IDEAS home Printed from https://ideas.repec.org/r/eee/dyncon/v24y2000i10p1405-1423.html
   My bibliography  Save this item

Using the generalized Schur form to solve a multivariate linear rational expectations model

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Annicchiarico, Barbara & Giammarioli, Nicola & Piergallini, Alessandro, 2012. "Budgetary policies in a DSGE model with finite horizons," Research in Economics, Elsevier, vol. 66(2), pages 111-130.
  2. Pierdzioch, Christian, 2004. "Capital mobility and the effectiveness of fiscal policy in open economies," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 465-479, September.
  3. Pierdzioch, Christian, 2002. "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers 1109, Kiel Institute for the World Economy (IfW Kiel).
  4. Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
  5. Peter N. Ireland, 2009. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
  6. Lombardo, Giovanni & Sutherland, Alan, 2007. "Computing second-order-accurate solutions for rational expectation models using linear solution methods," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 515-530, February.
  7. Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
  8. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
  9. Adnan Haider Bukhari & Safdar Ullah Khan, 2008. "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 963-1008.
  10. Paul Gomme & B. Ravikumar & Peter Rupert, 2011. "The Return to Capital and the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 262-278, April.
  11. Kumar, Abhishek & Mallick, Sushanta & Sinha, Apra, 2021. "Policy errors and business cycle fluctuations: Evidence from an emerging economy," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 176-198.
  12. Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  13. Givens, Gregory E., 2009. "Which price level to target? Strategic delegation in a sticky price and wage economy," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 685-698, December.
  14. Konstantinos Angelopoulos & George Economides & Vanghelis Vassilatos, 2011. "Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 511-531, July.
  15. Baja Daza, Gover & Fernández Tellería, Bernardo X. & Zavaleta Castellón, David, 2014. "Diminishing commodity prices and capital flight in a dutch disease and resource curse environment: The case of Bolivia," MPRA Paper 75702, University Library of Munich, Germany, revised Dec 2014.
  16. Elnura Baiaman kyzy & Roberto Leon-Gonzalez, 2024. "Estimation of Nonlinear DSGE Models Through Laplace Based Solutions," Working Paper series 24-11, Rimini Centre for Economic Analysis.
  17. Ireland, Peter N., 2014. "The Macroeconomic Effects Of Interest On Reserves," Macroeconomic Dynamics, Cambridge University Press, vol. 18(6), pages 1271-1312, September.
  18. Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
  19. Eric JONDEAU & Hervé LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics 0303004, University Library of Munich, Germany.
  20. Dimitris Papageorgiou, 2014. "BoGGEM: a dynamic stochastic general equilibrium model for policy simulations," Working Papers 182, Bank of Greece.
  21. Mumtaz, Haroon & Zanetti, Francesco, 2015. "Factor adjustment costs: A structural investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 341-355.
  22. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers 86, Narodowy Bank Polski.
  23. Horag Choi & George Alessandria, 2009. "The Role of Exporting and Trade for Entry over the Business Cycle," 2009 Meeting Papers 355, Society for Economic Dynamics.
  24. David Backus & Mikhail Chernov & Stanley Zin, 2013. "Identifying Taylor Rules in Macro-finance Models," Working Papers 13-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  25. Stefan Laséen & Lars E.O. Svensson, 2011. "Anticipated Alternative policy Rate Paths in Plicy Simulations," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 1-35, September.
  26. Giovanni Ganelli & Juha Tervala, 2020. "Welfare Multiplier of Public Investment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 390-420, June.
  27. Boehl, Gregor & Hommes, Cars, 2025. "Rational vs. irrational beliefs in a complex world," Journal of Economic Behavior & Organization, Elsevier, vol. 232(C).
  28. Morris A. Davis, 2010. "housing and the business cycle," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  29. Al-Sadoon, Majid M., 2018. "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 34(3), pages 628-658, June.
