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Citations for "Solving dynamic general equilibrium models using a second-order approximation to the policy function"

by Schmitt-Grohe, Stephanie & Uribe, Martin

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  1. José A Carrasco-Gallego & Margarita Rubio, 2013. "Macroprudential and Monetary Policies: Implications for Financial Stability and Welfare," Discussion Papers 2013/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  2. Jonathan Heathcote & Fabrizio Perri, 2013. "The International Diversification Puzzle Is Not as Bad as You Think," Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1108 - 1159.
  3. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
  4. Robert Amano & Steve Ambler & Nooman Rebei, 2006. "The Macroeconomic Effects of Non-Zero Trend Inflation," Staff Working Papers 06-34, Bank of Canada.
  5. Schmidt, Torsten & Zimmermann, Tobias, 2005. "Effects of Oil Price Shocks on German Business Cycles," RWI Discussion Papers 31, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI).
  6. Sanjay K. Chugh & Fabio Ghironi, 2011. "Optimal Fiscal Policy with Endogenous Product Variety," NBER Working Papers 17319, National Bureau of Economic Research, Inc.
  7. Konstantinos, Jiang, Wei Angelopoulos & Jim Malley, 2015. "Fiscal Multipliers in a Two-Sector Search and Matching Model," CESifo Working Paper Series 5197, CESifo Group Munich.
  8. Gnocchi, Stefano, 2006. "Optimal simple monetary policy rules and non-atomistic wage setters in a New-Keynesian framework," Working Paper Series 0690, European Central Bank.
  9. Zsofia Barany, 2016. "The Minimum Wage and Inequality: The Effects of Education and Technology," Sciences Po publications info:hdl:2441/4jgjdlef848, Sciences Po.
  10. Shigeto Kitano, 2010. "Capital Controls and Welfare," Discussion Paper Series DP2010-01, Research Institute for Economics & Business Administration, Kobe University, revised Jul 2011.
  11. Caroline Schmidt, 2005. "International Transmission Effects of Monetary Policy Shocks: Can Asymmetric Price Setting Explain the Stylized Facts?," KOF Working papers 05-102, KOF Swiss Economic Institute, ETH Zurich.
  12. Willi Semmler & Stephanie Becker & Lars Gruene, 2006. "Comparing Accuracy of Second Order Approximation and Dynamic Programming," Computing in Economics and Finance 2006 469, Society for Computational Economics.
  13. Robert Kollmann, 2013. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," Working Papers ECARES ECARES 2013-24, ULB -- Universite Libre de Bruxelles.
  14. Vincent Sterk & Silvana Tenreyro, 2016. "The Transmission of Monetary Policy through Redistributions and Durable Purchases," Working Papers 1601, Council on Economic Policies.
  15. Mennuni, Alessandro, 2013. "Labor Force Composition and Aggregate Fluctuations," Discussion Paper Series In Economics And Econometrics 1302, Economics Division, School of Social Sciences, University of Southampton.
  16. Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013. "Causes of nonlinearities in low-order models of the real exchange rate," Journal of International Economics, Elsevier, vol. 91(1), pages 128-141.
  17. Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Solving DSGE models with perturbation methods and a change of variables," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2509-2531, December.
  18. Kollmann, Robert, 2008. "Welfare-Maximizing Operational Monetary And Tax Policy Rules," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 112-125, April.
  19. Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007. "Asset pricing implications of a New Keynesian model," Bank of England working papers 326, Bank of England.
  20. Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012. "A Note on the Uniqueness of Solutions to Rational Expectations Models," Discussion Paper Series 319, Universitaet Augsburg, Institute for Economics.
  21. Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris West - Nanterre la Défense, EconomiX.
  22. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.
  23. George Economides & Apostolis Philippopoulos & Petros Varthalitis, 2016. "Monetary Union, Even Higher Integration, or Back to National Currencies?," CESifo Working Paper Series 5762, CESifo Group Munich.
  24. Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  25. Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman, 2013. "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1117-1146, 09.
  26. Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
  27. Olaf Posch, 2011. "Risk premia in general equilibrium," Post-Print hal-00851860, HAL.
  28. Vargas, Jose P Mauricio, 2009. "Bienestar y ciclos económicos en una economía con evasión y sector subterráneo
    [Welfare and business cycles in an economy with evasion and underground sector]
    ," MPRA Paper 18679, University Library of Munich, Germany.
