Uhlig Toolkit

swMATH15482MaRDI QIDQ27370FDOQ27370

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Cited In (52)

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

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