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Citations for "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models"

by Ray C. Fair & John B. Taylor

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  1. Thierry Chauveau & Rahim Loufir, 1994. "L'avenir du régime de retraite français : les enseignements d'un modèle à générations imbriquées," Revue Économique, Programme National Persée, vol. 45(3), pages 789-804.
  2. Philippe Thalmann & Lawrence Goulder & François Delorme, 1996. "Assessing the international spillover effects of capital income taxation," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 3(4), pages 449-478, October.
  3. McKibbin, Warwick & Sachs, Jeffrey, 1985. "Macroeconomic Policies in the OECD and LDC External Adjustment," CEPR Discussion Papers 56, C.E.P.R. Discussion Papers.
  4. Jon Cockerline & John F. Helliwell & Robert Lafrance, 1988. "Multicountry Modeling of Financial Markets," NBER Working Papers 2736, National Bureau of Economic Research, Inc.
  5. Coenen, Gunter & Wieland, Volker, 2004. "Exchange-rate policy and the zero bound on nominal interest rates," MPRA Paper 76687, University Library of Munich, Germany.
  6. Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
  7. repec:kap:iaecre:v:4:y:1998:i:2:p:179-191 is not listed on IDEAS
  8. 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.
  9. Gary S. Anderson, "undated". "An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations," Computing in Economics and Finance 1996 _063, Society for Computational Economics.
  10. Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
  11. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
  12. Martin Bodenstein, 2008. "Trade elasticity of substitution and equilibrium dynamics," International Finance Discussion Papers 934, Board of Governors of the Federal Reserve System (U.S.).
  13. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
  14. Simon Gilchrist & John C. Williams, 2001. "Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan," Finance and Economics Discussion Series 2001-07, Board of Governors of the Federal Reserve System (U.S.).
  15. Taylor, John B, 1983. "Union Wage Settlements during a Disinflation," American Economic Review, American Economic Association, vol. 73(5), pages 981-993, December.
  16. Cwik, Tobias & Mueller, Gernot & Schmidt, Sebastian & Wieland, Volker & Wolters, Maik H, 2012. "A New Comparative Approach to Macroeconomic Modeling and Policy Analysis," CEPR Discussion Papers 8814, C.E.P.R. Discussion Papers.
  17. Oczkowski, Edward, 1993. "Price and quantity controlled agricultural markets and disequilibrium econometrics: A survey," Agricultural Economics, Blackwell, vol. 9(1), pages 53-87, July.
  18. Lei, Chengyao & Lu, Zhe & Zhang, Chengsi, 2015. "News on inflation and the epidemiology of inflation expectations in China," Economic Systems, Elsevier, vol. 39(4), pages 644-653.
  19. Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
  20. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers 1764, Econometric Society.
  21. Golinelli, Roberto & Rovelli, Riccardo, 2005. "Monetary policy transmission, interest rate rules and inflation targeting in three transition countries," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 183-201, January.
  22. Dalton, Michael & O'Neill, Brian & Prskawetz, Alexia & Jiang, Leiwen & Pitkin, John, 2008. "Population aging and future carbon emissions in the United States," Energy Economics, Elsevier, vol. 30(2), pages 642-675, March.
  23. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
  24. Arjan Kadareja, 2001. "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers 2001-20, CEPII research center.
  25. Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: A real-time assessment," CFS Working Paper Series 2013/06, Center for Financial Studies (CFS).
  26. Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J., 2012. "Small noise methods for risk-sensitive/robust economies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 468-500.
  27. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute.
  28. Antle, John M. & Havenner, Arthur, 1983. "Formulating And Estimating Dynamic Stochastic Production Models," Working Papers 225711, University of California, Davis, Department of Agricultural and Resource Economics.
  29. Winter, Joachim, 1997. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Sonderforschungsbereich 504 Publications 99-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  30. Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker & Wilcox, David, 2006. "A quantitative exploration of the opportunistic approach to disinflation," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1877-1893, November.
