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Citations for "Solving dynamic equilibrium models by a method of undetermined coefficients"

by Lawrence J. Christiano

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  1. David E. Altig & Lawrence J. Christiano & Martin Eichenbaum & Jesper Linde, 2010. "Firm-specific capital, nominal rigidities and the business cycle," International Finance Discussion Papers 990, Board of Governors of the Federal Reserve System (U.S.).
  2. Burnside, Craig & Eichenbaum, Martin & Fisher, Jonas D. M., 2004. "Fiscal shocks and their consequences," Journal of Economic Theory, Elsevier, vol. 115(1), pages 89-117, March.
  3. Phillips, Kerk L., 2010. "A Dynamic General Equilibrium Analysis of Japanese & Korean Immigration," MPRA Paper 23501, University Library of Munich, Germany.
  4. 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.
  5. Martinez-Garcia, Enrique, 2016. "System reduction and finite-order VAR solution methods for linear rational expectations models," Globalization and Monetary Policy Institute Working Paper 285, Federal Reserve Bank of Dallas.
  6. Martin Eichenbaum & Jonas D. M. Fisher, 2004. "Fiscal policy in the aftermath of 9/11," Working Paper Series WP-04-06, Federal Reserve Bank of Chicago.
  7. Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
  8. Raphael Bergoeing; Loayza & Norman; Repetto, 2004. "Slow recoveries," Econometric Society 2004 Latin American Meetings 36, Econometric Society.
  9. Daniele Coen-Pirani, 2004. "Markups, Aggregation, and Inventory Adjustment," American Economic Review, American Economic Association, vol. 94(5), pages 1328-1353, December.
  10. repec:dau:papers:123456789/1862 is not listed on IDEAS
  11. Raphael Bergoeing & Facundo Piguillem, 2004. "Innovations in productivity and plant dynamics," Documentos de Trabajo 184, Centro de Economía Aplicada, Universidad de Chile.
  12. Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
  13. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  14. Ippei Fujiwara, 2008. "Growth Expectation," IMES Discussion Paper Series 08-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  15. Michel Juillard & Tarik Ocaktan, 2008. "Méthodes de simulation des modèles stochastiques d'équilibre général," Economie & Prévision, La Documentation Française, vol. 0(2), pages 115-126.
  16. Robert J. Vigfusson, 2004. "The delayed response to a technology shock: a flexible price explanation," International Finance Discussion Papers 810, Board of Governors of the Federal Reserve System (U.S.).
  17. Lawrence J. Christiano & Robert J. Vigfusson, 2001. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Paper 0106, Federal Reserve Bank of Cleveland.
  18. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers 09004, Concordia University, Department of Economics, revised 28 Apr 2010.
  19. Andrzej Torój, 2009. "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(3), pages 211-241, November.
  20. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
  21. Lawrence J. Christiano & Roberto Motto & Massimo Rostagno, 2004. "The Great Depression and the Friedman-Schwartz hypothesis," Working Paper 0318, Federal Reserve Bank of Cleveland.
  22. Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
  23. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
  24. Edouard Challe & Chryssi Giannitsarou, 2012. "Stock Prices And Monetary Policy Shocks: A General Equilibrium Approach," Working Papers hal-00719956, HAL.
  25. Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2008. "Shocks, structures or monetary policies? The Euro Area and US after 2001," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2476-2506, August.
  26. Alexopoulos, Michelle, 2007. "A monetary business cycle model with unemployment," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3904-3940, December.
  27. Yongseung Jung & Tack Yun, 2005. "Monetary policy shocks, inventory dynamics, and price-setting behavior," Working Paper Series 2006-02, Federal Reserve Bank of San Francisco.
  28. Amberger, Korie, 2013. "The Role of Capital on Noise Shocks," MPRA Paper 46483, University Library of Munich, Germany.
  29. 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.
  30. Craig Burnside & Martin Eichenbaum & Jonas D.M. Fisher, 2000. "Fiscal Shocks in an Efficiency Wage Model," NBER Working Papers 7515, National Bureau of Economic Research, Inc.
  31. Phillips, Kerk L. & Wrase, Jeff, 2006. "Is Schumpeterian `creative destruction' a plausible source of endogenous real business cycle shocks?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1885-1913, November.
