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Citations for "Solutions to Linear Rational Expectations Models: A Compact Exposition"

by Bennett T. McCallum

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  1. 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.
  2. Brad Baxter & Liam Graham & Stephen Wright, 2010. "Invertible and non-invertible information sets in linear rational expectations models," Post-Print hal-00767497, HAL.
  3. 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.
  4. Ellison, Martin & Pearlman, Joseph, 2011. "Saddlepath learning," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1500-1519, July.
  5. Van Zandweghe, Willem & Kurozumi, Takushi, 2014. "A pitfall of expectational stability analysis," Research Working Paper RWP 14-7, Federal Reserve Bank of Kansas City.
  6. Christian Pierdzioch, 2004. "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers 1199, Kiel Institute for the World Economy.
  7. 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.
  8. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc.
  9. 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.
  10. Kurozumi, Takushi & Van Zandweghe, Willem, 2012. "Learning about monetary policy rules when labor market search and matching frictions matter," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 523-535.
  11. 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.
  12. Cho, Seonghoon & McCallum, Bennett T., 2015. "Refining linear rational expectations models and equilibria," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 160-169.
  13. 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.
  14. Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
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  22. 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.
  23. 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.
  24. 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.
  25. Guy M Meredith & Yue Ma, 2002. "The Forward Premium Puzzle Revisited," IMF Working Papers 02/28, International Monetary Fund.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Martin Ellison & Joseph Pearlman, 2010. " Saddlepath Learning," CDMA Conference Paper Series 0710, Centre for Dynamic Macroeconomic Analysis.
  32. 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.
  33. 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.
  34. McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
  35. McCallum, Bennett T., 2007. "E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1376-1391, April.
  36. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
  37. 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.
  38. Frank Hespeler, . "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," EcoMod2007 23900036, EcoMod.
  39. Böhm, Volker & Vachadze, George, 2008. "Capital accumulation with tangible assets," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 248-257, October.
  40. Bennett McCallum, . "On the Relationship Between Determinate and MSV Solutions in Linear RE Models," GSIA Working Papers 2003-E78, Carnegie Mellon University, Tepper School of Business.
  41. Kontonikas, Alexandros & Ioannidis, Christos, 2005. "Should monetary policy respond to asset price misalignments?," Economic Modelling, Elsevier, vol. 22(6), pages 1105-1121, December.
  42. 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.
  43. Seong-Hoon Kim, 2011. "Sequential Action and Beliefs under Partially Observable DSGE Environments," CDMA Working Paper Series 201116, Centre for Dynamic Macroeconomic Analysis.
  44. 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.
  45. 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.
  46. Frank HESPELER, . "On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations," EcoMod2008 23800050, EcoMod.
  47. 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.
  48. Pierdzioch, Christian, 2005. "Noise trading and delayed exchange rate overshooting," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 133-156, September.
  49. Kurozumi, Takushi, 2014. "Trend inflation, sticky prices, and expectational stability," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 175-187.
  50. 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.
  51. 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.
  52. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.
  53. 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.
  54. Pacheco, Luis, 2008. "Asset Prices in Monetary Policy Rules: Should they stay or should they go?," Working Papers 4/2008, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  55. Zhang, Chengsi & Clovis, Joel, 2010. "China inflation dynamics: Persistence and policy regimes," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 373-388, May.
  56. Bennett T. McCallum, 2000. "Role of the Minimal State Variable Criterion," NBER Working Papers 7087, National Bureau of Economic Research, Inc.
  57. 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.
  58. Pierdzioch, Christian, 2004. "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers 1199, Kiel Institute for the World Economy (IfW).
  59. 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.
  60. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers 08-29, Bank of Canada.
  61. 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).
  62. Michele Berard, 2006. "Monetary policy with heterogeneous and misspecified expectations," The School of Economics Discussion Paper Series 0637, Economics, The University of Manchester.
  63. 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.
  64. 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.
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