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Accuracy of Simulations for Stochastic Dynamic Models
16 references·5 citing·42 second hop
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References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 1987Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher1,725 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1975Core and Equilibria of a Large Economy.1,195 cited
  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations978 cited
  • 2001Financial Markets and Firm Dynamics832 cited
  • 1986Patents as Options: Some Estimates of the Value of Holding European Patent Stocks819 cited
  • 2004Wealth Inequality and Intergenerational Links796 cited
  • 1993Rules of Thumb for Social Learning739 cited
  • 1984Patents as Options: Some Estimates of the Value of Holding European Patent Stocks722 cited
  • 2003

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Accounting for the U.S. Earnings and Wealth Inequality
718 cited

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  • 2014Numerical Methods for Large-Scale Dynamic Economic Models75 cited
  • 2016Perturbation methods for Markov-switching dynamic stochastic general equilibrium models75 cited
  • 2011The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences61 cited
  • 2012Estimating Dynamic Equilibrium Models with Stochastic Volatility11 cited
  • 2014Valuing Customer Portfolios with Endogenous Mass and Direct Marketing Interventions Using a Stochastic Dynamic Programming Decomposition8 cited