The Solution of Linear Difference Models under Rational Expectations
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- A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
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- Computing the steady state of linear quadratic optimization models with rational expectations
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- Sunspot equilibria in a monetary real business cycle
- Linear rational-expectations models with lagged expectations: a synthetic method
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- Search for a monetary propagation mechanism
- Determinacy in linear rational expectations models
- Inflation targeting as a means of achieving disinflation
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- Heterogeneous expectations in monetary DSGE models
- Expectations, learning and empirical macroeconomic models
- A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
- Kalman filter approach to solution of rational expectations models
- Extensions of linearization to large econometric models with rational expectations
- VAR-based estimation of Euler equations with an application to New Keynesian pricing
- Assessing two common approaches for solving models with saddle-path instabilities
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- Comparing solution methods for dynamic equilibrium economies
- COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
- Symbolic stationarization of dynamic equilibrium models
- Stability of equilibrium asset pricing models: a necessary and sufficient condition
- Solutions to linear rational expectations models: a compact exposition
- Dynamic determinacy and the existence of sunspot equilibria
- A classification system for economic stochastic control models
- Business cycle amplification with heterogeneous expectations
- Precision-based sampling for state space models that have no measurement error
- Fiscal policy in unionized labor markets
- Monetary policy under misspecified expectations
- Capital regulation and banking bubbles
- Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation
- The \(Z\)-transform and comparative dynamics in discrete-time models
- Estimation of nonlinear DSGE models through Laplace based solutions
- Equilibrium determinacy with behavioral expectations
- Learnability and equilibrium selection under indeterminacy
- Solving and analyzing DSGE models in the frequency domain
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- Animal spirits and credit cycles
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- The design of economic policy under model uncertainty
- Modeling the evolution of expectations and uncertainty in general equilibrium
- Adaptive learning in regime-switching models
- Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
- The Barnett critique after three decades: a New Keynesian analysis
- Invertible and non-invertible information sets in linear rational expectations models
- Business cycle accounting with model consistent expectations
- The forward method as a solution refinement in rational expectations models
- Open loop time consistency for linear rational expectations models
- Determinacy, learnability, and discretionary policy
- Investment, interest rate policy, and equilibrium stability
- System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys}
- Stackelberg solution for a two-agent rational expectations model
- VAR interpretations of Haavelmo's market model of capital and investment
- Labor and investment frictions in a real business cycle model
- Bubble-free policy feedback rules
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