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

by Fair, Ray C & Taylor, John B

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  1. Simon Gilchrist & John C. Williams, 2004. "Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan," Working Paper Series 2004-14, Federal Reserve Bank of San Francisco.
  2. Yuki Teranishi & Ippei Fujiwara & Naoko Hara, 2004. "The Japanese Economic Model: JEM," Econometric Society 2004 Far Eastern Meetings 723, Econometric Society.
  3. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association.
  4. Manfred Gilli & Giorgio Pauletto, . "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.
  5. Coenen, Günter & Orphanides, Athanasios & Wieland, Volker, 2003. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," CEPR Discussion Papers 3892, C.E.P.R. Discussion Papers.
  6. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
  7. Javier Gómez Pineda, 2002. "Wage Indexation, Inflation Inertia, and The Cost of Disinflation," BORRADORES DE ECONOMIA 003770, BANCO DE LA REPÚBLICA.
  8. Warwick J. McKibbin & Jeffrey D. Sachs, 1989. "The McKibbin-Sachs Global Model: Theory and Specifications," NBER Working Papers 3100, National Bureau of Economic Research, Inc.
  9. Coenen, Günter & Wieland, Volker, 2004. "Exchange-rate policy and the zero bound on nominal interest rates," Working Paper Series 0350, European Central Bank.
  10. 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.
  11. Stephen J. Turnovsky, 2008. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Working Papers UWEC-2008-09-FC, University of Washington, Department of Economics.
  12. Ray C. Fair, 1984. "Effect of Expected Future Government Deficits on Current Economic Activity," NBER Working Papers 1293, National Bureau of Economic Research, Inc.
  13. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation - New version," Borradores de Economia 198a, Banco de la Republica de Colombia.
  14. 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).
  15. Kohlbrecher, Britta & Merkl, Christian, 2016. "Business cycle asymmetries and the labor market," FAU Discussion Papers in Economics 01/2016, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  16. Alexander Ludwig, 2004. "Improving Tatonnement Methods of Solving Heterogeneous Agent Models," MEA discussion paper series 04058, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  17. Martin Bodenstein, 2009. "Trade Elasticity of Substitution and Equilibrium Dynamics," 2009 Meeting Papers 766, Society for Economic Dynamics.
  18. 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.
  19. K K Tang, 1998. "Property Markets and Policies in an Intertemporal General Equilibrium Model," Departmental Working Papers 1999-01, The Australian National University, Arndt-Corden Department of Economics, revised Jan 1999.
  20. Lawrence H. Goulder & Marc A. C. Hafstead & Roberton C. Williams III, 2016. "General Equilibrium Impacts of a Federal Clean Energy Standard," American Economic Journal: Economic Policy, American Economic Association, vol. 8(2), pages 186-218, May.
  21. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - German National Library of Economics.
  22. Hukkinen, Juhana & Virén, Matti, 1996. "Assessing the forecasting performance of a macroeconomic model," Research Discussion Papers 23/1996, Bank of Finland.
  23. Simon Gilchrist & John C. Williams, 1998. "Putty-clay and investment: a business cycle analysis," Finance and Economics Discussion Series 1998-30, Board of Governors of the Federal Reserve System (U.S.).
  24. 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.
  25. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
  26. 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.
  27. Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco, 2010. "The role of macroeconomic policies in the global crisis," Questioni di Economia e Finanza (Occasional Papers) 69, Bank of Italy, Economic Research and International Relations Area.
  28. David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers 0703, Brock University, Department of Economics, revised Sep 2007.
  29. Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
  30. 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.
  31. 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.
  32. Athanasios Orphanides & David H. Small & Volker W. Wieland & David W. Wilcox, 1997. "A quantitative exploration of the opportunistic approach to disinflation," Finance and Economics Discussion Series 1997-36, Board of Governors of the Federal Reserve System (U.S.).
  33. Oczkowski, Edward, 1993. "Price and quantity controlled agricultural markets and disequilibrium econometrics: A survey," Agricultural Economics, Blackwell, vol. 9(1), pages 53-87, July.
  34. Francisco Gallego & Klaus Schmidt-Hebbel & Luis Servén, 2005. "General Equilibrium Dynamics of Foreign Shocks ans Policy Changes in Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Rómulo A. Chumacero & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (S (ed.), General Equilibrium Models for the Chilean Economy, edition 1, volume 9, chapter 4, pages 113-162 Central Bank of Chile.
  35. 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.
  36. Hukkinen, Juhana & Viren, Matti, 1998. "How to Evaluate the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers 5/1998, .