  29. Alan Sutherland, 2005. "The Expenditure Switching Effect, Welfare and Monetary Policy in a Small Open Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp022, IIIS.
  30. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002. "Time-Varying Uncertainty and the Credit Channel," Economics Series 118, Institute for Advanced Studies.
  31. Eric Van Wincoop & Cedric Tille, 2007. "International Capital Flows," NBER Working Papers 12856, National Bureau of Economic Research, Inc.
  32. Konstantinos Angelopoulos & George Economides & Apostolis Philippopoulos, 2010. "What is the Best Environmental Policy? Taxes, Permits and Rules under Economic and Environmental Uncertainty," CESifo Working Paper Series 2980, CESifo Group Munich.
  33. Ajevskis, Viktors, 2014. "Global Solutions to DSGE Models as a Perturbation of a Deterministic Path," MPRA Paper 55145, University Library of Munich, Germany.
  34. Xu, Wenli & Xu, Kun & Lu, Hongyou, 2016. "Environmental Policy and China’s Macroeconomic Dynamics Under Uncertainty---Based on The NK Model with Distortionary Taxation," MPRA Paper 71314, University Library of Munich, Germany.
  35. Fernández-Villaverde, Jesús, 2009. "The Econometrics of DSGE Models," CEPR Discussion Papers 7157, C.E.P.R. Discussion Papers.
  36. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  37. Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers 62, University of California, Davis, Department of Economics.
  38. Jesús Rodríguez López, 2010. "Growth, fluctuations and technology in the U.S. post-war economy," Working Papers 10.01, Universidad Pablo de Olavide, Department of Economics.
  39. Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive 10-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  40. Michel Juillard & Tarik Ocaktan, 2008. "Méthodes de simulation des modèles stochastiques d'équilibre général," Post-Print hal-00813425, HAL.
  41. Guay C. Lim & Paul D. McNelis, 2005. "Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes," DNB Working Papers 056, Netherlands Central Bank, Research Department.
  42. Stephanie Schmitt-Grohe & Martin Uribe, 2005. "Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model: Expanded Version," NBER Working Papers 11417, National Bureau of Economic Research, Inc.
  43. Shi, Kang & Xu, Juanyi, 2010. "Intermediate goods trade and exchange rate pass-through," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 571-583, June.
  44. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
  45. Cedric Tille, 2002. "How valuable is exchange rate flexibility? Optimal monetary policy under sectoral shocks," Staff Reports 147, Federal Reserve Bank of New York.
  46. Frank Smets & Raf Wouters, 2005. "Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 146-65 Bank for International Settlements.
  47. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW).
  48. Carlos Gustavo Machicado, 2006. "Welfare Gains from Optimal Policy in a Partially Dollarized Economy," Development Research Working Paper Series 10/2006, Institute for Advanced Development Studies.
  49. Coenen, Günter & Lombardo, Giovanni & Smets, Frank & Straub, Roland, 2008. "International transmission and monetary policy cooperation," Working Paper Series 0858, European Central Bank.
  50. Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW).
  51. Malley, Jim & Philippopoulos, Apostolis, 2008. "Welfare Implications of Public Education Spending Rules," SIRE Discussion Papers 2008-56, Scottish Institute for Research in Economics (SIRE).
  52. Jair N. OJeda & Julián A. Parra Polanía & Carmiña O. Vargas, 2014. "Natural-Resource Booms, Fiscal Rules and Welfare in a Small Open Economy," Borradores de Economia 807, Banco de la Republica de Colombia.
  53. Di Pace, F. & Faccini, R., 2012. "Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 183-200.
  54. Jaroslav Borovicka & Lars Peter Hansen, 2012. "Examining macroeconomic models through the lens of asset pricing," Working Paper Series WP-2012-01, Federal Reserve Bank of Chicago.
  55. von Hagen, Jürgen & Zhang, Haiping, 2006. "Financial frictions, capital reallocation, and aggregate fluctuations," ZEI Working Papers B 03-2006, University of Bonn, ZEI - Center for European Integration Studies.
  56. Marattin, Luigi & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 920-952.
  57. DeGroot, Oliver, 2014. "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2014-31, Board of Governors of the Federal Reserve System (U.S.).
