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Citations for "Solutions to linear rational expectations models: a compact exposition"

by McCallum, Bennett T.

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  1. Warwick J. McKibbin & Kang Yong Tan, 2006. "Learning And International Transmission Shocks," CAMA Working Papers 2007-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Yu-chin Chen & Pisut Kulthanavit, 2008. "Monetary Policy Design under Imperfect Knowledge: An Open Economy Analysis," Working Papers UWEC-2008-14, University of Washington, Department of Economics.
  3. Bennett McCallum, 1999. "Role of the Minimal State Variable Criterion in Rational Expectations Models," International Tax and Public Finance, Springer, vol. 6(4), pages 621-639, November.
  4. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc.
  5. 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, Hamburg University, Department Wirtschaft und Politik.
  6. Jonathan Payne & Lawrence Uren, 2014. "Economic Policy and the Great Depression in a Small Open Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 347-370, 03.
  7. Cho, Seonghoon & McCallum, Bennett T., 2015. "Refining linear rational expectations models and equilibria," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 160-169.
  8. Yu-chin Chen & Pisut Kulthanavit, 2008. "Adaptive Learning And Monetary Policy In An Open Economy: Lessons From Japan," Pacific Economic Review, Wiley Blackwell, vol. 13(4), pages 405-430, October.
  9. Frank HESPELER, . "On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations," EcoMod2008 23800050, EcoMod.
  10. Martin Ellison & Joseph Pearlman, 2010. " Saddlepath Learning," CDMA Conference Paper Series 0710, Centre for Dynamic Macroeconomic Analysis.
  11. Ulrich Fritsche & Vladimir Kuzin, 2004. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy," Discussion Papers of DIW Berlin 433, DIW Berlin, German Institute for Economic Research.
  12. John Keating & Andrew Lee Smith, 2013. "Determinacy and Indeterminacy in Monetary Policy Rules with Money," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201310, University of Kansas, Department of Economics.
  13. Guy Meredith & Yue Ma, 2002. "The Forward Premium Puzzle Revisited," IMF Working Papers 02/28, International Monetary Fund.
  14. Seong-Hoon Kim, 2012. "Sequential Action and Beliefs Under Partially Observable DSGE Environments," Computational Economics, Society for Computational Economics, vol. 40(3), pages 219-244, October.
  15. Buch, Claudia M. & Pierdzioch, Christian, 2003. "The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility," Kiel Working Papers 1161, Kiel Institute for the World Economy (IfW).
  16. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Society for Computational Economics, vol. 31(3), pages 207-223, April.
  17. Takushi Kurozumi, 2006. "Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule," Bank of Japan Working Paper Series 06-E-2, Bank of Japan.
  18. Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008. "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Society for Computational Economics, vol. 32(1), pages 163-181, September.
  19. Yu-chin Chen & Pisut Kulthanavit, 2008. "Adaptive Learning and Monetary Policy: Lessons from Japan," Working Papers UWEC-2008-12-P, University of Washington, Department of Economics, revised Oct 2008.
  20. Kurozumi, Takushi, 2014. "Trend inflation, sticky prices, and expectational stability," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 175-187.
  21. Liam Graham & Stephen Wright, 2006. "Inspecting the noisy mechanism: the stochastic growth model with partial information," Computing in Economics and Finance 2006 207, Society for Computational Economics.
  22. Richard Holt, 2007. "Unemployment, Job Flows and Hours in a New Keynesian Model," Money Macro and Finance (MMF) Research Group Conference 2006 138, Money Macro and Finance Research Group.
  23. Pierdzioch, Christian, 2004. "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers 1199, Kiel Institute for the World Economy (IfW).
  24. McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
  25. repec:una:unccee:wp2812 is not listed on IDEAS
  26. McCallum, Bennett T., 2004. "On the relationship between determinate and MSV solutions in linear RE models," Economics Letters, Elsevier, vol. 84(1), pages 55-60, July.
  27. Fousseni Chabi-Yo & Jun Yang, 2007. "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers 07-21, Bank of Canada.
  28. Guillermo Escudé, 2010. "Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(59), pages 25-79, July - Se.
  29. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
  30. Claudia M. Buch & Christian Pierdzioch, 2003. "The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility," Kiel Working Papers 1161, Kiel Institute for the World Economy.
  31. Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
  32. Michele Berardi, 2006. "Monetary policy with heterogeneous and misspecified expectations," Centre for Growth and Business Cycle Research Discussion Paper Series 81, Economics, The Univeristy of Manchester.
