve," CEPR Discussion Papers 19339, C.E.P.R. Discussion Papers.
- Peter Karadi & Anton Nakov & Galo Nuno Barrau & Ernesto Pasten & Dominik Thaler, 2024. "Strike while the iron is hot: optimal monetary policy with a nonlinear Phillips curve," BIS Working Papers 1203, Bank for International Settlements.
- Sergey Ivashchenko & Willi Mutschler, 2019.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
CQE Working Papers
8319, Center for Quantitative Economics (CQE), University of Muenster.
- Ivashchenko, Sergey & Mutschler, Willi, 2020. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
Cited by:
- Pedro Chaim & Márcio Poletti Laurini, 2022. "Data Cloning Estimation and Identification of a Medium-Scale DSGE Model," Stats, MDPI, vol. 6(1), pages 1-13, December.
- Farah Waheed & Abdul Rashid & Asma Basit & Lubna Maroof, 2024. "Monetary policy reaction function: A Bayesian analysis for the BRICS," PLOS ONE, Public Library of Science, vol. 19(8), pages 1-19, August.
- Hsiao, Cody Yu-Ling & Jin, Tao & Kwok, Simon & Wang, Xi & Zheng, Xin, 2023. "Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model," China Economic Review, Elsevier, vol. 81(C).
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
Cited by:
- Rosa Ferrentino & Luca Vota, 2025. "A statistical-mathematical analysis of the macroeconomic effects of long-memory total factor productivity," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(6), pages 5795-5835, December.
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Nov 2025.
- Jaccard, Ivan & Kockerols, Thore & Schüler, Yves, 2025. "Green and brown returns in a production economy," Working Paper Series 3030, European Central Bank.
- 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.
- Tucker S. McElroy & Dhrubajyoti Ghosh & Soumendra Lahiri, 2024. "Quadratic Prediction of Time Series via Auto-Cumulants," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(1), pages 431-463, February.
- 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.
- Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
- Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe, 2021. "Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 203-226.
- Antoine, Bertille & Sun, Wenqian, 2025. "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, vol. 248(C).
- Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024.
"Edgeworth expansions for multivariate random sums,"
Econometrics and Statistics, Elsevier, vol. 31(C), pages 66-80.
- Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2020. "Edgeworth Expansions for Multivariate Random Sums," Working Papers 2020:9, Örebro University, School of Business.
- Willi Mutschler, 2014.
"Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning,"
CQE Working Papers
3314, Center for Quantitative Economics (CQE), University of Muenster.
- 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.
Cited by:
- F. Canova & F. Ferroni & C. Matthes, 2015.
"Approximating time varying structural models with time invariant structures,"
Working papers
578, Banque de France.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015. "Approximating Time Varying Structural Models With Time Invariant Structures," Working Paper 15-10, Federal Reserve Bank of Richmond.
- Prosper Dovonon & Alastair R. Hall, 2017.
"The Asymptotic Properties of GMM and Indirect Inference Under Second-Order Identification,"
Economics Discussion Paper Series
1705, Economics, The University of Manchester.
- Dovonon, Prosper & Hall, Alastair R., 2018. "The asymptotic properties of GMM and indirect inference under second-order identification," Journal of Econometrics, Elsevier, vol. 205(1), pages 76-111.
- Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Nov 2025.
- 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.
- Mutschler, Willi, 2018.
"Higher-order statistics for DSGE models,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
- Sergey Ivashchenko & Willi Mutschler, 2019.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
CQE Working Papers
8319, Center for Quantitative Economics (CQE), University of Muenster.
- Ivashchenko, Sergey & Mutschler, Willi, 2020. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
- Kocięcki, Andrzej & Kolasa, Marcin, 2023.
"A solution to the global identification problem in DSGE models,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
- Andrzej Kocięcki & Marcin Kolasa, 2022. "A solution to the global identification problem in DSGE models," Working Papers 2022-01, Faculty of Economic Sciences, University of Warsaw.
- Prosper Dovonon & Alastair Hall, 2018. "The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification," CIRANO Working Papers 2018s-37, CIRANO.
- Mutschler, Willi, 2014.
"Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100598, Verein für Socialpolitik / German Economic Association.
Cited by:
- F. Canova & F. Ferroni & C. Matthes, 2015.
"Approximating time varying structural models with time invariant structures,"
Working papers
578, Banque de France.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015. "Approximating Time Varying Structural Models With Time Invariant Structures," Working Paper 15-10, Federal Reserve Bank of Richmond.
- Enrique Martínez García & Mark A. Wynne, 2014.
"Assessing Bayesian model comparison in small samples,"
Globalization Institute Working Papers
189, Federal Reserve Bank of Dallas.
- Enrique Martínez-García & Mark A. Wynne, 2014. "Assessing Bayesian Model Comparison in Small Samples," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 71-115, Emerald Group Publishing Limited.
- F. Canova & F. Ferroni & C. Matthes, 2015.
"Approximating time varying structural models with time invariant structures,"
Working papers
578, Banque de France.
- 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:
- 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.
- James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
- Nason, James M. & Tallman, Ellis W., 2015. "Business Cycles And Financial Crises: The Roles Of Credit Supply And Demand Shocks," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 836-882, June.
- James M. Nason & Ellis W. Tallman, 2012. "Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks," CAMA Working Papers 2012-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- 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.).
- Michael Kiley, 2014. "Policy Paradoxes in the New-Keynesian Model," 2014 Meeting Papers 1065, Society for Economic Dynamics.
- Michael Kiley, 2016. "Policy Paradoxes in the New-Keynesian Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 1-15, July.
- 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.
- Georgios A. Tritsaris, 2025. "Occupational Tasks, Automation, and Economic Growth: A Modeling and Simulation Approach," Papers 2512.16261, arXiv.org, revised Dec 2025.
- 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.
- Holden, Tom D. & Levine, Paul & Swarbrick, Jonathan M., 2018. "Credit crunches from occasionally binding bank borrowing constraints," Discussion Papers 57/2018, Deutsche Bundesbank.
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- 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.
- Jae Sim & Raphael Schoenle & Egon Zakrajsek & Simon Gilchrist, 2013.
"Inflation Dynamics During the Financial Crisis,"
2013 Meeting Papers
826, Society for Economic Dynamics.
- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2015. "Inflation dynamics during the financial crisis," FRB Atlanta CQER Working Paper 2015-4, Federal Reserve Bank of Atlanta.
- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2017. "Inflation Dynamics during the Financial Crisis," American Economic Review, American Economic Association, vol. 107(3), pages 785-823, March.
- Simon Gilchrist & Raphael Schoenle & Jae Sim & Egon Zakrajšek, 2016. "Inflation Dynamics During the Financial Crisis," NBER Working Papers 22827, National Bureau of Economic Research, Inc.
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- Simon Gilchrist & Raphael Schoenle & Jae W. Sim & Egon Zakrajšek, 2015. "Inflation Dynamics During the Financial Crisis," Finance and Economics Discussion Series 2015-12, Board of Governors of the Federal Reserve System (U.S.).
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"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.
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- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
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"DSGE Model Estimation on the Basis of Second-Order Approximation,"
Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
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"Macroeconomic Effects of Healthcare Financing in Colombia,"
Hacienda Pública Española / Review of Public Economics, IEF, vol. 254(3), pages 59-85, September.
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"Tractable Likelihood-Based Estimation of Non-Linear DSGE Models,"
CEPR Discussion Papers
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"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.
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"Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach,"
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"A stylized applied energy-economy model for France,"
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"Fiscal Policy and the Nominal Term Premium,"
Cardiff Economics Working Papers
E2013/13, Cardiff University, Cardiff Business School, Economics Section.
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"Efficient Perturbation Methods for Solving Regime-Switching DSGE Models,"
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"A Structural Analysis of US Entry and Exit Dynamics,"
Carleton Economic Papers
18-02, Carleton University, Department of Economics.
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"New methods for macro-financial model comparison and policy analysis,"
IMFS Working Paper Series
107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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"How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany,"
Discussion Papers
05/2016, Deutsche Bundesbank.
