standard perturbation output. I examine the joint macroeconomic and asset pricing implications of a real business cycle model …

is unlikely to be a potential source of error. -- perturbation ; DSGE ; nonlinear ; pruning …We derive recursive representations of nonlinear moving average (NLMA) perturbations of DSGE models. As the stability … provide rigorous support for the practice of pruning that is becoming widespread. Our recursive representation differs from …

solution methods suitable for standard DSGE estimation and analysis procedures. This approach generalizes the time …

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are … methods compare favorably in solving DSGE models to the QZ, providing similar accuracy as measured by the forward error of the …

solution of linear DSGE models. We present and compare two Structure-Preserving Doubling Algorithms (SDAs) to other competing …