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Related Items (92)

Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE modelsBayesian estimation of DSGE models: identification using a diagnostic indicatorSolving linear rational expectations models in the presence of structural change: some extensionsOn the statistical identification of DSGE modelsEstimation with overidentifying inequality moment conditionsTailored randomized block MCMC methods with application to DSGE modelsThe 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 modelsA method for solving general equilibrium models with incomplete markets and many financial assetsA classification system for economic stochastic control modelsSolving non-linear models with saddle-path instabilitiesFifth-order perturbation solution to DSGE modelsGreat recession, slow recovery and muted fiscal policies in the USThree types of robust Ramsey problems in a linear-quadratic 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matrix in linearized DSGE modelsThe forward method as a solution refinement in rational expectations modelsSolving the multi-country real business cycle model using a perturbation methodEstimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE modelSecond-order approximation of dynamic models without the use of tensorsFitting observed inflation expectationsMinimal state variable solutions to Markov-switching rational expectations modelsExact likelihood computation for nonlinear DSGE models with heteroskedastic innovationsSunspot-driven fat tails: a noteFiscal austerity in emerging market economiesDoes a unique solution exist for a nonlinear rational expectation equation with zero lower bound?Global identification of linearized DSGE modelsBayesian inference for nonlinear structural time series modelsAnalysing DSGE models with global sensitivity analysisSolution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy designInput-output interactions and optimal monetary policyMonetary policy switching and indeterminacyLikelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium modelsOn the study of a rational expectation model with lagged endogenous variablesIncreasing returns and unsynchronized wage adjustment in sunspot models of the business cycleConfounding dynamicsTHE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELSSolving dynamic general equilibrium models using a second-order approximation to the policy functionSolving for optimal simple rules in rational expectations modelsSolution of macromodels with Hansen-Sargent robust policies: some extensionsDeterminacy and classification of Markov-switching rational expectations modelsEvaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environmentE-stability vis-à-vis determinacy in regime-switching modelsLong-term interest rates, risk premia and unconventional monetary policySolving DSGE models with a nonlinear moving averageWinding number criterion for existence and uniqueness of equilibrium in linear rational expectations modelsAssessing Markov chain approximations: a minimal econometric approachConsumer misperceptions, uncertain fundamentals, and the business cycleSolvability of perturbation solutions in DSGE modelsComparing solution methods for dynamic equilibrium economiesSolving DSGE models with perturbation methods and a change of variablesDeterminacy, indeterminacy and dynamic misspecification in linear rational expectations modelsConfronting model misspecification in macroeconomicsSolving and estimating linearized DSGE models with VARMA shock processes and filtered dataDynamics of fiscal financing in the United StatesTesting DSGE models by indirect inference: a survey of recent findingsLinear rational-expectations models with lagged expectations: a synthetic methodA ``nearly ideal 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