Gensys

swMATH26837MaRDI QIDQ38562FDOQ38562

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• Solving linear rational expectations models

Cited In (92)

• Assessing Markov chain approximations: a minimal econometric approach
• Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
• Solving non-linear models with saddle-path instabilities
• Equilibria under monetary and fiscal policy interactions in a portfolio choice model
• Solving linear rational expectations models in the presence of structural change: some extensions
• Global identification of linearized DSGE models
• Solving generalized multivariate linear rational expectations models
• The butterfly effect of small open economies
• The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.?
• Fifth-order perturbation solution to DSGE models
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
• Solution of macromodels with Hansen-Sargent robust policies: some extensions
• Solving and estimating indeterminate DSGE models
• Financial shocks and the maturity of the monetary policy rate
• Fitting observed inflation expectations
• Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
• Confronting model misspecification in macroeconomics
• 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
• The long-run Taylor principle revisited
• Minimal state variable solutions to Markov-switching rational expectations models
• On the statistical identification of DSGE models
• Tailored randomized block MCMC methods with application to DSGE models
• Linear rational-expectations models with lagged expectations: a synthetic method
• Solving DSGE models with perturbation methods and a change of variables
• Bayesian estimation of DSGE models: identification using a diagnostic indicator
• A system reduction method to efficiently solve DSGE models
• A method for solving general equilibrium models with incomplete markets and many financial assets
• THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS
• Great recession, slow recovery and muted fiscal policies in the US
• Comparing solution methods for dynamic equilibrium economies
• A classification system for economic stochastic control models
• Dynamics of fiscal financing in the United States
• A MATLAB solver for nonlinear rational expectations models
• Long-term interest rates, risk premia and unconventional monetary policy
• Analysing DSGE models with global sensitivity analysis
• Modeling the evolution of expectations and uncertainty in general equilibrium
• The forward method as a solution refinement in rational expectations models
• Solving the multi-country real business cycle model using a perturbation method
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Debt regimes and the effectiveness of monetary policy
• DSGE Models with Student-tErrors
• Solving the incomplete market model with aggregate uncertainty using a perturbation method
• Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
• Price-setting behaviour, competition, and markup shocks in the New Keynesian model
• A ``nearly ideal solution to linear time-varying rational expectations models
• Stable near-rational sunspot equilibria
• Bayesian inference for nonlinear structural time series models
• Testing DSGE models by indirect inference: a survey of recent findings
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
• Input-output interactions and optimal monetary policy
• The full set of solutions of linear rational expectations models
• Increasing returns and unsynchronized wage adjustment in sunspot models of the business cycle
• Solving heterogeneous-agent models by projection and perturbation
• 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
• Estimation with overidentifying inequality moment conditions
• Fiscal austerity in emerging market economies
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
• Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
• Sunspot-driven fat tails: a note
• Monetary policy switching and indeterminacy
• Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?
• Consumer misperceptions, uncertain fundamentals, and the business cycle
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• Learning about banks' net worth and the slow recovery after the financial crisis
• Geometric and long run aspects of Granger causality
• Confounding dynamics
• THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES
• Determinacy and classification of Markov-switching rational expectations models
• Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment
• Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models
• Численный поиск глобального решения в модели двухрежимной экономики с исчерпаемым запасом углеводородов
• Title not available (Why is that?)
• DSGE pileups
• Three types of robust Ramsey problems in a linear-quadratic framework
• Real-time forecast evaluation of DSGE models with stochastic volatility
• Learnability and equilibrium selection under indeterminacy
• Two-sided learning and short-run dynamics in a New Keynesian model of the economy
• Keynesian economics without the Phillips curve
• On the stability of Calvo-style price-setting behavior
• The zero lower bound, the dual mandate, and unconventional dynamics
• System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys}
• Evaluating the information matrix in linearized DSGE models
• Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
• On the study of a rational expectation model with lagged endogenous variables
• Indeterminacy, change points and the price puzzle in an estimated DSGE model
• Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
• Time-varying rational expectations models
• Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models

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