Solving and estimating indeterminate DSGE models
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Publication:1657562
DOI10.1016/j.jedc.2015.02.012zbMath1401.91242OpenAlexW3121779496MaRDI QIDQ1657562
Roger E. A. Farmer, Vadim Khramov, Giovanni Nicolò
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/96389/1/WRAP-Solving-estimating-indeterminate-DSGE-models-Farmer-2015.pdf
Related Items (12)
Solving linear rational expectations models in the presence of structural change: some extensions ⋮ DSGE pileups ⋮ Sentiment and the U.S. business cycle ⋮ Keynesian economics without the Phillips curve ⋮ A solution to the global identification problem in DSGE models ⋮ Sunspot-driven fat tails: a note ⋮ The full set of solutions of linear rational expectations models ⋮ Liquidity traps in a world economy ⋮ Multi-product firms and increasing marginal costs ⋮ International credit markets and global business cycles ⋮ Global dynamics in a search and matching model of the labor market ⋮ Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
Uses Software
Cites Work
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- Self-fulfilling prophecies
- Computing sunspot equilibria in linear rational expectations models
- Indeterminacy and increasing returns
- Real business cycles and the animal spirits hypothesis
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solving linear rational expectations models
- Indeterminacy, change points and the price puzzle in an estimated DSGE model
- The Solution of Linear Difference Models under Rational Expectations
- SELF-FULFILLING PROPHECIES AND THE BUSINESS CYCLE
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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