  30. M. Alper Cenesiz, 2007. "A New Cost Channel of Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2006 68, Money Macro and Finance Research Group.
  31. Anastasiia Antonova & Luis Huxel & Mykhailo Matvieiev & Gernot J. Muller & Gernot Müller, 2025. "The Propagation of Tariff Shocks via Production Networks," CESifo Working Paper Series 11917, CESifo.
  32. Zanetti, Francesco, 2009. "Effects of product and labor market regulation on macroeconomic outcomes," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 320-332, June.
  33. Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, September.
  34. Acharya, Sushant & Chen, William & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023. "Estimating HANK for Central Banks," CEPR Discussion Papers 18407, C.E.P.R. Discussion Papers.
    • Sushant Acharya & William Chen & Marco Del Negro & Keshav Dogra & Aidan Gleich & Shlok Goyal & Donggyu Lee & Ethan Matlin & Reca Sarfati & Sikata Sengupta, 2023. "Estimating HANK for Central Banks," Staff Reports 1071, Federal Reserve Bank of New York.
  35. Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
  36. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2014. "Monetary policy trade-offs in an estimated open-economy DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 33-49.
  37. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2445-2457.
  38. Bennett T. McCallum, 2009. "Determinacy, Learnability, and Plausibility in Monetary Policy Analysis: Additional Results," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 7, pages 203-225, Central Bank of Chile.
  39. Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023. "Gauging the effects of the German COVID-19 fiscal stimulus package," European Economic Review, Elsevier, vol. 154(C).
  40. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  41. Gasteiger, Emanuel, 2011. "Heterogeneous expectations, Taylor rules and the merit of monetary policy inertia," MPRA Paper 31004, University Library of Munich, Germany.
  42. Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
  43. Urrutia, Miguel & Hofstetter, Marc & Hamann, Franz, 2014. "Inflation Targeting in Colombia, 2002-2012," IDB Publications (Working Papers) 6394, Inter-American Development Bank.
  44. Peter N. Ireland, 2007. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1851-1882, December.
  45. Luciano Vereda & Marco A. F. H. Cavalcanti, 2010. "Modelo Dinâmico Estocástico de Equilíbrio Geral (DSGE) Para a Economia Brasileira: Versão 1," Discussion Papers 1479, Instituto de Pesquisa Econômica Aplicada - IPEA.
  46. Victor Valcarcel, 2013. "The Impact of Government Spending on Private Spending in a Two-Sector Economy," Public Finance Review, , vol. 41(2), pages 248-272, March.
  47. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
  48. Ajevskis, Viktors, 2019. "Nonlocal Solutions To Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2544-2571, September.
  49. Juha Tervala, 2008. "Productive Government Spending, Welfare and Exchange Rate Dynamics," Financial Theory and Practice, Institute of Public Finance, vol. 32(2), pages 97-114.
  50. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
  51. Carravetta, Francesco & Sorge, Marco M., 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers 05/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
  52. Aleksandar Vasilev, 2017. "Us Health And Aggregate Fluctuations," Bulletin of Economic Research, Wiley Blackwell, vol. 69(2), pages 147-163, April.
  53. Tatiana Kirsanova & Simon Wren‐Lewis, 2012. "Optimal Fiscal Feedback on Debt in an Economy with Nominal Rigidities," Economic Journal, Royal Economic Society, vol. 122(559), pages 238-264, March.
  54. Escudé, Guillermo J., 2012. "A DSGE model for a SOE with systematic interest and foreign exchange policy in which policymakers exploit the risk premium for stabilization purposes," Economics Discussion Papers 2012-40, Kiel Institute for the World Economy (IfW Kiel).
  55. Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021. "Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models," Econometrica, Econometric Society, vol. 89(5), pages 2375-2408, September.
  56. Federico S. Mandelman & Francesco Zanetti, 2008. "Estimating general equilibrium models: an application with labour market frictions," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 1, April.