  58. von Hagen, Jürgen & Zhang, Haiping, 2006. "A welfare analysis of capital account liberalization," ZEI Working Papers B 01-2006, University of Bonn, ZEI - Center for European Integration Studies.
  59. Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015. "Estimating dynamic equilibrium models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 216-229.
  60. repec:ebl:ecbull:v:3:y:2007:i:50:p:1-8 is not listed on IDEAS
  61. 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.
  62. Alessandro Maravalle & Peter Claeys, 2010. "Fiscal policy and economic stability: does PIGS stand for Procyclicality In Government Spending?," IREA Working Papers 201015, University of Barcelona, Research Institute of Applied Economics, revised 2010.
  63. Vasilev, Aleksandar, 2013. "Fiscal policy in a Real-Business-Cycle model with labor-intensive government services and endogenous public sector wages and hours," EconStor Preprints 142338, ZBW - German National Library of Economics.
  64. Alexandre Gohin & Yu Zheng, 2016. "Assessing the Decoupling of EU Agricultural Policy on Farm Decisions - A Dynamic Stochastic Attempt," FOODSECURE Working papers 45, LEI Wageningen UR.
  65. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 75-90.
  66. DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009. "Efficient likelihood evaluation of state-space representations," Economics Working Papers 2009,02, Christian-Albrechts-University of Kiel, Department of Economics.
  67. Nan Li, 2008. "Cyclical Wage Movements in Emerging Markets Compared to Developed Economies: the Role of Interest Rates," 2008 Meeting Papers 438, Society for Economic Dynamics.
  68. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.
  69. Kang Shi, 2011. "Sectoral Labor Adjustment and Monetary Policy in a Small Open Economy," Working Papers 302011, Hong Kong Institute for Monetary Research.
  70. Felipe Morandé L. & Mauricio Tejada G., 2009. "Persistent Supply Shocks: A Pain in the Neck for Central Banks?," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(3), pages 25-58, December.
  71. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
  72. Marcela Meirelles Aurelio, 2006. "Targeting inflation and the fiscal balance : what is the optimal policy mix?," Research Working Paper RWP 06-07, Federal Reserve Bank of Kansas City.
  73. Cavallari, Lilia & D׳Addona, Stefano, 2015. "Exchange rates as shock absorbers: The role of export margins," Research in Economics, Elsevier, vol. 69(4), pages 582-602.
  74. Sanjay K. Chugh, 2006. "Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices," Computing in Economics and Finance 2006 228, Society for Computational Economics.
  75. Julien Albertini & Xavier Fairise, 2013. "Search frictions, real wage rigidities and the optimal design of unemployment insurance," TEPP Working Paper 2013-07, TEPP.
  76. M. Marzo, 2004. "Optimal Monetary Policy in a Simple Distorted Economy," Working Papers 511, Dipartimento Scienze Economiche, Universita' di Bologna.
  77. Margarita Rubio, 2014. "Macroprudential Policy Implementation in a Heterogeneous Monetary Union," Discussion Papers 2014/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  78. Willi Mutschler, 2014. "Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning," CQE Working Papers 3314, Center for Quantitative Economics (CQE), University of Muenster.
  79. Kitano, Shigeto & Takaku, Kenya, 2013. "An optimal government spending reversal rule in a small open economy," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 374-382.
  80. Kollmann, Robert, 2002. "Monetary Policy Rules in a Two-Country World," MPRA Paper 70347, University Library of Munich, Germany.
  81. Selim Elekdag & Ivan Tchakarov, 2004. "Balance Sheets, Exchange Rate Policy, and Welfare," IMF Working Papers 04/63, International Monetary Fund.
  82. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
  83. Francisco J. Ruge-Murcia, 2010. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Working Paper Series 49_10, The Rimini Centre for Economic Analysis.
  84. Jordi Galí & Tommaso Monacelli, 2013. "Understanding the gains from wage flexibility: The exchange rate connection," Economics Working Papers 1408, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  85. Faia, Ester & Monacelli, Tommaso, 2004. "Ramsey Monetary Policy and International Relative Prices," CEPR Discussion Papers 4386, C.E.P.R. Discussion Papers.
  86. Shulgin, A., 2015. "Optimization of Simple Monetary Policy Rules on the Base of Estimated DSGE-model," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 64-98.
  87. 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.