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"Output gap and Neutral interest measures for Colombia,"
Borradores de Economia
9870, Banco de la Republica.
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- Andrés González & Sergio Ocampo & Julian Pérez Amaya & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 726, Banco de la Republica de Colombia.
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"Environmental Policy and Macroeconomic Dynamics in a New Keynesian Model,"
CEIS Research Paper
286, Tor Vergata University, CEIS, revised 30 Sep 2013.
- Annicchiarico, Barbara & Di Dio, Fabio, 2015. "Environmental policy and macroeconomic dynamics in a new Keynesian model," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 1-21.
- 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.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 663, Banco de la Republica de Colombia.
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"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.).
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"House Prices and Government Spending Shocks,"
Carleton Economic Papers
13-10, Carleton University, Department of Economics, revised 14 Sep 2016.
- Hashmat Khan & Abeer Reza, 2017. "House Prices and Government Spending Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1247-1271, September.
- 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.
- 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.
- Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Passthrough: application for the Euro area," Working Papers 2014-83, Department of Research, Ipag Business School.
- Razafindrabe, Tovonony M., 2016. "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, vol. 52(PA), pages 78-100.
- 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.).
- Kiley, Michael T. & Sim, Jae, 2017. "Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 232-259.
- Dmitry Plotnikov, 2013. "Hysteresis in Unemployment and Jobless Recoveries," 2013 Meeting Papers 208, Society for Economic Dynamics.
- 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.).
- Michael T. Kiley, 2014. "The Aggregate Demand Effects of Short- and Long-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 69-104, December.
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"Credit, Endogenous Collateral and Risky Assets: A DSGE Model,"
Working Papers
wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
- Falagiarda, Matteo & Saia, Alessandro, 2017. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 125-148.
- Daniele Siena, 2017. "What's News in International Business Cycles," 2017 Meeting Papers 1206, Society for Economic Dynamics.
- Craighead, William, 2017.
"Intermediate Goods and Exchange Rate Disconnect,"
MPRA Paper
83075, University Library of Munich, Germany.
- William D. Craighead, 2020. "Intermediate Goods and Exchange Rate Disconnect," Open Economies Review, Springer, vol. 31(1), pages 113-129, February.
- 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
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"Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets,"
Staff Working Papers
14-35, Bank of Canada.
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"Dissecting the dynamics of the US trade balance in an estimated equilibrium model,"
Reserve Bank of New Zealand Discussion Paper Series
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"Evaluating Quantitative Easing: A DSGE Approach,"
MPRA Paper
49457, University Library of Munich, Germany.
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"The Macroeconomic Effects of Funding U.S. Infrastructure,"
CESifo Working Paper Series
9530, CESifo.
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"Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path,"
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"Business cycles and financial crises: the roles of credit supply and demand shocks,"
Working Papers
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Articles
- Ivashchenko, Sergey & Mutschler, Willi, 2020.
"The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models,"
Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
See citations under working paper version above.
- Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018.
"Higher-order statistics for DSGE models,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
See citations under working paper version above.
- Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
- 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.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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.- NEP-DGE: Dynamic General Equilibrium (8) 2014-10-17 2015-02-16 2015-11-21 2016-02-17 2019-06-10 2022-01-17 2024-02-26 2026-03-30. Author is listed
- NEP-ECM: Econometrics (5) 2014-10-17 2015-02-16 2015-11-21 2016-02-17 2023-01-02. Author is listed
- NEP-MAC: Macroeconomics (4) 2015-02-16 2015-11-21 2016-02-17 2019-06-10
- NEP-ORE: Operations Research (4) 2014-10-17 2015-02-16 2015-11-21 2016-02-17
- NEP-HIS: Business, Economic and Financial History (3) 2024-03-18 2024-03-25 2025-01-13
- NEP-ETS: Econometric Time Series (2) 2016-02-17 2023-01-02
- NEP-CIS: Confederation of Independent States (1) 2024-03-18
- NEP-CMP: Computational Economics (1) 2026-03-30
- NEP-INT: International Trade (1) 2024-03-25
- NEP-OPM: Open Economy Macroeconomics (1) 2024-03-25
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