An OLS approach to computing Ramsey equilibria in medium-scale macroeconomic models

DOI10.1016/J.ECONLET.2011.12.019zbMATH Open1242.91112OpenAlexW2049651297MaRDI QIDQ433733FDOQ433733

Authors: Stephanie Schmitt-Grohé, Martín Uribe 

Publication date: 6 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.019

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zbMATH Keywords

approximation welfarecomputing Ramsey steady statesmedium-scale DSGE models

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Solving dynamic general equilibrium models using a second-order approximation to the policy function

Cited In (3)

• Solving Ramsey Problems with Nonlinear Projection Methods
• New-Keynesian Phillips curve with Bertrand competition and endogenous entry
• Computing the risky steady state of DSGE models

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