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A robust method for simulating forward-looking models
12 references·2 citing·37 second hop
A robust method for simulating forward-looking models (1998)A robust method for simulating forward-lo…The Bank of Canada's New Quarterly Projection Model, Part 1. The Steady-State Model: SSQPM (2021)The Bank of Canada's New Quar…Monetary Policy, Uncertainty and the Presumption of Linearity (2021)Monetary Policy, Uncertainty …The Bank of Canada's new Quarterly Projection Model (QPM): An introduction (1994)The Bank of Canada's new Quar…Rational Expectations in Macroeconomic Models (1992)Rational Expectations in Macr…Optimal Control, Expectations and Uncertainty (1989)Optimal Control, Expectations…Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples (1984)Saddlepoint Problems in Conti…Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples (1984)Saddlepoint Problems in Conti…SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS (1983)SOLUTION AND MAXIMUM LIKELIHO…Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)Solution and Maximum Likeliho…On optimality and time consistency when expectations are rational (1983)On optimality and time consis…Multiple Shooting in Rational Expectations Models (1983)Multiple Shooting in Rational…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Inflation Targeting under Uncertainty (2021)Inflation Targeting under Unc…Fixed Interest Rates over Finite Horizons (2012)Fixed Interest Rates over Fin…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Efficient solution techniques for dynamic non-linear rational expectations models (1986)The design of feedback rules in linear stochastic rational expectations models (1987)An alternative methodology for solving nonlinear forward-looking models (1995)Review of Economic Studies (2010)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Investment Under Uncertainty (1971)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Formulating and estimating dynamic linear rational expectations models (1980)Simulation estimation of time-series models (1991)Dynare: Reference Manual. Version 4 (2011)Collateral constraints and macroeconomic asymmetries (2017)Expectations and Exchange Rate Dynamics (1976)Exchange Rates and the Current Account. (1980)Search, Wage Bargains and Cycles (1987)The impact of military burden on long-run growth and welfare (2002)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)Lectures on Macroeconomics. (1990)Efficient simple policy rules and the implications of potential output uncertainty (2000)ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS (2006)Inflation Targeting Under Imperfect Policy Credibility (2009)Econometric Implications of the Rational Expectations Hypothesis (1980)Energy, the Stock Market, and the Putty-Clay Investment Model (2003)Population aging and future carbon emissions in the United States (2006)Accumulation and growth in a two-country model (1983)Calculating the Costs of Environmental Regulation (2003)Forecast Error Bounds By Stochastic Simulation (1996)Is there a bank-lending channel of monetary policy in Greece? Evidence from bank-level data (2003)Monetary and Fiscal Policy Rules in the EMU (2004)Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect (1999)
this work references cited by second hop

References

  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1983Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models421 cited
  • 1983SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS350 cited
  • 1984Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples164 cited
  • 1984Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples134 cited
  • 1992Rational Expectations in Macroeconomic Models100 cited
  • 1983Multiple Shooting in Rational Expectations Models90 cited
  • 1989Optimal Control, Expectations and Uncertainty74 cited
  • 2021The Bank of Canada's New Quarterly Projection Model, Part 1. The Steady-State Model: SSQPM56 cited
  • 1983On optimality and time consistency when expectations are rational48 cited
  • 1994The Bank of Canada's new Quarterly Projection Model (QPM): An introduction45 cited
  • 2021Monetary Policy, Uncertainty and the Presumption of Linearity43 cited

Cited by

  • 2021Inflation Targeting under Uncertainty14 cited
  • 2012Fixed Interest Rates over Finite Horizons13 cited

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