  88. Michael Kumhof & Ricardo Nunes & Irina Yakadina, 2010. "Simple Monetary Rules under Fiscal Dominance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 63-92, 02.
  89. Thomas Flury & Neil Shephard, 2008. "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series 2008fe32, Oxford Financial Research Centre.
  90. Romulo Chumacero & Rodrigo Fuentes, 2004. "Chile's Free Trade Deals with the EU and the US: A Big Deal?," Econometric Society 2004 Far Eastern Meetings 661, Econometric Society.
  91. Sutherland, Alan, 2002. "International monetary policy coordination and financial market integration," Working Paper Series 0174, European Central Bank.
  92. Yamin Ahmad & Ming Chien Lo & Olena Mykhaylova, 2011. "Volatility and Persistence of Simulated DSGE Real Exchange Rates," Working Papers 11-01, UW-Whitewater, Department of Economics, revised Nov 2012.
  93. Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
  94. Challe, E. & Giannitsarou, C., 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," Working papers 330, Banque de France.
  95. Jung, Philip & Kuester, Keith, 2011. "The (un)importance of unemployment fluctuations for the welfare cost of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1744-1768, October.
  96. Andrew Blake, 2012. "DSGE Modeling on an iPhone/iPad Using SpaceTime," Computational Economics, Society for Computational Economics, vol. 40(4), pages 313-332, December.
  97. Gino Cateau, 2008. "Price Level versus Inflation Targeting under Model Uncertainty," Staff Working Papers 08-15, Bank of Canada.
  98. Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Computing in Economics and Finance 2005 184, Society for Computational Economics.
  99. Robert Kollmann, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," Working Papers ECARES ECARES 2016-15, ULB -- Universite Libre de Bruxelles.
  100. Paul Pichler, 2005. "Evaluating Approximate Equilibria of Dynamic Economic Models," Vienna Economics Papers 0510, University of Vienna, Department of Economics.
  101. Bianca De Paoli, 2004. "Monetary policy and welfare in a small open economy," LSE Research Online Documents on Economics 19950, London School of Economics and Political Science, LSE Library.
  102. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
  103. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
  104. Wang, Jian, 2007. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Working Papers 0701, Federal Reserve Bank of Dallas.
  105. Shigeto Kitano & Kenya Takaku, 2015. "Monetary policy, incomplete asset markets, and welfare in a small open economy," Economics Bulletin, AccessEcon, vol. 35(1), pages 112-121.
  106. Manuel S. Santos & Adrian Peralta-Alva, 2012. "Analysis of Numerical Errors," Working Papers 2012-6, University of Miami, Department of Economics.
  107. Olaf Posch, 2009. "Explaining Output Volatility: The Case of Taxation," CESifo Working Paper Series 2751, CESifo Group Munich.
  108. Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, . "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.
  109. Sergey Ivashchenko & Rangan Gupta, 2016. "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers 201655, University of Pretoria, Department of Economics.
  110. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
  111. Stephanie Schmitt-Grohé & Martín Uribe, 2006. "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model," Working Papers Central Bank of Chile 410, Central Bank of Chile.
  112. Foerster, Andrew T., 2015. "Financial crises, unconventional monetary policy exit strategies, and agents׳ expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 191-207.
  113. Annicchiarico, Barbara & Pelloni, Alessandra & Rossi, Lorenza, 2011. "Endogenous growth, monetary shocks and nominal rigidities," Economics Letters, Elsevier, vol. 113(2), pages 103-107.
  114. Tsoukalas, John D., 2011. "Time to build capital: Revisiting investment-cash-flow sensitivities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1000-1016, July.
  115. Devereux, Michael B & Sutherland, Alan, 2007. "Country Portfolio Dynamics," CEPR Discussion Papers 6208, C.E.P.R. Discussion Papers.
  116. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
  117. Angelopoulos, Konstantinos & Malley, James, 2008. "Tax Structure, Growth and Welfare in the UK," SIRE Discussion Papers 2008-18, Scottish Institute for Research in Economics (SIRE).
  118. Jaromir B. Nosal & Lukasz A. Drozd, 2007. "Understanding International Prices: Customers as Capital," 2007 Meeting Papers 755, Society for Economic Dynamics.
  119. Sanjay K. Chugh, 2005. "Optimal inflation persistence: Ramsey taxation with capital and habits," International Finance Discussion Papers 829, Board of Governors of the Federal Reserve System (U.S.).
