Cited in
(91)- The stabilizing role of fiscal policy rules under the Bulgarian currency board arrangement
- The fiscal multiplier in a liquidity-constrained New Keynesian economy
- Regularity of a general equilibrium in a model with infinite past and future
- Explaining international business cycle synchronization: recursive preferences and the terms of trade channel
- IRIS
- Data cloning: maximum likelihood estimation of DSGE models
- A tale of tax policies in open economies
- An algorithm competition: First-order iterations versus Newton-based techniques
- Organizational dynamics and aggregate fluctuations: the role of financial relationships
- Solving linear rational expectations models in the presence of structural change: some extensions
- Uncertainty shocks and firm creation: search and monitoring in the credit market
- Simulating computable overlapping generations models with TROLL
- Global identification of linearized DSGE models
- Efficient solution and computation of models with occasionally binding constraints
- Policy reforms and growth in computable OLG economies.
- 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
- Tax smoothing in a business cycle model with capital-skill complementarity
- Deep habits and exchange rate pass-through
- Fifth-order perturbation solution to DSGE models
- When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
- 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
- Stochastic control for economic models: past, present and the paths ahead
- Exchange rates dynamics with long-run risk and recursive preferences
- 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
- Solving endogenous regime switching models
- Three types of robust Ramsey problems in a linear-quadratic framework
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- QUADRATIC LABOR ADJUSTMENT COSTS, BUSINESS CYCLE DYNAMICS, AND OPTIMAL MONETARY POLICY
- A classification system for economic stochastic control models
- Duali
- CompEcon
- csminwel
- DualPC
- quadeig
- JBendge
- Uhlig Toolkit
- OccBin
- Gensys
- COMBOS
- Testing a DSGE model of the EU using indirect inference
- Analysing DSGE models with global sensitivity analysis
- Keynesian economics without the Phillips curve
- Economic dynamics in discrete time
- Priors about observables in vector autoregressions
- Bayesian inference on structural impulse response functions
- Solving the multi-country real business cycle model using a perturbation method
- Balance sheets, exchange rate policy, and welfare
- Welfare implications of Calvo vs. Rotemberg-pricing assumptions
- 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
- An assessment of the stability and growth pact reform in a small-scale macro-framework
- Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
- Solving and simulating unbalanced growth models using linearization about the current state
- 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
- Fiscal policy during a pandemic
- Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint
- Intermediate goods and exchange rate disconnect
- Combining VAR and DSGE forecast densities
- Trade elasticity of substitution and equilibrium dynamics
- The perils of credit booms
- Bayesian inference for nonlinear structural time series models
- The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray
- Dynamic general equilibrium modeling. Computational methods and applications
- Numerical search for the global solution in the two-regime model with exhaustible resources
- Calvo vs. Rotemberg in a trend inflation world: an empirical investigation
- Fiscal devaluation scenarios: a quantitative assessment for the Italian economy
- Asset prices in affine real business cycle models
- Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
- The full set of solutions of linear rational expectations models
- Optimal monetary policy in the generalized Taylor economy
- Testing macro models by indirect inference: a survey for users
- A method for solving and estimating heterogeneous agent macro models
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