swMATH26837MaRDI QIDQ38562FDOQ38562
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Official website: http://sims.princeton.edu/yftp/gensys/
Cited In (only showing first 100 items - show all)
- Assessing Markov chain approximations: a minimal econometric approach
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
- DSGE models with Student-\(t\) errors
- Solving non-linear models with saddle-path instabilities
- 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
- 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
- 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
- CompEcon
- DualPC
- bvarsv
- quadeig
- Dynare
- The forward method as a solution refinement in rational expectations models
- Solving the multi-country real business cycle model using a perturbation method
- JSR
- Uhlig Toolkit
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- OccBin
- RECS
- Debt regimes and the effectiveness of monetary policy
- 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
- 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
- The linear systems approach to 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?
- Quasi-Bayesian estimation of time-varying volatility in DSGE models
- Consumer misperceptions, uncertain fundamentals, and the business cycle
- Equilibria under monetary and fiscal policy interactions in a portfolio choice model
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Learning about banks' net worth and the slow recovery after the financial crisis
- Geometric and long run aspects of Granger causality
- Confounding dynamics
- 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
- Great recession, slow recovery and muted fiscal policies in the US
- 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}
- The transmission mechanism in good and bad times
- 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
- Testing DSGE models by indirect inference: a survey of recent findings
- Numerical search for the global solution in the two-regime model with exhaustible resources
- Asymptotic behavior of difference equations under rational expectations
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