  31. Boucekkine, Raouf, 1993. "Terminal conditions as efficent instruments for numerical detection of the saddlepoint paths: a linear algebra non-robustness argument," UC3M Working papers. Economics 2898, Universidad Carlos III de Madrid. Departamento de Economía.
  32. Jon Faust & Ralph W. Tryon, 1994. "A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model," International Finance Discussion Papers 488, Board of Governors of the Federal Reserve System (U.S.).
  33. Lawrence H. Goulder & Barry Eichengreen, 1989. "Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects," NBER Working Papers 2965, National Bureau of Economic Research, Inc.
  34. Yazid Dissou & Lilia Karnizova, 2012. "Emissions Cap or Emissions Tax? A Multi-sector Business Cycle Analysis," Working Papers 1210E, University of Ottawa, Department of Economics.
  35. Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers 0054, National Bureau of Economic Research, Inc.
  36. Javier Guillermo Gomez Pineda, 2003. "Wage Indexation, Inflation Inertia And The Cost Of Disinflation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, pages -, June.
  37. Fair, Ray C & Taylor, John B, 1990. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 381-392, Oct.-Dec..
  38. Taylor, John B, 2000. "Alternative Views of the Monetary Transmission Mechanism: What Difference Do They Make for Monetary Policy?," Oxford Review of Economic Policy, Oxford University Press, vol. 16(4), pages 60-73, Winter.
  39. John B. Taylor, 2002. "The Monetary Transmission Mechanism and the Evaluation of Monetary Policy Rules," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 2, pages 021-046 Central Bank of Chile.
  40. Jeffrey R. Campbell & Zvi Hercowitz, 2006. "Welfare implications of the transition to high household debt," Working Paper Series WP-06-27, Federal Reserve Bank of Chicago.
  41. Ric D. Herbert & Peter Stemp, 2000. "Exploiting Model Structure to Solve the Dynamics of a Macro Model," CESifo Working Paper Series 266, CESifo Group Munich.
  42. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - German National Library of Economics.
  43. Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers 280, Society for Economic Dynamics.
  44. McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland, Institute for Economies in Transition.
  45. Bovenberg, A Lans & Goulder, Lawrence H, 1993. " Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis," Scandinavian Journal of Economics, Wiley Blackwell, vol. 95(2), pages 133-156.
  46. Jamshidi, Ahmad, 1989. "Evaluating global macroeconomic models : a case study of MULTIMOD," Policy Research Working Paper Series 298, The World Bank.
  47. Coenen Günter & Orphanides Athanasios & Wieland Volker, 2004. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-25, February.
  48. McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary, 2005. "A Macro-econometric Model for Ireland," Research Technical Papers 9/RT/05, Central Bank of Ireland.
  49. Olivier Coibion & Yuriy Gorodnichenko & Johannes Wieland, 2012. "The Optimal Inflation Rate in New Keynesian Models: Should Central Banks Raise Their Inflation Targets in Light of the Zero Lower Bound?," Review of Economic Studies, Oxford University Press, vol. 79(4), pages 1371-1406.
  50. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 185-206, May.
  51. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
  52. Catte, Pietro & Cova, Pietro & Pagano, Patrizio & Visco, Ignazio, 2011. "The role of macroeconomic policies in the global crisis," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 787-803.
  53. Simon Gilchrist & John C. Williams, 2000. "Putty-Clay and Investment: A Business Cycle Analysis," Journal of Political Economy, University of Chicago Press, vol. 108(5), pages 928-960, October.
  54. Bodenstein, Martin & Guerrieri, Luca & Gust, Christopher J., 2013. "Oil shocks and the zero bound on nominal interest rates," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 941-967.
  55. Kehoe, Timothy J. & Levine, David K., 1990. "The economics of indeterminacy in overlapping generations models," Journal of Public Economics, Elsevier, vol. 42(2), pages 219-243, July.
  56. Ludwig, Alexander, 2004. "Improving tatonnement methods for solving heterogeneous agent models," Papers 04-29, Sonderforschungsbreich 504.