  57. Matthew J. Lindquist, 2004. "Capital-Skill Complementarity and Inequality Over the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 519-540, July.
  58. Andrzej Torój, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland.
  59. Thomas A Lubik & Frank Schorfheide, 2001. "Computing Sunspots in Linear Rational Expectations Models," Economics Working Paper Archive 456, The Johns Hopkins University,Department of Economics, revised Jun 2002.
  60. Cho, Seonghoon & Moreno, Antonio, 2011. "The forward method as a solution refinement in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 257-272, March.
  61. Eduardo Moron & Juan F. Castro & Diego Winkelried, 2004. "Assessing Financial Vulnerability in Partially Dollarized Economies," International Finance 0406002, University Library of Munich, Germany.
  62. Hatcher, Michael, 2022. "Solving linear rational expectations models in the presence of structural change: Some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
  63. Hall, Jamie, 2012. "Rapid estimation of nonlinear DSGE models," MPRA Paper 41218, University Library of Munich, Germany.
  64. Alali, Walid Y., 2009. "Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) models," MPRA Paper 116480, University Library of Munich, Germany.
  65. Takashi Tamura, 2020. "Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 257-289, June.
  66. Boehl, Gregor, 2022. "Efficient solution and computation of models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  67. Pengfei Wang & Yi Wen, 2006. "Solving linear difference systems with lagged expectations by a method of undetermined coefficients," Working Papers 2006-003, Federal Reserve Bank of St. Louis.
  68. German Cubas, 2012. "The Rate of Reserve Requirements and Monetary Policy in Uruguay: a DSGE Approach," Documentos de trabajo 2012011, Banco Central del Uruguay.
  69. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
  70. Dennis, Richard, 2004. "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1635-1660, June.
  71. Buch, Claudia M. & Carstensen, Kai & Schertler, Andrea, 2005. "Macroeconomic Shocks and Foreign Bank Assets," Kiel Working Papers 1254, Kiel Institute for the World Economy (IfW Kiel).
  72. Caterina Mendicino, 2006. "Credit Market and Macroeconomic Volatility," 2006 Meeting Papers 317, Society for Economic Dynamics.
  73. Givens, Gregory E., 2011. "Unemployment insurance in a sticky-price model with worker moral hazard," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1192-1214, August.
  74. Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
  75. Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Sebastián Gómez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," CESifo Working Paper Series 11292, CESifo.
  76. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
  77. Annicchiarico Barbara & Marini Giancarlo & Piergallini Alessandro, 2008. "Monetary Policy and Fiscal Rules," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-42, February.
  78. Moron, Eduardo & Winkelried, Diego, 2005. "Monetary policy rules for financially vulnerable economies," Journal of Development Economics, Elsevier, vol. 76(1), pages 23-51, February.
  79. Fiori, Giuseppe, 2012. "Lumpiness, capital adjustment costs and investment dynamics," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 381-392.
  80. Lan, Hong & Meyer-Gohde, Alexander, 2014. "Solvability of perturbation solutions in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 366-388.
  81. Aleksandar Vasilev, 2013. "On the cost of rent-seeking by government bureaucrats in a Real-Business-Cycle framework," Working Papers 2013_20, Business School - Economics, University of Glasgow.
  82. Elmar Mertens, 2016. "Managing Beliefs about Monetary Policy under Discretion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 661-698, June.
  83. Bennett T. McCallum & Edward Nelson, 2004. "Timeless perspective vs. discretionary monetary policy in forward-looking models," Review, Federal Reserve Bank of St. Louis, vol. 86(Mar), pages 43-56.
  84. Gaurav Saroliya, 2007. "The New Keynesian Business Cycle Achievements and Challenges," Discussion Papers 07/20, Department of Economics, University of York.
  85. Bayoumi, Tamim & Sgherri, Silvia, 2004. "Deconstructing the Art of Central Banking," CEPR Discussion Papers 4675, C.E.P.R. Discussion Papers.
