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Citations for "Dynare : a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm"

by Juillard, Michel

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  1. Andrea Ferrero, 2007. "The long-run determinants of U.S. external imbalances," Staff Reports 295, Federal Reserve Bank of New York.
  2. Cogan, John F. & Taylor, John B. & Wieland, Volker & Wolters, Maik H., 2012. "Fiscal consolidation strategy," CFS Working Paper Series 2012/12, Center for Financial Studies (CFS).
  3. Ansgar Rannenberg, 2009. "Shocks, Monetary Policy and Institutions: Explaining Unemployment Persistence in "Europe" and the United States," CDMA Working Paper Series 200903, Centre for Dynamic Macroeconomic Analysis.
  4. Carlos Garcia & Jorge Restrepo & Evan Tanner, 2007. "Designing fiscal rules for commodity exporters," ILADES-Georgetown University Working Papers inv199, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  5. Vargas, Jose P Mauricio, 2009. "Bienestar y ciclos económicos en una economía con evasión y sector subterráneo
    [Welfare and business cycles in an economy with evasion and underground sector]
    ," MPRA Paper 18679, University Library of Munich, Germany.
  6. Christopher Adam & Stephen O'Connell & Edward Buffie & Catherine Pattillo, 2009. "Monetary Policy Rules for Managing Aid Surges in Africa," Review of Development Economics, Wiley Blackwell, vol. 13(s1), pages 464-490, 08.
  7. John Cogan & John Taylor & Volker Wieland & Maik Wolters, 2013. "Fiscal Consolidation Strategy: An Update for the Budget Reform Proposal of March 2013," Discussion Papers 12-033, Stanford Institute for Economic Policy Research.
  8. Cacciatore, Matteo & Fiori, Giuseppe & Ghironi, Fabio, 2013. "Market Deregulation and Optimal Monetary Policy in a Monetary Union," CEPR Discussion Papers 9742, C.E.P.R. Discussion Papers.
  9. Huw Dixon & Engin Kara, 2011. "Taking Multi-Sector Dynamic General Equilibrium Models to the Data," Bristol Economics Discussion Papers 11/621, Department of Economics, University of Bristol, UK.
  10. Coenen, Günter & Lombardo, Giovanni & Smets, Frank & Straub, Roland, 2008. "International transmission and monetary policy cooperation," Working Paper Series 0858, European Central Bank.
  11. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Society for Computational Economics, vol. 27(4), pages 453-481, June.
  12. Guillermo Escudé, 2010. "Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(59), pages 25-79, July - Se.
  13. DE LA CROIX, David & DELAVALLADE, Clara, 2006. "Growth, public investment and corruption with failing institutions," CORE Discussion Papers 2006101, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. Peter Hollinger, 2000. "Beyond Newton: Robust Methods For Solving Large Nonlinear Models In Troll," Computing in Economics and Finance 2000 308, Society for Computational Economics.
  15. Cepii & Cepremap, 2001. "MARMOTTE : a Multinational Model," Working Papers 2001-15, CEPII research center.
  16. Kara, Engin, 2006. "Optimal monetary policy in the generalized Taylor economy," Working Paper Series 0673, European Central Bank.
  17. Ansgar, Rannenberg, 2009. "Disinflation and the NAIRU in a New-Keynesian New-Growth Model (Extended Version)," MPRA Paper 13610, University Library of Munich, Germany.
  18. Guido Ascari & Christian Merkl, 2009. "Real Wage Rigidities and the Cost of Disinflations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 417-435, 03.
  19. Hansen, Casper Worm & Lønstrup, Lars, 2009. "The optimal legal retirement age in an OLG model with endogenous labour supply," Discussion Papers of Business and Economics 5/2009, Department of Business and Economics, University of Southern Denmark.
  20. John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
  21. Guillermo Escudé, 2009. "ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One," BCRA Working Paper Series 200942, Central Bank of Argentina, Economic Research Department.
  22. Thorsten Drautzburg & Harald Uhlig, 2011. "Fiscal Stimulus and Distortionary Taxation," Working Papers 2011-005, Becker Friedman Institute for Research In Economics.
  23. Engin Kara & Huw Dixon, 2005. "Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts," Computing in Economics and Finance 2005 87, Society for Computational Economics.
  24. Marchiori, Luca, 2011. "Demographic trends and international capital flows in an integrated world," Economic Modelling, Elsevier, vol. 28(5), pages 2100-2120, September.
  25. Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
  26. Carlos Garcia & Jorge Restrepo, 2007. "The Case for a Countercyclical Rule-based Fiscal Regime," ILADES-Georgetown University Working Papers inv183, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  27. Huw D. Dixon & Hervé Le Bihan, 2010. "Generalized Taylor and Generalized Calvo Price and Wage-Setting: Micro Evidence with Macro Implications," CESifo Working Paper Series 3119, CESifo Group Munich.
  28. de la Croix, David & Docquier, Frederic & Liegeois, Philippe, 2007. "Income growth in the 21st century: Forecasts with an overlapping generations model," International Journal of Forecasting, Elsevier, vol. 23(4), pages 621-635.