  37. David R.F. Love, 2008. "A Note on the Accuracy of Extended-Path Solution Methods for Dynamic General Equilibrium Economies," Working Papers 0801, Brock University, Department of Economics, revised Apr 2008.
  38. Pierre‐Richard Agénor, 2011. "Schooling and Public Capital in a Model of Endogenous Growth," Economica, London School of Economics and Political Science, vol. 78(309), pages 108-132, January.
  39. Pierre Richard Agénor & Devrim Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," The School of Economics Discussion Paper Series 0616, Economics, The University of Manchester.
  40. 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.
  41. 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.
  42. Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
  43. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation for Research in Economics, Yale University.
  44. Jeffrey R. Campbell & Zvi Hercowitz, 2006. "The macroeconomic transition to high household debt," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  45. 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.
  46. 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.
  47. Schmidt-Hebbel, Klaus & Serven, Luis, 1995. "Fiscal and monetary contraction in Chile : a rational-expectations approach," Policy Research Working Paper Series 1472, The World Bank.
  48. 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 12710, Iowa State University, Department of Economics.
  49. Richard Pierse, 2006. "Terminal conditions in forward-looking economic models," School of Economics Discussion Papers 1006, School of Economics, University of Surrey.
  50. 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.
  51. 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.
  52. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Society for Computational Economics, vol. 27(2), pages 185-206, May.
  53. 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.
  54. Mariana Garcıa-Schmidt & Michael Woodford, . "Are Low Interest Rates Deflationary? A Paradox of Perfect- Foresight Analysis," Working Papers Series 18, Institute for New Economic Thinking.
  55. Emin Dinlersoz & Jeremy Greenwood, 2012. "The Rise And Fall Of Unions In The U.S," Working Papers 12-12r, Center for Economic Studies, U.S. Census Bureau, revised Jun 2013.
  56. Arnulfo Rodríguez & Fidel González & Jesús R. González García, 2007. "Uncertainty about the Persistence of Cost-Push Shocks and the Optimal Reaction of the Monetary Authority," Working Papers 2007-05, Banco de México.
  57. John Cogan & Tobias Cwik & John Taylor & Volker Wieland, 2009. "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.
  58. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
  59. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation for Research in Economics, Yale University.
  60. 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.
  61. Lars E. O. Svensson & Robert J. Tetlow, 2005. "Optimal policy projections," Finance and Economics Discussion Series 2005-34, Board of Governors of the Federal Reserve System (U.S.).
  62. Lawrence H. Goulder & Lawrence H. Summers, 1987. "Tax Policy, Asset Prices, and Growth: A General Equilibrium Analysis," NBER Working Papers 2128, National Bureau of Economic Research, Inc.
  63. David R.F. Love, 2009. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0908, Brock University, Department of Economics.
  64. 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.
  65. John F. Helliwell & Jon Cockerline & Robert Lafrance, 1990. "Multicountry modeling of financial markets," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 305-363.
  66. 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.
  67. 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.).
  68. Coenen, Gunter & Wieland, Volker, 2003. "The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan," Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1071-1101, July.
  69. Hukkinen, Juhana & Virén, Matti, 1995. "Assessing the performance of a macroeconomic model," Research Discussion Papers 5/1995, Bank of Finland.
  70. Jeffrey C. Fuhrer & Hoyt Bleakley, 1996. "Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models," Working Papers 96-2, Federal Reserve Bank of Boston.
  71. Fair Ray C, 2002. "On Modeling the Effects of Inflation Shocks," The B.E. Journal of Macroeconomics, De Gruyter, vol. 2(1), pages 1-21, April.
  72. George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007. "Anticipated Fiscal Policy and Adaptive Learning," CDMA Working Paper Series 200717, Centre for Dynamic Macroeconomic Analysis.
  73. Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007. "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers E2007/2, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2008.
  74. Barrell, Ray & Dury, Karen & Hurst, Ian, 2003. "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, vol. 20(3), pages 507-527, May.
  75. Ray C. Fair & Arnold Zellner (ary), 1992. "The Cowles Commission approach, real business cycles theories, and New- Keynesian economics," Proceedings, Federal Reserve Bank of St. Louis, pages 133-157.
  76. Lawrence H. Goulder, 1989. "Tax Policy, Housing Prices, and Housing Investment," NBER Working Papers 2814, National Bureau of Economic Research, Inc.
  77. Sushanta Mallick, 2001. "Dynamics of Macroeconomic Adjustment with Growth: Some Simulation Results," International Economic Journal, Taylor & Francis Journals, vol. 15(1), pages 115-139.