  57. Ray C. Fair, 1984. "Effect of Expected Future Government Deficits on Current Economic Activity," NBER Working Papers 1293, National Bureau of Economic Research, Inc.
  58. Brayton, Flint & Levin, Andrew & Lyon, Ralph & Williams, John C., 1997. "The evolution of macro models at the Federal Reserve Board," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 43-81, December.
  59. Tryggvi Thor Herbertsson & Anders Sørensen, "undated". "Policy Rules for Exploitation of Renewable Resources: A Macroeconomic Perspective," EPRU Working Paper Series 96-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  60. Lei Lei Song & John Freebairn, 2004. "ow Big Was the Effect of Budget Consolidation on the Australian Economy in the 1990s?," Melbourne Institute Working Paper Series wp2004n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  61. Melnikov, N.B. & O'Neill, B.C. & Dalton, M.G., 2012. "Accounting for household heterogeneity in general equilibrium economic growth models," Energy Economics, Elsevier, vol. 34(5), pages 1475-1483.
  62. Cwik, Tobias & Wieland, Volker, 2009. "Keynesian government spending multipliers and spillovers in the euro area," CEPR Discussion Papers 7389, C.E.P.R. Discussion Papers.
  63. 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.
  64. Javier Gómez & José Darío Uribe & Hernando Vargas, 2002. "The Implementation Of Inflation Targeting In Colombia," BORRADORES DE ECONOMIA 003603, BANCO DE LA REPÚBLICA.
  65. Jeffrey C. Fuhrer & C. Hoyt Bleakley, "undated". "Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models," Computing in Economics and Finance 1997 35, Society for Computational Economics.
  66. 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.
  67. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc.
  68. Hukkinen, Juhana & Viren, Matti, 1999. "Assessing the Forecasting Performance of a Macroeconomic Model," Journal of Policy Modeling, Elsevier, vol. 21(6), pages 753-768, November.
  69. Charemza, Wojciech & Makarova, Svetlana & Prytula, Yaroslav & Raskina, Julia & Vymyatnina, Yulia, 2009. "A small forward-looking inter-country model (Belarus, Russia and Ukraine)," Economic Modelling, Elsevier, vol. 26(6), pages 1172-1183, November.
  70. King Yoong Lim, 2015. "Industrial Transformation with Heterogeneous FDI and Human Capital," Centre for Growth and Business Cycle Research Discussion Paper Series 213, Economics, The Univeristy of Manchester.
  71. Volker Wieland & Gunter Coenen, 2003. "The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan," Computing in Economics and Finance 2003 138, Society for Computational Economics.
  72. Evans, G.W. & Honkapohja ,S. & Mitra, K., 2007. "Anticipated Fiscal Policy and Adaptive Learning," Cambridge Working Papers in Economics 0705, Faculty of Economics, University of Cambridge.
  73. Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier.
  74. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  75. Tucci, Marco P., 1997. "Adaptive control in the presence of time-varying parameters," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 39-47, November.
  76. Viktors Ajevskis, 2014. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Working Papers 2014/01, Latvijas Banka.
  77. Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation for Research in Economics, Yale University, revised Jun 2003.
  78. Ippei Fujiwara & Naoko Hara & Yasuo Hirose & Yuki Teranishi, 2004. "The Japanese Economic Model: JEM," Bank of Japan Working Paper Series 04-E-3, Bank of Japan.
  79. David R.F. Love, 2009. "Accuracy of Deterministic Extended-Path Solution Methods for Dynamic Stochastic Optimization Problems in Macroeconomics," Working Papers 0907, Brock University, Department of Economics.
  80. Mathilde Le Moigne & Francesco Saraceno & Sebastien Villemot, 2016. "Probably too Little, Certainly too Late. An Assessement of the Juncker Investment Plan," Documents de Travail de l'OFCE 2016-10, Observatoire Francais des Conjonctures Economiques (OFCE).
  81. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
  82. Schmidt-Hebbel, Klaus & Serven, Luis, 1992. "Dynamic response to foreign transfers and terms-of-trade shocks in open economies," Policy Research Working Paper Series 1061, The World Bank.
