Pages that link to "Item:Q1575614"
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The following pages link to Using the generalized Schur form to solve a multivariate linear rational expectations model (Q1575614):
Displaying 50 items.
- A system reduction method to efficiently solve DSGE models (Q318371) (← links)
- A method for solving general equilibrium models with incomplete markets and many financial assets (Q318872) (← links)
- Fiscal and monetary policy interactions: a game theory approach (Q363582) (← links)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002) (← links)
- Bayesian inference for nonlinear structural time series models (Q469553) (← links)
- The Barnett critique after three decades: a New Keynesian analysis (Q472742) (← links)
- The education of Walter Kohn and the creation of density functional theory (Q484144) (← links)
- On the uniqueness of solutions to rational expectations models (Q498852) (← links)
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789) (← links)
- Unemployment insurance in a sticky-price model with worker moral hazard (Q550832) (← links)
- International capital flows and expectation-driven boom-bust cycles in the housing market (Q602976) (← links)
- The international transmission of monetary policy in a dollar pricing model (Q604970) (← links)
- The forward method as a solution refinement in rational expectations models (Q621263) (← links)
- Solving the multi-country real business cycle model using a monomial rule Galerkin method (Q622256) (← links)
- Second-order approximation of dynamic models without the use of tensors (Q631258) (← links)
- Optimal policy in Markov-switching rational expectations models (Q647652) (← links)
- The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.? (Q844659) (← links)
- Investment, interest rate policy, and equilibrium stability (Q844661) (← links)
- The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation (Q857744) (← links)
- Solving linear rational expectations models: A horse race (Q928138) (← links)
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design (Q928147) (← links)
- Monetary policy rules for an open economy (Q951409) (← links)
- Computing sunspot equilibria in linear rational expectations models (Q951460) (← links)
- Solving dynamic general equilibrium models using a second-order approximation to the policy function (Q951493) (← links)
- Solving for optimal simple rules in rational expectations models (Q953671) (← links)
- Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
- Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models (Q956505) (← links)
- Targeting inflation by forecast feedback rules in small open economies (Q956509) (← links)
- Comparing solution methods for dynamic equilibrium economies (Q959687) (← links)
- Solving DSGE models with perturbation methods and a change of variables (Q959688) (← links)
- Reducing the dimensionality of linear quadratic control problems (Q959725) (← links)
- Optimal monetary policy in a micro-founded model with parameter uncertainty (Q959738) (← links)
- Computing second-order-accurate solutions for rational expectation models using linear solution methods (Q959744) (← links)
- Linear rational-expectations models with lagged expectations: a synthetic method (Q964568) (← links)
- A ``nearly ideal'' solution to linear time-varying rational expectations models (Q967223) (← links)
- Optimal monetary policy in a New Keynesian model with job search (Q975909) (← links)
- Monetary policy under misspecified expectations (Q1017037) (← links)
- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models (Q1017041) (← links)
- A non-Walrasian labor market in a monetary model of the business cycle (Q1027374) (← links)
- Another weakness of ``determinacy'' as a selection criterion for rational expectations models (Q1046199) (← links)
- Factor adjustment costs: a structural investigation (Q1624007) (← links)
- Fifth-order perturbation solution to DSGE models (Q1655505) (← links)
- Three types of robust Ramsey problems in a linear-quadratic framework (Q1655636) (← links)
- Solving generalized multivariate linear rational expectations models (Q1657462) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- Solving and estimating indeterminate DSGE models (Q1657562) (← links)
- Hysteresis and fiscal policy (Q1657622) (← links)
- The long-run Taylor principle revisited (Q1786767) (← links)
- Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
- Optimal simple rules in RE models with risk sensitive preferences (Q1934180) (← links)
