Uhlig Toolkit
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Related Items (52)
A model of sleep, leisure and work over the business cycle ⋮ VARs, common factors and the empirical validation of equilibrium business cycle models ⋮ Solving linear rational expectations models in the presence of structural change: some extensions ⋮ A system reduction method to efficiently solve DSGE models ⋮ Fifth-order perturbation solution to DSGE models ⋮ Asset pricing with expectation shocks ⋮ Solving generalized multivariate linear rational expectations models ⋮ Solving and estimating indeterminate DSGE models ⋮ On the relationship between determinate and MSV solutions in linear RE models ⋮ On income velocity of money, precautionary money demand and growth ⋮ Asset returns and business cycles in models with investment adjustment costs ⋮ Incomplete markets and the output-inflation tradeoff ⋮ The forward method as a solution refinement in rational expectations models ⋮ Second-order approximation of dynamic models without the use of tensors ⋮ A nonlinear stochastic growth model on discrete time domains ⋮ Semi-global solutions to DSGE models: perturbation around a deterministic path ⋮ A check for finite order VAR representations of DSGE models ⋮ Optimal policy in Markov-switching rational expectations models ⋮ Global identification of linearized DSGE models ⋮ Solving linear rational expectations models: A horse race ⋮ Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design ⋮ Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models ⋮ Housing and the business cycle revisited ⋮ Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems ⋮ Solving for optimal simple rules in rational expectations models ⋮ Sources of growth and the spectral properties of the labor market search model ⋮ Determinacy and classification of Markov-switching rational expectations models ⋮ Projection-based inference with particle swarm optimization ⋮ E-stability vis-à-vis determinacy in regime-switching models ⋮ Solving DSGE models with a nonlinear moving average ⋮ Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models ⋮ Assessing Markov chain approximations: a minimal econometric approach ⋮ Solvability of perturbation solutions in DSGE models ⋮ Solving DSGE models with perturbation methods and a change of variables ⋮ Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth ⋮ Computing second-order-accurate solutions for rational expectation models using linear solution methods ⋮ A simple nonnegative process for equilibrium models ⋮ Solving and estimating linearized DSGE models with VARMA shock processes and filtered data ⋮ Global stochastic properties of dynamic models and their linear approximations ⋮ Linear rational-expectations models with lagged expectations: a synthetic method ⋮ Internal and external habits and news-driven business cycles ⋮ Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model ⋮ Monetary policy under misspecified expectations ⋮ E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models ⋮ Precautionary money demand in a cash-in-advance economy with capital ⋮ A software framework for data analysis ⋮ Solutions to linear rational expectations models: a compact exposition ⋮ Adaptive learning in practice ⋮ Using the generalized Schur form to solve a multivariate linear rational expectations model ⋮ Stochastic policy design in a learning environment with rational expectations. ⋮ Efficient solution and computation of models with occasionally binding constraints ⋮ Animal spirits, technology shocks and the business cycle
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