Solvability of perturbation solutions in DSGE models
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Publication:1994616
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Cites work
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- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
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- scientific article; zbMATH DE number 961607 (Why is no real title available?)
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- Numerical analysis of a quadratic matrix equation
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
- Perturbation theory and backward error for AX - XB = C
- Second-order approximation of dynamic models without the use of tensors
- Solving DSGE models with a nonlinear moving average
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Solving linear rational expectations models
- Solving linear rational expectations models: A horse race
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Cited in
(16)- Fifth-order perturbation solution to DSGE models
- Solving DSGE models with a nonlinear moving average
- Risk matters: breaking certainty equivalence in linear approximations
- Perturbation solution and welfare costs of business cycles in DSGE models
- Perturbations in DSGE models: an odd derivatives theorem
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- Solution methods for models with rare disasters
- Does near-rationality matter in first-order approximate solutions? A perturbation approach
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- A solution to the global identification problem in DSGE models
- Iterative refinement of the QZ decomposition for solving linear DSGE models
- Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models
- Solving and analyzing DSGE models in the frequency domain
- Solving DSGE models with perturbation methods and a change of variables
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