The appendix discusses computational aspects of the paper “Business Cycle Implications of Internal Consumption Habit for New Keynesian Models.” These topics range from solving the baseline new Keynesian dynamic stochastic general equilibrium (NKDSGE) model, estimating the structural...

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In a preceding paper, we proved the discrete compactness properties of Rellich type for some 2D discontinuous Galerkin finite element methods (DGFEM), that is, the strong L2 convergence of some subfamily of finite element functions bounded in an H1-like mesh-dependent norm. In this note, we will...

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We say that a social choice rule is implementable with (small) transfers if one can design a mechanism whose set of equilibrium outcomes coincides with that specified by the rule but the mechanism allows for (small) ex post transfers among the players. We then show in private-value environments...

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This paper develops a new computationally attractive procedure for estimating dynamic discrete choice models that is applicable to a wide range of dynamic programming models. The proposed procedure can accommodate unobserved state variables that (i) are neither additively separable nor follow...

We deduce discrete compactness of Rellich type for some discontinuous Galerkin finite element methods (DGFEM) including hybrid ones, under fairly general settings on the triangulations and the finite element spaces. We make use of regularity of the solutions to an auxiliary second-order elliptic...

We discuss some inference problems associated with the fractional Ornstein-Uhlenbeck (fO-U) process driven by the fractional Brownian motion (fBm). In particular, we are concerned with the estimation of the drift parameter, assuming that the Hurst parameter H is known and is in [1/2, 1). Under...