Linear rational-expectations models with lagged expectations: a synthetic method

DOI10.1016/J.JEDC.2010.01.002zbMath1202.91227OpenAlexW2068878678MaRDI QIDQ964568

Alexander Meyer-Gohde

Publication date: 22 April 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.002

zbMATH Keywords

likelihood estimationsticky priceslagged expectationslinear rational-expectations modelssticky information

Mathematics Subject Classification ID

Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Related Items (3)

How well does sticky information explain the dynamics of inflation, output, and real wages? ⋮ Solving DSGE models with a nonlinear moving average ⋮ Solving and estimating linearized DSGE models with VARMA shock processes and filtered data

Uses Software

• Uhlig Toolkit
• Gensys

Cites Work

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• Using simulation methods for bayesian econometric models: inference, development,and communication
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• Bayesian Analysis of DSGE Models
• Block Toeplitz Matrix Inversion

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