  29. Werner Roeger & Jan in 't Veld, 1997. "QUEST II. A Multi-Country Business Cycle and Growth Model," European Economy - Economic Papers 123, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  30. Jerome Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework," Documents de Travail de l'OFCE 2012-04, Observatoire Francais des Conjonctures Economiques (OFCE).
  31. Garcia, Carlos J. & Restrepo, Jorge E. & Tanner, Evan, 2011. "Fiscal rules in a volatile world: A welfare-based approach," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 649-676, July.
  32. Rubart, Jens, 2006. "Heterogeneous Labor, Labor Market Frictions and Employment Effects of Technological Change. Theory and Empirical Evidence for the U.S. and Europe," Darmstadt Discussion Papers in Economics 36783, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  33. Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  34. Oliver Paddison & Frédéric Docquier & Mohamed Bouzahzah, 2002. "Retraites, croissance et inégalités en présence d'individus myopes," Économie et Prévision, Programme National Persée, vol. 155(4), pages 31-44.
  35. Kapinos, Pavel, 2011. "Forward-looking monetary policy and anticipated shocks to inflation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 620-633.
  36. Werner Roeger & Jan Veld & Don Woehrmann, 2002. "Some Equity and Efficiency Considerations of International Tax Competition," International Tax and Public Finance, Springer, vol. 9(1), pages 7-31, January.
  37. Bodenstein, Martin & Erceg, Christopher & Guerrieri, Luca, 2010. "The Effects of Foreign Shocks When Interest Rates Are at Zero," CEPR Discussion Papers 8006, C.E.P.R. Discussion Papers.
  38. Flint Brayton, 2011. "Two practical algorithms for solving rational expectations models," Finance and Economics Discussion Series 2011-44, Board of Governors of the Federal Reserve System (U.S.).
  39. �zer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, 02.
  40. Antonia Díaz & Luis A. Puch & María D. Guilló, 2001. "Costly capital reallocation and energy use," Documentos de Trabajo del ICAE 0111, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  41. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
  42. Krzysztof MAKARSKI & Michal GRADZEWICZ, . "The Macroeconomic Effects of Losing Autonomous Monetary Policy after the Euro Adoption in Poland," EcoMod2009 21500061, EcoMod.
  43. Caraiani, Petre, 2007. "An Estimated New Keynesian Model for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(4), pages 114-123, December.
  44. Luca Marchiori & I-Ling Shen & Frédéric Docquier, 2013. "Brain Drain In Globalization: A General Equilibrium Analysis From The Sending Countries' Perspective," Economic Inquiry, Western Economic Association International, vol. 51(2), pages 1582-1602, 04.
  45. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "La TVA sociale: bonne ou mauvaise idée?," TSE Working Papers 09-038, Toulouse School of Economics (TSE).
  46. G. C. Lim & Paul D. McNelis, 2008. "Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies," Melbourne Institute Working Paper Series wp2008n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  47. Tobias Cwik, 2012. "Fiscal consolidation using the example of Germany," Finance and Economics Discussion Series 2012-80, Board of Governors of the Federal Reserve System (U.S.).
  48. John B. Taylor & Volker Wieland, 2009. "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers 14849, National Bureau of Economic Research, Inc.
  49. Kline, Patrick, 2008. "Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry," Working Papers 43, Yale University, Department of Economics.
  50. Alessandro Sommacal, 2006. "Pension systems and intragenenerational redistribution when labor supply is endogenous," Oxford Economic Papers, Oxford University Press, vol. 58(3), pages 379-406, July.
  51. Tim BUYSE & Freddy HEYLEN & Renaat VAN DE KERCKHOVE, 2011. "Pension reform, employment by age and long-run growth," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  52. Alisdair McKay & Emi Nakamura & Jón Steinsson, 2015. "The Power of Forward Guidance Revisited," NBER Working Papers 20882, National Bureau of Economic Research, Inc.
  53. Richard Pierse, 2006. "Optimal control in nonlinear models: a generalised Gauss-Newton algorithm with analytic derivatives," School of Economics Discussion Papers 0906, School of Economics, University of Surrey.
  54. Cwik, Tobias J. & Wieland, Volker, 2009. "Keynesian government spending multipliers and spillovers in the Euro area," CFS Working Paper Series 2009/25, Center for Financial Studies (CFS).
  55. Gilli, Manfred & Pauletto, Giorgio, 1997. "Sparse direct methods for model simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 1093-1111, June.
  56. Slobodyan, Sergey & Wouters, Raf, 2012. "Learning in an estimated medium-scale DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 26-46.
  57. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
  58. Bacchetta, Philippe & Benhima, Kenza & Kalantzis, Yannick, 2012. "Capital Controls with International Reserve Accumulation: Can this Be Optimal?," Working Papers 2012-009, Banco Central de Reserva del Perú.
  59. J. Boscá & A. Díaz & R. Doménech & J. Ferri & E. Pérez & L. Puch, 2010. "A rational expectations model for simulation and policy evaluation of the Spanish economy," SERIEs, Spanish Economic Association, vol. 1(1), pages 135-169, March.
