Narrow search
Showing 1 - 10 of 715
Cover Image
Solving and analyzing DSGE models in the frequency domain
Meyer-Gohde, Alexander - 2024
solution methods suitable for standard DSGE estimation and analysis procedures. This approach generalizes the time …
Persistent link: https://www.econbiz.de/10015051533
Cover Image
RHOMOLO: a dynamic spatial general equilibrium model
Kancs, D'Artis - 2010
This paper presents the new dynamic spatial general equilibrium (DSGE) model – RHOMOLO, which is built to support the …
Persistent link: https://www.econbiz.de/10011524125
Cover Image
A fresh look on economic evolution from kinetic viewpoint
Lehmann-Waffenschmidt, Marco - 2003
The present paper makes a contribution to fill in a gap left open by dynamic theory and evolutionary economics as well. While the "closed loop" dynamic theory has explanation power in analyzing evolving economic systems at the price of neglecting the possible occurrence of non anticipated...
Persistent link: https://www.econbiz.de/10010305437
Cover Image
A fresh look on economic evolution from kinetic viewpoint
Lehmann-Waffenschmidt, Marco - 2003
Persistent link: https://www.econbiz.de/10001757714
Cover Image
A fresh look on economic evolution from kinetic viewpoint
Lehmann-Waffenschmidt, Marco - 2003
The present paper makes a contribution to fill in a gap left open by dynamic theory and evolutionary economics as well. While the "closed loop" dynamic theory has explanation power in analyzing evolving economic systems at the price of neglecting the possible occurrence of non anticipated...
Persistent link: https://www.econbiz.de/10010506636
Cover Image
Existence and uniqueness of perturbation solutions to DSGE models
Lan, Hong; Meyer-Gohde, Alexander - 2012
discrete time DSGE models. We derive the perturbation using a matrix calculus that preserves linear algebraic structures to …
Persistent link: https://www.econbiz.de/10010281586
Cover Image
Solving DSGE models with a nonlinear moving average
Lan, Hong; Meyer-Gohde, Alexander - 2011
solving nonlinear DSGE models. Perturbation of the nonlinear moving average policy function provides a direct mapping from a …
Persistent link: https://www.econbiz.de/10010286434
Cover Image
Numerical stability analysis of linear DSGE models : backward errors, forward errors and condition numbers
Meyer-Gohde, Alexander - 2023
stability of the solutions of linear dynamic stochastic general equilibrium (DSGE) models. Comparing seven different solution … inaccuracies. The analysis is then performed for a database of roughly 100 DSGE models from the literature and a large set of draws …
Persistent link: https://www.econbiz.de/10014429077
Cover Image
Iterative refinement of the QZ decomposition for solving linear DSGE models
Huber, Johannes; Meyer-Gohde, Alexander - 2025
The standard approach to solving linear DSGE models is to apply the QZ method. It is a one-shot algorithm that leaves …
Persistent link: https://www.econbiz.de/10015206920
Cover Image
Risky linear approximations
Meyer-Gohde, Alexander - 2014 - This Version: July 3, 2014
I construct risk-corrected approximations of the policy functions of DSGEmodels around the stochastic steady state and ergodic mean that are linear in the state variables. The resulting approximations are uniformly more accurate than standard linear approximations and capture the dynamics of...
Persistent link: https://www.econbiz.de/10010374573