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swMATH12305MaRDI QIDQ24234FDOQ24234

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Cited In (80)

• Regularity of a general equilibrium in a model with infinite past and future
• Data cloning: maximum likelihood estimation of DSGE models
• An algorithm competition: First-order iterations versus Newton-based techniques
• Solving linear rational expectations models in the presence of structural change: some extensions
• Global identification of linearized DSGE models
• Simulating computable overlapping generations models with TROLL
• Policy reforms and growth in computable OLG economies.
• Title not available (Why is that?)
• Tax smoothing in a business cycle model with capital-skill complementarity
• Fifth-order perturbation solution to DSGE models
• Dynamic General Equilibrium Modeling
• Solving and estimating indeterminate DSGE models
• New Keynesian explanations of cyclical movements in aggregate inflation and regional inflation differentials
• Capital controls and financial frictions in a small open economy
• Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation
• The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
• Solving DSGE models with a nonlinear moving average
• Solvability of perturbation solutions in DSGE models
• The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
• The extensive margin and US aggregate fluctuations: a quantitative assessment
• Exchange rates dynamics with long-run risk and recursive preferences
• Stochastic control for economic models: past, present and the paths ahead
• The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
• Indexed versus nominal government debt under inflation and price-level targeting
• Fiscal policy, banks and the financial crisis
• Fiscal consolidation strategy
• A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
• QUADRATIC LABOR ADJUSTMENT COSTS, BUSINESS CYCLE DYNAMICS, AND OPTIMAL MONETARY POLICY
• Semi-global solutions to DSGE models: perturbation around a deterministic path
• Solving endogenous regime switching models
• Three types of robust Ramsey problems in a linear-quadratic framework
• A classification system for economic stochastic control models
• Testing a DSGE model of the EU using indirect inference
• Analysing DSGE models with global sensitivity analysis
• Keynesian economics without the Phillips curve
• Priors about observables in vector autoregressions
• Welfare implications of Calvo vs. Rotemberg-pricing assumptions
• Solving the multi-country real business cycle model using a perturbation method
• Balance sheets, exchange rate policy, and welfare
• Fiscal and monetary policy interactions: a game theory approach
• Monetary persistence and the labor market: a new perspective
• New Keynesian versus old Keynesian government spending multipliers
• Bank capital and the macroeconomy: policy considerations
• Sparse direct methods for model simulation
• Title not available (Why is that?)
• An assessment of the stability and growth pact reform in a small-scale macro-framework
• Disciplining expectations and the forward guidance puzzle
• Information technologies, embodiment and growth
• Endogenous credit standards and aggregate fluctuations
• Wage or price-based inflation? Alternative targets in optimal monetary policy rules
• Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint
• Combining VAR and DSGE forecast densities
• Trade elasticity of substitution and equilibrium dynamics
• Bayesian inference for nonlinear structural time series models
• Calvo vs. Rotemberg in a trend inflation world: an empirical investigation
• Asset prices in affine real business cycle models
• The full set of solutions of linear rational expectations models
• A method for solving and estimating heterogeneous agent macro models
• Testing macro models by indirect inference: a survey for users
• Optimal monetary policy in the generalized Taylor economy
• Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality
• Explaining international business cycle synchronization: recursive preferences and the terms of trade channel
• Organizational dynamics and aggregate fluctuations: the role of financial relationships
• Uncertainty shocks and firm creation: search and monitoring in the credit market
• Efficient solution and computation of models with occasionally binding constraints
• Self-employment and business cycle persistence: does the composition of employment matter for economic recoveries?
• Welfare effects of business cycles and monetary policies in a small open emerging economy
• Deep habits and exchange rate pass-through
• When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
• A TALE OF TAX POLICIES IN OPEN ECONOMIES
• Численный поиск глобального решения в модели двухрежимной экономики с исчерпаемым запасом углеводородов
• Bayesian inference on structural impulse response functions
• The Fiscal Multiplier in a Liquidity‐Constrained New Keynesian Economy
• Solving and simulating unbalanced growth models using linearization about the current state
• Fiscal policy during a pandemic
• Intermediate goods and exchange rate disconnect
• The perils of credit booms
• The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray
• Fiscal devaluation scenarios: a quantitative assessment for the Italian economy
• Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach

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