  83. Lei Lei Song & John Freebairn & Don Harding, 2001. "Policy Options to Reduce Unemployment: TRYM Simulations," Melbourne Institute Working Paper Series wp2001n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  84. David R.F. Love, 2007. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0704, Brock University, Department of Economics, revised Jun 2007.
  85. Lars O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," NBER Working Papers 11392, National Bureau of Economic Research, Inc.
  86. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China’s financial crisis – the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
  87. Goulder, Lawrence H. & Hafstead, Marc A.C. & Dworsky, Michael, 2010. "Impacts of alternative emissions allowance allocation methods under a federal cap-and-trade program," Journal of Environmental Economics and Management, Elsevier, vol. 60(3), pages 161-181, November.
  88. 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.
  89. Ramdane Djoudad & Céline Gauthier, 2003. "A Small Dynamic Hybrid Model for the Euro Area," Staff Working Papers 03-19, Bank of Canada.
  90. Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
  91. Patrick Minford, 2008. "Commentary on "Economic projections and rules of thumb for monetary policy "," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 331-338.
  92. Ray Fair, 2001. "On Modeling the Effects of Inflation Shocks," Yale School of Management Working Papers amz2576, Yale School of Management, revised 01 Aug 2007.
  93. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc.
  94. Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Papers 61, National Institute of Economic Research.
  95. Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001 7, Society for Computational Economics.
  96. Manfred Gilli & Giorgio Pauletto, "undated". "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics.
  97. Ray C. Fair, 2001. "On Modeling the Effects of Inflation Shocks," Cowles Foundation Discussion Papers 1300, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
  98. Taylor, John B., 2000. "Low inflation, pass-through, and the pricing power of firms," European Economic Review, Elsevier, vol. 44(7), pages 1389-1408, June.
  99. Lim, G.C. & McNelis, Paul D., 2016. "Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 135-150.
  100. Wouter J. Den Haan & Albert Marcet, 1994. "Accuracy in Simulations," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 3-17.
  101. GALLEGO Francisco & SCHMIDT-HEBBEL Klaus & SERVÉN Luis, "undated". "General Equilibrium Dynamics of Foreign Shocks and Policy Changes in Chile," EcoMod2003 330700060, EcoMod.
  102. Lawrence H. Goulder & Barry Eichengreen, 1988. "Savings Promotion, Investment Promotion, and International Competitiveness," NBER Working Papers 2635, National Bureau of Economic Research, Inc.
  103. O'Donnell, Nuala, 2005. "Overview of Recent Progress in Macroeconomic Modelling in the Central Bank," Quarterly Bulletin Articles, Central Bank of Ireland, pages 115-131, October.
  104. Marco Maria Sorge, 2010. "A note on Kalman filter approach to solution of rational expectations models," Economics Bulletin, AccessEcon, vol. 30(3), pages 2002-2009.
  105. Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management, revised 24 Sep 2001.
  106. Afanasyeva, Elena & Kuete, Meguy & Wieland, Volker & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
  107. Viktors Ajevskis, 2015. "Nonlocal Solutions to Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach," Papers 1506.02521, arXiv.org.
  108. Britta Kohlbrecher & Merkl. Christian, 2016. "Business Cycle Asymmetries and the Labor Market," CESifo Working Paper Series 5803, CESifo Group Munich.
  109. Alston, Julian M. & Fuller, Kate B. & Kaplan, Jonathan D. & Tumber, Kabir P., 2013. "Economic Consequences of Pierce’s Disease and Related Policy in the California Winegrape Industry," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(2), August.
  110. Karp, Larry & Paul, Thierry, 1998. "Labor adjustment and gradual reform: when is commitment important?," Journal of International Economics, Elsevier, vol. 46(2), pages 333-362, December.
  111. 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.
  112. Ignacio Mauleón, 1998. "Interest rate expectations and the exchange rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(2), pages 179-191, May.
  113. Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
  114. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, vol. 48(1), pages 9-13, April.