  86. Mr. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2012/149, International Monetary Fund.
  87. Anette Borge & Gunnar Bårdsen & Junior Maih, 2019. "Expectations switching in a DSGE model of the UK," Working Paper 2020/4, Norges Bank, revised Jun 2020.
  88. Zanetti, Francesco, 2012. "Banking and the role of money in the business cycle," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 87-94.
  89. Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021. "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia 1178, Banco de la Republica de Colombia.
  90. Lubik, Thomas A. & Schorfheide, Frank, 2003. "Computing sunspot equilibria in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 273-285, November.
  91. Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
  92. Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
  93. John H. Cochrane, 2011. "Determinacy and Identification with Taylor Rules," Journal of Political Economy, University of Chicago Press, vol. 119(3), pages 565-615.
  94. Cho, Seonghoon & McCallum, Bennett T., 2009. "Another weakness of "determinacy" as a selection criterion for rational expectations models," Economics Letters, Elsevier, vol. 104(1), pages 17-19, July.
  95. Kuo‐Hsuan Chin, 2022. "Forecast evaluation of DSGE models: Linear and nonlinear likelihood," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1099-1130, September.
  96. Agnieszka Leszczyńska-Paczesna, 2020. "Sectoral Price Stickiness and Inflation Persistence in Poland: A Two-Sector DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(2), pages 152-186.
  97. Hürtgen, Patrick, 2014. "Consumer misperceptions, uncertain fundamentals, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 279-292.
  98. José Luis Torres Chacon, 2015. "Introduction to Dynamic Macroeconomic General Equilibrium Models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 2, number 54, June.
  99. Pierdzioch, Christian, 2003. "Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates," Kiel Working Papers 1140, Kiel Institute for the World Economy (IfW Kiel).
  100. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series 200902, University of Hamburg, Department of Socioeconomics.
  101. Mehmet Fatih, Ekinci, 2010. "Inattentive Consumers and Exchange Rate Volatility," MPRA Paper 26472, University Library of Munich, Germany, revised 31 Oct 2010.
  102. Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
  103. Iiboshi, Hirokuni & Nishiyama, Shin-Ichi & Watanabe, Toshiaki, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis," MPRA Paper 85702, University Library of Munich, Germany.
  104. Peter N. Ireland, 2013. "Stochastic Growth In The United States And Euro Area," Journal of the European Economic Association, European Economic Association, vol. 11(1), pages 1-24, February.
  105. Lars E O Svensson, 2005. "Monetary Policy with Judgment: Forecast Targeting," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  106. Camilo Morales-Jimenez, 2018. "Dynamic and Stochastic Search Equilibrium," 2018 Meeting Papers 1240, Society for Economic Dynamics.
  107. Gregor Boehl & Gavin Goy & Felix Strobel, 2024. "A Structural Investigation of Quantitative Easing," The Review of Economics and Statistics, MIT Press, vol. 106(4), pages 1028-1044, July.
  108. Jean-Christophe Poutineau & Karolina Sobczak & Gauthier Vermandel, 2015. "The analytics of the New Keynesian 3-equation Model," Post-Print halshs-01184591, HAL.
  109. Fabian Goessling, 2019. "Exact Expectations: Efficient Calculation of DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 977-990, March.
  110. Hernandez, Kolver, 2013. "A system reduction method to efficiently solve DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 571-576.
  111. Konstantinos Theodoridis & Francesco Zanetti, 2014. "News and labour market dynamics in the data and in matching models," Bank of England working papers 488, Bank of England.
  112. Haroon Mumtaz & Francesco Zanetti, 2012. "Neutral technology shocks and employment dynamics: results based on an RBC identification scheme," Bank of England working papers 453, Bank of England.
  113. Hamilton, J.D., 2016. "Macroeconomic Regimes and Regime Shifts," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 163-201, Elsevier.
