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Efficient Perturbation Methods for Solving Regime-Switching DSGE Models
16 references·1 citing·41 second hop
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References

  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,216 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
  • 2012The Forward Guidance Puzzle240 cited
  • 2001Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function224 cited
  • 2011Minimal state variable solutions to Markov-switching rational expectations models178 cited
  • 2011The Risky Steady State145 cited
  • 2010Inflation and the fiscal limit143 cited
  • 2006Fluctuating Macro Policies and the Fiscal Theory [with Comments and Discussion]

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93 cited
  • 2013Accuracy, Speed and Robustness of Policy Function Iteration92 cited
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    • 2020Switching volatility in a nonlinear open economy25 cited