  32. Ryne Belliston & Scott Bradford & Kerk L. Phillips, 2014. "The Dynamic Effects of Changes to Japanese Immigration Policy," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  33. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
  34. Dressler, Scott J. & Li, Victor E., 2009. "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 970-984, April.
  35. Kenneth Beauchemin & Murat Tasci, 2007. "Diagnosing labor market search models: a multiple-shock approach," Working Paper 0720, Federal Reserve Bank of Cleveland, revised 30 Dec 2007.
  36. Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.
  37. Liu, Lin & Hussain, Syed, 2013. "Understanding the Sims-Cogley-Nason Approach in A Finite Sample," MPRA Paper 53118, University Library of Munich, Germany.
  38. David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005. "Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"," Technical Appendices 09-191, Review of Economic Dynamics.
  39. Martinez-Garcia, Enrique, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper 02, Federal Reserve Bank of Dallas.
  40. Bodenstein, Martin, 2011. "Closing large open economy models," Journal of International Economics, Elsevier, vol. 84(2), pages 160-177, July.
  41. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers 2013/03, Latvijas Banka.
  42. Bradford, Scott C. & Phillips, Kerk L., 2008. "The Economic Reunification of Korea: A Dynamic General Equilibrium Model," MPRA Paper 23550, University Library of Munich, Germany.
  43. Richard Mash, 2003. "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers 173, University of Oxford, Department of Economics.
  44. Rafael Portillo & Luis-Felipe Zanna, 2015. "On the First-Round Effects of International Food Price Shocks; the Role of the Asset Market Structure," IMF Working Papers 15/33, International Monetary Fund.
  45. Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
  46. Malik, Kashif Zaheer & Ali, Syed Zahid & Khalid, Ahmed M., 2014. "Intangible capital in a real business cycle model," Economic Modelling, Elsevier, vol. 39(C), pages 32-48.
  47. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 623, University of California, Davis, Department of Economics.
  48. Riccardo DiCecio, 2005. "Comovement: it's not a puzzle," Working Papers 2005-035, Federal Reserve Bank of St. Louis.
  49. Lombardo, Giovanni & Sutherland, Alan, 2005. "Computing second-order-accurate solutions for rational expectation models using linear solution methods," Working Paper Series 0487, European Central Bank.
  50. Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New methods for macro-financial model comparison and policy analysis," IMFS Working Paper Series 107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  51. Raphael Bergoeing & Facundo Piguillem, 2003. "Innovaciones en productividad y dinámica de plantas," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(2), pages 3-32, December.
  52. Dennis, Richard, 2007. "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, vol. 11(01), pages 31-55, February.
  53. Jonas Fisher, 2000. "Assessing the Effects of Fiscal Shocks," Econometric Society World Congress 2000 Contributed Papers 1499, Econometric Society.
  54. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1909-1930.
  55. Stefano Neri, 2004. "Monetary policy and stock prices: theory and evidence," Temi di discussione (Economic working papers) 513, Bank of Italy, Economic Research and International Relations Area.
  56. DiCecio, Riccardo, 2009. "Sticky wages and sectoral labor comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 538-553, March.
  57. Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle dating," Working Paper 0612, Federal Reserve Bank of Cleveland.
  58. Meyer-Gohde, Alexander, 2010. "Linear rational-expectations models with lagged expectations: A synthetic method," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 984-1002, May.
  59. Raphael Bergoeing & Norman V. Loayza & Facundo Piguillem, 2015. "The Whole is Greater than the Sum of Its Parts: Complementary Reforms to Address Microeconomic Distortions," Documentos de Trabajo 314, Centro de Economía Aplicada, Universidad de Chile.
  60. Pedro Pablo Alvarez Lois, 2000. "Endogenous capacity utilization and the asymmetric effects of monetary policy," UFAE and IAE Working Papers 469.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  61. repec:ebl:ecbull:v:7:y:2005:i:2:p:1-8 is not listed on IDEAS
  62. Afanasyeva, Elena & Kuete, Meguy & Wieland, Volker & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
  63. Anna Kormilitsina, 2013. "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 525-555, April.
  64. Bursian, Dirk, 2016. "Solving RE models with discontinuous policy rules: An application to minimum wage setting in Germany," Discussion Papers 35/2016, Deutsche Bundesbank, Research Centre.
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