  33. Christian Pierdzioch, 2004. "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers 1199, Kiel Institute for the World Economy.
  34. Mirta Noemi Sataka Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo da Costa e Silva & Maria da Glória D. Silva Araújo, 2005. "The Effect of Adverse Oil Price Shocks on Monetary Policy and Output Using a Dynamic Small Open Economy General Equilibrium Model With Staggered Price for Brazil," Working Papers Central Bank of Chile 348, Central Bank of Chile.
  35. Brad Baxter & Liam Graham & Stephen Wright, 2010. "Invertible and non-invertible information sets in linear rational expectations models," Post-Print hal-00767497, HAL.
  36. Christian Pierdzioch & Serkan Yener, 2004. "On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy," Kiel Working Papers 1214, Kiel Institute for the World Economy.
  37. Frank Hespeler, 2012. "On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations," Computational Economics, Society for Computational Economics, vol. 40(3), pages 265-291, October.
  38. Pierdzioch, Christian & Yener, Serkan, 2004. "On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy," Kiel Working Papers 1214, Kiel Institute for the World Economy (IfW).
  39. Martin Ellison & Joseph Pearlman, 2010. "Saddlepath Learning," Economics Series Working Papers 505, University of Oxford, Department of Economics.
  40. Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
  41. Alper Çenesiz, M. & Pierdzioch, Christian, 2009. "Efficiency wages, financial market integration, and the fiscal multiplier," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 853-867, September.
  42. Ko, Kwan Wai, 2008. "Financial integration, information and communication technology, and macroeconomic volatility: Evidence from ten Asian economies," Research in International Business and Finance, Elsevier, vol. 22(2), pages 124-144, June.
  43. Takushi Kurozumi & Willem Van Zandweghe, 2010. "Learning about monetary policy rules when labor market search and matching frictions matter," Research Working Paper RWP 10-14, Federal Reserve Bank of Kansas City.
  44. Onatski, Alexei, 2006. "Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 323-345, February.
  45. Yu-chin Chen & Pisut Kulthanavit, 2016. "Monetary Policy with Imperfect Knowledge in a Small Open Economy," PIER Discussion Papers 28., Puey Ungphakorn Institute for Economic Research, revised May 2016.
  46. Alexandros Kontonikas & Christos Ioannidis, 2003. "Should Monetary Policy Respond to Asset Price Misalignments?," Public Policy Discussion Papers 03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
  47. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2005 70, Money Macro and Finance Research Group.
  48. 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.
  49. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
  50. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.
  51. 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.
  52. Heinz-Peter Spahn, 2004. "Learning in Macroeconomics and Monetary Policy: The Case of an Open Economy," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 236/2004, Department of Economics, University of Hohenheim, Germany.
  53. Zhang, Chengsi & Clovis, Joel, 2010. "China inflation dynamics: Persistence and policy regimes," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 373-388, May.
  54. Frank Hespeler, . "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," EcoMod2007 23900036, EcoMod.
  55. Juan Páez-Farrell, 2007. "Output And Inflation In Models Of The Business Cycle With Nominal Rigidities: Further Counterfactual Implications," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(4), pages 475-491, 09.
  56. Van Zandweghe, Willem & Kurozumi, Takushi, 2014. "A pitfall of expectational stability analysis," Research Working Paper RWP 14-7, Federal Reserve Bank of Kansas City.
  57. Michele Berard, 2006. "Monetary policy with heterogeneous and misspecified expectations," The School of Economics Discussion Paper Series 0637, Economics, The University of Manchester.
  58. Kurozumi, Takushi & Van Zandweghe, Willem, 2008. "Investment, interest rate policy, and equilibrium stability," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1489-1516, May.
  59. Brad Baxter & Liam Graham & Stephen Wright, 2007. "The Endogenous Kalman Filter," Birkbeck Working Papers in Economics and Finance 0719, Birkbeck, Department of Economics, Mathematics & Statistics.
  60. Bennett T. McCallum, 2000. "Role of the Minimal State Variable Criterion," NBER Working Papers 7087, National Bureau of Economic Research, Inc.
  61. Takushi Kurozumi & Willem Van Zandweghe, 2008. "Labor market search and interest rate policy," Research Working Paper RWP 08-03, Federal Reserve Bank of Kansas City.
  62. Bennett T. McCallum, 2006. "E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models," NBER Working Papers 12441, National Bureau of Economic Research, Inc.
  63. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers 08-29, Bank of Canada.
  64. Böhm, Volker & Vachadze, George, 2008. "Capital accumulation with tangible assets," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 248-257, October.
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