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Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design

Hespeler, Frank - In: Computational economics 31 (2008) 3, pp. 207-223

Persistent link: https://www.econbiz.de/10003691860

A VECM evaluation of monetary transmission in Uzbekistan

Hespeler, Frank - In: Economic change and restructuring : empirical and … 46 (2013) 2, pp. 219-253

Persistent link: https://www.econbiz.de/10009737711

Mean-extended Gini portfolios : a 3D efficient frontier

Hespeler, Frank; Shalit, Haim - In: Computational economics 51 (2018) 3, pp. 731-740

Persistent link: https://www.econbiz.de/10011963747

Solving rational expectations models with informational subperiods : a comment

Hespeler, Frank; Sorge, Marco M. - In: Computational economics 53 (2019) 4, pp. 1649-1654

Persistent link: https://www.econbiz.de/10012135581

A reply to reaction on Kormilitsina (2013) : "solving rational expectations models with informational subperiods: a perturbation approach"

Kormilitsina, Anna - In: Computational economics 53 (2019) 4, pp. 1655-1656

Persistent link: https://www.econbiz.de/10012135584

Solution for rational expectation models free of complex numbers

Hespeler, Frank - In: Theoretical economics letters 1 (2011) 3, pp. 47-52

Persistent link: https://www.econbiz.de/10009668275

A VECM evaluation of monetary transmission in Uzbekistan

Hespeler, Frank - In: Economic change and restructuring : empirical and … 46 (2013) 2, pp. 219-253

Persistent link: https://www.econbiz.de/10010118301

A VECM evaluation of monetary transmission in Uzbekistan

Hespeler, Frank - In: Economic Change and Restructuring 46 (2013) 2, pp. 219-253

This paper presents a VAR/VECM analysis of the monetary transmission process in Uzbekistan for the available data from 2000 to 2009. The general findings obtained support the hypothesis that the interest rate channel in Uzbekistan is relatively weak. Monetary transmission via the exchange rate...

Persistent link: https://www.econbiz.de/10010865864

On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations

Hespeler, Frank - In: Computational Economics 40 (2012) 3, pp. 265-291

This article develops a solution method, which integrates a transversality condition representing the terminal condition of a dynamic model with an infinite horizon into the solution of a macroeconomic rational expectations model. Thus this transversality condition can be used to decrease the...

Persistent link: https://www.econbiz.de/10010866820

On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations

Hespeler, Frank - In: Computational economics 40 (2012) 3, pp. 265-292

Persistent link: https://www.econbiz.de/10010016026