Second-order approximation of dynamic models without the use of tensors
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Publication:631258
DOI10.1016/J.JEDC.2010.10.006zbMATH Open1209.91111OpenAlexW2131628385MaRDI QIDQ631258FDOQ631258
Authors: Paul Gomme, Paul Klein 
Publication date: 22 March 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.10.006
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Cites Work
- Solving linear rational expectations models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- Production, growth and business cycles: Technical appendix
- Solving dynamic equilibrium models by a method of undetermined coefficients
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- The Solution of Linear Difference Models under Rational Expectations
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- System reduction and solution algorithms for singular linear difference systems under rational expectations
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Solving SDGE models: a new algorithm for the Sylvester equation
Cited In (15)
- Monetary policy and long‐term interest rates
- Computing time-consistent equilibria: a perturbation approach
- Fifth-order perturbation solution to DSGE models
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- A MIDAS approach to modeling first and second moment dynamics
- Perturbation solution and welfare costs of business cycles in DSGE models
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- Risk matters: breaking certainty equivalence in linear approximations
- Euro area inflation persistence in an estimated nonlinear DSGE model
- Bayesian inference for nonlinear structural time series models
- On the uniqueness of solutions to rational expectations models
- Second-order approximation of dynamic models with time-varying risk
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