  60. Laséen, Stefan & Svensson, Lars E O, 2011. "Anticipated Alternative Instrument-Rate Paths in Policy Simulations," CEPR Discussion Papers 8176, C.E.P.R. Discussion Papers.
  61. Wolfgang Lechthaler & Christian Merkl & Dennis Snower, 2008. "Monetary Persistence and the Labor Market: A New Perspective," Kiel Working Papers 1409, Kiel Institute for the World Economy.
  62. Engin Kara, 2011. "Understanding and Modelling Reset Price Inflation," Bristol Economics Discussion Papers 11/623, Department of Economics, University of Bristol, UK.
  63. Jens Rubart, 2006. "Dismissal Protection or Wage Flexibility," Computing in Economics and Finance 2006 406, Society for Computational Economics.
  64. Juillard, Michel & Laxton, Douglas & McAdam, Peter & Pioro, Hope, 1998. "An algorithm competition: First-order iterations versus Newton-based techniques," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1291-1318, August.
  65. Bouzahzah, Mohamed & de la Croix, David & Docquier, Frédéric, 2000. "Policy Reforms and Growth in Computable OLG Economies," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000027, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  66. Ascari, Guido, 2003. "Staggered prices and trend inflation: some nuisances," Research Discussion Papers 27/2003, Bank of Finland.
  67. Guido Ascari & Tiziano Ropele, 2012. "Disinflation effects in a medium-scale New Keynesian model: money supply rule versus interest rate rule," Temi di discussione (Economic working papers) 867, Bank of Italy, Economic Research and International Relations Area.
  68. Riggi, Marianna & Tancioni, Massimiliano, 2010. "Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1305-1324, July.
  69. Adjemian, Stéphane & Bastani, Houtan & Karamé, Fréderic & Juillard, Michel & Maih, Junior & Mihoubi, Ferhat & Perendia, George & Pfeifer, Johannes & Ratto, Marco & Villemot, Sébastien, 2011. "Dynare: Reference Manual Version 4," Dynare Working Papers 1, CEPREMAP, revised Jul 2014.
  70. Richard Pierse, 2006. "Terminal conditions in forward-looking economic models," School of Economics Discussion Papers 1006, School of Economics, University of Surrey.
  71. Medeiros, João, 2000. "Endogenous Versus Exogenous Growth Facing a Fertility Shock," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  72. Peter Hollinger, . "The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models," Computing in Economics and Finance 1996 _026, Society for Computational Economics.
  73. Rubart, Jens & Semmler, Willi, 2007. "East German Unemployment from a Macroeconomic Perspective," Darmstadt Discussion Papers in Economics 35712, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  74. Cook, David & Devereux, Michael B., 2006. "External currency pricing and the East Asian crisis," Journal of International Economics, Elsevier, vol. 69(1), pages 37-63, June.
  75. Rannenberg, Ansgar, 2008. "Disinflation and the NAIRU in a New-Keynesian New-Growth Model," MPRA Paper 9346, University Library of Munich, Germany.
  76. Judd, Kenneth L., 2002. "The parametric path method: an alternative to Fair-Taylor and L-B-J for solving perfect foresight models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1557-1583, August.
  77. Moreno-Galbis, E., 2006. "Unemployment and endogenous growth with new technologies-skill complementarity," Economic Modelling, Elsevier, vol. 23(2), pages 364-386, March.
  78. Ferrero, Andrea, 2010. "A structural decomposition of the U.S. trade balance: Productivity, demographics and fiscal policy," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 478-490, May.
  79. Renaat Van de Kerckhove & Freddy Heylen & Tim Buyse, 2011. "Pension reform, employment by age, and long-run growth in OECD countries," 2011 Meeting Papers 736, Society for Economic Dynamics.
  80. Sebastian Sienknecht, 2010. "On the Informational Loss Inherent in Approximation Procedures: Welfare Implications and Impulse Responses," Jena Economic Research Papers 2010-005, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  81. repec:dgr:vuarem:2008-21 is not listed on IDEAS
  82. Ludwig, Alexander, 2007. "The Gauss-Seidel-quasi-Newton method: A hybrid algorithm for solving dynamic economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1610-1632, May.
  83. Marianna Riggi & Massimiliano Tancioni, 2008. "Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs," Working Papers 107, University of Rome La Sapienza, Department of Public Economics.
  84. Raquel Fonseca, 2003. "On the Interaction between Unemployment and Inter-regional Mobility," CSEF Working Papers 105, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  85. Caraiani, Petre, 2008. "Forecasting Romanian GDP Using a Small DSGE Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 182-192, March.
  86. Christopher Adam & Stephen O'Connell & Edward Buffie, 2008. "Aid volatility, monetary policy rules and the capital account in African economies," WEF Working Papers 0037, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  87. Laffargue, J.-P.Jean-Pierre, 2004. "A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1955-1975, September.
  88. Lombardo, Giovanni & Vestin, David, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 0770, European Central Bank.
  89. Luca Pensieroso, 2011. "The Great Depression in Belgium from a Neoclassical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 389-402, Arpil.
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