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Citations for "Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function"

by Schmitt-Grohé, Stephanie & Uribe, Martín

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  1. Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
  2. Abo-Zaid, Salem, 2012. "Optimal labor-income tax volatility with credit frictions," MPRA Paper 47612, University Library of Munich, Germany, revised 14 Jun 2013.
  3. Wang, Jian, 2007. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Working Papers 0701, Federal Reserve Bank of Dallas.
  4. Hong Lan & Alexander Meyer-Gohde, 2013. "Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations," SFB 649 Discussion Papers SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Richard E. Ericson & Xuan Liu, 2012. "Welfare effect of interest rate shocks and policy implications," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1899-1917, November.
  6. KIM, Jinill & RUGE-MURCIA, Francisco J., 2009. "Monetary Policy When Wages Are Downwardly Rigid : Friedman Meets Tobin," Cahiers de recherche 15-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  7. Alessia Campolmi & Ester Faia, 2011. "Labor market institutions and inflation volatility in the euro area," Post-Print hal-00796300, HAL.
  8. Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Auburn Economics Working Paper Series auwp2014-08, Department of Economics, Auburn University.
  9. Farmer, Roger E A, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
  10. Vincent Sterk & Silvana Tenreyro, 2016. "The Transmission of Monetary Policy through Redistributions and Durable Purchases," Working Papers 1601, Council on Economic Policies.
  11. Irina Yakadina & Michael Kumhof, 2007. "Politically Optimal Fiscal Policy," IMF Working Papers 07/68, International Monetary Fund.
  12. Carlos Gustavo Machicado, 2007. "Macroeconomic and Welfare Effects of Public Infrastructure Investment in Five Latin American Countries," Development Research Working Paper Series 14/2007, Institute for Advanced Development Studies.
  13. Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order Approximation," CAMA Working Papers 2013-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
  15. Luis Catão & Roberto Chang, 2013. "Monetary Rules for Commodity Traders," IMF Economic Review, Palgrave Macmillan, vol. 61(1), pages 52-91, April.
  16. Haiping Zhang & Jurgen von Hagen, 2007. "A Welfare Analysis of Capital Account Liberalization," Working Papers 19-2007, Singapore Management University, School of Economics.
  17. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers 08-2011, Economics Section, The Graduate Institute of International Studies.
  18. Stephanie Becker & Lars Grüne & Willi Semmler, 2007. "Comparing accuracy of second-order approximation and dynamic programming," Computational Economics, Society for Computational Economics, vol. 30(1), pages 65-91, August.
  19. Xu, Wenli & Xu, Kun & Lu, Hongyou, 2016. "Environmental Policy and China’s Macroeconomic Dynamics Under Uncertainty---Based on The NK Model with Distortionary Taxation," MPRA Paper 71314, University Library of Munich, Germany.
  20. Teo, Wing Leong, 2009. "Should East Asia's currencies be pegged to the yen? The role of invoice currency," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 283-308, September.
  21. Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2003. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Computing in Economics and Finance 2003 162, Society for Computational Economics.
  22. Nakata, Taisuke, 2014. "Welfare costs of shifting trend inflation," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 66-78.
  23. Chugh, Sanjay K., 2013. "Costly external finance and labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2882-2912.
  24. Shigeto Kitano & Kenya Takaku, 2016. "Capital Controls as an Alternative to Credit Policy in a Small Open Economy," Discussion Paper Series DP2016-11, Research Institute for Economics & Business Administration, Kobe University.
  25. Paolo Zagaglia, 2007. "Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 121-138, Autumn.
  26. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Society for Computational Economics, vol. 23(4), pages 343-377, 06.
  27. Zsófia L. Bárány, 2011. "The Minimum Wage and Inequality - The Effects of Education and Technology," CEP Discussion Papers dp1076, Centre for Economic Performance, LSE.
  28. Constantino Hevia & Juan Pablo Nicolini, 2015. "Política Monetaria y la Enfermedad Holandesa: Rigidez de Precios y de Salarios," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(2), pages 28-60, August.
  29. Martin Møller Andreasen, 2008. "How to Maximize the Likelihood Function for a DSGE Model," CREATES Research Papers 2008-32, Department of Economics and Business Economics, Aarhus University.
