Computing second-order-accurate solutions for rational expectation models using linear solution methods
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Cites work
- Business cycles in a two-sector model of endogenous growth
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Solving dynamic equilibrium models by a method of undetermined coefficients
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Solving linear rational expectations models
- System reduction and solution algorithms for singular linear difference systems under rational expectations
- The Solution of Linear Difference Models under Rational Expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
Cited in
(17)- Computing the steady state of linear quadratic optimization models with rational expectations
- Tractable likelihood-based estimation of nonlinear DSGE models
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- Prospect theory and market quality
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union*
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- On the study of a rational expectation model with lagged endogenous variables
- Euro area inflation persistence in an estimated nonlinear DSGE model
- Solving the multi-country real business cycle model using a perturbation method
- Second-order approximation of dynamic models without the use of tensors
- Particle filters for continuous likelihood evaluation and maximisation
- Solving linear rational expectations models: A horse race
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Country portfolio dynamics
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