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Linear-quadratic approximation, external habit and targeting rules
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Cited by:
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012.
"Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 416-435, July.
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2008. "Optimal monetary policy in a new Keynesian model with habits in consumption," Working Papers 2008_30, Business School - Economics, University of Glasgow, revised Dec 2008.
- Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2009. "Optimal monetary policy in a new Keynesian model with habits in consumption," Working Paper Series 1076, European Central Bank.
- Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2008. "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption," SIRE Discussion Papers 2008-55, Scottish Institute for Research in Economics (SIRE).
- Tom D. Holden, 2023.
"Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints,"
The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
- Holden, Thomas, 2016. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130142, ZBW - Leibniz Information Centre for Economics.
- Holden, Tom D., 2022. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," Discussion Papers 09/2022, Deutsche Bundesbank.
- Holden, Tom D., 2019. "Existence and uniqueness of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144570, ZBW - Leibniz Information Centre for Economics, revised 2019.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015.
"Ordering Policy Rules with an Unconditional Welfare Measure,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering policy rules with an unconditional welfare measure," SIRE Discussion Papers 2011-32, Scottish Institute for Research in Economics (SIRE).
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011. "Ordering policy rules with an unconditionalwelfare measure," Discussion Paper Series, School of Economics and Finance 201102, School of Economics and Finance, University of St Andrews.
- Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011. "Ordering policy rules with an unconditional welfare measure," Working Papers 2011_15, Business School - Economics, University of Glasgow.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," CDMA Working Paper Series 201104, Centre for Dynamic Macroeconomic Analysis, revised 01 Jun 2013.
- Benigno, Pierpaolo & Woodford, Michael, 2012.
"Linear-quadratic approximation of optimal policy problems,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
- Woodford, Michael & Benigno, Pierpaolo, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
- Norling, Johannes, 2018. "Measuring heterogeneity in preferences over the sex of children," Journal of Development Economics, Elsevier, vol. 135(C), pages 199-221.
- Bianca De Paoli & Pawel Zabczyk, 2013.
"Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 1-36, February.
- Bianca De Paoli & Pawel Zabczyk, 2013. "Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 1-36, February.
- De Paoli, Bianca & Zabczyk, Pawel, 2011. "Cyclical risk aversion, precautionary saving and monetary policy," Bank of England working papers 418, Bank of England.
- De Paoli, Bianca & Zabczyk, Pawel, 2012. "Cyclical risk aversion, precautionary saving and Monetary Policy," LSE Research Online Documents on Economics 121767, London School of Economics and Political Science, LSE Library.
- Bianca De Paoli & Pawel Zabczyk, 2012. "Cyclical Risk Aversion, Precautionary Saving and Monetary Policy," CEP Discussion Papers dp1132, Centre for Economic Performance, LSE.
- Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010.
"Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 143-189, March.
- Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack, 2009. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," CEPR Discussion Papers 7581, C.E.P.R. Discussion Papers.
- Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2015.
"Monetary and fiscal policy under deep habits,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 55-74.
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2009. "Monetary and fiscal policy under deep habits," Working Papers 2009_32, Business School - Economics, University of Glasgow.
- Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2009. "Monetary and Fiscal Policy under Deep Habits," SIRE Discussion Papers 2009-47, Scottish Institute for Research in Economics (SIRE).
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2009. "Monetary and Fiscal Policy under Deep Habits," CDMA Conference Paper Series 0905, Centre for Dynamic Macroeconomic Analysis.
- Thomas Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal Control and the Fibonacci Sequence," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 857-878, September.
- Damjanovic, Tatiana & Girdėnas, Šarūnas, 2014. "Quantitative easing and the loan to collateral value ratio," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 146-164.
- Fujiwara, Ippei & Kam, Timothy & Sunakawa, Takeki, 2019.
"Sustainable international monetary policy cooperation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Ippei Fujiwara & Timothy Kam & Takeki Sunakawa, 2015. "Sustainable international monetary policy cooperation," Globalization Institute Working Papers 234, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Timothy Kam & Takeki Sunakawa, 2016. "Sustainable International Monetary Policy Cooperation," IMES Discussion Paper Series 16-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Timothy Kam & Takeki Sunakawa, 2016. "Sustainable international monetary policy cooperation," CAMA Working Papers 2016-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Levine, Paul & McAdam, Peter & Pierse, Richard & Pearlman, Joseph G., 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012.
"Computing DSGE Models with Recursive Preferences and Stochastic Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2011. "Code files for "Computing DSGE Models with Recursive Preferences and Stochastic Volatility"," Computer Codes 11-123, Review of Economic Dynamics.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences,"
NBER Working Papers
15026, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Lombardo, Giovanni & Vestin, David, 2008.
"Welfare implications of Calvo vs. Rotemberg-pricing assumptions,"
Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
- Vestin, David & Lombardo, Giovanni, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank.
- Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde, 2008. "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences," 2008 Meeting Papers 1099, Society for Economic Dynamics.
- Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
- Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2007.
"International Transmission and Monetary Policy Cooperation,"
NBER Chapters, in: International Dimensions of Monetary Policy, pages 157-192,
National Bureau of Economic Research, Inc.
- Coenen, Günter & Lombardo, Giovanni & Smets, Frank & Straub, Roland, 2008. "International transmission and monetary policy cooperation," Working Paper Series 858, European Central Bank.
- Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
- van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012.
"The term structure of interest rates in a DSGE model with recursive preferences,"
Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
- Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-RamÃrez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
- Jinill Kim & Andrew T. Levin & Tack Yun, 2007. "Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models," Finance and Economics Discussion Series 2007-14, Board of Governors of the Federal Reserve System (U.S.).
- Bodenstein, Martin & Guerrieri, Luca & LaBriola, Joe, 2019.
"Macroeconomic policy games,"
Journal of Monetary Economics, Elsevier, vol. 101(C), pages 64-81.
- Martin Bodenstein & Luca Guerrieri & Joe LaBriola, 2014. "Macroeconomic Policy Games," Finance and Economics Discussion Series 2014-87, Board of Governors of the Federal Reserve System (U.S.).
- Hyuk Rhee & Nurlan Turdaliev, 2015. "Central bank policy instrument forecasts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 221-245, October.
- Jinill Kim & Andrew Levin & Tack Yun, 2011. "Bifurcation in Perturbation Analysis:Calvo Pricing Examples," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 221-236, March.
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012.
"Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 416-435, July.
- Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012. "Online Appendix to "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption"," Online Appendices 09-154, Review of Economic Dynamics.
- Thomas von Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal control and the Fibonacci sequence," Discussion Papers 674, Statistics Norway, Research Department.