  30. Calani, Mauricio, 2007. "Testing Globalization-Disinflation Hypothesis," MPRA Paper 4787, University Library of Munich, Germany, revised 10 Sep 2007.
  31. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 1210, University of Nevada, Las Vegas , Department of Economics.
  32. Oscar Jorda, 2004. "Model-Free Impulse Responses," Working Papers 68, University of California, Davis, Department of Economics.
  33. Schmidt, Torsten & Zimmermann, Tobias, 2005. "Effects of Oil Price Shocks on German Business Cycles," RWI Discussion Papers 31, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI).
  34. Stepahnie Schmitt-Grohé & Martín Uribe, 2007. "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 5, pages 125-186 Central Bank of Chile.
  35. Simone Landini & Mariacristina Uberti, 2008. "A Statistical Mechanic View of Macro-dynamics in Economics," Computational Economics, Society for Computational Economics, vol. 32(1), pages 121-146, September.
  36. Michel Juillard & Tarik Ocaktan, 2008. "Méthodes de simulation des modèles stochastiques d'équilibre général," Post-Print hal-00813425, HAL.
  37. Sutherland, Alan, 2002. "Cost-Push Shocks and Monetary Policy and Monetary Policy in Open Economies," Discussion Paper Series 1: Economic Studies 2002,27, Deutsche Bundesbank, Research Centre.
  38. Sanjay K. Chugh & Fabio Ghironi, 2011. "Optimal Fiscal Policy with Endogenous Product Variety," NBER Working Papers 17319, National Bureau of Economic Research, Inc.
  39. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Working Papers 2012-33, CEPII research center.
  40. Maliar, Lilia & Maliar, Serguei & Villemot, Sébastien, 2011. "Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions," Dynare Working Papers 6, CEPREMAP, revised Jul 2012.
  41. Stuart J. Fowler & Eric R. Young, 2004. "The Acquisition of Skills over the Life-Cycle," Working Papers 200402, Middle Tennessee State University, Department of Economics and Finance.
  42. Caroline Schmidt, 2005. "International Transmission Effects of Monetary Policy Shocks: Can Asymmetric Price Setting Explain the Stylized Facts?," KOF Working papers 05-102, KOF Swiss Economic Institute, ETH Zurich.
  43. Sanjay K. Chugh & David M. Arseneau, 2008. "Optimal Fiscal and Monetary Policy in Customer Markets," 2008 Meeting Papers 101, Society for Economic Dynamics.
  44. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
  45. Tiziana Assenza & Domenico Delli Gatti, 2012. "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," GREDEG Working Papers 2012-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  46. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc.
  47. Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo Group Munich.
  48. Paul Pichler, 2007. "On the accuracy of low-order projection methods," Economics Bulletin, AccessEcon, vol. 3(50), pages 1-8.
  49. Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
  50. Sanjay Chugh, 2016. "Firm Risk and Leverage-Based Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 111-131, April.
  51. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
  52. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  53. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
  54. Alan Sutherland, 2005. "The Expenditure Switching Effect, Welfare and Monetary Policy in a Small Open Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp022, IIIS.
  55. Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," CDMA Working Paper Series 200806, Centre for Dynamic Macroeconomic Analysis.
  56. Anand, Rahul & Prasad, Eswar S. & Zhang, Boyang, 2015. "What measure of inflation should a developing country central bank target?," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 102-116.
  57. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
  58. Ioana Moldovan, 2007. "Countercyclical Taxes in a Monopolistically Competitive Environment," Working Papers 2007_42, Business School - Economics, University of Glasgow.
  59. Sergey Ivashchenko, 2015. "A 5-sector DSGE model of Russia," EUSP Deparment of Economics Working Paper Series Ec-01/15, European University at St. Petersburg, Department of Economics.
  60. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs- Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
  61. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  62. Shi, Kang & Xu, Juanyi, 2010. "Intermediate goods trade and exchange rate pass-through," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 571-583, June.
  63. Collard, Fabrice & Dellas, Harris, 2005. "Tax distortions and the case for price stability," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 249-273, January.
