Gensys
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Related Items (92)
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models ⋮ Bayesian estimation of DSGE models: identification using a diagnostic indicator ⋮ Solving linear rational expectations models in the presence of structural change: some extensions ⋮ On the statistical identification of DSGE models ⋮ Estimation with overidentifying inequality moment conditions ⋮ Tailored randomized block MCMC methods with application to DSGE models ⋮ The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.? ⋮ A system reduction method to efficiently solve DSGE models ⋮ A method for solving general equilibrium models with incomplete markets and many financial assets ⋮ A classification system for economic stochastic control models ⋮ Solving non-linear models with saddle-path instabilities ⋮ Fifth-order perturbation solution to DSGE models ⋮ Great recession, slow recovery and muted fiscal policies in the US ⋮ Three types of robust Ramsey problems in a linear-quadratic framework ⋮ DSGE pileups ⋮ Equilibria under monetary and fiscal policy interactions in a portfolio choice model ⋮ Keynesian economics without the Phillips curve ⋮ Solving generalized multivariate linear rational expectations models ⋮ On the stability of Calvo-style price-setting behavior ⋮ The zero lower bound, the dual mandate, and unconventional dynamics ⋮ Solving and estimating indeterminate DSGE models ⋮ Debt regimes and the effectiveness of monetary policy ⋮ Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models ⋮ Learnability and equilibrium selection under indeterminacy ⋮ DSGE Models with Student-tErrors ⋮ System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys} ⋮ Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models ⋮ Real-time forecast evaluation of DSGE models with stochastic volatility ⋮ Price-setting behaviour, competition, and markup shocks in the New Keynesian model ⋮ Evaluating the information matrix in linearized DSGE models ⋮ The forward method as a solution refinement in rational expectations models ⋮ Solving the multi-country real business cycle model using a perturbation method ⋮ Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model ⋮ Second-order approximation of dynamic models without the use of tensors ⋮ Fitting observed inflation expectations ⋮ Minimal state variable solutions to Markov-switching rational expectations models ⋮ Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations ⋮ Sunspot-driven fat tails: a note ⋮ Fiscal austerity in emerging market economies ⋮ Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound? ⋮ Global identification of linearized DSGE models ⋮ Bayesian inference for nonlinear structural time series models ⋮ Analysing DSGE models with global sensitivity analysis ⋮ Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design ⋮ Input-output interactions and optimal monetary policy ⋮ Monetary policy switching and indeterminacy ⋮ Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models ⋮ On the study of a rational expectation model with lagged endogenous variables ⋮ Increasing returns and unsynchronized wage adjustment in sunspot models of the business cycle ⋮ Confounding dynamics ⋮ THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS ⋮ Solving dynamic general equilibrium models using a second-order approximation to the policy function ⋮ Solving for optimal simple rules in rational expectations models ⋮ Solution of macromodels with Hansen-Sargent robust policies: some extensions ⋮ Determinacy and classification of Markov-switching rational expectations models ⋮ Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment ⋮ E-stability vis-à-vis determinacy in regime-switching models ⋮ Long-term interest rates, risk premia and unconventional monetary policy ⋮ Solving DSGE models with a nonlinear moving average ⋮ Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models ⋮ Assessing Markov chain approximations: a minimal econometric approach ⋮ Consumer misperceptions, uncertain fundamentals, and the business cycle ⋮ Solvability of perturbation solutions in DSGE models ⋮ Comparing solution methods for dynamic equilibrium economies ⋮ Solving DSGE models with perturbation methods and a change of variables ⋮ Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models ⋮ Confronting model misspecification in macroeconomics ⋮ Solving and estimating linearized DSGE models with VARMA shock processes and filtered data ⋮ Dynamics of fiscal financing in the United States ⋮ Testing DSGE models by indirect inference: a survey of recent findings ⋮ Linear rational-expectations models with lagged expectations: a synthetic method ⋮ A ``nearly ideal solution to linear time-varying rational expectations models ⋮ Learning about banks' net worth and the slow recovery after the financial crisis ⋮ THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES ⋮ The butterfly effect of small open economies ⋮ Indeterminacy, change points and the price puzzle in an estimated DSGE model ⋮ Solving heterogeneous-agent models by projection and perturbation ⋮ Financial shocks and the maturity of the monetary policy rate ⋮ Two-sided learning and short-run dynamics in a New Keynesian model of the economy ⋮ The long-run Taylor principle revisited ⋮ The full set of solutions of linear rational expectations models ⋮ Geometric and long run aspects of Granger causality ⋮ Stable near-rational sunspot equilibria ⋮ MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM ⋮ Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks ⋮ A MATLAB solver for nonlinear rational expectations models ⋮ Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models ⋮ Solving the incomplete market model with aggregate uncertainty using a perturbation method ⋮ Unnamed Item ⋮ Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models ⋮ Численный поиск глобального решения в модели двухрежимной экономики с исчерпаемым запасом углеводородов ⋮ Time-varying rational expectations models
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