  114. Mai Farid, "undated". "Vertical Production and Macroeconomic Persistence: The Case of an Emerging Market Economy," Discussion Papers 09/11, Department of Economics, University of York.
  115. repec:hum:wpaper:sfb649dp2008-054 is not listed on IDEAS
  116. 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.
  117. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  118. Mumtaz, Haroon & Zanetti, Francesco, 2016. "The Effect Of Labor And Financial Frictions On Aggregate Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 20(1), pages 313-341, January.
  119. Lan, Hong & Meyer-Gohde, Alexander, 2012. "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers 2012-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  120. Tervala, Juha, 2007. "Technology Shocks and Employment in Open Economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-27.
  121. Bennett T. McCallum, 2001. "Inflation targeting and the liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
  122. Junior Maih, 2014. "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  123. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
  124. Gasteiger, Emanuel, 2018. "Do Heterogeneous Expectations Constitute A Challenge For Policy Interaction?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 2107-2140, December.
  125. Hall, Jamie & Pitt, Michael K. & Kohn, Robert, 2014. "Bayesian inference for nonlinear structural time series models," Journal of Econometrics, Elsevier, vol. 179(2), pages 99-111.
  126. repec:zbw:bofrdp:2007_029 is not listed on IDEAS
  127. Givens, Gregory E., 2016. "On the gains from monetary policy commitment under deep habits," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 19-36.
  128. Kwon, Hyosung & Miao, Jianjun, 2017. "Three types of robust Ramsey problems in a linear-quadratic framework," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 211-231.
  129. Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2020. "Identifying the sources of model misspecification," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 1-18.
  130. Federico S. Mandelman & Francesco Zanetti, 2008. "Technology shocks, employment, and labor market frictions," FRB Atlanta Working Paper 2008-10, Federal Reserve Bank of Atlanta.
  131. Bennett T. Mccallum, 2011. "Causality, Structure And The Uniqueness Of Rational Expectations Equilibria," Manchester School, University of Manchester, vol. 79(s1), pages 551-566, June.
  132. Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013. "Monetary policy risk: Rules vs. discretion," CEPR Discussion Papers 9611, C.E.P.R. Discussion Papers.
  133. Smith, A. Lee, 2016. "When does the cost channel pose a challenge to inflation targeting central banks?," European Economic Review, Elsevier, vol. 89(C), pages 471-494.
  134. Scott, C. Patrick, 2016. "Asymmetric preferences and monetary policy deviations," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 325-334.
  135. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2167-2185.
  136. Drago Bergholt, 2014. "Foreign shocks in an estimated multi-sector model," Working Papers No 4/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  137. C. Patrick Scott, 2016. "Are central bank preferences asymmetric when policy targets vary over time?," Empirical Economics, Springer, vol. 51(2), pages 577-589, September.
  138. Seonghoon Cho & Antonio Moreno, 2007. "The Forward Solution for Linear Rational Expectations Models," Faculty Working Papers 07/07, School of Economics and Business Administration, University of Navarra.
  139. Christian Bayer & Benjamin Born & Ralph Luetticke, 2024. "Shocks, Frictions, and Inequality in US Business Cycles," American Economic Review, American Economic Association, vol. 114(5), pages 1211-1247, May.
  140. Sergio Ocampo Díaz, 2011. "Agentes no ricardianos y rigideces nominales: su efecto sobre el principio de Taylor," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-56.
  141. Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2025. "Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2477-2503, May.
  142. Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
  143. Eduardo C. Castro, 2020. "RegGae: a toolkit for macroprudential policy with DSGEs," Working Papers Series 526, Central Bank of Brazil, Research Department.
  144. Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January.
  145. Wohltmann, Hans-Werner & Winkler, Roland C., 2009. "Rational expectations models with anticipated shocks and optimal policy: a general solution method and a New Keynesian example," Kiel Working Papers 1507, Kiel Institute for the World Economy (IfW Kiel).