  64. Cédric Tille & Eric Van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York.
  65. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
  66. David Aikman & Matthias Paustian, 2006. "Bank capital, asset prices and monetary policy," Bank of England working papers 305, Bank of England.
  67. Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2011. "Second Order Approximation of Dynamic Models with Time-Varying Risk," CEPR Discussion Papers 8177, C.E.P.R. Discussion Papers.
  68. Marcelo Ochoa & Patricio Valenzuela, 2004. "Impactos de un Shock Externo en un Modelo Estocástico de Equilibrio General para una Economía Abierta: El Caso de Chile," Macroeconomics 0407007, EconWPA.
  69. L. Marattin & M. Marzo & P. Zagaglia, 2010. "A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments," Working Papers wp720, Dipartimento Scienze Economiche, Universita' di Bologna.
  70. Le, Vo Phuong Mai & Minford, Patrick, 2007. "Optimising Indexation Arrangements under Calvo Contracts and their Implications for Monetary Policy," CEPR Discussion Papers 6325, C.E.P.R. Discussion Papers.
  71. 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.
  72. Amisano, Gianni & Tristani, Oreste, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 0754, European Central Bank.
  73. Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
  74. Sergey Ivashchenko, 2014. "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Deparment of Economics Working Paper Series Ec-06/14, European University at St. Petersburg, Department of Economics.
  75. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," FinMaP-Working Papers 6, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  76. Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2009. "Monetary and Fiscal Policy under Deep Habits," SIRE Discussion Papers 2009-47, Scottish Institute for Research in Economics (SIRE).
  77. Kollmann, Robert, 2004. "Welfare-Maximizing Operational Monetary and Tax Policy Rules," CEPR Discussion Papers 4782, C.E.P.R. Discussion Papers.
  78. Collard, Fabrice & Dellas, Harris, 2003. "Poole in the New Keynesian Model," CEPR Discussion Papers 4083, C.E.P.R. Discussion Papers.
  79. Ester Faia & Tommaso Monacelli, 2004. "Ramsey Monetary Policy and International Relative Prices," 2004 Meeting Papers 249, Society for Economic Dynamics.
  80. Nguyen, Ha, 2011. "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, vol. 85(2), pages 245-255.
  81. Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers 7813, C.E.P.R. Discussion Papers.
  82. Baltasar Manzano & Luis Rey, 2012. "The Welfare Cost of Energy Insecurity," Working Papers fa07-2012, Economics for Energy.
  83. Miguel A. Espinosa & Juan D. Prada, 2010. "Conflict and Uncertainty: A Dynamic Approach," DOCUMENTOS CEDE 006716, UNIVERSIDAD DE LOS ANDES-CEDE.
  84. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.
  85. Leblebicioglu, AslI, 2009. "Financial integration, credit market imperfections and consumption smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 377-393, February.
  86. Ajevskis, Viktors, 2015. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Dynare Working Papers 44, CEPREMAP.
  87. Kollmann, Robert, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," MPRA Paper 70350, University Library of Munich, Germany.
  88. Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and Using Second Order Accurate Solutions of Discrete Time," Levine's Bibliography 666156000000000284, UCLA Department of Economics.
  89. Cavallari, Lilia & D׳Addona, Stefano, 2015. "Exchange rates as shock absorbers: The role of export margins," Research in Economics, Elsevier, vol. 69(4), pages 582-602.
  90. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
  91. Stephanie Schmitt-Grohe & Martin Uribe, 2005. "Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model: Expanded Version," NBER Working Papers 11417, National Bureau of Economic Research, Inc.
  92. Eric T. Swanson & Gary S. Anderson & Andrew T. Levin, 2006. "Higher-order perturbation solutions to dynamic, discrete-time rational expectations models," Working Paper Series 2006-01, Federal Reserve Bank of San Francisco.
  93. Sanjay K. Chugh & Christian Merkl, 2013. "Efficiency and Labor Market Dynamics in a Model of Labor Selection," Boston College Working Papers in Economics 846, Boston College Department of Economics.
  94. Stephanie Schmitt-Grohé & Martín Uribe, 2006. "Optimal Simple and Implementable Monetary and Fiscal Rules: Expanded Version," NBER Working Papers 12402, National Bureau of Economic Research, Inc.
