Solving DSGE models with a nonlinear moving average
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Publication:1994189
DOI10.1016/j.jedc.2013.06.014zbMath1402.91288OpenAlexW2027462886MaRDI QIDQ1994189
Hong Lan, Alexander Meyer-Gohde
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-087.pdf
Related Items (9)
Fifth-order perturbation solution to DSGE models ⋮ Assessing DSGE model nonlinearities ⋮ Uncertainty shocks, banking frictions and economic activity ⋮ Specification testing with estimated variables ⋮ Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound? ⋮ Solving DSGE models with a nonlinear moving average ⋮ Solvability of perturbation solutions in DSGE models ⋮ Risk matters: breaking certainty equivalence in linear approximations ⋮ Generalized entropy and model uncertainty
Uses Software
Cites Work
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