  78. Goulder, Lawrence H. & Thalmann, Philippe, 1993. "Approaches to efficient capital taxation : Leveling the playing field vs. living by the golden rule," Journal of Public Economics, Elsevier, vol. 50(2), pages 169-196, February.
  79. 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.
  80. Miranda, Mario J. & Rui, Xiongwen, 1997. "Maximum likelihood estimation of the nonlinear rational expectations asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1493-1510, June.
  81. Viktors Ajevskis, 2014. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Working Papers 2014/01, Latvijas Banka.
  82. Michael Dworsky & Lawrence Goulder & Marc Hafstead, 2009. "Impacts of Alternative Emissions Allowance Allocation Methods Under a Federal Cap-and-Trade Program," Discussion Papers 08-048, Stanford Institute for Economic Policy Research.
  83. A. Lans Bovenberg & Lawrence H. Goulder, 1989. "Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis," NBER Working Papers 3139, National Bureau of Economic Research, Inc.
  84. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute.
  85. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, . "The Composition of Public Expenditure and Growth: A Small-scale Intertemporal Model for Low-Income Countries," EcoMod2008 23800009, EcoMod.
  86. Ajevskis, Viktors, 2014. "Global Solutions to DSGE Models as a Perturbation of a Deterministic Path," MPRA Paper 55145, University Library of Munich, Germany.
  87. 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.
  88. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics.
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  90. 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.
  91. John B. Taylor, 2000. "The Monetary Transmission Mechanism and the Evaluation of Monetary Policy Rules," Working Papers Central Bank of Chile 87, Central Bank of Chile.
  92. 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.
  93. West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
  94. 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.
  95. 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.
  96. 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.
  97. Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
  98. 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.
  99. 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.
  100. 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.
  101. 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).
  102. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, School of Economics, University of Kent.
  103. Alexander Ludwig, 2004. "Improving tatonnement methods for solving heterogenous agent models," 2004 Meeting Papers 498, Society for Economic Dynamics.
  104. 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.
  105. Javier Gómez & José Darío Uribe & Hernando Vargas, 2002. "The Implementation Of Inflation Targeting In Colombia," BORRADORES DE ECONOMIA 003603, BANCO DE LA REPÚBLICA.
  106. 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.
  107. 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.
  108. Philippe THALMANN & Lawrence H. GOULDER & François DELORME, 1994. "Assessing the International Spillover Effects of Capital Income Taxation," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9411, Université de Lausanne, Faculté des HEC, DEEP.
  109. Guerrieri, Luca & Iacoviello, Matteo, 2015. "OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 22-38.
  110. 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.
  111. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
  112. P R Agénor & D Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 73, Economics, The Univeristy of Manchester.
  113. McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary, 2005. "A Macro-econometric Model for Ireland," Research Technical Papers 9/RT/05, Central Bank of Ireland.
  114. Mark A. Wynne, 1990. "The aggregate effects of temporary government purchases," Research Paper 9007, Federal Reserve Bank of Dallas.
  115. 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).
  116. 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.
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  119. 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.
  120. 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.
  121. 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.
  122. Herrera Revuelta, Julio, 1997. "Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 39-66, Junio.
  123. Mathilde Le Moigne & Francesco Saraceno & Sébastien Villemot, 2016. "Probably Too Little, Certainly Too Late. An Assessment of the Juncker Investment Plan," Sciences Po publications 2016-10, Sciences Po.
  124. Barrell, Ray & Pina, Alvaro M., 2004. "How important are automatic stabilisers in Europe? A stochastic simulation assessment," Economic Modelling, Elsevier, vol. 21(1), pages 1-35, January.
  125. 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.
  126. Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks´ Macro Models," Working Paper Series 323, Sveriges Riksbank (Central Bank of Sweden).
  127. 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.
  128. 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.
  129. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," NBER Working Papers 15296, National Bureau of Economic Research, Inc.
  130. Roberto Golinelli & Riccardo Rovelli, 2002. "Monetary Policy Transmission, Interest Rate Rules and Inflation Targeting in Three Transition Countries," Eastward Enlargement of the Euro-zone Working Papers wp10, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
  131. Ignacio Mauleón, 1998. "Interest rate expectations and the exchange rate," International Advances in Economic Research, International Atlantic Economic Society, vol. 4(2), pages 179-191, May.
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  134. Gary S. Anderson, . "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.
  135. Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc.
  136. Boucekkine, Raouf, 1995. "An alternative methodology for solving nonlinear forward-looking models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 711-734, May.
  137. 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.
  138. 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.
  139. 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.
  140. Viktors Ajevskis, 2015. "Nonlocal Solutions to Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach," Papers 1506.02521, arXiv.org.
  141. 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.
  142. 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.
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