  95. Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," BORRADORES DE ECONOMIA 005480, BANCO DE LA REPÚBLICA.
  96. Alan Sutherland, 2002. "A Simple Second-Order Solution Method for Dynamic General Equilibrium Models," Discussion Paper Series, Department of Economics 200211, Department of Economics, University of St. Andrews.
  97. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2013-23, FEDEA.
  98. Alok Johri & Bidyut Kumar Talukdar, 2011. "Organizational Capital and Optimal Ramsey Taxation," Department of Economics Working Papers 2011-09, McMaster University.
  99. Jorge Hermann & Rómulo Chumacero, 2005. "No Estaba Muerta, ...: La Teoría Cuantitativa y la Relación entre Dinero e Inflación," Working Papers Central Bank of Chile 324, Central Bank of Chile.
  100. Challe, Edouard & Giannitsarou, Chryssi, 2014. "Stock prices and monetary policy shocks: A general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 46-66.
  101. Haiping Zhang, 2005. "Speculation in Standard Auctions with Resale," Bonn Econ Discussion Papers bgse11_2005, University of Bonn, Germany.
  102. Sutherland, Alan, 2005. "Incomplete pass-through and the welfare effects of exchange rate variability," Journal of International Economics, Elsevier, vol. 65(2), pages 375-399, March.
  103. Mimir, Yasin, 2010. "Financial intermediaries, leverage ratios, and business cycles," MPRA Paper 27643, University Library of Munich, Germany.
  104. Vasilev, Aleksandar, 2013. "Fiscal policy in a Real-Business-Cycle model with labor-intensive government services and endogenous public sector wages and hours," EconStor Preprints 142338, ZBW - German National Library of Economics.
  105. Pavasuthipaisit, Robert, 2007. "Monetary policy responses amid credit and asset booms and busts," MPRA Paper 4491, University Library of Munich, Germany.
  106. Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
  107. Hiroki Arato, 2009. "Optimal Operational Monetary Policy Rules in an Endogenous Growth Model: a calibrated analysis," KIER Working Papers 663, Kyoto University, Institute of Economic Research.
  108. Juan Pablo Medina & Ruy Lama, 2005. "Optimal Monetary Policy in a Small Open Economy under Segmented Asset Markets and Sticky Prices," 2005 Meeting Papers 774, Society for Economic Dynamics.
  109. Viktors Ajevskis, 2015. "Nonlocal Solutions to Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach," Papers 1506.02521, arXiv.org.
  110. Konstantinos Angelopoulos & Jim Malley & Apostolis Philippopoulos, 2008. "Welfare Implications of Public Education Spending Rules," CESifo Working Paper Series 2510, CESifo Group Munich.
  111. Albertini, Julien & Fairise, Xavier, 2013. "Search frictions, real wage rigidities and the optimal design of unemployment insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1796-1813.
  112. Nooman Rebei & Mohamed Safouane Ben Aissa, 2012. "Price Subsidies and the Conduct of Monetary Policy," IMF Working Papers 12/15, International Monetary Fund.
  113. Sanjay K. Chugh, 2006. "Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices," Computing in Economics and Finance 2006 228, Society for Computational Economics.
  114. Foerster, Andrew T. & Rubio-Ramirez, Juan F. & Waggoner, Daniel F. & Zha, Tao, 2014. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2014-16, Federal Reserve Bank of Atlanta.
  115. Kollmann, Robert, 2002. "Monetary policy rules in the open economy: effects on welfare and business cycles," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 989-1015, July.
  116. Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013. "Volatility and persistence of simulated DSGE real exchange rates," Economics Letters, Elsevier, vol. 119(1), pages 38-41.
  117. Arseneau, David M. & Chugh, Sanjay K., 2008. "Optimal fiscal and monetary policy with costly wage bargaining," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1401-1414, November.
  118. Konstantinos, Jiang, Wei Angelopoulos & Jim Malley, 2015. "Fiscal Multipliers in a Two-Sector Search and Matching Model," CESifo Working Paper Series 5197, CESifo Group Munich.
  119. Jean Barthélemy & Magali Marx, 2012. "Solving Rational Expectations Models," Sciences Po publications info:hdl:2441/3ug0u3qte39, Sciences Po.