  115. Lawrence H. Goulder & Marc A. C. Hafstead & Michael S. Dworsky, 2009. "Impacts of Alternative Emissions Allowance Allocation Methods under a Federal Cap-and-Trade Program," NBER Working Papers 15293, National Bureau of Economic Research, Inc.
  116. Pierre-Richard Agénor, 2005. "Schooling and Public Capital in a Model of Endogenous Growth," The School of Economics Discussion Paper Series 0538, Economics, The University of Manchester.
  117. Schroeter, John R., 2007. "Captive Supplies and Cash Market Prices for Fed Cattle: A Dynamic Rational Expectations Model of Delivery Timing," Staff General Research Papers Archive 12710, Iowa State University, Department of Economics.
  118. Mariana Garcıa-Schmidt & Michael Woodford, "undated". "Are Low Interest Rates Deflationary? A Paradox of Perfect- Foresight Analysis," Working Papers Series 18, Institute for New Economic Thinking.
  119. Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David, 1998. "A robust method for simulating forward-looking models," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 489-501, April.
  120. Guerrieri, Luca & Iacoviello, Matteo, 2014. "OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily," Finance and Economics Discussion Series 2014-47, Board of Governors of the Federal Reserve System (U.S.).
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  123. Lucas, Deborah, 1999. "Price and interest rate dynamics induced by multiperiod contracts," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 315-338.
  124. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation for Research in Economics, Yale University.
  125. Gilli, Manfred & Pauletto, Giorgio, 1998. "Krylov methods for solving models with forward-looking variables," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1275-1289, August.
  126. Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2010. "Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1131-1150, October.
  127. Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2005. "Rational expectations for large CGE models: A practical algorithm and a policy application," Economic Modelling, Elsevier, vol. 22(6), pages 1001-1019, December.
  128. repec:bdr:ensayo:v::y:2003:i:43:p:66-85 is not listed on IDEAS
  129. Bradley, John & Whelan, Karl, 1997. "The Irish expansionary fiscal contraction: A tale from one small European economy," Economic Modelling, Elsevier, vol. 14(2), pages 175-201, April.
  130. Den Haan, Wouter J. & De Wind, Joris, 2012. "Nonlinear and stable perturbation-based approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1477-1497.
  131. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, "undated". "The Composition of Public Expenditure and Growth: A Small-scale Intertemporal Model for Low-Income Countries," EcoMod2008 23800009, EcoMod.
  132. Coenen, Guenter & Wieland, Volker, 2003. "The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan," CFS Working Paper Series 2003/09, Center for Financial Studies (CFS).
  133. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004 23, Money Macro and Finance Research Group.
  134. Jon Faust & Ralph W. Tryon, 1995. "Block distributed methods for solving multi-country econometric models," International Finance Discussion Papers 516, Board of Governors of the Federal Reserve System (U.S.).
  135. Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012. "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.
  136. Francisco A. Gallego & Klaus Schmidt-Hebbel & Luis Servén, 2004. "General Equilibrium Dynamics of External Shocks and Policy Changes in Chile," Working Papers Central Bank of Chile 271, Central Bank of Chile.
  137. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
  138. Chao Wei, 2003. "Energy, the Stock Market, and the Putty-Clay Investment Model," American Economic Review, American Economic Association, vol. 93(1), pages 311-323, March.
  139. Minford, Patrick, 2008. "Commentary on Economic Projections and Rules of Thumb for Monetary Policy (by Athanasios Orphanides and Volker Wieland)," Cardiff Economics Working Papers E2008/16, Cardiff University, Cardiff Business School, Economics Section.
  140. Warwick J. McKibbin & Jeffrey Sachs, 1986. "Coordination of Monetary and Fiscal Policies in the OECD," NBER Working Papers 1800, National Bureau of Economic Research, Inc.
  141. Wallart, N. & Burgenmeier, B., 1994. "L'acceptable des taxes incitatives en Suisse," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 94.06, Institut d'Economie et Econométrie, Université de Genève.
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