  120. Sanjay K. Chugh, 2013. "Firm Risk and Leverage Based Business Cycles," Boston College Working Papers in Economics 844, Boston College Department of Economics.
  121. Jinill Kim & Sunghyun Henry Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and using second order accurate solutions of discrete time dynamic equilibrium models," Finance and Economics Discussion Series 2003-61, Board of Governors of the Federal Reserve System (U.S.).
  122. Lan, Hong & Meyer-Gohde, Alexander, 2013. "Solving DSGE models with a nonlinear moving average," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2643-2667.
  123. Schmitt-Grohé, Stephanie & Uribe, Martín, 2012. "An OLS approach to computing Ramsey equilibria in medium-scale macroeconomic models," Economics Letters, Elsevier, vol. 115(1), pages 128-129.
  124. 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.
  125. Martin Møller Andreasen, 2008. "How to Maximize the Likelihood Function for a DSGE Model," CREATES Research Papers 2008-32, Department of Economics and Business Economics, Aarhus University.
  126. Chumacero, Romulo A. & Fuentes, J. Rodrigo, 2006. "Chilean growth dynamics," Economic Modelling, Elsevier, vol. 23(2), pages 197-214, March.
  127. Faia, Ester, 2006. "Optimal monetary policy rules with labor market frictions," Working Paper Series 0698, European Central Bank.
  128. Schmitt-Grohé, Stephanie & Uribe, Martín, 2004. "Optimal Simple and Implementable Monetary and Fiscal Rules," CEPR Discussion Papers 4334, C.E.P.R. Discussion Papers.
  129. Yifan Hu & Timothy Kam, 2005. "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," CAMA Working Papers 2005-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  130. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, vol. 124(2), pages 239-242.
  131. Mimir, Yasin, 2010. "Financial intermediaries, leverage ratios, and business cycles," MPRA Paper 27643, University Library of Munich, Germany.
  132. Farmer, Roger E A, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
  133. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
  134. Sergey Ivashchenko, 2014. "Forecasting In a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.
  135. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
  136. Teo, Wing Leong, 2009. "Can exchange rate rules be better than interest rate rules?," Japan and the World Economy, Elsevier, vol. 21(3), pages 301-311, August.
  137. Hassan MOEENNEMATI, . "Environmental and Economic Effects of Carbon Tax," EcoMod2010 259600117, EcoMod.
  138. Benigno, Pierpaolo & Woodford, Michael, 2006. "Optimal taxation in an RBC model: A linear-quadratic approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1445-1489.
  139. Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
  140. Faia, Ester & Iliopulos, Esti, 2010. "Financial globalization, financial frictions and optimal monetary policy," Kiel Working Papers 1639, Kiel Institute for the World Economy (IfW).
  141. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
  142. Alexandra Ferreira Lopes, 2007. "The Costs of EMU for Transition Countries," Money Macro and Finance (MMF) Research Group Conference 2006 2, Money Macro and Finance Research Group.
  143. Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
  144. repec:zbw:rwidps:0031 is not listed on IDEAS
  145. Miguel A. Espinosa & Juan D. Prada, 2010. "Conflict and Uncertainty: A Dynamic Approach," DOCUMENTOS CEDE 006716, UNIVERSIDAD DE LOS ANDES-CEDE.
  146. Charles Olivier Mao Takongmo, 2014. "Government Spending Multipliers and the Zero Lower Bound in an Open Economy," CIRANO Working Papers 2014s-43, CIRANO.
  147. Ansgar Rannenberg, 2009. "Shocks, Monetary Policy and Institutions: Explaining Unemployment Persistence in "Europe" and the United States," CDMA Working Paper Series 200903, Centre for Dynamic Macroeconomic Analysis.
  148. Angelopoulos, Konstantinos & Malley, Jim & Philippopoulos, Apostolis, 2011. "The welfare implications of resource allocation policies under uncertainty: The case of public education spending," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 176-192, June.
  149. Leonor Coutinho, 2005. "Fiscal Policy in the New Open Economy Macroeconomics and Prospects for Fiscal Policy Coordination," Journal of Economic Surveys, Wiley Blackwell, vol. 19(5), pages 789-822, December.
  150. Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
  151. Lester, Robert & Pries, Michael & Sims, Eric, 2014. "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 17-36.
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