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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
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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
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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
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A fresh look on economic evolution from kinetic viewpoint
Lehmann-Waffenschmidt, Marco - 2003
Persistent link: https://www.econbiz.de/10001757714
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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
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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
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On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing
Meyer-Gohde, Alexander - 2021
linear dynamic stochastic general equilibrium (DSGE) models when there is insufficient eigenvalue separation about the unit …
Persistent link: https://www.econbiz.de/10012483338
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Solving linear DSG models with Newton methods
Meyer-Gohde, Alexander; Saecker, Johanna - 2022
quadratic that underlies the recursive solution of linear DSGE models. The methods are compared using nearly 100 different … solving DSGE models, providing higher accuracy as measured by the forward error of the solution at a comparable computation …
Persistent link: https://www.econbiz.de/10013368452
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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
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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