The Solution of Linear Difference Models under Rational Expectations

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VAR-based estimation of Euler equations with an application to New Keynesian pricing
Monetary policy under misspecified expectations
E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
Fiscal policy in unionized labor markets
Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation
A non-Walrasian labor market in a monetary model of the business cycle
Methods to estimate dynamic stochastic general equilibrium models
Learning about monetary policy rules when the cost-channel matters
The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
Another weakness of ``determinacy as a selection criterion for rational expectations models
Output persistence from monetary shocks with staggered prices or wages under a Taylor rule
The structure of ARMA solutions to a general linear model with rational expectations
Iterative techniques for solving simultaneous equation systems: A view from the economics literature
Efficient solution techniques for linear and nonlinear rational expectations models
Dynamic determinacy and the existence of sunspot equilibria
A robust method for simulating forward-looking models
Computing the steady state of linear quadratic optimization models with rational expectations
Reputational and nonreputational policies under partial information
Saddlepath solutions for multivariate linear rational expectations models
Search for a monetary propagation mechanism
An algorithm competition: First-order iterations versus Newton-based techniques
An eigenvalue method of undetermined coefficients for solving linear rational expectations models
Equilibrium beliefs in linear rational expectations models
Solutions to linear rational expectations models: a compact exposition
A note on computing competitive equilibria in linear models
The design of economic policy under model uncertainty
A geometric approach to sunsport equilibria.
Adjustment costs and indeterminacy in perfect foresight models
An alternative methodology for solving nonlinear forward-looking models
Incomplete asset markets and the cross-country consumption correlation puzzle
Checking for saddlepoint stability: An easy test
Time to implement and aggregate fluctuations
Sunspot equilibria in a monetary real business cycle
Using the generalized Schur form to solve a multivariate linear rational expectations model
Stochastic policy design in a learning environment with rational expectations.
Fifth-order perturbation solution to DSGE models
Solving endogenous regime switching models
Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia
Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
Financial factors and monetary policy: determinacy and learnability of equilibrium
Solving generalized multivariate linear rational expectations models
Animal spirits and credit cycles
Identification of DSGE models -- the effect of higher-order approximation and pruning
Solving and estimating indeterminate DSGE models
Multiple steady states and indeterminacy in the Uzawa-Lucas model with educational externalities
Solving and simulating unbalanced growth models using linearization about the current state
The solution of time-varying linear rational expectations models and the role of terminal conditions
Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint
Determinacy analysis in high order dynamic systems: the case of nominal rigidities and limited asset market participation
The long-run Taylor principle revisited
Extensions of linearization to large econometric models with rational expectations
Some thoughts on rational expectations models, and alternate formulations
Determinacy in linear rational expectations models
A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
Capital income taxation, equilibrium determinacy, and the Taylor principle
Open loop time consistency for linear rational expectations models
On the relationship between determinate and MSV solutions in linear RE models
Determinacy, learnability, and discretionary policy
A sunspot paradox
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
Solution and control of linear rational expectations models with structural effects from future instruments
Monetary policy in open economies: practical perspectives for pragmatic central bankers
Solving DSGE models with a nonlinear moving average
Trend growth and learning about monetary policy rules
Quantitative easing and the loan to collateral value ratio
Solvability of perturbation solutions in DSGE models
Testing DSGE models by indirect inference: a survey of recent findings
Stability of equilibrium asset pricing models: a necessary and sufficient condition
Monetary policy strategies for the European Central Bank
Determinate perfect foresight forecasting in overlapping generations models
The RPEs of RBCs and other DSGEs
Solving linear rational expectations models in the presence of structural change: some extensions
Learning in two-dimensional beauty contest games: theory and experimental evidence
Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?
Market selection with an endogenous state
Stationary bubble equilibria in rational expectation models
Confounding dynamics
Determinacy and classification of Markov-switching rational expectations models
A characterization of Markov equilibrium in stochastic overlapping generations models
E-stability vis-à-vis determinacy in regime-switching models
A New Keynesian model with heterogeneous expectations
Bubble-free policy feedback rules
Imperfect mobility of labor across sectors and fiscal transmission
Stable near-rational sunspot equilibria
Global dynamics in a search and matching model of the labor market
Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
Time-varying rational expectations models
Capital regulation and banking bubbles
Saddlepath learning, MSV learning and consistency of subjective expectations
Kalman filter approach to solution of rational expectations models
Financial frictions and the fiscal theory of price level determination
Prospect theory and market quality
Multiple solutions in systems of functional differential equations
How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
Assessing two common approaches for solving models with saddle-path instabilities
Rational expectations equilibria of economies with local interactions
Dichotomy between macroprudential policy and monetary policy on credit and inflation
Cagan type rational expectation model on complex discrete time domains
Labor and investment frictions in a real business cycle model

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