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Solving linear rational expectations models with predictable structural changes
Cagliarini, Adam; Kulish, Mariano - 2008
Persistent link: https://www.econbiz.de/10003798283
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Solving linear rational expectations models with predictable structural changes
Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336
Persistent link: https://www.econbiz.de/10009732081
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Calibrating the equilibrium condition of a New Keynesian model with uncertainty
Kranz, Tobias - In: Review of economics 68 (2017) 2, pp. 117-151
Persistent link: https://www.econbiz.de/10011943970
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Persistent stochastic shocks in a new Keynesian model with uncertainty
Kranz, Tobias - 2016
AR(1) processes, I examine the results by numerical simulation. First, I derive a reduced-form solution for the nominal …
Persistent link: https://www.econbiz.de/10011479496
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Stochastic Gradient Versus Recursive Least Squares Learning
Slobodyan, Sergey - 2008
In this paper, we perform an in - depth investigation of relative merits of two adaptive learning algorithms with constant gain, Recursive Least Squares (RLS) and Stochastic Gradient (SG), using the Phelps model of monetary policy as a testing ground. The behavior of the two learning algorithms...
Persistent link: https://www.econbiz.de/10012724434
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Gian Rinaldo Carli (1720-1795) : diagnosis and treatment of a monetary plague
Tusset, Gianfranco - In: History of economic thought and policy 9 (2020) 2, pp. 39-65
Persistent link: https://www.econbiz.de/10012605145
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On the macroeconomic implications of firm dynamics, banking, and reputation
Totzek, Alexander - 2011
Since the publication of Keynes' "General Theory of Employment, Interest, and Money" in 1936 many new ideas and … effects and depicts the empirically observed counter-cyclical nature of bank mark-ups. Second, we develop a New Keynesian … us to consider the demand side of the economy and to abstract from the assumption that the central bank can directly …
Persistent link: https://www.econbiz.de/10008907265
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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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The forecasting and policy system : stochastic simulations of the core model
Drew, Aaron; Hunt, Benjamin F. - 1998
Persistent link: https://www.econbiz.de/10000997312
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Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca - 2009
Policy counterfactuals based on estimated structural VARs routinely suggest that bringing Alan Greenspan back in the 1970s' United States would not have prevented the Great Inflation. We show that a standard policy counterfactual suggests that the Bundesbank - which is near-universally credited...
Persistent link: https://www.econbiz.de/10003969295