  120. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
  121. Samuel Reynard & Andreas Schabert, 2009. "Modeling Monetary Policy," Tinbergen Institute Discussion Papers 09-094/2, Tinbergen Institute.
  122. Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2011. "The risky steady state," Working Papers hal-00972801, HAL.
  123. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09i8hjg0kpi is not listed on IDEAS
  124. Yu, Changhua, 2015. "Evaluating international financial integration in a center-periphery economy," Journal of International Economics, Elsevier, vol. 95(1), pages 129-144.
  125. Kollmann, Robert, 2002. "Monetary Policy Rules in a Two-Country World," MPRA Paper 70347, University Library of Munich, Germany.
  126. M. Marzo, 2004. "Optimal Monetary Policy in a Simple Distorted Economy," Working Papers 511, Dipartimento Scienze Economiche, Universita' di Bologna.
  127. Schmitt-Grohé, Stephanie & Uribe, Martín, 2006. "Optimal fiscal and monetary policy in a medium-scale macroeconomic model," Working Paper Series 0612, European Central Bank.
  128. Barbara Annicchiarico & Alessandra Pelloni, 2016. "Innovation, Growth and Optimal Monetary Policy," CEIS Research Paper 376, Tor Vergata University, CEIS, revised 01 Apr 2016.
  129. Robert Amano & Steve Ambler & Nooman Rebei, 2007. "The Macroeconomic Effects of Nonzero Trend Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1821-1838, October.
  130. Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2509-2531, December.
  131. Kang Shi, 2011. "Sectoral Labor Adjustment and Monetary Policy in a Small Open Economy," Working Papers 302011, Hong Kong Institute for Monetary Research.
  132. Liu, Qing & Shi, Kang & Wu, Zhouheng & Xu, Juanyi, 2014. "Oil price stabilization and global welfare," Journal of Development Economics, Elsevier, vol. 111(C), pages 246-260.
  133. Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics and Business, Department of Economics.
  134. Leonor Coutinho, 2003. "Fiscal Policy in the New Open Economy. Macroeconomics and Prospects for Fiscal Policy Coordination," Economics Working Papers 021, European Network of Economic Policy Research Institutes.
  135. Francisco RUGE-MURCIA, 2014. "Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk," Cahiers de recherche 15-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  136. Abo-Zaid, Salem, 2009. "Optimal Monetary Policy and Downward Nominal Wage Rigidity in Frictional Labor Markets," MPRA Paper 17489, University Library of Munich, Germany.
  137. Ester Faia & Eleni Iliopulos, 2010. "Financial globalization, financial frictions and optimal monetary policy," Globalization and Monetary Policy Institute Working Paper 52, Federal Reserve Bank of Dallas.
  138. Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2013. "Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy," CESifo Working Paper Series 4199, CESifo Group Munich.
  139. Federico di Pace, 2008. "Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution," Birkbeck Working Papers in Economics and Finance 0807, Birkbeck, Department of Economics, Mathematics & Statistics.
  140. Ester Faia & Lorenza Rossi, 2013. "Union Power, Collective Bargaining, And Optimal Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 408-427, 01.
  141. Katrin Rabitsch & Serhiy Stepanchuk, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers wuwp162, Vienna University of Economics and Business, Department of Economics.
  142. Ke Pang & Yao Tang, 2014. "Vertical Trade, Exchange Rate Pass-Through, and the Exchange Rate Regime," Open Economies Review, Springer, vol. 25(3), pages 477-520, July.
  143. Denny Lie, 2015. "Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models," 2015 Meeting Papers 523, Society for Economic Dynamics.
  144. De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010. "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
  145. Chugh, Sanjay K., 2007. "Optimal inflation persistence: Ramsey taxation with capital and habits," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1809-1836, September.
  146. Alan Sutherland, 2002. "International monetary policy coordination and financial market integration," International Finance Discussion Papers 751, Board of Governors of the Federal Reserve System (U.S.).
  147. repec:hal:journl:halshs-00497486 is not listed on IDEAS
  148. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  149. Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
  150. Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Computing in Economics and Finance 2005 184, Society for Computational Economics.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.