  146. Roulleau-Pasdeloup, Jordan, 2023. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  147. Linnea Polgreen & Pedro Silos, 2006. "Crude substitution: the cyclical dynamics of oil prices and the college premium," FRB Atlanta Working Paper 2006-14, Federal Reserve Bank of Atlanta.
  148. Ashima Goyal & Abhishek Kumar, 2020. "A DSGE Model-Based Analysis of the Indian Slowdown," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-38, April.
  149. Amisano, Gianni & Tristani, Oreste, 2010. "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1837-1858, October.
  150. Peter N. Ireland, 2011. "A New Keynesian Perspective on the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 31-54, February.
  151. Heiberger, Christopher & Klarl, Torben & Maußner, Alfred, 2015. "On the uniqueness of solutions to rational expectations models," Economics Letters, Elsevier, vol. 128(C), pages 14-16.
  152. Ganelli, Giovanni & Tervala, Juha, 2010. "Public infrastructures, public consumption, and welfare in a new-open-economy-macro model," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 827-837, September.
  153. Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
  154. Malin Adolfson & Stefan Laséen & Jesper Lindé & Lars E.O. Svensson, 2011. "Optimal Monetary Policy in an Operational Medium‐Sized DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1287-1331, October.
  155. Giri, Federico, 2018. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
  156. Ganelli, Giovanni & Tervala, Juha, 2015. "Value of WTO trade agreements in a New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 347-362.
  157. Tervala, Juha, 2009. "Export pricing and the cross-country correlation of stock prices," Bank of Finland Research Discussion Papers 28/2009, Bank of Finland.
  158. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2016. "Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum," American Economic Review, American Economic Association, vol. 106(4), pages 1214-1219, April.
  159. Viktors Ajevskis, 2019. "Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models," Working Papers 2019/04, Latvijas Banka.
  160. Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-28.
  161. Barrdear, John, 2015. "Towards a new Keynesian theory of the price level," LSE Research Online Documents on Economics 86315, London School of Economics and Political Science, LSE Library.
  162. Kimura, Takeshi & Kurozumi, Takushi, 2007. "Optimal monetary policy in a micro-founded model with parameter uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 399-431, February.
  163. Karol Szomolanyi & Martin Lukacik & Adriana Lukacikova, 2025. "Macroeconomic performance of European Union's small open economies during the COVID-19 pandemic," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 33(3), pages 757-790, September.
  164. Francisco J. Ruge-Murcia & Alexander L. Wolman, 2022. "Relative Price Shocks and Inflation," Working Paper 22-07, Federal Reserve Bank of Richmond.
  165. Tan, Fei & Walker, Todd B., 2015. "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 95-111.
  166. Alban Moura, 2016. "The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S," Annals of Economics and Statistics, GENES, issue 121-122, pages 359-384.
  167. Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
  168. Fabio Canova & Kenneth Sæterhagen Paulsen, 2021. "Symbolic Stationarization of Dynamic Equilibrium Models," Working Paper 2021/18, Norges Bank.
  169. 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 - Leibniz Information Centre for Economics.
  170. Aleksandar Vasilev, 2013. "Cyclical and welfare effects of public sector unions in a Real-Business-Cycle model," Working Papers 2013_19, Business School - Economics, University of Glasgow.
  171. Kontonikas, Alexandros & Ioannidis, Christos, 2005. "Should monetary policy respond to asset price misalignments?," Economic Modelling, Elsevier, vol. 22(6), pages 1105-1121, December.
  172. Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319, Elsevier.
  173. Buch, Claudia M. & Pierdzioch, Christian, 2005. "The integration of imperfect financial markets: Implications for business cycle volatility," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 789-804, October.
  174. Andrés Gonzalez & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  175. repec:aug:augsbe:343 is not listed on IDEAS
  176. Kwon, Hyosung & Miao, Jianjun, 2019. "Woodford'S Approach To Robust Policy Analysis In A Linear-Quadratic Framework," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1895-1920, July.
