Computing sunspot equilibria in linear rational expectations models
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Cites work
- Animal spirits, technology shocks and the business cycle
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- Real business cycles and the animal spirits hypothesis
- Solving linear rational expectations models
- The Solution of Linear Difference Models under Rational Expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
Cited in
(43)- Heterogeneous expectations, sunspot equilibria and their fragility
- Equilibrium beliefs in linear rational expectations models
- Monetary policy and indeterminacy after the 2001 slump
- Solving and estimating indeterminate DSGE models
- On sunspot fluctuations in variable capacity utilization models
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- Price-setting behaviour, competition, and markup shocks in the New Keynesian model
- Sunspot fluctuations under zero nominal interest rates
- On the informational role of term structure in the US monetary policy rule
- Liquidity traps in a world economy
- Multi-product firms and increasing marginal costs
- Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
- Solving linear rational expectations models in the presence of structural change: some extensions
- Sunspot-driven fat tails: a note
- The horseshoe prior for time-varying parameter VARs and monetary policy
- E-stability vis-à-vis determinacy in regime-switching models
- Indeterminacy, change points and the price puzzle in an estimated DSGE model
- Are sunspots learnable? An experimental investigation in a simple macroeconomic model
- Global dynamics in a search and matching model of the labor market
- Learnability and equilibrium selection under indeterminacy
- Monetary policy and sunspot fluctuations in the United States and the euro area
- THE COST CHANNEL OF MONETARY POLICY AND INDETERMINACY
- WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
- EXPECTATIONS COORDINATION ON A SUNSPOT EQUILIBRIUM: AN EDUCTIVE APPROACH
- Global identification of linearized DSGE models
- The linear systems approach to linear rational expectations models
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- Identifiability of structural singular vector autoregressive models
- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies
- Statistical sunspots
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- A solution to the global identification problem in DSGE models
- Increasing returns and unsynchronized wage adjustment in sunspot models of the business cycle
- The spectral approach to linear rational expectations models
- Equilibrium determinacy with behavioral expectations
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- Understanding Markov-switching rational expectations models
- The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.?
- Monetary policy and asset prices with belief-driven fluctuations
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
- Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
- Can indeterminacy resolve the cross-country correlation puzzle?
- The butterfly effect of small open economies
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