Perturbations in DSGE models: an odd derivatives theorem
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Cites work
- Asymptotic methods for asset market equilibrium analysis
- Comparing solution methods for dynamic equilibrium economies
- Fifth-order perturbation solution to DSGE models
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- Risk Aversion in the Small and in the Large
- Solvability of perturbation solutions in DSGE models
- Solving asset pricing models with stochastic volatility
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
Cited in
(5)- Solvability of perturbation solutions in DSGE models
- Perturbation solution and welfare costs of business cycles in DSGE models
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Approximating around the stochastic steady state matters: rethinking uncertainty shocks in small open economies
- Solving DSGE models with perturbation methods and a change of variables
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