  177. Christian Pierdzioch & Serkan Yener, 2007. "On the hump-shaped output effect of monetary policy in an open economy," International Economics and Economic Policy, Springer, vol. 4(1), pages 1-13, April.
  178. Nikolay Iskrev, 2010. "Parameter identification in Dynamic Economic models," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  179. Pichler, Paul, 2011. "Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 240-251, February.
  180. Engler, Philipp & Tervala, Juha, 2018. "Hysteresis and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 39-53.
  181. Edouard Challe, 2020. "Uninsured Unemployment Risk and Optimal Monetary Policy in a Zero-Liquidity Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 241-283, April.
  182. Pierdzioch, Christian, 2002. "Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies," Kiel Working Papers 1110, Kiel Institute for the World Economy (IfW Kiel).
  183. Ajevskis Viktors, 2017. "Semi-global solutions to DSGE models: perturbation around a deterministic path," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-28, April.
  184. Stephen Burgess & Emilio Fernandez-Corugedo & Charlotta Groth & Richard Harrison & Francesca Monti & Konstantinos Theodoridis & Matt Waldron, 2013. "The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models," Bank of England working papers 471, Bank of England.
  185. Francesco Bianchi & Giovanni Nicolò, 2021. "A generalized approach to indeterminacy in linear rational expectations models," Quantitative Economics, Econometric Society, vol. 12(3), pages 843-868, July.
  186. Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
  187. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  188. Angelini, Giovanni & Sorge, Marco M., 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  189. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers 08-29, Bank of Canada.
  190. Çenesiz, M. Alper & Pierdzioch, Christian, 2008. "Financial market integration, labor markets, and macroeconomic policies," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 467-476.
  191. Peter Ireland & Scott Schuh, 2008. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
  192. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  193. Andrzej Torój, 2009. "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 211-241, November.
  194. Schmitt-Grohe, Stephanie & Uribe, Martin, 2004. "Solving dynamic general equilibrium models using a second-order approximation to the policy function," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 755-775, January.
  195. Müller, Gernot J., 2008. "Understanding the dynamic effects of government spending on foreign trade," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 345-371, April.
  196. Pelin Ilbas, 2006. "Optimal Monetary Policy rules for the Euro area in a DSGE framework," Working Papers of Department of Economics, Leuven ces0613, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  197. Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
  198. Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302, Elsevier.
  199. Jaromír Hurník, 2004. "Fiscal Consolidation in General Equilibrium Framework (the case of the Czech Republic)," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(2), pages 142-158.
  200. Pierre Mabille, 2019. "Aggregate Precautionary Savings Motives," 2019 Meeting Papers 344, Society for Economic Dynamics.
  201. 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 559, Banco de la Republica de Colombia.
  202. Alexei Onatski & Noah Williams, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
  203. Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  204. Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
  205. Batabyal, Sourav & Islam, Faridul & Khaznaji, Maher, 2018. "On the sources of the Great Moderation: Role of monetary policy and intermediate inputs," Economic Modelling, Elsevier, vol. 74(C), pages 1-9.
  206. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers 0318, National Bureau of Economic Research, Inc.
  207. P. Marcelo Oviedo, 2005. "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," GE, Growth, Math methods 0501004, University Library of Munich, Germany.
  208. Tervala, Juha, 2013. "Learning by devaluating: A supply-side effect of competitive devaluation," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 275-290.
  209. Massimo Franchi & Paolo Paruolo, 2015. "Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 613-626, December.
  210. Tervala, Juha, 2007. "The international transmission of monetary policy in a dollar pricing model," Bank of Finland Research Discussion Papers 29/2007, Bank of Finland.
  211. Loisel, Olivier, 2021. "The implementation of stabilization policy," Theoretical Economics, Econometric Society, vol. 16(2), May.
  212. Flury, Thomas & Shephard, Neil, 2011. "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, vol. 27(05), pages 933-956, October.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.